Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General

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This topic is covered by the following reading lists:

1. SOEP based publications

2025

• Brian König & Gabriela Dováĺová & Ján Košta, 2025. "Receiving Assistance in Material Need versus Active Participation in the Labour market: Who Will Win?," Politická ekonomie, Prague University of Economics and Business, vol. 2025(1), pages 1-30.
• Bogdan DIMA & Lucian Liviu ALBU & Ştefana Maria DIMA & Roxana IOAN & Anca SARAOLU IONAŞCUŢI & Marian Ilie SIMINICA, 2025. "Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-22, April.
• Lixiong Yang & Mingjian Ren & Jianming Bai, 2025. "Threshold mixed data sampling logit model with an application to forecasting US bank failures," Empirical Economics, Springer, vol. 68(1), pages 433-477, January.
• Montasser Ghachem & Oguz Ersan, 2025. "Estimation of the probability of informed trading models via an expectation-conditional maximization algorithm," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-37, December.
• Nnanna P. Azu & Aburime Ehimare & Hassan P. Abdullahi, 2025. "ICT and trade competitiveness in West Africa: the mediating role of revealed comparative advantage in the non-alcoholic beverage sector," Future Business Journal, Springer, vol. 11(1), pages 1-14, December.
• Mesias Alfeus & Justin Harvey & Phuthehang Maphatsoe, 2025. "Improving realised volatility forecast for emerging markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(1), pages 299-342, March.
• Lekharani Gohain & Amit K. Biswas, 2025. "The Drivers of India’s Agricultural Trade: A Study Based on Major Crops," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 23(1), pages 159-174, March.
• María Rubio-Misas, 2025. "Efficiency and Productivity in the Insurance Industry Using Frontier Methodologies," Springer Books, in: Georges Dionne (ed.), Handbook of Insurance, edition 0, pages 463-504, Springer.
• Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2025. "Are input-output coefficients really fixed?," Applied Economics, Taylor & Francis Journals, vol. 57(7), pages 753-776, February.
  • Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2023. "Are Input-Output Coefficients Really Fixed?," Economics Discussion / Working Papers 23-06, The University of Western Australia, Department of Economics.
• Weining Wang & Jeffrey M. Wooldridge & Mengshan Xu & Cuicui Lu & Chaowen Zheng, 2025. "Using generalized estimating equations to estimate nonlinear models with spatial data," Econometric Reviews, Taylor & Francis Journals, vol. 44(2), pages 214-242, February.
  • Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018. "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers 1810.05855, arXiv.org.
  • Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M., 2020. "Using generalized estimating equations to estimate nonlinear models with spatial data," IRTG 1792 Discussion Papers 2020-017, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Abel Brodeur & Hasin Yousaf, 2025. "On the Economic Consequences of Mass Shootings," The Review of Economics and Statistics, MIT Press, vol. 107(1), pages 109-124, January.
  • Brodeur, Abel & Yousaf, Hasin, 2022. "On the Economic Consequences of Mass Shootings," GLO Discussion Paper Series 1133, Global Labor Organization (GLO).
• Abbas, Yasser & Daouia, Abdelaati & Nemouchi, Boutheina & Stupfler, Gilles, 2025. "Tail expectile-VaR estimation in the semiparametric Generalized Pareto model," TSE Working Papers 25-1607, Toulouse School of Economics (TSE).
• St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024. "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers 2412.10304, arXiv.org, revised Jan 2025.
  • Jochmans, Koen & Bonhomme, Stéphane & Weidner, Martin, 2025. "A Neyman-Orthogonalization Approach to The Incidental Parameter Problem," TSE Working Papers 25-1614, Toulouse School of Economics (TSE).
  • Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," CeMMAP working papers 05/25, Institute for Fiscal Studies.
  • Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," IFS Working Papers WCWP05/25, Institute for Fiscal Studies.
• Priyanka Asnani & Alexander Chudik & Braden Strackman, 2025. "xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels," Stata Journal, StataCorp LLC, vol. 25(1), pages 136-150, March.
  • Priyanka Asnani & Alexander Chudik & Braden Strackman, 2024. "Xtpb: The Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogeneous Panels," Globalization Institute Working Papers 429, Federal Reserve Bank of Dallas.
• Alyssa H. Carlson & Wei Zhao, 2025. "Heckman sample-selection estimators under heteroskedasticity," Stata Journal, StataCorp LLC, vol. 25(1), pages 212-236, March.
  • Alyssa Carlson & Wei Zhao, 2023. "Heckman sample selection estimators under heteroskedasticity," Working Papers 2303, Department of Economics, University of Missouri.
  • Alyssa Carlson & Wei Zhao, 2024. "Heckman sample selection estimators under heteroskedasticity," Working Papers 2411, Department of Economics, University of Missouri.
• Jungbin Hwang & Yixiao Sun, 2025. "Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions," Working papers 2025-01, University of Connecticut, Department of Economics.
• Buiga Anuța & Popa Mirela, 2025. "Determinants of Rent Prices: An Analysis of European Cities," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 70(1), pages 51-66.
• Chris Muris & Konstantin Wacker, 2022. "Estimating interaction effects with panel data," Papers 2211.01557, arXiv.org, revised Mar 2025.
  • Muris, Chris & Wacker, Konstantin M., 2025. "Estimating interaction effects with panel data," GLO Discussion Paper Series 1583, Global Labor Organization (GLO).
• Yavuz GÜL & Serpil ALTINIRMAK, 2025. "Predicting Financial Failure: Empirical Evidence from Publicly – Quoted Firms in Developed and Developing Countries," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 107-126.
• David M. Kaplan & Xin Liu, 2024. "Confidence intervals for intentionally biased estimators," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 197-214, April.
  • David M. Kaplan & Xin Liu, 2023. "Confidence Intervals for Intentionally Biased Estimators," Working Papers 2308, Department of Economics, University of Missouri.
  • David M. Kaplan & Xin Liu, 2025. "Confidence intervals for intentionally biased estimators," Papers 2502.00450, arXiv.org.
• Emanuele Bacchiocchi & Toru Kitagawa, 2020. "Locally- but not globally-identified SVARs," CeMMAP working papers CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Emanuele Bacchiocchi & Toru Kitagawa, 2025. "Locally- but not Globally-identified SVARs," Papers 2504.01441, arXiv.org.
  • Emanuele Bacchiocchi & Toru Kitagawa, 2022. "Locally- but not Globally-identified SVARs," Working Papers wp1171, Dipartimento Scienze Economiche, Universita' di Bologna.
• St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024. "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers 2412.10304, arXiv.org, revised Jan 2025.
  • Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," CeMMAP working papers 05/25, Institute for Fiscal Studies.
  • Jochmans, Koen & Bonhomme, Stéphane & Weidner, Martin, 2025. "A Neyman-Orthogonalization Approach to The Incidental Parameter Problem," TSE Working Papers 25-1614, Toulouse School of Economics (TSE).
  • Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," IFS Working Papers WCWP05/25, Institute for Fiscal Studies.
• Tatjana Dahlhaus & Thibaut Duprey & Craig Johnston, 2025. "Estimating the impacts on GDP of natural disasters in Canada," Staff Analytical Notes 2025-5, Bank of Canada.
• Jéssica Guedes & Diego Torres & Paulino Sánchez-Escribano & José Boyano, 2025. "Incertidumbre en el mercado de bonos: una propuesta para identificar sus narrativas con GDELT," Occasional Papers 2505, Banco de España.
• Md. Monzur Hossain & Ankur Sarkar, 2025. "Bimstec’S Incipient Competitive Advantage And Trade Specialisation In Raw Sugar," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 70(244), pages 57-86, January –.
• Ivanna Strilok & Rostislav Tsybko, 2025. "Assessing the effectiveness of internal communications of the enterprise," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 1, pages 137-150.
• Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2024. "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Papers 2401.05784, arXiv.org, revised Jan 2024.
  • Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2025. "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Working Papers 202524, University of Macau, Faculty of Business Administration.
• Castellanos, Juan, 2025. "Local Projections vs. VARs for structural parameter estimation," Bank of England working papers 1116, Bank of England.
• F. Marta L. Di Lascio & Selene Perazzini, 2025. "PanelTM: an R package for two- and three-way dynamic panel threshold regression model," BEMPS - Bozen Economics & Management Paper Series BEMPS113, Faculty of Economics and Management at the Free University of Bozen.
• Augusto Cerqua & Samuel Nocito & Gabriele Pinto, 2025. "Pay Incentives in Politics: Evaluating a Large-Scale Salary Increase for Local Politicians," CESifo Working Paper Series 11778, CESifo.
• Castro-Iragorri, Carlos & Parra-Diaz, Manuel, 2025. "Stability focused end to end frameworks for risk budgeting portfolios," Documentos de Trabajo 21367, Universidad del Rosario.
• Nagengast, Arne & Rios-Avila, Fernando & Yotov, Yoto, 2024. "The European Single Market and Intra-EU Trade: An Assessment with Heterogeneity-Robust Difference-in-Differences Methods," School of Economics Working Paper Series 2024-5, LeBow College of Business, Drexel University, revised 06 May 2024.
  • Arne Nagengast & Fernando Rios-Avila & Yoto Yotov, 2025. "The European Single Market and Intra-EU Trade: An Assessment with Heterogeneity-Robust Difference-in-Differences Methods," Working Papers 2025003, Center for Global Policy Analysis, LeBow College of Business, Drexel University.
• Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," CESifo Working Paper Series 10145, CESifo.
  • Ohyun Kwon & Jangsu Yoon & Yoto Yotov, 2025. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," Working Papers 202512, Center for Global Policy Analysis, LeBow College of Business, Drexel University.
  • Kwon, Ohyun & Yoon, Jangsu & Yotov, Yoto, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," School of Economics Working Paper Series 2022-13, LeBow College of Business, Drexel University.
• Corral, Paul & Henderson, Heath & Segovia, Sandra, 2025. "Poverty mapping in the age of machine learning," Journal of Development Economics, Elsevier, vol. 172(C).
• Campos-Martins, Susana & Amado, Cristina, 2025. "Modelling dynamic interdependence in nonstationary variances with an application to carbon markets," Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
• Wang, Nianling & Wang, Qianchao & Li, Yong, 2025. "Estimation and forecast of carbon emission market volatility based on model averaging method," Economic Modelling, Elsevier, vol. 143(C).
• Wang, Zhenxin & Wang, Shaoping & Yan, Yayi & Xia, Yingcun, 2025. "Examining Chinese volume–volatility nexus: A regime-switching perspective," Economic Modelling, Elsevier, vol. 144(C).
• Apeti, Ablam Estel & Bambe, Bao We Wal & Edoh, Eyah Denise & Ly, Alpha, 2025. "Wealth inequality and carbon inequality," Ecological Economics, Elsevier, vol. 227(C).
• Younker, James, 2025. "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, vol. 247(C).
• Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025. "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, vol. 250(C).
• Kim, Bora & Lee, Myoung-jae, 2025. "Overlap-weighted difference-in-differences: A simple way to overcome poor propensity score overlap," Economics Letters, Elsevier, vol. 250(C).
• Valizadeh, Pourya & Issar, Akash & Bryant, Henry, 2025. "Heterogeneous effects of economic cycles across the income distribution: A common factor model approach," Economics Letters, Elsevier, vol. 251(C).
• Brunner, Daniel & Heiss, Florian & Romahn, André & Weiser, Constantin, 2025. "Simulation error and numerical instability in estimating random coefficient logit demand models," Journal of Econometrics, Elsevier, vol. 247(C).
• de Jong, Robert M. & Wagner, Martin, 2025. "Panel cointegrating polynomial regression analysis and an illustration with the environmental kuznets curve," Econometrics and Statistics, Elsevier, vol. 33(C), pages 135-165.
• Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2025. "Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies," European Journal of Operational Research, Elsevier, vol. 323(3), pages 907-917.
• Bégin, Jean-François & Gómez, Fabio & Ignatieva, Katja & Li, Han, 2025. "The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets," Energy Economics, Elsevier, vol. 144(C).
• Oglend, Atle & Kleppe, Tore Selland, 2025. "Storage scarcity and oil price uncertainty," Energy Economics, Elsevier, vol. 144(C).
• Saif-Alyousfi, Abdulazeez Y.H., 2025. "Energy shocks and stock market returns under COVID-19: New insights from the United States," Energy, Elsevier, vol. 316(C).
• Escobar-Anel, Marcos & Hou, Yangyang & Stentoft, Lars, 2025. "The shifted GARCH model with affine variance: Applications in pricing," Finance Research Letters, Elsevier, vol. 71(C).
• Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025. "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, vol. 76(C).
• Shakhgildyan, Ksenia, 2025. "Nonparametric identification and estimation of the generalized second-price auction," Games and Economic Behavior, Elsevier, vol. 150(C), pages 480-500.
• Asimit, Vali & Badescu, Alexandru & Chen, Ziwei & Zhou, Feng, 2025. "Efficient and proper generalised linear models with power link functions," Insurance: Mathematics and Economics, Elsevier, vol. 122(C), pages 91-118.
• Deschamps, Bruno & Fei, Tianlun & Jiang, Ying & Liu, Xiaoquan, 2025. "Uncertainty and cross-sectional stock returns: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Manganelli, Simone, 2025. "Statistical decision functions with judgment," Journal of Economic Theory, Elsevier, vol. 223(C).
• Ledoit, Olivier & Wolf, Michael, 2025. "Markowitz portfolios under transaction costs," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
• Börner, Christoph J. & Hoffmann, Ingo & Kürzinger, Lars M. & Schmitz, Tim, 2025. "On the return distributions of a basket of cryptocurrencies and subsequent implications," Research in Economics, Elsevier, vol. 79(1).
• Ndembe, Elvis, 2025. "Precision scheduled railroading, demurrage, and shipper adjustments," Research in Transportation Economics, Elsevier, vol. 109(C).
• Tita, Anthanasius Fomum & French, Joseph J. & Gurdgiev, Constantin & Obalade, Adefemi, 2025. "Does the tail of finance wag the dog of the real economy? Dynamic connectedness of the stock market and business confidence," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025. "Banking system stress: Unravelling its influence on U.S. industry risk," Research in International Business and Finance, Elsevier, vol. 76(C).
• Li, Haiqi & Zhang, Jing & Zheng, Chaowen, 2025. "Functional-coefficient quantile cointegrating regression with stationary covariates," Statistics & Probability Letters, Elsevier, vol. 219(C).
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2025. "An information-theoretic asset pricing model," LSE Research Online Documents on Economics 126155, London School of Economics and Political Science, LSE Library.
• Ilves, Maiki, 2025. "Estimation with probability edited survey data under nonresponse," Working Papers 2025:3, Örebro University, School of Business.
• St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024. "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers 2412.10304, arXiv.org, revised Jan 2025.
  • Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," IFS Working Papers WCWP05/25, Institute for Fiscal Studies.
  • Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," CeMMAP working papers 05/25, Institute for Fiscal Studies.
  • Jochmans, Koen & Bonhomme, Stéphane & Weidner, Martin, 2025. "A Neyman-Orthogonalization Approach to The Incidental Parameter Problem," TSE Working Papers 25-1614, Toulouse School of Economics (TSE).
• Yoosoon Chang & Ye Lu & Joon Park, 2025. "Understanding Regressions with Observations Collected at High Frequency over Long Span," CAEPR Working Papers 2025-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• van Praag, Bernard M. S. & Hop, J. Peter & Greene, William H., 2025. "Estimation of Linear Models from Coarsened Observations: A Method of Moments Approach," IZA Discussion Papers 17610, Institute of Labor Economics (IZA).
• Yuying Sun & Shaoxin Hong & Zongwu Cai, 2025. "State-Varying Model Averaging Prediction," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202507, University of Kansas, Department of Economics.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2025. "Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models," Computational Economics, Springer;Society for Computational Economics, vol. 65(2), pages 1083-1146, February.
  • Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020. "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Working Papers 202, Bavarian Graduate Program in Economics (BGPE).
  • Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020. "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Discussion Paper Series 341, Universitaet Augsburg, Institute for Economics.
• Sang-Heon Lee, 2025. "An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2965-2990, May.
• Badi H. Baltagi & Qu Feng & Wei Wang, 2025. "Nonstationary Heterogeneous Panels with Multiple Structural Changes," Center for Policy Research Working Papers 265, Center for Policy Research, Maxwell School, Syracuse University.
• Paul L. E. Grieco & Charles Murry & Joris Pinkse & Stephan Sagl, 2025. "Optimal Estimation of Discrete Choice Demand Models with Consumer and Product Data," NBER Working Papers 33397, National Bureau of Economic Research, Inc.
• Ana Vujovic, 2025. "News article analysis using Naive Bayes classifier," Working Papers Bulletin 27, National Bank of Serbia.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025. "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, vol. 23(1), pages 499-547.
• Ovidijus Stauskas & Genaro Sucarrat, 2025. "Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity," Journal of Financial Econometrics, Oxford University Press, vol. 23(3), pages 142-153.
• Joachim Freyberger & Bjoern Hoeppner & Andreas Neuhierl & Michael Weber, 2025. "Missing Data in Asset Pricing Panels," The Review of Financial Studies, Society for Financial Studies, vol. 38(3), pages 760-802.
  • Joachim Freyberger & Björn Höppner & Andreas Neuhierl & Michael Weber, 2022. "Missing Data in Asset Pricing Panels," NBER Working Papers 30761, National Bureau of Economic Research, Inc.
• Raputsoane, Leroi, 2025. "Global mineral companies size and corporate governance," MPRA Paper 123203, University Library of Munich, Germany.
• Raputsoane, Leroi, 2025. "Global mineral companies attributes and corporate governance," MPRA Paper 123205, University Library of Munich, Germany.
• Francq, Christian & Trapani, Lorenzo & Zakoian, Jean-Michel, 2025. "Inference on breaks in weak location time series models with quasi-Fisher scores," MPRA Paper 123741, University Library of Munich, Germany.
• Bonga-Bonga, Lumengo & Nyambayo, Kudznai & Mpofu, Delani, 2025. "Foreign exchange intervention and exchange rate exposure: evidence from South Africa and Japan," MPRA Paper 123763, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2025. "A beta prime ARMA model for positive time series," MPRA Paper 123873, University Library of Munich, Germany.

2024

• Laudagé, Christian & Aichinger, Florian & Desmettre, Sascha, 2024. "A comparative study of factor models for different periods of the electricity spot price market," Journal of Commodity Markets, Elsevier, vol. 36(C).
• Cochard, François & Flage, Alexandre, 2024. "Sharing losses in dictator and ultimatum games: A meta-analysis," Journal of Economic Psychology, Elsevier, vol. 102(C).
• Liao, Cunfei & Ma, Tian, 2024. "From fundamental signals to stock volatility: A machine learning approach," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
• Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng, 2024. "Extrapolation and option-implied kurtosis in volatility forecasting," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
• Van Tran, Quang & Kukal, Jaromir, 2024. "Renyi entropy based design of heavy tailed distribution for return of financial assets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
• Hou, Zhezhi & Kumbhakar, Subal C. & Zhao, Shunan, 2024. "Productivity and efficiency: Do we need a bridge?," International Journal of Production Economics, Elsevier, vol. 274(C).
• Bao, Yong, 2024. "Estimating spatial autoregressions under heteroskedasticity without searching for instruments," Regional Science and Urban Economics, Elsevier, vol. 106(C).
• Wang, Jianqiu & Wu, Ke & Pan, Jiening, 2024. "On the conditional performance of the IVOL anomaly," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 337-350.
• Musa, Hussam & Krištofík, Peter & Medzihorský, Juraj & Klieštik, Tomáš, 2024. "The development of firm size distribution – Evidence from four Central European countries," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 98-110.
• Colak, Yasemin & Erden, Lutfi & Ozkan, Ibrahim, 2024. "Time-varying exchange rate pass-through over 2005–2021 using dynamic model averaging," International Review of Economics & Finance, Elsevier, vol. 96(PA).
• Jiang, Lihan & He, Yiyao & Jiang, Haiwei, 2024. "Impacts of digital-technology adoption on workers: A simple model and evidence from China," International Review of Economics & Finance, Elsevier, vol. 96(PA).
• Just, Małgorzata & Echaust, Krzysztof, 2024. "Cryptocurrencies against stock market risk: New insights into hedging effectiveness," Research in International Business and Finance, Elsevier, vol. 67(PA).
• Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya, 2024. "Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases," Research in International Business and Finance, Elsevier, vol. 69(C).
• Leites, Martín & Rivero, Analía & Salas, Gonzalo, 2024. "The positionality of goods and the positional concern’s origin," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 109(C).
  • Martín Leites & Analía Rivero & Gonzalo Salas, 2023. "The positionality of goods and the positional concern's origin," Documentos de Trabajo (working papers) 23-04, Instituto de Economía - IECON.
• Gómez-Zapata, Jonathan Daniel & Del Barrio-Tellado, María José & Espinosa-Casero, Fátima & Herrero-Prieto, Luis César, 2024. "I like participatory museums but, how much? Embedding demand-side value in assessing strategies," Socio-Economic Planning Sciences, Elsevier, vol. 96(C).
• Berger, Michael & Six, Eva & Czypionka, Thomas, 2024. "Policy implications of heterogeneous demand reactions to changes in cost-sharing: Patient-level evidence from Austria," Social Science & Medicine, Elsevier, vol. 340(C).
• Ghodsi, Mahdi & Stehrer, Robert & Barišić, Antea, 2024. "Assessing the impact of new technologies on wages and labour income shares," Technological Forecasting and Social Change, Elsevier, vol. 209(C).
  • Antea Barišić & Mahdi Ghodsi & Robert Stehrer, 2024. "Assessing the Impact of New Technologies on Wages and Labour Income Shares," wiiw Working Papers 240, The Vienna Institute for International Economic Studies, wiiw.
• Mandys, Filip & Taneja, Shivani, 2024. "Demand for green and fossil fuel automobiles," Transportation Research Part A: Policy and Practice, Elsevier, vol. 190(C).
• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," Working Papers 535, University of Milano-Bicocca, Department of Economics, revised Mar 2025.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," CAMA Working Papers 2024-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," School of Economics and Public Policy Working Papers 2024-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
• Yunho Cho & James Morley & Aarti Singh, 2024. "How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?," Working Papers 2024-20, University of Sydney, School of Economics.
  • Yunho Cho & James Morley & Aarti Singh, 2024. "How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?," CAMA Working Papers 2024-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Leo Krippner, 2024. "Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form," CAMA Working Papers 2024-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Otsu, Taisuke & Sunada, Keita, 2024. "On large market asymptotics for spatial price competition models," LSE Research Online Documents on Economics 120588, London School of Economics and Political Science, LSE Library.
• Berger, Michael & Six, Eva & Czypionka, Thomas, 2024. "Policy implications of heterogeneous demand reactions to changes in cost-sharing: patient-level evidence from Austria," LSE Research Online Documents on Economics 121162, London School of Economics and Political Science, LSE Library.
• Yoici Arai & Taisuke Otsu & Mengshan Xu, 2022. "GLS under monotone heteroskedasticity," STICERD - Econometrics Paper Series 625, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan, 2024. "GLS under monotone heteroskedasticity," LSE Research Online Documents on Economics 125941, London School of Economics and Political Science, LSE Library.
  • Yoichi Arai & Taisuke Otsu & Mengshan Xu, 2022. "GLS under Monotone Heteroskedasticity," Papers 2210.13843, arXiv.org, revised Jan 2024.
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• Ali Mehrabani, 2024. "Stein-Like Shrinkage Estimators for Coefficients of a Single-Equation in Simultaneous Equation Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202414, University of Kansas, Department of Economics.
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• Emiliya James & Parthajit Kayal & Moinak Maiti & G. Balasubramanian, 2024. "A Study on the Hedging and Safe-Haven Features of Non-fungible Tokens Segments," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(4), pages 495-502, December.
• Tarifa Almulhim & Mohammed Al-Mahish & Mohammed Alabdulqader, 2024. "Eliciting Customers’ Preferences in the Cooperative Insurance Industry: Evidence from the Saudi Motor Insurance Market," SAGE Open, , vol. 14(3), pages 21582440241, July.
• Hung-pin Lai & Subal C. Kumbhakar, 2024. "Indirect inference estimation of stochastic production frontier models with skew-normal noise," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 309-331, Springer.
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• Masayuki Hirukawa & Di Liu & Irina Murtazashvili & Artem Prokhorov, 2024. "DS-HECK: double-lasso estimation of Heckman selection model," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 711-739, Springer.
• Zhan Gao & M. Hashem Pesaran, 2024. "Identification and estimation of categorical random coefficient models," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 79-124, Springer.
  • Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
  • Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
  • Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
  • Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
• George Kapetanios & Laura Serlenga & Yongcheol Shin, 2024. "Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 147-195, Springer.
  • George Kapetanios & Laura Serlenga & Yongcheol Shin, 2023. "Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects," Empirical Economics, Springer, vol. 64(6), pages 2611-2659, June.
• Kenichi Kuromiya, 2024. "Spatial regression analysis of political gender gap in Japan," Asia-Pacific Journal of Regional Science, Springer, vol. 8(4), pages 1163-1184, December.
• Ali Hussein Samadi & Sajjad Afroozeh, 2024. "Legitimacy, Institutional Inertia, and Climate Change," Contributions to Economics, in: Nezameddin Faghih & Ali Hussein Samadi (ed.), Institutional Inertia, pages 275-302, Springer.
• Yoshiharu Maeno, 2024. "Inverse problem solver for epidemiological geographic profiling," Evolutionary and Institutional Economics Review, Springer, vol. 21(2), pages 237-248, September.
• Xuemei Zheng & Lu Wang & Rabindra Nepal & Han Phoumin, 2024. "Effects of Digital Technologies on Renewable Energy Development: Empirical Evidence and Policy Implications from China," Economics, Law, and Institutions in Asia Pacific, in: Han Phoumin & Rabindra Nepal & Fukunari Kimura & Farhad Taghizadeh-Hesary (ed.), Large-Scale Development of Renewables in the ASEAN, chapter 0, pages 181-202, Springer.
• Prince M. Etwire & David Fielding & Edward Martey, 2024. "Technology Use, Maize Productivity, and Weather in West Africa," Economics of Disasters and Climate Change, Springer, vol. 8(1), pages 129-155, March.
• Nicholas Apergis & Mehmet Pinar & Emre Unlu, 2024. "Does classification of green aid flows matter for environmental quality?," Empirical Economics, Springer, vol. 66(1), pages 53-73, January.
• Massimiliano Caporin & Arusha Cooray & Bekhzod Kuziboev & Inomjon Yusubov, 2024. "New insights on the environmental Kuznets curve (EKC) for Central Asia," Empirical Economics, Springer, vol. 66(5), pages 2335-2354, May.
• Zhenhao Gong & Min Seong Kim, 2024. "Improved inference for interactive fixed effects model under cross-sectional dependence," Empirical Economics, Springer, vol. 67(2), pages 727-760, August.
• Shanxia Sun & Michael S. Delgado, 2024. "Local spatial difference-in-differences models: treatment correlations, response interactions, and expanded local models," Empirical Economics, Springer, vol. 67(5), pages 2077-2107, November.
• Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel, 2024. "Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-26, December.
• Alexander Gairat & Vadim Shcherbakov, 2024. "Extreme ATM skew in a local volatility model with discontinuity: joint density approach," Finance and Stochastics, Springer, vol. 28(4), pages 1179-1202, October.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2024. "The second-order bias and mean squared error of quantile regression estimators," Indian Economic Review, Springer, vol. 59(1), pages 11-68, October.
• Alexandre Flage, 2024. "Taking games: a meta-analysis," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 10(2), pages 255-278, December.
• Montassar Kahia & Bilel Jarraya & Bassem kahouli & Anis Omri, 2024. "The Role of Environmental Innovation and Green Energy Deployment in Environmental Protection: Evidence from Saudi Arabia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 337-363, March.
• Porto BAZIE & Noël THIOMBIANO & Eugenie W. H. MAIGA, 2024. "Fighting Corruption in Developing Countries to Meet the Challenge of Human Capital Development: Evidence from Sub-Saharan African Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 6780-6801, June.
• Yuhki Hosoya, 2024. "Non-smooth integrability theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 475-520, September.
• Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous cycles in heterogeneous agent models: a state-space approach," Journal of Evolutionary Economics, Springer, vol. 34(4), pages 739-782, December.
• Md Mohsan Khudri & Ahmad Reshad Osmani & Albert A. Okunade, 2024. "Determinants of unhealthy BMI among women of childbearing age in Bangladesh," Journal of Population Research, Springer, vol. 41(3), pages 1-32, September.
• Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024. "Persistence in Tax Revenues: Evidence from Some OECD Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 475-491, June.
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• Luis Alberiko Gil-Alana, 2024. "All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(3), pages 631-640, September.
• Edmundo Inacio & Cassio Garcia Ribeiro & Carolina Troncoso Baltar & Rosangela Ballini & Yanchao Li, 2024. "The impact of Petrobras spending on economic cycles," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(3), pages 459-485, September.
• Luz Judith R. Esparza & Ángel Lee & Carmen Rubio, 2024. "Influence of cultural and socioeconomic factors on scientific production: a statistical analysis of the h-index," Scientometrics, Springer;Akadémiai Kiadó, vol. 129(4), pages 2083-2099, April.
• Aakanksha & Narendra Kumar Bishnoi, 2024. "Education and earnings: examining the returns across regular, casual, and self-employed labour markets," SN Business & Economics, Springer, vol. 4(6), pages 1-21, June.
• Paolo Chirico, 2024. "Iterative QML estimation for asymmetric stochastic volatility models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 885-900, July.
• Rouven E. Haschka, 2024. "Endogeneity in stochastic frontier models with 'wrong' skewness: copula approach without external instruments," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 807-826, July.
• Muhammad Qasim, 2024. "A weighted average limited information maximum likelihood estimator," Statistical Papers, Springer, vol. 65(5), pages 2641-2666, July.
• Thomas von Brasch & Arvid Raknerud & Trond C. Vigtel, 2024. "Identifying Demand Elasticity via Heteroscedasticity. A Panel GMM Approach to Estimation and Inference," Discussion Papers 1015, Statistics Norway, Research Department.
• Joao M.C. Santos Silva & Rainer Winkelmann, 2024. "MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects," School of Economics Discussion Papers 0124, School of Economics, University of Surrey.
• Yunho Cho & James Morley & Aarti Singh, 2024. "How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?," CAMA Working Papers 2024-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Yunho Cho & James Morley & Aarti Singh, 2024. "How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?," Working Papers 2024-20, University of Sydney, School of Economics.
• David M. Kaplan & Xin Liu, 2024. "Confidence intervals for intentionally biased estimators," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 197-214, April.
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  • David M. Kaplan & Xin Liu, 2025. "Confidence intervals for intentionally biased estimators," Papers 2502.00450, arXiv.org.
• Christopher F. Parmeter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2024. "Inference in the nonparametric stochastic frontier model," Econometric Reviews, Taylor & Francis Journals, vol. 43(7), pages 518-539, August.
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  • Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2024. "Inference in the nonparametric stochastic frontier model," LIDAM Reprints ISBA 2024013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Hao Hao & Bai Huang & Tae-hwy Lee, 2024. "Model averaging estimation of panel data models with many instruments and boosting," Journal of Applied Statistics, Taylor & Francis Journals, vol. 51(1), pages 53-69, January.
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• Monica Billio & Roberto Casarin & Matteo Iacopini, 2024. "Bayesian Markov-Switching Tensor Regression for Time-Varying Networks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(545), pages 109-121, January.
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• James Morley & Trung Duc Tran & Benjamin Wong, 2024. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
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• Giampaolo Arachi & Debora Assisi & Berardino Cesi & Michele G. Giuranno & Felice Russo, 2024. "Intermunicipal cooperation in public procurement," Regional Studies, Taylor & Francis Journals, vol. 58(11), pages 2055-2073, November.
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• Farrukh Javed & Stepan Mazur & Erik Thorsén, 2024. "Tangency portfolio weights under a skew-normal model in small and large dimensions," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 75(7), pages 1395-1406, July.
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• Jean C. Kouam & Simplice A. Asongu & Bin J. Meh & Robert Nantchouang & Fri L. Asanga & Denis Foretia, 2024. "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," Journal of African Business, Taylor & Francis Journals, vol. 25(4), pages 728-746, October.
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• Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024. "Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application," Tinbergen Institute Discussion Papers 24-062/III, Tinbergen Institute.
• Bernard M.S. van Praag & J. Peter Hop & William H. Greene, 2024. "Estimation of Linear models from Coarsened Observations: A Method of Moments Approach," Tinbergen Institute Discussion Papers 24-075/III, Tinbergen Institute.
• Bernardo Fanfani & Filippo Passerini, 2024. "Do Alternative Work Arrangements Substitute Standard Employment? Evidence from Worker-Level Data," Working Papers wp1190, Dipartimento Scienze Economiche, Universita' di Bologna.
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• Poggi Ambra, 2024. "Can Cohesion Reduce Persistence of Mental Health Problems in Minority Ethnic Areas?," Working papers 093, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Costanza Naguib, 2024. "P-hacking and Significance Stars," Diskussionsschriften dp2409, Universitaet Bern, Departement Volkswirtschaft.
• Abel Brodeur & Nikolai M. Cook & Jonathan S. Hartley & Anthony Heyes, 2024. "Do Preregistration and Preanalysis Plans Reduce p-Hacking and Publication Bias? Evidence from 15,992 Test Statistics and Suggestions for Improvement," Journal of Political Economy Microeconomics, University of Chicago Press, vol. 2(3), pages 527-561.
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  • Brodeur, Abel & Cook, Nikolai M. & Hartley, Jonathan S. & Heyes, Anthony, 2024. "Do Pre-Registration and Pre-Analysis Plans Reduce p-Hacking and Publication Bias? Evidence from 15,992 Test Statistics and Suggestions for Improvement," I4R Discussion Paper Series 101, The Institute for Replication (I4R).
• Tae-Hwy Lee & Ekaterina Seregina, 2024. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202413, University of California at Riverside, Department of Economics.
• Zhenhao Gong & Min Seong Kim, 2024. "Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects," Working papers 2024-01, University of Connecticut, Department of Economics.
• Zhenhao Gong & Min Seong Kim, 2024. "Improved Inference for Interactive Fixed Effects Model under Cross-Sectional Dependence," Working papers 2024-02, University of Connecticut, Department of Economics.
• Alyssa H. Carlson & Wei Zhao, 2025. "Heckman sample-selection estimators under heteroskedasticity," Stata Journal, StataCorp LLC, vol. 25(1), pages 212-236, March.
  • Alyssa Carlson & Wei Zhao, 2023. "Heckman sample selection estimators under heteroskedasticity," Working Papers 2303, Department of Economics, University of Missouri.
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• Gimena Ramos & Nadia Giannasi, 2024. "Impacto del programa asignación universal por hijo en resultados de salud en Argentina: una primera aproximación [Impact of the Universal Child Allowance program on health outcomes in Argentina: A ," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 41(82), pages 67-93, january-j.
• Bernard M.S. van Praag & J. Peter Hop & William H. Greene, 2024. "Estimation of Linear Models from Coarsened Observations: A Method of Moments Approach," Working Papers 2024-06, University of South Florida, Department of Economics.
• Lucio Barabesi & Federico Crescenzi & Lorenzo Mori, 2024. "Theil index estimation by means of the influence function with an application to income surveys," Department of Economics University of Siena 915, Department of Economics, University of Siena.
• Philip Arestis & Mianshan Lai, 2024. "The Role of Housing-Dominated Attributes in Housing Booms: Evidence from China," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 71(1), pages 1-24.
• Ostapenko Tetiana & Pavlov Kostiantyn & Pavlova Olena & Bortnik Svitlana & Suriak Alla & Matiichuk Liubomyr, 2024. "Formation of the Baby Economy as a Prerequisite for the Development of the Human Economy and Adaptation of the National Economy of Ukraine to the Principles of Sustainable Development," Economics, Sciendo, vol. 12(2), pages 35-53.
• El Asli Hamdi & Azeroual Mohamed & Mekkaoui Youssef & Jamil Youssef, 2024. "How Productivity, Capital Investment, Employment, Human Capital and Energy Are Affecting Economic Growth in Morocco? An ARDL, FMOLS, DOLS and CCR Approaches," Economics, Sciendo, vol. 12(3), pages 225-255.
• Iannario Maria & Monti Anna Clara & Scalera Domenico, 2024. "Modeling Financial Risk Attitude: The Role of Education And Financial Literacy," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 20(2), pages 1-14.
• Trzcińska Kamila, 2024. "Income Inequalities Between Women And Men In Selected European Countries," Folia Oeconomica Stetinensia, Sciendo, vol. 24(2), pages 327-343.
• Kozień Ewa & Stanuch Marcin, 2024. "Societal and strategic perspectives of ex post project evaluation," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 60(2), pages 108-122.
• Mirescu Lucian & Popescu Liviu, 2024. "Forecasts of Performance Indicators in the Health System Using the Arima Method," Journal of Social and Economic Statistics, Sciendo, vol. 13(1), pages 1-22.
• Najam, Rafiuddin & Patrinos, Harry Anthony & Kattan, Raja Bentaouet, 2024. "The Mis-Education of Women in Afghanistan: From Wage Premiums to Economic Losses," IZA Discussion Papers 17279, Institute of Labor Economics (IZA).
  • Rafiuddin Najam & Patrinos,Harry Anthony & Raja Bentaouet Kattan, 2024. "The Mis-Education of Women in Afghanistan : From Wage Premiums to Economic Losses," Policy Research Working Paper Series 10888, The World Bank.
  • Najam, Rafiuddin & Patrinos, Harry Anthony & Kattan, Raja Bentaouet, 2024. "The Mis-Education of Women in Afghanistan: From Wage Premiums to Economic Losses," GLO Discussion Paper Series 1490, Global Labor Organization (GLO).
• Andrew Phiri, 2024. "Does Loadshedding Impact the Mining Sector in South Africa? A Time-Frequency Inquiry," Economic Research Guardian, Mutascu Publishing, vol. 14(2), pages 151-162, December.
• Ghodsi, Mahdi & Stehrer, Robert & Barišić, Antea, 2024. "Assessing the impact of new technologies on wages and labour income shares," Technological Forecasting and Social Change, Elsevier, vol. 209(C).
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• Yunho Cho & James Morley & Aarti Singh, 2024. "Did marginal propensities to consume change with the housing boom and bust?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 174-199, January.
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• Dylan Brewer & Alyssa Carlson, 2024. "Addressing sample selection bias for machine learning methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 383-400, April.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2102, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2302, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2310, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2114, Department of Economics, University of Missouri.
• Alfred Galichon & Bernard Salanié, 2024. "Estimating separable matching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 1021-1044, September.
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• Erich Battistin & Carlos Lamarche & Enrico Rettore, 2024. "Quantiles of the gain distribution of an early childhood intervention," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 1045-1064, September.
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• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 769-804, June.
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• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2024. "From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1675-1704, October.
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• Emmanuel Uche & Torcia-Chanelle Banengai Koyama & Nicholas Ngepah, 2024. "Globalization — Inequality Nexus in the US and UK: A Multi-Dimensional Perspective," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-24, March.
• Kangyin Dong & Farhad Taghizadeh-Hesary & Congyu Zhao, 2024. "Climate-Smart City: Can China’S Smart City Policy Lead To Low-Carbon Development Of Cities?," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 15(03), pages 1-29, August.
• Yuqin Zhou & Shan Wu & Zhenhua Liu, 2024. "Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-24, June.
• Jin Seo Cho, 2024. "Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares," Working papers 2024rwp-227, Yonsei University, Yonsei Economics Research Institute.
• Jin Seo Cho & Peter C. B. Phillips, 2024. "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers 2411, Cowles Foundation for Research in Economics, Yale University.
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• Yunho Cho & Jiseob Kim & Julie Kim, 2024. "Why Old-Age Poverty Matters: Evidence from Consumption Responses to Income Shocks," Working papers 2024rwp-234, Yonsei University, Yonsei Economics Research Institute.
• Rafiuddin Najam & Patrinos,Harry Anthony & Raja Bentaouet Kattan, 2024. "The Mis-Education of Women in Afghanistan : From Wage Premiums to Economic Losses," Policy Research Working Paper Series 10888, The World Bank.
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• Brodeur, Abel & Kattan, Lamis & Musumeci, Marco, 2024. "Job Market Stars," I4R Discussion Paper Series 141, The Institute for Replication (I4R).
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• Abel Brodeur & Nikolai M. Cook & Jonathan S. Hartley & Anthony Heyes, 2024. "Do Preregistration and Preanalysis Plans Reduce p-Hacking and Publication Bias? Evidence from 15,992 Test Statistics and Suggestions for Improvement," Journal of Political Economy Microeconomics, University of Chicago Press, vol. 2(3), pages 527-561.
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• Brodeur, Abel & Kattan, Lamis & Musumeci, Marco, 2024. "Job Market Stars," GLO Discussion Paper Series 1514, Global Labor Organization (GLO).
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• De Monte, Enrico, 2024. "Productivity, markups, and reallocation: Evidence from French manufacturing firms from 1994 to 2016," ZEW Discussion Papers 24-002, ZEW - Leibniz Centre for European Economic Research.
• Markus Brueckner & Hasin Yousaf, 2024. "Identifying Economic Causes of Mass Shootings," ANU Working Papers in Economics and Econometrics 2024-703, Australian National University, College of Business and Economics, School of Economics.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," Working Papers 535, University of Milano-Bicocca, Department of Economics, revised Mar 2025.
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• Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event Studies with a Continuous Treatment," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 601-605, May.
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• Clément de Chaisemartin & Xavier D'Haultfœuille & Gonzalo Vazquez-Bare, 2024. "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 610-613, May.
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• Liyang Sun & Eli Ben-Michael & Avi Feller, 2024. "Temporal Aggregation for the Synthetic Control Method," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 614-617, May.
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• Elena Derby & Connor Dowd & Jacob Mortenson, 2024. "Constructing Confidence Intervals for BIFSG Disparity Estimates," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 638-643, May.
• Majah-Leah Ravago & Michael R. M. Abrigo & Patrizia Benedicto & Nastasha Brigitte Kuan & J. Kathleen Magadia & Charlotte Marjorie Relos & James Roumasset, 2024. "Spikes in Power Prices: Unravelling Grid Congestion," Department of Economics, Ateneo de Manila University, Working Paper Series 202401, Department of Economics, Ateneo de Manila University.
• Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2024. "Analysis And Forecast Of The Employees In The Public And Private Health Systems In Romania," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(1), pages 113-138, May.
• Elena D. Vaisman & Tatyana Yu. Zheleznova, 2024. "Assessment of Turbulence in the Industrial Environment of the Russian Machine-Building Complex," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(1), pages 159-179.
• Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2024. "Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies," LIDAM Discussion Papers ISBA 2024009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024. "Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs," LIDAM Discussion Papers ISBA 2024010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Christopher F. Parmeter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2024. "Inference in the nonparametric stochastic frontier model," Econometric Reviews, Taylor & Francis Journals, vol. 43(7), pages 518-539, August.
  • Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021. "Inference in the Nonparametric Stochastic Frontier Model," LIDAM Discussion Papers ISBA 2021029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2024. "Inference in the nonparametric stochastic frontier model," LIDAM Reprints ISBA 2024013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Cinzia Daraio & Léopold Simar, 2024. "Approximations and inference for envelopment estimators of production frontiers," Journal of Productivity Analysis, Springer, vol. 62(2), pages 197-215, October.
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• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN 2024006, Université catholique de Louvain, Louvain Finance (LFIN).
• Alfredo Martin Navarro, 2024. "Genética y economía: estudios y perspectivas," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 70, pages 1-19, January-D.
• John Lourenze Poquiz, 2024. "Measuring the value of free digital goods," Working Papers 044, The Productivity Institute.
• Michael P. Keane & Timothy Neal, 2024. "A Practical Guide to Weak Instruments," Annual Review of Economics, Annual Reviews, vol. 16(1), pages 185-212, August.
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• Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2024. "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Papers 2401.05784, arXiv.org, revised Jan 2024.
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• Liyang Sun & Eli Ben-Michael & Avi Feller, 2024. "Temporal Aggregation for the Synthetic Control Method," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 614-617, May.
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• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024. "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series 24-08, Swiss Finance Institute.
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• Pötscher, Benedikt M., 2024. "Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion," MPRA Paper 121144, University Library of Munich, Germany.
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• Mao, Tiantian & Stupfler, Gilles & Yang, Fan, 2023. "Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 173-192.
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• St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024. "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers 2412.10304, arXiv.org, revised Jan 2025.
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• Ata Assaf & Khaled Mokni & Luis Alberiko Gil-Alana, 2024. "Long Memory and Change in Persistence in the Rare Earth Market Index," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(4), pages 1-7.
• Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2023. "Adapting to Misspecification," Papers 2305.14265, arXiv.org, revised Aug 2024.
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• Daniela Bobeva & Nedyalko Nestorov & Atanas Pavlov & Simeon Stoilov, 2024. "Evaluation of the Economic Impact of a Country`s Accession to the Schengen Area – the Case of Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 139-163.
• Diego Caprara & Luigi Infante & Maurizio Magnani & Lucia Modugno & Andrea Neri, 2024. "Linking macro- and microdata to produce distributional accounts for non-financial corporations," Questioni di Economia e Finanza (Occasional Papers) 846, Bank of Italy, Economic Research and International Relations Area.
• Giacomo Sbrana & Andrea Silvestrini, 2024. "The structural Theta method and its predictive performance in the M4-Competition," Temi di discussione (Economic working papers) 1457, Bank of Italy, Economic Research and International Relations Area.
• Pınar Karadayı Ataş, 2024. "A Novel Hybrid Regression Model for Banking Loss Estimation," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 8(1), pages 91-105, June.
• Milda Norkute & Joakim Westerlund, 2024. "A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 794-810, August.
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• Valeria Jemio Hurtado & Laura Rubin de Celis, 2024. "Estimación de un indicador de presiones sobre Reservas Internacionales en un contexto de tensiones geopolíticas mundiales: Un enfoque de Correlación Condicional Dinámica y Control Sintético," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 40(1), pages 54-78, January -.
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• Christopher F Baum & Andrés Garcia-Suaza & Miguel Henry & Jesús Otero, 2024. "Drivers of COVID-19 in U.S. counties: A wave-level analysis," Boston College Working Papers in Economics 1067, Boston College Department of Economics.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024. "Has the Phillips Curve Flattened?," CEPR Discussion Papers 18846, C.E.P.R. Discussion Papers.
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• Natalya Presman & Tanya Suhoy, 2024. "How have government housing programs affected developers' bids in Israel Land Authority land tenders?," Bank of Israel Working Papers 2024.08, Bank of Israel.
• Fanfani Bernardo & Passerini Filippo, 2024. "Do Alternative Work Arrangements Substitute Standard Employment? Evidence from Worker-level Data," Working papers 085, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
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• González-Coya Emilio & Perron Pierre, 2024. "Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-based Approach," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 29-48, January.
• Mehrabani Ali & Parsaeian Shahnaz & Ullah Aman, 2024. "Shrinkage Estimation and Forecasting in Dynamic Regression Models Under Structural Instability," Journal of Econometric Methods, De Gruyter, vol. 13(2), pages 251-279.
• Yang Lixiong, 2024. "High dimensional threshold model with a time-varying threshold based on Fourier approximation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(1), pages 83-117, February.
• Hwu Shih-Tang & Kim Chang-Jin, 2024. "Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 177-199, April.
• Xiao Difa & Wang Lu & Wu Jianhong, 2024. "Estimation and testing of the factor-augmented panel regression models with missing data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(4), pages 583-604.
• Zhou Ruichao & Wang Lu & Wu Jianhong, 2024. "Determination of the Number of Breaks in High-Dimensional Factor Models via Cross-Validation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(5), pages 739-750.
• F. Marta L. Di Lascio & Selene Perazzini, 2024. "Insights into bioimpedance analyser via three-way dynamic panel threshold regression modelling," BEMPS - Bozen Economics & Management Paper Series BEMPS104, Faculty of Economics and Management at the Free University of Bozen.
• Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Janeway Institute Working Papers 2416, Faculty of Economics, University of Cambridge.
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• Bello, S. & Onolemhemhen, R., 2024. "Does carbon pricing policy influence carbon emission intensity? New Evidence from Canadian Provinces," Cambridge Working Papers in Economics 2445, Faculty of Economics, University of Cambridge.
• Oliver Linton & Maximilian Ruecker & Michael Vogt & Christopher Walsh, 2022. "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Papers 2206.12152, arXiv.org, revised Nov 2024.
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• Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Cambridge Working Papers in Economics 2427, Faculty of Economics, University of Cambridge.
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• Linton, O. B. & Rücker, M. & Vogt, M. & Walsh, C., 2024. "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Janeway Institute Working Papers 2429, Faculty of Economics, University of Cambridge.
• Yadav, Anil & McHale, John & Harold, Jason & O'Neill, Stephen, 2024. "Estimating effects of staggered intervention with count and binary outcomes: a simulation study," Research Technical Papers 4/RT/24, Central Bank of Ireland.
• Fadi Fawaz & Masha Rahnamamoghadam, 2024. "A Refinement of the Relationship Between Central Bank Independence, Inflation, and Income Inequality in Developing Countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(1), pages 117-131.
• Christina Anderl & Guglielmo Maria Caporale, 2024. "Global Food Prices and Inflation," CESifo Working Paper Series 10992, CESifo.
• Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," Working Papers - Economics wp2024_05.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
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• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024. "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers 2402.01951, arXiv.org, revised Aug 2024.
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• Joshua Nielsen & Didier Sornette & Maziar Raissi, 2024. "Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems," Swiss Finance Institute Research Paper Series 24-33, Swiss Finance Institute.
• Beleño Hernández, Andrea Margarita & Casas Bautista, Carlos Daniel, 2024. "Evaluación del impacto de los subsidios a la demanda de energía eléctrica sobre el consumo de electricidad de los hogares vulnerables. Análisis de alternativas al esquema," Documentos CEDE 21153, Universidad de los Andes, Facultad de Economía, CEDE.
• Arboleda Cárcamo, David, 2024. "Fitting a Curve to the Pre-Trends," Documentos CEDE 21199, Universidad de los Andes, Facultad de Economía, CEDE.
• Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024. "Has the Phillips curve flattened?," French Stata Users' Group Meetings 2024 22, Stata Users Group.
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• Zaka Ratsimalahelo, 2024. "Re examining confidence intervals for ratios of parameters," Working Papers 2024-20, CRESE.
• Michail Tsagris, 2024. "Constrained Least Squares Simplicial-Simplicial Regression," Working Papers 2402, University of Crete, Department of Economics.
• Yao Luo, 2024. "A Modified Likelihood Approach for Models with Parameter-Dependent Support," Annals of Economics and Finance, Society for AEF, vol. 25(2), pages 675-703, November.
• Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024. "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, vol. 40(1), pages 98-161, February.
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• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, vol. 19(1), pages 64-91, February.
  • Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023. "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
• Qiying Wang & Peter C. B. Phillips, 2022. "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers 2337, Cowles Foundation for Research in Economics, Yale University.
  • Qiying Wang & Peter C. B. Phillips, 2024. "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers 2337R1, Cowles Foundation for Research in Economics, Yale University.
• Zhishui Hu & Nan Liu & Peter C. B. Phillips & Qiying Wang, 2024. "Self-weighted Estimation for Local Unit Root Regression with Applications," Cowles Foundation Discussion Papers 2400, Cowles Foundation for Research in Economics, Yale University.
• Jin Seo Cho & Peter C.B. Phillips, 2024. "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Working papers 2024rwp-232, Yonsei University, Yonsei Economics Research Institute.
  • Jin Seo Cho & Peter C. B. Phillips, 2024. "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers 2411, Cowles Foundation for Research in Economics, Yale University.
• Andrea Colciago & Marco Membretti, 2024. "Barriers to Entry and the Labor Market," Working Papers 813, DNB.
• Meyer, Justus & Teppa, Federica, 2024. "Consumers' payment preferences and banking digitalisation in the euro area," Working Paper Series 2915, European Central Bank.
• Adler Haymans Manurung & Nera Marinda Machdar & Jadongan Sijabat & Amran Manurung, 2024. "The Construction of a Portfolio Using Varying Methods and the Effects of Variables on Portfolio Return," International Journal of Economics and Financial Issues, Econjournals, vol. 14(1), pages 233-241, January.
• Nigar Huseynli, 2024. "CO2 Emission and Research and Development Relationship for Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 219-223, January.
• Zamzagul Sultanova & Galimzhan A. Pazilov & Lyailya Baibulekova & Gulzhakhan Kassymbekova & Gulnar Lukhmanova & Gulmira Issayeva & Kundyz Myrzabekkyzy, 2024. "Comparative Analysis of the Volatility Structures of the Stock Prices of Energy Companies Traded on the Kazakhstan Stock Exchange and International Gold and Oil Prices," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 21-30, January.
• Ainur Yergazievna Yesbolova & Tolkyn Abdulova & Murat Nurgabylov & Sapargul Yessenbekova & Svetlana Turalina & Gulnara Baytaeva & Kundyz Myrzabekkyzy, 2024. "Analysis of the Effect of Renewable Energy Consumption and Industrial Production on CO2 Emissions in Turkic Republics by Panel Data Analysis Method," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 480-487, January.
• Janter Napitupulu & Suwarno Suwarno & Catra Indra Cahyadi & Sukarwoto Sukarwoto, 2024. "Evaluation and Modeling of Green Energy Consumption in North Sumatra, Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 570-578, January.
• Aizhan Ibyzhanova & Zamzagul Sultanova & Zhanna T. Aliyeva & Karlygash Tastanbekova & Saken Ualikhanovich Abdibekov & Bagila Mustafayeva & Kundyz Myrzabekkyzy, 2024. "The Effect of Energy Production and Foreign Trade on the Economic Growth of Turkic Republics: A Study Using Panel Data Analysis Method," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 126-134, March.
• Yousif Osman, 2024. "Implications of Energy Consumption by Sector on Carbon Emissions in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 311-318, March.
• Saken Ualikhanovich Abdibekov & Yelena Evgenevna Gridneva & Gulnar Shaimardanovna Kaliakparova & Nazigul Amankeldikyzy Amankeldi & Gulmira Amangeldiyevna Perneyeva & Bauyrzhan Susaruly Kulbay & Kundyz, 2024. "The Relationship between Energy Consumption, Agricultural and Industrial Production, and Economic Growth: ARDL Border Value Approach in the Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 79-86, May.
• Gulmira Issayeva & Elmira Y. Zhussipova & Galimzhan A. Pazilov, 2024. "Examining the Environmental Kuznets Curve Hypothesis in Energy, Agriculture, and Industry Sectors: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 1-11, July.
• Baltaim Sabenova & Lyazat Talimova & Meruert Kanabekova & Dilyara S. Zhakipbekova & Gulnara Seitova & Gulbana Erzhigitovna Maulenkulova & Artur Bolganbayev, 2024. "The Relationship between the Return of Energy Companies Listed on the Kazakhstan Stock Exchange and the Exchange Rate, KASE Index, and Gold Return: ARDL Bounds Value Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 131-140, September.
• Adhitya Nugraha & Hermanto Siregar & Idqan Fahmi & Zenal Asikin & Dikky Indrawan & Harianto Harianto & Salis Aprilian, 2024. "Identification of Factors Affecting Net Zero Emission Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 203-210, September.
• Zwakele Dlamini & Ntokozo Nzimande & Mduduzi Biyase & Hlalefang Khobai & Mathias Manguzvane & Sanele Gumede, 2024. "Carbon Emissions and Growth: The Role of Trade and Urbanization in Sub-Saharan Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 605-614, September.
• Aina B. Aidarova & Aissulu Nurmambekovna Ramashova & Karlygash Baisholanova & Galiya Jaxybekova & Aliy Imanbayev & Indira Kenzhebekova & Dinmukhamed Kelesbayev, 2024. "Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 24-31, November.
• Murat Nurgabylov & Symbat Nakhipbekova & Raikhan Tazhibayeva & Saule Kaltayeva & Lesbek Taizhanov & Vilena Seitova & Gulbana Erzhigitovna Maulenkulova, 2024. "Analysis of the Contribution of Energy, Industry, Agriculture and Food Production to Improving the Quality of Life of Citizens in Turkic States with Efficiency and Super Efficiency Analysis Methods," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 312-321, November.
• Aina B. Aidarova & Gulzada Mukhamediyeva & Aizhan A. Yessentayeva & Guliya Utemissova & Karlygash Tastanbekova & Bagila Mustafayeva & Kundyz Myrzabekkyzy, 2024. "Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 344-352, November.
• Ahmad Al-Harbi & Moid U. Ahmad, 2024. "Can Oil Prices Volatility Explain Economic Growth?," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 614-620, November.
• van der Weide, Roy & Blankespoor, Brian & Elbers, Chris & Lanjouw, Peter, 2024. "How accurate is a poverty map based on remote sensing data? An application to Malawi," Journal of Development Economics, Elsevier, vol. 171(C).
  • Van Der Weide,Roy & Blankespoor,Brian & Elbers,Chris T.M. & Lanjouw,Peter F., 2022. "How Accurate Is a Poverty Map Based on Remote Sensing Data ? An Application to Malawi," Policy Research Working Paper Series 10171, The World Bank.
• Kristensen, Dennis & Lee, Young Jun & Mele, Antonio, 2024. "Closed-form approximations of moments and densities of continuous–time Markov models," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
  • Dennis Kristensen & Young Jun Lee & Antonio Mele, 2023. "Closed-form approximations of moments and densities of continuous-time Markov models," Papers 2308.09009, arXiv.org.
• Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024. "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, vol. 135(C).
• Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco, 2024. "The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
• Otsu, Taisuke & Sunada, Keita, 2024. "On large market asymptotics for spatial price competition models," Economics Letters, Elsevier, vol. 234(C).
• Lin, Yingqian & Tu, Yundong, 2024. "Functional coefficient cointegration models with Box–Cox transformation," Economics Letters, Elsevier, vol. 234(C).
• Bennedsen, Mikkel, 2024. "Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year," Economics Letters, Elsevier, vol. 238(C).
• Li, Donglin & Wang, Wenyue & Ren, Yanyan, 2024. "Quantile estimation of heterogenous panel quantile model with group structure," Economics Letters, Elsevier, vol. 241(C).
• Krippner, Leo, 2024. "Specifying and estimating vector autoregressions using their eigensystem representation," Economics Letters, Elsevier, vol. 241(C).
• Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
• Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan, 2024. "Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions," Journal of Econometrics, Elsevier, vol. 238(1).
• Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024. "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, vol. 238(1).
• Blevins, Jason R. & Kim, Minhae, 2024. "Nested Pseudo likelihood estimation of continuous-time dynamic discrete games," Journal of Econometrics, Elsevier, vol. 238(2).
  • Jason R. Blevins & Minhae Kim, 2021. "Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games," Papers 2108.02182, arXiv.org, revised Jan 2023.
• Phillips, Peter C.B. & Kheifets, Igor L., 2024. "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, vol. 238(2).
• Casini, Alessandro, 2024. "The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity," Journal of Econometrics, Elsevier, vol. 238(2).
• Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).
• Chang, Jinyuan & Hu, Qiao & Liu, Cheng & Tang, Cheng Yong, 2024. "Optimal covariance matrix estimation for high-dimensional noise in high-frequency data," Journal of Econometrics, Elsevier, vol. 239(2).
• Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2024. "An autocovariance-based learning framework for high-dimensional functional time series," Journal of Econometrics, Elsevier, vol. 239(2).
• Wan, Runzhe & Li, Yingying & Lu, Wenbin & Song, Rui, 2024. "Mining the factor zoo: Estimation of latent factor models with sufficient proxies," Journal of Econometrics, Elsevier, vol. 239(2).
• Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024. "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, vol. 239(2).
• Wei, Waverly & Zhou, Yuqing & Zheng, Zeyu & Wang, Jingshen, 2024. "Inference on the best policies with many covariates," Journal of Econometrics, Elsevier, vol. 239(2).
• Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2024. "Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 239(2).
• Liao, Moyu, 2024. "Identification of a rational inattention discrete choice model," Journal of Econometrics, Elsevier, vol. 240(1).
• Startz, Richard & Steigerwald, Douglas G., 2024. "The variance of regression coefficients when the population is finite," Journal of Econometrics, Elsevier, vol. 240(1).
• Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024. "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, vol. 240(1).
• Windmeijer, Frank, 2024. "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, vol. 240(2).
• Khan, Shakeeb & Nekipelov, Denis, 2024. "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, vol. 240(2).
• Graham, Bryan S. & Niu, Fengshi & Powell, James L., 2024. "Kernel density estimation for undirected dyadic data," Journal of Econometrics, Elsevier, vol. 240(2).
  • Bryan S. Graham & Fengshi Niu & James L. Powell, 2019. "Kernel density estimation for undirected dyadic data," CeMMAP working papers CWP39/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Bryan S. Graham & Fengshi Niu & James L. Powell, 2019. "Kernel Density Estimation for Undirected Dyadic Data," Papers 1907.13630, arXiv.org.
• Kolokotrones, Thomas & Stock, James H. & Walker, Christopher D., 2024. "Is Newey–West optimal among first-order kernels?," Journal of Econometrics, Elsevier, vol. 240(2).
• Yu, Lu & Gu, Jiaying & Volgushev, Stanislav, 2024. "Spectral clustering with variance information for group structure estimation in panel data," Journal of Econometrics, Elsevier, vol. 241(1).
• Schwartz, Jacob & Song, Kyungchul, 2024. "The law of large numbers for large stable matchings," Journal of Econometrics, Elsevier, vol. 241(1).
• Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong, 2024. "Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures," Journal of Econometrics, Elsevier, vol. 241(2).
• Urga, Giovanni & Wang, Fa, 2024. "Estimation and inference for high dimensional factor model with regime switching," Journal of Econometrics, Elsevier, vol. 241(2).
• Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2024. "Extreme expectile estimation for short-tailed data," Journal of Econometrics, Elsevier, vol. 241(2).
  • Abdelaati Daouia & Simone A. Padoan & Gilles Stupfler, 2024. "Extreme expectile estimation for short-tailed data," Post-Print hal-04672516, HAL.
• Casini, Alessandro & Perron, Pierre, 2024. "Prewhitened long-run variance estimation robust to nonstationarity," Journal of Econometrics, Elsevier, vol. 242(1).
  • Alessandro Casini & Pierre Perron, 2021. "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers 2103.02235, arXiv.org, revised Aug 2024.
• Casini, Alessandro & Perron, Pierre, 2024. "Change-point analysis of time series with evolutionary spectra," Journal of Econometrics, Elsevier, vol. 242(2).
  • Alessandro Casini & Pierre Perron, 2021. "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers 2106.02031, arXiv.org, revised Aug 2024.
• Liu, Yukun & Qin, Jing, 2024. "Tuning-parameter-free propensity score matching approach for causal inference under shape restriction," Journal of Econometrics, Elsevier, vol. 244(1).
• Cheng, Tingting & Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2024. "GMM estimation for high-dimensional panel data models," Journal of Econometrics, Elsevier, vol. 244(1).
  • Cheng, T. & Dong, C. & Gao, J. & Linton, O., 2022. "GMM Estimation for High-Dimensional Panel Data Models," Cambridge Working Papers in Economics 2245, Faculty of Economics, University of Cambridge.
  • Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
• Boswijk, H. Peter & Laeven, Roger J.A. & Vladimirov, Evgenii, 2024. "Estimating option pricing models using a characteristic function-based linear state space representation," Journal of Econometrics, Elsevier, vol. 244(1).
  • H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022. "Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation," Tinbergen Institute Discussion Papers 22-000/III, Tinbergen Institute.
  • H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022. "Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation," Papers 2210.06217, arXiv.org.
• Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos, 2024. "Estimation of continuous-time linear DSGE models from discrete-time measurements," Journal of Econometrics, Elsevier, vol. 244(2).
  • Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022. "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers 2022-12, Department of Economics and Business Economics, Aarhus University.
• Shi, Shuping & Yu, Jun & Zhang, Chen, 2024. "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, vol. 245(1).
  • Shuping Shi & Jun Yu & Chen Zhang, 2024. "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers 202416, University of Macau, Faculty of Business Administration.
• Hong, Han & Ju, Gaosheng & Li, Qi & Yan, Karen X., 2024. "Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application," Journal of Econometrics, Elsevier, vol. 245(1).
• Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024. "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, vol. 30(C), pages 15-35.
  • Zea Bermudez, Patrícia de & Rue, Havard, 2021. "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS 31804, Universidad Carlos III de Madrid. Departamento de Estadística.
• Antoine, Bertille & Renault, Eric, 2024. "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, vol. 30(C), pages 36-59.
• Coqueret, Guillaume & Deguest, Romain, 2024. "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, vol. 318(2), pages 686-700.
• Ignatieva, Katja & Wong, Patrick, 2024. "Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models," Journal of Empirical Finance, Elsevier, vol. 78(C).
• Genc, Talat S., 2024. "Energy Transition and the role of new natural gas turbines for power production: The case of GT11N2 M generators," Energy Economics, Elsevier, vol. 131(C).
• Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, vol. 134(C).
• Bouzouita, Anis & Kooli, Imen, 2024. "Evaluating the performance of Tunisian higher Institutes of Technological Studies (ISETs) using a stochastic frontier analysis," Evaluation and Program Planning, Elsevier, vol. 107(C).
• Lu, Cheng & Ndiaye, Papa Momar & Simaan, Majeed, 2024. "Improved estimation of the correlation matrix using reinforcement learning and text-based networks," International Review of Financial Analysis, Elsevier, vol. 96(PA).
• Li, Bogui & Chen, Hao, 2024. "Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time," Finance Research Letters, Elsevier, vol. 59(C).
• Liu, Bingqi & Pang, Tianxiao & Cheng, Siang, 2024. "Estimation for generalized linear cointegration regression models through composite quantile regression approach," Finance Research Letters, Elsevier, vol. 65(C).
• Escobar-Anel, Marcos & Stentoft, Lars & Ye, Xize, 2024. "Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models," Finance Research Letters, Elsevier, vol. 69(PA).
• Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024. "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, vol. 149(C).
• Steinmetz, Julia & Jentsch, Carsten, 2024. "Bootstrap consistency for the Mack bootstrap," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 83-121.
• Huang, Zhenzhen & Wei, Pengyu & Weng, Chengguo, 2024. "Tail mean-variance portfolio selection with estimation risk," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 218-234.
• Ungolo, Francesco & van den Heuvel, Edwin R., 2024. "A Dirichlet process mixture regression model for the analysis of competing risk events," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 95-113.
• Anderl, Christina & Caporale, Guglielmo Maria, 2024. "Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation," International Economics, Elsevier, vol. 178(C).
  • Christina Anderl & Guglielmo Maria Caporale, 2023. "Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation," CESifo Working Paper Series 10798, CESifo.
• Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2024. "GMM weighting matrices in cross-sectional asset pricing tests," Journal of Banking & Finance, Elsevier, vol. 162(C).
• Zhou, Fujin & Oostendorp, Remco, 2024. "Big distortions, small efficiency loss: Measuring resource misallocation with complementary distortions in Vietnam," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 244-261.
• Neal, Timothy, 2024. "Estimating the effectiveness of forest protection using regression discontinuity," Journal of Environmental Economics and Management, Elsevier, vol. 127(C).
• Belo, Frederico & Deng, Yao & Salomao, Juliana, 2024. "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, Elsevier, vol. 162(C).
• Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2024. "Getting the right tail right: Modeling tails of health expenditure distributions," Journal of Health Economics, Elsevier, vol. 97(C).
  • Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2023. "Getting the Right Tail Right: Modeling tails of health expenditure distributions," ZEW Discussion Papers 23-045, ZEW - Leibniz Centre for European Economic Research.
  • Martin Karlsson & Yulong Wang & Nicolas R. Ziebarth, 2023. "Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions," NBER Working Papers 31444, National Bureau of Economic Research, Inc.
• Pagliari, Maria Sole & Ahmed Hannan, Swarnali, 2024. "The volatility of capital flows in emerging markets: Measures and determinants," Journal of International Money and Finance, Elsevier, vol. 145(C).
  • Maria Sole Pagliari & Swarnali Ahmed Hannan, 2017. "The Volatility of Capital Flows in Emerging Markets: Measures and Determinants," Departmental Working Papers 201710, Rutgers University, Department of Economics.
  • Maria Sole Pagliari & Mrs. Swarnali A Hannan, 2017. "The Volatility of Capital Flows in Emerging Markets: Measures and Determinants," IMF Working Papers 2017/041, International Monetary Fund.

2023

• Selim Tüzüntürk & Fatma Sert Eteman, 2023. "Forecasting National Cement Demand in the Turkish Domestic Market with Artificial Neural Networks," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 38(120), pages 131-154, October.
• Abel Brodeur & Scott Carrell & David Figlio & Lester Lusher, 2023. "Unpacking P-hacking and Publication Bias," American Economic Review, American Economic Association, vol. 113(11), pages 2974-3002, November.
  • Brodeur, Abel & Carrell, Scott & Figlio, David & Lusher, Lester, 2023. "Unpacking P-Hacking and Publication Bias," I4R Discussion Paper Series 52, The Institute for Replication (I4R).
  • Abel Brodeur & Scott E. Carrell & David N. Figlio & Lester R. Lusher, 2023. "Unpacking P-Hacking and Publication Bias," NBER Working Papers 31548, National Bureau of Economic Research, Inc.
  • Brodeur, Abel & Carrell, Scott E. & Figlio, David N. & Lusher, Lester, 2023. "Unpacking P-Hacking and Publication Bias," IZA Discussion Papers 16369, Institute of Labor Economics (IZA).
• Federico Zampollo & Andrea Ascani & Alessandra Faggian, 2023. "Please, don’t go. Local public employee turnover and post-disaster economic recovery," Discussion Paper series in Regional Science & Economic Geography 2023-05, Gran Sasso Science Institute, Social Sciences, revised Dec 2024.
• Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2023. "A Statistical Study On Key Performance Indicators In Health System," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(1), pages 25-35, May.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, vol. 19(1), pages 64-91, February.
  • Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023. "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
• Djogbenou, Antoine & Inan, Emre & Jasiak, Joann, 2023. "Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether," Journal of International Money and Finance, Elsevier, vol. 139(C).
  • Antoine Djobenou & Emre Inan & Joann Jasiak, 2023. "Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether," Papers 2301.00509, arXiv.org.
• Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Monash Econometrics and Business Statistics Working Papers 2/23, Monash University, Department of Econometrics and Business Statistics.
  • Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers 2301.06631, arXiv.org.
• Clarke, Damian & Pailañir, Daniel & Athey, Susan & Imbens, Guido W., 2023. "Synthetic Difference-in-Differences Estimation," IZA Discussion Papers 15907, Institute of Labor Economics (IZA).
  • Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens, 2023. "Synthetic Difference In Differences Estimation," Papers 2301.11859, arXiv.org, revised Feb 2023.
• Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022. "Estimating Time-Varying Networks for High-Dimensional Time Series," Janeway Institute Working Papers 2231, Faculty of Economics, University of Cambridge.
  • Jia Chen & Degui Li & Yuning Li & Oliver Linton, 2023. "Estimating Time-Varying Networks for High-Dimensional Time Series," Papers 2302.02476, arXiv.org.
  • Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022. "Estimating Time-Varying Networks for High-Dimensional Time Series," Cambridge Working Papers in Economics 2273, Faculty of Economics, University of Cambridge.
• Zhan Gao & M. Hashem Pesaran, 2024. "Identification and estimation of categorical random coefficient models," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 79-124, Springer.
  • Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
  • Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
  • Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
  • Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
• Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2023. "Adapting to Misspecification," Papers 2305.14265, arXiv.org, revised Aug 2024.
  • Timothy Armstrong & Patrick M. Kline & Liyang Sun, 2024. "Adapting to Misspecification," NBER Working Papers 32906, National Bureau of Economic Research, Inc.
  • Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2024. "Adapting to misspecification," CeMMAP working papers 18/24, Institute for Fiscal Studies.
• Patrick Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," American Economic Review, American Economic Association, vol. 114(8), pages 2472-2525, August.
  • Patrick Kline & Evan K. Rose & Christopher R. Walters, 2023. "A Discrimination Report Card," Papers 2306.13005, arXiv.org.
  • Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," NBER Working Papers 32313, National Bureau of Economic Research, Inc.
• Kristensen, Dennis & Lee, Young Jun & Mele, Antonio, 2024. "Closed-form approximations of moments and densities of continuous–time Markov models," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
  • Dennis Kristensen & Young Jun Lee & Antonio Mele, 2023. "Closed-form approximations of moments and densities of continuous-time Markov models," Papers 2308.09009, arXiv.org.
• Miguel Puente-Ajovín & Arturo Ramos & Fernando Sanz-Gracia, 2020. "Is there a universal parametric city size distribution? Empirical evidence for 70 countries," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 65(3), pages 727-741, December.
  • Miguel Puente-Ajov'in & Arturo Ramos & Fernando Sanz-Gracia, 2023. "Is there a universal parametric city size distribution? Empirical evidence for 70 countries," Papers 2308.10018, arXiv.org.
• Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang, 2023. "Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries," CESifo Working Paper Series 10659, CESifo.
  • Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang, 2023. "Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries," Papers 2309.08619, arXiv.org.
  • Johnsson, I. & Pesaran, M. H. & Yang, C. F., 2023. "Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries," Cambridge Working Papers in Economics 2360, Faculty of Economics, University of Cambridge.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021. "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers 409, Federal Reserve Bank of Dallas, revised 08 Nov 2023.
  • Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023. "Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels," Papers 2311.02196, arXiv.org.
• Zehra Ilknur Yilmaz & Ramazan SARI & Aysen Sivrikaya & Fahman Fathurrahman, 2023. "Rebound Effect of Residential Space Heating - The Case of Ankara," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-6.
• Anna Pereverzieva & Viktoriia Gryn & Viktoriia Maltyz, 2023. "Classification And Evaluation Of Social Entrepreneurship Development Indicators," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 9(4).
• Tomás Marinozzi, 2023. "Forecasting Inflation in Argentina: A Probabilistic Approach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(81), pages 81-110, May.
• Alessandri, Piergiorgio & Jordà , Ã’scar & Venditti, Fabrizio, 2023. "Decomposing the monetary policy multiplier," CEPR Discussion Papers 18166, C.E.P.R. Discussion Papers.
  • Piergiorgio Alessandri & Fabrizio Venditti & Oscar JordÃ, 2023. "Decomposing the monetary policy multiplier," Temi di discussione (Economic working papers) 1422, Bank of Italy, Economic Research and International Relations Area.
• Elizondo Rocío, 2023. "The Three Intelligible Factors of the Yield Curve in Mexico," Working Papers 2023-13, Banco de México.
• Jimoh Sina Ogede & Musa Olanrewaju Oduola & Olumuyiwa Ganiyu Yinusa & Lukman Raimi, 2023. "Modelling The Influence Of Financial Inclusion On The Remittancegrowth Nexus In Nigeria," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 68(237), pages 137-163, April – J.
• Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," Papers 2211.06707, arXiv.org, revised Jan 2023.
  • Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
  • Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," BEMPS - Bozen Economics & Management Paper Series BEMPS99, Faculty of Economics and Management at the Free University of Bozen.
• Nguyễn Minh Kiều & Võ Xuân Diệu, 2023. "Quyết định giao dịch chứng khoán phái sinh: Bằng chứng nghiên cứu thực nghiệm ở Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 18(4), pages 5-19.
• Evgeny Danilov, 2023. "Impact of Market Changes and Regulatory Measures on Accuracy of Bond Valuation in Portfolios of Russian Credit Institutions," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 108-125, December.
• Shuping Shi & Peter C.B. Phillips, 2023. "Diagnosing housing fever with an econometric thermometer," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 159-186, February.
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  • Shuping Shi & Peter C.B. Phillips, 2020. "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University.
• Kaiji Chen & Haoyu Gao & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2023. "Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data," Journal of Finance, American Finance Association, vol. 78(2), pages 1147-1204, April.
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• Felix Kapfhammer, 2023. "The Economic Consequences of Effective Carbon Taxes," Working Papers No 01/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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  • Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers No 02/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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• Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Liu-Evans Gareth, 2023. "Improving the Estimation and Predictions of Small Time Series Models," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 1-26, January.
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• Tayanagi Toshikazu & Kurozumi Eiji, 2023. "In-Fill Asymptotic Distribution of the Change Point Estimator when Estimating Breaks One at a Time," Journal of Time Series Econometrics, De Gruyter, vol. 15(2), pages 111-149, July.
• Gourieroux Christian & Jasiak Joann, 2023. "Temporally Local Maximum Likelihood with Application to SIS Model," Journal of Time Series Econometrics, De Gruyter, vol. 15(2), pages 151-198, July.
• Lamadrid-Contreras Arturo & Ramírez-Rondán Nelson R., 2023. "Panel data models with two threshold variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(3), pages 315-333, June.
• Zheng Xiaobing & Xia Qiang & Liang Rubing, 2023. "Bayesian inference for order determination of double threshold variables autoregressive models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 567-587, September.
• Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," Papers 2211.06707, arXiv.org, revised Jan 2023.
  • Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," BEMPS - Bozen Economics & Management Paper Series BEMPS99, Faculty of Economics and Management at the Free University of Bozen.
  • Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
• Houssein Ballouk & Salma Mefteh-Wali & Ghada Tabbah & Sami Ben Jabeur, 2023. "Institutional Investors and Public Authority Ownership Impact on Green Bonds Issue: Evidence from France," Journal of Innovation Economics, De Boeck Université, vol. 0(2), pages 51-73.
• Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang, 2023. "Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries," CESifo Working Paper Series 10659, CESifo.
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• Surender Kumar & Paramjit Author-Department of Economics, Delhi School of Economics, 2023. "Does Financial Inclusion Enhance Tax Revenue: Indian Experience," Working papers 335, Centre for Development Economics, Delhi School of Economics.
• Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2023. "Regional Productivity Network in the EU," CESifo Working Paper Series 10404, CESifo.
• Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang, 2023. "Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries," Papers 2309.08619, arXiv.org.
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• Arne J. Nagengast & Yoto V. Yotov, 2025. "Staggered Difference-in-Differences in Gravity Settings: Revisiting the Effects of Trade Agreements," American Economic Journal: Applied Economics, American Economic Association, vol. 17(1), pages 271-296, January.
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• Anderl, Christina & Caporale, Guglielmo Maria, 2024. "Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation," International Economics, Elsevier, vol. 178(C).
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• Rodríguez Arenas, Jorge Leonardo & Gamboa, Luis Fernando, 2023. "Debunking Myths: Do ict Really Favor One Gender in Middle Education? The Case of Colombia," Revista de Economía del Rosario, Universidad del Rosario, vol. 26(2), pages 1-32, Diciembre.
• Ngah Ntiga, Louis Henri & Badjeck Mvondo, Laureine, 2023. "Impact de la guerre russo-ukrainienne sur le cours des produits de base exportés par les pays de la CEMAC," Dynare Working Papers 79, CEPREMAP.
• Piergiorgio Alessandri & Fabrizio Venditti & Oscar JordÃ, 2023. "Decomposing the monetary policy multiplier," Temi di discussione (Economic working papers) 1422, Bank of Italy, Economic Research and International Relations Area.
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• Manganelli, Simone, 2023. "Double conditioning: the hidden connection between Bayesian and classical statistics," Working Paper Series 2786, European Central Bank.
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• Bibigul Izatullayeva & Gulzhanat Tayauova & Gulnara Sadykova & Madina Toktibayeva & Altynbek Kenzhaliyev, 2023. "A Comparison of the Returns of Oil and Energy Companies Quoted in Kase and the Returns of the Kase Index, Exchange Rate, and Selected International Energy Indices," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 395-402, January.
• Faisal Irsan Pasaribu & Catra Indra Cahyadi & Restu Mujiono & Suwarno Suwarno, 2023. "Analysis of the Effect of Economic, Population, and Energy Growth, as well as the Influence on Sustainable Energy Development in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 510-517, January.
• Baltaim Sabenova & Indira Baubekova & Gulmira Issayeva & Zarema Bigeldiyeva & Artur Bolganbayev, 2023. "Comparative Analysis of Volatility Structures of Stock Index and Energy Company Returns in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 200-206, March.
• Zhazira Taibek & Indira Kozhamkulova & Almas Kuralbayev & Bagdat K. Spanova & Kundyz Myrzabekkyzy, 2023. "Analysis of the Effect of Oil and Energy Production on Health and Education Expenditures in Kazakhstan with Autoregressive Distributed Lag Method," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 215-221, March.
• Tanattrin Bunnag, 2023. "Analyzing Short-run and Long-run Causality Relationship among CO2 Emission, Energy Consumption, GDP, Square of GDP, and Foreign Direct Investment in Environmental Kuznets Curve for Thailand," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 341-348, March.
• Elmira Y. Zhussipova & Serikbay Saduakasuly Ydyrys & Ulmeken Makhanbetova & Gulzhanat Tayauova & Zhansulu Pirmanova, 2023. "The Relationship between the Highest Prices and Trading Volume in the Share Indices of Energy and Oil Companies in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 28-35, May.
• Gaukhar Niyetalina & Elmira Balapanova & Almas Kuralbayev & Gulnar Lukhmanova & Artur Bolganbayev, 2023. "The Relationship of Energy Generation from Fossil Fuels, Low Carbon Resources, and Renewable Resources and Inflation within the Framework of Taylor s Rule: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 9-15, July.
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• Catra Indra Cahyadi & Suwarno Suwarno & Aminah Asmara Dewi & Musri Kona & Muhammad Arif & Muhammad Caesar Akbar, 2023. "Solar Prediction Strategy for Managing Virtual Power Stations," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 503-512, July.
• Aina B. Aidarova & Gulshat Abdimutalipovna Zhadigerova & Ainur Abilkassym & Lyailya Abdybayevna Baibulekova & Dina B. Balabekova & Saule A. Ilasheva, 2023. "Analysis of the Relationship between Energy Consumption, Foreign Direct Investment, and Labor Force Participation by Vector Error Correction Model: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 108-114, September.
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• Gulbakhram Sartbayeva & Elmira Balapanova & Darkhan Kozhanovich Mamytkanov & Lyazat Talimova & Gulnar Lukhmanova & Kundyz Myrzabekkyzy, 2023. "The Relationship between Energy Consumption (Renewable Energy), Economic Growth and Agro-Industrial Complex in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 227-233, November.
• Salim Bagadeem, 2023. "Oil Volatility and Economic Growth: Evidences from Top Oil Trading Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 381-387, November.
• Leila Taleb Marandi Aziz & Reza Moghaddasi & Nematollah Moosavi, 2023. "On the Asymmetry of the Nexus between Governance and Environmental Pollution," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 475-481, November.
• Zhanar Dyussembekova & Aina B. Aidarova & Elmira Balapanova & Dilmina Kuatova & Gaukhar Zh. Seitkhamzina & Artur Bolganbayev, 2023. "The Effect of Freight and Passenger Transportation and Energy Production on Economic Growth in the Framework of Macro-Economic Indicators: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 74-80, November.
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• Amin, Sakib Bin & Taghizadeh-Hesary, Farhad, 2023. "Tourism, sustainability, and the economy in Bangladesh: The innovation connection amidst Covid-19," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 153-167.
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• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023. "Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
• Li, Boyan & Diao, Xundi, 2023. "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
• Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023. "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
• Zhang, Xiaoge & Chen, Maolong, 2023. "Indirect inference approach to estimating dynamic panel data models with irregular spacing," Economics Letters, Elsevier, vol. 226(C).
• Chen, Xingyi & Li, Haiqi & Zhang, Jing, 2023. "Complete subset averaging approach for high-dimensional generalized linear models," Economics Letters, Elsevier, vol. 226(C).
• Lee, Sungwon, 2023. "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, vol. 226(C).
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• Ardakani, Omid M., 2023. "Capturing information in extreme events," Economics Letters, Elsevier, vol. 231(C).
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• Karen X. Yan, 2023. "How do the stay-at-home (SAH) orders affect air quality? Evidence from the northeastern USA," Empirical Economics, Springer, vol. 64(5), pages 2085-2103, May.
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• Hung-pin Lai & Subal C. Kumbhakar, 2024. "Indirect inference estimation of stochastic production frontier models with skew-normal noise," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 309-331, Springer.
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• Ayman Mnasri & Zouhair Mrabet & Mouyad Alsamara, 2023. "A new quadratic asymmetric error correction model: does size matter?," Empirical Economics, Springer, vol. 65(1), pages 33-64, July.
• Martin Wagner, 2023. "Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions," Empirical Economics, Springer, vol. 65(1), pages 1-31, July.
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• India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023. "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(7), pages 1061-1072, September.
• Ergin Akalpler, 2023. "Triggering economic growth to ensure financial stability: case study of Northern Cyprus," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-40, December.
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• Serhan Cevik, 2023. "Mind the gap: city-level inflation synchronization," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 70(1), pages 121-139, March.
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• Kien C. Tran & Mike G. Tsionas, 2023. "Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-28, December.
• Victor Iturra & Mauricio Sarrias, 2023. "Amenities and individual heterogeneity in the return to schooling," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-15, December.
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• Artūras Juodis & Vasilis Sarafidis, 2023. "New results on asymptotic properties of likelihood estimators with persistent data for small and large T," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 435-461, December.
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• Adler Haymans MANURUNG & Fadh Fauzi HIBATULLAH & Jadongan SIJABAT, 2023. "Stock Selection Using Roy Criteria to Construct a Portfolio and the Effects of Variables on Portfolio Return," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(3), pages 1-2.
• Mitch Kunce, 2023. "Political Death Creep: Revisited Using Hausman-Taylor," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(1), pages 1-2.
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• Jiexiang Li, 2023. "Estimation of the scale parameter in truncated Rayleigh distribution," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(4), pages 1-3.
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• Mazhar Mughal & Rashid Javed & Thierry Lorey, 2023. "Female Early Marriage and Son Preference in Pakistan," Journal of Development Studies, Taylor & Francis Journals, vol. 59(10), pages 1549-1569, October.
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• Alyssa H. Carlson & Wei Zhao, 2025. "Heckman sample-selection estimators under heteroskedasticity," Stata Journal, StataCorp LLC, vol. 25(1), pages 212-236, March.
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• Dylan Brewer & Alyssa Carlson, 2024. "Addressing sample selection bias for machine learning methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 383-400, April.
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• Gianni Betti & Francesca Gagliardi & Emanuele Giordano & Daniela Evangelista & Angelo Riccaboni, 2023. "Agri-food traceability, quality and safety in Italy: integrating new technological and methodological systems of statistical indicators for citizens, institutions and policy makers," Department of Economics University of Siena 908, Department of Economics, University of Siena.
• Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2025. "Are input-output coefficients really fixed?," Applied Economics, Taylor & Francis Journals, vol. 57(7), pages 753-776, February.
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• Sagiru Mati & Irfan Civcir & Huseyin Ozdeser, 2023. "ECOWAS Common Currency, a Mirage or Possibility?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 70(2), pages 239-260.
• Oyinlola Mutiu Abimbola & Adeniyi Oluwatosin & Kumeka Terver Theophilus, 2023. "Dependence between foreign trade performance and exchange rate volatility: Panel ARDL approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 9(1), pages 1-15, July.
• Bouabsa Wahiba, 2023. "The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(1), pages 17-32, March.
• Kadiri Nadia & Mekki Sanaà Dounya & Rabhi Abbes, 2023. "Single Functional Index Quantile Regression for Functional Data with Missing Data at Random," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(3), pages 1-19, September.
• Volvach Olena, 2023. "Assessment of the efficiency of use of EPS by business," Economics, Sciendo, vol. 11(1), pages 233-249, June.
• Pavlov Kostiantyn & Pavlova Olena & Ilyin Leonid & Novosad Oksana & Bortnik Svitlana, 2023. "Assessment of Innovation and Investment Attractiveness of the Western Ukrainian Regional Market of Tourist Services," Economics, Sciendo, vol. 11(1), pages 45-68, June.
• Soszyńska-Budny Joanna & Chmielewski Mariusz & Pioch Joanna, 2023. "Reliability of Renewable Power Generation using the Example of Offshore Wind Farms," Folia Oeconomica Stetinensia, Sciendo, vol. 23(1), pages 228-245, June.
• Trzcińska Kamila & Zalewska Elżbieta, 2023. "A Comparative Analysis of Household Incomes of People with Different Levels of Education in Poland and the USA," Folia Oeconomica Stetinensia, Sciendo, vol. 23(2), pages 387-401, December.
• Zheng Bing & Yuan Yuqing & Li Huizhuan & Jiang Yihan, 2023. "A study of digital transformation and MSMEs performance from a spatial perspective: Evidence from China," Journal of Economics and Management, Sciendo, vol. 45(1), pages 319-343, January.
• Albu Svetlana & Ivanov Valeriu & Albu Ion, 2023. "Assessment of Damage Caused by the Reduction of Daylight Lighting Duration of Residential Constructions in the Conditions of the Republicof Moldova," Real Estate Management and Valuation, Sciendo, vol. 31(2), pages 39-51, June.
• Podwórna Monika & Sawicki Marek, 2023. "Real Estate Appraisal Using the Liquidation Cost Method – A Case Study," Real Estate Management and Valuation, Sciendo, vol. 31(3), pages 75-82, September.
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• Stefan Jestl & Michael Landesmann & Sebastian Leitner & Sandra M. Leitner & Isilda Mara & Maryna Tverdostup, 2023. "wiiw Studies on the Integration of Middle Eastern Refugees in Austria, Based on FIMAS Surveys and Register-based Labour Market Career Data," wiiw Policy Notes 74, The Vienna Institute for International Economic Studies, wiiw.
• Isilda Mara, 2023. "Labour Market Integration Programmes for Refugees in Austria: Do they Really Work and for Whom?," wiiw Working Papers 234, The Vienna Institute for International Economic Studies, wiiw.
• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
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• Mazhar Mughal & Rashid Javed & Thierry Lorey, 2023. "Female Early Marriage and Son Preference in Pakistan," Journal of Development Studies, Taylor & Francis Journals, vol. 59(10), pages 1549-1569, October.
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  • Mughal, Mazhar & Javed, Rashid & Lorey, Thierry, 2023. "Female Early Marriage and Son Preference in Pakistan," GLO Discussion Paper Series 1279, Global Labor Organization (GLO).
• Abel Brodeur & Nikolai M. Cook & Jonathan S. Hartley & Anthony Heyes, 2024. "Do Preregistration and Preanalysis Plans Reduce p-Hacking and Publication Bias? Evidence from 15,992 Test Statistics and Suggestions for Improvement," Journal of Political Economy Microeconomics, University of Chicago Press, vol. 2(3), pages 527-561.
  • Brodeur, Abel & Cook, Nikolai M. & Hartley, Jonathan S. & Heyes, Anthony, 2023. "Do Pre-Registration and Pre-Analysis Plans Reduce p-Hacking and Publication Bias?: Evidence from 15,992 Test Statistics and Suggestions for Improvement," GLO Discussion Paper Series 1147 [pre.], Global Labor Organization (GLO).
  • Brodeur, Abel & Cook, Nikolai M. & Hartley, Jonathan S. & Heyes, Anthony, 2024. "Do Pre-Registration and Pre-Analysis Plans Reduce p-Hacking and Publication Bias? Evidence from 15,992 Test Statistics and Suggestions for Improvement," I4R Discussion Paper Series 101, The Institute for Replication (I4R).
• Mazhar Mughal & Rashid Javed & Thierry Lorey, 2023. "Female Early Marriage and Son Preference in Pakistan," Journal of Development Studies, Taylor & Francis Journals, vol. 59(10), pages 1549-1569, October.
  • Mazhar Mughal & Rashid Javed & Thierry Lorey, 2023. "Female Early Marriage and Son Preference in Pakistan," Working Papers hal-04097640, HAL.
  • Mughal, Mazhar & Javed, Rashid & Lorey, Thierry, 2023. "Female Early Marriage and Son Preference in Pakistan," GLO Discussion Paper Series 1279, Global Labor Organization (GLO).
  • Mughal, Mazhar & Javed, Rashid & Lorey, Thierry, 2023. "Female Early Marriage and Son Preference in Pakistan," EconStor Preprints 270888, ZBW - Leibniz Information Centre for Economics.
• Abel Brodeur & Scott Carrell & David Figlio & Lester Lusher, 2023. "Unpacking P-hacking and Publication Bias," American Economic Review, American Economic Association, vol. 113(11), pages 2974-3002, November.
  • Brodeur, Abel & Carrell, Scott E. & Figlio, David N. & Lusher, Lester, 2023. "Unpacking P-Hacking and Publication Bias," IZA Discussion Papers 16369, Institute of Labor Economics (IZA).
  • Brodeur, Abel & Carrell, Scott & Figlio, David & Lusher, Lester, 2023. "Unpacking P-Hacking and Publication Bias," I4R Discussion Paper Series 52, The Institute for Replication (I4R).
  • Abel Brodeur & Scott E. Carrell & David N. Figlio & Lester R. Lusher, 2023. "Unpacking P-Hacking and Publication Bias," NBER Working Papers 31548, National Bureau of Economic Research, Inc.
• Fourberg, Niklas & Marques Magalhaes, Katrin & Wiewiorra, Lukas, 2023. "They Are Among Us: Pricing Behavior of Algorithms in the Field," 32nd European Regional ITS Conference, Madrid 2023: Realising the digital decade in the European Union – Easier said than done? 277958, International Telecommunications Society (ITS).
• Maurer, Raimond & Usman, Sehrish, 2023. "Dynamics of life course family transitions in Germany: Exploring patterns, process and relationships," SAFE Working Paper Series 399, Leibniz Institute for Financial Research SAFE.
• Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2024. "Getting the right tail right: Modeling tails of health expenditure distributions," Journal of Health Economics, Elsevier, vol. 97(C).
  • Martin Karlsson & Yulong Wang & Nicolas R. Ziebarth, 2023. "Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions," NBER Working Papers 31444, National Bureau of Economic Research, Inc.
  • Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2023. "Getting the Right Tail Right: Modeling tails of health expenditure distributions," ZEW Discussion Papers 23-045, ZEW - Leibniz Centre for European Economic Research.
• Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023. "Improved inference in financial factor models," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 364-379.
  • Elliot Beck & Gianluca De Nard & Michael Wolf, 2023. "Improved inference in financial factor models," ECON - Working Papers 430, Department of Economics - University of Zurich.
• David R. Bell & Olivier Ledoit & Michael Wolf, 2023. "A novel estimator of earth's curvature (allowing for inference as well)," ECON - Working Papers 431, Department of Economics - University of Zurich, revised Sep 2023.

2022

• José R. Maria & Paulo Júlio, 2022. "Comparing estimated structural models of different complexities: What do we learn?," Working Papers w202205, Banco de Portugal, Economics and Research Department.
• MacKinnon, James G., 2023. "Using large samples in econometrics," Journal of Econometrics, Elsevier, vol. 235(2), pages 922-926.
  • James G. MacKinnon, 2022. "Using Large Samples in Econometrics," Working Paper 1482, Economics Department, Queen's University.
• Nicholas Brown & Kyle Butts, 2022. "A Unified Framework for Dynamic Treatment Effect Estimation in Interactive Fixed Effect Models," Working Paper 1495, Economics Department, Queen's University.
• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  • Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
• Karymshakov, Kamalbek & Azhgaliyeva, Dina & Mishra, Ranjeeta & Aseinov, Dastan, 2022. "Evaluating COVID-19’s Impact on Firm Performance in the CAREC Region Using Night-Time Light Data: Azerbaijan, Georgia, Kazakhstan, and Mongolia," ADBI Working Papers 1332, Asian Development Bank Institute.
• Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed, 2022. "Determinants and real effects of joint hedging: An empirical analysis of the US petroleum industry," Working Papers 22-4, HEC Montreal, Canada Research Chair in Risk Management.
• Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," CESifo Working Paper Series 10145, CESifo.
  • Ohyun Kwon & Jangsu Yoon & Yoto Yotov, 2025. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," Working Papers 202512, Center for Global Policy Analysis, LeBow College of Business, Drexel University.
  • Kwon, Ohyun & Yoon, Jangsu & Yotov, Yoto, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," School of Economics Working Paper Series 2022-13, LeBow College of Business, Drexel University.
• Hosein, Roger & Satnarine-Singh, Nirvana & Saridakis, George, 2022. "The Spillover Effect of Exports: An Analysis of Caribbean SIDs," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 75(1), pages 1-28.
• Ozekhome, Hassan O., 2022. "Tax and Foreign Direct Investment in Nigeria: A Dynamic Estimation Approach," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(2), pages 115-124, June.
• Habibi, Mahdokht & Afshari, Zahra & Memarnezhad, Abbas & Taghavi, Mehdi, 2022. "Impact of the BDI Volatility, exchange Rate Movement and Global Economic Activity on Loaded Port Cargo in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 8(4), pages 77-100, March.
• Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
  • Li, Jia & Phillips, Peter C. B. & Shi, Shuping & Yu, Jun, 2022. "Weak Identification of Long Memory with Implications for Inference," Economics and Statistics Working Papers 8-2022, Singapore Management University, School of Economics.
• Hassan O. OZEKHOME, 2022. "Do Regulatory Quality, Government Effectiveness and Rule of Law Matter to Foreign Direct Investment in Nigeria?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 160-175, April.
• Hassan O. OZEKHOME, 2022. "Do Regulatory Quality, Government Effectiveness and Rule of Law Matter to Foreign Direct Investment in Nigeria?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 161-176, April.
• Alessandro Casini, 2022. "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," CEIS Research Paper 539, Tor Vergata University, CEIS, revised 11 Apr 2022.
• Giampaolo Arachi & Debora Assisi & Berardino Cesi & Michele G. Giuranno & Felice Russo, 2024. "Intermunicipal cooperation in public procurement," Regional Studies, Taylor & Francis Journals, vol. 58(11), pages 2055-2073, November.
  • Giampaolo Arachi & Debora Assisi & Berardino Cesi & Michele G. Giuranno & Felice Russo, 2022. "Inter-municipal Cooperation in Public Procurement," CEIS Research Paper 548, Tor Vergata University, CEIS, revised 19 Dec 2022.
• Bandeira de Mello Filho, Marcelo Soares & Diogo Oliveira Santos, 2022. "Crisis and reconfiguration: economic and political changes in the Brazilian accumulation regime in the XXI century [Crise et reconfiguration : changements économiques et politiques du régime d’accu," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 33.
• Yılmaz Onur Ari & Adamu Jibir & Aisha Adamu Hassan, 2022. "The Impact of Trade Openness and FDI on Nigeria’s Economic Growth: Revisiting the Unsettled Debate," Review of Market Integration, India Development Foundation, vol. 14(2-3), pages 133-163, August.
• Yan Jiang & Yaping Xu & Shengsheng Li, 2022. "How Does Monetary Policy Uncertainty Influence Firms’ Dynamic Adjustment of Capital Structure," SAGE Open, , vol. 12(1), pages 21582440211, January.
• Zdravka Aljinoviæ & Tea Šestanoviæ & Blanka Škrabiæ Periæ, 2022. "A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(7-8), pages 603-621, July.
• Luis Miguel Galindo & Paulina Reyes & Karina Caballero, 2022. "Escenarios de mitigacion para Mexico a 2050: algunos hechos estilizados," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 3(6), pages 155-208.
• Luis Miguel Galindo & Paulina Reyes & Fernando Gonzalez, 2022. "Escenarios para la transicion energetica a una economia carbono neutral en America Latina y el Caribe: algunos hechos estilizados," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 3(6), pages 5-39.
• Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022. "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 72(3-4), pages 3-55, July-Dece.
• Giuseppe Arbia & Paolo Berta & Carrie B. Dolan, 2022. "Locational error in the estimation of regional discrete choice models using distance as a regressor," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(1), pages 223-238, August.
• Giacomo Toscano & Maria Cristina Recchioni, 2022. "Bias-optimal vol-of-vol estimation: the role of window overlapping," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 137-185, June.
• Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022. "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
  • Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2022. "Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators," Empirical Economics, Springer, vol. 62(2), pages 487-511, February.
• Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2022. "Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach," Empirical Economics, Springer, vol. 62(3), pages 1345-1363, March.
• Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
• Rabeya Khatoon & Md Emran Hasan & Md Wahid Ferdous Ibon & Shahidul Islam & Jeenat Mehareen & Rubaiya Murshed & Md Nahid Ferdous Pabon & Md. Jillur Rahman & Musharrat Shabnam Shuchi, 2022. "Aggregation, asymmetry, and common factors for Bangladesh’s exchange rate–trade balance relation," Empirical Economics, Springer, vol. 62(6), pages 2739-2770, June.
• Fernando Núñez & Ángel Arcos-Vargas & Carlos Usabiaga & Pablo Álvarez-de-Toledo, 2022. "On directors’ compensation: a multilevel analysis of Spanish listed companies," Empirical Economics, Springer, vol. 63(4), pages 2173-2207, October.
• Levent Kutlu, 2022. "Spatial stochastic frontier model with endogenous weighting matrix," Empirical Economics, Springer, vol. 63(4), pages 1947-1968, October.
• David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
• François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
• Kenichi Kuromiya, 2022. "Econometric analysis of the employment of persons with disabilities in prefectural boards of education," International Journal of Economic Policy Studies, Springer, vol. 16(2), pages 423-441, August.
• Sanchita Daripa & Soumyananda Dinda, 2022. "Hurdles in Fuel Choice and Consumption in Rural India," India Studies in Business and Economics, in: Supravat Bagli & Gagari Chakrabarti & Prithviraj Guha (ed.), Persistent and Emerging Challenges to Development, chapter 0, pages 109-123, Springer.
• Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022. "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar (ed.), Studies in International Economics and Finance, pages 599-616, Springer.
• Mario Fortin & Marcelin Joanis & Philippe Kabore & Luc Savard, 2022. "Determination of Quebec's Quarterly Real GDP and Analysis of the Business Cycle, 1948–1980," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(3), pages 261-288, November.
  • Mario Fortin & Marcelin Joanis & Philippe Kabore & Luc Savard, 2021. "Determination of Quebec's quarterly real GDP and analysis of the business cycle, 1948-1980," Working Papers 8, Africa Institute for Research in Economics and Social Sciences.
• Wei Cheng, 2022. "Consistent EM algorithm for a spatial autoregressive probit model," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-23, December.
• Marius C. O. Amba & Julie Gallo, 2022. "Specification and estimation of a periodic spatial panel autoregressive model," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-34, December.
  • Marius Amba & Julie Le Gallo, 2022. "Specification and estimation of a periodic spatial panel autoregressive model," Post-Print hal-03910243, HAL.
• Kien C. Tran & Mike G. Tsionas, 2022. "Instrumental Variables Estimation without Outside Instruments," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 489-506, September.
• J. M. C. Santos Silva & Silvana Tenreyro, 2022. "The Log of Gravity at 15," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
  • J.M.C. Santos Silva & Silvana Tenreyro, 2021. "The Log of Gravity At 15," School of Economics Discussion Papers 0121, School of Economics, University of Surrey.
  • Silva, J.M.C. Santos & Tenreyo, Silvana, 2022. "The Log of Gravity at 15," LSE Research Online Documents on Economics 112437, London School of Economics and Political Science, LSE Library.
• Clovis Wendji Miamo & Elvis Dze Achuo, 2022. "Can the resource curse be avoided? An empirical examination of the nexus between crude oil price and economic growth," SN Business & Economics, Springer, vol. 2(1), pages 1-23, January.
• Ákos Münnich & Emese Vargáné Karsai & Jenő Nagy, 2022. "A real-time network-based approach for analysing best–worst data types," SN Business & Economics, Springer, vol. 2(1), pages 1-24, January.
• Aloys Leo Prinz, 2022. "The concentration of power in the market for contemporary art: an empirical analysis of ArtReview’s “Power 100”," SN Business & Economics, Springer, vol. 2(1), pages 1-32, January.
• Christian Manicaro, 2022. "The link between regional CDS spreads and equity returns: a multivariate GARCH approach," SN Business & Economics, Springer, vol. 2(2), pages 1-15, February.
• Vincenzo Adamo, 2022. "Cobb–Douglas production function: on the causal effects of factors and predictions," SN Business & Economics, Springer, vol. 2(7), pages 1-14, July.
• Belén del-Río & Ana Fernández-Sainz & Itziar Martinez de Alegria, 2022. "Assessing the energy trilemma through the diversity of the energy mix: the case of India," SN Business & Economics, Springer, vol. 2(9), pages 1-26, September.
• Yiannis Karavias, 2022. "Structural Breaks in Financial Panel Data," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 93, pages 2213-2228, Springer.
• Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances I," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 8, pages 331-370, Springer.
  • Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408, Springer.
  • Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2017. "Stochastic Frontier Analysis: Foundations and Advances," Working Papers 2017-10, University of Miami, Department of Economics.
  • Subal C. Kumbhakar & Christopher F. Parameter & Valentin Zelenyuk, 2018. "Stochastic Frontier Analysis: Foundations and Advances," CEPA Working Papers Series WP022018, School of Economics, University of Queensland, Australia.
• Christopher F. Parmeter & Valentina Hartarska, 2022. "Performance of Microfinance Institutions: A Review," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 33, pages 1309-1337, Springer.
• Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408, Springer.
  • Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances I," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 8, pages 331-370, Springer.
  • Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2017. "Stochastic Frontier Analysis: Foundations and Advances," Working Papers 2017-10, University of Miami, Department of Economics.
  • Subal C. Kumbhakar & Christopher F. Parameter & Valentin Zelenyuk, 2018. "Stochastic Frontier Analysis: Foundations and Advances," CEPA Working Papers Series WP022018, School of Economics, University of Queensland, Australia.
• Yu-Min Lian & Jian-Chi Yang & Ko-Liang Kuo, 2022. "The Impact of Market Factors and News Sentiments on Silver Futures ETFs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(2), pages 1-2.
• Nuri Celik, 2022. "A New Approach to the Threshold Autoregressive Models," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 11(3), pages 1-1.
• Daraio, Cinzia & Simar, Léopold, 2022. "Approximations and Inference for Nonparametric Production Frontiers," LIDAM Discussion Papers ISBA 2022017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Cinzia Daraio & Leopold Simar, 2022. "Approximations and Inference for Nonparametric Production Frontiers," LEM Papers Series 2022/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Thomas von Brasch & Arvid Raknerud & Trond C. Vigtel, 2022. "Identifying the elasticity of substitution between capital and labour. A pooled GMM panel estimator," Discussion Papers 976, Statistics Norway, Research Department.
• Michael P. Keane & Timothy Neal, 2024. "A Practical Guide to Weak Instruments," Annual Review of Economics, Annual Reviews, vol. 16(1), pages 185-212, August.
  • Michael Keane & Timothy Neal, 2021. "A Practical Guide to Weak Instruments," Discussion Papers 2021-05c, School of Economics, The University of New South Wales.
• David De Villiers & Andrew Phiri, 2022. "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 31(2), pages 161-180, February.
  • David de Villiers & Andrew Phiri, 2019. "Towards resolving the Purchasing Power Parity (PPP) ‘puzzle’ in Newly Industrialized Countries (NIC’s)," Working Papers 1908, Department of Economics, Nelson Mandela University, revised Sep 2019.
• Artūras Juodis & Vasilis Sarafidis, 2022. "A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 1-15, January.
  • Arturas Juodis & Vasilis Sarafidis, 2020. "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 5/20, Monash University, Department of Econometrics and Business Statistics.
• William C. Horrace & Hyunseok Jung & Shane Sanders, 2022. "Network Competition and Team Chemistry in the NBA," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 35-49, January.
  • William C. Horrace & Hyunseok Jung & Shane Sanders, 2020. "Network Competition and Team Chemistry in the NBA," Center for Policy Research Working Papers 226, Center for Policy Research, Maxwell School, Syracuse University.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022. "Adaptive Inference in Heteroscedastic Fractional Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 50-65, January.
  • Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019. "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper 1390, Economics Department, Queen's University.
  • Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2020. "Adaptive Inference in Heteroskedastic Fractional Time Series Models," CREATES Research Papers 2020-08, Department of Economics and Business Economics, Aarhus University.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
  • Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers 22-022/III, Tinbergen Institute.
• Boswijk, H. Peter & Laeven, Roger J.A. & Vladimirov, Evgenii, 2024. "Estimating option pricing models using a characteristic function-based linear state space representation," Journal of Econometrics, Elsevier, vol. 244(1).
  • H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022. "Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation," Papers 2210.06217, arXiv.org.
  • H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022. "Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation," Tinbergen Institute Discussion Papers 22-000/III, Tinbergen Institute.
• Yicong Lin & Hanno Reuvers, 2020. "Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Papers 2009.02262, arXiv.org, revised Dec 2021.
  • Yicong Lin & Hanno Reuvers, 2022. "Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Tinbergen Institute Discussion Papers 22-092/III, Tinbergen Institute.
• Yicong Lin & Hanno Reuvers, 2022. "Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison," Tinbergen Institute Discussion Papers 22-093/III, Tinbergen Institute.
• Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
  • Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
  • Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
  • Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
  • Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
  • Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
• Gordon John Anderson, 2022. "On Focused, Fit-For-Purpose Inequality Measurement," Working Papers tecipa-719, University of Toronto, Department of Economics.
• Thomas-Agnan, Christine & Margaretic, Paula & Laurent, Thibault, 2022. "Generalizing impact computations for the autoregressive spatial interaction model," TSE Working Papers 22-1357, Toulouse School of Economics (TSE), revised Feb 2023.
  • Thibault Laurent & Paula Margaretic & Christine Thomas-Agnan, 2023. "Generalizing Impact Computations for the Autoregressive Spatial Interaction Model," Post-Print hal-04355089, HAL.
• Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
• Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
• Hao Hao & Bai Huang & Tae-hwy Lee, 2024. "Model averaging estimation of panel data models with many instruments and boosting," Journal of Applied Statistics, Taylor & Francis Journals, vol. 51(1), pages 53-69, January.
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• Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers 2209.01697, arXiv.org, revised Sep 2023.
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  • Tae-Hwy Lee & Ekaterina Seregina, 2023. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202310, University of California at Riverside, Department of Economics.
• Justin Dang & Aman Ullah, 2022. "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers 202303, University of California at Riverside, Department of Economics, revised Mar 2023.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2022. "Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals," Working Papers 200, Red Nacional de Investigadores en Economía (RedNIE).
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• Marenzi, Anna & Rizzi, Dino & Zanette, Michele & Zantomio, Francesca, 2023. "Regional institutional quality and territorial equity in LTC provision," The Journal of the Economics of Ageing, Elsevier, vol. 26(C).
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• Babatunde A. OKUNEYE & Oluwatosin O. OGUNYOMI-OLUYOMI, 2022. "The Role of Digitalization in the Airline Industry Performance AMID COVID-19: Evidence from Emirate Airline Balanced Scorecard Performence," Business & Management Compass, University of Economics Varna, issue 1-2, pages 365-379.
• Hamri Mohamed Mehdi & Mekki Sanaà Dounya & Rabhi Abbes & Kadiri Nadia, 2022. "Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(1), pages 31-62, March.
• Bouabsa Wahiba, 2022. "Unform in Bandwith of the Conditional Distribution Function with Functional Explanatory Variable: The Case of Spatial Data with the K Nearest Neighbour Method," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(2), pages 30-46, June.
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• Trzcińska Kamila, 2022. "An Analysis of Household Income in Poland and Slovakia Based on Selected Income Models," Folia Oeconomica Stetinensia, Sciendo, vol. 22(1), pages 287-301, June.
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• Lee Changro, 2022. "Training and Interpreting Machine Learning Models: Application in Property Tax Assessment," Real Estate Management and Valuation, Sciendo, vol. 30(1), pages 13-22, March.
• Podwórna Monika, 2022. "The Aging of a Building Versus Its Life Cycle with Regards to Real Estate Appraisal," Real Estate Management and Valuation, Sciendo, vol. 30(2), pages 84-95, June.
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• van der Weide, Roy & Blankespoor, Brian & Elbers, Chris & Lanjouw, Peter, 2024. "How accurate is a poverty map based on remote sensing data? An application to Malawi," Journal of Development Economics, Elsevier, vol. 171(C).
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• Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan & Heyes, Anthony, 2022. "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," MetaArXiv uxf39, Center for Open Science.
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• Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell Us about Publication Bias and p-Hacking in Online Experiments," IZA Discussion Papers 15478, Institute of Labor Economics (IZA).
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• Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
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  • Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
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  • Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers 31/16, Institute for Fiscal Studies.
  • Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018. "Locally robust semiparametric estimation," CeMMAP working papers CWP30/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016. "Locally Robust Semiparametric Estimation," Papers 1608.00033, arXiv.org, revised Aug 2020.
• Martijn van Hasselt & Christopher R. Bollinger & Jeremy W. Bray, 2022. "A Bayesian approach to account for misclassification in prevalence and trend estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 351-367, March.
  • van Hasselt, Martijn & Bollinger, Christopher & Bray, Jeremy, 2019. "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers 19-13, University of North Carolina at Greensboro, Department of Economics.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
• M. Hashem Pesaran & Cynthia Fan Yang, 2022. "Matching theory and evidence on Covid‐19 using a stochastic network SIR model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1204-1229, September.
  • M. Hashem Pesaran & Cynthia Fan Yang, 2020. "Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model," CESifo Working Paper Series 8695, CESifo.
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• Rashid Javed & Mazhar Mughal, 2022. "Changing patterns of son preference and fertility in Pakistan," Journal of International Development, John Wiley & Sons, Ltd., vol. 34(6), pages 1086-1109, August.
  • Javed, Rashid & Mughal, Mazhar, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," GLO Discussion Paper Series 1005, Global Labor Organization (GLO).
  • Rashid Javed & Mazhar Mughal, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," Working Papers hal-03502510, HAL.
  • Javed, Rashid & Mughal, Mazhar, 2022. "Changing Patterns of Son Preference and Fertility in Pakistan," EconStor Preprints 248643, ZBW - Leibniz Information Centre for Economics.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
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  • Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan," Working Papers e120, Tokyo Center for Economic Research.
  • Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
• Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers 44/15, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers CWP44/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The Influence Function of Semiparametric Estimators," CIRJE F-Series CIRJE-F-985, CIRJE, Faculty of Economics, University of Tokyo.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers CWP06/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Filippo Gusella, 2022. "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
  • Filippo Gusella, 2022. "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics wp2022_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Jong Woo Kang & Dorothea M. Ramizo, 2022. "Nexus of Technology Adoption, E-commerce, and Global Value Chains: The Case of Asia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 39(02), pages 45-73, September.
• Guotai Chi & Ying Zhou & Long Shen & Jian Xiong & Hongjia Yan, 2022. "Effect Of The Company Relationship Network On Default Prediction: Evidence From Chinese Listed Companies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(06), pages 1-22, September.
• Marenzi, A.; & Rizzi, D.; & Zanette, M.; & Zantomio, F.;, 2022. "Regional Institutional Quality and Territorial Equity in LTC Provision," Health, Econometrics and Data Group (HEDG) Working Papers 22/27, HEDG, c/o Department of Economics, University of York.
• Rashid Javed & Mazhar Mughal, 2022. "Changing patterns of son preference and fertility in Pakistan," Journal of International Development, John Wiley & Sons, Ltd., vol. 34(6), pages 1086-1109, August.
  • Javed, Rashid & Mughal, Mazhar, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," GLO Discussion Paper Series 1005, Global Labor Organization (GLO).
  • Javed, Rashid & Mughal, Mazhar, 2022. "Changing Patterns of Son Preference and Fertility in Pakistan," EconStor Preprints 248643, ZBW - Leibniz Information Centre for Economics.
  • Rashid Javed & Mazhar Mughal, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," Working Papers hal-03502510, HAL.
• Abel Brodeur & Hasin Yousaf, 2025. "On the Economic Consequences of Mass Shootings," The Review of Economics and Statistics, MIT Press, vol. 107(1), pages 109-124, January.
  • Brodeur, Abel & Yousaf, Hasin, 2022. "On the Economic Consequences of Mass Shootings," GLO Discussion Paper Series 1133, Global Labor Organization (GLO).
• Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan & Heyes, Anthony, 2022. "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," MetaArXiv uxf39, Center for Open Science.
  • Brodeur, Abel & Cook, Nikolai M. & Hartley, Jonathan S. & Heyes, Anthony, 2022. "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," GLO Discussion Paper Series 1147, Global Labor Organization (GLO).
  • Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan S. & Heyes, Anthony, 2022. "Do Pre-registration and Pre-analysis Plans Reduce P-Hacking and Publication Bias?," IZA Discussion Papers 15476, Institute of Labor Economics (IZA).
  • Abel Brodeur, Nikolai M. Cook, Jonathan S. Hartley, Anthony Heyes, 2022. "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," LCERPA Working Papers am0132, Laurier Centre for Economic Research and Policy Analysis.
• Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell us about p-Hacking and Publication Bias in Online Experiments," I4R Discussion Paper Series 8, The Institute for Replication (I4R).
  • Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell us about p-Hacking and Publication Bias in Online Experiments," GLO Discussion Paper Series 1157, Global Labor Organization (GLO).
• Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell us about p-Hacking and Publication Bias in Online Experiments," GLO Discussion Paper Series 1157, Global Labor Organization (GLO).
  • Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell us about p-Hacking and Publication Bias in Online Experiments," I4R Discussion Paper Series 8, The Institute for Replication (I4R).
• Böhl, Gregor, 2022. "Ensemble MCMC sampling for robust Bayesian inference," IMFS Working Paper Series 177, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022. "Option characteristics as cross-sectional predictors," LawFin Working Paper Series 37, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
• Fourberg, Niklas & Marques-Magalhaes, Katrin & Wiewiorra, Lukas, 2022. "They are among us: Pricing behavior of algorithms in the field," WIK Working Papers 6, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH, Bad Honnef.
• Olivier Ledoit & Michael Wolf, 2022. "Markowitz portfolios under transaction costs," ECON - Working Papers 420, Department of Economics - University of Zurich, revised Sep 2024.
• Kristoffer Pons Bertelsen, 2022. "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
• Yunus Emre Ergemen, 2022. "Parametric Estimation of Long Memory in Factor Models," CREATES Research Papers 2022-10, Department of Economics and Business Economics, Aarhus University.
• Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos, 2024. "Estimation of continuous-time linear DSGE models from discrete-time measurements," Journal of Econometrics, Elsevier, vol. 244(2).
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• David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2022. "Valid t-Ratio Inference for IV," American Economic Review, American Economic Association, vol. 112(10), pages 3260-3290, October.
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• Yuehao Bai, 2022. "Optimality of Matched-Pair Designs in Randomized Controlled Trials," American Economic Review, American Economic Association, vol. 112(12), pages 3911-3940, December.
• Drew Fudenberg & David K. Levine, 2022. "Learning in Games and the Interpretation of Natural Experiments," American Economic Journal: Microeconomics, American Economic Association, vol. 14(3), pages 353-377, August.
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• Isaiah Andrews & Dillon Bowen & Toru Kitagawa & Adam McCloskey, 2022. "Inference for Losers," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 635-642, May.
• Jean C. Kouam & Simplice A. Asongu & Bin J. Meh & Robert Nantchouang & Fri L. Asanga & Denis Foretia, 2024. "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," Journal of African Business, Taylor & Francis Journals, vol. 25(4), pages 728-746, October.
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  • Jean C. Kouam & Simplice A. Asongu & Bin J. Meh & Robert Nantchouang & Fri L. Asanga & Denis Foretia, 2022. "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," Working Papers of the African Governance and Development Institute. 22/048, African Governance and Development Institute..
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• Barış Aksoy, 2022. "İçeriden Öğrenenlerin Ticaretine Maruz Kalan Şirketlere Ait Hisse Senedi Getirilerinin K-En Yakın Komşu Algoritması İle Tahmin Edilmesi: ABD Borsaları Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 7(SI), pages 61-80.
• Larisa V. Vazhenina & Elena R. Magaril & Igor A. Mayburov, 2022. "Comprehensive Assessment of Resource Efficiency of Russian Gas Industry Companies," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 21(3), pages 454-485.
• Sergei G. Belev & Evgenii O. Matveev & Nikita S. Moguchev, 2022. "Estimation of Profit Taxation Effect on Russian Companies’ Investments," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, vol. 8(2), pages 127-139.
• Cinzia Daraio & Leopold Simar, 2022. "Approximations and Inference for Nonparametric Production Frontiers," LEM Papers Series 2022/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Daraio, Cinzia & Simar, Léopold, 2022. "Approximations and Inference for Nonparametric Production Frontiers," LIDAM Discussion Papers ISBA 2022017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022. "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA 2022035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Corradin, Alexandre & Denuit, Michel & Detyniecki, Marcin & Grari, Vincent & Sammarco, Matteo & Trufin, Julien, 2022. "Joint modeling of claim frequencies and behavioral signals in motor insurance," LIDAM Reprints ISBA 2022004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022. "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN 2022003, Université catholique de Louvain, Louvain Finance (LFIN).
• Abel Brodeur & Nikolai Cook & Carina Neisser, 2024. "p-Hacking, Data type and Data-Sharing Policy," The Economic Journal, Royal Economic Society, vol. 134(659), pages 985-1018.
  • Brodeur, Abel & Cook, Nikolai & Neisser, Carina, 2022. "P-Hacking, Data Type and Data-Sharing Policy," IZA Discussion Papers 15586, Institute of Labor Economics (IZA).
  • Abel Brodeur & Nikolai Cook & Carina Neisser, 2022. "P-Hacking, Data Type and Data-Sharing Policy," ECONtribute Discussion Papers Series 200, University of Bonn and University of Cologne, Germany.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2023. "When are devaluations more contractionary? A quantile VAR estimation for Argentina," Chapters, in: Fernando Toledo & Louis-Philippe Rochon (ed.), Monetary Policy Challenges in Latin America, chapter 8, pages 132-149, Edward Elgar Publishing.
  • Eduardo Rubén Scarano, "undated". "La consolidación de la economía como disciplina científica en el país. El registro estadístico permanente," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 202271, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
  • Gabriel Montes-Rojas & Nicolás Bertholet, 2022. "When are devaluations more contractionary? A Quantile VAR estimation for Argentina," Working Papers 185, Red Nacional de Investigadores en Economía (RedNIE).
• Joshua Lanier & Jeremy Large & John Quah, 2022. "Estimating very large demand systems," Economics Series Working Papers 998, University of Oxford, Department of Economics.
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• Gabriel Montes-Rojas & Nicolás Bertholet, 2023. "When are devaluations more contractionary? A quantile VAR estimation for Argentina," Chapters, in: Fernando Toledo & Louis-Philippe Rochon (ed.), Monetary Policy Challenges in Latin America, chapter 8, pages 132-149, Edward Elgar Publishing.
  • Eduardo Rubén Scarano, "undated". "La consolidación de la economía como disciplina científica en el país. El registro estadístico permanente," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 202271, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
  • Gabriel Montes-Rojas & Nicolás Bertholet, 2022. "When are devaluations more contractionary? A Quantile VAR estimation for Argentina," Working Papers 185, Red Nacional de Investigadores en Economía (RedNIE).
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• Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022. "Estimating Time-Varying Networks for High-Dimensional Time Series," Janeway Institute Working Papers 2231, Faculty of Economics, University of Cambridge.
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• Vogt, M. & Walsh, C. & Linton, O., 2022. "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2242, Faculty of Economics, University of Cambridge.
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• Cheng, T. & Dong, C. & Gao, J. & Linton, O., 2022. "GMM Estimation for High–Dimensional Panel Data Models," Janeway Institute Working Papers 2221, Faculty of Economics, University of Cambridge.
• Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022. "Estimating Time-Varying Networks for High-Dimensional Time Series," Cambridge Working Papers in Economics 2273, Faculty of Economics, University of Cambridge.
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• Yoichi Arai & Taisuke Otsu & Mengshan Xu, 2022. "GLS under Monotone Heteroskedasticity," Papers 2210.13843, arXiv.org, revised Jan 2024.
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• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2023. "Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks," SN Business & Economics, Springer, vol. 3(8), pages 1-10, August.
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• Anthonin Levelu & Alexander-Nikolai Sandkamp, 2022. "A Lockdown a Day Keeps the Doctor Away: The Global Effectiveness of Non-Pharmaceutical Interventions in Mitigating the Covid-19 Pandemic," CESifo Working Paper Series 10023, CESifo.
• António Afonso & Gabriela Baquero Fraga, 2024. "Government spending efficiency in Latin America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(1), pages 127-160, February.
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  • Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
  • Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
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• Ivan Lagrosa, 2022. "Income dynamics in dual labor markets," Working Papers wp2022_2209, CEMFI.
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  • Kilian Huber, 2021. "Estimating General Equilibrium Spillovers of Large-Scale Shocks," CESifo Working Paper Series 8955, CESifo.
• Matias Iaryczower & Sergio Montero & Galileu Kim, 2022. "Representation Failure," NBER Working Papers 29965, National Bureau of Economic Research, Inc.
• Sheyu Li & Valentyn Litvin & Charles F. Manski, 2022. "Partial Identification of Personalized Treatment Response with Trial-reported Analyses of Binary Subgroups," Papers 2208.03381, arXiv.org, revised Sep 2022.
  • Sheyu Li & Valentyn Litvin & Charles F. Manski, 2022. "Partial Identification of Personalized Treatment Response with Trial-reported Analyses of Binary Subgroups," NBER Working Papers 30461, National Bureau of Economic Research, Inc.
• Zelenkov, Yu. & Solntsev, I., 2022. "Predicting the value of professional sport clubs. A study of European soccer, 2005-2018," Journal of the New Economic Association, New Economic Association, vol. 56(4), pages 28-46.
• Matthijs R. Wildenbeest, 2022. "Online News Consumption and Limited Consideration," Working Papers 22-10, NET Institute.
• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  • Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
• Mirko Ðukic, 2022. "Assessment of inflationary pressures using newspaper text analysis," Working Papers Bulletin 12, National Bank of Serbia.
• Davis, E Philip & Ali Abdilahi, Ridwa, 2022. "Econometric Analysis of the Determinants of Bank Profitability in Three Major African Counties: Kenya, Nigeria and South Africa," National Institute of Economic and Social Research (NIESR) Discussion Papers 536, National Institute of Economic and Social Research.
• Silvia Zarkova & Stoyan Prodanov & Orlin Yaprakov, 2022. "CAMEL Evaluation of the Banks in Bulgaria," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 201-219, June.
• Paul Cosmin Alin Enachescu, 2022. "Analysis of Real Estate Taxation in the European Union’s Countries," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 606-625, December.
• Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell Us about Publication Bias and p-Hacking in Online Experiments," IZA Discussion Papers 15478, Institute of Labor Economics (IZA).
  • Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell Us about Publication Bias and p-Hacking in Online Experiments," MetaArXiv a9vhr, Center for Open Science.
  • Abel Brodeur, Nikolai M. Cook, Anthony Heyes, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell Us about Publication Bias and p-Hacking in Online Experiments," LCERPA Working Papers am0133, Laurier Centre for Economic Research and Policy Analysis.
• Abel Brodeur, Nikolai M. Cook, Jonathan S. Hartley, Anthony Heyes, 2022. "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," LCERPA Working Papers am0132, Laurier Centre for Economic Research and Policy Analysis.
  • Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan & Heyes, Anthony, 2022. "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," MetaArXiv uxf39, Center for Open Science.
  • Brodeur, Abel & Cook, Nikolai M. & Hartley, Jonathan S. & Heyes, Anthony, 2022. "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," GLO Discussion Paper Series 1147, Global Labor Organization (GLO).
  • Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan S. & Heyes, Anthony, 2022. "Do Pre-registration and Pre-analysis Plans Reduce P-Hacking and Publication Bias?," IZA Discussion Papers 15476, Institute of Labor Economics (IZA).
• Bertille Antoine & Xiaolin Sun, 2022. "Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions]," The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
  • Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
• Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022. "Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
  • Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, The University of Osaka.
  • Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
  • Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
• Olivier Ledoit & Michael Wolf, 2022. "The Power of (Non-)Linear Shrinking: A Review and Guide to Covariance Matrix Estimation [Design-Free Estimation of Variance Matrices]," Journal of Financial Econometrics, Oxford University Press, vol. 20(1), pages 187-218.
• Lily Y Liu, 2022. "Estimating Loss Given Default from CDS under Weak Identification [Estimation and Inference with Weak, Semi-Strong, and Strong Identification]," Journal of Financial Econometrics, Oxford University Press, vol. 20(2), pages 310-344.
• Rong Jiang & Xueping Hu & Keming Yu, 2022. "Single-Index Expectile Models for Estimating Conditional Value at Risk and Expected Shortfall [Coherent Measures of Risk]," Journal of Financial Econometrics, Oxford University Press, vol. 20(2), pages 345-366.
• Raj Agrawal & Uma Roy & Caroline Uhler, 2022. "Covariance Matrix Estimation under Total Positivity for Portfolio Selection [Monotone Comparative Statics under Uncertainty]," Journal of Financial Econometrics, Oxford University Press, vol. 20(2), pages 367-389.
• Gianluca De Nard, 2022. "Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage [Eigenvalue Ratio Test for the Number of Factors]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 569-611.
• Qiang Liu & Zhi Liu, 2022. "Statistical Inference of Spot Correlation and Spot Market Beta under Infinite Variation Jumps [High Frequency Covariance Estimates with Noisy and Asynchronous Data]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 612-654.
• Alfred Galichon & Bernard Salanié, 2022. "Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2600-2629.
  • Bernard Salanié & Alfred Galichon, 2012. "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," Working Papers hal-01053710, HAL.
  • Alfred Galichon & Bernard Salanié, 2022. "Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models," SciencePo Working papers Main hal-03893189, HAL.
  • Alfred Galichon & Bernard Salanié, 2022. "Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models," Post-Print hal-03893189, HAL.
  • Salanié, Bernard & Galichon, Alfred, 2021. "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," CEPR Discussion Papers 16228, C.E.P.R. Discussion Papers.
  • Bernard Salanié & Alfred Galichon, 2012. "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," SciencePo Working papers Main hal-01053710, HAL.
• Lanier, Joshua & Large, Jeremy & Quah, John, 2022. "Estimating Very Large Demand Systems," INET Oxford Working Papers 2023-01, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  • Joshua Lanier & Jeremy Large & John Quah, 2022. "Estimating very large demand systems," Economics Series Working Papers 998, University of Oxford, Department of Economics.
• Guellil, Mohammed Seghir & Sari-Hassoun, Salah Eddine & Chica-Olmo, Jorge & Saraç, Mehmet, 2022. "What are the main factors driving behind the MENA countries current account deficit? A panel logit approach analysis [¿Cuáles son los principales factores que impulsan el déficit de cuenta corrient," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 33(1), pages 134-153, June.
• Lagunas Puls, Sergio & Domínguez Estrada, José Francisco & Oropeza Tagle, Miguel Ángel, 2022. "Desempeño del número de empleos en tiempos de COVID-19 en dos estados mexicanos con distinta vocación económica [Performance of the number of jobs in times of COVID-19 in two Mexican states with di," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 33(1), pages 14-28, June.
• Delahoz-Domínguez, Enrique & Zuluaga-Ortiz, Rohemi & Periñan-Luna, Arantxa & Mendoza-Brand, Silvana, 2022. "Un enfoque de Seis Sigma para evaluar la calidad de la educación superior en Colombia [A Six Sigma Approach to Assessing the Quality of Higher Education in Colombia]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 33(1), pages 386-407, June.
• Martin Eling & Kwangmin Jung, 2022. "Heterogeneity in cyber loss severity and its impact on cyber risk measurement," Risk Management, Palgrave Macmillan, vol. 24(4), pages 273-297, December.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2022. "On Robust Inference in Time Series Regression," Papers 2203.04080, arXiv.org, revised May 2024.
  • Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2024. "On Robust Inference in Time Series Regression," NBER Working Papers 32554, National Bureau of Economic Research, Inc.
  • Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022. "On Robust Inference in Time Series Regression," PIER Working Paper Archive 22-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Istvan Fekete, 2022. "Supporting decision-making with the tools of risk management," Public Finance Quarterly, State Audit Office of Hungary, vol. 67(5), pages 28-47.
• Fekete, István, 2022. "Supporting Decision-Making with the Tools of Risk Management," Public Finance Quarterly, Corvinus University of Budapest, vol. 67(Spec), pages 28-47.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112607, University Library of Munich, Germany.
  • Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112185, University Library of Munich, Germany.
  • Benedikt M. Potscher & David Preinerstorfer, 2022. "A Modern Gauss-Markov Theorem? Really?," Papers 2203.01425, arXiv.org, revised Oct 2023.
• Aknouche, Abdelhakim & Scotto, Manuel, 2022. "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper 112475, University Library of Munich, Germany.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112185, University Library of Munich, Germany.
  • Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112607, University Library of Munich, Germany.
  • Benedikt M. Potscher & David Preinerstorfer, 2022. "A Modern Gauss-Markov Theorem? Really?," Papers 2203.01425, arXiv.org, revised Oct 2023.
• Vîntu, Denis, 2022. "An Optimizing IS-LM Model Specification with Inflation Targeting. Microeconomic Evidence for Price Adjustment," MPRA Paper 112805, University Library of Munich, Germany, revised Dec 2021.
• Vîntu, Denis, 2022. "The Relationship between Inflation, Interest Rate, Unemployment and Economic Growth," MPRA Paper 112931, University Library of Munich, Germany, revised Feb 2022.
• Bakari, Sayef & El Weriemmi, Malek, 2022. "Causality between Domestic Investment and Economic Growth in Arab Countries," MPRA Paper 113079, University Library of Munich, Germany.
  • Bakari, Sayef & El Weriemmi, Malek, 2022. "Causality between Domestic Investment and Economic Growth in Arab Countries," MPRA Paper 113077, University Library of Munich, Germany.
• Vîntu, Denis, 2022. "An application: Pension systems and transitions," MPRA Paper 113128, University Library of Munich, Germany, revised May 2022.
• Giovanni Urga & Fa Wang, 2022. "Estimation and Inference for High Dimensional Factor Model with Regime Switching," Papers 2205.12126, arXiv.org, revised Apr 2023.
  • Urga, Giovanni & Wang, Fa, 2022. "Estimation and inference for high dimensional factor model with regime switching," MPRA Paper 113172, University Library of Munich, Germany.
• Petri Böckerman & Ohto Kanninen & Ilpo Suoniemi, 2022. "Income-well-being gradient in sickness and health," Working Papers 335, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE.
  • Kanninen, Ohto & Böckerman, Petri & Suoniemi, Ilpo, 2022. "Income–well-being gradient in sickness and health," MPRA Paper 113269, University Library of Munich, Germany.
• Allen, David, 2022. "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper 113610, University Library of Munich, Germany.
• Bourioune, Tahar & Chiad, Faycal, 2022. "Estimation de l’IPC par les modèles non paramétriques : cas de l’Algérie [CPI estimation by non parametric models: case of Algeria]," MPRA Paper 113783, University Library of Munich, Germany, revised 2022.
• Jean C. Kouam & Simplice A. Asongu & Bin J. Meh & Robert Nantchouang & Fri L. Asanga & Denis Foretia, 2024. "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," Journal of African Business, Taylor & Francis Journals, vol. 25(4), pages 728-746, October.
  • Jean C. Kouam & Simplice A. Asongu & Bin J. Meh & Robert Nantchouang & Fri L. Asanga & Denis Foretia, 2022. "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," Working Papers 22/048, European Xtramile Centre of African Studies (EXCAS).
  • Kouam, Jean & Asongu, Simplice & Meh, Bin & Nantchouang, Robert & Asanga, Fri & Foretia, Denis, 2022. "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," MPRA Paper 114063, University Library of Munich, Germany.
  • Jean C. Kouam & Simplice A. Asongu & Bin J. Meh & Robert Nantchouang & Fri L. Asanga & Denis Foretia, 2022. "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," Working Papers of the African Governance and Development Institute. 22/048, African Governance and Development Institute..
• Yang, Bill Huajian, 2022. "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper 114188, University Library of Munich, Germany, revised 18 Jul 2022.
• Bakari, Sayef, 2022. "Relationship among Domestic Investment, Exports and Economic Growth: Evidence form the Case of Greece," MPRA Paper 114418, University Library of Munich, Germany.
• Lucke, Bernd, 2022. "Growth Effects of European Monetary Union: A Synthetic Control Approach," MPRA Paper 115373, University Library of Munich, Germany.
• Osti, Davide, 2022. "Returns to scale with a Cobb-Douglas production function for four small Northern Italian firms," MPRA Paper 116351, University Library of Munich, Germany.
• Blankmeyer, Eric, 2022. "A bias test for heteroscedastic linear least squares regression," MPRA Paper 116605, University Library of Munich, Germany.
• Urga, Giovanni & Wang, Fa, 2022. "Estimation and Inference for High Dimensional Factor Model with Regime Switching," MPRA Paper 117012, University Library of Munich, Germany, revised 10 Apr 2023.
• Lucke, Bernd, 2022. "Growth Effects of European Monetary Union: A Synthetic Control Approach," MPRA Paper 120662, University Library of Munich, Germany, revised 27 Mar 2024.

2021

• Panagiotou, Dimitrios, 2021. "Asymmetric price responses of the US pork retail prices to farm and wholesale price shocks: A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
• Boucekkine, R. & Laksaci, M. & Touati-Tliba, M., 2021. "Long-run stability of money demand and monetary policy: The case of Algeria," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
  • Raouf Boucekkine & Mohammed Laksaci & Mohamed Touati-Tliba, 2021. "Long-run stability of money demand and monetary policy: the case of Algeria," Working Papers halshs-03120699, HAL.
  • Raouf Boucekkine & M. Laksaci & M. Touati-Tliba, 2021. "Long-run stability of money demand and monetary policy: the case of Algeria," LIDAM Discussion Papers IRES 2021001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Raouf Boucekkine & Mohammed Laksaci & Mohamed Touati-Tliba, 2021. "Long-run stability of money demand and monetary policy: The case of Algeria," Post-Print hal-03545424, HAL.
• Zorgati, Imen & Garfatta, Riadh, 2021. "Spatial financial contagion during the COVID-19 outbreak: Local correlation approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
• Acheampong, Alex O. & Dzator, Janet & Savage, David A., 2021. "Renewable energy, CO2 emissions and economic growth in sub-Saharan Africa: Does institutional quality matter?," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 1070-1093.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2021. "Energy commodities and advanced stock markets: A post-crisis approach," Resources Policy, Elsevier, vol. 70(C).
• Li, Jiaman & Dong, Xiucheng & Jiang, Qingzhe & Dong, Kangyin & Liu, Guixian, 2021. "Natural gas trade network of countries and regions along the belt and road: Where to go in the future?," Resources Policy, Elsevier, vol. 71(C).
• Aldieri, Luigi & Kotsemir, Maxim & Paolo Vinci, Concetto, 2021. "Environmental innovations and productivity: Empirical evidence from Russian regions," Resources Policy, Elsevier, vol. 74(C).
• Den Haan, Wouter J. & Drechsel, Thomas, 2021. "Agnostic Structural Disturbances (ASDs): Detecting and reducing misspecification in empirical macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 258-277.
  • Den Haan, Wouter J. & Drechsel, Thomas, 2018. "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics 90384, London School of Economics and Political Science, LSE Library.
  • Den Haan, Wouter & Drechsel, Thomas, 2018. "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," CEPR Discussion Papers 13145, C.E.P.R. Discussion Papers.
  • Den Haan, Wouter J. & Drechsel, Thomas, 2020. "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics 103147, London School of Economics and Political Science, LSE Library.
  • Wouter J. Den Haan & Thomas Drechsel, 2018. "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," Discussion Papers 1826, Centre for Macroeconomics (CFM).
• Tsafack, Georges & Li, Yifei & Beliaeva, Natalia, 2021. "Too-big-to-fail: The value of government guarantee," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
• Diaz, Juan & Duarte, Diogo & Galindo, Hamilton & Montecinos, Alexis & Truffa, Santiago, 2021. "The importance of large shocks to return predictability," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
• Khraief, Naceur & Shahbaz, Muhammad & Mahalik, Mantu Kumar & Bhattacharya, Mita, 2021. "Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
  • Khraief, Naceur & Shahbaz, Muhammad & Kumar Mahalik, Mantu & Bhattacharya, Mita, 2020. "Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations," MPRA Paper 103526, University Library of Munich, Germany, revised 13 Oct 2020.
• Kumbhakar, Subal C. & Tsionas, Mike G., 2021. "Dissections of input and output efficiency: A generalized stochastic frontier model," International Journal of Production Economics, Elsevier, vol. 232(C).
• Tsionas, Mike G., 2021. "Bayesian forecasting with the structural damped trend model," International Journal of Production Economics, Elsevier, vol. 234(C).
• de Meza, David & Reito, Francesco & Reyniers, Diane, 2021. "Too much trade: The hidden problem of adverse selection," Journal of Public Economics, Elsevier, vol. 204(C).
  • De Meza, David & Reito, Francesco & Reyniers, Diane J., 2021. "Too much trade: the hidden problem of adverse selection," LSE Research Online Documents on Economics 112574, London School of Economics and Political Science, LSE Library.
• Chaffai, Mohamed, 2021. "Discernible differences in the building façades, but not in the productivity numbers: A comparison between domestic and foreign banks in North Africa," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 344-357.
• Racicot, François-Éric & Théoret, Raymond & Gregoriou, Greg N., 2021. "The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 289-318.
• Su, Fei, 2021. "Conditional volatility persistence and volatility spillovers in the foreign exchange market," Research in International Business and Finance, Elsevier, vol. 55(C).
• Cochard, François & Le Gallo, Julie & Georgantzis, Nikolaos & Tisserand, Jean-Christian, 2021. "Social preferences across different populations: Meta-analyses on the ultimatum game and dictator game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
  • Francois Cochard & Julie Le Gallo & Nikolaos Georgantzis & Jean-Christian Tisserand, 2021. "Social preferences across different populations: Meta-analyses on the ultimatum game and dictator game," Post-Print hal-02974685, HAL.
• Mati, Sagiru, 2021. "Do as your neighbours do? Assessing the impact of lockdown and reopening on the active COVID-19 cases in Nigeria," Social Science & Medicine, Elsevier, vol. 270(C).
• Depren, Özer & Kartal, Mustafa Tevfik & Kılıç Depren, Serpil, 2021. "Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkey's monetary policy measures with selected determinants," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
• Adams, Samuel & Akobeng, Eric, 2021. "ICT, governance and inequality in Africa," Telecommunications Policy, Elsevier, vol. 45(10).
• Maurice Bailey & John Kendall, 2021. "Difference-in-Differences with Staggered Treatment Timing," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 64(3), pages 69-102.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020. "Oil and Fiscal Policy Regimes," Working Papers No 11/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021. "Oil and fiscal policy regimes," CAMA Working Papers 2021-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Hidalgo, Javier & Schafgans, Marcia, 2021. "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics 107426, London School of Economics and Political Science, LSE Library.
• de Meza, David & Reito, Francesco & Reyniers, Diane, 2021. "Too much trade: The hidden problem of adverse selection," Journal of Public Economics, Elsevier, vol. 204(C).
  • De Meza, David & Reito, Francesco & Reyniers, Diane J., 2021. "Too much trade: the hidden problem of adverse selection," LSE Research Online Documents on Economics 112574, London School of Economics and Political Science, LSE Library.
• Garett Jones & Ryan Fraser, 2021. "Immigration's Effect on Institutional Quality: The Place of Simpler Evidence," Econ Journal Watch, Econ Journal Watch, vol. 18(1), pages 1-3–20, March.
• Hon Chung Hui, 2021. "The long-run effects of geopolitical risk on foreign exchange markets: evidence from some ASEAN countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(6), pages 1543-1564, January.
• Laila Mohamed Alshawadfy Aladwey, 2021. "The effect of equity ownership structure on non-conditional conservatism: an empirical study based on listed companies in Egypt," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, vol. 19(5), pages 742-771, May.
• Laila Mohamed Alshawadfy Aladwey, 2021. "The effect of equity ownership structure on non-conditional conservatism: an empirical study based on listed companies in Egypt," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, vol. 19(5), pages 742-771, May.
• Rexford Abaidoo & Elvis Kwame Agyapong, 2021. "Banking industry stability and investment dynamics," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 30(2), pages 215-239, November.
• Rachida El Mehdi & Christian M. Hafner, 2021. "A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms," International Econometric Review (IER), Econometric Research Association, vol. 13(2), pages 24-40, June.
• Jean-François Verne, 2021. "Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate," International Econometric Review (IER), Econometric Research Association, vol. 13(3), pages 71-88, September.
• Zoumpoulidis Vassilios, 2021. "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 321-343.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021. "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 11(1), pages 3-14.
• Ilona Urych, 2021. "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 830-840.
• Joanna Kowalik, 2021. "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 1055-1068.
• Tomasz Lukaszewski, 2021. "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 1081-1093.
• Ilona Urych, 2021. "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 830-840.
• Joanna Kowalik, 2021. "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 1055-1068.
• Tomasz Lukaszewski, 2021. "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 1081-1093.
• Dorota Zebrowska-Suchodolska & Andrzej Karpio & Krzysztof Kompa, 2021. "COVID-19 Pandemic: Stock Markets Situation in European Ex-Communist Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(3 - Part ), pages 1106-1128.
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• Ruan Weihua & Hou Qian, 2021. "Determining the Number of Factors in Static Approximate Factor Models Using Discrete Fourier Transforms and Pseudo-Eigenvalues," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 241(1), pages 71-117, February.
• Ruan Weihua & Hou Qian, 2021. "Determining the Number of Factors in Static Approximate Factor Models Using Discrete Fourier Transforms and Pseudo-Eigenvalues," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 241(1), pages 71-117, February.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202103, University of Kansas, Department of Economics, revised Jan 2021.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 119-142, Emerald Group Publishing Limited.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," Working Papers 202101, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202117, University of Kansas, Department of Economics, revised Aug 2021.
• Ying Fang & Ming Lin & Shengfang Tang & Zongwu Cai, 2021. "Testing Conditional Independence in Macroeconomic Policy Evaluation for Time Series Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202118, University of Kansas, Department of Economics, revised Sep 2021.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
• Jessica Pesantez-Narvaez & Montserrat Guillen & Manuela Alcañiz, 2021. "A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 281-309, January.
• Zhan Gao & Zhentao Shi, 2021. "Implementing Convex Optimization in R: Two Econometric Examples," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1127-1135, December.
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• Sven Husmann & Antoniya Shivarova & Rick Steinert, 2021. "Cross-validated covariance estimators for high-dimensional minimum-variance portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 309-352, September.
• Andrew Phiri & Lutho Mbekeni, 2021. "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, vol. 18(4), pages 825-846, October.
• Jonathan Daniel Gómez-Zapata & Luis César Herrero-Prieto & Beatriz Rodríguez-Prado, 2021. "Does music soothe the soul? Evaluating the impact of a music education programme in Medellin, Colombia," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 45(1), pages 63-104, March.
• Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2021. "Partisan bias in inflation expectations," Public Choice, Springer, vol. 186(3), pages 513-536, March.
  • Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2019. "Partisan Bias in Inflation Expectations," ifo Working Paper Series 311, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Bachmann, Oliver & Gründler, Klaus & Potrafke, Niklas & Seiberlich, Ruben, 2019. "Partisan bias in inflation expectations," Munich Reprints in Economics 78249, University of Munich, Department of Economics.
  • Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2019. "Partisan Bias in Inflation Expectations," CESifo Working Paper Series 7904, CESifo.
• Juan Sebastian Cubillos-Rocha & Juliana Gamboa-Arbelaez & Luis Fernando Melo-Velandia & Sara Restrepo-Tamayo & Maria Jose Roa-Garcia & Mauricio Villamizar-Villegas, 2021. "Effects of interest rate caps on credit access," Journal of Regulatory Economics, Springer, vol. 60(2), pages 117-139, December.
  • Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia & María José Roa-García & Juliana Gamboa-Arbeláez & Sara Restrepo-Tamayo & Mauricio Villamizar-Villegas, 2018. "Effects of Interest Rate Caps on Financial Inclusion," Borradores de Economia 1060, Banco de la Republica de Colombia.
• Lidong Zhang & Yanmei Sun & Ziping Du & Xiangbo Meng, 2021. "Uncertain strike lookback options pricing with floating interest rate," Review of Derivatives Research, Springer, vol. 24(1), pages 79-94, April.
• Sonnan Chen & Yuchi Gu, 2021. "Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1357-1397, May.
• Abootaleb Shirvani & Stoyan V. Stoyanov & Frank J. Fabozzi & Svetlozar T. Rachev, 2021. "Equity premium puzzle or faulty economic modelling?," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1329-1342, May.
• Wakuo Saito & Teruo Nakatsuma, 2021. "The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data," Keio-IES Discussion Paper Series 2021-011, Institute for Economics Studies, Keio University.
• Wakuo Saito & Teruo Nakatsuma, 2021. "Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right?," Keio-IES Discussion Paper Series 2021-019, Institute for Economics Studies, Keio University.
• Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022. "Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
  • Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, The University of Osaka.
  • Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
  • Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
• Joakim Westerlund & Milda Norkutė & Ovidijus Stauskas, 2022. "The factor analytical approach in trending near unit root panels," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 501-508, May.
  • Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021. "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series 91, Bank of Lithuania.
• Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021. "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Monash Econometrics and Business Statistics Working Papers 18/21, Monash University, Department of Econometrics and Business Statistics.
• Ilse Rubbrecht & Emmanuel Dhyne & Cédric Duprez, 2021. "Economic importance of the Belgian maritime and inland ports Report 2019," Working Paper Research 400, National Bank of Belgium.
• Arkadiusz Kuświk & Łukasz Mach & Łukasz Mikołajczyk & Marian Drymluch, 2021. "The influence of characteristics of estate developer’s apartments on the chance of selling them," Bank i Kredyt, Narodowy Bank Polski, vol. 52(2), pages 167-190.
• Ariel Pakes & Jack R. Porter & Mark Shepard & Sophie Calder-Wang, 2021. "Unobserved Heterogeneity, State Dependence, and Health Plan Choices," NBER Working Papers 29025, National Bureau of Economic Research, Inc.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Demand Estimation with Infrequent Purchases and Small Market Sizes," NBER Working Papers 29530, National Bureau of Economic Research, Inc.
• B. Douglas Bernheim & Daniel Björkegren & Jeffrey Naecker & Michael Pollmann, 2021. "Causal Inference from Hypothetical Evaluations," NBER Working Papers 29616, National Bureau of Economic Research, Inc.
• Susana Campos-Martins & Cristina Amado, 2021. "Modelling Time-Varying Volatility Interactions," NIPE Working Papers 12/2021, NIPE - Universidade do Minho.
• Xintong Li & Fatemeh Mokhtarzadeh & G. Cornelis van Kooten, 2021. "A Gravity Model of Softwood Lumber Trade: An Application to the Canada-U.S. Trade Dispute," Journal of Forest Economics, now publishers, vol. 36(4), pages 351-381, October.
• Mehtap Akgüç & Cécile Welter-Médée, 2021. "Linking Migration Reasons and Origins to Labour Market Outcomes: Recent Evidence from Europe," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 524-525, pages 103-118.
• Adam Gorajek & Joel Bank & Andrew Staib & Benjamin Malin & Hamish Fitchett, 2021. "Star Wars at Central Banks," RBA Research Discussion Papers rdp2021-02, Reserve Bank of Australia.
  • Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin Malin & Andrew Staib, 2021. "Star Wars at Central Banks," Reserve Bank of New Zealand Discussion Paper Series DP2021/01, Reserve Bank of New Zealand.
  • Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin A. Malin & Andrew Staib, 2021. "Star Wars at Central Banks," Staff Report 620, Federal Reserve Bank of Minneapolis.
• Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2021. "Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly [Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 19(2), pages 236-257.
• Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
  • Adam Golinski & Peter Spencer, 2019. "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers 19/05, Department of Economics, University of York.
• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021. "Price Discovery in a Continuous-Time Setting [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 985-1008.
  • Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019. "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series 2019-02, School of Economics, University of East Anglia, Norwich, UK..
• Federico A Bugni & Jackson Bunting, 2021. "On the Iterated Estimation of Dynamic Discrete Choice Games [Pseudo maximum likelihood estimation of structural models involving fixed-point problems]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(3), pages 1031-1073.
  • Federico A. Bugni & Jackson Bunting, 2018. "On the iterated estimation of dynamic discrete choice games," CeMMAP working papers CWP13/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Federico A. Bugni & Jackson Bunting, 2018. "On the iterated estimation of dynamic discrete choice games," Papers 1802.06665, arXiv.org, revised May 2020.
• Xudong An & Yongheng Deng & Stuart A Gabriel, 2021. "Default Option Exercise over the Financial Crisis and beyond [Predatory lending and the subprime crisis]," Review of Finance, European Finance Association, vol. 25(1), pages 153-187.
• Anthony Neuberger & Richard Payne & Stijn Van Nieuwerburgh, 2021. "The Skewness of the Stock Market over Long Horizons [Does realized skewness predict the cross-section of equity returns?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1572-1616.
• Yasemin Colak & Lutfi Erden, 2021. "Exchange rate pass-through: an analysis of a panel quantile regression," Economics and Business Letters, Oviedo University Press, vol. 10(2), pages 148-156.
• Dalina-Maria Andrei, 2021. "Determinants of the New Companies Formation in E.U Member Countries. An Autoregressive ARDL Model Approach," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 48-57, December.
• Rico Belda, Paz & Cabrer-Borrás, Bernardí, 2021. "La importancia de los factores internos y externos en el éxito empresarial || The importance of internal and external factors in business success," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 241-256, December.
• Burbano Vallejo, Edy Lorena & Castro Aristizabal, Geovanny & Castillo Caicedo, Maribel, 2021. "What determines own-account work in Colombia? Some empirical evidence for the years 2010 and 2013 || ¿Qué determina el trabajo por cuenta propia en Colombia? Una evidencia empírica para los años 2010 ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 274-299, December.
• Alejandro Izaguirre, 2021. "Estimation of Spatial Lag Model Under Random Missing Data in the Dependent Variable. Two Stage Estimator with Imputation," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 1-19.
• Jesús Mur, 2021. "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 41-55.
• Krzysztof Waliszewski & Anna Warchlewska, 2021. "Comparative analysis of Poland and selected countries in terms of household financial behaviour during the COVID-19 pandemic," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 16(3), pages 577-615, September.
• Muhammad Jamil & Hifsa Mobeen, 2021. "Mechanism of Volatility Spillover Between Stock, Currency, and Commodity Markets of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 60(1), pages 49-64.
• Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy (IfW Kiel).
  • Julian Hinz & Amrei Stammann & Joschka Wanner, 2021. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," CEPA Discussion Papers 36, Center for Economic Policy Analysis.
  • Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
• Bakari, Sayef, 2021. "Are Domestic Investments in Spain a Source of Economic Growth?," MPRA Paper 105526, University Library of Munich, Germany.
• Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
• Runganga, Raynold & Mhaka, Simbarashe, 2021. "Impact of Agricultural Production on Economic Growth in Zimbabwe," MPRA Paper 106988, University Library of Munich, Germany.
• Ballester, Coralio & Vorsatz, Marc & Ponti, Giovanni, 2021. "Uncovering seeds," MPRA Paper 107156, University Library of Munich, Germany.
• Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2021. "Capital inflows and economic growth nexus in Sub-Saharan Africa: evidence on the role of institutions," MPRA Paper 107392, University Library of Munich, Germany.
• Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle, 2021. "Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors," Monash Econometrics and Business Statistics Working Papers 6/21, Monash University, Department of Econometrics and Business Statistics.
  • Bodha Hannadige, Sium & Gao, Jiti & Silvapulle, Mervyn & Silvapulle, Param, 2021. "Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors," MPRA Paper 108669, University Library of Munich, Germany, revised 30 Apr 2021.
• Hao, Shiming, 2021. "True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes," MPRA Paper 108679, University Library of Munich, Germany.
• Gorbunov, Vladimir & Lvov, Alexander, 2021. "Анализ Малого И Среднего Предпринимательства: Построение Производственных Функций С Оценкой Эффективных Фондов [Analysis of small and medium business: The constructing production functions with est," MPRA Paper 109157, University Library of Munich, Germany, revised 14 Jul 2021.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021. "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper 109231, University Library of Munich, Germany.
• Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
• Kindop, Igor, 2021. "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper 109594, University Library of Munich, Germany, revised 04 Sep 2021.
• Oleg Badunenko & Daniel J. Henderson, 2024. "Production analysis with asymmetric noise," Journal of Productivity Analysis, Springer, vol. 61(1), pages 1-18, February.
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• Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021. "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper 110954, University Library of Munich, Germany, revised 06 Dec 2021.
• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
• Coulibaly Niénéyéri Mamadou, 2022. "Analysis of the Evolution of Income Disparities Among WAEMU Member Countries," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 14(2), pages 1-97, February.
  • COULIBALY, Niénéyéri Mamadou, 2021. "Analysis of the Evolution of Income Disparities Among WAEMU Member Countries," MPRA Paper 111759, University Library of Munich, Germany.
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• Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2021. "A method for evaluating the rank condition for CCE estimators," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1013, Ghent University, Faculty of Economics and Business Administration.
  • De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, revised 09 Mar 2022.
• Morales-Oñate, Víctor & Morales-Oñate, Bolívar, 2021. "MTest: a bootstrap test for multicollinearity," MPRA Paper 112332, University Library of Munich, Germany.
• Vîntu, Denis, 2021. "Relația dintre inflație, rata dobânzii, șomaj și creșterea economică," MPRA Paper 112856, University Library of Munich, Germany, revised 30 Sep 2021.
• Osti, Davide, 2021. "Returns to scale with a Cobb-Douglas production function for a small italian mechanical firm," MPRA Paper 115629, University Library of Munich, Germany, revised 02 Dec 2022.
• Caio Almeida & Paul Schneider, 2021. "Constrained Polynomial Likelihood," Working Papers 2021-45, Princeton University. Economics Department..
• Abdeljalil Settar & Nadia Idrissi Fatmi & Mohammed Badaoui, 2021. "New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(1), pages 55-74, March.
• Zheng, Xuemei & Menezes, Flavio & Zheng, Xiaofeng & Wu, Chengkuan, 2022. "An empirical assessment of the impact of subsidies on EV adoption in China: A difference-in-differences approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 162(C), pages 121-136.
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• Christopher F. Parmeter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2024. "Inference in the nonparametric stochastic frontier model," Econometric Reviews, Taylor & Francis Journals, vol. 43(7), pages 518-539, August.
  • Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021. "Inference in the Nonparametric Stochastic Frontier Model," LIDAM Discussion Papers ISBA 2021029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Christopher F. Parameter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2021. "Inference in the Nonparametric Stochastic Frontier Model," CEPA Working Papers Series WP132021, School of Economics, University of Queensland, Australia.
  • Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2024. "Inference in the nonparametric stochastic frontier model," LIDAM Reprints ISBA 2024013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin A. Malin & Andrew Staib, 2021. "Star Wars at Central Banks," Staff Report 620, Federal Reserve Bank of Minneapolis.
  • Adam Gorajek & Joel Bank & Andrew Staib & Benjamin Malin & Hamish Fitchett, 2021. "Star Wars at Central Banks," RBA Research Discussion Papers rdp2021-02, Reserve Bank of Australia.
  • Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin Malin & Andrew Staib, 2021. "Star Wars at Central Banks," Reserve Bank of New Zealand Discussion Paper Series DP2021/01, Reserve Bank of New Zealand.
• Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022. "Complementarity and Macroeconomic Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 225-243, April.
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• Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023. "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
  • Anna Gloria Billé & Angelica Gianfreda & Filippo Del Grosso & Francesco Ravazzolo, 2021. "Forecasting Electricity Prices with Expert, Linear and Non-Linear Models," Working Paper series 21-20, Rimini Centre for Economic Analysis.
• Lee, Hojin, 2021. "A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 25(3), pages 310-336, September.
• Alawadhi, Ahmad & Burney, Nadeem A. & Gelan, Ayele & Al-Fulaij, Sheikha & Al-Musallam, Nadia & Awadh, Wafa, 2021. "The Effect of Conservation on Residential Fresh Water Consumption: Evidence from Kuwait," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(1), pages 47-82.
• Thrane, Christer & Uzagalieva, Ainura & Menezes, Antonio, 2021. "A Multivariate Logit for Propensity to Choose Package Tour over Independent Travel," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(3), pages 369-388.
• Madni, Ghulam Rasool & Shahzad, Khurram, 2021. "Evaluating the Spectacle of Social Exclusion in Pakistan," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 4(1), pages 33-51.
• Guillen, Montserrat & Cevolini, Alberto, 2021. "Using risk analytics to prevent accidents before they occur – the future of insurance," Journal of Financial Transformation, Capco Institute, vol. 54, pages 76-83.
• Aguilar, Lucila & Chirino, Álvaro, 2021. "Consecuencias de la ausencia del desayuno/merienda escolar: una evaluación de impacto," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 35, pages 95-133, May.
• Martínez, Óscar, 2021. "Rational Bubbles and the S&P 500. An empirical approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 35, pages 135-158, May.
• Emilian DOBRESCU, 2021. "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-38, December.
• Natalia Lubsanova, 2021. "Regions of the zone of influence of the Great Silk Road and the Tea Road: strategic directions for the development of economic potential," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 22(2), pages 102-112, December.
• Sascha Keil, 2021. "The challenging estimation of trade elasticities: Tackling the inconclusive Eurozone evidence," Departmental Working Papers of Economics - University 'Roma Tre' 0261, Department of Economics - University Roma Tre.
• Giovanni Carnazza & Nicola Caravaggio, 2021. "The Italian nominal interest rate conundrum: a problem of growth or public finance?," Departmental Working Papers of Economics - University 'Roma Tre' 0265, Department of Economics - University Roma Tre.
• De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, revised 09 Mar 2022.
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• Eduard Hromada, 2021. "Regression analysis of selected technical and economic parameters of the residential market in the Czech Republic," Proceedings of Business and Management Conferences 12713384, International Institute of Social and Economic Sciences.
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• Fernando Antonio Slaibe Postali & Maria Dolores M Diaz, Adriano Dutra Teixeira, Natalia Nunes Ferreira Batista, Rodrigo Moreno Serra, 2021. "Impact of primary care coverage on individual health: evidence from biomarkers in Brazil," Working Papers, Department of Economics 2021_01, University of São Paulo (FEA-USP).
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• Jiro Hodoshima, 2021. "Evaluation of performance of stock and real estate investment trust markets in Japan," Empirical Economics, Springer, vol. 61(1), pages 101-120, July.
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• Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021. "Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(3), pages 923-941, October.
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• Ye Yang & Osman Doğan & Süleyman Taşpınar, 2021. "Fast estimation of matrix exponential spatial models," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-50, December.
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• Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics: From A. L. Nagar to Now," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 17-37, December.
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• Spyros Missiakoulis, 2021. "Interpreting Stochastic Frontier Model as Random Coefficient Model and Vice Versa," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 10(4), pages 1-2.
• Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021. "Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(3), pages 923-941, October.
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• Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
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  • Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP38/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP18/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
• Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2021. "Estimating and testing high dimensional factor models with multiple structural changes," Journal of Econometrics, Elsevier, vol. 220(2), pages 349-365.
  • Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2016. "Estimating and testing high dimensional factor models with multiple structural changes," MPRA Paper 98489, University Library of Munich, Germany, revised 26 Jul 2019.
• Breitung, Jörg & Salish, Nazarii, 2021. "Estimation of heterogeneous panels with systematic slope variations," Journal of Econometrics, Elsevier, vol. 220(2), pages 399-415.
• Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
  • Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019r, Institute of Social and Economic Research, The University of Osaka, revised Apr 2019.
  • Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2019. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," Monash Econometrics and Business Statistics Working Papers 32/19, Monash University, Department of Econometrics and Business Statistics.
• Kapetanios, George & Serlenga, Laura & Shin, Yongcheol, 2021. "Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 504-531.
  • George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019. "Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure," SERIES 03-2019, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2019.
• Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver, 2021. "Estimation of a nonparametric model for bond prices from cross-section and time series information," Journal of Econometrics, Elsevier, vol. 220(2), pages 562-588.
  • Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020. "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers 4/20, Monash University, Department of Econometrics and Business Statistics.
• Khalaf, Lynda & Kichian, Maral & Saunders, Charles J. & Voia, Marcel, 2021. "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Journal of Econometrics, Elsevier, vol. 220(2), pages 589-605.
  • Lynda Khalaf & Maral Kichian & Charles Saunders & Marcel Voia, 2021. "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Post-Print hal-03528880, HAL.
• Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
  • Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020. "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers 7-2020, Singapore Management University, School of Economics.
• Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2021. "ExpectHill estimation, extreme risk and heavy tails," Journal of Econometrics, Elsevier, vol. 221(1), pages 97-117.
  • Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018. "ExpectHill estimation, extreme risk and heavy tails," TSE Working Papers 18-953, Toulouse School of Economics (TSE).
• Chen, Qihui, 2021. "Robust and optimal estimation for partially linear instrumental variables models with partial identification," Journal of Econometrics, Elsevier, vol. 221(2), pages 368-380.
• Li, Liyao & Yang, Zhenlin, 2021. "Spatial dynamic panel data models with correlated random effects," Journal of Econometrics, Elsevier, vol. 221(2), pages 424-454.
  • Li, Liyao & Yang, Zhenlin, 2018. "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers 15-2018, Singapore Management University, School of Economics.
• Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
• Pesaran, M. Hashem & Yang, Cynthia Fan, 2021. "Estimation and inference in spatial models with dominant units," Journal of Econometrics, Elsevier, vol. 221(2), pages 591-615.
  • M. Hashem Pesaran & Cynthia Fan Yang, 2019. "Estimation and inference in spatial models with dominant units," CESifo Working Paper Series 7563, CESifo.
• Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021. "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, vol. 222(1), pages 295-323.
  • Shujie Ma & Oliver Linton & Jiti Gao, 2017. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
  • Ma, S. & Linton, O. & Gao, J., 2019. "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics 1933, Faculty of Economics, University of Cambridge.
• Horowitz, Joel L. & Nesheim, Lars, 2021. "Using penalized likelihood to select parameters in a random coefficients multinomial logit model," Journal of Econometrics, Elsevier, vol. 222(1), pages 44-55.
• Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
• Ding, Yi & Li, Yingying & Zheng, Xinghua, 2021. "High dimensional minimum variance portfolio estimation under statistical factor models," Journal of Econometrics, Elsevier, vol. 222(1), pages 502-515.
• Hong, Han & Li, Huiyu & Li, Jessie, 2021. "BLP estimation using Laplace transformation and overlapping simulation draws," Journal of Econometrics, Elsevier, vol. 222(1), pages 56-72.
  • Han Hong & Huiyu Li & Jessie Li, 2019. "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series 2019-24, Federal Reserve Bank of San Francisco.
• Frazier, David T. & Koo, Bonsoo, 2021. "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, vol. 223(1), pages 1-27.
• Hidalgo, Javier & Schafgans, Marcia, 2021. "Inference without smoothing for large panels with cross-sectional and temporal dependence," Journal of Econometrics, Elsevier, vol. 223(1), pages 125-160.
• Guay, François & Schwenkler, Gustavo, 2021. "Efficient estimation and filtering for multivariate jump–diffusions," Journal of Econometrics, Elsevier, vol. 223(1), pages 251-275.
• Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021. "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, vol. 223(1), pages 53-72.
• Bai, Jushan & Li, Kunpeng, 2021. "Dynamic spatial panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 224(1), pages 134-160.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021. "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, vol. 224(1), pages 215-244.
  • Torben G. Andersen & Rasmus T. Varneskov, 2021. "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers 28568, National Bureau of Economic Research, Inc.
• Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
  • Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
  • Alessandro Casini & Pierre Perron, 2020. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series WP2020-014, Boston University - Department of Economics.
• Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021. "Inference after estimation of breaks," Journal of Econometrics, Elsevier, vol. 224(1), pages 39-59.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference after estimation of breaks," CeMMAP working papers CWP51/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference after Estimation of Breaks," CeMMAP working papers CWP34/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Antoine, Bertille & Dovonon, Prosper, 2021. "Robust estimation with exponentially tilted Hellinger distance," Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
  • Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
  • Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
  • Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
  • Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers 2018s-38, CIRANO.
• Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
• Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng, 2021. "Recursive estimation in large panel data models: Theory and practice," Journal of Econometrics, Elsevier, vol. 224(2), pages 439-465.
  • Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017. "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers 5/17, Monash University, Department of Econometrics and Business Statistics.
• Ferman, Bruno, 2021. "Matching estimators with few treated and many control observations," Journal of Econometrics, Elsevier, vol. 225(2), pages 295-307.
  • Ferman, Bruno, 2017. "Matching Estimators with Few Treated and Many Control Observations," MPRA Paper 78940, University Library of Munich, Germany.
  • Bruno Ferman, 2019. "Matching Estimators with Few Treated and Many Control Observations," Papers 1909.05093, arXiv.org, revised Mar 2021.
• Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
  • Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper 2017-017, Tilburg University, Center for Economic Research.
  • Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM c849e96f-3ad1-461e-96c6-f, Tilburg University, School of Economics and Management.
• Funke, Benedikt & Hirukawa, Masayuki, 2021. "Bias correction for local linear regression estimation using asymmetric kernels via the skewing method," Econometrics and Statistics, Elsevier, vol. 20(C), pages 109-130.
• Kovacs, Agnes & Rondinelli, Concetta & Trucchi, Serena, 2021. "Permanent versus transitory income shocks over the business cycle," European Economic Review, Elsevier, vol. 139(C).
  • Agnes Kovacs & Concetta Rondinelli & Serena Trucchi, 2018. "Permanent versus Transitory Income Shocks over the Business Cycle," Working Papers 2018:23, Department of Economics, University of Venice "Ca' Foscari".
  • Agnes Kovacs & Concetta Rondinelli & Serena Trucchi, 2021. "Permanent versus transitory income shocks over the business cycle," Temi di discussione (Economic working papers) 1354, Bank of Italy, Economic Research and International Relations Area.
• Li, Chuhui & Cheng, Wenli & Shi, Hui, 2021. "Early marriage and maternal health care utilisation: Evidence from sub-Saharan Africa," Economics & Human Biology, Elsevier, vol. 43(C).
• Ladokhin, Sergiy & Borovkova, Svetlana, 2021. "Three-factor commodity forward curve model and its joint P and Q dynamics," Energy Economics, Elsevier, vol. 101(C).
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2021. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Energy Economics, Elsevier, vol. 95(C).
  • Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2019. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Center for Mathematical Economics Working Papers 625, Center for Mathematical Economics, Bielefeld University.
  • Marco Piccirilli & Maren Diane Schmeck & Tiziano Vargiolu, 2019. "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Papers 1910.01044, arXiv.org.
• Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
  • Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
• Bohlmann, J.A. & Inglesi-Lotz, R., 2021. "Examining the determinants of electricity demand by South African households per income level," Energy Policy, Elsevier, vol. 148(PA).
  • J.A. Bohlmann & Roula Inglesi-Lotz, 2020. "Examining the Determinants of Electricity Demand by South African Households per Income Level," Working Papers 202081, University of Pretoria, Department of Economics.
• Fuertes, Ana-Maria & Robles, Maria-Dolores, 2021. "Bank credit risk events and peers' equity value," International Review of Financial Analysis, Elsevier, vol. 75(C).
  • Ana-Maria Fuertes & Maria-Dolores Robles, 2021. "Bank Credit Risk Events and Peers’ Equity Value," Documentos de Trabajo del ICAE 2021-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• González-Sánchez, Mariano, 2021. "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, vol. 38(C).
• Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
  • Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
  • Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021. "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 30-58.
• Tzougas, George & Pignatelli di Cerchiara, Alice, 2021. "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 602-625.
• Kulinskaya, Elena & Gitsels, Lisanne Andra & Bakbergenuly, Ilyas & Wright, Nigel R., 2021. "Dynamic hazards modelling for predictive longevity risk assessment," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 222-231.
• Portugal, Luís & Pantelous, Athanasios A. & Verrall, Richard, 2021. "Univariate and multivariate claims reserving with Generalized Link Ratios," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 57-67.
• Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
• Griffin, Jim & Oberoi, Jaideep & Oduro, Samuel D., 2021. "Estimating the probability of informed trading: A Bayesian approach," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Brassil, Anthony & Nodari, Gabriela, 2021. "A Density-Based estimator of core/periphery network structures," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Kircher, Felix & Rösch, Daniel, 2021. "A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Kukacka, Jiri & Kristoufek, Ladislav, 2021. "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 324-356.
• Galletta, Simona & Mazzù, Sebastiano & Scannella, Enzo, 2021. "Risk committee complexity and liquidity risk in the European banking industry," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 691-703.
• Gospodinov, Nikolay & Robotti, Cesare, 2021. "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, vol. 140(1), pages 292-324.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021. "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, vol. 141(2), pages 669-692.
• Bai, Jennie & Bali, Turan G. & Wen, Quan, 2021. "Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1017-1037.
• Berg, Tobias & Reisinger, Markus & Streitz, Daniel, 2021. "Spillover effects in empirical corporate finance," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1109-1127.
• Zhang, Ren & Martínez-García, Enrique & Wynne, Mark A. & Grossman, Valerie, 2021. "Ties that bind: Estimating the natural rate of interest for small open economies," Journal of International Money and Finance, Elsevier, vol. 113(C).
  • Valerie Grossman & Enrique Martínez García & Mark A. Wynne & Ren Zhang, 2019. "Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies," Globalization Institute Working Papers 359, Federal Reserve Bank of Dallas, revised 05 Mar 2021.
• Rossi, Lorenza & Zanetti Chini, Emilio, 2021. "Temporal disaggregation of business dynamics: New evidence for U.S. economy," Journal of Macroeconomics, Elsevier, vol. 69(C).
  • Lorenza Rossi & Emilio Zanetti Chini, 2019. "Temporal Disaggregation of Business Dynamics: New Evidence for U.S. Economy," Working Papers in Public Economics 188, Department of Economics and Law, Sapienza University of Roma.

2020

• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017. "Estimation of Heterogeneous Agent Models: A Likelihood Approach," CESifo Working Paper Series 6717, CESifo.
  • Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
  • Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020. "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers 42/2020, Deutsche Bundesbank.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022. "Adaptive Inference in Heteroscedastic Fractional Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 50-65, January.
  • Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019. "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper 1390, Economics Department, Queen's University.
  • Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2020. "Adaptive Inference in Heteroskedastic Fractional Time Series Models," CREATES Research Papers 2020-08, Department of Economics and Business Economics, Aarhus University.
• Tatiana GUTIUM, 2020. "Methodological Approach To The Elaboration Of Indicators For Quantifying The Competitiveness Of Goods," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 74-85.
• Gökçe Tekin Turhan, 2020. "Evaluation of the Attitudes and Behavior of University Students on Financial Literacy," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 375-400, October.
• Doko Tchatoka, Firmin & Wang, Wenjie, 2020. "Uniform Inference after Pretesting for Exogeneity," MPRA Paper 99243, University Library of Munich, Germany.
  • Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
• David Romer, 2020. "In Praise of Confidence Intervals," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 55-60, May.
  • David Romer, 2020. "In Praise of Confidence Intervals," NBER Working Papers 26672, National Bureau of Economic Research, Inc.
• Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020. "A Proposed Specification Check for p-Hacking," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 66-69, May.
• Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
• Jorge Eduardo Camusso & Ana Inés Navarro, 2020. "COVID-19, recession and fall in real wages in Argentina. Who will be most affected?," Asociación Argentina de Economía Política: Working Papers 4323, Asociación Argentina de Economía Política.
• Fernando Zarzosa Valdivia & Maximiliano Micheli, 2020. "The random forest path of real exchange rate misalignments. The Argentinean case," Asociación Argentina de Economía Política: Working Papers 4429, Asociación Argentina de Economía Política.
• Lasha Arevadze & Tamta Sopromadze & Giorgi Tsutskiridze & Shalva Mkhatrishvili, 2020. "Identifying the Phillips Curve in Georgia," NBG Working Papers 01/2020, National Bank of Georgia.
• Lasha Arevadze & Tamta Sopromadze & Giorgi Tsutskiridze & Shalva Mkhatrishvili, 2020. "Identifying the Phillips Curve in Georgia," NBG Working Papers 012020, National Bank of Georgia.
• Valida Pantsulaia & Salome Tvalodze & Zviad Zedginidze, 2020. "Assessing Georgia's External Vulnerability," NBG Working Papers 04/2020, National Bank of Georgia.
• Lasha Arevadze & Tamta Sopromadze & Giorgi Tsutskiridze & Shalva Mkhatrishvili, 2020. "Identifying the Phillips Curve in Georgia," NBG Working Papers 01/2020, National Bank of Georgia.
• Valida Pantsulaia & Salome Tvalodze & Zviad Zedginidze, 2020. "Assessing Georgia's External Vulnerability," NBG Working Papers 04/2020, National Bank of Georgia.
• Obafèmi Philippe Koutchadé & Alain Carpentier & Fabienne Féménia, 2020. "Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps," Working Papers SMART 20-09, INRAE UMR SMART.
  • Koutchadé, Obafèmi Philippe & Carpentier, Alain & Féménia, Fabienne, 2020. "Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps," Working Papers 307209, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  • Obafemi Philippe Koutchade & Alain Carpentier & Fabienne Femenia, 2020. "Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps," Working Papers hal-02983249, HAL.
• Tuğçe Acar, 2020. "Determining Housing Prices Using The Semiparametric Estimation Within The Hedonic Price Model Framework: Case Study of Istanbul Housing Market Example," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(3), pages 561-575.
• Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Working Papers halshs-02871927, HAL.
  • Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," AMSE Working Papers 2021, Aix-Marseille School of Economics, France.
  • Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Papers 2006.08446, arXiv.org.
• Léopold Simar & Valentin Zelenyuk, 2018. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," CEPA Working Papers Series WP072018, School of Economics, University of Queensland, Australia.
  • Simar, Leopold & Zelenyuk, Valentin, 2020. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Reprints ISBA 2020002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Zelenyuk, Valentin, 2018. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Discussion Papers ISBA 2018020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Fatma Tasdemir, 2020. "The Main Determinants of Capital Inflows in Emerging Market Economies: Does the Exchange Rate Regime Matter?," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 163-167, December.
• Орлов К.В. // Orlov K.V. & Жузбаев А.М. // Zhuzbayev A.M. & Мекенбаева К.Б. // Mekenbayeva K.B. & Самат М.Н. // Samat M.N. & Букенов А.Е. // Bukenov A.E. & Сейдахметов А.Н. // Seidakhmetov A.N., 2020. "Обзорная статья по Динамическим стохастическим моделям общего равновесия (DSGE) // Review on DSGE models," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 4, pages 4-40.
• Anatolyev, Stanislav & Sølvsten, Mikkel, 2023. "Testing many restrictions under heteroskedasticity," Journal of Econometrics, Elsevier, vol. 236(1).
  • Stanislav Anatolyev & Mikkel S{o}lvsten, 2020. "Testing Many Restrictions Under Heteroskedasticity," Papers 2003.07320, arXiv.org, revised Jan 2023.
• Manski, Charles F. & Molinari, Francesca, 2021. "Estimating the COVID-19 infection rate: Anatomy of an inference problem," Journal of Econometrics, Elsevier, vol. 220(1), pages 181-192.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," CeMMAP working papers CWP20/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," Papers 2004.06178, arXiv.org.
  • Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," NBER Working Papers 27023, National Bureau of Economic Research, Inc.
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• Richard S.J. Tol, 2020. "Tail Index," Economics Software Archive 0120, Department of Economics, University of Sussex Business School.
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  • Jan F. Kiviet, 2020. "Instrument-free inference under confined regressor endogeneity; derivations and applications," Working Papers 09/2020, Stellenbosch University, Department of Economics.
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  • Kiviet, Jan, 2019. "Causes of haze and its health effects in Singapore; a replication study," MPRA Paper 96950, University Library of Munich, Germany.
  • Jan F. Kiviet, 2020. "Causes of haze and its health effects in Singapore: a replication study," Working Papers 10/2020, Stellenbosch University, Department of Economics.
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• Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Other publications TiSEM ae5818cd-f071-4275-9577-d, Tilburg University, School of Economics and Management.
  • Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper 2020-009, Tilburg University, Center for Economic Research.
• Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Other publications TiSEM edc722e6-cc70-4221-87a2-8, Tilburg University, School of Economics and Management.
  • Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Discussion Paper 2020-004, Tilburg University, Center for Economic Research.
  • Einmahl, John & Segers, Johan, 2020. "Empirical tail copulas for functional data," LIDAM Discussion Papers ISBA 2020004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Eduardo Souza-Rodrigues & Adrian L. Torchiana & Ted Rosenbaum & Paul T. Scott, 2020. "Improving Estimates of Transitions from Satellite Data: A Hidden Markov Model Approach," Working Papers tecipa-672, University of Toronto, Department of Economics.
• Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2020. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," Working Papers tecipa-674, University of Toronto, Department of Economics.
• Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023. "Macro-financial spillovers," Journal of International Money and Finance, Elsevier, vol. 133(C).
  • John Cotter & Mark Hallam & Kamil Yilmaz, 2020. "Macro-Financial Spillovers," Working Papers 202005, Geary Institute, University College Dublin.
• Michael McLeay & Silvana Tenreyro, 2020. "Optimal Inflation and the Identification of the Phillips Curve," NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 199-255.
  • Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 199-255, National Bureau of Economic Research, Inc.
  • McLeay, Michael & Tenreyro, Silvana, 2018. "Optimal inflation and the identification of the Phillips Curve," LSE Research Online Documents on Economics 90373, London School of Economics and Political Science, LSE Library.
  • Michael McLeay & Silvana Tenreyro, 2018. "Optimal Inflation and the Identification of the Phillips Curve," Discussion Papers 1815, Centre for Macroeconomics (CFM).
  • Tenreyro, Silvana & McLeay, Michael, 2018. "Optimal Inflation and the Identification of the Phillips Curve," CEPR Discussion Papers 12981, C.E.P.R. Discussion Papers.
  • Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Working Papers 25892, National Bureau of Economic Research, Inc.
  • McLeay, Michael & Tenreyro, Silvana, 2020. "Optimal inflation and the identification of the Phillips curve," LSE Research Online Documents on Economics 103080, London School of Economics and Political Science, LSE Library.
• Cheng Chou & Ruoyao Shi, 2020. "Utilizing Two Types of Survey Data to Enhance the Accuracy of Labor Supply Elasticity Estimation," Working Papers 202018, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers 2011.02077, arXiv.org, revised May 2021.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combination," Working Papers 202024, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Ekaterina Seregina, 2024. "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 670-695.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
  • Tae-Hwy Lee & Ekaterina Seregina, 2023. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202302, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
• Jungbin Hwang & Gonzalo Valdés, 2020. "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers 2020-02, University of Connecticut, Department of Economics.
• Jungbin Hwang & Gonzalo Valdés, 2020. "Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence," Working papers 2020-03, University of Connecticut, Department of Economics, revised Aug 2020.
• Damian Clarke & Kathya Tapia-Schythe, 2021. "Implementing the panel event study," Stata Journal, StataCorp LLC, vol. 21(4), pages 853-884, December.
  • Clarke, Damian & Tapia Schythe, Kathya, 2020. "Implementing the Panel Event Study," MPRA Paper 101669, University Library of Munich, Germany.
  • Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
  • Clarke, Damian & Schythe, Kathya Tapia, 2020. "Implementing the Panel Event Study," IZA Discussion Papers 13524, Institute of Labor Economics (IZA).
• Enrico De Monte, 2020. "Entry, Exit and Productivity: Evidence from French Manufacturing Firms," Working Papers of BETA 2020-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Marcelo Bérgolo & Gabriel Burdín & Santiago Burone & Mauricio de Rosa & Matías Giaccobasso & Martín Leites, 2020. "Dissecting Inequality-Averse Preferences," Documentos de Trabajo (working papers) 20-19, Instituto de Economía - IECON.
  • Bergolo, Marcelo & Burdin, Gabriel & Burone, Santiago & De Rosa, Mauricio & Giaccobasso, Matias & Leites, Martin, 2021. "Dissecting Inequality-Averse Preferences," IZA Discussion Papers 14828, Institute of Labor Economics (IZA).
• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018. "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE 2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020. "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance 2001, University of St. Gallen, School of Finance.
  • Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018. "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series 8, Bank of Lithuania.
• Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021. "Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments," Econometric Theory, Cambridge University Press, vol. 37(2), pages 281-310, April.
  • Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 761, Department of Economics, University of Siena.
  • Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 821, Department of Economics, University of Siena.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024. "The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 769-804, June.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (ir)relevance of rule-of-thumb consumers for US business cycle fluctuations," CAMA Working Papers 2020-102, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Economics Discussion / Working Papers 20-26, The University of Western Australia, Department of Economics.
  • Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers 453, University of Milano-Bicocca, Department of Economics, revised Oct 2022.
• José Luis Avila-Valdez & J.-Martin Castro-Manzano, 2020. "Measuring Common Goods: First Steps Toward Validation," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 128(4), pages 407-425.
• Francesca Rossi & Peter M. Robinson, 2020. "Higher-Order Least Squares Inference for Spatial Autoregressions," Working Papers 04/2020, University of Verona, Department of Economics.
• Trzcińska Kamila, 2020. "Analysis of Household Income in Poland Based on the Zenga Distribution and Selected Income Inequality Measure," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 421-436, June.
• Doszyń Mariusz, 2020. "Econometric Support of a Mass Valuation Process," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 81-94, June.
• Mbekeni Lutho & Phiri Andrew, 2020. "South African Unemployment in the Post-Financial Crisis Era: What are the Determinants?," Folia Oeconomica Stetinensia, Sciendo, vol. 20(2), pages 230-248, December.
  • Lutho Mbekeni & Andrew Phiri, 2019. "South African unemployment in the post-financial crisis era: What are the determinants?," Working Papers 1903, Department of Economics, Nelson Mandela University, revised May 2019.
  • Mbekeni, Lutho & Phiri, Andrew, 2019. "South African unemployment in the post-financial crisis era: What are the determinants?," MPRA Paper 94159, University Library of Munich, Germany.
• Dehnel Grażyna & Wawrowski Łukasz, 2020. "Robust estimation of wages in small enterprises: the application to Poland’s districts," Statistics in Transition New Series, Statistics Poland, vol. 21(1), pages 137-157, March.
• Kavese Kambale & Phiri Andrew, 2020. "A Provincial Perspective of Nonlinear Okun’s Law for Emerging Markets: The Case of South Africa," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 30(3), pages 59-76, September.
  • Kambale Kavese & Andrew Phiri, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," Working Papers 1819, Department of Economics, Nelson Mandela University.
  • Kavese, Kambale & Phiri, Andrew, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," MPRA Paper 86517, University Library of Munich, Germany.
• Ngozi E. Egbuna (PhD) & Maimuna John-Sowe & Dauda Mohammed (PhD) & Hissan Abubakari & Eric L. Sambolah & Kormay Adams, 2020. "Uncertainty And Economic Performance In The West African Monetary Zone (Wamz): A Fixed Effect Panel Threshold Approach," Working Papers 19, West African Monetary Institute.
• M. Hakan Eratalay & Evgenii V. Vladimirov, 2020. "Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 28(4), pages 581-620, October.
  • M. Hakan Eratalay & Evgenii Vladimirov, 2017. "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series 2017/01, European University at St. Petersburg, Department of Economics.
  • M. Hakan Eratalay; Evgenii V. Vladimirov, 2018. "Mapping The Stocks In Micex: Who Is Central To The Moscow Stock Exchange?," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 111, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020. "The informativeness of estimation moments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
  • Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019. "The Informativeness of Estimation Moments," Papers 1907.02101, arXiv.org, revised Jan 2020.
  • Bo E. Honore & Thomas H. Jørgensen & Aureo de Paula, 2020. "The Informativeness of Estimation Moments," Working Papers 2020-70, Princeton University. Economics Department..
  • de Paula, Aureo, 2020. "The Informativeness of Estimation Moments," CEPR Discussion Papers 14298, C.E.P.R. Discussion Papers.
  • Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2020. "The Informativeness of Estimation Moments," CeMMAP working papers CWP3/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Ranjula Bali Swain & Supriya Garikipati & Fan Yang Wallentin, 2020. "Does Foreign Aid Improve Gender Performance in Recipient Countries?," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(7), pages 1171-1193, October.
  • Ranjula Bali Swain & Supriya Garikipati, 2018. "Does Foreign Aid Improve Gender Performance in Recipient Countries?," Working Papers 201811, University of Liverpool, Department of Economics.
• Sukjin Han, 2020. "Nonparametric estimation of triangular simultaneous equations models under weak identification," Quantitative Economics, Econometric Society, vol. 11(1), pages 161-202, January.
  • Sukjin Han, 2012. "Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification," Department of Economics Working Papers 140414, The University of Texas at Austin, Department of Economics, revised Apr 2014.
• Candelaria, Luis E. & Ura, Takuya, 2020. "Identification and Inference of Network Formation Games with Misclassified Links," The Warwick Economics Research Paper Series (TWERPS) 1258, University of Warwick, Department of Economics.
• Jan F. Kiviet, 2020. "Causes Of Haze And Its Health Effects In Singapore: A Replication Study," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(06), pages 1367-1387, December.
  • Kiviet, Jan, 2019. "Causes of haze and its health effects in Singapore; a replication study," MPRA Paper 96950, University Library of Munich, Germany.
  • Jan F. Kiviet, 2020. "Causes of haze and its health effects in Singapore: a replication study," Working Papers 10/2020, Stellenbosch University, Department of Economics.
• Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020. "Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure," Discussion Papers 20/03, Department of Economics, University of York.
• Hamidreza Izadi, 2020. "An Investigation on the Share of Rural and Urban Households’ Expenditure as A Basis to Determine Economic Policies for Iran," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 23(2), pages 41-53, November.
• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017. "Estimation of Heterogeneous Agent Models: A Likelihood Approach," CESifo Working Paper Series 6717, CESifo.
  • Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020. "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers 42/2020, Deutsche Bundesbank.
  • Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
• Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2020. "GMM weighting matrices incross-sectional asset pricing tests," Discussion Papers 62/2020, Deutsche Bundesbank.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020. "Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications," Journal of Banking & Finance, Elsevier, vol. 115(C).
  • Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020. "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers 20-01, University of Cologne, Centre for Financial Research (CFR).
• Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2020. "Climate Shocks and Teenage Fertility," GLO Discussion Paper Series 490, Global Labor Organization (GLO).
• M. Niaz Asadullah & Elisabetta De Cao & Fathema Zhura Khatoon & Zahra Siddique, 2021. "Measuring gender attitudes using list experiments," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(2), pages 367-400, April.
  • Asadullah, Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2020. "Measuring Gender Attitudes Using List Experiments," IZA Discussion Papers 13653, Institute of Labor Economics (IZA).
  • Asadullah, M Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2020. "Measuring Gender Attitudes Using List Experiments," GLO Discussion Paper Series 658, Global Labor Organization (GLO).
  • Asadullah, M. Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2021. "Measuring gender attitudes using list experiments," LSE Research Online Documents on Economics 106991, London School of Economics and Political Science, LSE Library.
• Hector Galindo Silva; Nibene Habib Somé; Guy Tchuente & Nibene Habib Somé & Guy Tchuente, 2019. "Does Obamacare Care? A Fuzzy Difference-in-discontinuities Approach," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-47, February.
  • Guy Tchuente & Hector Galindo-Silva & Nibene Habib Some, 2020. "Does Obamacare Care? A Fuzzy Difference-in-Discontinuities Approach," National Institute of Economic and Social Research (NIESR) Discussion Papers 522, National Institute of Economic and Social Research.
  • Galindo-Silva, Hector & Somé, Nibene Habib & Tchuente, Guy, 2020. "Does Obamacare Care? A Fuzzy Difference-in-Discontinuities Approach," GLO Discussion Paper Series 666, Global Labor Organization (GLO).
• Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020. "Bootstrap methods for inference in the Parks model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2016. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 16/22, University of Canterbury, Department of Economics and Finance.
  • Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019. "Bootstrap methods for inference in the Parks model," Economics Discussion Papers 2019-39, Kiel Institute for the World Economy (IfW Kiel).
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 18/13, University of Canterbury, Department of Economics and Finance.
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 17/09, University of Canterbury, Department of Economics and Finance.
• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021. "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, vol. 37(4), pages 794-816, August.
  • Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2016. "Factorisable multi-task quantile regression," SFB 649 Discussion Papers 2016-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020. "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers 2020-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020. "Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function," IRTG 1792 Discussion Papers 2020-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Weining Wang & Jeffrey M. Wooldridge & Mengshan Xu & Cuicui Lu & Chaowen Zheng, 2025. "Using generalized estimating equations to estimate nonlinear models with spatial data," Econometric Reviews, Taylor & Francis Journals, vol. 44(2), pages 214-242, February.
  • Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018. "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers 1810.05855, arXiv.org.
  • Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M., 2020. "Using generalized estimating equations to estimate nonlinear models with spatial data," IRTG 1792 Discussion Papers 2020-017, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022. "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
  • Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Lee, Jinkook, 2020. "Effects of Small Business Support Projects: Evidence from Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(1), pages 1-30.
• Otto, Sven & Breitung, Jörg, 2020. "Backward CUSUM for Testing and Monitoring Structural Change," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224533, Verein für Socialpolitik / German Economic Association.
• De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael, 2022. "Large dynamic covariance matrices: Enhancements based on intraday data," Journal of Banking & Finance, Elsevier, vol. 138(C).
  • Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf, 2020. "Large dynamic covariance matrices: enhancements based on intraday data," ECON - Working Papers 356, Department of Economics - University of Zurich, revised Jan 2022.

2019

• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos & Touche, Nassim, 2019. "Integer-valued stochastic volatility," MPRA Paper 91962, University Library of Munich, Germany, revised 04 Feb 2019.
• Antonis Adam & Antonios Garas & Marina-Selini Katsaiti & Athanasios Lapatinas, 2023. "Economic complexity and jobs: an empirical analysis," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 32(1), pages 25-52, January.
  • Adam, Antonis & Garas, Antonios & Lapatinas, Athanasios, 2019. "Economic complexity and jobs: an empirical analysis," MPRA Paper 92401, University Library of Munich, Germany.
• Asafo, Shuffield Seyram, 2019. "Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana," MPRA Paper 92967, University Library of Munich, Germany.
• Poppy Dyasi & Andrew Phiri, 2019. "A Sectoral Approach to the Electricity-growth Nexus in the Eastern Cape Province of South Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 269-276.
  • Poppy Dyasi & Andrew Phiri, 2019. "A sectoral approach to the electricity-growth nexus in the Eastern Cape province of South Africa," Working Papers 1902, Department of Economics, Nelson Mandela University, revised Mar 2019.
  • Dyasi, Poopy & Phiri, Andrew, 2019. "A sectoral approach to the electricity-growth nexus in the Eastern Cape province of South Africa," MPRA Paper 93025, University Library of Munich, Germany.
• Yang, Bill Huajian, 2019. "Resolutions to flip-over credit risk and beyond," MPRA Paper 93389, University Library of Munich, Germany.
• Yang, Bill Huajian, 2019. "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper 93398, University Library of Munich, Germany.
• Yang, Bill Huajian, 2019. "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper 93400, University Library of Munich, Germany.
• Mnasri, Ayman & Nechi, Salem, 2019. "New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values," MPRA Paper 93426, University Library of Munich, Germany.
• Kassi, Diby François & Sun, Gang & Gnangoin, Yobouet Thierry & Edjoukou, Akadje Jean Roland & Assamoi, Guy Roland, 2019. "Dynamics between Financial development, Energy consumption and Economic growth in Sub-Saharan African countries: Evidence from an asymmetrical and nonlinear analysis," MPRA Paper 93462, University Library of Munich, Germany, revised 23 Apr 2019.
• Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019. "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper 93634, University Library of Munich, Germany.
• Mbekeni Lutho & Phiri Andrew, 2020. "South African Unemployment in the Post-Financial Crisis Era: What are the Determinants?," Folia Oeconomica Stetinensia, Sciendo, vol. 20(2), pages 230-248, December.
  • Lutho Mbekeni & Andrew Phiri, 2019. "South African unemployment in the post-financial crisis era: What are the determinants?," Working Papers 1903, Department of Economics, Nelson Mandela University, revised May 2019.
  • Mbekeni, Lutho & Phiri, Andrew, 2019. "South African unemployment in the post-financial crisis era: What are the determinants?," MPRA Paper 94159, University Library of Munich, Germany.
• Pellecchia, Marco & Perciaccante, Giovambattista, 2019. "The calculation of Solvency Capital Requirement using Copulas," MPRA Paper 94213, University Library of Munich, Germany.
• Najeh Bouchoucha & Sayef Bakari, 2021. "The Impacts Of Domestic And Foreign Direct Investments On Economic Growth: Fresh Evidence From Tunisia," Journal of Smart Economic Growth, , vol. 6(1), pages 83-102, Mars.
  • Bouchoucha, Najeh & Bakari, Sayef, 2019. "The Impact of Domestic and Foreign Direct Investment on Economic Growth: Fresh Evidence from Tunisia," MPRA Paper 94777, University Library of Munich, Germany.
  • Bouchoucha, Najeh & Bakari, Sayef, 2019. "The Impacts of Domestic and Foreign Direct Investments on Economic Growth: Fresh Evidence from Tunisia," MPRA Paper 94816, University Library of Munich, Germany.
• Phiri, Andrew, 2019. "Economic growth, environmental degradation and business cycles in Eswatini," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 15(3).
  • Andrew Phiri, 2019. "Economic growth, environmental degradation and business cycles in Eswatini," Working Papers 1901, Department of Economics, Nelson Mandela University, revised Jan 2019.
  • Phiri, Andrew, 2019. "Economic growth, Environmental degradation and business cycles in Eswatini," MPRA Paper 94993, University Library of Munich, Germany.
• Roseline Tapuwa Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2020. "The human capital–economic growth nexus in SSA countries: what can strengthen the relationship?," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 47(9), pages 1143-1159, July.
  • Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019. "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers 1905, Department of Economics, Nelson Mandela University, revised Jul 2019.
  • Karambakuwa, Tapuwa & Ncwadi, Ronney & Phiri, Andrew, 2019. "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," MPRA Paper 95199, University Library of Munich, Germany.
• Shehu U.R. Aliyu, 2019. "Do Presidential Elections Affect Stock Market Returns In Nigeria?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 19(1), pages 40-56, June.
  • Shehu Usman Rano, Aliyu, 2019. "Do presidential elections affect stock market returns in Nigeria?," MPRA Paper 95466, University Library of Munich, Germany, revised 07 Aug 2019.
• Francq, Christian & Zakoïan, Jean-Michel, 2020. "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Journal of Econometrics, Elsevier, vol. 217(2), pages 356-380.
  • Christian Francq & Jean-Michel Zakoian, 2019. "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Papers 1909.04661, arXiv.org.
  • Francq, Christian & Zakoian, Jean-Michel, 2019. "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," MPRA Paper 95965, University Library of Munich, Germany.
• Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  • Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
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  • Rashid Javed & Mazhar Mughal, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," Working Papers hal-01810509, HAL.
• Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019. "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 831-843, April.
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• Robert F. Engle & Olivier Ledoit & Michael Wolf, 2019. "Large Dynamic Covariance Matrices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 363-375, April.
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• Markus Frölich & Martin Huber, 2019. "Including Covariates in the Regression Discontinuity Design," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 736-748, October.
  • Frölich, Markus & Huber, Martin, 2017. "Including covariates in the regression discontinuity design," FSES Working Papers 489, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  • Frölich, Markus & Huber, Martin, 2017. "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers 11138, Institute of Labor Economics (IZA).
• Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019. "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, vol. 19(5), pages 843-858, May.
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• Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019. "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1473-1489, September.
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• Olcay Yucel Culha & Okan Eren & Ferya Ogunc, 2019. "Import demand function for Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(1), pages 9-19.
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• Elbert Dijkgraaf & Raymond Gradus, 2019. "More bottle banks only imply a small increase in recycling of glass in the Netherlands," Tinbergen Institute Discussion Papers 19-088/V, Tinbergen Institute.
• Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
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  • Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
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  • Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
  • Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
• Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
  • Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
  • Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
  • Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
  • Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
  • Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
• Victor Aguirregabiria & Mathieu Marcoux, 2021. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
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  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers tecipa-646, University of Toronto, Department of Economics.
  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," Cahiers de recherche 10-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Cahiers de recherche 2019-08, Universite de Montreal, Departement de sciences economiques.
• Sonia Bhalotra & Damian Clarke, 2019. "Twin Birth and Maternal Condition," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 853-864, December.
  • Bhalotra, Sonia R. & Clarke, Damian, 2018. "Twin Birth and Maternal Condition," IZA Discussion Papers 11742, Institute of Labor Economics (IZA).
• Caselli Mauro & Somekh Babak, 2021. "Access to Banking and the Role of Inequality and the Financial Crisis," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 21(4), pages 1373-1410, October.
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• Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
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  • Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
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• Christopher F Baum & Arthur Lewbel, 2019. "Advice on using heteroskedasticity-based identification," Stata Journal, StataCorp LLC, vol. 19(4), pages 757-767, December.
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• Cheng Chou & Ruoyao Shi, 2019. "What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply," Working Papers 202017, University of California at Riverside, Department of Economics, revised Jul 2020.
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• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021. "Price Discovery in a Continuous-Time Setting [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 985-1008.
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• Yassin Ibrahim Eltahir & Osama Azmi Sallam & Hussien Omer Osman & Fethi Klabi, 2019. "Volatility Interdependences In The Saudi Stocks Market," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 11(1), pages 81-88, April.
• Mansur, Alfan, 2019. "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(2), pages 139-152.
  • Mansur, Alfan, 2019. "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," MPRA Paper 97883, University Library of Munich, Germany, revised 02 Oct 2019.
• Malinda Coa Ravelo & Ernesto Ponsot Balaguer, 2019. "Alternative link functions in binomial response models," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 44(48), pages 9-35, july-dece.
• Enrico De Monte & Anne-Laure Levet, 2019. "Productivity Dynamics in French Woodworking Industries," Working Papers of BETA 2019-45, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Gabriel Victorio Montes Rojas, 2019. "Una evaluación del pass-through en la Argentina usando funciones impulso respuesta de cuantiles multivariados [An evaluation of pass-through in Argentina using multivariate quantile impulse respons," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 36(73), pages 145-189, july-dece.
• Mohammad Ghaderi & Milosz Kadzinsky, 2019. "Accounting for structural patterns in construction of value functions: a convex optimization approach," Economics Working Papers 1634, Department of Economics and Business, Universitat Pompeu Fabra.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2024. "From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1675-1704, October.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
  • Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
• Daniela Bragoli & Camilla Ferretti & Piero Ganugi & Luigi Grossi & Giancarlo Ianulardo, 2019. "Does The Past Count? Sovereign Debt During The Classical Gold Standard Through The Lenses Of Mover Stayer And Markov Chain Models," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 127(4), pages 407-432.
• Daniela Bragoli & Camilla Ferretti & Piero Ganugi & Luigi Grossi & Giancarlo Ianulardo, 2019. "Does The Past Count? Sovereign Debt During The Classical Gold Standard Through The Lenses Of Mover Stayer And Markov Chain Models," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 162(4), pages 407-432.
• Carlo Drago & Roberto Ricciuti, 2019. "Bootstrapping the Gini Index of the Network Degree: An Application for Italian Corporate Governance," Working Papers 05/2019, University of Verona, Department of Economics.
• Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023. "Continuously Updated Indirect Inference In Heteroskedastic Spatial Models," Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.
  • Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers 2208, Cowles Foundation for Research in Economics, Yale University.
  • Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
• Ajide Folorunsho M., 2019. "Institutional Quality, Economic Misery and Crime Rate in Nigeria," Economics and Business, Sciendo, vol. 33(1), pages 170-182, January.
• Ehikioya Benjamin Ighodalo, 2019. "The impact of exchange rate volatility on the Nigerian economic growth: An empirical investigation," Journal of Economics and Management, Sciendo, vol. 37(3), pages 45-68, September.
• Zyga Jacek, 2019. "Data Selection as the Basis for Better Value Modelling," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 25-34, March.
• Barańska Anna, 2019. "Linear and Nonlinear Weighing of Property Features," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 59-68, March.
• Adamczyk Tomasz & Bieda Agnieszka & Parzych Piotr, 2019. "Principles and Criteria for using Statistical Parametric Models and Conditional Models for Valuation of Multi-Component Real Estate," Real Estate Management and Valuation, Sciendo, vol. 27(2), pages 33-43, June.
• Siniak Nikolai & Źróbek Sabina & Nikolaiev Vsevolod & Shavrov Sergey, 2019. "Building Information Modeling for Housing Renovation - Example for Ukraine," Real Estate Management and Valuation, Sciendo, vol. 27(2), pages 97-107, June.
• C. Gouriéroux & A. Monfort & J.‐M. Zakoïan, 2019. "Consistent Pseudo‐Maximum Likelihood Estimators and Groups of Transformations," Econometrica, Econometric Society, vol. 87(1), pages 327-345, January.
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  • Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2018. "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," MPRA Paper 87834, University Library of Munich, Germany.
• Patrick Kline & Christopher R. Walters, 2019. "On Heckits, LATE, and Numerical Equivalence," Econometrica, Econometric Society, vol. 87(2), pages 677-696, March.
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  • Patrick M. Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," NBER Working Papers 24477, National Bureau of Economic Research, Inc.
  • Patrick Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," CESifo Working Paper Series 6994, CESifo.
• Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 325-346, April.
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• Sebastian Kripfganz & Claudia Schwarz, 2019. "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
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  • Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
  • Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers 25/2013, Deutsche Bundesbank.
• Ali Jadidzadeh & Apostolos Serletis, 2019. "The Demand for Assets and Optimal Monetary Aggregation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 929-952, June.
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• Cristina Fuentes‐Albero, 2019. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1581-1621, September.
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  • Fuentes-Albero, Cristina, 2012. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers 18, CEPREMAP.
  • Cristina Fuentes-Albero, 2018. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2018-054, Board of Governors of the Federal Reserve System (U.S.).
  • Cristina Fuentes-Albero, 2014. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2014-84, Board of Governors of the Federal Reserve System (U.S.).
• Eduard Sariev & Guido Germano, 2019. "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 404-427, July.
  • Sariev, Eduard & Germano, Guido, 2018. "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," LSE Research Online Documents on Economics 100211, London School of Economics and Political Science, LSE Library.
• Zezethu Zandile & Andrew Phiri, 2019. "Fdi As A Contributing Factor To Economic Growth In Burkina Faso: How True Is This?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-27, March.
  • Zandile, Zezethu & Phiri, Andrew, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," MPRA Paper 87282, University Library of Munich, Germany.
  • Zandile Zezethu & Andrew Phiri, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," Working Papers 1823, Department of Economics, Nelson Mandela University.
• Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021. "Nonparametric homogeneity pursuit in functional-coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
  • Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019. "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers 19/03, Department of Economics, University of York.
• Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
  • Adam Golinski & Peter Spencer, 2019. "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers 19/05, Department of Economics, University of York.
• Kreutzmann, Ann-Kristin & Marek, Philipp & Salvati, Nicola & Schmid, Timo, 2019. "Estimating regional wealth in Germany: How different are East and West really?," Discussion Papers 35/2019, Deutsche Bundesbank.
• Bataille, Marc & Bodnar, Olivia & Steinmetz, Alexander & Thorwarth, Susanne, 2019. "Screening instruments for monitoring market power: The return on withholding capacity index (RWC)," DICE Discussion Papers 311, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019. "Replication studies in economics—How many and which papers are chosen for replication, and why?," Research Policy, Elsevier, vol. 48(1), pages 62-83.
  • Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019. "Replication studies in economics—How many and which papers are chosen for replication, and why?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 48(1), pages 62-83.
  • Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner, 2018. "Replication Studies in Economics: How Many and Which Papers Are Chosen for Replication, and Why?," JRC Working Papers on Digital Economy 2018-01, Joint Research Centre.
• Furukawa, Chishio, 2019. "Publication Bias under Aggregation Frictions: Theory, Evidence, and a New Correction Method," EconStor Preprints 194798, ZBW - Leibniz Information Centre for Economics.
• Kurnaz, Musab & Soytas, Mehmet A., 2019. "Intergenerational Income Mobility and Income Taxation," GLO Discussion Paper Series 409, Global Labor Organization (GLO).
• Bolgorian, Meysam, 2019. "Can a cusp catastrophe model describe the effect of sanctions on exchange rates?," Economics Discussion Papers 2019-2, Kiel Institute for the World Economy (IfW Kiel).
• Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020. "Bootstrap methods for inference in the Parks model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
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  • Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019. "Bootstrap methods for inference in the Parks model," Economics Discussion Papers 2019-39, Kiel Institute for the World Economy (IfW Kiel).
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 18/13, University of Canterbury, Department of Economics and Finance.
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 17/09, University of Canterbury, Department of Economics and Finance.
• Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy (IfW Kiel).
  • Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
  • Julian Hinz & Amrei Stammann & Joschka Wanner, 2021. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," CEPA Discussion Papers 36, Center for Economic Policy Analysis.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019. "Constrained Kelly portfolios under alpha-stable laws," IRTG 1792 Discussion Papers 2019-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Olivier Ledoit & Michael Wolf, 2019. "The power of (non-)linear shrinking: a review and guide to covariance matrix estimation," ECON - Working Papers 323, Department of Economics - University of Zurich, revised Feb 2020.
• Olivier Ledoit & Michael Wolf, 2019. "Shrinkage estimation of large covariance matrices: keep it simple, statistician?," ECON - Working Papers 327, Department of Economics - University of Zurich, revised Jun 2021.
• Zhao Zhao & Olivier Ledoit & Hui Jiang, 2019. "Risk reduction and efficiency increase in large portfolios: leverage and shrinkage," ECON - Working Papers 328, Department of Economics - University of Zurich, revised Jan 2020.
• Olivier Ledoit & Michael Wolf, 2019. "Quadratic shrinkage for large covariance matrices," ECON - Working Papers 335, Department of Economics - University of Zurich, revised Dec 2020.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Papers 2019-W03, Economics Group, Nuffield College, University of Oxford.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," CREATES Research Papers 2019-06, Department of Economics and Business Economics, Aarhus University.
  • Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Discussion Papers 19-05, University of Copenhagen. Department of Economics.
  • Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Series Working Papers 870, University of Oxford, Department of Economics.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers 2019-15, Department of Economics and Business Economics, Aarhus University.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
  • Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
• Kristoffer Pons Bertelsen, 2019. "Comparing Tests for Identification of Bubbles," CREATES Research Papers 2019-16, Department of Economics and Business Economics, Aarhus University.
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  • Lutho Mbekeni & Andrew Phiri, 2019. "South African unemployment in the post-financial crisis era: What are the determinants?," Working Papers 1903, Department of Economics, Nelson Mandela University, revised May 2019.
• Lutho Mbekeni & Andrew Phiri, 2019. "Can the South African Reserve Bank (SARB) protect the purchasing power of citizens? A new look at Fisher’s hypothesis," Working Papers 1906, Department of Economics, Nelson Mandela University, revised Sep 2019.
• David De Villiers & Andrew Phiri, 2022. "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 31(2), pages 161-180, February.
  • David de Villiers & Andrew Phiri, 2019. "Towards resolving the Purchasing Power Parity (PPP) ‘puzzle’ in Newly Industrialized Countries (NIC’s)," Working Papers 1908, Department of Economics, Nelson Mandela University, revised Sep 2019.
• Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019. "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers 25/19, Monash University, Department of Econometrics and Business Statistics.
• Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
  • Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019r, Institute of Social and Economic Research, The University of Osaka, revised Apr 2019.
  • Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2019. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," Monash Econometrics and Business Statistics Working Papers 32/19, Monash University, Department of Econometrics and Business Statistics.
• David P. Byrne & Susumu Imai & Neelam Jain & Vasilis Sarafidis & Masayuki Hirukawa, 2019. "Identification and Estimation of Differentiated Products Models," Monash Econometrics and Business Statistics Working Papers 33/19, Monash University, Department of Econometrics and Business Statistics.
• Victor Aguirregabiria & Mathieu Marcoux, 2021. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers tecipa-646, University of Toronto, Department of Economics.
  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Cahiers de recherche 2019-08, Universite de Montreal, Departement de sciences economiques.
  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," Cahiers de recherche 10-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Aguirregabiria, Victor & Marcoux, Mathieu, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," CEPR Discussion Papers 14007, C.E.P.R. Discussion Papers.
• Victor Aguirregabiria & Mathieu Marcoux, 2021. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers tecipa-646, University of Toronto, Department of Economics.
  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," Cahiers de recherche 10-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Cahiers de recherche 2019-08, Universite de Montreal, Departement de sciences economiques.
  • Aguirregabiria, Victor & Marcoux, Mathieu, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," CEPR Discussion Papers 14007, C.E.P.R. Discussion Papers.
• Elena Gueli & Pascal Ringoot & Marc Van Kerckhove, 2019. "The economic importance of the Belgian ports : Flemish maritime ports, Liège port complex and the port of Brussels – Report 2017," Working Paper Research 368, National Bank of Belgium.
• Michael McLeay & Silvana Tenreyro, 2020. "Optimal Inflation and the Identification of the Phillips Curve," NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 199-255.
  • Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 199-255, National Bureau of Economic Research, Inc.
  • McLeay, Michael & Tenreyro, Silvana, 2018. "Optimal inflation and the identification of the Phillips Curve," LSE Research Online Documents on Economics 90373, London School of Economics and Political Science, LSE Library.
  • Michael McLeay & Silvana Tenreyro, 2018. "Optimal Inflation and the Identification of the Phillips Curve," Discussion Papers 1815, Centre for Macroeconomics (CFM).
  • Tenreyro, Silvana & McLeay, Michael, 2018. "Optimal Inflation and the Identification of the Phillips Curve," CEPR Discussion Papers 12981, C.E.P.R. Discussion Papers.
  • Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Working Papers 25892, National Bureau of Economic Research, Inc.
  • McLeay, Michael & Tenreyro, Silvana, 2020. "Optimal inflation and the identification of the Phillips curve," LSE Research Online Documents on Economics 103080, London School of Economics and Political Science, LSE Library.
• Marc P. Giannoni, 2019. "Comment on "Optimal Inflation and the Identification of the Phillips Curve"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 256-266, National Bureau of Economic Research, Inc.
• Matthew Rognlie, 2019. "Comment on "Optimal Inflation and the Identification of the Phillips Curve"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 267-279, National Bureau of Economic Research, Inc.
• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2024. "Inference on Winners," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(1), pages 305-358.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018. "Inference on winners," CeMMAP working papers CWP31/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference on Winners," NBER Working Papers 25456, National Bureau of Economic Research, Inc.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference on winners," CeMMAP working papers CWP43/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018. "Inference on winners," CeMMAP working papers CWP73/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• John B. Donaldson & Rajnish Mehra, 2021. "Average crossing time: An alternative characterization of mean aversion and reversion," Quantitative Economics, Econometric Society, vol. 12(3), pages 903-944, July.
  • John B. Donaldson & Rajnish Mehra, 2019. "Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion," NBER Working Papers 25519, National Bureau of Economic Research, Inc.
• Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers CWP09/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap," NBER Working Papers 25593, National Bureau of Economic Research, Inc.
  • Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
• Jennie Bai & Turan G. Bali & Quan Wen, 2019. "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers 25995, National Bureau of Economic Research, Inc.
• Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019. "Benchmarking Global Optimizers," NBER Working Papers 26340, National Bureau of Economic Research, Inc.
• Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019. "Demand analysis with many prices," CeMMAP working papers CWP59/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
• Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers 14201, C.E.P.R. Discussion Papers.
  • Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," NBER Working Papers 26560, National Bureau of Economic Research, Inc.
• Dipesh Karki & Hari Gopal Risal, 2019. "Asymmetric Impact of Oil Price on Inflation: Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 31(1), pages 21-46, April.
• Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Discussion Papers 19-05, University of Copenhagen. Department of Economics.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Papers 2019-W03, Economics Group, Nuffield College, University of Oxford.
  • Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Series Working Papers 870, University of Oxford, Department of Economics.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," CREATES Research Papers 2019-06, Department of Economics and Business Economics, Aarhus University.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers 2019-15, Department of Economics and Business Economics, Aarhus University.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
  • Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
• Michael Padget & Nelly Biondi & Ian Brownwood, 2019. "Methodological development of international measurement of acute myocardial infarction 30-day mortality rates at the hospital level," OECD Health Working Papers 114, OECD Publishing.
• CIALFI Daniela & COLANTONIO Emiliano, 2019. "The European Translocal Empowerment: An Econometric Approach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 27-34, December.
• Cristina Blanco-Perez & Abel Brodeur, 2020. "Publication Bias and Editorial Statement on Negative Findings," The Economic Journal, Royal Economic Society, vol. 130(629), pages 1226-1247.
  • Brodeur, Abel & Blanco-Perez, Cristina, 2017. "Publication Bias and Editorial Statement on Negative Findings," MetaArXiv xq9nt, Center for Open Science.
  • Cristina Blanco-Perez & Abel Brodeur, 2019. "Publication Bias and Editorial Statement on Negative Findings," Working Papers 1907E, University of Ottawa, Department of Economics.
  • Blanco-Perez, Cristina & Brodeur, Abel, 2019. "Publication Bias and Editorial Statement on Negative Findings," IZA Discussion Papers 12493, Institute of Labor Economics (IZA).
  • Cristina Blanco-Perez & Abel Brodeur, 2019. "Publication Bias and Editorial Statement on Negative Findings," Working Papers 190001, Canadian Centre for Health Economics.
• Frank Windmeijer, 2019. "Two-stage least squares as minimum distance," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 1-9.
  • Frank Windmeijer, 2017. "Two-Stage Least Squares as Minimum Distance," Bristol Economics Discussion Papers 17/683, School of Economics, University of Bristol, UK, revised 13 Jun 2018.
• Irene Botosaru & Bruno Ferman, 2019. "On the role of covariates in the synthetic control method," The Econometrics Journal, Royal Economic Society, vol. 22(2), pages 117-130.
  • Botosaru, Irene & Ferman, Bruno, 2017. "On the Role of Covariates in the Synthetic Control Method," MPRA Paper 80796, University Library of Munich, Germany.
• Jia Chen, 2019. "Estimating latent group structure in time-varying coefficient panel data models," The Econometrics Journal, Royal Economic Society, vol. 22(3), pages 223-240.
  • Jia Chen, 2018. "Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models," Discussion Papers 18/15, Department of Economics, University of York.
• Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 28(3), pages 635-656.
  • Giulio Bottazzi & Le Li & Angelo Secchi, 2017. "Aggregate fluctuations and the distribution of firm growth rates," LEM Papers Series 2017/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," PSE-Ecole d'économie de Paris (Postprint) halshs-02301721, HAL.
  • Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," Post-Print halshs-02301721, HAL.
• Tucker McElroy & Agnieszka Jach, 2019. "Subsampling Inference for the Autocorrelations of GARCH Processes," Journal of Financial Econometrics, Oxford University Press, vol. 17(3), pages 495-515.
• Yannick Hoga, 2019. "Extreme Conditional Tail Moment Estimation under Serial Dependence," Journal of Financial Econometrics, Oxford University Press, vol. 17(4), pages 587-615.
• Olivier Ledoit & Michael Wolf & Zhao Zhao, 2019. "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," Journal of Financial Econometrics, Oxford University Press, vol. 17(4), pages 645-686.
• Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1095-1122.
  • Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers 1807.10100, arXiv.org.
  • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
• Grégory Jolivet & Hélène Turon, 2019. "Consumer Search Costs and Preferences on the Internet," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1258-1300.
  • Grégory Jolivet & Hélène Turon, 2014. "Consumer Search Costs and Preferences on the Internet," Bristol Economics Discussion Papers 14/647, School of Economics, University of Bristol, UK.
  • Jolivet, Grégory & Turon, Hélène, 2014. "Consumer Search Costs and Preferences on the Internet," IZA Discussion Papers 8643, Institute of Labor Economics (IZA).
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Papers 2019-W03, Economics Group, Nuffield College, University of Oxford.
  • Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Series Working Papers 870, University of Oxford, Department of Economics.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," CREATES Research Papers 2019-06, Department of Economics and Business Economics, Aarhus University.
  • Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Discussion Papers 19-05, University of Copenhagen. Department of Economics.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers 2019-15, Department of Economics and Business Economics, Aarhus University.
  • Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
  • Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
• Cayssials, Gaston, 2019. "Tiempo, Población y Modelos de Crecimiento || Time, population and economic growth model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 28(1), pages 278-300, December.
• Lagunas Puls, Sergio & Cervantes Bello, Carmen Lilia, 2019. "Expectativas para que México cambie el destino de sus exportaciones || Expectations for Mexico to change the destination of its exports," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 28(1), pages 3-22, December.
• Ai Jun Hou & Ian Khrashchevskyi & Jarkko Peltomäki, 2019. "Hedge and safe haven investing with investment styles," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 351-364, September.
• Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Research Africa Network Working Papers 19/047, Research Africa Network (RAN).
  • Raheem, Ibrahim & le Roux, Sara & Asongu, Simplice, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows-Economic Growth Nexus," MPRA Paper 101525, University Library of Munich, Germany.
  • Ibrahim D. Raheem & Simplice A. Asongu & Sara le Roux, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," CEREDEC Working Papers 19/047, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers 19/047, European Xtramile Centre of African Studies (EXCAS).
  • Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers of the African Governance and Development Institute. 19/047, African Governance and Development Institute..
• Pillai N., Vijayamohanan, 2019. "Measuring Energy Efficiency: An Application of Stochastic Frontier Production Function Analysis to Power Sector in Kerala," MPRA Paper 101944, University Library of Munich, Germany.
• Pillai N., Vijayamohanan, 2019. "Measuring Energy Efficiency: An Application of Data Envelopment Analysis to Power Sector in Kerala," MPRA Paper 101945, University Library of Munich, Germany.
• Pillai N., Vijayamohanan, 2019. "Measuring Energy Efficiency: An Application of LMDI Analysis to Power Sector in Kerala," MPRA Paper 101981, University Library of Munich, Germany.
• MAO TAKONGMO, Charles Olivier, 2019. "Keynesian Models, Detrending, and the Method of Moments," MPRA Paper 91709, University Library of Munich, Germany.

2018

• Cordero, Jose M. & Gil-Izquierdo, María, 2018. "The effect of teaching strategies on student achievement: An analysis using TALIS-PISA-link," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1313-1331.
• Grabarczyk, Peter & Wagner, Martin & Frondel, Manuel & Sommer, Stephan, 2018. "A cointegrating polynomial regression analysis of the material kuznets curve hypothesis," Resources Policy, Elsevier, vol. 57(C), pages 236-245.
• Fang, Libing & Xiao, Binqing & Yu, Honghai & You, Qixing, 2018. "A stable systemic risk ranking in China’s banking sector: Based on principal component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 1997-2009.
• Liu, Wei-han, 2018. "Hidden Markov model analysis of extreme behaviors of foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1007-1019.
• Fu, Hui & Chen, Wenting & He, Xin-Jiang, 2018. "On a class of estimation and test for long memory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 906-920.
• Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2018. "Many a little makes a mickle: Stress testing small and medium-sized German banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 237-253.
• Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.
• Wang, Wei & Lee, Lung-Fei & Bao, Yan, 2018. "GMM estimation of the spatial autoregressive model in a system of interrelated networks," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 167-198.
• Arbia, Giuseppe & Bramante, Riccardo & Facchinetti, Silvia & Zappa, Diego, 2018. "Modeling inter-country spatial financial interactions with Graphical Lasso: An application to sovereign co-risk evaluation," Regional Science and Urban Economics, Elsevier, vol. 70(C), pages 72-79.
• Jin, Fei & Lee, Lung-fei, 2018. "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 35-57.
• Shi, Wei & Lee, Lung-fei, 2018. "A spatial panel data model with time varying endogenous weights matrices and common factors," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 6-34.
• Simaan, Majeed & Simaan, Yusif & Tang, Yi, 2018. "Estimation error in mean returns and the mean-variance efficient frontier," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 109-124.
• Racicot, François-Éric & Théoret, Raymond, 2018. "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 637-675.
• Long, Zhiming & Herrera, Rémy, 2018. "Some considerations on China’s long-run economic growth: 1952–2015 from the analysis of factor contributions to that of the profit rate," Structural Change and Economic Dynamics, Elsevier, vol. 44(C), pages 14-22.
• Bansal, Prateek & Daziano, Ricardo A & Guerra, Erick, 2018. "Minorization-Maximization (MM) algorithms for semiparametric logit models: Bottlenecks, extensions, and comparisons," Transportation Research Part B: Methodological, Elsevier, vol. 115(C), pages 17-40.
• Weshah Razzak, 2018. "The Purchasing Power Parity Puzzle: An Update," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 61(2), pages 77-104.
  • Weshah Razzak, 2018. "The Purchasing Power Parity Puzzle: An Update," EERI Research Paper Series EERI RP 2018/05, Economics and Econometrics Research Institute (EERI), Brussels.
• Weshah Razzak, 2018. "The Purchasing Power Parity Puzzle: An Update," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 61(2), pages 77-104.
  • Weshah Razzak, 2018. "The Purchasing Power Parity Puzzle: An Update," EERI Research Paper Series EERI RP 2018/05, Economics and Econometrics Research Institute (EERI), Brussels.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
  • Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan," Working Papers e120, Tokyo Center for Economic Research.
  • Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
• Eduard Sariev & Guido Germano, 2019. "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 404-427, July.
  • Sariev, Eduard & Germano, Guido, 2018. "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," LSE Research Online Documents on Economics 100211, London School of Economics and Political Science, LSE Library.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018. "Confidence regions for entries of a large precision matrix," LSE Research Online Documents on Economics 87513, London School of Economics and Political Science, LSE Library.
• Lam, Clifford & Feng, Phoenix, 2018. "A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data," LSE Research Online Documents on Economics 88375, London School of Economics and Political Science, LSE Library.
• Robinson, Peter M. & Velasco, Carlos, 2018. "Inference on trending panel data," Journal of Econometrics, Elsevier, vol. 206(2), pages 282-304.
  • Robinson, Peter & Velasco, Carlos, 2018. "Inference on trending panel data," LSE Research Online Documents on Economics 89192, London School of Economics and Political Science, LSE Library.
• Den Haan, Wouter J. & Drechsel, Thomas, 2021. "Agnostic Structural Disturbances (ASDs): Detecting and reducing misspecification in empirical macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 258-277.
  • Wouter J. Den Haan & Thomas Drechsel, 2018. "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," Discussion Papers 1826, Centre for Macroeconomics (CFM).
  • Den Haan, Wouter J. & Drechsel, Thomas, 2018. "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics 90384, London School of Economics and Political Science, LSE Library.
  • Den Haan, Wouter & Drechsel, Thomas, 2018. "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," CEPR Discussion Papers 13145, C.E.P.R. Discussion Papers.
  • Den Haan, Wouter J. & Drechsel, Thomas, 2020. "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics 103147, London School of Economics and Political Science, LSE Library.
• Rafiu Adewale Aregbeshola, 2018. "The machination of foreign direct investment flow to emerging markets – a focus on Africa," African Journal of Economic and Management Studies, Emerald Group Publishing, vol. 9(4), pages 430-448, December.
• Rafiu Adewale Aregbeshola, 2018. "The machination of foreign direct investment flow to emerging markets – a focus on Africa," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 9(4), pages 430-448, July.
• Rafiu Adewale Aregbeshola, 2018. "The machination of foreign direct investment flow to emerging markets – a focus on Africa," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 9(4), pages 430-448, July.
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  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
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  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes, 2018. "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 233-254.
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• Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018. "Predicting risk with risk measures : an empirical study," ESSEC Working Papers WP1803, ESSEC Research Center, ESSEC Business School.
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• Rashid Javed & Mazhar Mughal, 2019. "Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making," Journal of Development Studies, Taylor & Francis Journals, vol. 55(12), pages 2526-2548, December.
  • Javed, Rashid & Mughal, Mazhar, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," EconStor Preprints 179520, ZBW - Leibniz Information Centre for Economics.
  • Rashid Javed & Mazhar Mughal, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," Working Papers hal-01810509, HAL.
  • Rashid Javed & Mazhar Mughal, 2019. "Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making," Post-Print hal-02493917, HAL.
  • Rashid Javed & Mazhar Mughal, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," Working papers of CATT hal-01810509, HAL.
• Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working papers of CATT hal-01880360, HAL.
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• Jacques Jaussaud & Serge Rey, 2012. "Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis," Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 1-28, February.
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• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
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• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
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  • Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
• Rashid Javed & Mazhar Mughal, 2019. "Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making," Journal of Development Studies, Taylor & Francis Journals, vol. 55(12), pages 2526-2548, December.
  • Javed, Rashid & Mughal, Mazhar, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," EconStor Preprints 179520, ZBW - Leibniz Information Centre for Economics.
  • Rashid Javed & Mazhar Mughal, 2019. "Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making," Post-Print hal-02493917, HAL.
  • Rashid Javed & Mazhar Mughal, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," Working papers of CATT hal-01810509, HAL.
  • Rashid Javed & Mazhar Mughal, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," Working Papers hal-01810509, HAL.
• Marie Busch & Philipp Sibbertsen, 2018. "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, vol. 6(1), pages 1-21, March.
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• Frank Asche & Ivar Gaasland & Hans-Martin Straume & Erling Vårdal, 2020. "Norwegian export of farmed salmon − trade costs and market concentration," Applied Economics Letters, Taylor & Francis Journals, vol. 27(2), pages 145-149, January.
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• Irarrazabal, Alfonso A. & Ma, Lin, 2018. "The Effect of Income Shocks on the Oil Price," Working Paper Series 9-2018, Norwegian University of Life Sciences, School of Economics and Business.
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• Amitrajeet A. BATABYAL & Seung JICK YOO, 2018. "A Measurement Issue Regarding The Link Between A Region'S Creative Infrastructure And Its Income," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(3), pages 127-132, December.
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• Garegnani, Lorena & Gómez Aguirre, Maximiliano, 2018. "Forecasting Inflation in Argentina," IDB Publications (Working Papers) 8940, Inter-American Development Bank.
• López-Marmolejo, Arnoldo & Ventosa-Santaulària, Daniel, 2019. "Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials," Economic Modelling, Elsevier, vol. 80(C), pages 158-170.
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• Luigi Grossi & Fany Nan, 2018. "The influence of renewables on electricity price forecasting: a robust approach," Working Papers 2018/10, Institut d'Economia de Barcelona (IEB).
• Federico A Bugni & Jackson Bunting, 2021. "On the Iterated Estimation of Dynamic Discrete Choice Games [Pseudo maximum likelihood estimation of structural models involving fixed-point problems]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(3), pages 1031-1073.
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• Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers CWP23/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2024. "Inference on Winners," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(1), pages 305-358.
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• Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
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• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2024. "Inference on Winners," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(1), pages 305-358.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018. "Inference on winners," CeMMAP working papers CWP31/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference on winners," CeMMAP working papers CWP43/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference on Winners," NBER Working Papers 25456, National Bureau of Economic Research, Inc.
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• Joao Riveiro, 2018. "El rol del tipo de cambio en Perú: ¿amortiguador o fuente de choques?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 33(2), pages 79-89, October.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2018. "Valor en Riesgo mediante un modelo heterocedástico condicional ?-estable," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(1), pages 1-26, Enero-Mar.
• Fernando Cruz-Aranda & Claudia Estrella Castillo Ramírez & Citlalli Pérez Flores, 2018. "Financiamiento del sistema de pensiones mexicano por medio de bonos de longevidad," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(3), pages 387-417, Julio-Sep.
• Nora Gavira-Durón & Gabriel Alberto Agudelo-Torres & Luis Ceferino Franco-Arbeláez & Luis Eduardo Franco-Ceballos, 2018. "Efecto Potencial de un bloqueo económico a Turquía," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(3), pages 441-460, Julio-Sep.
• Manuel Gebetsberger & Reto Stauffer & Georg J. Mayr & Achim Zeileis, 2018. "Skewed logistic distribution for statistical temperature post-processing in mountainous areas," Working Papers 2018-06, Faculty of Economics and Statistics, Universität Innsbruck.
• Michael Pfaffermayr, 2018. "Trade creation and trade diversion of regional trade agreements revisited: A constrained panel pseudo-maximum likelihood approach," Working Papers 2018-10, Faculty of Economics and Statistics, Universität Innsbruck.
• Groll, Andreas & Hambuckers, Julien & Kneib, Thomas & Umlauf, Nikolaus, 2019. "LASSO-type penalization in the framework of generalized additive models for location, scale and shape," Computational Statistics & Data Analysis, Elsevier, vol. 140(C), pages 59-73.
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• Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021. "Origins of monetary policy shifts: A New approach to regime switching in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
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• Yoosoon Chang & Junior Maih & Fei Tan, 2018. "State Space Models with Endogenous Regime Switching," Working Papers No 9/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Yoosoon Chang & Fei Tan & Xin Wei, 2018. "State Space Models with Endogenous Regime Switching," CAEPR Working Papers 2018-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018. "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers 2018-10, University of Sydney, School of Economics.
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• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019. "Replication studies in economics—How many and which papers are chosen for replication, and why?," Research Policy, Elsevier, vol. 48(1), pages 62-83.
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• Antonio Cappiello, 2018. "Mediation: economic concepts and some examples of rational framework for legal professionals," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 72(2), pages 149-158, April-Jun.
• Gill, David & Prowse, Victoria, 2019. "Measuring costly effort using the slider task," Journal of Behavioral and Experimental Finance, Elsevier, vol. 21(C), pages 1-9.
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• Sonia Bhalotra & Damian Clarke, 2019. "Twin Birth and Maternal Condition," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 853-864, December.
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• Abel Brodeur & Nikolai Cook & Anthony Heyes, 2018. "Methods Matter: P-Hacking and Causal Inference in Economics," Working Papers 1809E, University of Ottawa, Department of Economics.
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• George E. Halkos & Kyriaki D. Tsilika, 2018. "Programming Correlation Criteria with free CAS Software," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 299-311, June.
• Ignacio Rosal, 2018. "Power laws in EU country exports," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(2), pages 311-337, May.
• Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2018. "Vulnerability to poverty revisited: Flexible modeling and better predictive performance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(3), pages 439-454, September.
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• Hiroyuki Usui, 2018. "Statistical distribution of building lot frontage: application for Tokyo downtown districts," Journal of Geographical Systems, Springer, vol. 20(3), pages 295-316, July.
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• Yan Chen & Youran Qi & Qing Liu & Peter Chien, 2018. "Sequential sampling enhanced composite likelihood approach to estimation of social intercorrelations in large-scale networks," Quantitative Marketing and Economics (QME), Springer, vol. 16(4), pages 409-440, December.
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• Martin Wittenberg, 2018. "The top tail of South Africa's earnings distribution 1993-2014: Evidence from the Pareto distribution," SALDRU Working Papers 224, Southern Africa Labour and Development Research Unit, University of Cape Town.
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• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018. "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE 2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020. "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
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• Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
• Vahidin Jeleskovic & Anastasios Demertzidis, 2018. "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics 201839, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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• Seojeong Lee & Youngki Shin, 2018. "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers 2018-15, McMaster University.
• Fatma Taşdemir & Erdal Özmen, 2018. "Exchange Rate Regimes As Thresholds: The Main Determinants Of Capital Inflows In Emerging Market Economies," ERC Working Papers 1810, ERC - Economic Research Center, Middle East Technical University, revised Oct 2018.
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• Duangkamon Chotikapanich & William E. Griffiths & Gholamreza Hajargasht & Wasana Karunarathne & D.S. Prasada Rao, 2018. "Using the GB2 Income Distribution: A Review," Department of Economics - Working Papers Series 2036, The University of Melbourne.
• Dondashe, Nandipha & Phiri, Andrew, 2018. "Determinants of FDI in South Africa: Do macroeconomic variables matter?," MPRA Paper 83636, University Library of Munich, Germany.
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• Kavase, Kambale & Phiri, Andrew, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 14(2), February.
  • Kambale Kavase & Andrew Phiri, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 415-423, April.
  • Kavese, Kambale & Phiri, Andrew, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data?," MPRA Paper 84034, University Library of Munich, Germany.
  • Kambale Kavese & Andrew Phiri, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Working Papers 1804, Department of Economics, Nelson Mandela University, revised Jan 2018.
• Phiri, Andrew, 2018. "How sustainable are fiscal budgets in the Kingdom of Swaziland?," MPRA Paper 85149, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers 1810, Department of Economics, Nelson Mandela University, revised Mar 2018.
• Moyo, Clement & Khobai, Hlalefang & Kolisi, Nwabisa & Mbeki, Zizipho, 2018. "Financial development and economic growth in Brazil: A Non-linear ARDL approach," MPRA Paper 85252, University Library of Munich, Germany.
  • Clement Moyo & Hlalefang Khobai & Nwabisa Kolisi & Zizipho Mbeki, 2018. "Financial develpoment and economic growth in Brazil: A non-linear ARDL approach," Working Papers 1811, Department of Economics, Nelson Mandela University, revised Mar 2018.
• Izunna Anyikwa & Micheal Brookes & Pierre Le Roux, 2018. "African stock markets integration: an analysis of the relationship between major stock markets in Africa," Working Papers 1812, Department of Economics, Nelson Mandela University, revised Mar 2018.
• Andrew Phiri, 2020. "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
  • Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
• Kavese Kambale & Phiri Andrew, 2020. "A Provincial Perspective of Nonlinear Okun’s Law for Emerging Markets: The Case of South Africa," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 30(3), pages 59-76, September.
  • Kavese, Kambale & Phiri, Andrew, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," MPRA Paper 86517, University Library of Munich, Germany.
  • Kambale Kavese & Andrew Phiri, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," Working Papers 1819, Department of Economics, Nelson Mandela University.
• MOYO, Clement Zibusiso & KHOBAI, Hlalefang, 2018. "Trade Openness and Economic Growth in SADC Countries," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(4), pages 417-436.
  • Moyo, Clement & Khobai, Hlalefang, 2018. "Trade openness and economic growth in SADC countries," MPRA Paper 84254, University Library of Munich, Germany.
  • Clement Moyo & Hlalefang Khobai, 2018. "Trade openess and economic growth in SADC countries," Working Papers 1820, Department of Economics, Nelson Mandela University.
• Phiri, Andrew, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper 86936, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers 1822, Department of Economics, Nelson Mandela University.
• Zezethu Zandile & Andrew Phiri, 2019. "Fdi As A Contributing Factor To Economic Growth In Burkina Faso: How True Is This?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-27, March.
  • Zandile, Zezethu & Phiri, Andrew, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," MPRA Paper 87282, University Library of Munich, Germany.
  • Zandile Zezethu & Andrew Phiri, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," Working Papers 1823, Department of Economics, Nelson Mandela University.
• Mothuti Gosego & Phiri Andrew, 2018. "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal, De Gruyter, vol. 18(4), pages 1-11, December.
  • Gosego Mothuti & Andrew Phiri, 2018. "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 18(4), pages 1-11, December.
  • Mothuti, Gosego & Phiri, Andrew, 2018. "inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," MPRA Paper 87497, University Library of Munich, Germany.
  • Gosego Mothuti & Andrew Phiri, 2018. "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers 1824, Department of Economics, Nelson Mandela University.
• Bothwell Nyoni & Andrew Phiri, 2020. "Renewable Energy - Economic Growth Nexus in South Africa: Linear, Nonlinear or Non-existent?," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 635-644.
  • Nyoni, Bothwell & Phiri, Andrew, 2018. "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," MPRA Paper 89761, University Library of Munich, Germany.
  • Bothwell Nyoni & Andrew Phiri, 2018. "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," Working Papers 1833, Department of Economics, Nelson Mandela University.
• Clement Moyo & Pierre Le Roux, 2020. "Financial development and economic growth in SADC countries: a panel study," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 12(1), pages 71-89, October.
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• Peter Martey Addo & Dominique Guégan & Bertrand Hassani, 2018. "Credit Risk Analysis using Machine and Deep learning models," Documents de travail du Centre d'Economie de la Sorbonne 18003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Series estimation for single-index models under constraints," Monash Econometrics and Business Statistics Working Papers 5/18, Monash University, Department of Econometrics and Business Statistics.
• Amaresh K Tiwari, 2018. "Panel Data Binary Response Model In A Triangular System," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 110, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• M. Hakan Eratalay & Evgenii V. Vladimirov, 2020. "Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 28(4), pages 581-620, October.
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  • M. Hakan Eratalay; Evgenii V. Vladimirov, 2018. "Mapping The Stocks In Micex: Who Is Central To The Moscow Stock Exchange?," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 111, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Tanel Rebane, 2018. "Complementarities In Performance Between Product Innovation, Marketing Innovation And Cooperation With Clients," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 113, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• María Carmen Sánchez-Sellero & Pedro Sánchez-Sellero & María Monserrat Cruz-González & Francisco Javier Sánchez-Sellero, 2018. "Relación entre sobrecualificación y satisfacción laboral durante la crisis española de 2008," Contaduría y Administración, Accounting and Management, vol. 63(2), pages 366-386, Abril-Jun.
• María Carmen Sánchez-Sellero & Pedro Sánchez-Sellero & María Monserrat Cruz-González & Francisco Javier Sánchez-Sellero, 2018. "Relation between overqualification and job satisfaction during the 2008 Spanish crisis," Contaduría y Administración, Accounting and Management, vol. 63(2), pages 387-406, Abril-Jun.
• Rodrigo Adão & Michal Kolesár & Eduardo Morales, 2018. "Shift-Share Designs: Theory and Inference," NBER Working Papers 24944, National Bureau of Economic Research, Inc.
• Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2018. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," NBER Working Papers 25134, National Bureau of Economic Research, Inc.
• Shweta Gaonkar & Angelo Mele, 2018. "A structural model of firm collaborations with unobserved heterogeneity," Working Papers 18-07, NET Institute.
• Hassan O. Ozekhome, 2018. "Is Human Capital Accumulation A Growth Driver In Nigeria? An Empirical Investigation," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 3(2), pages 66-77, September.
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• El Jebari, Ouael & Hakmaoui, Abdelati, 2018. "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 237-249, Diciembre.
• Lorenza Rossi & Emilio Zanetti Chini, 2016. "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 123, University of Pavia, Department of Economics and Management.
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• Kavase, Kambale & Phiri, Andrew, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 14(2), February.
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  • Kambale Kavese & Andrew Phiri, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Working Papers 1804, Department of Economics, Nelson Mandela University, revised Jan 2018.
  • Kavese, Kambale & Phiri, Andrew, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data?," MPRA Paper 84034, University Library of Munich, Germany.
• Heidi Aly & Rana Hosni, 2018. "Examining the nexus between exchange rate volatility and export performance: Empirical evidence from the Egyptian experience," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(3), pages 542-560, June.
• Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 88623, University Library of Munich, Germany.
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• Escañuela Romana, Ignacio, 2018. "La elasticidad precio de la demanda de transporte aéreo de pasajeros en los Estados Unidos [The price elasticity of demand for air travel in the United States]," MPRA Paper 83572, University Library of Munich, Germany.
• Nandipha Dondashe & Andrew Phiri, 2018. "Determinants of FDI in South Africa: Do macroeconomic variables matter?," Working Papers 1802, Department of Economics, Nelson Mandela University, revised Jan 2018.
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• Kavase, Kambale & Phiri, Andrew, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 14(2), February.
  • Kambale Kavase & Andrew Phiri, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 415-423, April.
  • Kambale Kavese & Andrew Phiri, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Working Papers 1804, Department of Economics, Nelson Mandela University, revised Jan 2018.
  • Kavese, Kambale & Phiri, Andrew, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data?," MPRA Paper 84034, University Library of Munich, Germany.
• MOYO, Clement Zibusiso & KHOBAI, Hlalefang, 2018. "Trade Openness and Economic Growth in SADC Countries," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(4), pages 417-436.
  • Clement Moyo & Hlalefang Khobai, 2018. "Trade openess and economic growth in SADC countries," Working Papers 1820, Department of Economics, Nelson Mandela University.
  • Moyo, Clement & Khobai, Hlalefang, 2018. "Trade openness and economic growth in SADC countries," MPRA Paper 84254, University Library of Munich, Germany.
• AMBA OYON, Claude Marius & Mbratana, Taoufiki, 2018. "Simultaneous Generalized Method of Moments Estimator for Panel Data Models with Spatially Correlated Error Components," MPRA Paper 84746, University Library of Munich, Germany.
• He, Zhongfang, 2018. "A Class of Generalized Dynamic Correlation Models," MPRA Paper 84820, University Library of Munich, Germany.
• Andrew Phiri, 2018. "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers 1810, Department of Economics, Nelson Mandela University, revised Mar 2018.
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• Clement Moyo & Hlalefang Khobai & Nwabisa Kolisi & Zizipho Mbeki, 2018. "Financial develpoment and economic growth in Brazil: A non-linear ARDL approach," Working Papers 1811, Department of Economics, Nelson Mandela University, revised Mar 2018.
  • Moyo, Clement & Khobai, Hlalefang & Kolisi, Nwabisa & Mbeki, Zizipho, 2018. "Financial development and economic growth in Brazil: A Non-linear ARDL approach," MPRA Paper 85252, University Library of Munich, Germany.
• Andrew Phiri, 2020. "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
  • Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
  • Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
• Baum, Anja & Eyraud, Luc & Hodge, Andrew & Jarmuzek, Mariusz & Kim, Young & Mbaye, Samba & Ture, Elif, 2018. "How to calibrate fiscal rules : a primer," MPRA Paper 86423, University Library of Munich, Germany.
• Kavese Kambale & Phiri Andrew, 2020. "A Provincial Perspective of Nonlinear Okun’s Law for Emerging Markets: The Case of South Africa," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 30(3), pages 59-76, September.
  • Kambale Kavese & Andrew Phiri, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," Working Papers 1819, Department of Economics, Nelson Mandela University.
  • Kavese, Kambale & Phiri, Andrew, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," MPRA Paper 86517, University Library of Munich, Germany.
• Andrew Phiri, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers 1822, Department of Economics, Nelson Mandela University.
  • Phiri, Andrew, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper 86936, University Library of Munich, Germany.
• Zezethu Zandile & Andrew Phiri, 2019. "Fdi As A Contributing Factor To Economic Growth In Burkina Faso: How True Is This?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-27, March.
  • Zandile Zezethu & Andrew Phiri, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," Working Papers 1823, Department of Economics, Nelson Mandela University.
  • Zandile, Zezethu & Phiri, Andrew, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," MPRA Paper 87282, University Library of Munich, Germany.
• Mothuti Gosego & Phiri Andrew, 2018. "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal, De Gruyter, vol. 18(4), pages 1-11, December.
  • Gosego Mothuti & Andrew Phiri, 2018. "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 18(4), pages 1-11, December.
  • Gosego Mothuti & Andrew Phiri, 2018. "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers 1824, Department of Economics, Nelson Mandela University.
  • Mothuti, Gosego & Phiri, Andrew, 2018. "inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," MPRA Paper 87497, University Library of Munich, Germany.
• C. Gouriéroux & A. Monfort & J.‐M. Zakoïan, 2019. "Consistent Pseudo‐Maximum Likelihood Estimators and Groups of Transformations," Econometrica, Econometric Society, vol. 87(1), pages 327-345, January.
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• Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
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• Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 110375, University Library of Munich, Germany, revised 15 Aug 2021.
  • Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 88623, University Library of Munich, Germany.
• Bothwell Nyoni & Andrew Phiri, 2020. "Renewable Energy - Economic Growth Nexus in South Africa: Linear, Nonlinear or Non-existent?," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 635-644.
  • Bothwell Nyoni & Andrew Phiri, 2018. "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," Working Papers 1833, Department of Economics, Nelson Mandela University.
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• Igor Fedotenkov, 2020. "A Review of More than One Hundred Pareto-Tail Index Estimators," Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
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• Matuka, Adelajda & Asafo, Shuffield Seyram, 2018. "External Debt and Economic Growth in Ghana: A Co-integration and a Vector Error Correction Analysis," MPRA Paper 90463, University Library of Munich, Germany, revised 04 Nov 2018.
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• Raputsoane, Leroi, 2018. "Temporal homogeneity between financial stress and the economic cycle," MPRA Paper 91119, University Library of Munich, Germany.
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• Pavel Srbek, 2018. "Odhad Hurstova exponentu v časových řadách denních výnosů akciových indexů [Estimation of the Hurst Exponent in Time Series of Daily Returns of Stock Indices]," Politická ekonomie, Prague University of Economics and Business, vol. 2018(4), pages 508-524.
• David Gill & Victoria Prowse, 2018. "Measuring costly effect using the slide task," Purdue University Economics Working Papers 1311, Purdue University, Department of Economics.
• Parvaneh Shahnoori & Glenn P. Jenkins, 2018. "The Value of Online Banking to Small and Meduim-Sized Enterprises: Evidence From Firms Operating in The UAE From Trade Zones," Development Discussion Papers 2018-12, JDI Executive Programs.
• Parvaneh Shahnoori & Glenn P. Jenkins, 2019. "Valuation of the Quality Attributes of Online Banking Services by Small and Medium Enterprises Engaged in International Trade," South African Journal of Economics, Economic Society of South Africa, vol. 87(1), pages 65-81, March.
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• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022. "Adaptive Inference in Heteroscedastic Fractional Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 50-65, January.
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• Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances I," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 8, pages 331-370, Springer.
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• Simar, Leopold & Zelenyuk, Valentin, 2018. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Discussion Papers ISBA 2018020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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• Sickles, Robin C. & Song, Wonho & Zelenyuk, Valentin, 2018. "Econometric Analysis of Productivity: Theory and Implementation in R," Working Papers 18-008, Rice University, Department of Economics.
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• Kazuhiro Hiraki & George Skiadopoulos, 2018. "The Contribution of Frictions to Expected Returns," Working Papers 874, Queen Mary University of London, School of Economics and Finance.
• Anthony Brassil & Gabriela Nodari, 2018. "A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market," RBA Research Discussion Papers rdp2018-01, Reserve Bank of Australia.
• Breitmoser, Yves, 2018. "The Axiomatic Foundation of Logit," Rationality and Competition Discussion Paper Series 78, CRC TRR 190 Rationality and Competition.
• Natalia Nehrebecka & Aneta Dzik-Walczak, 2018. "The dynamic model of partial adjustment of the capital structure: Meta-analysis and a case of Polish enterprises," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(1), pages 55-81.
• Miomir Jakšiæ & Nikola Fabris & Milutin Ješiæ, 2018. "Intertemporal current account sustainability in the presence of structural breaks," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(2), pages 413-442.
• Fiorentini, Gabriele & Sentana, Enrique, 2019. "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, vol. 213(2), pages 321-358.
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• Shangwei Zhao & Aman Ullah & Xinyu Zhang, 2018. "A Class of Model Averaging Estimators," Working Paper series 18-11, Rimini Centre for Economic Analysis.
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• Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
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• Bilgin, Cevat, 2018. "Uluslararasi Ti̇carette Satin Alma Gücü Pari̇tesi̇ni̇n Geçerli̇li̇ği̇ Sorunu: Türki̇ye İçi̇n Zaman Seri̇si̇ Anali̇zi̇," Academic Review of Humanities and Social Sciences, Bursa Teknik Üniversitesi, vol. 1(1), pages 17-30.
• Şanlı, Sera, 2018. "A Canonical Correlation Approach In Determining Growth & Development And Social Inclusion Linkages," Academic Review of Humanities and Social Sciences, Bursa Teknik Üniversitesi, vol. 1(3), pages 130-146.
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• EL OTHMANI, Jawad, 2018. "Estimation bayésienne d’un modèle néo-keynésien pour l’économie marocaine," Document de travail 2018-5, Bank Al-Maghrib, Département de la Recherche, revised 30 Dec 2018.
• MALEFANE , Malefa Rose & ODHIAMBO, Nicholas M., 2018. "Impact of Trade Openness on Economic Growth: Empirical Evidence from South Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(4), pages 387-416.
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• Rodriguez Torrez, Jhanira Nancy, 2018. "El efecto de las variaciones de los ingresos y precios en la demanda de alimentos para los hogares urbanos de Bolivia: Enfoque de Seguridad Alimentaria," Documentos de trabajo 6/2018, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
• Souza, Luciano Ricardio Santana & Ribeiro, Luiz Carlos de Santana & Lopes , Thiago Henrique Carneiro Rios, 2018. "Diferenciação salarial no estado de Sergipe: uma análise entre a Região Metropolitana de Aracaju e os demais municípios," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 12(1), pages 1-16.
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• Badar Alam Iqbal & Mohd Nayyer Rahman & Nadia Yusuf, 2018. "Determinants of FDI in India and Sri Lanka," Foreign Trade Review, , vol. 53(2), pages 116-123, May.
• Ramesh Chandra Das & Soumyananda Dinda & Frank Martin, 2018. "Defence Outlays Across Countries: Are They Converging?," South Asian Journal of Macroeconomics and Public Finance, , vol. 7(1), pages 109-129, June.
• Adriana Anca Cristea & Mihaela-Simona Apostol & Tatiana Corina Dosescu, 2018. "An econometric approach of risk model in insurance," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 7(2), pages 31-37, August.
• Autcha Araveeporn, 2018. "A Comparison of Parameter Estimation of Logistic Regression model by Maximum Likelihood, Ridge Regression, Markov Chain Monte Carlo Methods," Proceedings of International Academic Conferences 6409196, International Institute of Social and Economic Sciences.
• Fela ÖZBEY, 2018. "Evaluation Estimation Performances of Liu Type and Two-Parameter Ridge Estimators Using Monte Carlo Experiments," Proceedings of International Academic Conferences 7508770, International Institute of Social and Economic Sciences.
• Uttam Kumar Sarkar, 2018. "Inference under a new exponential-exponential loss capturing specified penalties for over- and under-estimation," Proceedings of International Academic Conferences 8109788, International Institute of Social and Economic Sciences.
• Saibal Chattopadhyay, 2018. "Adaptive estimation using records data under asymmetric loss, with applications," Proceedings of International Academic Conferences 8109809, International Institute of Social and Economic Sciences.
• Utku Altunoz, 2018. "Does Herd Behaviour Exist In Turkish Stock Markets? The Case Of Borsa Istanbul," Proceedings of International Academic Conferences 8109857, International Institute of Social and Economic Sciences.
• Antoine, Bertille & Dovonon, Prosper, 2021. "Robust estimation with exponentially tilted Hellinger distance," Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
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• Antoine, Bertille & Renault, Eric, 2020. "Testing identification strength," Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
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• Wieslaw Debski & Ewa Feder-Sempach & Szymon Wojcik, 2018. "Sensitivity Analysis of the Beta Parameter Estimated for the Blue-chip Polish Companies (Wplyw zmiany indeksu rynku na parametr beta dla spolek z indeksu WIG20)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 16(76), pages 11-23.
• Hao Dong & Taisuke Otsu, 2018. "Nonparametric Estimation of Additive Model with Errors-in-Variables," STICERD - Econometrics Paper Series 600, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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• İsmail ÇEVİŞ & Reşat CEYLAN & Nihal YAYLA, 2018. "The Comparative Advantage of Contagion Channels of EU Debt Crisis to Turkish Economy," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(36).
• Hüseyin GÜRBÜZ & Veysel YILMAZ, 2018. "Investigation of Attitudes and Behaviours of University Students on the Use of Plastic Bags by Structural Equation Modelling," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(38).
• Takahisa Yokoi, 2018. "Spatial lag dependence in the presence of missing observations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(1), pages 25-40, January.
• Dimitris Kallioras & Vassilis Monastiriotis & George Petrakos, 2018. "Spatial dynamics and agglomeration forces in the external EU periphery," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(3), pages 591-612, May.
• Taras Bodnar & Yarema Okhrin & Valdemar Vitlinskyy & Taras Zabolotskyy, 2018. "Determination and estimation of risk aversion coefficients," Computational Management Science, Springer, vol. 15(2), pages 297-317, June.
• Maria Berrittella, 2018. "Organized crime and public spending: a panel data analysis," Economics of Governance, Springer, vol. 19(2), pages 119-140, May.
• Güzin Bayar, 2018. "Estimating export equations: a survey of the literature," Empirical Economics, Springer, vol. 54(2), pages 629-672, March.
• Pedro Pires Ribeiro & José Dias Curto, 2018. "How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts," Empirical Economics, Springer, vol. 54(4), pages 1451-1475, June.
• Bernard Fingleton & Julie Gallo & Alain Pirotte, 2018. "A multidimensional spatial lag panel data model with spatial moving average nested random effects errors," Empirical Economics, Springer, vol. 55(1), pages 113-146, August.
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• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018. "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, vol. 55(4), pages 1717-1755, December.
• Cristian Barra & Roberto Zotti, 2018. "Investigating the non-linearity between national income and environmental pollution: international evidence of Kuznets curve," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 20(1), pages 179-210, January.
• Dimitrios Panagiotou & Athanassios Stavrakoudis, 2018. "A stochastic frontier estimator of the aggregate degree of market power exerted by the US meat packing industry," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 45(3), pages 387-401, September.
• M. Simona Andreano & Roberto Benedetti & Andrea Mazzitelli & Federica Piersimoni, 2018. "Spatial autocorrelation and clusters in modelling corporate bankruptcy of manufacturing firms," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 45(4), pages 475-491, December.
• Vugar Ahmadov & Salman Huseynov & Shaig Adigozalov & Fuad Mammadov & Vugar Rahimov, 2018. "Forecasting inflation in post-oil boom years: A case for regime switches?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 369-385, April.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2018. "Estimation of Discrete Choice Dynamic Programming Models," The Japanese Economic Review, Japanese Economic Association, vol. 69(1), pages 28-58, March.
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• Hiroyuki Fujiwara & Yasutaka Ogawa, 2018. "Estimating Compensation of Employees Based on Taxation Data," The Japanese Economic Review, Springer, vol. 69(4), pages 394-413, December.
• Dilruba Khanam & Muhammad Mohiuddin & Asadul Hoque & Olaf Weber, 2018. "Financing micro-entrepreneurs for poverty alleviation: a performance analysis of microfinance services offered by BRAC, ASA, and Proshika from Bangladesh," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, vol. 8(1), pages 1-17, December.
• Nedra Baklouti & Younes Boujelbene, 2018. "Moderation of the Relationship Between Size of Government and Corruption by Democracy," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(4), pages 1210-1223, December.
• Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2018. "Vulnerability to poverty revisited: Flexible modeling and better predictive performance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(3), pages 439-454, September.
  • Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2018. "Vulnerability to poverty revisited: Flexible modeling and better predictive performance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(3), pages 439-454, September.
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• Ruohan Wu & Yuexing Lan & Xueyu Cheng, 2018. "Empirically Examining the Individual-Level Determinants of Job Searching Outcomes: a Non-linear Analysis under the Case of Chile," Journal of Economics, Race, and Policy, Springer, vol. 1(1), pages 3-15, July.
• Zouheir Mighri, 2018. "On the Dynamic Linkages Among International Emerging Currencies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 427-473, June.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.
• Asfaw, Solomon & Maggio, Giuseppe & Palma, Alessandro, 2018. "Climate resilience pathways of rural households: evidence from Ethiopia," ESA Working Papers 288952, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
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• Lorenzo Camponovo & O. Scaillet & Fabio Trojani, 2013. "Predictability Hidden by Anomalous Observations," Swiss Finance Institute Research Paper Series 13-05, Swiss Finance Institute.
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  • Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016. "Predictability Hidden by Anomalous Observations," Papers 1612.05072, arXiv.org.
• Lorenzo Camponovo, 2018. "Bootstrap Inference for Penalized GMM Estimators with Oracle Properties," School of Economics Discussion Papers 0618, School of Economics, University of Surrey.
• Timothy Neal, 2016. "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers 2016-15, School of Economics, The University of New South Wales.
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• Bruce E. Hansen & Seojeong Jay Lee, 2018. "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers 2018-07, School of Economics, The University of New South Wales.
• Jiang, Bibo & Lu, Ye & Park, Joon Y., 2020. "Testing for Stationarity at High Frequency," Journal of Econometrics, Elsevier, vol. 215(2), pages 341-374.
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• Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018. "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers 2018-10, University of Sydney, School of Economics.
• Vahagn Galstyan, 2018. "LIML estimation of import demand and export supply elasticities," Applied Economics, Taylor & Francis Journals, vol. 50(17), pages 1910-1918, April.
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• Gary D. Ferrier & Hervé Leleu & Vivian G. Valdmanis & Michael Vardanyan, 2018. "A directional distance function approach for identifying the input/output status of medical residents," Applied Economics, Taylor & Francis Journals, vol. 50(9), pages 1006-1021, February.
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• Christian M. Hafner & Hans Manner & Léopold Simar, 2018. "The “wrong skewness” problem in stochastic frontier models: A new approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 380-400, April.
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  • Christian M. Hafner & Hans Manner & Léopold Simar, 2018. "The "wrong skewness" problem in stochastic frontier models: A new approach," LIDAM Reprints CORE 2958, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Simon Reese & Joakim Westerlund, 2018. "Estimation of factor-augmented panel regressions with weakly influential factors," Econometric Reviews, Taylor & Francis Journals, vol. 37(5), pages 401-465, May.
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• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 675-685, April.
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• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
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• Soderbery, Anson, 2018. "Trade elasticities, heterogeneity, and optimal tariffs," Journal of International Economics, Elsevier, vol. 114(C), pages 44-62.
• Börger, Matthias & Schupp, Johannes, 2018. "Modeling trend processes in parametric mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 369-380.
• Eling, Martin & Jung, Kwangmin, 2018. "Copula approaches for modeling cross-sectional dependence of data breach losses," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 167-180.
• Chavez-Demoulin, Valérie & Guillou, Armelle, 2018. "Extreme quantile estimation for β-mixing time series and applications," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 59-74.
• Terence T.L. Chong & Isabel K. Yan, 2018. "Forecasting currency crises with threshold models," International Economics, CEPII research center, issue 156, pages 156-174.
  • Chong, Terence T.L. & Yan, Isabel K., 2018. "Forecasting currency crises with threshold models," International Economics, Elsevier, vol. 156(C), pages 156-174.
• Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes, 2018. "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 233-254.
  • Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018. "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print halshs-02148926, HAL.
• Knüppel, Malte, 2018. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," International Journal of Forecasting, Elsevier, vol. 34(1), pages 105-116.
  • Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
• Caglayan, Mustafa Onur & Celiker, Umut & Sonaer, Gokhan, 2018. "Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 51-66.
• Wu, Liuren, 2018. "Estimating risk-return relations with analysts price targets," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 183-197.
• Cheng, Benjamin & Nikitopoulos, Christina Sklibosios & Schlögl, Erik, 2018. "Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 148-166.
• Benth, Fred Espen & Paraschiv, Florentina, 2018. "A space-time random field model for electricity forward prices," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 203-216.
• Chen, Yong & Eaton, Gregory W. & Paye, Bradley S., 2018. "Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity," Journal of Financial Economics, Elsevier, vol. 130(1), pages 48-73.
• Yang, Lixiong & Su, Jen-Je, 2018. "Debt and growth: Is there a constant tipping point?," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 133-143.

2017

• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017. "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 198(1), pages 165-188.
  • Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2016. "Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form," Working Paper 1324, Economics Department, Queen's University.
  • Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017. "Identification and estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2017-35, Department of Economics and Business Economics, Aarhus University.
• Firmin Doko Tchatoka & Robert Garrard & Virginie Masson, 2017. "Testing for Stochastic Dominance in Social Networks," School of Economics and Public Policy Working Papers 2017-02, University of Adelaide, School of Economics and Public Policy.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017. "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
  • Christian Gouriéroux & Alain Monfort & Eric Renault, 2016. "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers 2016-33, Center for Research in Economics and Statistics.
  • Christian Gouriéroux & Alain Monfort & Eric Renault, 2017. "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers 2017-10, Center for Research in Economics and Statistics.
• Marie Allard & Camille Bronsard & Christian Gouriéroux, 2017. "Aversions to Impatience, Uncertainty and Illiquidity," Annals of Economics and Statistics, GENES, issue 125-126, pages 9-39.
• Marine CARRASCO & Mohamed DOUKALI, 2017. "Efficient Estimation Using Regularized Jackknife IV Estimator," Annals of Economics and Statistics, GENES, issue 128, pages 109-149.
• Patrick GAGLIARDINI & Olivier SCAILLET, 2017. "A Specification Test for Nonparametric Instrumental Variable Regression," Annals of Economics and Statistics, GENES, issue 128, pages 151-202.
  • Patrick Gagliardini & Olivier Scaillet, 2007. "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series 07-13, Swiss Finance Institute.
• Nicolas ASIN & Jan JOHANNES, 2017. "Adaptive Non-Parametric Instrumental Regression in the Presence of Dependence," Annals of Economics and Statistics, GENES, issue 128, pages 5-66.
• Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021. "Outliers in Semi-Parametric Estimation of Treatment Effects," Econometrics, MDPI, vol. 9(2), pages 1-32, April.
  • Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo de Valor Público 15810, Universidad EAFIT.
  • Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Development Research Working Paper Series 06/2017, Institute for Advanced Development Studies.
• Stelios Arvanitis & Nikolas Topalogou, 2017. "Testing for Prospect and Markowitz stochastic dominance efficiency," Working Papers 201701, Athens University Of Economics and Business, Department of Economics.
• Sara María González Betancor & Alexis Jorge López Puig, 2017. "¿En qué mes naciste? Un acercamiento a la repetición en Primaria," Investigaciones de Economía de la Educación volume 12, in: Juan Cándido Gómez Gallego & María Concepción Pérez Cárceles & Laura Nieto Torrejón (ed.), Investigaciones de Economía de la Educación 12, edition 1, volume 12, chapter 24, pages 495-514, Asociación de Economía de la Educación.
• Khalid Maman Waziri, 2017. "Generalized Glass Ceilings in the United States – A Stochastic Metafrontier Approach," AMSE Working Papers 1727, Aix-Marseille School of Economics, France.
• HAFNER, Christian & PREMINGER, Arie, 2016. "On Asymptotic Theory for ARCH(infinite) Models," LIDAM Discussion Papers CORE 2016030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Preminger, Arie, 2017. "On asymptotic theory for ARCH(infinite) models," LIDAM Discussion Papers ISBA 2017009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Christian M. Hafner & Arie Preminger, 2017. "On asymptotic theory for ARCH([infinite]) models," LIDAM Reprints CORE 2917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Preminger, Arie, 2017. "On Asymptotic Theory for ARCH (infinity) Models," LIDAM Reprints ISBA 2017041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, vol. 33(3), pages 691-716, June.
  • Christian M. Hafner & Sebastien Laurent & Francesco Violante, 2015. "Weak diffusion limits of dynamic conditional correlation models," CREATES Research Papers 2015-03, Department of Economics and Business Economics, Aarhus University.
  • Hafner, Christian & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Reprints ISBA 2017014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017. "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE 2866, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, C. & Laurent, S. & Violante, F., 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA 2016034, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print hal-01590010, HAL.
  • HAFNER, Christian & LAURENT, Sebastien & VIOLANTE, Francesco, 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers CORE 2016009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk, 2017. "Nonparametric least squares methods for stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 47(3), pages 189-204, June.
  • Leopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," CEPA Working Papers Series WP032014, School of Economics, University of Queensland, Australia.
  • Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA 2017026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Discussion Papers ISBA 2014012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Hafner, Christian M. & Linton, Oliver, 2017. "An Almost Closed Form Estimator For The Egarch Model," Econometric Theory, Cambridge University Press, vol. 33(4), pages 1013-1038, August.
  • HAFNER, Christian & LINTON, Oliver, 2013. "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE 2013022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Linton, Oliver, 2017. "An Almost Closed Form Estimator For The EGARCH Model," LIDAM Reprints ISBA 2017040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Christian M. HAFNER & Oliver LINTON, 2017. "An almost closed form estimator for the EGARCH model," LIDAM Reprints CORE 2881, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, C. & Linton, O., 2016. "An Almost Closed Form Estimator for the EGARCH model," LIDAM Discussion Papers ISBA 2016036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• HAFNER, Christian & PREMINGER, Arie, 2016. "On Asymptotic Theory for ARCH(infinite) Models," LIDAM Discussion Papers CORE 2016030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Preminger, Arie, 2017. "On Asymptotic Theory for ARCH (infinity) Models," LIDAM Reprints ISBA 2017041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Christian M. Hafner & Arie Preminger, 2017. "On asymptotic theory for ARCH([infinite]) models," LIDAM Reprints CORE 2917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Preminger, Arie, 2017. "On asymptotic theory for ARCH(infinite) models," LIDAM Discussion Papers ISBA 2017009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Nikolaos Stoupos & Apostolos Kiohos, 2017. "Post-Communist Countries of the EU and the Euro: Dynamic Linkages between Exchange Rates," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 67(4), pages 511-538, December.
• Erkan Arı & Ayşegül Yıldız, 2017. "Examination of Affecting Variables for Youth Unemployment with Cointegration Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 5(2), pages 309-316, December.
• T. Tony Cai & Wenguang Sun, 2017. "Large-Scale Global and Simultaneous Inference: Estimation and Testing in Very High Dimensions," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 411-439, September.
• Ibrahim A. Onour, 2017. "Crime Surge and Institutional Weakness: are They Associated? Evidence from a Conflict Country," International Journal of World Policy and Development Studies, Academic Research Publishing Group, vol. 3(1), pages 1-9, 01-2017.
  • Onour, Ibrahim, 2020. "Crime surge and institutional weakness: Are they associated? Evidence from a conflict country," MPRA Paper 115995, University Library of Munich, Germany.
• Clinet, Simon & Potiron, Yoann, 2018. "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Journal of Econometrics, Elsevier, vol. 206(1), pages 103-142.
  • Simon Clinet & Yoann Potiron, 2017. "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers 1701.01185, arXiv.org, revised Jun 2018.
• Patrick Kline & Christopher R. Walters, 2019. "On Heckits, LATE, and Numerical Equivalence," Econometrica, Econometric Society, vol. 87(2), pages 677-696, March.
  • Patrick Kline & Christopher R. Walters, 2017. "On Heckits, LATE, and Numerical Equivalence," Papers 1706.05982, arXiv.org, revised Oct 2018.
  • Patrick M. Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," NBER Working Papers 24477, National Bureau of Economic Research, Inc.
  • Patrick Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," CESifo Working Paper Series 6994, CESifo.
• Frazier, David T. & Oka, Tatsushi & Zhu, Dan, 2019. "Indirect inference with a non-smooth criterion function," Journal of Econometrics, Elsevier, vol. 212(2), pages 623-645.
  • David T. Frazier & Tatsushi Oka & Dan Zhu, 2017. "Indirect Inference with a Non-Smooth Criterion Function," Papers 1708.02365, arXiv.org, revised Jul 2019.
• Clinet, Simon & Potiron, Yoann, 2019. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Journal of Econometrics, Elsevier, vol. 209(2), pages 289-337.
  • Simon Clinet & Yoann Potiron, 2017. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers 1709.02502, arXiv.org, revised Feb 2019.
• Isaiah Andrews & Maximilian Kasy, 2019. "Identification of and Correction for Publication Bias," American Economic Review, American Economic Association, vol. 109(8), pages 2766-2794, August.
  • Isaiah Andrews & Maximilian Kasy, 2017. "Identification of and Correction for Publication Bias," NBER Working Papers 23298, National Bureau of Economic Research, Inc.
  • Isaiah Andrews & Maximilian Kasy, 2017. "Identification of and correction for publication bias," Papers 1711.10527, arXiv.org.
  • Kasy, Maximilian & Andrews, Isaiah, 2018. "Identification of and correction for publication bias," MetaArXiv 49yst, Center for Open Science.
• Mile Bosnjak, 2017. "Structural Change In Croatian Real Gdp Growth Rates," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 26(1), pages 205-218, june.
• Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers CWP44/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The Influence Function of Semiparametric Estimators," CIRJE F-Series CIRJE-F-985, CIRJE, Faculty of Economics, University of Tokyo.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers 44/15, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers CWP06/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Chesher, Andrew, 2017. "Understanding the effect of measurement error on quantile regressions," Journal of Econometrics, Elsevier, vol. 200(2), pages 223-237.
  • Andrew Chesher, 2017. "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers CWP19/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Andrew Chesher, 2017. "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers 19/17, Institute for Fiscal Studies.
• Dong, Chaohua & Linton, Oliver, 2018. "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, vol. 207(1), pages 212-236.
  • Chaohua Dong & Oliver Linton, 2017. "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers CWP59/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Chaohua Dong & Oliver Linton, 2017. "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers 59/17, Institute for Fiscal Studies.
• Eleonora Kirieieva & Daruna Kostyuchenko, 2017. "State And Prospects Of Rural Development In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(4).
• Papanikolaou, Nikolaos I., 2018. "To be bailed out or to be left to fail? A dynamic competing risks hazard analysis," Journal of Financial Stability, Elsevier, vol. 34(C), pages 61-85.
  • Nikolaos I. Papanikolaou, 2017. "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers BAFES12, Department of Accounting, Finance & Economic, Bournemouth University.
• Margarita Lambova, 2017. "“Representative” Samples and Their “Justification”," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 172-197.
• Maryna Tatar & Olena Sergienko & Sergii Kavun & Lidiya Guryanova, 2017. "Complex of Management Models of the Enterprise Competitiveness for Steel Industry in the Currency Instable Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 102-124.
• Andrea Nocera, 2017. "Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models," Birkbeck Working Papers in Economics and Finance 1703, Birkbeck, Department of Economics, Mathematics & Statistics.
• Mauricio Maximiliano Gómez Aguirre & Constanza Matarrelli, 2017. "Evaluation of Core Inflation Measures for Argentina," BCRA Working Paper Series 201773, Central Bank of Argentina, Economic Research Department.
• Luis J. Álvarez, 2017. "Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression," Econometrics, MDPI, vol. 5(1), pages 1-11, January.
  • Luis J. Álvarez, 2017. "Business cycle estimation with high-pass and band-pass local polynomial regression," Working Papers 1702, Banco de España.
• Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
• Belotti, Federico & Ilardi, Giuseppe, 2018. "Consistent inference in fixed-effects stochastic frontier models," Journal of Econometrics, Elsevier, vol. 202(2), pages 161-177.
  • Federico Belotti & Giuseppe Ilardi, 2017. "Consistent inference in fixed-effects stochastic frontier models," Temi di discussione (Economic working papers) 1147, Bank of Italy, Economic Research and International Relations Area.
• Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017. "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(83), pages 161-187, June.
  • Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017. "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(83), pages 161-187, June.
  • Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014. "FISCO: Modelo Fiscal para Colombia," Borradores de Economia 12336, Banco de la Republica.
  • Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014. "FISCO: Modelo Fiscal para Colombia," Borradores de Economia 855, Banco de la Republica de Colombia.
• Stéphane Loisel, 2014. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013669, HAL.
  • F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Debats Economiques et financiers 32, Banque de France.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013517, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013547, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013545, HAL.
  • Stéphane Loisel, 2015. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013649, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
  • Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017. "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles 10, EIOPA, Risks and Financial Stability Department.
  • Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA 2017006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Ryo Okui, 2017. "Misspecification in Dynamic Panel Data Models and Model-Free Inferences," The Japanese Economic Review, Springer, vol. 68(3), pages 283-304, September.
  • Ryo Okui, 2017. "Misspecification in Dynamic Panel Data Models and Model-Free Inferences," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 283-304, September.
• Junko Koeda, 2017. "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Springer, vol. 68(4), pages 443-457, December.
  • Junko Koeda, 2017. "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, vol. 68(4), pages 443-457, December.
  • Junko Koeda, 2015. "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," Working Papers 1506, Waseda University, Faculty of Political Science and Economics.
• Christian Gouriéroux & Jean-Michel Zakoïan, 2017. "Local explosion modelling by non-causal process," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 737-756, June.
  • Gouriéroux, Christian & Zakoian, Jean-Michel, 2016. "Local Explosion Modelling by Noncausal Process," MPRA Paper 71105, University Library of Munich, Germany.
• Markus Frölich & Martin Huber, 2017. "Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1645-1666, November.
  • Markus Frölich & Martin Huber, 2014. "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," CeMMAP working papers 31/14, Institute for Fiscal Studies.
  • Frölich, Markus & Huber, Martin, 2015. "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," Working Paper Series 2015:12, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • Markus Frölich & Martin Huber, 2014. "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," CeMMAP working papers CWP31/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Frölich, Markus & Huber, Martin, 2014. "Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables," IZA Discussion Papers 8280, Institute of Labor Economics (IZA).
• Alexander Aue & Lajos Horváth & Daniel F. Pellatt, 2017. "Functional Generalized Autoregressive Conditional Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 3-21, January.
  • Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015. "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper 67702, University Library of Munich, Germany.
• Pierre Perron & Eduardo Zorita & Timothy J. Vogelsang & Nasreen Nawaz, 2017. "Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 640-667, September.
  • Vogelsang, Timothy & Nawaz, Nasreen, 2015. "Estimation and Inference of Linear Trend Slope Ratios with an Application to Global Temperature Data," MPRA Paper 117435, University Library of Munich, Germany.
• Joakim Westerlund & Simon Reese & Paresh Narayan, 2017. "A Factor Analytical Approach to Price Discovery," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(3), pages 366-394, June.
  • Westerlund, Joakim & Reese, Simon & Narayan, Paresh, 2014. "A Factor Analytical Approach to Price Discovery," Working Papers 2015:4, Lund University, Department of Economics.
• Emanuele Bacchiocchi, 2017. "On the Identification of Interdependence and Contagion of Financial Crises," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 1148-1175, December.
  • Emanuele BACCHIOCCHI, 2015. "On the Identification of Interdependence and Contagion of Financial Crises," Departmental Working Papers 2015-12, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Brian Adams & Kevin R. Williams, 2019. "Zone Pricing in Retail Oligopoly," American Economic Journal: Microeconomics, American Economic Association, vol. 11(1), pages 124-156, February.
  • Brian Adams & Kevin R. Williams, 2017. "Zone Pricing in Retail Oligopoly," Cowles Foundation Discussion Papers 2079, Cowles Foundation for Research in Economics, Yale University.
  • Brian Adams, 2017. "Zone Pricing in Retail Oligopoly," Economic Working Papers 494, Bureau of Labor Statistics.
  • Brian Adams & Kevin R. Williams, 2017. "Zone Pricing in Retail Oligopoly," Cowles Foundation Discussion Papers 2079R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2017.
  • Brian Adams & Kevin R. Williams, 2017. "Zone Pricing in Retail Oligopoly," Cowles Foundation Discussion Papers 2079R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2017.
• Martin, Robert S., 2017. "Estimation of average marginal effects in multiplicative unobserved effects panel models," Economics Letters, Elsevier, vol. 160(C), pages 16-19.
  • Robert S. Martin, 2017. "Estimation of Average Marginal Effects in Multiplicative Unobserved Effects Panel Models," Economic Working Papers 497, Bureau of Labor Statistics.
• Seungmoon Choi & Byungkuk Kim, 2017. "Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 23(1), pages 23-54, March.
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• F. Lilla, 2017. "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed," Working Papers wp1099, Dipartimento Scienze Economiche, Universita' di Bologna.
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• Alessandro Casini & Pierre Perron, 2017. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series WP2018-011, Boston University - Department of Economics.
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• Taşpınar Süleyman & Doğan Osman, 2017. "Teaching Size and Power Properties of Hypothesis Tests Through Simulations," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-15, January.
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• Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
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• Frank Windmeijer, 2019. "Two-stage least squares as minimum distance," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 1-9.
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• Anna Gloria Billé & Samantha Leorato, 2017. "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series BEMPS44, Faculty of Economics and Management at the Free University of Bozen.
• Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Journal of Innovation Economics, De Boeck Université, vol. 0(2), pages 59-82.
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• Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020. "Bootstrap methods for inference in the Parks model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
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• An Chen & Montserrat Guillen & Elena Vigna, 2017. "Solvency requirement in a unisex mortality model," Carlo Alberto Notebooks 504, Collegio Carlo Alberto.
• Chandan Singha, 2017. "Analysing Adoption of Soil Conservation Measures by Farmers in Darjeeling District, India," Working papers 275, Centre for Development Economics, Delhi School of Economics.
• Andrew Foote & Mark J. Kutzbach & Lars Vilhuber, 2021. "Recalculating ... : How Uncertainty in Local Labour Market Definitions Affects Empirical Findings," Applied Economics, Taylor & Francis Journals, vol. 53(14), pages 1598-1612, March.
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• Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017. "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series 590, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Javier Hidalgo & Marcia M Schafgans, 2017. "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series 597, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Kajal Lahiri & Zhongwen Liang & Huaming Peng, 2017. "The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends," CESifo Working Paper Series 6313, CESifo.
• Balázs Égert, 2018. "Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries," Open Economies Review, Springer, vol. 29(2), pages 415-449, April.
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• Larch, Mario & Wanner, Joschka & Yotov, Yoto & Zylkin, Thomas, 2017. "The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects," School of Economics Working Paper Series 2017-7, LeBow College of Business, Drexel University.
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• Alexander Chudik & M. Hashem Pesaran, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series 6688, CESifo.
• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017. "Estimation of Heterogeneous Agent Models: A Likelihood Approach," CESifo Working Paper Series 6717, CESifo.
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• Harald Oberhofer & Michael Pfaffermayr, 2021. "Estimating the trade and welfare effects of Brexit: A panel data structural gravity model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 338-375, February.
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• Nathaniel T. Wilcox, 2017. "Random expected utility and certainty equivalents: mimicry of probability weighting functions," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 3(2), pages 161-173, December.
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• Élise, COUDIN & Jean-Marie DUFOUR, 2017. "Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors," Cahiers de recherche 01-2017, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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• W. Bentley MacLeod, 2017. "Viewpoint: The human capital approach to inference," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(1), pages 5-39, February.
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• Francesco Aiello & Graziella Bonanno & Luigi Capristo, 2017. "Explaining Differences In Efficiency: The Case Of Local Government Literature," Working Papers 201704, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
• Mahmut MASCA, 2017. "Economic Performance Evaluation of European Union Countries by Topsis Method," North Economic Review, Technical University of Cluj Napoca, Department of Economics and Physics, vol. 1(1), pages 83-94, October.
• Manuel Arellano & Stéphane Bonhomme, 2017. "Sample Selection in Quantile Regression: A Survey," Working Papers wp2017_1702, CEMFI.
• Manuel Arellano & Stéphane Bonhomme, 2017. "Sample Selection in Quantile Regression: A Survey," Working Papers wp2018_1702, CEMFI.
• Marco A. Acosta Carrión, 2017. "Evaluación del anclaje de las expectativas de inflación en México," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 101-140, enero-jun.
• Marco A. Acosta, 2017. "Anchoring of Inflation Expectations in Mexico," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 95-132, January-J.
• Carlos Castro, 2017. "Does the market model provide a good counterfactual for event studies in finance?," Documentos de Trabajo 15894, Universidad del Rosario.
• Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017. "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(83), pages 161-187, June.
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• Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021. "Outliers in Semi-Parametric Estimation of Treatment Effects," Econometrics, MDPI, vol. 9(2), pages 1-32, April.
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• Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017. "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 36(63), pages 95-135, January.
• Sergio Solís Tepexpa & Luis Fernando Muñoz González, 2017. "Análisis de la reciente modificación al índice bursátil inmobiliario en la bolsa mexicana de valores," Revista Lebret, Universidad Santo Tomás - Bucaramanga, vol. 9, pages 25-44, December.
• Daniel Botero Guzman & Jhon Alexis Díaz Contreras, 2017. "Análisis de la relación rentabilidad-riesgo en el mercado accionario internacional para un mundo parcialmente integrado," Ensayos de Economía 16771, Universidad Nacional de Colombia Sede Medellín.
• Juan Carlos Rodríguez Marín & Pedro Delgado Jaimes & Taide Botello Velasco, 2017. "Determinantes del precio de la vivienda en Bucaramanga," Revista Equidad y Desarrollo, Universidad de la Salle, issue 30, pages 39-59, December.
• Preminger, Arie & Storti, Giuseppe, 2014. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper 59082, University Library of Munich, Germany.
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• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, vol. 33(3), pages 691-716, June.
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  • Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017. "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE 2866, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, C. & Laurent, S. & Violante, F., 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA 2016034, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • HAFNER, Christian & LAURENT, Sebastien & VIOLANTE, Francesco, 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers CORE 2016009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Reprints ISBA 2017014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print hal-01590010, HAL.
• Hafner, Christian M. & Linton, Oliver, 2017. "An Almost Closed Form Estimator For The Egarch Model," Econometric Theory, Cambridge University Press, vol. 33(4), pages 1013-1038, August.
  • HAFNER, Christian & LINTON, Oliver, 2013. "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE 2013022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Christian M. HAFNER & Oliver LINTON, 2017. "An almost closed form estimator for the EGARCH model," LIDAM Reprints CORE 2881, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Linton, Oliver, 2017. "An Almost Closed Form Estimator For The EGARCH Model," LIDAM Reprints ISBA 2017040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Hafner, C. & Linton, O., 2016. "An Almost Closed Form Estimator for the EGARCH model," LIDAM Discussion Papers ISBA 2016036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• HAFNER, Christian & PREMINGER, Arie, 2016. "On Asymptotic Theory for ARCH(infinite) Models," LIDAM Discussion Papers CORE 2016030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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  • Hafner, Christian & Preminger, Arie, 2017. "On Asymptotic Theory for ARCH (infinity) Models," LIDAM Reprints ISBA 2017041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Hafner, Christian & Preminger, Arie, 2017. "On asymptotic theory for ARCH(infinite) models," LIDAM Discussion Papers ISBA 2017009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers 12339, C.E.P.R. Discussion Papers.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017. "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
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• Espasa, Antoni & Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.
• Cervellati, Matteo & Esposito, Elena & Sunde, Uwe, 2017. "Long-Term Exposure To Malaria And Development: Disaggregate Evidence For Contemporaneous Africa," Journal of Demographic Economics, Cambridge University Press, vol. 83(1), pages 129-148, March.
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• Françoise Delmez & Vincent Vandenberghe, 2017. "Working long hours: less productive but less costly? Firm-level evidence from Belgium," LIDAM Discussion Papers IRES 2017022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Matteo CERVELLATI & Elena ESPOSITO & Uwe Sunde, 2017. "Long-Term Exposure to Malaria and Development: Disaggregate Evidence for Contemporaneous Africa," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 83(1), pages 129-148, March.
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• Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
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• Carrasco, Marine & Kotchoni, Rachidi, 2017. "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
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• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, vol. 33(3), pages 691-716, June.
  • Christian M. Hafner & Sebastien Laurent & Francesco Violante, 2015. "Weak diffusion limits of dynamic conditional correlation models," CREATES Research Papers 2015-03, Department of Economics and Business Economics, Aarhus University.
  • Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017. "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE 2866, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, C. & Laurent, S. & Violante, F., 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA 2016034, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • HAFNER, Christian & LAURENT, Sebastien & VIOLANTE, Francesco, 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers CORE 2016009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Reprints ISBA 2017014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print hal-01590010, HAL.
• Hafner, Christian M. & Linton, Oliver, 2017. "An Almost Closed Form Estimator For The Egarch Model," Econometric Theory, Cambridge University Press, vol. 33(4), pages 1013-1038, August.
  • HAFNER, Christian & LINTON, Oliver, 2013. "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE 2013022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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  • Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03233297, HAL.
• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, vol. 33(3), pages 691-716, June.
  • Christian M. Hafner & Sebastien Laurent & Francesco Violante, 2015. "Weak diffusion limits of dynamic conditional correlation models," CREATES Research Papers 2015-03, Department of Economics and Business Economics, Aarhus University.
  • Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print hal-01590010, HAL.
  • Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017. "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE 2866, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, C. & Laurent, S. & Violante, F., 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA 2016034, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • HAFNER, Christian & LAURENT, Sebastien & VIOLANTE, Francesco, 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers CORE 2016009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, Christian & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Reprints ISBA 2017014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
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  • Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01634155, HAL.
  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03, University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2016. "Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance," CEPR Discussion Papers 11376, C.E.P.R. Discussion Papers.
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• Gary D. Ferrier & Hervé Leleu & Vivian G. Valdmanis & Michael Vardanyan, 2018. "A directional distance function approach for identifying the input/output status of medical residents," Applied Economics, Taylor & Francis Journals, vol. 50(9), pages 1006-1021, February.
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• Bouri, Elie & Roubaud, David & Jammazi, Rania & Assaf, Ata, 2017. "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Finance Research Letters, Elsevier, vol. 23(C), pages 23-30.
  • Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf, 2017. "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Post-Print hal-02000698, HAL.
• Stéphane Loisel, 2014. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013669, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013517, HAL.
  • F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats Economiques et financiers 32, Banque de France.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013547, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013545, HAL.
  • Stéphane Loisel, 2015. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013649, HAL.
  • Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017. "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles 10, EIOPA, Risks and Financial Stability Department.
  • Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA 2017006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Stéphane Loisel, 2014. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013669, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013545, HAL.
  • F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats Economiques et financiers 32, Banque de France.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013547, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013517, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
  • Stéphane Loisel, 2015. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013649, HAL.
  • Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017. "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles 10, EIOPA, Risks and Financial Stability Department.
  • Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA 2017006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Stéphane Loisel, 2014. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013669, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013547, HAL.
  • F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats Economiques et financiers 32, Banque de France.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013517, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013545, HAL.
  • Stéphane Loisel, 2015. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013649, HAL.
  • Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017. "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles 10, EIOPA, Risks and Financial Stability Department.
  • Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA 2017006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Journal of Innovation Economics, De Boeck Université, vol. 0(2), pages 59-82.
  • Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03233297, HAL.
  • Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Post-Print hal-03233297, HAL.
• Benatia, David & Carrasco, Marine & Florens, Jean-Pierre, 2017. "Functional linear regression with functional response," Journal of Econometrics, Elsevier, vol. 201(2), pages 269-291.
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• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
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  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
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• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
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  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
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  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
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  • Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
  • Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
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• Margherita Comola & Marcel Fafchamps, 2017. "The Missing Transfers: Estimating Misreporting in Dyadic Data," Economic Development and Cultural Change, University of Chicago Press, vol. 65(3), pages 549-582.
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  • Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint) hal-01306614, HAL.
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  • Margherita Comola & Marcel Fafchamps, 2017. "The Missing Transfers: Estimating Misreporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint) halshs-01630358, HAL.
  • Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Post-Print hal-01306614, HAL.
• Margherita Comola & Marcel Fafchamps, 2017. "The Missing Transfers: Estimating Misreporting in Dyadic Data," Economic Development and Cultural Change, University of Chicago Press, vol. 65(3), pages 549-582.
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  • Margherita Comola & Marcel Fafchamps, 2017. "The Missing Transfers: Estimating Misreporting in Dyadic Data," Post-Print halshs-01630358, HAL.
  • Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint) hal-01306614, HAL.
  • Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01306614, HAL.
  • Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Post-Print hal-01306614, HAL.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
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• Rinke, Saskia & Busch, Marie & Leschinski, Christian, 2017. "Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates," Hannover Economic Papers (HEP) dp-584, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Attanasio, Orazio & Kovacs, Agnes & Molnar, Krisztina, 2017. "Euler Equations, Subjective Expectations and Income Shocks," Discussion Paper Series in Economics 5/2017, Norwegian School of Economics, Department of Economics.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2017. "Creaming - and the depletion of resources: A Bayesian data analysis," Discussion Papers 2017/16, Norwegian School of Economics, Department of Business and Management Science.
• Taras Bodnar & Stepan Mazur & Nestor Parolya, 2019. "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(2), pages 636-660, June.
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• Bodnar, Taras & Mazur, Stepan & Ngailo, Edward & Parolya, Nestor, 2017. "Discriminant analysis in small and large dimensions," Working Papers 2017:6, Örebro University, School of Business.
• Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017. "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers 2017:7, Örebro University, School of Business.
• Daniel Buncic, 2019. "Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(3), pages 667-685, June.
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• Payam MOHAMMAD ALIHA & Tamat SARMIDI & Abu Hassan SHAAR & Fathin FAIZAH SAID, 2017. "Investigating The Effects Of Financial Innovations On The Demand For Money In Malaysia Using The Ardl Appoach To Cointergration," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 177-193, June.
• Payam Mohammad ALIHA & Tamat SARMIDI & Abu Hassan SHAARI & Fathin Faizah SAID, 2017. "Payment Technologies And Money Demand: Evidence From Dynamic Panel," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 41-52, June.
• Andreas Tryphonides, 2017. "Conditional moment restrictions and the role of density information in estimated structural models," SFB 649 Discussion Papers SFB649DP2017-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Xinjue Li & Lenka Zbonakova & Wolfgang Karl Härdle, 2017. "Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change," SFB 649 Discussion Papers SFB649DP2017-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Yingxing Li & Chen Huang & Wolfgang Karl Härdle, 2017. "Spatial Functional Principal Component Analysis with Applications to Brain Image Data," SFB 649 Discussion Papers SFB649DP2017-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Oleh Moroz & Olena Shtovba, 2017. "Accounting of Scientometric Indicators for Management of Scientific Activity," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 174-179, March.
• Alberto Perez Fernandez & Jose Apolonio Venegas Venegas, 2017. "Bioethanol Production In Mexico: Socio- Economic Implications, Produccion De Bioetanol En Mexico: Implicaciones Socio-Economicas," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 10(1), pages 13-24.
• Inés P. Murillo & José L. Raymond & Jorge Calero, 2017. "Efficiency in the transformation of schooling into competences: A cross-country analysis using PIAAC data," Working Papers 2017/12, Institut d'Economia de Barcelona (IEB).
• Linton, O. & Wu, J., 2016. "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics 1671, Faculty of Economics, University of Cambridge.
  • Oliver Linton & Jianbin Wu, 2017. "A coupled component GARCH model for intraday and overnight volatility," CeMMAP working papers CWP05/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Linton, O. & Wu, J., 2018. "A Coupled Component GARCH Model for Intraday and Overnight Volatility," Cambridge Working Papers in Economics 1879, Faculty of Economics, University of Cambridge.
• Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
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  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers CWP06/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The Influence Function of Semiparametric Estimators," CIRJE F-Series CIRJE-F-985, CIRJE, Faculty of Economics, University of Tokyo.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
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• Xiaohong Chen & Timothy M. Christensen, 2018. "Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," Quantitative Economics, Econometric Society, vol. 9(1), pages 39-84, March.
  • Xiaohong Chen & Timothy Christensen, 2013. "Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," Cowles Foundation Discussion Papers 1923R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2017.
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  • Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," Papers 1508.03365, arXiv.org, revised Apr 2017.
• Chesher, Andrew, 2017. "Understanding the effect of measurement error on quantile regressions," Journal of Econometrics, Elsevier, vol. 200(2), pages 223-237.
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• Dong, Chaohua & Linton, Oliver, 2018. "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, vol. 207(1), pages 212-236.
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• Stypka, Oliver & Wagner, Martin & Grabarczyk, Peter & Kawka, Rafael, 2017. "The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions," Economics Series 333, Institute for Advanced Studies.
• Pagliari, Maria Sole & Ahmed Hannan, Swarnali, 2024. "The volatility of capital flows in emerging markets: Measures and determinants," Journal of International Money and Finance, Elsevier, vol. 145(C).
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• Salvador Cruz Aké & Nora Gavira Durón & Reyna Susana García Ruíz, 2017. "Eficiencia de los modelos Poisson y Logístico en la asignación de probabilidades de incumplimiento a empresas mineras mexicanas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 12(1), pages 1-21, Enero-Mar.
• Florin Marius PAVELESCU, 2017. "Features of the production factors substitution and the estimated parameters of the Cobb-Douglas function with constant returns to scale and disembodied technical change," Romanian Journal of Economics, Institute of National Economy, vol. 45(2(54)), pages 134-152, December.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017. "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
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• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017. "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers 2017-23, Faculty of Economics and Statistics, Universität Innsbruck.
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• Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner, 2017. "The Economics of Replication," Discussion Papers of DIW Berlin 1640, DIW Berlin, German Institute for Economic Research.
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• James Raymer, 2017. "Measuring flows of international migration," IZA World of Labor, Institute of Labor Economics (IZA), pages 354-354, April.
• W. Robert Reed, 2017. "Replication in labor economics," IZA World of Labor, Institute of Labor Economics (IZA), pages 413-413, December.
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• Aykut Ekinci & Halil İbrahim Erdal, 2017. "Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles," Computational Economics, Springer;Society for Computational Economics, vol. 49(4), pages 677-686, April.
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• Yee Leung & Rongrong Li & Nannan Ji, 2017. "Application of extended Dempster–Shafer theory of evidence in accident probability estimation for dangerous goods transportation," Journal of Geographical Systems, Springer, vol. 19(3), pages 249-271, July.
• Dimitrios Panagiotou & Athanassios Stavrakoudis, 2017. "A Stochastic Production Frontier Estimator of the Degree of Oligopsony Power in the U.S. Cattle Industry," Journal of Industry, Competition and Trade, Springer, vol. 17(1), pages 121-133, March.
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• Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2017. "The ‘wrong skewness’ problem: a re-specification of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 47(1), pages 49-64, February.
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• Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk, 2017. "Nonparametric least squares methods for stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 47(3), pages 189-204, June.
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• Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017. "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 47(3), pages 205-221, June.
• Cristina-Ioana Fatu, 2017. "The Efficiency Of An Estimator. Application," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 9(3), pages 46-48, September.
• Jeyhun Mikayilov & Vusal Shukurov & Sabuhi Yusifov, 2017. "The Impact of Economic Growth and Population on Co2 Emissions from Transport Sector. Azerbaijan Case," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(2), pages 60-67, June.
• Jörg Breitung & Christoph Wigger, 2018. "Alternative GMM estimators for spatial regression models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 13(2), pages 148-170, April.
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• Daniel Wiliński & Łukasz Kraiński & Kamila Wesołowska & Mateusz Duś & Sylwia Marczak, 2017. "Wpływ lokalizacji na cenę ofertową nieruchomości na przykładzie ulicy Puławskiej w Warszawie," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 101, pages 69-76, September.
• Cuneyt KOYUNCU & Eda ÖZEN, 2017. "Religious, Ethnic, Linguistic and Cultural Diversity and Female Labor Force Participation," Journal of Economics Bibliography, KSP Journals, vol. 4(1), pages 87-93, March.
• Komain JIRANYAKUL, 2017. "Estimating the Threshold Level of Inflation for Thailand," Journal of Economics Bibliography, KSP Journals, vol. 4(2), pages 150-155, June.
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• Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales, 2017. "Comparing forecasts for tourism dynamics in Medellín, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 199-230, Enero - J.
• Elkin Castaño & Santiago Gallón, 2017. "A solution for multicollinearity in stochastic frontier production function models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 9-23, Enero - J.
• Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner, 2017. "The Economics of Replication," Discussion Papers of DIW Berlin 1640, DIW Berlin, German Institute for Economic Research.
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• García García, Claudia & García García, Catalina & Salmerón Gómez, Román & García Pérez, José, 2017. "Regresión con variables ortogonales y regresión alzada en el modelo STIRPAT/The Regression with Orthogonal Variables and the Raise Regression in the STIRPAT Model," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 717-734, Agosto.
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• Yu Yvette Zhang, 2017. "A Density-Ratio Model of Crop Yield Distributions," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(5), pages 1327-1343.
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• Wei Jiang, 2017. "Have Instrumental Variables Brought Us Closer to the Truth," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 6(2), pages 127-140.
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• Gómez-Déniz, Emilio & Pérez-Rodríguez, Jorge V., 2017. "Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 23(1), pages 3-23, Junio.
• Salmerón Gómez, Román & Rodríguez Martínez, Eduardo, 2017. "Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad. Aplicación a rendimientos de letras del tesoro || Quantitative Methods for a Linear Regression Model with Multicollinear," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 24(1), pages 169-189, Diciembre.
• De Andrés Mosquera, Andrés, 2017. "Los determinantes a largo plazo y su contribución a la tasa de ahorro de los hogares españoles en el período 1985-2016 || Long-term determinants and its contribution to Spanish household saving rate d," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 24(1), pages 292-339, Diciembre.
• Lavado, Pablo & Cueto, Santiago & Yamada, Gustavo & Wensjoe, Micaela, 2016. "The Effect of Fe y Alegria on School Achievement: Exploiting a School Lottery Selection as a Natural Experiment," IZA Discussion Papers 10431, Institute for the Study of Labor (IZA).
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• Greg Orosi, 2017. "Information content of right option tails: Evidence from S&P 500 index options," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 516-526, December.
• Lorenza Rossi & Emilio Zanetti Chini, 2016. "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 123, University of Pavia, Department of Economics and Management.
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• Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano, 2017. "Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors," Documentos de Trabajo / Working Papers 2017-435, Departamento de Economía - Pontificia Universidad Católica del Perú.
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• Belousova, Irina, 2017. "The role of endogenous capital depreciation rate in Dynamic Stochastic General Equilibrium models: Evidence from Canada," MPRA Paper 102036, University Library of Munich, Germany.
• Mossadak, Anas, 2017. "The transmission of monetary policy in Morocco: From policy rate to commercial banks’ lending rates," MPRA Paper 104578, University Library of Munich, Germany, revised 2017.
• Malikov, Emir & Sun, Yiguo, 2017. "Semiparametric estimation and testing of smooth coefficient spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 199(1), pages 12-34.
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• Kahia, Montassar, 2017. "The key factors of export intensity in Tunisia: A Logistic regression with random effect model," MPRA Paper 77278, University Library of Munich, Germany.
• Ferman, Bruno & Pinto, Cristine, 2017. "Placebo Tests for Synthetic Controls," MPRA Paper 78079, University Library of Munich, Germany.
• Ferman, Bruno, 2021. "Matching estimators with few treated and many control observations," Journal of Econometrics, Elsevier, vol. 225(2), pages 295-307.
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• Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018. "New bid-ask spread estimators from daily high and low prices," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 69-86.
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• Komain JIRANYAKUL, 2017. "Estimating the Threshold Level of Inflation for Thailand," Journal of Economics Bibliography, KSP Journals, vol. 4(2), pages 150-155, June.
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• Yang, Bill Huajian, 2017. "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper 79911, University Library of Munich, Germany.
• Erard, Brian, 2017. "Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach," MPRA Paper 79927, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper 79934, University Library of Munich, Germany.
• Mattera, Raffaele, 2017. "A GED-based regression to fit the actual data distribution," MPRA Paper 80501, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component," MPRA Paper 80641, University Library of Munich, Germany.
• Montanari, Giorgio E. & Doretti, Marco & Bartolucci, Francesco, 2017. "A multilevel latent Markov model for the evaluation of nursing homes' performance," MPRA Paper 80691, University Library of Munich, Germany.
• Razzak, Weshah, 2017. "The PPP Puzzle: An Update," MPRA Paper 80774, University Library of Munich, Germany.
• Irene Botosaru & Bruno Ferman, 2019. "On the role of covariates in the synthetic control method," The Econometrics Journal, Royal Economic Society, vol. 22(2), pages 117-130.
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• Gbato, Andre, 2017. "Impact of taxation on growth in Subsaharan Africa: new evidence based on a new data set," MPRA Paper 80903, University Library of Munich, Germany.
• Bibi, Abdelouahab & Ghezal, Ahmed, 2017. "Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models," MPRA Paper 81126, University Library of Munich, Germany.
• Gallic, Ewen & Vermandel, Gauthier, 2017. "Weather Shocks, Climate Change and Business Cycles," MPRA Paper 81230, University Library of Munich, Germany.
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• Clarke, Damian, 2017. "Estimating Difference-in-Differences in the Presence of Spillovers," MPRA Paper 81604, University Library of Munich, Germany.
• Babalwa Mapapu & Andrew Phiri, 2017. "Carbon emissions and economic growth in South Africa: A quantile regression approach," Working Papers 1713, Department of Economics, Nelson Mandela University, revised Oct 2017.
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• Iheonu, Chimere & Ihedimma, Godfrey & Onwuanaku, Chigozie, 2017. "Institutional Quality and Economic Performance in West Africa," MPRA Paper 82212, University Library of Munich, Germany.
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• Urbina, Jilber, 2017. "Eficiencia técnica en la producción de café en Nicaragua: Un análisis de fronteras estocásticas [Technical efficiency in coffee production: a stochastic frontier analysis for Nicaragua]," MPRA Paper 82690, University Library of Munich, Germany, revised Sep 2017.
• Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017. "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper 82828, University Library of Munich, Germany.
• Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.
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• El Alaoui, Aicha & Nekrache, Hassane, 2017. "For sustainable economic growth that seeks to improve environmental quality: an empirical analysis applied to morocco, algeria, tunisia, and egypt," MPRA Paper 85121, University Library of Munich, Germany, revised Mar 2018.
• MESTRE, Roman & TERRAZA, Michel, 2017. "Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- [Time-Frequency varying Beta Estimation -A continuous wavelets approach-]," MPRA Paper 86335, University Library of Munich, Germany.
• Cynthia Fan Yang, 2021. "Common factors and spatial dependence: an application to US house prices," Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 14-50, January.
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• Wang, Fa, 2017. "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper 93484, University Library of Munich, Germany, revised 19 May 2019.
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• Mirhashemi Dehnavi, Sayed Mohamad & Sadraei Javaheri , Ahmad & Marzban, Hossein & Mirdehghan, Sayed Morteza, 2017. "A Test for Natural Monopoly in Iranian Electricity Distribution Industry: A Panel Random Coefficients Model Analysis," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 4(1), pages 119-148, May.
• Rezaei, Hadi & Alizadeh , Mohammad & Nademi, Younes, 2017. "Effective Factors on Per Capita Healthcare Expenditure: A Comparison of Spatial Models in Selected Developing Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 4(2), pages 1-26, September.
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• Daniel Ciuiu, 2017. "Bayesian Inference for Linear Regression," Working Papers of Macroeconomic Modelling Seminar 170803, Institute for Economic Forecasting.
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• Sayef Bakari, 2017. "The Impact Of Domestic Investment On Economic Growth: New Evidence From Malaysia," Journal of Smart Economic Growth, , vol. 2(2), pages 105-121, September.
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• Rahul Mukherjee, 2017. "Causal Inference Using Potential Outcomes for a General Assignment Scheme," Proceedings of International Academic Conferences 4607283, International Institute of Social and Economic Sciences.
• Gavira Durón, Nora & Aguilar Galindo, Julio Irving, 2017. "Métodos numéricos para cálculo de la prima de opciones asiáticas / Numerical Methods for Calculation of Asian Options Premium," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 7(1), pages 27-66, enero-jun.
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• Michał Bernardelli, 2017. "Predicting Hourly Internet Traffic in the RTB System – Panel Approach," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 11-26.
• Maciej Jewczak & Klaudia Twardowska, 2017. "Health Needs of the Polish Society and the Willingness to Pay for Health Services," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 15(69), pages 159-174.
• Riadh El Abed, 2017. "Time Varying And Asymmetric Effect Between Oil Prices And Nominal Exchange Rate Volatility: A Multivariate Fiegarch-Dcc Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 9(1 (March)), pages 86-106.
• Yu-Chin Hsu & Chung-Ming Kuan & Giorgio Teng-Yu Lo, 2017. "Quantile Treatment Effects in Regression Discontinuity Designs with Covariates," IEAS Working Paper : academic research 17-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Yu-Chin Hsu & Tsung-Chih Lai & Robert P. Lieli, 2017. "Estimating Counterfactual Treatment Effects to Assess External Validity," IEAS Working Paper : academic research 17-A011, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Mihaela Simionescu, 2017. "Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania," Bulgarian Economic Papers bep-2017-06, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised May 2017.
• Daniel Stefan Armeanu & Adrian Enciu & Sorin-Iulian Cioaca, 2017. "Romanian Capital Market in a Globalized World," Working papers Globalization - Economic, Social and Moral Implications, April 2017 2, Research Association for Interdisciplinary Studies.
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• Shouji Fujimoto & Takayuki Mizuno & Takaaki Ohnishi & Chihiro Shimizu & Tsutomu Watanabe, 2017. "Relationship between population density and population movement in inhabitable lands," Evolutionary and Institutional Economics Review, Springer, vol. 14(1), pages 117-130, June.
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• Zhao Zhao & Guowei Cui & Shaoping Wang, 2017. "A Monte Carlo comparison of estimating the number of dynamic factors," Empirical Economics, Springer, vol. 53(3), pages 1217-1241, November.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2017. "Hybrid scheme for Brownian semistationary processes," Finance and Stochastics, Springer, vol. 21(4), pages 931-965, October.
• Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017. "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, vol. 52(1), pages 73-91, December.
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• Ryo Okui, 2017. "Misspecification in Dynamic Panel Data Models and Model-Free Inferences," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 283-304, September.
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• Junko Koeda, 2017. "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, vol. 68(4), pages 443-457, December.
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• C. Sean Burns & Charles W. Fox, 2017. "Language and socioeconomics predict geographic variation in peer review outcomes at an ecology journal," Scientometrics, Springer;Akadémiai Kiadó, vol. 113(2), pages 1113-1127, November.
• Sandra Nieto & Raul Ramos, 2017. "Overeducation, Skills and Wage Penalty: Evidence for Spain Using PIAAC Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(1), pages 219-236, October.
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• Pedro Pires Ribeiro & José Dias Curto, 2017. "Volatility spillover effects in interbank money markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(1), pages 105-136, February.
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• Ilker Met & Guven Tunalı & Ayfer Erkoc & Sinan Tanrikulu & M. Ozgur Dolgun, 2017. "Branch Efficiency and Location Forecasting: Application of Ziraat Bank," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(4), pages 1-1.
• Stefanos G. Giakoumatos & Malapani Eleni, 2017. "Poverty in Greece using Small Area Estimation Methods," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 6(3), pages 1-3.
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• Scott French, 2017. "Comparative Advantage and Biased Gravity," Discussion Papers 2017-03, School of Economics, The University of New South Wales.
• Scott French, 2017. "A Gravity-Based Revealed Comparative Advantage Estimator," Discussion Papers 2017-05, School of Economics, The University of New South Wales.
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• V. Filimonov & G. Demos & D. Sornette, 2017. "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1167-1186, August.
  • Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Swiss Finance Institute Research Paper Series 16-12, Swiss Finance Institute.
  • Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016. "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers 1602.08258, arXiv.org.
• Alexis Habiyaremye, 2017. "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Taylor & Francis Journals, vol. 56(3), pages 296-311, July.
  • Habiyaremye, Alexis, 2017. "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," MERIT Working Papers 2017-024, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2018. "Weighted-average least squares estimation of generalized linear models," Journal of Econometrics, Elsevier, vol. 204(1), pages 1-17.
  • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017. "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series 1711, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2017.
  • Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
• Tom Boot & Didier Nibbering, 2017. "Inference in high-dimensional linear regression models," Tinbergen Institute Discussion Papers 17-032/III, Tinbergen Institute, revised 05 Jul 2017.
• Sander Barendse, 2017. "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers 17-034/III, Tinbergen Institute.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2017. "Realized stochastic volatility with general asymmetry and long memory," Journal of Econometrics, Elsevier, vol. 199(2), pages 202-212.
  • Asai, M. & Chang, C-L. & McAleer, M.J., 2017. "Realized Stochastic Volatility with General Asymmetry and Long Memory," Econometric Institute Research Papers TI 2017-038/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Chia-Lin Chang & Michael McAleer, 2017. "Realized Stochastic Volatility with General Asymmetry and Long Memory," Tinbergen Institute Discussion Papers 17-038/III, Tinbergen Institute.
• David E. Allen & Michael McAleer, 2018. "Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management," Energies, MDPI, vol. 11(7), pages 1-19, June.
  • Tan, A.C. & McAleer, M.J., 2017. "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Econometric Institute Research Papers 17-069/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management," Tinbergen Institute Discussion Papers 17-069/III, Tinbergen Institute.
  • David E. Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Documentos de Trabajo del ICAE 2017-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018. "Specification Testing of Production in a Stochastic Frontier Model," Sustainability, MDPI, vol. 10(9), pages 1-10, August.
  • Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Documentos de Trabajo del ICAE 2017-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Tinbergen Institute Discussion Papers 17-097/III, Tinbergen Institute.
  • Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017. "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers EI 2017-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Jesson J. Einmahl & John H. J. Einmahl & Laurens de Haan, 2019. "Limits to Human Life Span Through Extreme Value Theory," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1075-1080, July.
  • Einmahl, Jesson & Einmahl, John & de Haan, L.F.M., 2017. "Limits to Human Life Span Through Extreme Value Theory," Other publications TiSEM 46b8d3f3-34c3-4936-90ee-8, Tilburg University, School of Economics and Management.
  • Einmahl, Jesson & Einmahl, John & de Haan, L.F.M., 2017. "Limits to Human Life Span Through Extreme Value Theory," Discussion Paper 2017-051, Tilburg University, Center for Economic Research.
• Jan Beirlant & Andrzej Kijko & Tom Reynkens & John H. J. Einmahl, 2019. "Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 98(3), pages 1091-1113, September.
  • Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John, 2017. "Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case," Other publications TiSEM 65e5595c-7ec1-4723-bf0e-8, Tilburg University, School of Economics and Management.
  • Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John, 2017. "Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case," Discussion Paper 2017-050, Tilburg University, Center for Economic Research.
• Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
  • Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM c849e96f-3ad1-461e-96c6-f, Tilburg University, School of Economics and Management.
  • Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper 2017-017, Tilburg University, Center for Economic Research.
• Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
  • Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper 2017-017, Tilburg University, Center for Economic Research.
  • Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM c849e96f-3ad1-461e-96c6-f, Tilburg University, School of Economics and Management.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2019. "Asymptotic properties of the maximum likelihood estimator in regime switching econometric models," Journal of Econometrics, Elsevier, vol. 208(2), pages 442-467.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2017. "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models," CIRJE F-Series CIRJE-F-1049, CIRJE, Faculty of Economics, University of Tokyo.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2017. "Are University Admissions Academically Fair?," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 449-464, July.
  • Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2012. "Are University Admissions Academically Fair?," Economics Series Working Papers 608, University of Oxford, Department of Economics.
  • Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2014. "Are University Admissions Academically Fair?," CREATES Research Papers 2014-06, Department of Economics and Business Economics, Aarhus University.
• Guangwei Zhu & Zaichao Du & Juan Carlos Escanciano, 2017. "Automatic portmanteau tests with applications to market risk management," Stata Journal, StataCorp LLC, vol. 17(4), pages 901-915, December.
  • Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu, 2017. "Automatic Portmanteau Tests with Applications to Market Risk Management," CAEPR Working Papers 2017-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• David E. Allen & Michael McAleer, 2018. "Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management," Energies, MDPI, vol. 11(7), pages 1-19, June.
  • Tan, A.C. & McAleer, M.J., 2017. "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Econometric Institute Research Papers 17-069/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Documentos de Trabajo del ICAE 2017-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management," Tinbergen Institute Discussion Papers 17-069/III, Tinbergen Institute.
• Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018. "Specification Testing of Production in a Stochastic Frontier Model," Sustainability, MDPI, vol. 10(9), pages 1-10, August.
  • Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Tinbergen Institute Discussion Papers 17-097/III, Tinbergen Institute.
  • Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Documentos de Trabajo del ICAE 2017-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017. "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers EI 2017-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Margherita Comola & Marcel Fafchamps, 2017. "The Missing Transfers: Estimating Misreporting in Dyadic Data," Economic Development and Cultural Change, University of Chicago Press, vol. 65(3), pages 549-582.
  • Fafchamps, Marcel & Comola, Margherita, 2015. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," CEPR Discussion Papers 10575, C.E.P.R. Discussion Papers.
  • Margherita Comola & Marcel Fafchamps, 2017. "The Missing Transfers: Estimating Misreporting in Dyadic Data," Post-Print halshs-01630358, HAL.
  • Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01306614, HAL.
  • Margherita Comola & Marcel Fafchamps, 2017. "The Missing Transfers: Estimating Misreporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint) halshs-01630358, HAL.
  • Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint) hal-01306614, HAL.
  • Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Post-Print hal-01306614, HAL.
• Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017. "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, vol. 52(1), pages 73-91, December.
  • Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017. "A Combined Estimator of Regression Models with Measurement Errors," Working Papers 201902, University of California at Riverside, Department of Economics.
• Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu, 2021. "Time-varying model averaging," Journal of Econometrics, Elsevier, vol. 222(2), pages 974-992.
  • Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017. "Time-varying Model Averaging," Working Papers 202001, University of California at Riverside, Department of Economics.
• Alex Klein & Guy Tchuente, 2017. "Spatial differencing for sample selection models," Studies in Economics 1701, School of Economics, University of Kent.
• Alexis Habiyaremye, 2017. "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Taylor & Francis Journals, vol. 56(3), pages 296-311, July.
  • Habiyaremye, Alexis, 2017. "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," MERIT Working Papers 2017-024, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Fernando Delbianco & Andrés Fioriti, 2017. "Empirical search and characterization of contemporaneity using breaks and regime switching [Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de ré," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 34(68), pages 75-91, january-J.
• Dare, Wale & Fengler, Matthias, 2017. "Global estimation of realized spot volatility in the presence of price jumps," Economics Working Paper Series 1715, University of St. Gallen, School of Economics and Political Science.
• Alessandro Chiarucci & Rosa Maria Di Biase & Lorenzo Fattorini & Marzia Marcheselli & Caterina Pisani, 2017. "Joining the Incompatible: Exploiting Floristic Lists for the Sample-based Estimation of Species Richness," Department of Economics University of Siena 753, Department of Economics, University of Siena.
• Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021. "Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments," Econometric Theory, Cambridge University Press, vol. 37(2), pages 281-310, April.
  • Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 761, Department of Economics, University of Siena.
  • Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 821, Department of Economics, University of Siena.
• Federico Crudu, 2017. "Errors-in-Variables Models with Many Proxies," Department of Economics University of Siena 774, Department of Economics, University of Siena.
• Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
• Ryan T. Godwin & David E. Giles, 2017. "Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant," Econometrics Working Papers 1702, Department of Economics, University of Victoria.
• David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1203, Department of Economics, University of Victoria.
  • David E. Giles, 2017. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1703, Department of Economics, University of Victoria.
• Barańska Anna, 2017. "Compensation for Real Properties Acquired for Roads in Different Procedures - Comparative Analysis," Real Estate Management and Valuation, Sciendo, vol. 25(4), pages 40-49, December.
• Hassan O. Ozekhome, 2017. "Foreign Aid, Foreign Direct Investment And Economic Growth In Ecowas Countries: Are There Diminishing Returns In The Aid-Growth Nexus?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 17(1), pages 61-84, June.
• Hassan O. Ozekhome, 2017. "Does Money Supply Growth Cause Inflation In The West African Monetary Zone?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 17(2), pages 57-80, December.
• Pierre Chausse & George Luta, 2017. "Casual Inference using Generalized Empirical Likelihood Methods," Working Papers 1707, University of Waterloo, Department of Economics, revised Dec 2017.
• Pierre Chausse, 2017. "Regularized Empirical Likelihood as a Solution to the No Moment," Working Papers 1708, University of Waterloo, Department of Economics, revised Nov 2017.
• Harald Oberhofer & Michael Pfaffermayr, 2021. "Estimating the trade and welfare effects of Brexit: A panel data structural gravity model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 338-375, February.
  • Harald Oberhofer & Michael Pfaffermayr, 2017. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," CESifo Working Paper Series 6828, CESifo.
  • Harald Oberhofer & Michael Pfaffermayr, 2018. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," Department of Economics Working Papers wuwp259, Vienna University of Economics and Business, Department of Economics.
  • Harald Oberhofer & Michael Pfaffermayr, 2018. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," FIW Working Paper series 187, FIW.
  • Oberhofer, Harald & Pfaffermayr, Michael, 2018. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," Department of Economics Working Paper Series 259, WU Vienna University of Economics and Business.
  • Harald Oberhofer & Michael Pfaffermayr, 2017. "Estimating the Trade and Welfare Effects of Brexit. A Panel Data Structural Gravity Model," WIFO Working Papers 546, WIFO.
• W. Bentley MacLeod, 2017. "Viewpoint: The human capital approach to inference," Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 5-39, February.
  • W. Bentley MacLeod, 2017. "Viewpoint: The human capital approach to inference," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(1), pages 5-39, February.
  • W. Bentley MacLeod, 2016. "Viewpoint: The Human Capital Approach to Inference," NBER Working Papers 22123, National Bureau of Economic Research, Inc.
• Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
  • Manuel Arellano & Stéphane Bonhomme, 2015. "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers 75/15, Institute for Fiscal Studies.
  • Manuel Arellano & Stéphane Bonhomme, 2016. "Quantile Selection Models with an Application to Understanding Changes in Wage Inequality," Working Papers wp2016_1610, CEMFI.
  • Manuel Arellano & Stéphane Bonhomme, 2015. "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers CWP75/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Mariano Kulish & Adrian Pagan, 2017. "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
  • Mariano Kulish & Adrian Pagan, 2012. "Estimation and Solution of Models with Expectations and Structural Changes," RBA Research Discussion Papers rdp2012-08, Reserve Bank of Australia.
  • Kulish, Mariano & Pagan, Adrian, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," Dynare Working Papers 34, CEPREMAP.
  • Mariano Kulish & Adrian Pagan, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," CAMA Working Papers 2014-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jack Fosten, 2017. "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1087-1106, September.
  • Jack Fosten, 2016. "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series 2016-07, School of Economics, University of East Anglia, Norwich, UK..
• Xavier D'Haultfœuille & Roland Rathelot, 2017. "Measuring segregation on small units: A partial identification analysis," Quantitative Economics, Econometric Society, vol. 8(1), pages 39-73, March.
  • Xavier d'Haultfoeuille & Roland Rathelot, 2011. "Measuring Segregation on Small Units : A Partial Identification Analysis," Working Papers 2011-18, Center for Research in Economics and Statistics.
  • Xavier D'Haultfoeuille & Roland Rathelot, 2016. "Measuring Segregation on Small Units: A Partial Identification Analysis," RF Berlin - CReAM Discussion Paper Series 1611, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
  • D’Haultfoeuille, Xavier & Rathelot, Roland, 2016. "Measuring Segregation on Small Units: A Partial Identification Analysis," CAGE Online Working Paper Series 291, Competitive Advantage in the Global Economy (CAGE).
• Inés P. Murillo & José L. Raymond & Jorge Calero, 2017. "Efficiency in the transformation of schooling into competences: A cross-country analysis using PIAAC data," Working Papers XREAP2017-11, Xarxa de Referència en Economia Aplicada (XREAP), revised Nov 2017.
• Cho, Jin Seo & White, Halbert, 2018. "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1101-1131, October.
  • Jin Seo Cho & Halbert White, 2017. "Directionally Differentiable Econometric Models," Working papers 2017rwp-103, Yonsei University, Yonsei Economics Research Institute.
• Jin Seo Cho & Halbert White, 2017. "Supplements to "Directionally Differentiable Econometric Models"," Working papers 2017rwp-103a, Yonsei University, Yonsei Economics Research Institute.
• Simionescu, Mihaela, 2017. "Prediction intervals for inflation and unemployment rate in Romania. A Bayesian approach," GLO Discussion Paper Series 82, Global Labor Organization (GLO).
• Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2015. "Going Beyond LATE: Bounding Average Treatment Effects of Job Corps Training," IZA Discussion Papers 9511, Institute of Labor Economics (IZA).
  • Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2017. "Going beyond LATE: Bounding Average Treatment Effects of Job Corps Training," GLO Discussion Paper Series 93, Global Labor Organization (GLO).
• Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy, 2017. "Immigration Policy and Remittance Behaviour," IZA Discussion Papers 10927, Institute of Labor Economics (IZA).
  • Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy, 2017. "Immigration Policy and Remittance Behaviour," GLO Discussion Paper Series 94, Global Labor Organization (GLO).
  • Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy, 2021. "Immigration Policy and Remittance Behaviour," GLO Discussion Paper Series 94 [rev.], Global Labor Organization (GLO).
• El Abed, Riadh & Zardoub, Amna, 2017. "Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model," Economics Discussion Papers 2017-97, Kiel Institute for the World Economy (IfW Kiel).
• Yoosoon Chang & Boreum Kwak, 2017. "U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules," CAEPR Working Papers 2017-016, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Chang, Yoosoon & Kwak, Boreum, 2017. "U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules," IWH Discussion Papers 15/2017, Halle Institute for Economic Research (IWH).
• Han, Sungmin, 2017. "Contributions of Public Investment to Economic Growth and Productivity," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 39(4), pages 25-50.
• Will, Matthias Georg, 2017. "Voluntary turnover: What we measure and what it (really) means," Discussion Papers 2017-01, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
• Tryphonides, Andreas, 2017. "Conditional moment restrictions and the role of density information in estimated structural models," SFB 649 Discussion Papers 2017-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Li, Xinjue & Zbonakova, Lenka & Härdle, Wolfgang Karl, 2017. "Penalized adaptive method in forecasting with large information set and structure change," SFB 649 Discussion Papers 2017-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Zhu, Junyi & Pasteau, Etienne, 2017. "Love and money with inheritance: marital sorting between labor income and inherited wealth in the modern partnership," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168086, Verein für Socialpolitik / German Economic Association.
• Olivier Ledoit & Michael Wolf, 2017. "Analytical nonlinear shrinkage of large-dimensional covariance matrices," ECON - Working Papers 264, Department of Economics - University of Zurich, revised Nov 2018.

2016

• Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2021. "Estimating and testing high dimensional factor models with multiple structural changes," Journal of Econometrics, Elsevier, vol. 220(2), pages 349-365.
  • Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2016. "Estimating and testing high dimensional factor models with multiple structural changes," MPRA Paper 98489, University Library of Munich, Germany, revised 26 Jul 2019.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017. "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
  • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers 2016-09, University of Connecticut, Department of Economics.
  • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers 201647, University of Pretoria, Department of Economics.
• Michael Princ, 2016. "Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2016(3), pages 125-137.
• Dejan Živkov & Jovan Njegić & Mirela Momčilović & Ivan Milenković, 2016. "Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(3), pages 253-270.
• Piotr Kębłowski, 2016. "Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(4), pages 203-217, December.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017. "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 198(1), pages 165-188.
  • Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2016. "Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form," Working Paper 1324, Economics Department, Queen's University.
  • Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
• Mirela Sorina Miescu, 2016. "IMF Programs and Sensitivity to External Shocks: An Empirical Application," Working Papers 791, Queen Mary University of London, School of Economics and Finance.
• Mirela Sorina Miescu, 2016. "IMF Programs and Sensitivity to External Shocks: An Empirical Application," Working Papers 791, Queen Mary University of London, School of Economics and Finance.
  • Mirela Sorina Miescu, 2016. "IMF Programs and Sensitivity to External Shocks: An Empirical Application," Working Papers 791, Queen Mary University of London, School of Economics and Finance.
• Kaouther Jouaber-Snoussi & Rim Tekaya, 2016. "Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model," Bankers, Markets & Investors, ESKA Publishing, issue 145, pages 14-25, November-.
• Gayle, George-Levi & Golan, Limor & Soytas, Mehmet A., 2022. "What is the source of the intergenerational correlation in earnings?," Journal of Monetary Economics, Elsevier, vol. 129(C), pages 24-45.
  • George-Levi Gayle & Limor Golan & Mehmet A. Soytas, 2015. "What is the source of the intergenerational correlation in earnings?," Working Papers 2015-19, Federal Reserve Bank of St. Louis.
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• Paola Stolfi & Mauro Bernardi & Lea Petrella, 2016. "Multivariate Method Of Simulated Quantiles," Departmental Working Papers of Economics - University 'Roma Tre' 0212, Department of Economics - University Roma Tre.
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• Rosales Contreras, Jorge, 2016. "Intervalos de confianza para VaR y ES, y su aplicación al mercado colombiano," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(1), pages 55-82, enero-jun.
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• Ali GÜVERCİN, 2016. "Sentimental Herding: The Role of Regional and Global Shocks in Egyptian and Saudi Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Michael L. Polemis & Aikaterina Oikonomou, 2016. "Does regulation affect market power? Evidence from Greek SMEs," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(4), pages 43-60, October-D.
• Daniel A. Griffith & Manfred M. Fischer, 2016. "Constrained Variants of the Gravity Model and Spatial Dependence: Model Specification and Estimation Issues," Advances in Spatial Science, in: Roberto Patuelli & Giuseppe Arbia (ed.), Spatial Econometric Interaction Modelling, chapter 0, pages 37-66, Springer.
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• Sungyup Chung, 2016. "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(1), pages 229-252, January.
• Daniel Ambach & Robert Garthoff, 2016. "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 15-36, February.
• Vladimir K. Kaishev & Dimitrina S. Dimitrova & Steven Haberman & Richard J. Verrall, 2016. "Geometrically designed, variable knot regression splines," Computational Statistics, Springer, vol. 31(3), pages 1079-1105, September.
• D. Michele Cifarelli, 2016. "Estimation of the regression slope by means of Gini’s cograduation index," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 113-142, November.
• Netsanet Haile & Jörn Altmann, 2016. "Structural analysis of value creation in software service platforms," Electronic Markets, Springer;IIM University of St. Gallen, vol. 26(2), pages 129-142, May.
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• Johan Blomquist & Joakim Westerlund, 2016. "Panel bootstrap tests of slope homogeneity," Empirical Economics, Springer, vol. 50(4), pages 1359-1381, June.
• Francisco Alvarez & Cristina Mazón, 2016. "Price volatility in the secondary market and bidders’ heterogeneous behavior in Spanish Treasury auctions," Empirical Economics, Springer, vol. 50(4), pages 1435-1466, June.
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• Xiaobo Peng & Dalton Conley, 2016. "The implication of health insurance for child development and maternal nutrition: evidence from China," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 17(5), pages 521-534, June.
• Santosh K. Sahu & Sukanya Das, 2016. "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," India Studies in Business and Economics, in: N.S. Siddharthan & K. Narayanan (ed.), Technology, pages 141-156, Springer.
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• Sondra Collins & Edward Nissan, 2016. "Comparing Africa, Asia and Latin America/Caribbean countries using per capita GDP, remittances, openness, capital/labor ratios and freedom," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 188-198, January.
• Sondra Collins & Edward Nissan, 2016. "Comparing Africa, Asia and Latin America/Caribbean countries using per capita GDP, remittances, openness, capital/labor ratios and freedom," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 188-198, January.
• Ronald L. Oaxaca & David L. Dickinson, 2016. "Symmetric experimental designs: conditions for equivalence of panel data estimators," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 2(1), pages 85-95, May.
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• Harry H. Kelejian, 2016. "Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis," Letters in Spatial and Resource Sciences, Springer, vol. 9(1), pages 113-136, March.
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• Syed Jawad Hussain Shahzad & Muhammad Zakaria & Mobeen Ur Rehman & Tanveer Ahmed & Bashir Ahmed Fida, 2016. "Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 127(1), pages 179-194, May.
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• Hartigan, Luke, 2018. "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 55-73.
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• Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016. "Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem," Economics Letters, Elsevier, vol. 149(C), pages 131-134.
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• Meltem Ucal & Alfred Albert Haug & Mehmet Hüseyin Bilgin, 2016. "Income inequality and FDI: evidence with Turkish data," Applied Economics, Taylor & Francis Journals, vol. 48(11), pages 1030-1045, March.
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• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016. "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, vol. 35(2), pages 232-256, February.
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• Donna Feir & Thomas Lemieux & Vadim Marmer, 2016. "Weak Identification in Fuzzy Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-196, April.
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• Asai, M. & McAleer, M.J., 2016. "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Econometric Institute Research Papers EI2016-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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• Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016. "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers 16-082/III, Tinbergen Institute.
• Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
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  • Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
  • Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
  • Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
• Rabovič, Renata & Čížek, Pavel, 2023. "Estimation of spatial sample selection models: A partial maximum likelihood approach," Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
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  • Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Discussion Paper 2016-013, Tilburg University, Center for Economic Research.
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• Einmahl, John & Kiriliouk, A. & Segers, J.J.J., 2016. "A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions," Other publications TiSEM a3e7350b-4773-4bd8-9c3c-6, Tilburg University, School of Economics and Management.
  • Einmahl, John & Kiriliouk, A. & Segers, J.J.J., 2016. "A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions," Discussion Paper 2016-002, Tilburg University, Center for Economic Research.
  • Einmahl, John H. J. & Kiriliouk, Anna & Segers, Johan, 2018. "A continuous updating weighted least squares estimator of tail dependence in high dimensions," LIDAM Reprints ISBA 2018019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, John & Kiriliouk, Anna & Segers, Johan, 2016. "A continuous updating weighted least squares estimator of tail dependence in high dimensions," LIDAM Discussion Papers ISBA 2016002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
  • Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
  • Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
  • Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
  • Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
  • Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
• Rabovič, Renata & Čížek, Pavel, 2023. "Estimation of spatial sample selection models: A partial maximum likelihood approach," Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
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• David Han, 2016. "Development of a load sharing policy by managing the residual life based on a stochastic process," Working Papers 0177mss, College of Business, University of Texas at San Antonio.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2020. "Robust frontier estimation from noisy data: A Tikhonov regularization approach," Econometrics and Statistics, Elsevier, vol. 14(C), pages 1-23.
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• Tamara Burdisso & Maximo Sangiacomo, 2016. "Panel time series: Review of the methodological evolution," Stata Journal, StataCorp LLC, vol. 16(2), pages 424-442, June.
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• Asai, M. & McAleer, M.J., 2016. "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Econometric Institute Research Papers EI2016-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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• Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022. "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, vol. 24(C), pages 133-150.
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• Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016. "Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs," Journal of Financial Stability, Elsevier, vol. 26(C), pages 216-227.
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• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017. "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
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• Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016. "Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs," Journal of Financial Stability, Elsevier, vol. 26(C), pages 216-227.
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  • Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers 201611, School of Economics, University College Dublin.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016. "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 254-264.
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• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017. "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
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• Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
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• Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2017. "Identification and estimation of a large factor model with structural instability," Journal of Econometrics, Elsevier, vol. 197(1), pages 87-100.
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• Jack Fosten, 2017. "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1087-1106, September.
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• Innocenti, Stefania & Cowan, Robin, 2016. "Mimetic behaviour and institutional persistence: A two-armed bandit experiment," MERIT Working Papers 2016-028, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Giorgio Calcagnini & Germana Giombini & Francesco Perugini, 2016. "Bank Foundations, Social Capital, and the Growth of Italian Provinces," Mo.Fi.R. Working Papers 131, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
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• Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur, 2016. "Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients," Working Papers on Finance 1607, University of St. Gallen, School of Finance.
• Benth, Fred Espen & Paraschiv, Florentina, 2016. "A Structural Model for Electricity Forward Prices," Working Papers on Finance 1611, University of St. Gallen, School of Finance.
• Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016. "Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?," Research Paper Series 367, Quantitative Finance Research Centre, University of Technology, Sydney.
• Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016. "Empirical Hedging Performance on Long-Dated Crude Oil Derivatives," Research Paper Series 376, Quantitative Finance Research Centre, University of Technology, Sydney.
• Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2018. "Bayesian non‐parametric conditional copula estimation of twin data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(3), pages 523-548, April.
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• Monica Billio & Roberto Casarin & Luca Rossini, 2016. "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers 2016:20, Department of Economics, University of Venice "Ca' Foscari".
• Wawrowski Łukasz, 2016. "The Spatial Fay-Herriot Model in Poverty Estimation," Folia Oeconomica Stetinensia, Sciendo, vol. 16(2), pages 191-202, December.
• Alfred J. H. Aruna, 2016. "Velocity Of Money Within The Framework Of Monetary Targeting In Sierra Leone," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 16(1), pages 62-96, June.
• Ekemini Usuah & John Odozi & Oluwatosin Adeniyi, 2016. "Financial Liberalization And Small Medium Scale Enterprises Growth In Nigeria," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 16(1), pages 97-117, June.
• Natalia Nehrebecka & Aneta Dzik-Walczak, 2016. "Publication selection bias in the sources of financing the enterprises research? A Meta-Regression Analysis," Working Papers 2016-02, Faculty of Economic Sciences, University of Warsaw.
• Yingxia Pu & Ying Ge, 2016. "Multilateral mechanism analysis of interprovincial migration flows in China," ERSA conference papers ersa16p423, European Regional Science Association.
• Alberto Abadie & Guido W. Imbens, 2016. "Matching on the Estimated Propensity Score," Econometrica, Econometric Society, vol. 84, pages 781-807, March.
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• Olivier Scaillet, 2016. "On ill‐posedness of nonparametric instrumental variable regression with convexity constraints," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 232-236, June.
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• Anna Kormilitsina & Denis Nekipelov, 2016. "Consistent Variance Of The Laplace‐Type Estimators: Application To Dsge Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 603-622, May.
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• Jason R. Blevins, 2016. "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(5), pages 773-804, August.
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• Simon Reese & Joakim Westerlund, 2016. "Panicca: Panic on Cross‐Section Averages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 961-981, September.
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• Chen, Mingli, 2016. "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," Economic Research Papers 269326, University of Warwick - Department of Economics.
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• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018. "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 523-537, July.
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• Webel, Karsten, 2016. "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers 07/2016, Deutsche Bundesbank.
• M. Dietsch & K. Düllmann & H. Fraisse & P. Koziol & C. Ott, 2016. "Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans," Debats Economiques et financiers 23, Banque de France.
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• Kufenko, Vadim & Prettner, Klaus, 2016. "You can't always get what you want? Estimator choice and the speed of convergence," Hohenheim Discussion Papers in Business, Economics and Social Sciences 20-2016, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Agnani, Betty & Aray, Henry, 2016. "Effects of Oscar awards on movie production," Economics Discussion Papers 2016-8, Kiel Institute for the World Economy (IfW Kiel).
• Kim, Kun Ho & Park, Suna, 2016. "Inference and Forecasting Based on the Phillips Curve," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 38(2), pages 1-20.
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2016. "Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors," SFB 649 Discussion Papers 2016-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019. "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1473-1489, September.
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• Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko, 2016. "Functional principal component analysis for derivatives of multivariate curves," SFB 649 Discussion Papers 2016-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021. "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, vol. 37(4), pages 794-816, August.
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• Stammann, Amrei & Heiß, Florian & McFadden, Daniel, 2016. "Estimating Fixed Effects Logit Models with Large Panel Data," VfS Annual Conference 2016 (Augsburg): Demographic Change 145837, Verein für Socialpolitik / German Economic Association.
• Ledoit, Olivier & Wolf, Michael, 2017. "Numerical implementation of the QuEST function," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 199-223.
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• Robert F. Engle & Olivier Ledoit & Michael Wolf, 2019. "Large Dynamic Covariance Matrices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 363-375, April.
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• Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016. "Improving weighted least squares inference," ECON - Working Papers 232, Department of Economics - University of Zurich, revised Nov 2017.
• Olivier Ledoit & Michael Wolf & Zhao Zhao, 2016. "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," ECON - Working Papers 238, Department of Economics - University of Zurich, revised May 2018.
• Yunus Emre Ergemen, 2016. "Generalized Efficient Inference on Factor Models with Long-Range Dependence," CREATES Research Papers 2016-05, Department of Economics and Business Economics, Aarhus University.
• Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016. "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers 2016-12, Department of Economics and Business Economics, Aarhus University.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer, 2016. "Component shares in continuous time," CREATES Research Papers 2016-25, Department of Economics and Business Economics, Aarhus University.
• Joachim Lebovits & Mark Podolskij, 2016. "Estimation of the global regularity of a multifractional Brownian motion," CREATES Research Papers 2016-33, Department of Economics and Business Economics, Aarhus University.
• Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016. "Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices," Annals of Economics and Statistics, GENES, issue 123-124, pages 103-134.
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• Christian Francq & Jean-Michel Zakoïan, 2016. "Looking for Efficient QML Estimation of Conditional VaRs at Multiple Risk Levels," Annals of Economics and Statistics, GENES, issue 123-124, pages 9-28.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016. "Star Wars: The Empirics Strike Back," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 1-32, January.
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• Raluca Necula & Mirela Stoian & Manea Draghici, 2016. "The Convergent Evolution of Romania’s Gross Domestic Product in Relation to the Average Macro-Economic Result of the European Union Countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(43), pages 575-575, August.
• Kadjo, Didier & Ricker-Gilbert, Jacob & Tahirou, Abdoulaye & Shively, Gerald & Baco, Nasser, 2016. "Adverse selection in informal maize markets in Benin," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 249289, African Association of Agricultural Economists (AAAE).
• Thompson, Jada M. & Pendell, Dustin L., 2016. "A System Approach for Three-Dimensional Panel Data to Estimate Poultry Trade Impacts due to Animal Disease Outbreaks," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236003, Agricultural and Applied Economics Association.
• Wang, Xiaojin, 2016. "Is Fair Trade Fair for Consumers? A Hedonic Analysis of U.S. Retail Fair Trade Coffee Prices," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236344, Agricultural and Applied Economics Association.
• Areal, Francisco José & Balcombe, Kevin & Rapsomanikis, George, 2016. "Testing for bubbles in agriculture commodity markets," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 16(01), June.
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• Berrittella, Maria & Provenzano, Carmelo, 2016. "An Empirical Analysis of the Public Spending Decomposition on Organized Crime," ET: Economic Theory 232005, Fondazione Eni Enrico Mattei (FEEM).
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017. "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 198(1), pages 165-188.
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• Zhou, Mo, 2016. "Residential Water Demand in China: Applications of Double-Log Model and EDM System," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229774, Southern Agricultural Economics Association.
• Chen, Mingli, 2016. "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS) 1120, University of Warwick, Department of Economics.
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• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, vol. 212(2), pages 503-521.
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• Lorenzo Camponovo & O. Scaillet & Fabio Trojani, 2013. "Predictability Hidden by Anomalous Observations," Swiss Finance Institute Research Paper Series 13-05, Swiss Finance Institute.
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• Horowitz, Joel L. & Lee, Sokbae, 2017. "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
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• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
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  • Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers 31/16, Institute for Fiscal Studies.
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• Ho, Kate & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
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• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
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• Calista Cheung & Dmitry Granovsky, 2016. "New Housing Registrations as a Leading Indicator of the BC Economy," Discussion Papers 16-3, Bank of Canada.
• Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine, 2016. "Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans," Discussion Papers 45/2016, Deutsche Bundesbank.
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• John Pencavel, 2016. "Whose Preferences Are Revealed In Hours Of Work?," Economic Inquiry, Western Economic Association International, vol. 54(1), pages 9-24, January.
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• Erich Battistin & Mario Padula, 2016. "Survey instruments and the reports of consumption expenditures: evidence from the consumer expenditure surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(2), pages 559-581, February.
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• Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 99-125, February.
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• BRATIAN Vasile, 2016. "Brownian Movement Of Stock Quotes Of The Companies Listed On The Bucharest Stock Exchange And Probability Ranges," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(1), pages 7-20, June.
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• Francesco Aiello & Graziella Bonanno, 2018. "On The Sources Of Heterogeneity In Banking Efficiency Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 32(1), pages 194-225, February.
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• Victor Aguirregabiria & Arvind Magesan, "undated". "Soultion and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers 2016-32, Department of Economics, University of Calgary, revised 24 May 2016.
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• Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
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• Valencia Cárdenas, Marisol & Vanegas López, Juan Gabriel & Correa Morales, Juan Carlos & Restrepo Morales, Jorge Aníbal, 2016. "Comparación de pronósticos para la dinámica del turismo en Medellín, Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 199-230, December.
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• HAFNER, Christian & PREMINGER, Arie, 2016. "On Asymptotic Theory for ARCH(infinite) Models," LIDAM Discussion Papers CORE 2016030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016. "Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices," Annals of Economics and Statistics, GENES, issue 123-124, pages 103-134.
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• Victor Aguirregabiria & Arvind Magesan, "undated". "Soultion and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers 2016-32, Department of Economics, University of Calgary, revised 24 May 2016.
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• Xavier D'Haultfœuille & Roland Rathelot, 2017. "Measuring segregation on small units: A partial identification analysis," Quantitative Economics, Econometric Society, vol. 8(1), pages 39-73, March.
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• Gourieroux, Christian & Jasiak, Joann, 2019. "Robust analysis of the martingale hypothesis," Econometrics and Statistics, Elsevier, vol. 9(C), pages 17-41.
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• Bhalotra, Sonia & Clarke, Damian, 2016. "The twin instrument," ISER Working Paper Series 2016-17, Institute for Social and Economic Research.
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• Rosanna Cataldo & Maria Gabriella Grassia & Natale Carlo Lauro & Elena Ragazzi & Lisa Sella, 2016. "Individual Disadvantage and Training Policies: The Makings of "Model-based" Composite Indicators," IRCrES Working Paper 201602, CNR-IRCrES Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Torino (TO) ITALY.
• Florens, Jean-Pierre & Simoni, Anna, 2016. "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.
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• Qian, Junhui & Su, Liangjun, 2016. "Shrinkage Estimation Of Regression Models With Multiple Structural Changes," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1376-1433, December.
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• Thomas W. Quan & Kevin R. Williams, 2016. "Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail," Cowles Foundation Discussion Papers 2054, Cowles Foundation for Research in Economics, Yale University.
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• Xinyu WU & Hailin ZHOU, 2016. "GARCH DIFFUSION MODEL, iVIX, AND VOLATILITY RISK PREMIUM," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 327-342.
• Bogdan IFTIMIE & Simona-Mihaela CHIRU, 2016. "Macroeconomic Performances Under Inflation Targeting. The Case Of Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 193-209.
• Atanu DAS, 2016. "Higher Order Adaptive Kalman Filter For Time Varying Alpha And Cross Market Beta Estimation In Indian Market," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 211-228.
• Virgil DAMIAN & Cosmin – Octavian CEPOI, 2016. "Volatility Estimators With High-Frequency Data From Bucharest Stock Exchange," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 247-264.
• Geovanny Castro Aristizabal & Maribel Castillo Caicedo & Julie Carolina Mendoza Parra, 2016. "Main determinants acquisition of skills in Latin America: a multilevel analysis from the results PISA 2012," Working Papers 22, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
• Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018. "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, vol. 72(C), pages 306-319.
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• Diego Campoy & Cecilia Parada, 2016. "Desigualdad en el Acceso a los Servicios Públicos y Niveles de Satisfacción de los Individuos," CEDLAS, Working Papers 0193, CEDLAS, Universidad Nacional de La Plata.
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• Behnam Nikbin & Saman Panahi, 2016. "Estimation of Private Consumption Function of Iran: Autoregressive Distributed Lag Approach to Co-integration," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 653-659.
• Chee Yin Yip & Hock Eam Lim & Hooi Hooi Lean, 2016. "Effectiveness of a Cluster of Determinants to Increase Economic Growth Rate: A Combined Statistical Criteria Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 728-735.
• Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2016. "Modeling Stock Market Returns under Self-exciting Threshold Autoregressive Model: Evidence from West Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1194-1199.
• Tanattrin Bunnag, 2016. "Volatility Transmission in Crude Oil, Gold, Standard and Poor s 500 and US Dollar Index Futures using Vector Autoregressive Multivariate Generalized Autoregressive Conditional Heteroskedasticity Model," International Journal of Energy Economics and Policy, Econjournals, vol. 6(1), pages 39-52.
• Tatyana V. Terenteva & Tatyana V. Varkulevich & Marina E. Vasilenko & Ekaterina G. Shumik & Kseniya V. Smitskih, 2016. "Methodical Review of the Social and Economic Development Rankings of the Region Based on Primorsky Krai," International Review of Management and Marketing, Econjournals, vol. 6(4), pages 807-813.
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• Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel, 2016. "Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity," Applied Energy, Elsevier, vol. 177(C), pages 285-297.
• Long, Zhiming & Herrera, Rémy, 2016. "Building original series of physical capital stocks for China's economy methodological problems, proposals for solutions and a new database," China Economic Review, Elsevier, vol. 40(C), pages 33-53.
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• Diks, Cees & Wang, Juanxi, 2016. "Can a stochastic cusp catastrophe model explain housing market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 68-88.
• Khalaf, Lynda & Schaller, Huntley, 2016. "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 165-177.
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• von Hippel, Paul T. & Bellows, Laura & Osborne, Cynthia & Lincove, Jane Arnold & Mills, Nick, 2016. "Teacher quality differences between teacher preparation programs: How big? How reliable? Which programs are different?," Economics of Education Review, Elsevier, vol. 53(C), pages 31-45.
• Zhang, Hongliang, 2016. "The role of testing noise in the estimation of achievement-based peer effects," Economics of Education Review, Elsevier, vol. 54(C), pages 113-123.
• Oikawa, Koki, 2016. "A microfoundation for stochastic frontier analysis," Economics Letters, Elsevier, vol. 139(C), pages 15-17.
• Hayakawa, Kazuhiko, 2016. "Identification problem of GMM estimators for short panel data models with interactive fixed effects," Economics Letters, Elsevier, vol. 139(C), pages 22-26.
• Arai, Yoichi & Ichimura, Hidehiko, 2016. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, vol. 141(C), pages 103-106.
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• Lee, Jungyoon & Robinson, Peter M., 2016. "Series estimation under cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 190(1), pages 1-17.
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• Sonia Bhalotra & Damian Clarke, 2016. "The Twin Instrument," CSAE Working Paper Series 2016-38, Centre for the Study of African Economies, University of Oxford.
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• Yuri Balagula, 2016. "Fractal Characterization of Long Memory in Electricity Prices," EUSP Department of Economics Working Paper Series Ec-03/16, European University at St. Petersburg, Department of Economics.
• Yuri Balagula, 2016. "Fractal Characterization of Long Memory in Electricity Prices," EUSP Department of Economics Working Paper Series 2016/03, European University at St. Petersburg, Department of Economics.
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• Mauro Iacobini & Gaetano Lisi, 2016. "Modelli edonici e sottomercati immobiliari: la stima dell?effetto "ubicazione" con le variabili binarie "zone omi"," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(2), pages 43-70.
• Maria Michela Dickson & Giuseppe Espa & Diego Giuliani & Emanuele Taufer, 2016. "Metodi di campionamento spaziale per la selezione di campioni rappresentativi di imprese," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(3), pages 89-99.
• Hailong Qian, 2016. "Redundancy of Moment Conditions in Restricted GMM Estimation," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 11(3), pages 468-497, September.
• Haiwen Zhou & Ruhai Zhou, 2016. "A Dynamic Model of the Choice of Technology in Economic Development," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 11(3), pages 498-518, September.
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• Maria Berrittella & Carmelo Provenzano, 2016. "An Empirical Analysis of the Public Spending Decomposition on Organized Crime," Working Papers 2016.01, Fondazione Eni Enrico Mattei.
• Ferman, Bruno & Pinto, Cristine, 2016. "Revisiting the Synthetic Control Estimator," MPRA Paper 73982, University Library of Munich, Germany.
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• Tófoli Paula V. & Ziegelmann Flávio A. & Candido Osvaldo & Valls Pereira Pedro L., 2019. "Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)," Journal of Time Series Econometrics, De Gruyter, vol. 11(2), pages 1-34, July.
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• Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2016. "Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China," NBER Working Papers 22650, National Bureau of Economic Research, Inc.
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• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Large Vector Autoregressions with Stochastic Volatility and Flexible Priors," Working Papers (Old Series) 1617, Federal Reserve Bank of Cleveland.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
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• Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang, 2016. "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization Institute Working Papers 281, Federal Reserve Bank of Dallas.
• Todd Prono, 2016. "Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance," Finance and Economics Discussion Series 2016-083, Board of Governors of the Federal Reserve System (U.S.).
• Manuel Gonzalez-Astudillo & John M. Roberts, 2016. "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series 2016-099, Board of Governors of the Federal Reserve System (U.S.).
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020. "Characteristic-Sorted Portfolios: Estimation and Inference," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
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• Gustavo De Santis & Valentina Tocchioni & Chiara Seghieri & Sabina Nuti, 2016. "Women’s satisfaction during pregnancy and at delivery in Tuscany (Italy)," Econometrics Working Papers Archive 2016_08, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Mohammed H. Alemu & Søren Bøye Olsen & Suzanne E. Vedel & John Kinyuru & Kennedy O. Pambo, 2016. "Integrating sensory evaluations in incentivized discrete choice experiments to assess consumer demand for cricket flour buns in Kenya," IFRO Working Paper 2016/02, University of Copenhagen, Department of Food and Resource Economics.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-31, January.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-31, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-31, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-30, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-30, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-31, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-30, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-30, September.
• Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, vol. 4(1), pages 1-20, March.
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• Francesco Audrino & Yujia Hu, 2016. "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Econometrics, MDPI, vol. 4(1), pages 1-24, February.
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• P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta, 2016. "A Method for Measuring Treatment Effects on the Treated without Randomization," Econometrics, MDPI, vol. 4(2), pages 1-23, March.
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• Olivier Scaillet, 2016. "On ill‐posedness of nonparametric instrumental variable regression with convexity constraints," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 232-236, June.
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• Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019. "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
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• Johannes VAN DER POL, 2016. "The modelling of networks using Exponential Random Graph Models: an introduction," Cahiers du GREThA (2007-2019) 2016-22, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Margherita Comola & Marcel Fafchamps, 2017. "The Missing Transfers: Estimating Misreporting in Dyadic Data," Economic Development and Cultural Change, University of Chicago Press, vol. 65(3), pages 549-582.
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• Carrasco, Marine & Kotchoni, Rachidi, 2017. "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
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• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016. "Star Wars: The Empirics Strike Back," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 1-32, January.
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• Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 99-125, February.
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• Florens, Jean-Pierre & Simoni, Anna, 2016. "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.
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• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016. "Star Wars: The Empirics Strike Back," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 1-32, January.
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• Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016. "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers WP1618, ESSEC Research Center, ESSEC Business School.
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• Lillestøl, Jostein, 2016. "Weibull Wind Worth: Wait and Watch?," Discussion Papers 2016/2, Norwegian School of Economics, Department of Business and Management Science.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2016. "Log-normal creaming and the likelihood of discovering additional giant petroleum fields," Discussion Papers 2016/3, Norwegian School of Economics, Department of Business and Management Science.
• Otneim, Håkon & Tjøstheim, Dag, 2016. "Non-parametric estimation of conditional densities: A new method," Discussion Papers 2016/22, Norwegian School of Economics, Department of Business and Management Science.
• Biørn, Erik, 2016. "Panel data estimators and aggregation," Memorandum 19/2016, Oslo University, Department of Economics.
• Sergey Ivashchenko, 2016. "Estimation and filtering of nonlinear MS-DSGE models," HSE Working papers WP BRP 136/EC/2016, National Research University Higher School of Economics.
• Kun Ho Kim & Wolfgang K. Härdle & Shih-Kang Chao, 2016. "Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors," SFB 649 Discussion Papers SFB649DP2016-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019. "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1473-1489, September.
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• Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner, 2016. "Functional Principal Component Analysis for Derivatives of Multivariate Curves," SFB 649 Discussion Papers SFB649DP2016-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Katharina Dengler, 2019. "Effectiveness of sequences of classroom training for welfare recipients: what works best in West Germany?," Applied Economics, Taylor & Francis Journals, vol. 51(1), pages 1-46, January.
  • Dengler, Katharina, 2015. "Effectiveness of Sequences of Classroom Training for Welfare Recipients: What works best in West Germany?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113119, Verein für Socialpolitik / German Economic Association.
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• Jevtić, Petar & Regis, Luca, 2019. "A continuous-time stochastic model for the mortality surface of multiple populations," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 181-195.
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• Renato Balbontín, 2016. "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," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(1), pages 1-13.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016. "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," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(2), pages 31-47.
• Akkaya, Onur, 2016. "Cost Efficiency Analysis Of Swedish Financial Enterprises: An Empirical Investigation / Análisis De Los Costes Financieros De Las Empresas Suecas: Una Investigación Empírica," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), vol. 22(1), pages 31-37.
• Farida & Hermanto Siregar & Nunung Nuryartono & Eka Intan KP, 2016. "Determinant Of Microcredit Repayment," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 19(1), pages 1-24, July.
• Farida & Hermanto Siregar & Nunung Nuryartono & Eka Intan KP, 2016. "Determinant Of Microcredit Repayment," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 19(1), pages 57-80, July.
• Horowitz, Joel L. & Lee, Sokbae, 2017. "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
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  • Joel L. Horowitz & Sokbae (Simon) Lee, 2016. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 29/16, Institute for Fiscal Studies.
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• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
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• Ho, Kate & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
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  • Kate Ho & Adam Rosen, 2016. "Partial identification in applied research: benefits and challenges," CeMMAP working papers 45/16, Institute for Fiscal Studies.
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• Roberto Casarin & Claudia Foroni & Massimiliano Marcellino & Francesco Ravazzolo, 2016. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," Working Papers 585, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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• Yongquan Cao & Grey Gordon, 2019. "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
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• Juan Carlos Escanciano, 2018. "A simple and robust estimator for linear regression models with strictly exogenous instruments," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 36-54, February.
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• Antonio Cappiello, 2016. "Decision Making And Saint Petersburg Paradox: Focusing On Heuristic Parameters, Considering The Non-Ergodic Context And The Gambling Risks," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 70(4), pages 147-158, October-D.
• Bhalotra, Sonia & Clarke, Damian, 2016. "The twin instrument," ISER Working Paper Series 2016-17, Institute for Social and Economic Research.
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• Lavado, Pablo & Cueto, Santiago & Yamada, Gustavo & Wensjoe, Micaela, 2016. "The Effect of Fe y Alegria on School Achievement: Exploiting a School Lottery Selection as a Natural Experiment," IZA Discussion Papers 10431, Institute of Labor Economics (IZA).
• Yamada, Gustavo & Lavado, Pablo & Montenegro, Guadalupe, 2016. "The Effect of One Laptop per Child on Teachers' Pedagogical Practices and Students' Use of Time at Home," IZA Discussion Papers 10432, Institute of Labor Economics (IZA).
• Nicholas Bardsley & Milena Büchs & Sylke V Schnepf, 2017. "Something from nothing: Estimating consumption rates using propensity scores, with application to emissions reduction policies," PLOS ONE, Public Library of Science, vol. 12(10), pages 1-23, October.
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• Rothe, Christoph, 2016. "The Value of Knowing the Propensity Score for Estimating Average Treatment Effects," IZA Discussion Papers 9989, Institute of Labor Economics (IZA).
• Michal Kolesár & Christoph Rothe, 2018. "Inference in Regression Discontinuity Designs with a Discrete Running Variable," American Economic Review, American Economic Association, vol. 108(8), pages 2277-2304, August.
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• Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).
• Ken Chamuva Shawa, 2016. "Drivers Of Private Saving In Sub-Saharan African Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(2), pages 77-110, June.
• Jigme Nidup, 2016. "Road Accessibility And Wealth In Rural Bhutan: A Difference In Difference Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(3), pages 55-73, September.
• Asheesh Pandey & Sanjay Sehgal, 2016. "Explaining Size Effect for Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(1), pages 45-68, March.
• J. B. Qian, 2016. "Estimation of Panel Model with Spatial Autoregressive Error and Common Factors," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 367-399, March.
• Heni Boubaker, 2016. "A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 693-731, December.
• Jun Wang & Yang Wang & Hui Zeng, 2016. "A geostatistical approach to the change-of-support problem and variable-support data fusion in spatial analysis," Journal of Geographical Systems, Springer, vol. 18(1), pages 45-66, January.
• Yongwan Chun & Daniel A. Griffith & Monghyeon Lee & Parmanand Sinha, 2016. "Eigenvector selection with stepwise regression techniques to construct eigenvector spatial filters," Journal of Geographical Systems, Springer, vol. 18(1), pages 67-85, January.
• Jun Wang & Yang Wang & Hui Zeng, 2016. "A geostatistical approach to the change-of-support problem and variable-support data fusion in spatial analysis," Journal of Geographical Systems, Springer, vol. 18(1), pages 45-66, January.
• Yongwan Chun & Daniel Griffith & Monghyeon Lee & Parmanand Sinha, 2016. "Eigenvector selection with stepwise regression techniques to construct eigenvector spatial filters," Journal of Geographical Systems, Springer, vol. 18(1), pages 67-85, January.
• Daniel Wikström, 2016. "Modified fixed effects estimation of technical inefficiency," Journal of Productivity Analysis, Springer, vol. 46(1), pages 83-86, August.
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• Stephan Lenor & Liam J. A. Lenten & Jordi McKenzie, 2016. "Rivalry Effects and Unbalanced Schedule Optimisation in the Australian Football League," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 49(1), pages 43-69, August.
• Kunho Kim & Suna Park, 2016. "Inference and Forecasting Based on the Phillips Curve," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 38(2), pages 1-20, May.
• Tianhao Wu, 2016. "On a Class of Statistical Distance Measures for Sales Distribution: Theory, Simulation and Calibration," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 2(3), pages 141-152, September.
• Adam Nalepka & Mateusz Tomal, 2016. "The Identification of Factors Affecting Offer Prices of Residential Developments in the Area of the Cadastral Unit of Nowa Huta," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 96, pages 11-18, June.
• Manamba EPAPHRA, 2016. "Nonlinearities in Inflation and Growth Nexus: The Case of Tanzania," Journal of Economics and Political Economy, KSP Journals, vol. 3(3), pages 471-512, September.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016. "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, KSP Journals, vol. 3(3), pages 524-535, September.
• Latifa AITOUTOUHEN & Faris HAMZA, 2016. "Financial and Econometric Study of the Sustainability and Evaluation of Scenarios of Reforms for the Civil Regime of Moroccan," Turkish Economic Review, KSP Journals, vol. 3(4), pages 652-667, December.
• Bachar FAKHRY, 2016. "A Regime Switching Explanation of the Reactions of Market Participant during the Crisis," Journal of Economics Bibliography, KSP Journals, vol. 3(3), pages 434-449, September.
• Leleng KEBALO, 2016. "South African Exchange Rate After 2000s: An Econometric Investigation," Journal of Economics Bibliography, KSP Journals, vol. 3(3), pages 459-481, September.
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• Druedahl, Jeppe & Jørgensen, Thomas Høgholm, 2017. "A general endogenous grid method for multi-dimensional models with non-convexities and constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 87-107.
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• Karoll Gomez, 2016. "An empirical analysis of unspanned risk for the U.S. yield curve," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 11-51, Julio - D.
• P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta, 2016. "A Method for Measuring Treatment Effects on the Treated without Randomization," Econometrics, MDPI, vol. 4(2), pages 1-23, March.
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• Georgios Papastefanou & David Zajchowski, 2016. "Time for shopping – Social change of time use for shopping activities 1990-2012," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), vol. 13(1), pages 109-131, December.
• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016. "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(1), pages 1-21, Jan-June.
• Moya Fernández, Pablo José & Muñoz Rosas, Juan Francisco & Álvarez Verdejo, Encarnación, 2016. "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 empí," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 34, pages 639-664, Agosto.
• Cipollina, Maria Pina & De Benedictis, Luca & Salvatici, Luca & Vicarelli, Claudio, 2016. "Policy Measurement and Multilateral Resistance in Gravity Models," MPRA Paper 75255, University Library of Munich, Germany.
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• Sylvain Dessy, Setou Diarra, Roland Pongou & Setou Diarra & Roland Pongou, 2016. "Adolescent Brides and Grooms' Education: Theory and Evidence," Cahiers de recherche 1610, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Anastasios Demertzidis & Vahidin Jeleskovic, 2016. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," MAGKS Papers on Economics 201649, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2017. "Identification and estimation of a large factor model with structural instability," Journal of Econometrics, Elsevier, vol. 197(1), pages 87-100.
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• Taremi, Mohammad & Esksndari, Farzad & Bameni Moghadam, Mohammad, 2016. "Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(3), pages 225-243, July.
• Chun-Peng Zhang & Rong Kang & Chen Feng, 2016. "Financial Vulnerability, Capital Shocks and Economic Growth: Evidence from China (2005-2014)," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 2(1), pages 23-31.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1935-1955, August.
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• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016. "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 254-264.
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• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016. "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers 331, University of Milano-Bicocca, Department of Economics, revised 11 Mar 2016.
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• Marie Silvere MBOME, 2016. "Financial Development, Macroeconomic Stability and Growth," Departmental Working Papers 2016-15, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Gholamreza Hajargasht & William E. Griffiths, 2016. "Inference for Lorenz Curves," Department of Economics - Working Papers Series 2022, The University of Melbourne.
• Zoltán Zubor, 2016. "Volatility capital buffer to prevent the breach of the Solvency II capital requirements," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(1), pages 91-123.
• Maddalena Cavicchioli & Mario Forni & Marco Lippi & Paolo zaffaroni, 2016. "Eigenvalue Ratio Estimators for the Number of Dynamic Factors," Center for Economic Research (RECent) 123, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Dominique Guegan & Bertrand K. Hassani, 2016. "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 Regul," Documents de travail du Centre d'Economie de la Sorbonne 16066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Bertrand K. Hassani & Wei Yang, 2016. "The Lila distribution and its applications in risk modelling," Documents de travail du Centre d'Economie de la Sorbonne 16068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu, 2016. "Error-in-Variables Jump Regression Using Local Clustering," Monash Econometrics and Business Statistics Working Papers 13/16, Monash University, Department of Econometrics and Business Statistics.
• Chaohua Dong & Jiti Gao & Bin Peng, 2016. "Another Look at Single-Index Models Based on Series Estimation," Monash Econometrics and Business Statistics Working Papers 19/16, Monash University, Department of Econometrics and Business Statistics.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 733-762, August.
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• Kiviet, Jan F., 2016. "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," Economics Letters, Elsevier, vol. 145(C), pages 192-195.
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• Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko, 2019. "Measuring expected time to default under stress conditions for corporate loans," Empirical Economics, Springer, vol. 57(1), pages 31-52, July.
  • Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko, 2016. "Measuring expected time to default under stress conditions for corporate loans," NBP Working Papers 237, Narodowy Bank Polski.
• Szafranek, Karol, 2017. "Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy," Economic Modelling, Elsevier, vol. 63(C), pages 334-348.
  • Karol Szafranek, 2016. "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers 239, Narodowy Bank Polski.
• Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
  • Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
  • Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
  • Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
• Kaiji Chen & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2016. "Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China," FRB Atlanta Working Paper 2016-9, Federal Reserve Bank of Atlanta.
  • Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2016. "Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China," NBER Working Papers 22650, National Bureau of Economic Research, Inc.
• Leeper, Eric M. & Li, Bing, 2017. "Surplus–debt regressions," Economics Letters, Elsevier, vol. 151(C), pages 10-15.
  • Eric M. Leeper & Bing Li, 2016. "Surplus-Debt Regressions," NBER Working Papers 22662, National Bureau of Economic Research, Inc.
• O. Malakhovskaya., 2016. "DSGE-based forecasting: What should our perspective be?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 12.
• Aleksandar Naydenov, 2016. "Clusterization of the European Union Countries by the Gross Value Added, the Number of Employed Persons and the Gross Value Added Growth Components," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 47-57, April.
• Vasil Bozev, 2016. "Comparative Study of Some European Union Countries by Gross Value Added and Number of Employed during 2000- 2014 trough TRAMO/SEATS MODEL," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 58-69, April.
• Abel Brodeur, 2018. "The Effect of Terrorism on Employment and Consumer Sentiment: Evidence from Successful and Failed Terror Attacks," American Economic Journal: Applied Economics, American Economic Association, vol. 10(4), pages 246-282, October.
  • Brodeur, Abel, 2015. "Terrorism and Employment: Evidence from Successful and Failed Terror Attacks," IZA Discussion Papers 9526, Institute of Labor Economics (IZA).
  • Abel Brodeur, 2016. "Terrorism and Employment : Evidence from Successful and Failed Terror Attacks," Working Papers 1619E, University of Ottawa, Department of Economics.
• Christian Francq & Lajos Horváth & Jean-Michel Zakoïan, 2016. "Variance Targeting Estimation of Multivariate GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 353-382.
  • Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2014. "Variance targeting estimation of multivariate GARCH models," MPRA Paper 57794, University Library of Munich, Germany.
• Matias Iaryczower & Gabriel Katz, 2016. "More than Politics: Ability and Ideology in the British Appellate Committee," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 32(1), pages 61-93.
• Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2016. "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(3), pages 889-931.
  • Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2012. "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," NBER Working Papers 18449, National Bureau of Economic Research, Inc.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1511-1543.
  • Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2013. "Shrinkage estimation of high-dimensional factor models with structural instabilities," Working Papers 14-4, Federal Reserve Bank of Philadelphia.
  • Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2014. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," NBER Working Papers 19792, National Bureau of Economic Research, Inc.
• Gustavo Yamada & Nelson Oviedo, 2016. "Educación superior y subempleo profesional: ¿Una creciente burbuja mundial?," Working Papers 16-09, Centro de Investigación, Universidad del Pacífico.
• Lorenza Rossi & Emilio Zanetti Chini, 2016. "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 123, University of Pavia, Department of Economics and Management.
  • Lorenza Rossi & Emilio Zanetti Chini, 2017. "Firms' Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 141, University of Pavia, Department of Economics and Management.
  • Lorenza Rossi & Emilio Zanetti Chini, 2018. "Firms Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 151, University of Pavia, Department of Economics and Management.
• Monika Hadas-Dyduch, 2016. "Econometric-wavelet prediction in spatial aspect," Working Papers 30/2016, Institute of Economic Research, revised Jun 2016.
• Süß, Philipp, 2016. "The synthetic control method: Small T, small N Monte Carlo evidence and an application to the effects of privatizing probation services on revoke rates," MPRA Paper 104132, University Library of Munich, Germany.
• Koloch, Grzegorz, 2016. "Plausibility of big shocks within a linear state space setting with skewness," MPRA Paper 69001, University Library of Munich, Germany.
• Sarracino, Francesco & Mikucka, Malgorzata, 2016. "Estimation bias due to duplicated observations: a Monte Carlo simulation," MPRA Paper 69064, University Library of Munich, Germany.
• Fernández-Morales, Antonio, 2016. "Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution," MPRA Paper 69648, University Library of Munich, Germany.
• Keita, Moussa, 2016. "Introduction à la méthode statistique et probabiliste [Introduction to statistical and probabilistic method]," MPRA Paper 69824, University Library of Munich, Germany.
• Halkos, George & Tsilika, Kyriaki, 2016. "Measures of correlation and computer algebra," MPRA Paper 70200, University Library of Munich, Germany.
• Ismael, Mohanad & Sadeq, Tareq, 2016. "Does Phillips Exist in Palestine? An Empirical Evidence," MPRA Paper 70245, University Library of Munich, Germany.
• Christian Gouriéroux & Jean-Michel Zakoïan, 2017. "Local explosion modelling by non-causal process," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 737-756, June.
  • Gouriéroux, Christian & Zakoian, Jean-Michel, 2016. "Local Explosion Modelling by Noncausal Process," MPRA Paper 71105, University Library of Munich, Germany.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers 1606.00142, arXiv.org.
  • Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper 71670, University Library of Munich, Germany.
• Sudhanshu K. MISHRA, 2016. "Shapley Value Regression and the Resolution of Multicollinearity," Journal of Economics Bibliography, KSP Journals, vol. 3(3), pages 498-515, September.
  • Mishra, SK, 2016. "Shapley value regression and the resolution of multicollinearity," MPRA Paper 72116, University Library of Munich, Germany.
• BONGA-BONGA, Lumengo & GUMA, Nomvuyo, 2017. "The Relationship Between Savings And Economic Growth At The Disaggregated Level," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(1), pages 1-24.
  • Guma, Nomvuyo & Bonga-Bonga, Lumengo, 2016. "The relationship between savings and economic growth at the disaggregated level," MPRA Paper 72131, University Library of Munich, Germany.
• Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian, 2016. "Simultaneity of Crime Incidence in Mindanao," MPRA Paper 72648, University Library of Munich, Germany, revised 20 Jul 2016.
• Zaghdoudi, Taha, 2016. "spanel: le package R pour l’estimation des données de panel spatiale [spanel: an R package to estimate the spatial panel data]," MPRA Paper 72673, University Library of Munich, Germany.
• Davis, Brent, 2016. "“Attitudes to Leadership and Voting: Finding the Efficient Frontier”," MPRA Paper 72792, University Library of Munich, Germany.
• Nathaniel T. Wilcox, 2017. "Random expected utility and certainty equivalents: mimicry of probability weighting functions," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 3(2), pages 161-173, December.
  • Wilcox, Nathaniel, 2016. "Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions," MPRA Paper 73068, University Library of Munich, Germany.
  • Nathaniel T. Wilcox, 2017. "Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions," Working Papers 16-14, Chapman University, Economic Science Institute.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers 1609.03344, arXiv.org, revised Sep 2016.
  • Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," MPRA Paper 73622, University Library of Munich, Germany.
• Lumengo Bonga-Bonga & Ntsakeseni Letitia Lebese, 2019. "Rethinking The Current Inflation Target Range In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(2), pages 13-27, April-Jun.
  • Bonga-Bonga, Lumengo & Lebese, Ntsakeseni Letitia, 2016. "Rethinking the current inflation target range in South Africa," MPRA Paper 73912, University Library of Munich, Germany.
• Ferman, Bruno & Pinto, Cristine Campos de Xavier, 2016. "Revisiting the synthetic control estimator," Textos para discussão 421, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  • Ferman, Bruno & Pinto, Cristine, 2016. "Revisiting the Synthetic Control Estimator," MPRA Paper 73982, University Library of Munich, Germany.
• Andrew Phiri, 2017. "The Unemployment-Stock Market Relationship in South Africa: Evidence from Symmetric and Asymmetric Cointegration Models," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 15(3 (Fall)), pages 231-254.
  • Tapa, Nosipho & Tom, Zandile & Lekoma, Molebogeng & Ebersohn, J. & Phiri, Andrew, 2016. "The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models," MPRA Paper 74101, University Library of Munich, Germany.
• Barra, Cristian & Zotti, Roberto, 2016. "Investigating the impact of national income on environmental pollution. International evidence," MPRA Paper 74149, University Library of Munich, Germany.
• Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew, 2016. "Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period," MPRA Paper 74342, University Library of Munich, Germany.
• Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016. "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper 74360, University Library of Munich, Germany.
• Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016. "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper 74618, University Library of Munich, Germany, revised 17 Oct 2016.
• A. Phiri, 2019. "Asymmetries in the revenue–expenditure nexus: new evidence from South Africa," Empirical Economics, Springer, vol. 56(5), pages 1515-1547, May.
  • Phiri, Andrew, 2016. "Asymmetries in the revenue-expenditure nexus: New evidence from South Africa," MPRA Paper 75224, University Library of Munich, Germany.
• Thieu, Le Quyen, 2016. "Variance targeting estimation of the BEKK-X model," MPRA Paper 75572, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer, 2016. "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," MPRA Paper 75770, University Library of Munich, Germany, revised 19 Dec 2016.
• Bakari, Sayef, 2016. "Does Domestic Investment Produce Economic Growth in Canada: Empirical Analysis Based on Correlation, Cointegration and Causality," MPRA Paper 75966, University Library of Munich, Germany.
• Stavrakoudis, Athanassios & Panagiotou, Dimitrios, 2016. "A stochastic frontier estimator of the aggregate degree of market power exerted by the U.S. beef and pork packing industries," MPRA Paper 75997, University Library of Munich, Germany.
• Yang, Bill Huajian & Du, Zunwei, 2016. "Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations," MPRA Paper 76270, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Bendjeddou, Sara, 2016. "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper 76574, University Library of Munich, Germany, revised 03 Feb 2017.
• Pillai N., Vijayamohanan, 2016. "How Do You Interpret Your Regression Coefficients?," MPRA Paper 76867, University Library of Munich, Germany.
• Dogan, Osman & Taspinar, Suleyman, 2016. "Bayesian Inference in Spatial Sample Selection Models," MPRA Paper 82829, University Library of Munich, Germany.

2015

• Iglesias, Emma M., 2015. "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, vol. 37(1), pages 1-13.
• Figueiredo, Octávio & Guimarães, Paulo & Woodward, Douglas, 2015. "Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail," Journal of Urban Economics, Elsevier, vol. 89(C), pages 21-31.
  • Octávio Figueiredo & Paulo Guimarães & Douglas Woodward, 2014. "Industry Localization, Distance Decay, and Knowledge Spillovers: Following the Patent Paper Trail," FEP Working Papers 521, Universidade do Porto, Faculdade de Economia do Porto.
• Taleb, Nassim Nicholas & Douady, Raphael, 2015. "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 252-260.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Documents de travail du Centre d'Economie de la Sorbonne 14090, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Nassim N Taleb & Raphael Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Papers 1405.1791, arXiv.org, revised Nov 2014.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01149834, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Post-Print hal-01149834, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2015. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02488594, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2015. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Post-Print hal-02488594, HAL.
• Liu, Shew Fan & Yang, Zhenlin, 2015. "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 50-70.
  • Shew Fan Liu & Zhenlin Yang, 2014. "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers 14-2014, Singapore Management University, School of Economics.
• Ozkan, Ibrahim & Erden, Lutfi, 2015. "Time-varying nature and macroeconomic determinants of exchange rate pass-through," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 56-66.
• Paolella, Marc S. & Polak, Paweł, 2015. "ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 282-297.
• Swanson, Norman R. & Urbach, Richard, 2015. "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
  • Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
• Baltagi, Badi H. & Kao, Chihwa & Peng, Bin, 2015. "On testing for sphericity with non-normality in a fixed effects panel data model," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 123-130.
  • Badi H. Baltagi & Chihwa Kao & Bin Peng, 2014. ""On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 176, Center for Policy Research, Maxwell School, Syracuse University.
• Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral, 2017. "A meta-analysis on the price elasticity of energy demand," Energy Policy, Elsevier, vol. 102(C), pages 549-568.
  • Xavier Labandeira & José M.aría Labeaga & Xiral López-Otero, 2015. "A meta-analysis on the price elasticity of energy demand," Working Papers 04-2015, Economics for Energy.
• Elisabetta De Cao, 2015. "The Height Production Function from Birth to Age Two," Journal of Human Capital, University of Chicago Press, vol. 9(3), pages 329-363.
  • De Cao, Elisabetta, 2015. "The height production function from birth to age two," LSE Research Online Documents on Economics 101591, London School of Economics and Political Science, LSE Library.
• Leonardo Fabio Morales, 2015. "Peer Effects on a Fertility Decision: an Application for Medellín, Colombia," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 119-159, February.
  • Leonardo Morales, 2013. "Peers Effects on a Fertility Decision: an Application for Medellín Colombia," Borradores de Economia 777, Banco de la Republica de Colombia.
  • Morales, Leonardo Fabio, 2015. "Peer effects on a fertility decision: an application for Medellín, Colombia," LSE Research Online Documents on Economics 123284, London School of Economics and Political Science, LSE Library.
  • Leonardo Morales, 2013. "Peers Effects on a Fertility Decision: an Application for Medellín Colombia," Borradores de Economia 10975, Banco de la Republica.
• Lorenzo Camponovo & Taisuke Otsu, 2015. "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
  • Lorenzo Camponovo & Taisuke Otsu, 2011. "Robustness of Bootstrap in Instrumental Variable Regression," Cowles Foundation Discussion Papers 1796, Cowles Foundation for Research in Economics, Yale University.
  • Camponovo, Lorenzo & Otsu, Taisuke, 2015. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 60185, London School of Economics and Political Science, LSE Library.
  • Camponovo, Lorenzo & Otsu, Taisuke, 2014. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 58185, London School of Economics and Political Science, LSE Library.
  • Lorenzo Camponovo & Taisuke Otsu, 2014. "Robustness of bootstrap in instrumental variable regression," STICERD - Econometrics Paper Series 572, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Robinson, Peter M. & Velasco, Carlos, 2015. "Efficient inference on fractionally integrated panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 185(2), pages 435-452.
  • Peter M Robinson & Carlos Velasco, 2013. "Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects," STICERD - Econometrics Paper Series 567, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Robinson, Peter M. & Velasco, Carlos, 2015. "Efficient inference on fractionally integrated panel data models with fixed effects," LSE Research Online Documents on Economics 60795, London School of Economics and Political Science, LSE Library.
  • Robinson, Peter M. & Velasco, Carlos, 2013. "Efficient inference on fractionally integrated panel data models with fixed effects," LSE Research Online Documents on Economics 58063, London School of Economics and Political Science, LSE Library.
• Lee, Jungyoon & Robinson, Peter, 2015. "Panel nonparametric regression with fixed effects," LSE Research Online Documents on Economics 61431, London School of Economics and Political Science, LSE Library.
• Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015. "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," LSE Research Online Documents on Economics 61886, London School of Economics and Political Science, LSE Library.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
  • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015. "On the ambiguous consequences of omitting variables," EIEF Working Papers Series 1505, Einaudi Institute for Economics and Finance (EIEF), revised May 2015.
• John Humphreys, 2015. "Education Premiums in Cambodia: Dummy Variables Revisited and Recent Data," Econ Journal Watch, Econ Journal Watch, vol. 12(3), pages 339–345-3, September.
• Panayotis G. Michaelides & John G. Milios & Konstantinos N. Konstantakis & Panayiotis Tarnaras, 2015. "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 12(3), pages 277—299-2, December.
• Zhichao Guo & Yuanhua Feng & Thomas Gries, 2015. "Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 7(2), pages 262-279, May.
• Zhichao Guo & Yuanhua Feng & Thomas Gries, 2015. "Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 7(2), pages 262-279, May.
  • Zhichao Guo & Yuanhua Feng & Thomas Gries, 2013. "Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," Working Papers CIE 72, Paderborn University, CIE Center for International Economics.
• Enrique Martínez-García, 2015. "The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods," International Symposia in Economic Theory and Econometrics, in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 51-112, Emerald Group Publishing Limited.
• Enrique Martínez-García, 2015. "The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods," International Symposia in Economic Theory and Econometrics, in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 51-112, Emerald Group Publishing Limited.
  • Enrique Martínez García, 2015. "The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods," Globalization Institute Working Papers 225, Federal Reserve Bank of Dallas.
• Zhang Dengjun, 2015. "Interdependence between Nordic stock markets and financial cooperation," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 14(2), pages 172-188, May.
• Zhang Dengjun, 2015. "Interdependence between Nordic stock markets and financial cooperation," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 14(2), pages 172-188, May.
• Zhang Dengjun, 2015. "Interdependence between Nordic stock markets and financial cooperation," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 14(2), pages 172-188, May.
• Viktoria Sihua & Anxo Calvo-Silvosa & Ilya Starodumov, 2015. "An Approach to the Analysis of Strategic Development Trend in the Electricity Production Regarding the Energy Sector Framework: The Ukrainian and Spanish Cases," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 45-78.
• Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA, 2015. "The Capital Markets Research Based on the Financial Quantitative Models," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, vol. 1(1), pages 3-16, June.
• Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania, 2015. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs," Economics Working Papers ECO2015/04, European University Institute.
• Naci Bayrac & Emrah Dogan, 2015. "Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 10, Ekonomik Yaklasim Association.
• Evrim İmer-Ertunga & Şerife Serap Çakar, 2015. "Türkiye’deki Seçilmiş Bazı Mali Göstergeler Üzerine Bir Koşullu Değişen Varyans Çözümlemesi," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 16, Ekonomik Yaklasim Association.
• Ömer Limanlı, 2015. "Gender Based Wage Gap in Turkey," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 22, Ekonomik Yaklasim Association.
• Mehmet Songur, 2015. "Gelişmiş ve Gelişmekte Olan Ülkeler İçin Sabit İkame Esneklikli Üretim Fonksiyonu’nun Tahmini," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 240, Ekonomik Yaklasim Association.
• Taylan Kıymaz, 2015. "Dünya ile Türkiye’deki Tarımsal Ürün Fiyatları Arasındaki Etkileşimin İncelenmesi – Kriz ve Kuraklık Etkileri," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 244, Ekonomik Yaklasim Association.
• H. Ozan Eruygur & Taylan Kıymaz, 2015. "Tarımda Rekabet Edebilirlik ve Bölgesel Düzeyde Toplam Faktör Verimliliğindeki Değişimin İncelenmesi," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 247, Ekonomik Yaklasim Association.
• Harun Öztürkler & Fatih Demir & Serhat Yılmaz, 2015. "Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey 256, Ekonomik Yaklasim Association.
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• Pingel, Ronnie & Waernbaum, Ingeborg, 2015. "Correlation and efficiency of propensity score-based estimators for average causal effects," Working Paper Series 2015:3, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Markus Frölich & Martin Huber, 2017. "Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1645-1666, November.
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  • Markus Frölich & Martin Huber, 2014. "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," CeMMAP working papers CWP31/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Markus Frölich & Martin Huber, 2017. "Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1645-1666, November.
  • Markus Frölich & Martin Huber, 2014. "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," CeMMAP working papers 31/14, Institute for Fiscal Studies.
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  • Markus Frölich & Martin Huber, 2014. "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," CeMMAP working papers CWP31/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Lillestøl, Jostein & Sinding-Larsen, Richard, 2015. "Best estimate reporting with asymmetric loss," Discussion Papers 2015/7, Norwegian School of Economics, Department of Business and Management Science.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2015. "Beta-creaming," Discussion Papers 2015/8, Norwegian School of Economics, Department of Business and Management Science.
• Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019. "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 831-843, April.
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• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series 306, Sveriges Riksbank (Central Bank of Sweden).
• Quiroz, Matias, 2015. "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series 307, Sveriges Riksbank (Central Bank of Sweden).
• Boris B. Demeshev & Oxana A. Malakhovskaya, 2015. "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers WP BRP 105/EC/2015, National Research University Higher School of Economics.
• Mayya Zhilova, 2015. "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers SFB649DP2015-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci, 2015. "TERES - Tail Event Risk Expectile based Shortfall," SFB 649 Discussion Papers SFB649DP2015-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Sorin-Iulian Cioaca, 2015. "Analyzing the Market Concentration of the Romanian Capital Market," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 3(1), pages 38-43, March.
• Irene Crimaldi & Michela Del Vicario & Greg Morrison & Walter Quattrociocchi & Massimo Riccaboni, 2015. "Homophily and Triadic Closure in Evolving Social Networks," Working Papers 3/2015, IMT School for Advanced Studies Lucca, revised May 2015.
• Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi, 2016. "Semiparametric dynamic portfolio choice with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 194(2), pages 309-318.
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• Timothy M. Christensen, 2015. "Nonparametric stochastic discount factor decomposition," CeMMAP working papers CWP24/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xiaohong Chen & Timothy Christensen, 2013. "Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation," Cowles Foundation Discussion Papers 1923R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
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• Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015. "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers CWP41/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
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• Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
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• Arai, Yoichi & Ichimura, Hidehiko, 2016. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, vol. 141(C), pages 103-106.
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• Ho, Kate & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
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• Horowitz, Joel L. & Lee, Sokbae, 2017. "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
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• Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
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  • Manuel Arellano & Stéphane Bonhomme, 2015. "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers CWP75/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano, 2015. "A Shrinkage Instrumental Variable Estimator For Large Datasets," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 67-87, Mars-Juin.
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• Ioannis N. Kallianiotis, 2015. "The Optimal Taxation and the Current Tax System," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(3), pages 151-164, March.
• Humberto Ríos Bolívar & Tomás Gómez Rodríguez, 2015. "Competencia, Eficiencia y Estabilidad Financiera en el Sector Bancario Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 10(1), pages 39-58, Enero-Jun.
• Ana Maria DOBRE & Nicoleta CARAGEA, 2015. "Producing small area estimation using R in the Romanian official statistics," Romanian Journal of Economics, Institute of National Economy, vol. 40(1(49)), pages 115-125, june.
• Florin-Marius PAVELESCU, 2015. "Modelling factors of Student test statistics dispersion in a multiple linear regression," Romanian Journal of Economics, Institute of National Economy, vol. 41(2(50)), pages 25-41, december.
• Carolina Caetano & Juan Carlos Escaniano, 2015. "Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity," CAEPR Working Papers 2015-009, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Juan Carlos Escanciano, 2015. "Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments," CAEPR Working Papers 2015-023, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2015. "Inference on Causal Effects in a Generalized Regression Kink Design," Econometrica, Econometric Society, vol. 83, pages 2453-2483, November.
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• John Pencavel, 2016. "Whose Preferences Are Revealed In Hours Of Work?," Economic Inquiry, Western Economic Association International, vol. 54(1), pages 9-24, January.
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• Xiaodong Gong & Jiti Gao, 2015. "Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia," Monash Econometrics and Business Statistics Working Papers 6/15, Monash University, Department of Econometrics and Business Statistics.
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• Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2015. "Going Beyond LATE: Bounding Average Treatment Effects of Job Corps Training," IZA Discussion Papers 9511, Institute of Labor Economics (IZA).
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• Abel Brodeur, 2018. "The Effect of Terrorism on Employment and Consumer Sentiment: Evidence from Successful and Failed Terror Attacks," American Economic Journal: Applied Economics, American Economic Association, vol. 10(4), pages 246-282, October.
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• Vivin Vincent Chandran & Caroline Geetha & Kwang Jing Yii & Amran Ahmed, 2015. "An Empirical Analysis of Engel Curve on Energy for Households in Sabah and Sarawak Based on Location and Income Group," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(5), pages 239-251, Special I.
• Kamel Helali & Maha Kalai, 2015. "Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 40(2), pages 105-130, June.
• Lele Zou & Jinjun Xue & Alan Fox & Bo Meng, 2018. "The Emissions Reduction Effect And Economic Impact Of An Energy Tax Vs. A Carbon Tax In China: A Dynamic Cge Model Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(02), pages 339-387, March.
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• Hung-pin Lai, 2015. "Maximum likelihood estimation of the stochastic frontier model with endogenous switching or sample selection," Journal of Productivity Analysis, Springer, vol. 43(1), pages 105-117, February.
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• Thomas Chiang & Jiandong Li & Sheng-Yung Yang, 2015. "Dynamic stock–bond return correlations and financial market uncertainty," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 59-88, July.
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• Sugata Marjit & Sattwik Santra & Koushik Kumar Hati, 2015. "Relative Social Status and Conflicting Measures of Poverty - A Behavioral Analytical Model," Discussion Papers Series 543, School of Economics, University of Queensland, Australia.
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• Hristina Nikolova & Petya Koralova, 2015. "Impact Assessment of the Key Quantitative Indices for Road Transport Performance on Its Energy Efficiency," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 61-76, December.
• Diaconaşu Delia-Elena, 2015. "Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016. "Star Wars: The Empirics Strike Back," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 1-32, January.
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• Janine Balter, 2015. "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 505-519.
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• Ana Paula Ribeiro & Sandra Tavares Silva & Duarte Guimarães, 2015. "Macroeconomic Fundamentals of Poverty and Deprivation: An Empirical Study for Developed Countries," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 27(1), pages 37-66, January.
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  • Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015. "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper 63429, University Library of Munich, Germany.
• Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad, 2015. "Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər [Modeling and forecasting of macroeconomic variables of the national economy: pro," MPRA Paper 63517, University Library of Munich, Germany.
• Soukiazis, Soukiazis & Antunes, Micaela & Stoian, Andreea, 2015. "The effects of internal and external imbalances on Romanian’s economic growth," MPRA Paper 63558, University Library of Munich, Germany.
• Francesco Aiello & Graziella Bonanno, 2018. "Multilevel empirics for small banks in local markets," Papers in Regional Science, Wiley Blackwell, vol. 97(4), pages 1017-1037, November.
  • Francesco Aiello & Graziella Bonanno, 2015. "Multilevel Empirics For Small Banks In Local Markets," Working Papers 201503, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
  • Francesco Aiello & Graziella Bonanno, 2016. "Multilevel Empirics For Small Banks In Local Markets," Working Papers 201611, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
  • Aiello, Francesco & Bonanno, Graziella, 2015. "Multilevel empirics for small banks in local markets," MPRA Paper 64399, University Library of Munich, Germany.
• Dinda, Soumyananda, 2015. "Return on Universal Education: SSA Case Study on Bihar," MPRA Paper 64831, University Library of Munich, Germany, revised 06 Jun 2015.
• esposito, francesco paolo & cummins, mark, 2015. "Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models," MPRA Paper 64987, University Library of Munich, Germany.
• Yang, Bill Huajian & Du, Zunwei, 2015. "Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation," MPRA Paper 65168, University Library of Munich, Germany.
• Dimitrios Panagiotou & Athanassios Stavrakoudis, 2015. "Price asymmetry between different pork cuts in the USA: a copula approach," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 3(1), pages 1-8, December.
  • Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015. "Price asymmetry between different pork cuts in the USA: a copula approach," MPRA Paper 65448, University Library of Munich, Germany.
• Panagiotou Dimitrios & Stavrakoudis Athanassios, 2016. "Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 14(1), pages 121-131, May.
  • Papagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015. "Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry," MPRA Paper 65451, University Library of Munich, Germany.
• AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015. "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper 65514, University Library of Munich, Germany.
• Kelbore, Zerihun Getachew, 2015. "Trade Openness, Structural Transformation, and Poverty Reduction: Empirical Evidence from Africa," MPRA Paper 65537, University Library of Munich, Germany, revised 04 Jul 2015.
• Perederiy, Volodymyr, 2015. "Endogenous derivation and forecast of lifetime PDs," MPRA Paper 65679, University Library of Munich, Germany.
• Chau, Tak Wai, 2015. "Identification through Heteroscedasticity: What If We Have the Wrong Form of Heteroscedasticity?," MPRA Paper 65888, University Library of Munich, Germany.
• Greselin, Francesca & Zitikis, Ricardas, 2015. "Measuring economic inequality and risk: a unifying approach based on personal gambles, societal preferences and references," MPRA Paper 65892, University Library of Munich, Germany.
• Chaouech, Olfa, 2015. "Taylor rule in practice : Evidence from tunisia," MPRA Paper 66771, University Library of Munich, Germany, revised 18 Sep 2015.
• Ciuiu, Daniel, 2015. "Consumer models and the common influence of increasing VAT and decreasing wedges," MPRA Paper 66970, University Library of Munich, Germany, revised Jul 2015.
• Bartolucci, Francesco & Pigini, Claudia, 2017. "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 78(i07).
  • Bartolucci, Francesco & Pigini, Claudia, 2015. "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," MPRA Paper 67030, University Library of Munich, Germany.
• Francq, Christian & Sucarrat, Genaro, 2017. "An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 16-32.
  • Francq, Christian & Sucarrat, Genaro, 2015. "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper 67140, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2015. "Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels," MPRA Paper 67195, University Library of Munich, Germany.
• Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia, 2015. "Composite likelihood inference for hidden Markov models for dynamic networks," MPRA Paper 67242, University Library of Munich, Germany.
• Bicchieri, Cristina & Marini, Annalisa, 2015. "Female Genital Mutilation: Fundamentals, Social Expectations and Change," MPRA Paper 67523, University Library of Munich, Germany.
• Alexander Aue & Lajos Horváth & Daniel F. Pellatt, 2017. "Functional Generalized Autoregressive Conditional Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 3-21, January.
  • Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015. "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper 67702, University Library of Munich, Germany.
• Bollers, Elton & Pile, Dennis, 2015. "The Nexus between Remittances and Economic Growth: Empirical Evidence from Guyana," MPRA Paper 67756, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2015. "Joint inference on market and estimation risks in dynamic portfolios," MPRA Paper 68100, University Library of Munich, Germany.
• Arturas Juodis & Sarafidis, V., 2015. "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers 15-03, Universiteit van Amsterdam, Dept. of Econometrics.
  • Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
• Garas, Antonios & Lapatinas, Athanasios & Poulios, Konstantinos, 2015. "The complex-network based relation between migration and FDI in the OECD," MPRA Paper 68341, University Library of Munich, Germany.
• Troug, Haytem & Murray, Matt, 2015. "The Effects of Asymmetric Shocks in Oil Prices on the Performance of the Libyan Economy," MPRA Paper 68705, University Library of Munich, Germany.
• Troug, Haytem Ahmed & Murray, Matt, 2015. "Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels," MPRA Paper 68707, University Library of Munich, Germany.
• Abonazel, Mohamed R., 2015. "How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models," MPRA Paper 68708, University Library of Munich, Germany.
• Stacey, Brian, 2015. "Sampling for Variance in a Population," MPRA Paper 69381, University Library of Munich, Germany.
• Stacey, Brian, 2015. "Fukushima: The Failure of Predictive Models," MPRA Paper 69383, University Library of Munich, Germany.
• Aknouche, Abdelhakim, 2015. "Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes," MPRA Paper 69572, University Library of Munich, Germany.
• Dimitrios Panagiotou & Athanassios Stavrakoudis, 2017. "A Stochastic Production Frontier Estimator of the Degree of Oligopsony Power in the U.S. Cattle Industry," Journal of Industry, Competition and Trade, Springer, vol. 17(1), pages 121-133, March.
  • Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015. "A stochastic production frontier estimator of the degree of oligopsony power in the U.S. cattle industry," MPRA Paper 73525, University Library of Munich, Germany, revised 2016.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  • Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
• Zhu, Ying, 2015. "Sparse Linear Models and l1−Regularized 2SLS with High-Dimensional Endogenous Regressors and Instruments," MPRA Paper 81217, University Library of Munich, Germany.
• Onanuga, Abayomi & Oshinloye, Michael & Onanuga, Olaronke, 2015. "Income and Household Consumption Expenditure in Nigeria," MPRA Paper 83334, University Library of Munich, Germany, revised 30 Apr 2015.
• Michaelides, Panayotis G. & Milios, John G. & Konstantakis, Konstantinos N. & Tarnaras, Panayiotis, 2015. "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," MPRA Paper 90145, University Library of Munich, Germany.
• Troy Lorde & Mahalia Jackman & Simon Naitram & Shane Lowe, 2016. "Does crime depend on the “state” of economic misery?," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 43(11), pages 1124-1134, November.
  • Lorde, Troy & Jackman, Mahalia & Naitram, Simon & Lowe, Shane, 2015. "Does crime depend on the ‘state’ of economic misery?," MPRA Paper 95600, University Library of Munich, Germany.
• Ertugrul, Hasan Murat & Çetin, Murat & Şeker, Fahri & Dogan, Eyüp, 2015. "The impact of trade openness on global carbon dioxide emissions: Evidence from the top ten emitters among developing countries," MPRA Paper 97539, University Library of Munich, Germany, revised 10 Mar 2016.
• Gordana Marjanovic & Ljiljana Maksimovic & Nenad Stanisic, 2015. "Hysteresis and the NAIRU: The Case of Countries in Transition," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 503-515.
• David P. Byrne & Susumu Imai & Vasilis Sarafidis & Masayuki Hirukawa, 2015. "Instrument-free Identification and Estimation of Differentiated Products Models," Working Paper Series 26, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  • David Byrne & Masayuki Hirukawa & Susumu Imai & Vasilis Sarafidis, 2015. "Instrument-free Identification And Estimation Of Differentiated Products Models," Working Paper 1336, Economics Department, Queen's University.
  • David P. Byrne & Susumu Imai & Vasilis Sarafidis, 2015. "Instrument-free Identifcation and Estimation of the Diferentiated Products Models," Department of Economics - Working Papers Series 1198, The University of Melbourne.
• Sugata Marjit & Arijit Mukherjee & Koushik Kumar Hati, 2015. "Relative Social Status and Conflicting Measures of Poverty: A Behavioural Analytical Model," Discussion Papers 2015-02, University of Nottingham, GEP.
  • Sugata Marjit & Sattwik Santra & Koushik Kumar Hati, 2015. "Relative Social Status and Conflicting Measures of Poverty - A Behavioral Analytical Model," Discussion Papers Series 543, School of Economics, University of Queensland, Australia.
• Sugata Marjit & Lei Yang, 2015. "Accumulation with Malnutrition - The Role of Status Seeking Behavior," Discussion Papers Series 544, School of Economics, University of Queensland, Australia.
• Natalya Zelenyuk & Valentin Zelenyuk, 2015. "Productivity Drivers of Efficiency in Banking: Importance of Model Specifications," CEPA Working Papers Series WP082015, School of Economics, University of Queensland, Australia.
• Kai Du & Andrew C. Worthington & Valentin Zelenyuk, 2015. "The dynamic relationship between bank asset diversification and efficiency: Evidence from the Chinese banking sector," CEPA Working Papers Series WP122015, School of Economics, University of Queensland, Australia.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Large Vector Autoregressions with Asymmetric Priors," Working Papers 759, Queen Mary University of London, School of Economics and Finance.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 262-282.
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  • Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers E2018/21, Cardiff University, Cardiff Business School, Economics Section.
  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
• Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019. "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
  • Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," CESifo Working Paper Series 4834, CESifo.
  • Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2015. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," Working Papers 764, Queen Mary University of London, School of Economics and Finance.
  • Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014. "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics 1413, Faculty of Economics, University of Cambridge.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Large Vector Autoregressions with Asymmetric Priors," Working Papers 759, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Large Vector Autoregressions with Asymmetric Priors," Working Papers 759, Queen Mary University of London, School of Economics and Finance.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 262-282.
  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
  • Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers E2018/21, Cardiff University, Cardiff Business School, Economics Section.
  • Konstantinos Theodoridis & Haroon Mumtaz, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 101219932, Lancaster University Management School, Economics Department.
• Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019. "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
  • Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," CESifo Working Paper Series 4834, CESifo.
  • Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2015. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," Working Papers 764, Queen Mary University of London, School of Economics and Finance.
  • Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014. "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics 1413, Faculty of Economics, University of Cambridge.
  • Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2015. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," Working Papers 764, Queen Mary University of London, School of Economics and Finance.
• Evgeniy Ozhegov, 2015. "Identification in a class of nonparametric simultaneous equation models with sample selection (in Russian)," Quantile, Quantile, issue 13, pages 15-23, May.
• Karen Poghosyan, 2015. "Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)," Quantile, Quantile, issue 13, pages 25-39, May.
• Koutchade, Philippe & Carpentier, Alain & Féménia, Fabienne, 2015. "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers 210097, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  • Philippe Koutchade & Alain Carpentier & Fabienne Féménia, 2015. "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers SMART 15-10, INRAE UMR SMART.
• Ribeiro, Joao, 2015. "Medidas macroprudenciales y política monetaria en una economía pequeña y abierta," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 55-76.
• Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: A structural estimation," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1044-1072.
  • Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015. "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers 1165, Society for Economic Dynamics.
  • Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2021. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," Staff Reports 993, Federal Reserve Bank of New York.
  • Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics 118905, London School of Economics and Political Science, LSE Library.
  • Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," CEPR Discussion Papers 17238, C.E.P.R. Discussion Papers.
  • Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," CeMMAP working papers CWP07/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics 115664, London School of Economics and Political Science, LSE Library.
• Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2015. "Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone," Economics Letters, Elsevier, vol. 136(C), pages 118-124.
  • Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2015. "Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone," Discussion Paper Series 2015_04, Department of Economics, University of Macedonia, revised Sep 2015.
  • Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2015. "Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone," Working Paper series 15-30, Rimini Centre for Economic Analysis.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano, 2015. "A Shrinkage Instrumental Variable Estimator For Large Datasets," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 67-87, Mars-Juin.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary University of London, School of Economics and Finance.
  • A. Carriero & G. Kapetanios & M. Marcellino, 2015. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 558, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Şahin, İsmail & Karanfil, Muhammet, 2015. "The Effect of Money Supply on the Inflation the Period between 1980-2013 in Turkey Economy," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 6(4), pages 97-113, October.
• Panahi, Hossein & Salmani, Behzad & Nasibparast, Sima, 2015. "Inductive Effect of Physicians Number and Hospital Bed on Health Expenditures in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 2(2), pages 25-42, September.
• Kurennoy, Alexey, 2015. "On the bias of the LSDV estimator in dynamic panel data models with endogenous regressors," Published Papers kur001, Russian Presidential Academy of National Economy and Public Administration.
• Dan Dumitru Ionescu & Alina Mariuca Ionescu, 2015. "Predictors of work life balance for women entrepreneurs in the North East Region of Romania," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 9(1), pages 37-46, June.
• Oana Simona HUDEA, 2015. "Estimation and Variance Decomposition in a Small-size DSGE Model," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(1), pages 121-127, January.
• Alessia Naccarato & Andrea Pierini & Stefano Falorsi, 2015. "Using Google Trend Data To Predict The Italian Unemployment Rate," Departmental Working Papers of Economics - University 'Roma Tre' 0203, Department of Economics - University Roma Tre.
• Vipul Kumar Singh, 2015. "Conjoint Analysis of Option and Volatility Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(3), pages 258-289, December.
• Akinlo Taiwo & Simon-Oke O. Olayemi, 2015. "Re-examine foreign direct investment and economic growth: Panel co-integration and causality tests for sub-Saharan African countries," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 18(1), pages 73-86, March.
• Shrabani Mukherjee, 2015. "Entrepreneurial Choice of Investment Capital for House-based Industries," Review of Market Integration, India Development Foundation, vol. 7(3), pages 214-241, December.
• Faiza Umer & Shaista Alam, 2015. "Trade Openness, Size of Economy and the Saving–Investment Relationship: A Dynamic Analysis for Pakistan," South Asian Journal of Macroeconomics and Public Finance, , vol. 4(2), pages 233-257, December.
• Ça?atay TEKE & Baha GÜNEY, 2015. "Life Data Analysis for Rail System Fleet Vehicles," Proceedings of International Academic Conferences 1003824, International Institute of Social and Economic Sciences.
• Mosayeb Pahlavani & Mandana Zanganeh Soroush, 2015. "Evaluattion the Impacts of Market Orientation on Export Efficiency of lateral Industries of Fishery Sector through Structural Equation Modeling," Proceedings of International Academic Conferences 2804971, International Institute of Social and Economic Sciences.
• Jorge Andraz & Nélia Norte & Cristina Oliveira, 2015. "New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal," Proceedings of International Academic Conferences 3105388, International Institute of Social and Economic Sciences.
• Valeriu Nalban, 2015. "Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(1), pages 60-74, March.
• Chan-Guk Huh & Jie Wu, 2015. "Linkage between US monetary policy and emerging economies: the case of Korea?s financial market and monetary policy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(3), pages 1-18, September.
• Erick Treviño Aguilar & Refugio Vallejo Gutiérrez, 2015. "La profundidad de mercado y el impacto cruzado de precios," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 5(2), pages 119-142, julio-dic.
• Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
• Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
• Mateusz Pipień & Sylwia Roszkowska, 2015. "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 145-169.
• Kentaro Kikuchi, 2015. "Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis," Discussion Papers CRR Discussion Paper Series B: Financial 14, Shiga University, Faculty of Economics,Center for Risk Research.
• Dorothée Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard, 2015. "The impact of infrastructure on productivity: new estimates for Québec," Cahiers de recherche Classification-JEL: C13, , Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
• Su, Liangjun & Hoshino, Tadao, 2016. "Sieve instrumental variable quantile regression estimation of functional coefficient models," Journal of Econometrics, Elsevier, vol. 191(1), pages 231-254.
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• Lu, Xun & Su, Liangjun, 2016. "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 190(1), pages 148-175.
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• Peter C. B. Phillips & Ye Chen & Jun Yu, 2015. "Limit Theory for Continuous Time Systems with Mildly Explosive Regressors," Working Papers 03-2015, Singapore Management University, School of Economics.
• Zhenlin Yang & Jihai Yu & Shew Fan Liu, 2015. "Bias correction for fixed effects spatial panel data models," Working Papers 04-2015, Singapore Management University, School of Economics.
• Su Liangjun & Junhui Qian, 2015. "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers 07-2015, Singapore Management University, School of Economics.
• Yang Zhenlin, 2015. "Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels," Working Papers 14-2015, Singapore Management University, School of Economics.
• Anna Kormilitsina & Denis Nekipelov, 2015. "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers 1510, Southern Methodist University, Department of Economics.
• Baseem Al-athwari & Jorn Altmann, 2015. "Utility-Based Smartphone Energy Consumption Optimization for Cloud-Based and On-Device Application Uses," TEMEP Discussion Papers 2015125, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Nov 2015.
• Netsanet Haile & Jörn Altmann, 2016. "Structural analysis of value creation in software service platforms," Electronic Markets, Springer;IIM University of St. Gallen, vol. 26(2), pages 129-142, May.
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• Fabio Sanches & Daniel Silva Junior & Sorawoot Srisuma, 2018. "Minimum Distance Estimation of Search Costs Using Price Distribution," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 658-671, October.
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• Dimitrios Panagiotou & Athanassios Stavrakoudis, 2015. "Price asymmetry between different pork cuts in the USA: a copula approach," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 3(1), pages 1-8, December.
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• Miguel Puente-Ajovín & Arturo Ramos, 2015. "On the parametric description of the French, German, Italian and Spanish city size distributions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 489-509, March.
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• Pavlos Almanidis & Giannis Karagiannis & Robin Sickles, 2015. "Semi-nonparametric spline modifications to the Cornwell–Schmidt–Sickles estimator: an analysis of US banking productivity," Empirical Economics, Springer, vol. 48(1), pages 169-191, February.
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• Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
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• Mehmet Pinar, 2015. "Measuring world governance: revisiting the institutions hypothesis," Empirical Economics, Springer, vol. 48(2), pages 747-778, March.
• Guangjie Li, 2015. "A stochastic frontier model with structural breaks in efficiency and technology," Empirical Economics, Springer, vol. 49(1), pages 131-159, August.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Renò, 2015. "Spot volatility estimation using delta sequences," Finance and Stochastics, Springer, vol. 19(2), pages 261-293, April.
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• James DiLellio, 2015. "A Kalman filter control technique in mean-variance portfolio management," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 235-261, April.
• Natalya Rybnikova & Boris Portnov, 2015. "Using light-at-night (LAN) satellite data for identifying clusters of economic activities in Europe," Letters in Spatial and Resource Sciences, Springer, vol. 8(3), pages 307-334, November.
• Subal C. Kumbhakar & Hung-Jen Wang, 2015. "Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data," Springer Books, in: Subhash C. Ray & Subal C. Kumbhakar & Pami Dua (ed.), Benchmarking for Performance Evaluation, edition 127, chapter 0, pages 1-73, Springer.
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• Carina Gerstenberger & Daniel Vogel, 2015. "On the efficiency of Gini’s mean difference," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 569-596, November.
• Clément Bosquet & Hervé Boulhol, 2015. "What is really puzzling about the “distance puzzle”," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 151(1), pages 1-21, February.
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• Seojeong Lee, 2018. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 400-410, July.
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• Hill, Jonathan B. & Prokhorov, Artem, 2016. "GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference," Journal of Econometrics, Elsevier, vol. 190(1), pages 18-45.
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• Harald Badinger & Jesus Crespo Cuaresma, 2015. "Aggregravity: estimating gravity models from aggregate data," Applied Economics, Taylor & Francis Journals, vol. 47(20), pages 2119-2126, April.
  • Badinger, Harald & Crespo Cuaresma, Jesus, 2014. "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Paper Series 183, WU Vienna University of Economics and Business.
  • Harald Badinger & Jesus Crespo Cuaresma, 2014. "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Papers wuwp183, Vienna University of Economics and Business, Department of Economics.
• Lorenzo Camponovo & Taisuke Otsu, 2015. "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
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  • Camponovo, Lorenzo & Otsu, Taisuke, 2015. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 60185, London School of Economics and Political Science, LSE Library.
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• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015. "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 594-616, May.
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• M. Hashem Pesaran, 2015. "Testing Weak Cross-Sectional Dependence in Large Panels," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1089-1117, December.
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• Badi H. Baltagi & Ying Deng, 2015. "EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 659-694, December.
  • Badi H. Baltagi & Ying Deng, 2012. "EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects," Center for Policy Research Working Papers 146, Center for Policy Research, Maxwell School, Syracuse University.
• Ke Zhu & Shiqing Ling, 2015. "LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 784-794, June.
  • Zhu, Ke & Ling, Shiqing, 2014. "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper 59099, University Library of Munich, Germany.
• Yumou Qiu & Song Xi Chen, 2015. "Bandwidth Selection for High-Dimensional Covariance Matrix Estimation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1160-1174, September.
  • Qiu, Yumou & Chen, Song Xi, 2014. "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper 59641, University Library of Munich, Germany.
• Antonio Diez de Los Rios, 2015. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 282-295, April.
  • Antonio Diez de los Rios, 2013. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Staff Working Papers 13-10, Bank of Canada.
• Nikolay Gospodinov & Serena Ng, 2015. "Minimum Distance Estimation of Possibly Noninvertible Moving Average Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 403-417, July.
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• Ke Zhu & Wai Keung Li, 2015. "A New Pearson-Type QMLE for Conditionally Heteroscedastic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 552-565, October.
• Kartik Anand & Ben Craig & Goetz von Peter, 2015. "Filling in the blanks: network structure and interbank contagion," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 625-636, April.
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  • Kartik Anand & Ben Craig & Goetz von Peter, 2014. "Filling in the Blanks: Network Structure and Interbank Contagion," Staff Working Papers 14-26, Bank of Canada.
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• Harald Badinger & Peter Egger, 2015. "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
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  • Badinger, Harald & Egger, Peter, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Paper Series 173, WU Vienna University of Economics and Business.
• Rafael Gonz�lez-Val & Jose Olmo, 2015. "Growth in a Cross-section of Cities: Location, Increasing Returns or Random Growth?," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(2), pages 230-261, June.
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• Blasques, Francisco & Duplinskiy, Artem, 2018. "Penalized indirect inference," Journal of Econometrics, Elsevier, vol. 205(1), pages 34-54.
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• Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
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  • Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models," Tinbergen Institute Discussion Papers 15-019/III, Tinbergen Institute.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015. "On the ambiguous consequences of omitting variables," EIEF Working Papers Series 1505, Einaudi Institute for Economics and Finance (EIEF), revised May 2015.
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• Laurent Callot & Johannes Tang Kristensen, 2016. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 437-479, Emerald Group Publishing Limited.
  • Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers 2015-29, Department of Economics and Business Economics, Aarhus University.
  • Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers 15-069/III, Tinbergen Institute.
• P. Čížek & M. Aquaro, 2018. "Robust estimation and moment selection in dynamic fixed-effects panel data models," Computational Statistics, Springer, vol. 33(2), pages 675-708, June.
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• Beck, T.H.L. & Pamuk, H. & Uras, R.B. & Ramrattan, R., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Other publications TiSEM 3d35ab30-05ef-4a31-8710-f, Tilburg University, School of Economics and Management.
  • Beck, T.H.L. & Pamuk, H. & Uras, R.B. & Ramrattan, R., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Discussion Paper 2015-023, Tilburg University, Center for Economic Research.
  • Beck, T.H.L. & Pamuk, H. & Uras, R.B. & Ramrattan, R., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Other publications TiSEM 0d645e56-41b8-4f4b-976a-4, Tilburg University, School of Economics and Management.
  • Beck, Thorsten & Uras, Burak & Pamuk, Haki & Ramrattan, Ravindra, 2015. "Mobile Money, Trade Credit, and Economic Development: Theory and Evidence," CEPR Discussion Papers 10848, C.E.P.R. Discussion Papers.
  • Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Other publications TiSEM d97fcd56-5247-4e6a-b432-1, Tilburg University, School of Economics and Management.
  • Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Discussion Paper 2015-023, Tilburg University, Center for Economic Research.
  • Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Other publications TiSEM 50ca8928-29de-4c95-863c-d, Tilburg University, School of Economics and Management.
• Einmahl, J.H.J. & Li, Jun & Liu, Regina, 2015. "Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics," Other publications TiSEM bcd9783a-e07e-4da2-bc47-b, Tilburg University, School of Economics and Management.
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• Beck, T.H.L. & Pamuk, H. & Uras, R.B. & Ramrattan, R., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Other publications TiSEM 3d35ab30-05ef-4a31-8710-f, Tilburg University, School of Economics and Management.
  • Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Discussion Paper 2015-023, Tilburg University, Center for Economic Research.
  • Beck, T.H.L. & Pamuk, H. & Uras, R.B. & Ramrattan, R., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Other publications TiSEM 0d645e56-41b8-4f4b-976a-4, Tilburg University, School of Economics and Management.
  • Beck, T.H.L. & Pamuk, H. & Uras, R.B. & Ramrattan, R., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Discussion Paper 2015-023, Tilburg University, Center for Economic Research.
  • Beck, Thorsten & Uras, Burak & Pamuk, Haki & Ramrattan, Ravindra, 2015. "Mobile Money, Trade Credit, and Economic Development: Theory and Evidence," CEPR Discussion Papers 10848, C.E.P.R. Discussion Papers.
  • Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Other publications TiSEM d97fcd56-5247-4e6a-b432-1, Tilburg University, School of Economics and Management.
  • Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B., 2015. "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Other publications TiSEM 50ca8928-29de-4c95-863c-d, Tilburg University, School of Economics and Management.
• Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers 44/15, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The Influence Function of Semiparametric Estimators," CIRJE F-Series CIRJE-F-985, CIRJE, Faculty of Economics, University of Tokyo.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers CWP06/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers CWP44/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
• Arai, Yoichi & Ichimura, Hidehiko, 2016. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, vol. 141(C), pages 103-106.
  • Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers 49/15, Institute for Fiscal Studies.
  • Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-990, CIRJE, Faculty of Economics, University of Tokyo.
  • Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers CWP49/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," GRIPS Discussion Papers 15-13, National Graduate Institute for Policy Studies.
• Hiroaki Chigira & Tsunemasa Shiba, 2012. "Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series gd12-248, Institute of Economic Research, Hitotsubashi University.
  • Hiroaki Chigira & Tsunemasa Shiba, 2015. "Dirichlet Prior For Estimating Unknown Regression Error Heteroskedasticity," DSSR Discussion Papers 51, Graduate School of Economics and Management, Tohoku University.
  • Hiroaki Chigira & Tsunemasa Shiba, 2015. "Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity," TERG Discussion Papers 341, Graduate School of Economics and Management, Tohoku University.
• Hiroaki Chigira & Tsunemasa Shiba, 2012. "Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series gd12-248, Institute of Economic Research, Hitotsubashi University.
  • Hiroaki Chigira & Tsunemasa Shiba, 2015. "Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity," TERG Discussion Papers 341, Graduate School of Economics and Management, Tohoku University.
  • Hiroaki Chigira & Tsunemasa Shiba, 2015. "Dirichlet Prior For Estimating Unknown Regression Error Heteroskedasticity," DSSR Discussion Papers 51, Graduate School of Economics and Management, Tohoku University.
• Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo, 2016. "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 81-90.
  • Anuradha Roy & Roman Zmyslony & Miguel Fonseca & Ricardo Leiva, 2015. "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure," Working Papers 0165mss, College of Business, University of Texas at San Antonio.
• Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
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• Elisabetta De Cao, 2015. "The Height Production Function from Birth to Age Two," Journal of Human Capital, University of Chicago Press, vol. 9(3), pages 329-363.
  • De Cao, Elisabetta, 2015. "The height production function from birth to age two," LSE Research Online Documents on Economics 101591, London School of Economics and Political Science, LSE Library.
• Edward P. Lazear & Kathryn L. Shaw & Christopher T. Stanton, 2015. "The Value of Bosses," Journal of Labor Economics, University of Chicago Press, vol. 33(4), pages 823-861.
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  • Edward P. Lazear & Kathryn L. Shaw & Christopher T. Stanton, 2014. "The Value of Bosses," CEP Discussion Papers dp1318, Centre for Economic Performance, LSE.
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• Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
• Carrasco, Marine & Tchuente, Guy, 2015. "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
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• Marine Carrasco & Guy Tchuente, 2016. "Efficient Estimation with Many Weak Instruments Using Regularization Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1609-1637, December.
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• Carriquiry, Miguel, "undated". "An Examination Of The Relationship Between Biodiesel And Soybean Oil Prices Using An Asset Pricing Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236167, Agricultural and Applied Economics Association.
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• Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies," Working Papers 1513, Department of Economics, University of Missouri, revised 25 Jul 2016.
• Al-Sadoon, Majid M., 2019. "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, vol. 9(C), pages 42-61.
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• David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2015. "Inference on Causal Effects in a Generalized Regression Kink Design," Econometrica, Econometric Society, vol. 83, pages 2453-2483, November.
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• David P. Byrne & Susumu Imai & Vasilis Sarafidis, 2015. "Instrument-free Identifcation and Estimation of the Diferentiated Products Models," Department of Economics - Working Papers Series 1198, The University of Melbourne.
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• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 675-685, April.
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• Junko Koeda, 2017. "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, vol. 68(4), pages 443-457, December.
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• Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015. "Specification testing in nonstationary time series models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 117-136, February.
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• Stelios Arvanitis & Antonis Demos, 2015. "A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 200-241, June.
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• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015. "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 331-357, May.
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• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015. "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 331-357, May.
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• Fulvio Corsi & Stefano Peluso & Francesco Audrino, 2015. "Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(3), pages 377-397, April.
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• Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015. "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 987-1009, September.
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• Joakim Westerlund & Milda Norkute & Paresh Kumar Narayan, 2015. "A Factor Analytical Approach to the Efficient Futures Market Hypothesis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 357-370, April.
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• Hong Ben Yee, 2015. "On The Impact Of The Boundary On Dynamics: Anti-Persistence In The Case Of The Hkd Exchange Rate Corridor," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-25.
• Hong Ben Yee, 2015. "On The Impact Of The Boundary On Dynamics: Anti-Persistence In The Case Of The Hkd Exchange Rate Corridor," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-25.
• Mazin A. M. Al Janabi, 2015. "Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 1-28.
• Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga, 2015. "The instability of the Pearson correlation coefficient in the presence of coincidental outliers," Finance Research Letters, Elsevier, vol. 13(C), pages 243-257.
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• Tae-Hwan Kim & Christophe Muller, 2015. "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," AMSE Working Papers 1522, Aix-Marseille School of Economics, France, revised May 2015.
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• Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi, 2016. "Semiparametric dynamic portfolio choice with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 194(2), pages 309-318.
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• Saruta Benjanuvatra & Peter Burridge, 2015. "QML Estimation of the Spatial Weight Matrix in the MR-SAR Model," Discussion Papers 15/24, Department of Economics, University of York.
• Feodoria, Mark & Förstemann, Till, 2015. "Lethal lapses: How a positive interest rate shock might stress German life insurers," Discussion Papers 12/2015, Deutsche Bundesbank.
• Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2015. "Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks," Discussion Papers 23/2015, Deutsche Bundesbank.
• Koziol, Philipp & Schell, Carmen & Eckhardt, Meik, 2015. "Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?," Discussion Papers 46/2015, Deutsche Bundesbank.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
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  • Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01634155, HAL.
  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03, University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
  • Vikas Agarwal & Eser Arisoy & Narayan y Naik, 2015. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01412976, HAL.
  • Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01634155, HAL.
  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03, University of Cologne, Centre for Financial Research (CFR).
• Stankov, Petar & Vasilev, Aleksandar, 2015. "What Explains the Diversity of Regulatory Reform Outcomes?," EconStor Research Reports 141915, ZBW - Leibniz Information Centre for Economics.
• Kraicová Lucie & Baruník Jozef, 2017. "Estimation of long memory in volatility using wavelets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-22, June.
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• Filip Žikeš & Jozef Baruník & Nikhil Shenai, 2017. "Modeling and forecasting persistent financial durations," Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1081-1110, November.
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• Qin, Duo, 2015. "Resurgence of the endogeneity-backed instrumental variable methods," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-35.
• Zhilova, Mayya, 2015. "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers 2015-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija, 2015. "TERES: Tail event risk expectile based shortfall," SFB 649 Discussion Papers 2015-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Christian M. Hafner & Hans Manner & Léopold Simar, 2018. "The “wrong skewness” problem in stochastic frontier models: A new approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 380-400, April.
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• Kruse, Yves Robinson & Kaufmann, Hendrik, 2015. "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112897, Verein für Socialpolitik / German Economic Association.
• Wiegand, Manuel, 2015. "Friendship and money, oil and water? Credit constraints and "Family and Friends" finance," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112965, Verein für Socialpolitik / German Economic Association.
• Katharina Dengler, 2019. "Effectiveness of sequences of classroom training for welfare recipients: what works best in West Germany?," Applied Economics, Taylor & Francis Journals, vol. 51(1), pages 1-46, January.
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• Marek Ďurica & Lucia Švábová, 2015. "Improvement Of Company Marketing Strategy Based On Analysis Of Google Search Results," CBU International Conference Proceedings, ISE Research Institute, vol. 3(0), pages 115-122, September.
• Mária Bohdalová & Michal Greguš, 2015. "Estimating Value-At-Risk Based On Non-Normal Distributions," CBU International Conference Proceedings, ISE Research Institute, vol. 3(0), pages 188-195, September.
• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017. "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, vol. 33(3), pages 691-716, June.
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  • HAFNER, Christian & LAURENT, Sebastien & VIOLANTE, Francesco, 2016. "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers CORE 2016009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
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• Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 640-663.
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• Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017. "Identification and estimation of non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 196(2), pages 288-304.
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• Laurent Callot & Johannes Tang Kristensen, 2016. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 437-479, Emerald Group Publishing Limited.
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  • Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers 2015-29, Department of Economics and Business Economics, Aarhus University.
• Yunus Emre Ergemen & Abderrahim Taamouti, 2015. "Parametric Portfolio Policies with Common Volatility Dynamics," CREATES Research Papers 2015-41, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2015. "Hybrid scheme for Brownian semistationary processes," CREATES Research Papers 2015-43, Department of Economics and Business Economics, Aarhus University.
• Mark Podolskij & Christian Schmidt & Mathias Vetter, 2015. "On U- and V-statistics for discontinuous Itô semimartingale," CREATES Research Papers 2015-52, Department of Economics and Business Economics, Aarhus University.
• Mark Podolskij & Nopporn Thamrongrat, 2015. "A weak limit theorem for numerical approximation of Brownian semi-stationary processes," CREATES Research Papers 2015-53, Department of Economics and Business Economics, Aarhus University.
• Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij, 2015. "Limit theorems for stationary increments Lévy driven moving averages," CREATES Research Papers 2015-56, Department of Economics and Business Economics, Aarhus University.
• Andreas Basse-O'Connor & Mark Podolskij, 2015. "On critical cases in limit theory for stationary increments Lévy driven moving averages," CREATES Research Papers 2015-57, Department of Economics and Business Economics, Aarhus University.
• Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro, 2017. "Edgeworth expansion for the pre-averaging estimator," Stochastic Processes and their Applications, Elsevier, vol. 127(11), pages 3558-3595.
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• Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015. "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers 2015-61, Department of Economics and Business Economics, Aarhus University.
• Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
• Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar, 2021. "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model," JRFM, MDPI, vol. 14(3), pages 1-19, February.
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• Arvanitis, Stelios & Louka, Alexandros, 2016. "A CLT for martingale transforms with infinite variance," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 116-123.
  • Stelios Arvanitis & Alexandros Louka, 2015. "A CLT For Martingale Transforms With Infinite Variance," Working Papers 201507, Athens University Of Economics and Business, Department of Economics.
• Stelios Arvanitis & Nikolas Topaloglou, 2015. "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers 201511, Athens University Of Economics and Business, Department of Economics.
• Sandra Nieto & Raul Ramos, 2017. "Overeducation, Skills and Wage Penalty: Evidence for Spain Using PIAAC Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(1), pages 219-236, October.
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  • Sandra Nieto, 2014. "“Overeducation, skills and wage penalty: Evidence for Spain using PIAAC data”," IREA Working Papers 201411, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
  • Sandra Nieto, 2014. "“Overeducation, skills and wage penalty: Evidence for Spain using PIAAC data”," AQR Working Papers 201406, University of Barcelona, Regional Quantitative Analysis Group, revised Mar 2014.
• Carlos Gamero Burón & Gerard Lassibille, 2015. "Satisfacción laboral en los países pobres: el caso de los docentes malgaches," Investigaciones de Economía de la Educación volume 10, in: Marta Rahona López & Jennifer Graves (ed.), Investigaciones de Economía de la Educación 10, edition 1, volume 10, chapter 38, pages 751-772, Asociación de Economía de la Educación.
  • Carlos Gamero Buron & Gérard Lassibille, 2015. "Satisfacción laboral en los países pobres: el caso de los docentes malgaches," Post-Print halshs-01345759, HAL.
• Mirela Octavia Sirbu & Andreea Simona Saseanu & Simona Ioana Ghita, 2015. "Consumers` perception on the use of innovative technologies in creating store atmosphere," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 17(39), pages 567-567, May.
• Koutchadé, Philippe & Carpentier, Alain & Féménia, Fabienne, 2015. "Empirical modelling of production decisions of heterogeneous farmers with mixed models," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205098, Agricultural and Applied Economics Association.
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• Univ. Prof. Ph. D. Mariana BALAN & PhD. Rodica PERCIUN, 2015. "Estimating Size And Structure Of Yough Romanian Migrants Based On The Gravity Models," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 39(1), pages 65-77, September.
• Luis Alfredo Molina, 2015. "El crecimiento económico: estudio de convergencia regional en Colombia para los períodos 1970-2012," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 2(3), pages 94-122, Octubre.
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• Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi, 2016. "Semiparametric dynamic portfolio choice with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 194(2), pages 309-318.
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• Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
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  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018. "Alternative Asymptotics And The Partially Linear Model With Many Regressors," Econometric Theory, Cambridge University Press, vol. 34(2), pages 277-301, April.
  • Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2012. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," CREATES Research Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
  • Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers 36/15, Institute for Fiscal Studies.
  • Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," Papers 1505.08120, arXiv.org.
  • Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers CWP36/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers CWP44/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers 44/15, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Whitney K. Newey, 2015. "The Influence Function of Semiparametric Estimators," CIRJE F-Series CIRJE-F-985, CIRJE, Faculty of Economics, University of Tokyo.
  • Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers CWP06/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
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  • Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers 46/15, Institute for Fiscal Studies.
• Arai, Yoichi & Ichimura, Hidehiko, 2016. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, vol. 141(C), pages 103-106.
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  • Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers 49/15, Institute for Fiscal Studies.
  • Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers CWP49/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Ho, Kate & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
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  • Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 67/15, Institute for Fiscal Studies.
  • Joel L. Horowitz & Sokbae (Simon) Lee, 2016. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP29/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
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  • Manuel Arellano & Stéphane Bonhomme, 2015. "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers 75/15, Institute for Fiscal Studies.
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• Mykola Bondar & Natalia Iershova, 2015. "Strategic Management Object As An Object Of Scientific Research," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 1(1).
• Bruno Albuquerque & Georgi Krustev, 2018. "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(2), pages 459-481, June.
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• Tamara Burdisso & Maximo Sangiacomo, 2016. "Panel time series: Review of the methodological evolution," Stata Journal, StataCorp LLC, vol. 16(2), pages 424-442, June.
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• Julija Cerović & Vesna Karadžić, 2015. "Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 60(206), pages 87-116, July - Se.
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• Jeremy Greenwood & Nezih Guner & Georgi Kocharkov & Cezar Santos, 2016. "Technology and the Changing Family: A Unified Model of Marriage, Divorce, Educational Attainment, and Married Female Labor-Force Participation," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(1), pages 1-41, January.
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• Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2015. "Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone," Economics Letters, Elsevier, vol. 136(C), pages 118-124.
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  • Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2015. "Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone," Working Paper series 15-30, Rimini Centre for Economic Analysis.
• Wikström, Daniel, 2015. "Consistent method of moments estimation of the true fixed effects model," Economics Letters, Elsevier, vol. 137(C), pages 62-69.
• Peluso, Stefano & Mira, Antonietta & Muliere, Pietro, 2015. "Reinforced urn processes for credit risk models," Journal of Econometrics, Elsevier, vol. 184(1), pages 1-12.
• Francq, Christian & Zakoïan, Jean-Michel, 2015. "Risk-parameter estimation in volatility models," Journal of Econometrics, Elsevier, vol. 184(1), pages 158-173.
  • Francq, Christian & Zakoian, Jean-Michel, 2012. "Risk-parameter estimation in volatility models," MPRA Paper 41713, University Library of Munich, Germany.
• Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
• Aguilar, Mike & Hill, Jonathan B., 2015. "Robust score and portmanteau tests of volatility spillover," Journal of Econometrics, Elsevier, vol. 184(1), pages 37-61.
• Kneip, Alois & Simar, Léopold & Van Keilegom, Ingrid, 2015. "Frontier estimation in the presence of measurement error with unknown variance," Journal of Econometrics, Elsevier, vol. 184(2), pages 379-393.
  • Kneip, Alois & Simar, Leopold & Van Keilegom, Ingrid, 2015. "Frontier estimation in the presence of measurement error with unknown variance," LIDAM Reprints ISBA 2015004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Freyberger, Joachim, 2015. "Asymptotic theory for differentiated products demand models with many markets," Journal of Econometrics, Elsevier, vol. 185(1), pages 162-181.
• Chan, Nigel & Wang, Qiying, 2015. "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 182-195.
• Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
• Bekker, Paul A. & Crudu, Federico, 2015. "Jackknife instrumental variable estimation with heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 332-342.
  • P.A. Bekker & F. Crudu, 2013. "Jackknife Instrumental Variable Estimation with Heteroskedasticity," Working Paper CRENoS 201313, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Calvet, Laurent E. & Czellar, Veronika, 2015. "Through the looking glass: Indirect inference via simple equilibria," Journal of Econometrics, Elsevier, vol. 185(2), pages 343-358.
  • Calvet , Laurent & Czellar, Veronika, 2013. "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series 1048, HEC Paris.
  • Laurent E. Calvet & Veronika Czellar, 2014. "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers hal-02058272, HAL.
  • Laurent E. Calvet & Veronika Czellar, 2015. "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print hal-02313236, HAL.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2015. "Cross-sectional averages versus principal components," Journal of Econometrics, Elsevier, vol. 185(2), pages 372-377.
• Robinson, Peter M. & Velasco, Carlos, 2015. "Efficient inference on fractionally integrated panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 185(2), pages 435-452.
  • Peter M Robinson & Carlos Velasco, 2013. "Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects," STICERD - Econometrics Paper Series 567, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Robinson, Peter M. & Velasco, Carlos, 2015. "Efficient inference on fractionally integrated panel data models with fixed effects," LSE Research Online Documents on Economics 60795, London School of Economics and Political Science, LSE Library.
  • Robinson, Peter M. & Velasco, Carlos, 2013. "Efficient inference on fractionally integrated panel data models with fixed effects," LSE Research Online Documents on Economics 58063, London School of Economics and Political Science, LSE Library.
• Westerlund, Joakim, 2015. "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, vol. 185(2), pages 453-467.
• Westerlund, Joakim, 2015. "The power of PANIC," Journal of Econometrics, Elsevier, vol. 185(2), pages 495-509.
• Xu, Xingbai & Lee, Lung-fei, 2015. "A spatial autoregressive model with a nonlinear transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 186(1), pages 1-18.
• Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
  • Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
• Carrasco, Marine & Tchuente, Guy, 2015. "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
  • Guy Tchuente & Marine Carrasco, 2013. "Regularized LIML for many instruments," CIRANO Working Papers 2013s-20, CIRANO.
  • Marine Carrasco & Guy Tchuente, 2015. "Regularized LIML for many instruments," Studies in Economics 1515, School of Economics, University of Kent.
• Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
• White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
  • Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
  • Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015. "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series 1814, European Central Bank.
• Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015. "Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference," Journal of Econometrics, Elsevier, vol. 187(1), pages 201-216.
• Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015. "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, vol. 187(1), pages 238-255.
• Caner, Mehmet & Fan, Qingliang, 2015. "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, vol. 187(1), pages 256-274.
• Choi, Seungmoon, 2015. "Explicit form of approximate transition probability density functions of diffusion processes," Journal of Econometrics, Elsevier, vol. 187(1), pages 57-73.
• Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015. "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, vol. 187(2), pages 458-471.
  • Tim Bollerslev & Lai Xu & Hao Zhou, 2012. "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers 2012-51, Department of Economics and Business Economics, Aarhus University.
• Debarsy, Nicolas & Jin, Fei & Lee, Lung-fei, 2015. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Journal of Econometrics, Elsevier, vol. 188(1), pages 1-21.
  • Nicolas DEBARSY & Fei JIN & Lung-fei LEE, 2014. "Large Sample Properties of the Matrix Exponential Spatial Specification with an Application to FDI," LEO Working Papers / DR LEO 2244, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2015. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Post-Print hal-00858174, HAL.
  • Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2014. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Working Papers hal-01069198, HAL.
• Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
• Hoderlein, Stefan & Sherman, Robert, 2015. "Identification and estimation in a correlated random coefficients binary response model," Journal of Econometrics, Elsevier, vol. 188(1), pages 135-149.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers 42/12, Institute for Fiscal Studies.
• Koo, Bonsoo & Seo, Myung Hwan, 2015. "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 8/13, Monash University, Department of Econometrics and Business Statistics.
• Leung, Michael P., 2015. "Two-step estimation of network-formation models with incomplete information," Journal of Econometrics, Elsevier, vol. 188(1), pages 182-195.
• Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
• Dong, Chaohua & Gao, Jiti & Peng, Bin, 2015. "Semiparametric single-index panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 188(1), pages 301-312.
  • Bin Peng & Chaohua Dong & Jiti Gao, 2014. "Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 9/14, Monash University, Department of Econometrics and Business Statistics.
• Lee, Jungyoon & Robinson, Peter M., 2015. "Panel nonparametric regression with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 346-362.
• Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
• Freyberger, Joachim & Horowitz, Joel L., 2015. "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 41-53.
• Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015. "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," Journal of Econometrics, Elsevier, vol. 189(2), pages 297-312.
• Li, Dong & Ling, Shiqing & Zakoïan, Jean-Michel, 2015. "Asymptotic inference in multiple-threshold double autoregressive models," Journal of Econometrics, Elsevier, vol. 189(2), pages 415-427.
• Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015. "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, vol. 39(2), pages 240-252.
  • M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011. "Credit Default Swaps and Sovereign Debt Markets," NFI Working Papers 2011-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
• Creel, Michael & Kristensen, Dennis, 2015. "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 85-108.
  • Michael Creel & Dennis Kristensen, 2014. "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers 2014-30, Department of Economics and Business Economics, Aarhus University.
• Jondeau, Eric, 2015. "The dynamics of squared returns under contemporaneous aggregation of GARCH models," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 80-93.
• Cho, Dooyeon, 2015. "The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 229-238.
• Han, Liyan & Zhou, Yimin & Yin, Libo, 2015. "Exogenous impacts on the links between energy and agricultural commodity markets," Energy Economics, Elsevier, vol. 49(C), pages 350-358.
• Lin, Boqiang & Du, Kerui, 2015. "Modeling the dynamics of carbon emission performance in China: A parametric Malmquist index approach," Energy Economics, Elsevier, vol. 49(C), pages 550-557.
• Baek, Jungho, 2015. "Environmental Kuznets curve for CO2 emissions: The case of Arctic countries," Energy Economics, Elsevier, vol. 50(C), pages 13-17.
• Hasanov, Mübariz, 2015. "The demand for transport fuels in Turkey," Energy Economics, Elsevier, vol. 51(C), pages 125-134.
• Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang, 2015. "Credit contagion in the presence of non-normal shocks," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 129-139.
• Ozturk, Serda Selin & Richard, Jean-Francois, 2015. "Stochastic volatility and leverage: Application to a panel of S&P500 stocks," Finance Research Letters, Elsevier, vol. 12(C), pages 67-76.
• Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga, 2015. "The instability of the Pearson correlation coefficient in the presence of coincidental outliers," Finance Research Letters, Elsevier, vol. 13(C), pages 243-257.
  • Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2014. "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers 2014rwp-74, Yonsei University, Yonsei Economics Research Institute.
  • Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2015. "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers 2015rwp-77, Yonsei University, Yonsei Economics Research Institute.
• Dang, Viet Anh & Garrett, Ian, 2015. "On corporate capital structure adjustments," Finance Research Letters, Elsevier, vol. 14(C), pages 56-63.
• Delis, Manthos D. & Karavias, Yiannis, 2015. "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, vol. 16(C), pages 13-30.
  • Delis, Manthos & Karavias, Yiannis, 2013. "Optimal versus realized bank credit risk and monetary policy," MPRA Paper 49795, University Library of Munich, Germany.
  • Manthos D. Delis & Yiannis Karavias, 2013. "Optimal versus realized bank credit risk and monetary policy," Discussion Papers 13/03, University of Nottingham, Granger Centre for Time Series Econometrics.
• Avramidis, Panagiotis & Pasiouras, Fotios, 2015. "Calculating systemic risk capital: A factor model approach," Journal of Financial Stability, Elsevier, vol. 16(C), pages 138-150.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  • Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
• Fally, Thibault, 2015. "Structural gravity and fixed effects," Journal of International Economics, Elsevier, vol. 97(1), pages 76-85.
  • Thibault Fally, 2015. "Structural Gravity and Fixed Effects," NBER Working Papers 21212, National Bureau of Economic Research, Inc.
• Denuit, Michel & Kiriliouk, Anna & Segers, Johan, 2015. "Max-factor individual risk models with application to credit portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 162-172.
• David Neto, 2015. "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy," International Economics, CEPII research center, issue 144, pages 83-94.
  • Neto, David, 2015. "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy," International Economics, Elsevier, vol. 144(C), pages 83-94.
• Nneji, Ogonna, 2015. "Liquidity shocks and stock bubbles," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 132-146.
• Riedel, Christoph & Wagner, Niklas, 2015. "Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 53-64.
• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
  • Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
  • Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
  • Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
• Seo, Sung Won & Kim, Jun Sik, 2015. "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 106-120.
• Kim, Joseph H.T. & Kim, Joocheol, 2015. "A parametric alternative to the Hill estimator for heavy-tailed distributions," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 60-71.
• Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015. "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 123-139.
  • Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014. "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers 14-067/III, Tinbergen Institute.
• Byun, Suk Joon & Jeon, Byoung Hyun & Min, Byungsun & Yoon, Sun-Joong, 2015. "The role of the variance premium in Jump-GARCH option pricing models," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 38-56.
• Cai, Zongwu & Ren, Yu & Yang, Bingduo, 2015. "A semiparametric conditional capital asset pricing model," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 117-126.
• Preve, Daniel, 2015. "Linear programming-based estimators in nonnegative autoregression," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 225-234.
  • Daniel Preve, "undated". "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series GRU_2016_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
• Jeong, Daehee & Kim, Hwagyun & Park, Joon Y., 2015. "Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility," Journal of Financial Economics, Elsevier, vol. 115(2), pages 361-382.
• Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
  • Tim Bollerslev & Viktor Todorov & Lai Xu, 2014. "Tail Risk Premia and Return Predictability," CREATES Research Papers 2014-49, Department of Economics and Business Economics, Aarhus University.
• Becker, Christoph & Schmidt, Wolfgang M., 2015. "How past market movements affect correlation and volatility," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 78-107.
• Ledoit, Olivier & Wolf, Michael, 2015. "Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 360-384.
  • Olivier Ledoit & Michael Wolf, 2013. "Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions," ECON - Working Papers 105, Department of Economics - University of Zurich, revised Jul 2013.

2014

• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2017. "Are University Admissions Academically Fair?," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 449-464, July.
  • Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2012. "Are University Admissions Academically Fair?," Economics Series Working Papers 608, University of Oxford, Department of Economics.
  • Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2014. "Are University Admissions Academically Fair?," CREATES Research Papers 2014-06, Department of Economics and Business Economics, Aarhus University.
• Federico Carlini & Katarzyna Lasak, 2014. "On an Estimation Method for an Alternative Fractionally Cointegrated Model," Tinbergen Institute Discussion Papers 14-052/III, Tinbergen Institute.
  • Federico Carlini & Katarzyna Lasak, 2014. "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers 2014-15, Department of Economics and Business Economics, Aarhus University.
• Markku Lanne & Henri Nyberg, 2016. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 595-603, August.
  • Markku Lanne & Henri Nyberg, 2014. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers 2014-17, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2014. "Discretization of Lévy semistationary processes with application to estimation," CREATES Research Papers 2014-21, Department of Economics and Business Economics, Aarhus University.
• Creel, Michael & Kristensen, Dennis, 2015. "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 85-108.
  • Michael Creel & Dennis Kristensen, 2014. "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers 2014-30, Department of Economics and Business Economics, Aarhus University.
• Caner, Mehmet & Kock, Anders Bredahl, 2018. "Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso," Journal of Econometrics, Elsevier, vol. 203(1), pages 143-168.
  • Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
• Dias, Gustavo Fruet & Kapetanios, George, 2018. "Estimation and forecasting in vector autoregressive moving average models for rich datasets," Journal of Econometrics, Elsevier, vol. 202(1), pages 75-91.
  • Gustavo Fruet Dias & George Kapetanios, 2014. "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets," CREATES Research Papers 2014-37, Department of Economics and Business Economics, Aarhus University.
• Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy," Tinbergen Institute Discussion Papers 14-145/III, Tinbergen Institute, revised 09 Apr 2015.
  • Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, Department of Economics and Business Economics, Aarhus University.
• Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov, 2014. "Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns," CREATES Research Papers 2014-48, Department of Economics and Business Economics, Aarhus University.
• Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
  • Tim Bollerslev & Viktor Todorov & Lai Xu, 2014. "Tail Risk Premia and Return Predictability," CREATES Research Papers 2014-49, Department of Economics and Business Economics, Aarhus University.
• Kerstin Gärtner & Mark Podolskij, 2014. "On non-standard limits of Brownian semi-stationary," CREATES Research Papers 2014-50, Department of Economics and Business Economics, Aarhus University.
• Mark Podolskij, 2014. "Ambit fields: survey and new challenges," CREATES Research Papers 2014-51, Department of Economics and Business Economics, Aarhus University.
• Tobias Fissler & Mark Podolskij, 2014. "Testing the maximal rank of the volatility process for continuous diffusions observed with noise," CREATES Research Papers 2014-52, Department of Economics and Business Economics, Aarhus University.
• Claudio Heinrich & Mark Podolskij, 2014. "On spectral distribution of high dimensional covariation matrices," CREATES Research Papers 2014-54, Department of Economics and Business Economics, Aarhus University.
• Eduardo Rossi & Paolo Santucci de Magistris, 2018. "Indirect inference with time series observed with error," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 874-897, September.
  • Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Indirect inference with time series observed with error," CREATES Research Papers 2014-57, Department of Economics and Business Economics, Aarhus University.
• Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, Department of Economics and Business Economics, Aarhus University.
• Mikuláš Gangur & Miroslav Plevný, 2014. "Tools for Consumer Rights Protection in the Prediction of Electronic Virtual Market and Technological Changes," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(36), pages 578-578, May.
• Ogundari, Kolawole, 2014. "A meta-regression analysis of frontier efficiency estimates from Africa," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 165911, Agricultural and Applied Economics Association.
• Guan, Zhengfei & Wu, Feng, 2014. "Non-Optimal Behavior and Estimation of Risk Preferences," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170636, Agricultural and Applied Economics Association.
• Mazouz, Khelifa & Wang, Jian, 2014. "Are commodity futures markets short-term efficient? An empirical investigation," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169763, Agricultural Economics Society.
• Kareem, Fatima O., 2014. "Modeling and Estimation of Gravity Equation in the Presence of Zero Trade: A Validation of Hypotheses Using Africa's Trade Data," 140th Seminar, December 13-15, 2013, Perugia, Italy 163341, European Association of Agricultural Economists.
• Areal, Francisco José & Balcombe, Kevin & Rapsomanikis, George, 2016. "Testing for bubbles in agriculture commodity markets," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 16(01), June.
  • Areal, Francisco J & Balcombe, Kelvin & Rapsomanikis, George, 2013. "Testing for bubbles in agriculture commodity markets," MPRA Paper 48015, University Library of Munich, Germany.
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• Bong Geul Chun & Dong Gyu Lee, 2014. "The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability (in Korean)," Working Papers 2014-6, Economic Research Institute, Bank of Korea.
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• Seong Yeon Chang & Pierre Perron, 2016. "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 555-574, July.
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• Arvanitis Stelios & Demos Antonis, 2014. "Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 183-235, July.
• Bassil Charbel, 2014. "The Effect of Terrorism on Tourism Demand in the Middle East," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 20(4), pages 669-684, December.
• Wang Xia & Shang Yuhuang & Zheng Tingguo, 2014. "An extensive study on Markov switching models with endogenous regressors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 403-418, September.
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• Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," BIS Working Papers 465, Bank for International Settlements.
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• Grégory Jolivet & Hélène Turon, 2019. "Consumer Search Costs and Preferences on the Internet," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1258-1300.
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• Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series 4822, CESifo.
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• Sanja Vuković, 2014. "Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 3(2), pages 85-119.
• Yixiao Sun, 2014. "Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 14, pages 23-63, Emerald Group Publishing Limited.
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• Edward P. Lazear & Kathryn L. Shaw & Christopher T. Stanton, 2015. "The Value of Bosses," Journal of Labor Economics, University of Chicago Press, vol. 33(4), pages 823-861.
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• Taisuke Otsu & Myung Hwan Seo, 2014. "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series 571, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Javier Hidalgo & Jungyoon Lee, 2014. "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series 576, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Seo, Myung Hwan & Shin, Yongcheol, 2016. "Dynamic panels with threshold effect and endogeneity," Journal of Econometrics, Elsevier, vol. 195(2), pages 169-186.
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• Lasha Lanchava, 2014. "Does Religious Activity Affect Childbearing Decisions? The Case of Georgia," CERGE-EI Working Papers wp521, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Romuald Méango, 2014. "International Student Migration: A Partial Identification Analysis," CESifo Working Paper Series 4677, CESifo.
• Piras, Gianfranco & Prucha, Ingmar R., 2014. "On the finite sample properties of pre-test estimators of spatial models," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 103-115.
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• Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects," Cambridge Working Papers in Economics 1412, Faculty of Economics, University of Cambridge.
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• Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019. "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
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• Harald Badinger & Peter Egger, 2015. "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
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• Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016. "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, vol. 194(1), pages 116-137.
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• Jan F. KIVIET & Qu FENG, 2014. "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," Economic Growth Centre Working Paper Series 1413, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
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• Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LLC, vol. 14(3), pages 623-661, September.
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• Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 99-125, February.
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• Domingo Rodríguez Benavides & Ignacio Perrotini Hernández & Miguel Ángel Mendoza González, 2014. "Economic Growth and Convergence in Latin America, 1950-2010," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 253-284, July-Dece.
• Domingo Rodríguez Benavides & Ignacio Perrotini Hernández & Miguel Ángel Mendoza González, 2014. "Crecimiento económico y convergencia en América Latina, 1950-2010," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 273-307, julio-dic.
• Edoardo Otranto & Massimo Mucciardi & Pietro Bertuccelli, 2016. "Spatial effects in dynamic conditional correlations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(4), pages 604-626, March.
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• Natalia Kruger, 2014. "Más allá del acceso: segregación social e inequidad en el sistema educativo argentino," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, August.
• Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017. "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(83), pages 161-187, June.
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  • Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014. "FISCO: Modelo Fiscal para Colombia," Borradores de Economia 855, Banco de la Republica de Colombia.
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• Linda Gómez González & Paula Leyva Rodríguez & Fabián Bernal López, 2014. "Movilidad económica en Colombia 1994-2005," Econógrafos, Escuela de Economía 12806, Universidad Nacional de Colombia, FCE, CID.
• Gustavo Gonzalez Palomino, 2014. "Diferencias en los ingresos laborales en Colombia, 2001‐2006: un análisis de descomposición de Oaxaca para los sectores formal e informal," Revista CIFE, Universidad Santo Tomás, September.
• Bauwens, Luc & Grigoryeva, Lyudmila & Ortega, Juan-Pablo, 2016. "Estimation and empirical performance of non-scalar dynamic conditional correlation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 17-36.
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• Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016. "Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices," Annals of Economics and Statistics, GENES, issue 123-124, pages 103-134.
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• Sergey Ivashchenko, 2013. "Estimating Nonlinear DSGE Models with Moments Based Methods," EUSP Department of Economics Working Paper Series 2013/03, European University at St. Petersburg, Department of Economics.
  • Sergey, Ivashchenko, 2014. "Estimating nonlinear DSGE models with moments based methods," Dynare Working Papers 32, CEPREMAP.
• Mariano Kulish & Adrian Pagan, 2017. "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
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  • Kulish, Mariano & Pagan, Adrian, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," Dynare Working Papers 34, CEPREMAP.
  • Mariano Kulish & Adrian Pagan, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," CAMA Working Papers 2014-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Sheen, Jeffrey & Wang, Ben Z., 2014. "An Estimated Small Open Economy Model with Labour Market Frictions," Dynare Working Papers 35, CEPREMAP.
• Dominik Sliwicki, 2014. "Application of Kernel Estimators to Estimation Efficiency of Active Labor Market Programs," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 45(1), pages 27-40.
• Ghysels, Eric, 2014. "Factor Analysis with Large Panels of Volatility Proxies," CEPR Discussion Papers 10034, C.E.P.R. Discussion Papers.
• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
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• Christian Francq & Jean-Michel Zakoian, 2014. "Multi-level Conditional VaR Estimation in Dynamic Models," Working Papers 2014-01, Center for Research in Economics and Statistics.
• Dimitra Chatzi & Dikaios Tserkezos, 2014. "Testing the Linearity of a Time Series," Working Papers 1401, University of Crete, Department of Economics.
• De Cao, Elisabetta, 2014. "The height production function from birth to maturity," Research Report 14018-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
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• Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014. "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS ws140503, Universidad Carlos III de Madrid. Departamento de Estadística.
• Gagliardini, Patrick & Gourieroux, Christian, 2014. "Efficiency In Large Dynamic Panel Models With Common Factors," Econometric Theory, Cambridge University Press, vol. 30(5), pages 961-1020, October.
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• Cao, Jing, 2014. "Quantifying Randomness Versus Consensus in Wine Quality Ratings," Journal of Wine Economics, Cambridge University Press, vol. 9(2), pages 202-213, August.
• Fogarty, James J. & Sadler, Rohan, 2014. "To Save or Savor: A Review of Approaches for Measuring Wine as an Investment," Journal of Wine Economics, Cambridge University Press, vol. 9(3), pages 225-248, December.
• Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
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• Ano Sujithan, Kuhanathan, 2014. "Le système financier indien à l'épreuve de la crise," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14810 edited by Avouyi-Dovi, Sanvi.
• Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014. "A new semiparametric approach to analysing conditional income distributions," University of Göttingen Working Papers in Economics 192, University of Goettingen, Department of Economics.
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• Daniel Cerquera & François Laisney & Hannes Ullrich, 2014. "A Note on Regressions with Interval Data on a Regressor," Discussion Papers of DIW Berlin 1419, DIW Berlin, German Institute for Economic Research.
• Duangkamon Chotikapanich & William E. Griffiths & D. S. Prasada Rao & Wasana Karunarathne, 2014. "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," Development Economics Working Papers 24045, East Asian Bureau of Economic Research.
• Abdelkamel Alj & Rajae Azrak & Guy Melard, 2014. "On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version," Working Papers ECARES ECARES 2014-05, ULB -- Universite Libre de Bruxelles.
• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
  • Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
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• Kok, Christoffer & Amzallag, Adrien & Kapp, Daniel, 2014. "The impact of regulating occupational pensions in Europe on investment and financial stability," Occasional Paper Series 154, European Central Bank.
• Ursel Baumann, 2014. "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers w201404, Banco de Portugal, Economics and Research Department.
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• Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
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• Duygun, Meryem & Kutlu, Levent & Sickles, Robin C., 2014. "Measuring Productivity and Efficiency: A Kalman," Working Papers 15-010, Rice University, Department of Economics.
• Mohamed BOUZAHZAH & Radouane BACHAR, 2014. "Exchange Rate Policy in Morocco and Persistence of Real Exchange Rate Misalignments," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 122-134.
• Rafik Nazarian & Esmaeil Naderi & Nadiya G. Alikhani & Ashkan Amiri, 2014. "Long Memory Analysis: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 16-26.
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• Ghizlan Loumrhari, 2014. "Ageing, Longevity and Savings: The Case of Morocco," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 344-352.
• Serpil TURKYILMAZ & Mesut BALIBEY, 2014. "Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 400-410.
• Alex Granate, 2014. "Directions of the State Effect on the Development of Communication Systems of the Agrarian Sector Enterprises," International Journal of Economics and Financial Issues, Econjournals, vol. 4(3), pages 572-579.
• Aomar Ibourk & Jabrane Amaghouss, 2014. "Impact of Migrant Remittances on Economic Empowerment of Women: A Macroeconomic Investigation," International Journal of Economics and Financial Issues, Econjournals, vol. 4(3), pages 597-611.
• Mesut BALLIBEY & Serpil T RKYILMAZ, 2014. "Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 836-848.
• Rafik Nazarian & Ashkan Amiri, 2014. "Asymmetry of the Oil Price Pass Through to Inflation in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 4(3), pages 457-464.
• Nuno Carlos Leit o, 2014. "Economic Growth, Carbon Dioxide Emissions, Renewable Energy and Globalization," International Journal of Energy Economics and Policy, Econjournals, vol. 4(3), pages 391-399.
• Abbas Ali Abounoori & Rafik Nazarian & Ashkan Amiri, 2014. "Oil Price Pass-Through into Domestic Inflation: The Case of Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 4(4), pages 662-669.
• Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
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• Kiviet, Jan F. & Phillips, Garry D.A., 2014. "Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 424-448.
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• Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon, 2014. "Recovering default risk from CDS spreads with a nonlinear filter," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 87-104.
• Artuç, Erhan & Pourpourides, Panayiotis M., 2014. "R&D and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 54-71.
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• Muñiz, Cristina & Rodríguez, Plácido & Suárez, María J., 2014. "Sports and cultural habits by gender: An application using count data models," Economic Modelling, Elsevier, vol. 36(C), pages 288-297.
• Todorova, Neda & Souček, Michael, 2014. "The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range," Economic Modelling, Elsevier, vol. 36(C), pages 332-340.
• Sánchez-Vidal, F. Javier, 2014. "High debt companies' leverage determinants in Spain: A quantile regression approach," Economic Modelling, Elsevier, vol. 36(C), pages 455-465.
• Siddig, Khalid & Grethe, Harald, 2014. "International price transmission in CGE models: How to reconcile econometric evidence and endogenous model response?," Economic Modelling, Elsevier, vol. 38(C), pages 12-22.
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• Aysun, Uluc & Bouvet, Florence & Hofler, Richard, 2014. "An alternative measure of structural unemployment," Economic Modelling, Elsevier, vol. 38(C), pages 592-603.
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• Philippidis, G. & Resano, H. & Sanjuán, A.I., 2014. "Shifting Armington trade preferences: A re-examination of the Mercosur–EU negotiations," Economic Modelling, Elsevier, vol. 40(C), pages 21-32.
• Al Janabi, Mazin A.M., 2014. "Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects," Economic Modelling, Elsevier, vol. 40(C), pages 369-381.
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• Anatolyev, Stanislav & Khabibullin, Renat & Prokhorov, Artem, 2014. "An algorithm for constructing high dimensional distributions from distributions of lower dimension," Economics Letters, Elsevier, vol. 123(3), pages 257-261.
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• Norkute, Milda, 2014. "A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models," Economics Letters, Elsevier, vol. 123(3), pages 348-351.
• Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas, 2014. "Can Markov switching model generate long memory?," Economics Letters, Elsevier, vol. 124(1), pages 117-121.
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• Lahaye, Jerome & Shaw, Philip, 2014. "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, vol. 125(1), pages 43-46.
• Fujiki, Hiroshi & Tanaka, Migiwa, 2014. "Currency demand, new technology, and the adoption of electronic money: Micro evidence from Japan," Economics Letters, Elsevier, vol. 125(1), pages 5-8.
• Westerlund, Joakim, 2014. "A simple test for nonstationarity in mixed panels with incidental trends," Economics Letters, Elsevier, vol. 125(2), pages 160-163.
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• Taleb, Nassim Nicholas & Douady, Raphael, 2015. "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 252-260.
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• Norkute, Milda, 2014. "A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models," Working Papers 2014:7, Lund University, Department of Economics.
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• Dimitar At. Dimitrov & Magdalena Baymakova & Georgi T. Popov, 2014. "Healthcare Expenditure in Times of Crisis," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 69-84, December.
• Ginters Buss, 2015. "Tracking economic activity in the euro area: Multivariate direct filter approach," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(2), pages 5-25.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014. "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
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• Manuel Gavilano, 2014. "Analisis del Servicio de Internet Movil: Aplicacion de Tecnicas de Analisis Multivariado," Documentos de Trabajo 23, OSIPTEL.
• Pece Andreea Maria & Mihut Ioana Sorina & Oros Olivera Ecaterina, 2014. "The Impact Of The Financial Crisis On Long Memory: Evidence From European Banking Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 781-788, July.
• Meltem Ucal & Alfred Albert Haug & Mehmet Hüseyin Bilgin, 2016. "Income inequality and FDI: evidence with Turkish data," Applied Economics, Taylor & Francis Journals, vol. 48(11), pages 1030-1045, March.
  • Ucal, Meltem & Bilgin, Mehmet Hüseyin & Haug, Alfred A., 2014. "Income Inequality and FDI: Evidence with Turkish Data," MPRA Paper 61104, University Library of Munich, Germany.
  • Meltem Ucal & Mehmet Hüseyin Bilgin & Alfred Haug, 2014. ": Income Inequality and FDI: Evidence with Turkish Data," Working Papers 1407, University of Otago, Department of Economics, revised Jun 2014.
• Ai Deng, 2014. "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 122-150.
  • Ai Deng, 2013. "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 122-150, December.
• J. Isaac Miller, 2014. "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Journal of Financial Econometrics, Oxford University Press, vol. 12(3), pages 584-614.
  • J. Isaac Miller, 2012. "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Working Papers 1211, Department of Economics, University of Missouri.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2014. "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 4(2), pages 206-246.
• Ciobanu Carmen Liliana, 2014. "The Impact of E.U. Founds between 2007-2013," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 68-73, May.
• Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
• Luis García, 2014. "Assesing the smpact of a student loan program on time-to-degree: The case of a program in Peru," Documentos de Trabajo / Working Papers 2014-375, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Monika Moscibrodzka, 2014. "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," Oeconomia Copernicana, Institute of Economic Research, vol. 5(3), pages 29-47, September.
• Figueiredo, Octávio & Guimarães, Paulo & Woodward, Douglas, 2015. "Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail," Journal of Urban Economics, Elsevier, vol. 89(C), pages 21-31.
  • Octávio Figueiredo & Paulo Guimarães & Douglas Woodward, 2014. "Industry Localization, Distance Decay, and Knowledge Spillovers: Following the Patent Paper Trail," FEP Working Papers 521, Universidade do Porto, Faculdade de Economia do Porto.
• Zhu, Ke & Li, Wai Keung, 2013. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52344, University Library of Munich, Germany.
  • Zhu, Ke & Li, Wai Keung, 2014. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52732, University Library of Munich, Germany.
• Phiri, Andrew & Dube, Wisdom, 2014. "Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach," MPRA Paper 52950, University Library of Munich, Germany.
• Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014. "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper 53419, University Library of Munich, Germany.
• Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 112-135.
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• Deluna, Roperto Jr & Cruz, Edgardo, 2014. "Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model," MPRA Paper 53580, University Library of Munich, Germany.
• Sugata Marjit & Sattwik Santra & Koushik Kumar Hati, 2014. "Does inequality affect the consumption patterns of the poor? – The role of status seeking behaviour," Discussion Papers Series 514, School of Economics, University of Queensland, Australia.
  • Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar, 2014. "Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour," MPRA Paper 54118, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2014. "Estimating multivariate GARCH and stochastic correlation models equation by equation," MPRA Paper 54250, University Library of Munich, Germany.
• Chong, Terence Tai Leung & Yan, Isabel K., 2014. "Estimating and Testing Threshold Regression Models with Multiple Threshold Variables," MPRA Paper 54732, University Library of Munich, Germany.
• Javier D. Donna & José†Antonio Espín†Sánchez, 2018. "Complements and substitutes in sequential auctions: the case of water auctions," RAND Journal of Economics, RAND Corporation, vol. 49(1), pages 87-127, March.
  • Donna, Javier & Espin-Sanchez, Jose, 2014. "Complements and Substitutes in Sequential Auctions: The Case of Water Auctions," MPRA Paper 55079, University Library of Munich, Germany.
  • Donna, Javier & Espin-Sanchez, Jose, 2018. "Complements and Substitutes in Sequential Auctions: The Case of Water Auctions," MPRA Paper 90052, University Library of Munich, Germany.
• Miguel Puente-Ajovín & Arturo Ramos, 2015. "On the parametric description of the French, German, Italian and Spanish city size distributions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 489-509, March.
  • Puente-Ajovin, Miguel & Ramos, Arturo, 2014. "On the parametric description of the French, German, Italian and Spanish city size distributions," MPRA Paper 55285, University Library of Munich, Germany.
• Nazir, Sidra & Qayyum, Abdul, 2014. "Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis," MPRA Paper 55929, University Library of Munich, Germany, revised 2014.
• Halkos, George & Kevork, Ilias, 2014. "Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα [Confidence intervals for percentiles in stationary ARMA processes: An appl," MPRA Paper 56134, University Library of Munich, Germany.
• Mishra, Sudhanshu K, 2014. "What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?," MPRA Paper 56861, University Library of Munich, Germany.
• Alimi, R. Santos, 2014. "A Time Series and Panel Analysis of Government Spending and National Income," MPRA Paper 56994, University Library of Munich, Germany.
• Long, Ting-Hsuan & Emura, Takeshi, 2014. "A control chart using copula-based Markov chain models," MPRA Paper 57419, University Library of Munich, Germany.
• Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G., 2014. "A Poisson Stochastic Frontier Model with Finite Mixture Structure," MPRA Paper 57485, University Library of Munich, Germany.
• Bouoiyour, Jamal & Selmi, Refk, 2014. "How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?," MPRA Paper 57505, University Library of Munich, Germany.
• Liu-Evans, Gareth, 2014. "A note on approximating moments of least squares estimators," MPRA Paper 57543, University Library of Munich, Germany.
• Artūras Juodis & Vasilis Sarafidis, 2018. "Fixed T dynamic panel data estimators with multifactor errors," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
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• Christian Francq & Lajos Horváth & Jean-Michel Zakoïan, 2016. "Variance Targeting Estimation of Multivariate GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 353-382.
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• Pan, Chi-Hung & Emura, Takeshi, 2014. "Corrections to: Multivariate normal distribution approaches for dependently truncated data," MPRA Paper 57852, University Library of Munich, Germany.
• Guo, Xu & Li, Gao Rong & Wong, Wing Keung, 2014. "Specification Testing of Production Frontier Function in Stochastic Frontier Model," MPRA Paper 57999, University Library of Munich, Germany.
• Emura, Takeshi & Chen, Yi-Hau, 2014. "Gene selection for survival data under dependent censoring: a copula-based approach," MPRA Paper 58043, University Library of Munich, Germany.
• Gautam, Bishnu Prasad, 2014. "Economic Dynamics of Tourism in Nepal: A VECM Approach," MPRA Paper 58102, University Library of Munich, Germany.
• Ugur, Mehmet & Mitra, Arup, 2014. "Effects of innovation on employment in low-income countries: A mixed-method systematic review," MPRA Paper 58214, University Library of Munich, Germany, revised 27 Aug 2014.
• Ruja, Catalin, 2014. "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper 58244, University Library of Munich, Germany.
• Francesco Aiello & Graziella Bonanno, 2018. "On The Sources Of Heterogeneity In Banking Efficiency Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 32(1), pages 194-225, February.
  • Aiello, Francesco & Bonanno, Graziella, 2014. "On the Sources of Heterogeneity in Banking Efficiency Literature," MPRA Paper 58591, University Library of Munich, Germany.
  • Francesco Aiello & Graziella Bonanno, 2016. "On The Sources Of Heterogeneity In Banking Efficiency Literature," Working Papers 201612, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
• Preminger, Arie & Storti, Giuseppe, 2014. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper 59082, University Library of Munich, Germany.
  • PREMINGER Arie & STORTI Giuseppe, 2017. "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE 2017015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Ke Zhu & Shiqing Ling, 2015. "LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 784-794, June.
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• Toro Gonzalez, Daniel, 2014. "Demand Model Simulation in R with Endogenous Prices and Unobservable Quality," MPRA Paper 59117, University Library of Munich, Germany.
• Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2015. "High dimensional generalized empirical likelihood for moment restrictions with dependent data," Journal of Econometrics, Elsevier, vol. 185(1), pages 283-304.
  • Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014. "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper 59640, University Library of Munich, Germany.
• Yumou Qiu & Song Xi Chen, 2015. "Bandwidth Selection for High-Dimensional Covariance Matrix Estimation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1160-1174, September.
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• Ali Ahmad & Christian Francq, 2016. "Poisson QMLE of Count Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 291-314, May.
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• Md., Samsur Jaman, 2014. "Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram," MPRA Paper 60270, University Library of Munich, Germany.
• Bayram, Deniz & Dayé, Modeste, 2014. "Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction," MPRA Paper 60465, University Library of Munich, Germany.
• Meltem Ucal & Alfred Albert Haug & Mehmet Hüseyin Bilgin, 2016. "Income inequality and FDI: evidence with Turkish data," Applied Economics, Taylor & Francis Journals, vol. 48(11), pages 1030-1045, March.
  • Meltem Ucal & Mehmet Hüseyin Bilgin & Alfred Haug, 2014. ": Income Inequality and FDI: Evidence with Turkish Data," Working Papers 1407, University of Otago, Department of Economics, revised Jun 2014.
  • Ucal, Meltem & Bilgin, Mehmet Hüseyin & Haug, Alfred A., 2014. "Income Inequality and FDI: Evidence with Turkish Data," MPRA Paper 61104, University Library of Munich, Germany.
• Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig, 2014. "Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?," MPRA Paper 63515, University Library of Munich, Germany.
• Mammadov, Fuad, 2014. "Central Bank Credibility and Black Market Exchange Rate Premia: A Panel Time Series Analysis," MPRA Paper 65572, University Library of Munich, Germany.
• Aldubaikhi, Ammar, 2014. "KANBAN system in Automobile Industries: Feasible Study," MPRA Paper 66942, University Library of Munich, Germany.
• Donna, Javier & Espin Sanchez, Jose, 2014. "Let the Punishment Fit the Criminal," MPRA Paper 67003, University Library of Munich, Germany.
• Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014. "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper 67074, University Library of Munich, Germany, revised 2015.
• EL BOUHADI, Hamid & OUAHID, Driss, 2014. "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines [Dating structural changes in time series : the case of the Moroccan macroeconomic serie," MPRA Paper 68168, University Library of Munich, Germany.
• Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014. "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper 72880, University Library of Munich, Germany, revised 15 Nov 2014.
• Urbina, Jilber, 2014. "Producto Potencial y Brecha del Producto en Nicaragua [Potential output and output gap in Nicaragua]," MPRA Paper 75592, University Library of Munich, Germany, revised Dec 2015.
• SELLAMI, Ahmed & CHIKHI, Mohamed, 2014. "اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) [Causality and cointegration Testing between Savings and Investment in the Algerian Econo," MPRA Paper 76692, University Library of Munich, Germany, revised 2014.
• Ben Naceur, Hassen, 2014. "Stock Market Indexes: A random walk test with ARCH (q) disturbances," MPRA Paper 78978, University Library of Munich, Germany.
• de la Fonteijne, Marcel R., 2014. "Okun's Law, Dead or Alive: A Fundamental Approach," MPRA Paper 83911, University Library of Munich, Germany.
• Marconi, Gabriele, 2014. "European higher education policies and the problem of estimating a complex model with a small cross-section," MPRA Paper 87600, University Library of Munich, Germany.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2014. "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, , vol. 35(1), pages 35-56, January.
  • Stavros Degiannakis, George Filis, and Renatas Kizys, 2014. "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  • Degiannakis, Stavros & Filis, George & Kizys, Renatas, 2014. "The effects of oil price shocks on stock market volatility: Evidence from European data," MPRA Paper 96296, University Library of Munich, Germany.
• Massimiliano Caporin & Rangan Gupta, 2017. "Time-varying persistence in US inflation," Empirical Economics, Springer, vol. 53(2), pages 423-439, September.
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• Muhammad Zakaria, 2014. "Effects of Trade Liberalization on Exports, Imports and Trade Balance in Pakistan: A Time Series Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(1), pages 121-139.
• Baumann, Ursel & Albuquerque, Bruno & Krustev, Georgi, 2014. "Has US household deleveraging ended? a model-based estimate of equilibrium debt," Working Paper Series 1643, European Central Bank.
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• Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar, 2014. "Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour," MPRA Paper 54118, University Library of Munich, Germany.
  • Sugata Marjit & Sattwik Santra & Koushik Kumar Hati, 2014. "Does inequality affect the consumption patterns of the poor? – The role of status seeking behaviour," Discussion Papers Series 514, School of Economics, University of Queensland, Australia.
• Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk, 2017. "Nonparametric least squares methods for stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 47(3), pages 189-204, June.
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• Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
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• Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
  • Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
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• Oleg Groshev, 2014. "Time varying vine copulas for multivariate returns (in Russian)," Quantile, Quantile, issue 12, pages 53-67, February.
• Peter Ganong & Simon Jäger, 2018. "A Permutation Test for the Regression Kink Design," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 494-504, April.
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• Castillo, Paul & Rojas, Youel, 2014. "Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 27-46.
• Castillo, Paul & Rojas, Youel, 2014. "Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets," Working Papers 2014-012, Banco Central de Reserva del Perú.
• Gilles Criton & Olivier Scaillet, 2014. "Hedge Fund Managers: Luck and Dynamic Assessment," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 28-38, March-Apr.
• Mehmet Soytas & Limor Golan & George-Levi Gayle, 2014. "What Accounts for the Racial Gap in Time Allocation and Intergenerational Transmission of Human Capital?," 2014 Meeting Papers 83, Society for Economic Dynamics.
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• Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D.S. Prasada & Karunarathne, Wasana, 2014. "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," ADBI Working Papers 468, Asian Development Bank Institute.
• Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
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• Ibourk, Aomar & Amaghouss, Jabrane, 2014. "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 econ," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 67(3), pages 387-411.
• Jain, Hansa & Singh, Dileep, 2014. "Industrial Growth and Wage Structure: An Inter-Regional Analysis," Journal of Regional Development and Planning, Rajarshi Majumder, vol. 3(1), pages 1-18.
• Kaiping Wang, 2014. "Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 65-75, December.
• Ana Michaela ANDREI, 2014. "Using asymmetric Okun law and Phillips curve for potential output estimates: an empirical study for Romania," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, vol. 2014(23), pages 6-18, December.
• Fatima Olanike Kareem & Olayinka Idowu Kareem, 2014. "Specification and Estimation of Gravity Models: A Review of the Issues in the Literature," RSCAS Working Papers 2014/74, European University Institute.
• Mihaela Simionescu (Bratu), 2014. "The Bayesian Modelling Of Inflation Rate In Romania," Romanian Statistical Review, Romanian Statistical Review, vol. 62(2), pages 147-160, June.
• Ana Maria Dobre & Cecilia Roxana Adam, 2014. "The Progress of R in Romanian Official Statistics," Romanian Statistical Review, Romanian Statistical Review, vol. 62(2), pages 45-54, June.
• Nicoleta Caragea & Antoniade-Ciprian Alexandru & Ana Maria Dobre, 2014. "R – a Global Sensation in Data Science," Romanian Statistical Review, Romanian Statistical Review, vol. 62(2), pages 7-16, June.
• Kent Wang & Yuqiang Guo, 2014. "Predictability of time-varying jump premiums: Evidence based on calibration," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 369-394, August.
• Stavros Degiannakis, George Filis, and Renatas Kizys, 2014. "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  • Stavros Degiannakis & George Filis & Renatas Kizys, 2014. "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, , vol. 35(1), pages 35-56, January.
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• George Djolov, 2014. "A Note on the Estimation of the Gini Index," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(3), pages 237-256, August.
• ALARCON-OSUNA, Moises Alejandro & DIAZ-PEREZ, Claudia del Carmen, 2014. "The Technology Based Sectors In Mexico: An Analysis For The Firm Size And The Production Scale," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 23(4), pages 40-60.
• Mehmet Fedai KAYA & Muslu Kaz?m KÖREZ & Süleyman DÜNDAR, 2014. "Estimation of the Distribution of Remaning Life Time of the People in Turkey," Proceedings of International Academic Conferences 0201556, International Institute of Social and Economic Sciences.
• Alicja Wolny-Dominiak, 2014. "Claims reserving with HGLM," Proceedings of International Academic Conferences 0902819, International Institute of Social and Economic Sciences.
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• Andras Fulop & Jun Yu, 2017. "Bayesian Analysis of Bubbles in Asset Prices," Econometrics, MDPI, vol. 5(4), pages 1-23, October.
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• Qian, Junhui & Su, Liangjun, 2016. "Shrinkage Estimation Of Regression Models With Multiple Structural Changes," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1376-1433, December.
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• Liu, Shew Fan & Yang, Zhenlin, 2015. "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 50-70.
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• Zhenlin Yang, 2014. "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers 16-2014, Singapore Management University, School of Economics.
• Duo Qin, 2014. "Inextricability of Autonomy and Confluence in Econometrics," Working Papers 189, Department of Economics, SOAS University of London, UK.
• Ahmet Burçin YERELİ & Işıl Fulya ORKUNOĞLU ŞAHİN, 2014. "Türkiye’deki Hanehalklarının Haberleşme Talebinin Ampirik Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 21(21).
• Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
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• Raicho Bolijov & Alfred Galichon, 2014. "Matching in Closed-Form: Equilibrium, identification, and comparative statics," Working Papers hal-01169654, HAL.
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• Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
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  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
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  • DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
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• Romuald Kenmoe & Simona Sanfelici, 2014. "An application of nonparametric volatility estimators to option pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 393-412, October.
• Harry Kelejian, 2014. "Omitted factors and spatial lags in the dependent variable," Letters in Spatial and Resource Sciences, Springer, vol. 7(1), pages 23-33, March.
• Gianfranco Piras, 2014. "Impact estimates for static spatial panel data models in R," Letters in Spatial and Resource Sciences, Springer, vol. 7(3), pages 213-223, October.
  • Gianfranco Piras, 2013. "Impact Estimates for Static Spatial Panel Data Models in R," Working Papers Working Paper 2013-05, Regional Research Institute, West Virginia University.
• Minxian Yang, 2014. "Binary Choice Model with Endogeneity: Identification via Heteroskedasticity," Discussion Papers 2014-34, School of Economics, The University of New South Wales.
• Hirukawa, Masayuki & Prokhorov, Artem, 2018. "Consistent estimation of linear regression models using matched data," Journal of Econometrics, Elsevier, vol. 203(2), pages 344-358.
  • Hirukawa, Masayuki & Prokhorov, Artem, 2014. "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers 2014-03, University of Sydney Business School, Discipline of Business Analytics.
  • Hirukawa, Masayuki & Prokhorov, Artem, 2017. "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers 2123/18063, University of Sydney Business School, Discipline of Business Analytics.
• Donayre Luiggi & Eo Yunjong & Morley James, 2018. "Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
  • Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014. "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples," Working Papers 2014-04, University of Sydney, School of Economics.
• Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
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• Clément Bosquet & Hervé Boulhol, 2014. "Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 772-784, October.
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• Martin Huber, 2014. "Treatment Evaluation in the Presence of Sample Selection," Econometric Reviews, Taylor & Francis Journals, vol. 33(8), pages 869-905, November.
  • Martin Huber, 2009. "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009 2009-07, Department of Economics, University of St. Gallen.
• Joakim Westerlund, 2014. "Heteroscedasticity Robust Panel Unit Root Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 112-135, January.
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• Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014. "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 395-415, July.
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• Xiao Ling & David E. Giles, 2014. "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(8), pages 1778-1792, April.
  • David E. Giles & Xiao Ling, 2011. "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Econometrics Working Papers 1111, Department of Economics, University of Victoria.
• Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014. "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
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• Oguz Atuk & Cem Aysoy & Mustafa Utku Ozmen & Cagri Sarikaya, 2014. "Turkiye�de Enflasyonun Is Cevrimlerine Duyarliligi : Cikti Acigina Duyarli TUFE Alt Gruplarinin Saptanmasi," Working Papers 1437, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022. "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, vol. 227(2), pages 325-346.
  • Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014. "Maximum Likelihood Estimation for Score-Driven Models," Tinbergen Institute Discussion Papers 14-029/III, Tinbergen Institute, revised 23 Oct 2017.
• Federico Carlini & Katarzyna Lasak, 2014. "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers 2014-15, Department of Economics and Business Economics, Aarhus University.
  • Federico Carlini & Katarzyna Lasak, 2014. "On an Estimation Method for an Alternative Fractionally Cointegrated Model," Tinbergen Institute Discussion Papers 14-052/III, Tinbergen Institute.
• Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015. "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 123-139.
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• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers 14-074/III, Tinbergen Institute.
• Matthias Weber & Martin Schumacher & Harald Binder, 2014. "Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs," Tinbergen Institute Discussion Papers 14-089/I, Tinbergen Institute.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Optimal Formulations for Nonlinear Autoregressive Processes," Tinbergen Institute Discussion Papers 14-103/III, Tinbergen Institute.
• Francisco Blasques & Siem Jan Koopman & Max Mallee, 2014. "Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-105/III, Tinbergen Institute.
• Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, vol. 195(2), pages 211-223.
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  • Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
• Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, Department of Economics and Business Economics, Aarhus University.
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• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
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• John H. J. Einmahl & Anna Kiriliouk & Andrea Krajina & Johan Segers, 2016. "An M-estimator of spatial tail dependence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 275-298, January.
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  • Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan, 2016. "An M-estimator of spatial tail dependence," LIDAM Reprints ISBA 2016004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J., 2014. "An M-estimator of Spatial Tail Dependence," Discussion Paper 2014-021, Tilburg University, Center for Economic Research.
  • Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan, 2014. "An M-estimator of spatial tail dependence," LIDAM Discussion Papers ISBA 2014008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Noussair, C.N. & Tucker, S. & Xu, Yilong, 2014. "A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders," Other publications TiSEM 43ded173-9eee-48a4-8a15-6, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Tucker, S. & Xu, Yilong, 2014. "A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders," Discussion Paper 2014-051, Tilburg University, Center for Economic Research.
  • Charles Noussair & Steven J.Tucker & Yilong Xu, 2014. "A Futures Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders," Working Papers in Economics 14/12, University of Waikato.
• Yi He & John H. J. Einmahl, 2017. "Estimation of extreme depth-based quantile regions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 449-461, March.
  • He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Other publications TiSEM d6529c8a-8865-4c03-a064-a, Tilburg University, School of Economics and Management.
  • He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Discussion Paper 2014-035, Tilburg University, Center for Economic Research.
• Julie LE GALLO & Jan MUTL, 2014. "Autocorrélation Spatiale Des Erreurs Et Erreurs De Mesure : Quelles Interactions ?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 37-52.
• Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2014. "Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 898-915, December.
  • Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011. "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers 11-042/2/DSF16, Tinbergen Institute.
  • Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013. "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series 1626, European Central Bank.
• Laura Grigolon & Frank Verboven, 2014. "Nested Logit or Random Coefficients Logit? A Comparison of Alternative Discrete Choice Models of Product Differentiation," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 916-935, December.
  • Verboven, Frank & Grigolon, Laura, 2011. "Nested logit or random coefficients logit? A comparison of alternative discrete choice models of product differentiation," CEPR Discussion Papers 8584, C.E.P.R. Discussion Papers.
• Monika Moscibrodzka, 2014. "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," Oeconomia Copernicana, Polskie Towarzystwo Ekonomiczne Oddzial w Toruniu, Wydzial Nauk Ekonomicznych i Zarzadzania UMK, vol. 5(3), pages 29-47, September.
• Anuradha Roy, 2014. "A two-stage principal component analysis of symbolic data using equicorrelated and jointly equicorrelated covariance structures," Working Papers 0164mss, College of Business, University of Texas at San Antonio.
• David Han, 2014. "Optimum Constant-stress and Step-stress Accelerated Life Tests under Time and Cost Constraints," Working Papers 0173mss, College of Business, University of Texas at San Antonio.
• Michela Bia & Carlos A. Flores & Alfonso Flores-Lagunes & Alessandra Mattei, 2014. "A Stata package for the application of semiparametric estimators of dose–response functions," Stata Journal, StataCorp LLC, vol. 14(3), pages 580-604, September.
  • BIA Michela & FLORES Carlos A. & FLORES-LAGUNES Alfonso & MATTEI Alessandra, 2013. "A Stata package for the application of semiparametric estimators of dose-response functions," LISER Working Paper Series 2013-07, Luxembourg Institute of Socio-Economic Research (LISER).
• Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LLC, vol. 14(3), pages 623-661, September.
  • Matthew J. Baker, 2013. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College 440, Hunter College Department of Economics.
  • Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers 3, City University of New York Graduate Center, Ph.D. Program in Economics.
• Fardous Alom, 2014. "Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 6(2), pages 105-128, July.
• Hande Karabiyik & Jean‐Pierre Urbain & Joakim Westerlund, 2019. "CCE estimation of factor‐augmented regression models with more factors than observables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 268-284, March.
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• Majid M. Al-Sadoon, 2014. "A general theory of rank testing," Economics Working Papers 1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.
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• Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014. "Ambiguity and Reality," Working Papers on Finance 1418, University of St. Gallen, School of Finance.
• Giovanni Marano & Gianni Betti & Francesca Gagliardi, 2014. "Latent class Markov models for addressing measurement problems in poverty dynamics," Department of Economics University of Siena 695, Department of Economics, University of Siena.
• Bin Peng & Giovanni Forchini, 2014. "Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large," Working Paper Series 20, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang, 2014. "Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model," Research Paper Series 347, Quantitative Finance Research Centre, University of Technology, Sydney.
• Giorgio Calzolari & Laura Magazzini, 2014. "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers 12/2014, University of Verona, Department of Economics.
• Purczyńskiz Jan & Bednarz-Okrzyńska Kamila, 2014. "Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes," Folia Oeconomica Stetinensia, Sciendo, vol. 13(2), pages 37-48, July.
• Beręsewicz Maciej, 2014. "Estimating The Size Of The Secondary Real Estate Market Based On Internet Data Sources," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 259-269, December.
• Tomasz Skoczylas, 2014. "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers 2014-06, Faculty of Economic Sciences, University of Warsaw.
• Ramos, Arturo & Sanz-Gracia, Fernando & González-Val, Rafael, 2013. "A new framework for the US city size distribution: Empirical evidence and theory," MPRA Paper 52190, University Library of Munich, Germany.
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• Alexander Torbenko, 2014. "Interregional Inequality and Federal Expenditures and Transfers in Russia," ERSA conference papers ersa14p82, European Regional Science Association.
• Harald Badinger & Peter Egger, 2015. "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
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  • Badinger, Harald & Egger, Peter, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Paper Series 173, WU Vienna University of Economics and Business.
• Harald Badinger & Jesus Crespo Cuaresma, 2015. "Aggregravity: estimating gravity models from aggregate data," Applied Economics, Taylor & Francis Journals, vol. 47(20), pages 2119-2126, April.
  • Badinger, Harald & Crespo Cuaresma, Jesus, 2014. "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Paper Series 183, WU Vienna University of Economics and Business.
  • Harald Badinger & Jesus Crespo Cuaresma, 2014. "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Papers wuwp183, Vienna University of Economics and Business, Department of Economics.
• Harald Badinger & Peter Egger, 2015. "Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
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  • Badinger, Harald & Egger, Peter, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Paper Series 173, WU Vienna University of Economics and Business.
  • Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Papers wuwp173, Vienna University of Economics and Business, Department of Economics.
• Harald Badinger & Jesus Crespo Cuaresma, 2015. "Aggregravity: estimating gravity models from aggregate data," Applied Economics, Taylor & Francis Journals, vol. 47(20), pages 2119-2126, April.
  • Harald Badinger & Jesus Crespo Cuaresma, 2014. "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Papers wuwp183, Vienna University of Economics and Business, Department of Economics.
  • Badinger, Harald & Crespo Cuaresma, Jesus, 2014. "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Paper Series 183, WU Vienna University of Economics and Business.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Koen Jochmans, 2014. "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 373-382, October.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," SciencePo Working papers Main hal-01069454, HAL.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," SciencePo Working papers Main hal-03393015, HAL.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Working Papers hal-01069454, HAL.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," Post-Print hal-03393015, HAL.
• Peter Fuleky & Eric Zivot, 2014. "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 383-393, October.
  • Peter Fuleky & Eric Zivot, 2010. "Indirect Inference Based on the Score," Working Papers UWEC-2010-08, University of Washington, Department of Economics.
  • Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 201109, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 2011-12, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Martina Grunow & Robert Nuscheler, 2014. "Public And Private Health Insurance In Germany: The Ignored Risk Selection Problem," Health Economics, John Wiley & Sons, Ltd., vol. 23(6), pages 670-687, June.
  • Martina Grunow & Robert Nuscheler, 2010. "Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem," Discussion Paper Series 312, Universitaet Augsburg, Institute for Economics.
  • Martina Grunow & Robert Nuscheler, 2010. "Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem," Working Papers 093, Bavarian Graduate Program in Economics (BGPE).
• Wagner Piazza Gaglianone & Luiz Renato Lima, 2014. "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 736-757, August.
  • Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012. "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers) 5, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
• Chuan-Hsiang Han & Wei-Han Liu & Tzu-Ying Chen, 2014. "VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1-35.
• Chuan-Hsiang Han & Wei-Han Liu & Tzu-Ying Chen, 2014. "VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1-35.
• Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga, 2015. "The instability of the Pearson correlation coefficient in the presence of coincidental outliers," Finance Research Letters, Elsevier, vol. 13(C), pages 243-257.
  • Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2014. "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers 2014rwp-74, Yonsei University, Yonsei Economics Research Institute.
  • Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2015. "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers 2015rwp-77, Yonsei University, Yonsei Economics Research Institute.
• Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015. "Specification testing in nonstationary time series models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 117-136, February.
  • Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014. "Specification Testing in Nonstationary Time Series Models," Discussion Papers 14/19, Department of Economics, University of York.
• Jia Chen & Degui Li & Hua Liang & Suojin Wang, 2014. "Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data," Discussion Papers 14/26, Department of Economics, University of York.
• Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2014. "The risk of financial intermediaries," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 1-12.
  • Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2014. "The risk of financial intermediaries," Bank of Finland Research Discussion Papers 18/2014, Bank of Finland.
• Schwarz, Claudia, 2014. "Investor fears and risk premia for rare events," Discussion Papers 03/2014, Deutsche Bundesbank.
• Knüppel, Malte, 2018. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," International Journal of Forecasting, Elsevier, vol. 34(1), pages 105-116.
  • Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
• Alexander Sohn & Nadja Klein & Thomas Kneib, 2014. "A New Semiparametric Approach to Analysing Conditional Income Distributions," SOEPpapers on Multidisciplinary Panel Data Research 676, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014. "A new semiparametric approach to analysing conditional income distributions," University of Göttingen Working Papers in Economics 192, University of Goettingen, Department of Economics.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014. "Efficient iterative maximum likelihood estimation of high-parameterized time series models," SFB 649 Discussion Papers 2014-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014. "Efficient iterative maximum likelihood estimation of high-parameterized time series models," CFS Working Paper Series 450, Center for Financial Studies (CFS).
• Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne, 2014. "Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany," ZEW Discussion Papers 14-048, ZEW - Leibniz Centre for European Economic Research.
  • Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne, 2014. "Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany," DICE Discussion Papers 150, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016. "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 186-201.
  • Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
  • Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014. "Gold, Oil, and Stocks," FinMaP-Working Papers 14, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014. "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series 208, Frankfurt School of Finance and Management.
• Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW Kiel).
• Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana, 2014. "Mutual excitation in Eurozone sovereign CDS," Journal of Econometrics, Elsevier, vol. 183(2), pages 151-167.
  • Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana, 2014. "Mutual excitation in eurozone sovereign CDS," SAFE Working Paper Series 51, Leibniz Institute for Financial Research SAFE.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014. "Efficient iterative maximum likelihood estimation of high-parameterized time series models," CFS Working Paper Series 450, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014. "Efficient iterative maximum likelihood estimation of high-parameterized time series models," SFB 649 Discussion Papers 2014-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Durante, Fabrizio & Okhrin, Ostap, 2014. "Estimation procedures for exchangeable Marshall copulas with hydrological application," SFB 649 Discussion Papers 2014-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Spokoiny, Vladimir & Zhilova, Mayya, 2014. "Bootstrap confidence sets under model misspecification," SFB 649 Discussion Papers 2014-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
• Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014. "A new semiparamtetric approach to analysing Conditional Income Distributions," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100630, Verein für Socialpolitik / German Economic Association.
• Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne, 2014. "Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany," DICE Discussion Papers 150, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  • Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne, 2014. "Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany," ZEW Discussion Papers 14-048, ZEW - Leibniz Centre for European Economic Research.
• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015. "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 331-357, May.
  • Phillipp Eisenhauer & James J. Heckman & Stefano Mosso, 2014. "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," NBER Working Papers 20622, National Bureau of Economic Research, Inc.
  • Eisenhauer, Philipp & Heckman, James J., 2014. "Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments," ZEW Discussion Papers 14-081, ZEW - Leibniz Centre for European Economic Research.
  • Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano, 2014. "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," IZA Discussion Papers 8548, Institute of Labor Economics (IZA).
• Mittnik, Stefan & Semmler, Willi, 2018. "Overleveraging, Financial Fragility, And The Banking–Macro Link: Theory And Empirical Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 22(1), pages 4-32, January.
  • Mittnik, Stefan & Semmler, Willi, 2014. "Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence," ZEW Discussion Papers 14-110, ZEW - Leibniz Centre for European Economic Research.
• Olivier Ledoit & Michael Wolf, 2014. "Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks," ECON - Working Papers 137, Department of Economics - University of Zurich, revised Feb 2017.
• Ashok Kaul & Michael Wolf, 2014. "The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis," ECON - Working Papers 149, Department of Economics - University of Zurich, revised May 2014.
• Ashok Kaul & Michael Wolf, 2014. "The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis," ECON - Working Papers 165, Department of Economics - University of Zurich.
• Romano, Joseph P. & Wolf, Michael, 2017. "Resurrecting weighted least squares," Journal of Econometrics, Elsevier, vol. 197(1), pages 1-19.
  • Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Oct 2016.

2013

• Goodness C. Aye & Pami Dua & Rangan Gupta, 2013. "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers 201342, University of Pretoria, Department of Economics.
• Ivana Malá, 2013. "Použití konečných směsí logaritmicko-normálních rozdělení pro modelování příjmů českých domácností [The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Household Income Distri," Politická ekonomie, Prague University of Economics and Business, vol. 2013(3), pages 356-372.
• Barbara Będowska-Sójka, 2013. "Macroeconomic News Effects on the Stock Markets in Intraday Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 5(4), pages 249-269, December.
• Thomas Brenner & Charlotte Schlump, 2013. "Universities, Public Research and Regional Innovation Output: An Empirical Study of 19 Technologies in Germany," Working Papers on Innovation and Space 2013-03, Philipps University Marburg, Department of Geography.
• Hyeongwoo Kim, 2013. "Generalized impulse response analysis: General or Extreme?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 10(2), pages 135-141, Julio – D.
  • Hyeongwoo, Kim, 2009. "Generalized Impulse Response Analysis: General or Extreme?," MPRA Paper 17014, University Library of Munich, Germany.
  • Hyeongwoo Kim, 2012. "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series auwp2012-04, Department of Economics, Auburn University.
• Mariano Kulish & Adrian Pagan, 2016. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1251-1270, August.
  • Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers rdp2013-11, Reserve Bank of Australia.
  • Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," NCER Working Paper Series 94, National Centre for Econometric Research.
• Emma Aguila & Nelly Josefina Mejia Gonzalez & Francisco Perez-Arce & Alfonso Rivera Illingworth, 2013. "Programas de Pensiones No Contributivas y su Viabilidad Financiera El Caso de México," Working Papers 999, RAND Corporation.
• Emma Aguila & Nelly Josefina Mejia Gonzalez & Francisco Perez-Arce & Alfonso Rivera Illingworth, 2013. "Programas de Pensiones No Contributivas y su Viabilidad Financiera El Caso de México," Working Papers WR-999, RAND Corporation.
• Mariano Kulish & Adrian Pagan, 2016. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1251-1270, August.
  • Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," NCER Working Paper Series 94, National Centre for Econometric Research.
  • Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers rdp2013-11, Reserve Bank of Australia.
• Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013. "Important channels of transmission of monetary policy shock in South Africa," Working Papers 6021, South African Reserve Bank.
• Ogonna Nneji, 2013. "Liquidity Shocks and Stock Bubbles," ICMA Centre Discussion Papers in Finance icma-dp2013-07, Henley Business School, University of Reading, revised Jan 2014.
• Sandra Nieto & Raúl Ramos, 2013. "Non-Formal Education, Overeducation And Wages," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 21(1), pages 5-28, Spring.
• Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis, 2014. "A sovereign risk index for the Eurozone based on stochastic dominance," Finance Research Letters, Elsevier, vol. 11(4), pages 375-384.
  • Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2013. "A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance," Working Paper series 58_13, Rimini Centre for Economic Analysis.
• Aivazian, Sergey & Brodsky, Boris & Sandoyan, Edward & Voskanyan, Mariam & Manukyan, David, 2013. "Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 3-25.
• Aivazian, Sergey & Brodsky , Boris & Sandoyan, Edward & Voskanyan, Mariam & Manukyan, David, 2013. "Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 7-31.
• Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
  • Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-161, January.
• Raihana, Bilkis, 2013. "Change in Input Relations in Bangladesh Agriculture, 1973-1995," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 36(3), pages 43-67, September.
• Wafa, Aidi, 2013. "Liberalization Process and Financial Instability: A Mediterranean Perspective," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 28, pages 59-84.
• GEAMĂNU, Marinela & POPESCU, Barbu Bogdan, 2013. "Analysis Of Romania’S External Debt And The Implications For Foreign Relations During 2000-2013," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 4(3), pages 61-67.
• Duca, Ioana Andreea & Ruxanda, Gheorghe, 2013. "A View on the Risk-Neutral Density Forecasting of the Dax30 Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 101-114, June.
• Pavelescu, Marius Florin, 2013. "Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-158, June.
• Pavelescu, Florin Marius, 2013. "Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative," Working Papers of Macroeconomic Modelling Seminar 132603, Institute for Economic Forecasting.
• Corina Saman, 2013. "Acuratetea prognozei si dinamica modelelor SARIMA: studiu de caz cursul de schimb Ron-Usd," Working Papers of Macroeconomic Modelling Seminar 132604, Institute for Economic Forecasting.
• Maria Cipollina & Luca Salvatici & Luca De Benedictis & Claudio Vicarelli, 2013. "A note on dummies for policies in gravity models: a Montecarlo experiment," Departmental Working Papers of Economics - University 'Roma Tre' 0180, Department of Economics - University Roma Tre.
• John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012. "Combining Two Consistent Estimators," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 33-53, Emerald Group Publishing Limited.
  • John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "Combining Two Consistent Estimators," Departmental Working Papers 201310, Rutgers University, Department of Economics.
• John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012. "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 87-106, Emerald Group Publishing Limited.
  • John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Departmental Working Papers 201311, Rutgers University, Department of Economics.
• Swanson, Norman R. & Urbach, Richard, 2015. "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
  • Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
• Michael Donadelli & Lorenzo Prosperi & Federica Romei & Federico Silvestri, 2013. "Movements and co-movements across the European asset classes: portfolio allocations and policy implications," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1-2, May.
• Christian Bünnings & Harald Tauchmann, 2013. "Who Opts Out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany," Ruhr Economic Papers 0458, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Mazin A.M. Al Janabi, 2012. "Risk Management in Trading and Investment Portfolios," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(2), pages 189-229, August.
• Christian Glocker, 2013. "Government Expenditures and Business Cycles—Policy Reaction and Surprise Shocks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(3), pages 215-254, August.
• Teodor Sedlarski & Angel Eremiev, 2013. "Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, vol. 11(1), pages 227-251, March.
• Netsanet Haile & Jorn Altmann, 2013. "Estimating the Value Obtained from Using a Software Service Platform," TEMEP Discussion Papers 2013105, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Aug 2013.
• Duo Qin & Yanqun Zhang, 2013. "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers 183, Department of Economics, SOAS University of London, UK.
• Ralf Münnich & Jan Burgard & Martin Vogt, 2013. "Small Area-Statistik: Methoden und Anwendungen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 6(3), pages 149-191, March.
• Guang-Hua Lian & Song-Ping Zhu, 2013. "Pricing VIX options with stochastic volatility and random jumps," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(1), pages 71-88, May.
• Flory Dieck-Assad & Ernesto Peralta, 2013. "Energy and capital inputs: cornerstones of productivity growth in Mexico: 1965–2004," Empirical Economics, Springer, vol. 44(2), pages 563-590, April.
• Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013. "Modeling different kinds of spatial dependence in stock returns," Empirical Economics, Springer, vol. 44(2), pages 761-774, April.
• Estrella Gómez-Herrera, 2013. "Comparing alternative methods to estimate gravity models of bilateral trade," Empirical Economics, Springer, vol. 44(3), pages 1087-1111, June.
  • Estrella Gómez Herrera, 2010. "Comparing alternative methods to estimate gravity models of bilateral trade," ThE Papers 10/05, Department of Economic Theory and Economic History of the University of Granada..
• Rosa Bernardini Papalia & Silvia Bertarelli, 2013. "Nonlinearities in economic growth and club convergence," Empirical Economics, Springer, vol. 44(3), pages 1171-1202, June.
• Victor Fernandez-Blanco & Luis Orea & Juan Prieto-Rodriguez, 2013. "Endogeneity and measurement errors when estimating demand functions with average prices: an example from the movie market," Empirical Economics, Springer, vol. 44(3), pages 1477-1496, June.
• Stefan Bache & Christian Dahl & Johannes Kristensen, 2013. "Headlights on tobacco road to low birthweight outcomes," Empirical Economics, Springer, vol. 44(3), pages 1593-1633, June.
• Hatice Ozer Balli & Bent Sørensen, 2013. "Interaction effects in econometrics," Empirical Economics, Springer, vol. 45(1), pages 583-603, August.
  • Sørensen, Bent E & Ozer-Balli, Hatice, 2010. "Interaction Effects in Econometrics," CEPR Discussion Papers 7929, C.E.P.R. Discussion Papers.
  • Balli, Hatice Ozer & Sorensen, Bent E., 2012. "Interaction effects in econometrics," MPRA Paper 38608, University Library of Munich, Germany.
• Bishwa Koirala & Alok Bohara & Hui Li, 2013. "Effects of energy-efficiency building codes in the energy savings and emissions of carbon dioxide," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(3), pages 271-290, July.
• Dinghai Xu & John Knight, 2013. "Stochastic volatility model under a discrete mixture-of-normal specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 216-239, April.
• Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
• Thong Pham & Peter Kooreman & Ruud Koning & Doede Wiersma, 2013. "Gender patterns in Vietnam’s child mortality," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(1), pages 303-322, January.
  • Pham, Thong Le & Kooreman, Peter & Koning, Ruud H. & Wiersma, Doede, 2011. "Gender Patterns in Vietnam's Child Mortality," IZA Discussion Papers 5741, Institute of Labor Economics (IZA).
• Pavel Čížek, 2013. "Reweighted least trimmed squares: an alternative to one-step estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 514-533, September.
  • Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Other publications TiSEM 850c8dcb-835b-4d68-ab98-6, Tilburg University, School of Economics and Management.
  • Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Discussion Paper 2010-91, Tilburg University, Center for Economic Research.
• Tomas Havranek & Zuzana Irsova, 2013. "Determinants of Bank Performance in Transition Countries: A Data Envelopment Analysis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 20(1), pages 1-17, April.
• Zaghdoudi Taha & Ochi Anis & Soltani Hassen, 2013. "Banking Intermediation and Economic Growth: Some Evidence from MENA Countries," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 3(4), pages 1-5.
  • Zaghdoudi, Taha & Ochi, Anis & Soltani, Hassen, 2013. "Banking intermediation and economic growth: some evidence from mena countries," MPRA Paper 69614, University Library of Munich, Germany.
• David E. Giles, 2013. "Constructing confidence bands for the Hodrick--Prescott filter," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 480-484, March.
  • David E. Giles, 2012. "Constructing Confidence Bands for the Hodrick-Prescott Filter," Econometrics Working Papers 1202, Department of Economics, University of Victoria.
• Miguel Manjón Antolín & Juan A. Máñez & María E. Rochina Barrachina & Juan A. Sanchis Llopis, 2013. "Export intensity and the productivity gains of exporting," Applied Economics Letters, Taylor & Francis Journals, vol. 20(8), pages 804-808, May.
  • Miguel Manjón & Juan A. Mañez & María E. Rochina-Barrachina & Juan A. Sanchis-Llopis, 2012. "Export intensity and the productivity gains of exporting," Working Papers 1216, Department of Applied Economics II, Universidad de Valencia.
• Markus Frölich & Blaise Melly, 2013. "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 384-414, November.
  • Frölich, Markus & Melly, Blaise, 2008. "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," IZA Discussion Papers 3671, Institute of Labor Economics (IZA).
• Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 928-955, November.
  • Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers 2010-09, University of Adelaide, School of Economics and Public Policy.
  • Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Monash Econometrics and Business Statistics Working Papers 12/11, Monash University, Department of Econometrics and Business Statistics.
• Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 315-330, July.
  • Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 14/11, Monash University, Department of Econometrics and Business Statistics.
• Markus Frölich & Blaise Melly, 2013. "Unconditional Quantile Treatment Effects Under Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 346-357, July.
  • Markus Frölich & Blaise Melly, 2007. "Unconditional quantile treatment effects under endogeneity," CeMMAP working papers CWP32/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Frölich, Markus & Melly, Blaise, 2008. "Unconditional Quantile Treatment Effects under Endogeneity," IZA Discussion Papers 3288, Institute of Labor Economics (IZA).
• Carlos A. Flores & Alfonso Flores-Lagunes, 2013. "Partial Identification of Local Average Treatment Effects With an Invalid Instrument," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 534-545, October.
• Bernd Heidergott & Warren Volk-Makarewicz, 2013. "A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles," Tinbergen Institute Discussion Papers 13-082/III, Tinbergen Institute.
• Jorge Ridderstaat & Peter Nijkamp, 2013. "Measuring Pattern, Amplitude and Timing Differences between Monetary and Non-Monetary Seasonal Factors of Tourism - the Case of Aruba," Tinbergen Institute Discussion Papers 13-116/VIII, Tinbergen Institute, revised 05 Sep 2013.
• Čížek, Pavel & Lei, Jinghua, 2018. "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
  • Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
  • Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper 2013-062, Tilburg University, Center for Economic Research.
• Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011. "Visualizing Multiple Quantile Plots," Other publications TiSEM ef2fd92d-b063-4efe-b8b9-3, Tilburg University, School of Economics and Management.
  • Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2013. "Visualizing multiple quantile plots," Other publications TiSEM 2fa144ec-4d06-40af-8a61-8, Tilburg University, School of Economics and Management.
  • Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011. "Visualizing Multiple Quantile Plots," Discussion Paper 2011-085, Tilburg University, Center for Economic Research.
• Čížek, Pavel & Lei, Jinghua, 2018. "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
  • Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper 2013-062, Tilburg University, Center for Economic Research.
  • Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
• Victor Aguirregabiria & Pedro Mira, 2013. "Identification of Games of Incomplete Information with Multiple Equilibria and Common Unobserved Heterogeneity," Working Papers tecipa-474, University of Toronto, Department of Economics.
• Victor Aguirregabiria & Arvind Magesan, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 3-44, Emerald Group Publishing Limited.
  • Victor Aguirregabiria & Arvind Magesan, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Working Papers tecipa-489, University of Toronto, Department of Economics.
• Vincent BOUCHER & Ismael MOURIFIÉ, 2013. "My Friend Far Far Away: Asymptotic Properties of Pairwise Stable Networks," Working Papers tecipa-499, University of Toronto, Department of Economics.
• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto, 2009. "Empirical evidence on the role of non linear wholesale pricing and vertical restraints on cost pass-through," CUDARE Working Papers 120534, University of California, Berkeley, Department of Agricultural and Resource Economics.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," IDEI Working Papers 565, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2011.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," TSE Working Papers 09-067, Toulouse School of Economics (TSE).
  • Celine, Bonnet & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5nq6h34n, Department of Agricultural & Resource Economics, UC Berkeley.
  • Dubois, Pierre & Villas-Boas, Sofia Berto & Bonnet, Céline, 2010. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," CEPR Discussion Papers 8004, C.E.P.R. Discussion Papers.
  • Villas-Boas, Sofia B & Bonnet, Celine & Dubois, Pierre, 2013. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61x6k2m7, Department of Agricultural & Resource Economics, UC Berkeley.
• Alexis Diamond & Jasjeet S. Sekhon, 2013. "Genetic Matching for Estimating Causal Effects: A General Multivariate Matching Method for Achieving Balance in Observational Studies," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 932-945, July.
• David Han & Debasis Kundu, 2013. "Inference for a step-stress model with competing risks from the GE distribution under Type-I censoring," Working Papers 0181mss, College of Business, University of Texas at San Antonio.
• Tatjana Pavlenko & Anuradha Roy, 2013. "Supervised classifiers of ultra high-dimensional higher-order data with locally doubly exchangeable covariance structure," Working Papers 0185mss, College of Business, University of Texas at San Antonio.
• Florens, Jean-Pierre & Simoni, Anna, 2016. "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," TSE Working Papers 13-384, Toulouse School of Economics (TSE).
  • Jean-Pierre Florens & Anna Simoni, 2016. "Regularizing Priors For Linear Inverse Problems," Post-Print hal-03089887, HAL.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Anna Simoni & Jean-Pierre Florens, 2013. "Regularizing Priors for Linear Inverse Problems," THEMA Working Papers 2013-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Jean-Pierre Florens & Anna Simoni, 2013. "Regularizing Priors for Linear Inverse Problems," Working Papers hal-00873180, HAL.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," TSE Working Papers 10-175, Toulouse School of Economics (TSE).
• Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle, 2013. "A gamma-moment approach to monotonic boundaries estimation," TSE Working Papers 13-411, Toulouse School of Economics (TSE).
• Otávio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
• Natalia Melgar, 2013. "Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes towards Immigrants and Free-Trade," Documentos de Trabajo (working papers) 1013, Department of Economics - dECON.
• Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
  • Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
  • David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
  • David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
• Hansen, Stephen & McMahon, Michael, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAGE Online Working Paper Series 136, Competitive Advantage in the Global Economy (CAGE).
  • Stephen Eliot Hansen & Michael McMahon, 2013. "Estimating Bayesian decision problems with heterogeneous priors," Economics Working Papers 1357, Department of Economics and Business, Universitat Pompeu Fabra.
  • Michael McMahon & Stephen E. Hansen, 2015. "Estimating Bayesian Decision Problems with Heterogeneous Priors," Working Papers 683, Barcelona School of Economics.
  • Hansen, Stephen & McMahon, Michael, 2013. "Estimating Bayesian decision problems with heterogeneous priors," LSE Research Online Documents on Economics 51547, London School of Economics and Political Science, LSE Library.
  • Hansen,Stephen & McMahon, Michael, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAGE Online Working Paper Series 127, Competitive Advantage in the Global Economy (CAGE).
  • Stephen Hansen & Michael McMahon, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CEP Discussion Papers dp1211, Centre for Economic Performance, LSE.
  • Stephen Hansen & Michael McMahon, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAMA Working Papers 2013-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ammann, Manuel & Buesser, Ralf, 2013. "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance 1304, University of St. Gallen, School of Finance.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2013. "Extreme Downside Liquidity Risk," Working Papers on Finance 1326, University of St. Gallen, School of Finance, revised Jul 2015.
• Monica Billio & Maddalena Cavicchioli, 2013. "�Markov Switching Models for Volatility: Filtering, Approximation and Duality�," Working Papers 2013:24, Department of Economics, University of Venice "Ca' Foscari".
• Enrico Fabrizi & Maria Ferrante & Carlo Trivisano, 2013. "Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size," ERSA conference papers ersa13p894, European Regional Science Association.
• Jan F. Kiviet, 2013. "Identification and inference in a simultaneous equation under alternative information sets and sampling schemes," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February.
  • Jan F. KIVIET, 2012. "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Jan F. Kiviet, 2012. "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.
• Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1159-1198, November.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," Working Papers 1007, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 May 2010.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits," SOEPpapers on Multidisciplinary Panel Data Research 328, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," CESifo Working Paper Series 3069, CESifo.
  • Launov, Andrey & Wälde, Klaus, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," IZA Discussion Papers 4958, Institute of Labor Economics (IZA).
  • Andrey LAUNOV & Klaus WALDE, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," LIDAM Discussion Papers IRES 2010020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54, pages 1159-1198, November.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," Working Papers 1007, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 May 2010.
  • Launov, Andrey & Wälde, Klaus, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," IZA Discussion Papers 4958, Institute of Labor Economics (IZA).
  • Andrey LAUNOV & Klaus WALDE, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," LIDAM Discussion Papers IRES 2010020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits," SOEPpapers on Multidisciplinary Panel Data Research 328, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Libero Monteforte & Gianluca Moretti, 2013. "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 51-61, January.
  • Libero Monteforte & Gianluca Moretti, "undated". "Real time forecasts of inflation: the role of financial variables," Working Papers wp2011-6, Department of the Treasury, Ministry of the Economy and of Finance.
  • Libero Monteforte & Gianluca Moretti, 2010. "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers) 767, Bank of Italy, Economic Research and International Relations Area.
• Vidhura Tennekoon & Robert Rosenman, 2013. "Bias in Measuring Smoking Behavior," Working Papers 2013-10, School of Economic Sciences, Washington State University.
• Cai, Zongwu & Li, Qi, 2008. "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1321-1342, October.
  • Zongwu Cai & Qi Li, 2013. "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2012. "The validity of instruments revisited," Journal of Econometrics, Elsevier, vol. 166(2), pages 255-266.
  • Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "The Validity of Instruments Revisited," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Cai, Zongwu & Fang, Ying & Su, Jia, 2012. "Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 180-185.
  • Zongwu Cai & Ying Fang, 2013. "Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Yafeng Wang & Brett Graham, 2013. "Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Biao Guo & Qian Han & Doojin Ryu, 2013. "The Number of State Variables for CDS Pricing," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Peter Spencer, 2013. "The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models," Discussion Papers 13/22, Department of Economics, University of York.
• Düllmann, Klaus & Koziol, Philipp, 2013. "Evaluation of minimum capital requirements for bank loans to SMEs," Discussion Papers 22/2013, Deutsche Bundesbank.
• Sebastian Kripfganz & Claudia Schwarz, 2019. "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
  • Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79756, Verein für Socialpolitik / German Economic Association.
  • Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
  • Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers 25/2013, Deutsche Bundesbank.
• Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 112-135.
  • Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013. "Forecasting distress in European SME portfolios," EIF Working Paper Series 2013/17, European Investment Fund (EIF).
  • Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
• Reicher, Christopher Phillip, 2013. "A note on the identification of dynamic economic models with generalized shock processes," Kiel Working Papers 1821, Kiel Institute for the World Economy (IfW Kiel).
• Lux, Thomas, 2013. "Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal model," Kiel Working Papers 1871, Kiel Institute for the World Economy (IfW Kiel).
• Afanasyeva, Elena, 2013. "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series 70, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Bendel, Daniel & Demary, Markus & Jäger-Ambroçzewicz, 2013. "Konjunkturanalyse mit einem Gleichgewichtsmodell für die deutsche Wirtschaft," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 40(3), pages 33-46.
• Christian Bünnings & Harald Tauchmann, 2015. "Who Opts out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany," Health Economics, John Wiley & Sons, Ltd., vol. 24(10), pages 1331-1347, October.
  • Bünnings, Christian & Tauchmann, Harald, 2013. "Who Opts Out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany," Ruhr Economic Papers 458, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Bünnings, Christian & Tauchmann, Harald, 2013. "Who opts out of the statutory health insurance? A discrete time hazard model for Germany," FAU Discussion Papers in Economics 10/2013, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Christian Bünnings & Harald Tauchmann, 2015. "Who Opts out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany," Health Economics, John Wiley & Sons, Ltd., vol. 24(10), pages 1331-1347, October.
  • Bünnings, Christian & Tauchmann, Harald, 2013. "Who opts out of the statutory health insurance? A discrete time hazard model for Germany," FAU Discussion Papers in Economics 10/2013, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  • Bünnings, Christian & Tauchmann, Harald, 2013. "Who Opts Out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany," Ruhr Economic Papers 458, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Guo, Mengmeng & Zhou, Lhan & Huang, Jianhua Z. & Härdle, Wolfgang Karl, 2013. "Functional data analysis of generalized quantile regressions," SFB 649 Discussion Papers 2013-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
  • Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," SFB 649 Discussion Papers 2013-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Sebastian Kripfganz & Claudia Schwarz, 2019. "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
  • Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers 25/2013, Deutsche Bundesbank.
  • Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
  • Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79756, Verein für Socialpolitik / German Economic Association.
• Ledoit, Olivier & Wolf, Michael, 2015. "Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 360-384.
  • Olivier Ledoit & Michael Wolf, 2013. "Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions," ECON - Working Papers 105, Department of Economics - University of Zurich, revised Jul 2013.
• Olivier Ledoit & Michael Wolf, 2013. "Optimal estimation of a large-dimensional covariance matrix under Stein’s loss," ECON - Working Papers 122, Department of Economics - University of Zurich, revised Mar 2017.
• Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, Department of Economics and Business Economics, Aarhus University.
• Anders Bredahl Kock, 2013. "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers 2013-20, Department of Economics and Business Economics, Aarhus University.
• Asger Lunde & Anne Floor Brix, 2013. "Estimating Stochastic Volatility Models using Prediction-based Estimating Functions," CREATES Research Papers 2013-23, Department of Economics and Business Economics, Aarhus University.
• Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015. "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
  • Jiti Gao & Degui Li & Dag Tjostheim, 2009. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," School of Economics and Public Policy Working Papers 2009-26, University of Adelaide, School of Economics and Public Policy.
  • Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
  • Jiti Gao & Degui Li & Dag Tjøstheim, 2011. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers 13/11, Monash University, Department of Econometrics and Business Statistics.
• Mark Podolskij & Nakahiro Yoshida, 2013. "Edgeworth expansion for functionals of continuous diffusion processes," CREATES Research Papers 2013-33, Department of Economics and Business Economics, Aarhus University.
• Mehmet Caner & Anders Bredahl Kock, 2016. "Oracle Inequalities for Convex Loss Functions with Nonlinear Targets," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1377-1411, December.
  • Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, Department of Economics and Business Economics, Aarhus University.
• Lilia TARANENCO, 2013. "Economic Crisis Impact On Small And Medium Enterprises In The Republic Of Moldova And The Efficiency Of Managerial Methods," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 179-189.
• Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2012. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers 12003, Concordia University, Department of Economics.
  • Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers w0167, New Economic School (NES).
  • Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers w0167, Center for Economic and Financial Research (CEFIR).
• Mostefa BELMOKADDEM & Sidi Mohamed Boumediene KHETIB & Mohamed Seghir GUELLIL, 2013. "A Macro –Econometric Study Of Oil Energy:Opaep Panel’S Data Analysis," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 2(1), pages 31-50, JULY.
• Lumengo Bonga-Bonga, 2013. "Assessing the Stock Market Wealth Effect in South Africa," The African Finance Journal, Africagrowth Institute, vol. 15(1), pages 1-12.
• Sayo Oludare & Michael Olagunju & Olusegun Adelodun, 2013. "Stock Market Volatility And Non-Performing Loans: Evidence From Stocks Of The Nigerian Banks," The African Finance Journal, Africagrowth Institute, vol. 15(1), pages 82-104.
• Kinkingninhoun-Medagbe, Florent M. & Diagne, Aliou & Agboh-Noameshie, Afiavi R. & Lokossou, J. C., 2013. "Who Benefits More From Nerica Varieties? Gender Differential Impact on Yield and Income in Benin," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 161290, African Association of Agricultural Economists (AAAE).
• Mandal, Bidisha & Powell, Lisa M., 2013. "Child Care Choices, Food Choices, and Children’s Obesity Status," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149432, Agricultural and Applied Economics Association.
• Petrick, Matin & Kloss, Mathias, 2013. "Identifying Factor Productivity from Micro-data: The case of EU agriculture," Factor Markets Working Papers 144, Centre for European Policy Studies.
  • Petrick, Martin & Kloss, Mathias, 2013. "Identifying Factor Productivity from Micro-data: The case of EU agriculture," Working papers 144004, Factor Markets, Centre for European Policy Studies.
  • Petrick, Martin & Kloss, Mathias, 2018. "Identifying factor productivity from micro-data: The case of EU agriculture," IAMO Discussion Papers 171, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
  • Petrick, Martin & Kloss, Mathias, 2018. "Identifying factor productivity from micro-data: the case of EU agriculture," IAMO Discussion Papers 271870, Institute of Agricultural Development in Transition Economies (IAMO).
• Siddig, Khalid & Grethe, Harald, 2014. "International price transmission in CGE models: How to reconcile econometric evidence and endogenous model response?," Economic Modelling, Elsevier, vol. 38(C), pages 12-22.
  • Siddig, K. & Grethe, H., 2013. "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 48, March.
  • Siddig, Khalid & Grethe, Harald, 2012. "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Conference papers 332281, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  • Siddig, Khalid H.A. & Grethe, Harald, 2012. "International Price Transmission In Cge Models: How To Reconcile Econometric Evidence And Endogenous Model Response?," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 137388, German Association of Agricultural Economists (GEWISOLA).
• Mandal, Raju & Bezbaruah, M.P., 2013. "Diversification of Cropping Pattern: Its Determinants and Role in Flood Affected Agriculture of Assam Plains," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 68(2), pages 1-13.
• Ogundari, Kolawole, 2013. "The Paradigm of African Agricultural Efficiency, 1967-2012: What Does Meta-Analysis Reveal?," 2013 Conference, August 28-30, 2013, Christchurch, New Zealand 160418, New Zealand Agricultural and Resource Economics Society.
• Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2014. "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," Journal of Econometrics, Elsevier, vol. 178(P3), pages 444-455.
  • Dunker, F. & Florens, J.P. & Hohage, T. & Johannes, J. & Mammen, E., 2011. "Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression," LIDAM Discussion Papers ISBA 2011045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Dunker , Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2013. "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," LIDAM Discussion Papers ISBA 2013041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2014. "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," LIDAM Reprints ISBA 2014007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Simar, Léopold & Vanhems, Anne & Van Keilegom, Ingrid, 2016. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," Journal of Econometrics, Elsevier, vol. 190(2), pages 360-373.
  • Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2013. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Discussion Papers ISBA 2013054, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2016. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Reprints ISBA 2016007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Simar, Léopold & Wilson, Paul W., 2013. "Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives," Foundations and Trends(R) in Econometrics, now publishers, vol. 5(3–4), pages 183-337, June.
  • Simar, Leopold & Wilson, Paul, 2013. "Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives," LIDAM Reprints ISBA 2013023, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014. "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 456-470.
  • Florens , Mark & Simar, Leopold & Van Keilegom, Ingrid, 2011. "Frontier estimation in nonparametric location-scale models," LIDAM Discussion Papers ISBA 2011030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid, 2013. "Frontier estimation in nonparametric location-scale models," LIDAM Reprints ISBA 2013035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Juan Pablo Brichetti & Jerónimo Montalvo & Jorge Puig, 2013. "Capacidad fiscal y desarrollo productivo: un análisis con datos de panel para los gobiernos subnacionales de Argentina," CEFIP, Working Papers 011, CEFIP, Universidad Nacional de La Plata.
• Farrukh Bashir & Tusawar Iftikhar Ahmad & Tehmina Hidayat, 2013. "Causes of Unemployment Among Highly Educated Women in Pakistan: A Case Study Of Bahawalnagar District," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 1(1), pages 1-10, June.
• Eva Yamila da Silva Catela & Flávio Gonçalves, 2013. "Comércio Internacional e Performance das Firmas Brasileiras," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(1b), pages 429-452.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016. "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 186-201.
  • Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
  • Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo.
  • Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014. "Gold, Oil, and Stocks," FinMaP-Working Papers 14, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Xiaohong Chen & Timothy M. Christensen, 2013. "Optimal uniform convergence rates for sieve nonparametric instrumental variables regression," CeMMAP working papers CWP56/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Timothy Christensen, 2013. "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Papers 1311.0412, arXiv.org.
  • Xiaohong Chen & Timothy Christensen, 2013. "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Cowles Foundation Discussion Papers 1923, Cowles Foundation for Research in Economics, Yale University.
• Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
  • Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers 12/13, Institute for Fiscal Studies.
  • Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random Coefficients in Static Games of Complete Information," Boston College Working Papers in Economics 835, Boston College Department of Economics.
• Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers 14/13, Institute for Fiscal Studies.
• Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
  • Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics 840, Boston College Department of Economics.
• Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
  • Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
  • Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers CWP40/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Kristensen, Dennis & Salanié, Bernard, 2017. "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.
  • Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers CWP45/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers 45/13, Institute for Fiscal Studies.
• Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
  • Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Francesca Marino, 2013. "Regional fluctuations and national cohesion in the EU12: a pre-Maastricht assessment," SERIES 0048, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Aug 2013.
• Yuliyan Velkov & Georgi Kirov, 2013. "Fuzzy Model for Evaluation and Analysis of Short-Term Financial Aspects of the Enterprise," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 90-137.
• Ramdane Djoudad & Étienne Bordeleau, 2013. "Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne," Discussion Papers 13-2, Bank of Canada.
• Antonio Diez de Los Rios, 2015. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 282-295, April.
  • Antonio Diez de los Rios, 2013. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Staff Working Papers 13-10, Bank of Canada.
• Campos, Rodolfo G. & Reggio, Iliana, 2014. "Measurement error in imputation procedures," Economics Letters, Elsevier, vol. 122(2), pages 197-202.
  • Rodolfo G. Campos & Iliana Reggio, 2013. "Measurement error in imputation procedures," Working Papers 1322, Banco de España.
• Sara Cecchetti & Laura Sigalotti, 2013. "Forward-looking robust portfolio selection," Temi di discussione (Economic working papers) 913, Bank of Italy, Economic Research and International Relations Area.
• Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
  • Matteo Luciani & Libero Monteforte, 2013. "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers) 930, Bank of Italy, Economic Research and International Relations Area.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014. "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
  • Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Dynamic factor models: A review of the literature," Post-Print hal-01385974, HAL.
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• Hansen, Stephen & McMahon, Michael, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAGE Online Working Paper Series 136, Competitive Advantage in the Global Economy (CAGE).
  • Michael McMahon & Stephen E. Hansen, 2015. "Estimating Bayesian Decision Problems with Heterogeneous Priors," Working Papers 683, Barcelona School of Economics.
  • Stephen Eliot Hansen & Michael McMahon, 2013. "Estimating Bayesian decision problems with heterogeneous priors," Economics Working Papers 1357, Department of Economics and Business, Universitat Pompeu Fabra.
  • Hansen, Stephen & McMahon, Michael, 2013. "Estimating Bayesian decision problems with heterogeneous priors," LSE Research Online Documents on Economics 51547, London School of Economics and Political Science, LSE Library.
  • Hansen,Stephen & McMahon, Michael, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAGE Online Working Paper Series 127, Competitive Advantage in the Global Economy (CAGE).
  • Stephen Hansen & Michael McMahon, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CEP Discussion Papers dp1211, Centre for Economic Performance, LSE.
  • Stephen Hansen & Michael McMahon, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAMA Working Papers 2013-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Duangkamon Chotikapanich & William Griffiths & Wasana Karunarathne & D.S. Prasada Rao, 2013. "Calculating Poverty Measures from the Generalised Beta Income Distribution," The Economic Record, The Economic Society of Australia, vol. 89, pages 48-66, June.
  • Duangkamon Chotikapanich, William Griffiths, Wasana Karunarathne, D.S. Prasada Rao, 2012. "Calculating Poverty Measures from the Generalized Beta Income Distribution," Department of Economics - Working Papers Series 1154, The University of Melbourne.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
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• Christian Francq & Jean-Michel Zakoïan, 2013. "Optimal predictions of powers of conditionally heteroscedastic processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 345-367, March.
  • Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.
  • Christan Francq & Jean-Michel Zakoian, 2012. "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers 2012-17, Center for Research in Economics and Statistics.
• Jianqing Fan & Yuan Liao & Martina Mincheva, 2013. "Large covariance estimation by thresholding principal orthogonal complements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 603-680, September.
  • Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011. "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper 38697, University Library of Munich, Germany.
• Olivier Wintenberger, 2013. "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
  • Wintenberger, Olivier, 2013. "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper 46027, University Library of Munich, Germany.
• Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random Coefficients in Static Games of Complete Information," Boston College Working Papers in Economics 835, Boston College Department of Economics.
  • Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers 12/13, Institute for Fiscal Studies.
• Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
  • Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
  • Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers CWP40/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics 840, Boston College Department of Economics.
  • Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
• Guardabascio, Barbara & Ventura, Marco, 2013. "Estimating the dose-response function through the GLM approach," MPRA Paper 45013, University Library of Munich, Germany, revised 13 Mar 2013.
  • Barbara Guardabascio & Marco Ventura, 2013. "Estimating the dose-response function through the GLM approach," German Stata Users' Group Meetings 2013 10, Stata Users Group.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2013. "Oil price shocks and stock market volatility: evidence from European data," Working Papers 161, Bank of Greece.
• Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013. "Oil price shocks and volatility do predict stock market regimes," Working Papers 170, Bank of Greece.
• Seong Yeon Chang & Pierre Perron, 2016. "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 555-574, July.
  • Seongyeon Chang & Pierre Perron, 2013. "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Boston University - Department of Economics - Working Papers Series 2013-020, Boston University - Department of Economics.
  • Seong Yeon Chang & Pierre Perron, 2014. "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Boston University - Department of Economics - Working Papers Series wp2015-011, Boston University - Department of Economics, revised 20 Sep 2015.
• Giles John & Murtazashvili Irina, 2013. "A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressorsa," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 69-87, July.
• Bassil Charbel, 2013. "Intervention Model for Analyzing the Lebanese Tourism Sector," Review of Middle East Economics and Finance, De Gruyter, vol. 8(3), pages 1-15, January.
• Razzak Weshah A. & Bentour El M., 2013. "Do Developing Countries Benefit from Foreign Direct Investments? An Analysis of Some Arab and Asian Countries," Review of Middle East Economics and Finance, De Gruyter, vol. 9(3), pages 357-388, December.
• Kalyvitis Sarantis & Panopoulou Ekaterini, 2013. "Estimating C-CAPM and the equity premium over the frequency domain," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 551-571, December.
  • Ekaterini Panopoulou & Sarantis Kalyvitis, 2012. "Estimating C-CAPM and the Equity Premium over the Frequency Domain," DEOS Working Papers 1216, Athens University of Economics and Business.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017. "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
  • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013. "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers 9411, C.E.P.R. Discussion Papers.
  • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013. "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.
• Le, Vo Phuong Mai & Meenagh, David, 2013. "Testing and Estimating Models Using Indirect Inference," Cardiff Economics Working Papers E2013/8, Cardiff University, Cardiff Business School, Economics Section.
• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto, 2009. "Empirical evidence on the role of non linear wholesale pricing and vertical restraints on cost pass-through," CUDARE Working Papers 120534, University of California, Berkeley, Department of Agricultural and Resource Economics.
  • Villas-Boas, Sofia B & Bonnet, Celine & Dubois, Pierre, 2013. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61x6k2m7, Department of Agricultural & Resource Economics, UC Berkeley.
  • Dubois, Pierre & Villas-Boas, Sofia Berto & Bonnet, Céline, 2010. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," CEPR Discussion Papers 8004, C.E.P.R. Discussion Papers.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," IDEI Working Papers 565, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2011.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," TSE Working Papers 09-067, Toulouse School of Economics (TSE).
  • Celine, Bonnet & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5nq6h34n, Department of Agricultural & Resource Economics, UC Berkeley.
• Sun, Yixiao, 2014. "Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference," Journal of Econometrics, Elsevier, vol. 178(P3), pages 659-677.
  • Sun, Yixiao, 2013. "Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference," University of California at San Diego, Economics Working Paper Series qt8x8307rz, Department of Economics, UC San Diego.
• Stephen Hansen & Michael McMahon, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAMA Working Papers 2013-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stephen Hansen & Michael McMahon, 2013. "Estimating Bayesian Decision Problems with Heterogeneous Priors," CEP Discussion Papers dp1211, Centre for Economic Performance, LSE.
  • Stephen Eliot Hansen & Michael McMahon, 2013. "Estimating Bayesian decision problems with heterogeneous priors," Economics Working Papers 1357, Department of Economics and Business, Universitat Pompeu Fabra.
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• Simeon Oludiran Akinleye & Stephen Ekpo, 2013. "Oil Price Shocks and Macroeconomic Performance in Nigeria," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(4, Cierre), pages 565-624.
• Victor Aguirregabiria & Arvind Magesan, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 3-44, Emerald Group Publishing Limited.
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• Alfred Galichon, 2013. "Identification of Matching Complementarities: A Geometric Viewpoint," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 141-151, Emerald Group Publishing Limited.
• Kosuke Uetake & Yasutora Watanabe, 2013. "Estimating Supermodular Games Using Rationalizable Strategies," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 233-247, Emerald Group Publishing Limited.
• Luciano Nakabashi & Ana Elisa Gonçalves Pereira & Adolfo Sachsida, 2013. "Institutions and growth: a developing country case study," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(5), pages 614-634, October.
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• Luciano Nakabashi & Ana Elisa Gonçalves Pereira & Adolfo Sachsida, 2013. "Institutions and growth: a developing country case study," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(5), pages 614-634, October.
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• Petrick, Martin & Kloss, Mathias, 2013. "Identifying Factor Productivity from Micro-data: The case of EU agriculture," Working papers 144004, Factor Markets, Centre for European Policy Studies.
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• Sergey Ivashchenko, 2013. "Estimating Nonlinear DSGE Models with Moments Based Methods," EUSP Department of Economics Working Paper Series Ec-03/13, European University at St. Petersburg, Department of Economics.
  • Sergey, Ivashchenko, 2014. "Estimating nonlinear DSGE models with moments based methods," Dynare Working Papers 32, CEPREMAP.
• Sergey Ivashchenko, 2013. "Estimating Nonlinear DSGE Models with Moments Based Methods," EUSP Department of Economics Working Paper Series 2013/03, European University at St. Petersburg, Department of Economics.
  • Sergey, Ivashchenko, 2014. "Estimating nonlinear DSGE models with moments based methods," Dynare Working Papers 32, CEPREMAP.
• Daniela Bragoli & Camilla Ferretti & Piero Ganugi & Giancarlo Ianulardo, 2013. "Monetary regimes and statistical regularity: the Classical Gold Standard (1880-1913) through the lenses of Markov models," Discussion Papers 1301, University of Exeter, Department of Economics.
• Ladislav KRISTOUFEK & Petra LUNACKOVA, 2013. "Long-term Memory in Electricity Prices: Czech Market Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(5), pages 407-424, November.
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• Nikolay Gospodinov & Serena Ng, 2015. "Minimum Distance Estimation of Possibly Noninvertible Moving Average Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 403-417, July.
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• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1511-1543.
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• Fosgaard, Toke R. & Hansen, Lars Gårn & Wengström, Erik, 2014. "Understanding the nature of cooperation variability," Journal of Public Economics, Elsevier, vol. 120(C), pages 134-143.
  • Fosgaard, Toke & Hansen , Lars Gårn & Wengström, Erik, 2013. "Understanding the Nature of Cooperation Variability," Working Papers 2013:6, Lund University, Department of Economics.
  • Toke Fosgaard & Lars Gårn Hansen & Erik Wengström, 2013. "Understanding the Nature of Cooperation Variability," IFRO Working Paper 2013/4, University of Copenhagen, Department of Food and Resource Economics.
• Michael Louis George, "undated". "Derivation of the the conversion factor from bits of entropy to dollars of waste," Working Papers 0604, Institute of Business Entropy.
• Michael Louis George, 2013. "Derivation of the Probability Distribution of WIP velocities," Working Papers 0622, Institute of Business Entropy.
• Michael Louis George, 2013. "Derivation of Minimum Batch size to minimize WIP and Cycle Time," Working Papers 0623, Institute of Business Entropy.
• Michael Louis George, 2013. "Effective Mass Me of WIP derived from Little’s Law," Working Papers 0624, Institute of Business Entropy.
• Michael Louis George, 2013. "Equi-partition of Energy of WIP R," Working Papers 0625, Institute of Business Entropy.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014. "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 73-107.
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• Heni Boubaker & Anne Peguin-Feissolle, 2013. "Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets," Post-Print hal-01498239, HAL.
• Carrasco, Marine & Kotchoni, Rachidi, 2017. "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
  • Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient estimation using the Characteristic Function," CIRANO Working Papers 2013s-22, CIRANO.
  • Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient Estimation Using the Characteristic Function," Working Papers hal-00867850, HAL.
  • Marine Carrasco & Rachidi Kotchoni, 2017. "Efficient Estimation Using the Characteristic Function," Post-Print hal-01386060, HAL.
• Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
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• Florens, Jean-Pierre & Simoni, Anna, 2016. "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Jean-Pierre Florens & Anna Simoni, 2013. "Regularizing Priors for Linear Inverse Problems," Working Papers hal-00873180, HAL.
  • Jean-Pierre Florens & Anna Simoni, 2016. "Regularizing Priors For Linear Inverse Problems," Post-Print hal-03089887, HAL.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," TSE Working Papers 13-384, Toulouse School of Economics (TSE).
  • Anna Simoni & Jean-Pierre Florens, 2013. "Regularizing Priors for Linear Inverse Problems," THEMA Working Papers 2013-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," TSE Working Papers 10-175, Toulouse School of Economics (TSE).
• Sato, Yoshihiro & Söderbom, Måns, 2013. "System GMM estimation of panel data models with time varying slope coefficients," Working Papers in Economics 577, University of Gothenburg, Department of Economics.
• Pingel, Ronnie & Waernbaum, Ingeborg, 2013. "Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference," Working Paper Series 2013:5, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Fosgaard, Toke R. & Hansen, Lars Gårn & Wengström, Erik, 2014. "Understanding the nature of cooperation variability," Journal of Public Economics, Elsevier, vol. 120(C), pages 134-143.
  • Toke Fosgaard & Lars Gårn Hansen & Erik Wengström, 2013. "Understanding the Nature of Cooperation Variability," IFRO Working Paper 2013/4, University of Copenhagen, Department of Food and Resource Economics.
  • Fosgaard, Toke & Hansen , Lars Gårn & Wengström, Erik, 2013. "Understanding the Nature of Cooperation Variability," Working Papers 2013:6, Lund University, Department of Economics.
• Melberg, Hans Olav & Sørensen, Jan, 2013. "How does end of life costs and increases in life expectancy affect projections of future hospital spending?," HERO Online Working Paper Series 2013:9, University of Oslo, Health Economics Research Programme.
• Michihito Ando, 2017. "How much should we trust regression-kink-design estimates?," Empirical Economics, Springer, vol. 53(3), pages 1287-1322, November.
  • Ando, Michihito, 2013. "How Much Should We Trust Regression-Kink-Design Estimates?," Working Paper Series 2013:22, Uppsala University, Department of Economics.
  • Ando, Michihito, 2013. "How Much Should We Trust Regression-Kink-Design Estimates?," Working Paper Series, Center for Fiscal Studies 2013:15, Uppsala University, Department of Economics.
• Michihito Ando, 2017. "How much should we trust regression-kink-design estimates?," Empirical Economics, Springer, vol. 53(3), pages 1287-1322, November.
  • Ando, Michihito, 2013. "How Much Should We Trust Regression-Kink-Design Estimates?," Working Paper Series, Center for Fiscal Studies 2013:15, Uppsala University, Department of Economics.
  • Ando, Michihito, 2013. "How Much Should We Trust Regression-Kink-Design Estimates?," Working Paper Series 2013:22, Uppsala University, Department of Economics.
• Kurozumi, Eiji & Aono, Kohei, 2013. "Estimation And Inference In Predictive Regressions," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 54(2), pages 231-250, December.
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• Masato Ubukata & Toshiaki Watanabe, 2013. "Pricing Nikkei 225 Options Using Realized Volatility," Global COE Hi-Stat Discussion Paper Series gd12-273, Institute of Economic Research, Hitotsubashi University.
• Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LLC, vol. 14(3), pages 623-661, September.
  • Matthew J. Baker, 2013. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College 440, Hunter College Department of Economics.
  • Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers 3, City University of New York Graduate Center, Ph.D. Program in Economics.
• Mengmeng Guo & Lhan Zhou & Jianhua Z. Huang & Wolfgang Karl Härdle, 2013. "Functional Data Analysis of Generalized Quantile Regressions," SFB 649 Discussion Papers SFB649DP2013-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
  • Stefan Mittnik & Willi Semmler, 2013. "The Real Consequences of Financial Stress," SFB 649 Discussion Papers SFB649DP2013-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wolfgang Karl Härdle & Dedy Dwi Prastyo, 2013. "Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry," SFB 649 Discussion Papers SFB649DP2013-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Mohammad Taghi Khosravi Larijani & Abbas Rezazadeh Karsalari & Mehdi Aghaee, 2013. "The Effects of Oil Price Shocks on real GDP in Iran," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 1(3), pages 18-29, September.
• Michael Adusei, 2013. "Financial Development and Economic Growth: Evidence from Ghana," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 61-76.
• Kosovka Ognjenovic, 2013. "How Structural Changes Affect Enterprises’ Expectations about Employment in Serbia?," Economic Analysis, Institute of Economic Sciences, vol. 46(3-4), pages 141-151.
• Florens, Jean-Pierre & Simoni, Anna, 2016. "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Jean-Pierre Florens & Anna Simoni, 2016. "Regularizing Priors For Linear Inverse Problems," Post-Print hal-03089887, HAL.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," TSE Working Papers 13-384, Toulouse School of Economics (TSE).
  • Anna Simoni & Jean-Pierre Florens, 2013. "Regularizing Priors for Linear Inverse Problems," THEMA Working Papers 2013-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Jean-Pierre Florens & Anna Simoni, 2013. "Regularizing Priors for Linear Inverse Problems," Working Papers hal-00873180, HAL.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," TSE Working Papers 10-175, Toulouse School of Economics (TSE).
• Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random Coefficients in Static Games of Complete Information," Boston College Working Papers in Economics 835, Boston College Department of Economics.
  • Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers 12/13, Institute for Fiscal Studies.
• Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers 14/13, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Joel L. Horowitz, 2013. "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers CWP30/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Joachim Freyberger & Joel L. Horowitz, 2013. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers CWP31/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
  • Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics 840, Boston College Department of Economics.
• Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
  • Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers CWP40/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
• Kristensen, Dennis & Salanié, Bernard, 2017. "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.
  • Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers 45/13, Institute for Fiscal Studies.
  • Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers CWP45/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xiaohong Chen & Timothy Christensen, 2013. "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Cowles Foundation Discussion Papers 1923, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Timothy M. Christensen, 2013. "Optimal uniform convergence rates for sieve nonparametric instrumental variables regression," CeMMAP working papers CWP56/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Timothy Christensen, 2013. "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Papers 1311.0412, arXiv.org.
• Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
  • Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
  • Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• M. Suphi ÖZÇOMAK & Elif GÖLVEREN & Eray YÜCEL, 2013. "Zaruri harcama - gelir ilişkisi ve demografik faktörler: Parametrik olmayan çekirdek kestirim sonuçları," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(324), pages 09-40.
• Farmer, Roger E.A. & Khramov, Vadim & Nicolò, Giovanni, 2015. "Solving and estimating indeterminate DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 17-36.
  • Farmer, Roger E A & Khramov, Vadim, 2013. "Solving and Estimating Indeterminate DSGE Models," CEPR Discussion Papers 9663, C.E.P.R. Discussion Papers.
  • Roger Farmer & Vadim Khramov, 2013. "Solving and Estimating Indeterminate DSGE Models," IMF Working Papers 13/200, International Monetary Fund.
  • Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò, 2013. "Solving and Estimating Indeterminate DSGE Models," NBER Working Papers 19457, National Bureau of Economic Research, Inc.
• Farmer, Roger E.A. & Khramov, Vadim & Nicolò, Giovanni, 2015. "Solving and estimating indeterminate DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 17-36.
  • Farmer, Roger & Khramov, Vadim, 2013. "Solving and Estimating Indeterminate DSGE Models," CEPR Discussion Papers 9663, C.E.P.R. Discussion Papers.
  • Mr. Roger Farmer & Mr. Vadim Khramov, 2013. "Solving and Estimating Indeterminate DSGE Models," IMF Working Papers 2013/200, International Monetary Fund.
  • Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò, 2013. "Solving and Estimating Indeterminate DSGE Models," NBER Working Papers 19457, National Bureau of Economic Research, Inc.
• Isela Elizabeth Téllez León & Francisco Venegas Martínez, 2014. "¿Ha sido la Dinámica de la Balanza de Pagos Realmente una Restricción para el Crecimiento Económico en México? Parte II," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 9(1), pages 61-88, Enero-Jun.
  • Isela Elizabeth Téllez León & Francisco Venegas Martínez, 2013. "¿Ha sido la Dinámica de la Balanza de Pagos Realmente una Restricción para el Crecimiento Económico en México? - Parte 1," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 8(2), pages 205-225, Julio-Dic.
• Natasha Agarwal et al, 2013. "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-021, Indira Gandhi Institute of Development Research, Mumbai, India.
• Juan Bacilio Guerrero & Juan Alberto Acosta, 2013. "Construcción del Índice de Cohesión Social para México: Una propuesta mediante un análisis de componentes principales," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 33-47, Diciembre.
• Carlos A. Medel, 2013. "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 133-161, May.
  • Carlos Medel, 2012. "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile 657, Central Bank of Chile.
  • Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
• Michela Bia & Carlos A. Flores & Alfonso Flores-Lagunes & Alessandra Mattei, 2014. "A Stata package for the application of semiparametric estimators of dose–response functions," Stata Journal, StataCorp LLC, vol. 14(3), pages 580-604, September.
  • BIA Michela & FLORES Carlos A. & FLORES-LAGUNES Alfonso & MATTEI Alessandra, 2013. "A Stata package for the application of semiparametric estimators of dose-response functions," LISER Working Paper Series 2013-07, Luxembourg Institute of Socio-Economic Research (LISER).
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016. "Star Wars: The Empirics Strike Back," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 1-32, January.
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  • Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015. "Star Wars: The Empirics Strike Back," PSE Working Papers halshs-01158500, HAL.
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  • Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015. "Star Wars: The Empirics Strike Back," Working Papers 1505E, University of Ottawa, Department of Economics.
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  • Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016. "Star Wars: The Empirics Strike Back," Post-Print hal-01447851, HAL.
• Donal O'Neill & Olive Sweetman, 2013. "Estimating Obesity Rates in Europe in the Presence of Self-Reporting Errors," Economics Department Working Paper Series n236-13.pdf, Department of Economics, National University of Ireland - Maynooth.
  • O'Neill, Donal & Sweetman, Olive, 2013. "Estimating Obesity Rates in the Presence of Measurement Error," IZA Discussion Papers 7288, Institute of Labor Economics (IZA).
• Brewer Mike & Crossley Thomas F. & Joyce Robert, 2018. "Inference with Difference-in-Differences Revisited," Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-16, January.
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• Heshmati, Almas, 2013. "The Effect of Credit Guarantees on R&D Investment of SMEs in Korea," IZA Discussion Papers 7851, Institute of Labor Economics (IZA).
• George Adu, 2013. "Determinants of economic growth in Ghana: parametric and nonparametric investigations," Journal of Developing Areas, Tennessee State University, College of Business, vol. 47(2), pages 277-301, July-Dece.
• Thomas Lux, 2013. "Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach," Annals of Finance, Springer, vol. 9(2), pages 217-248, May.
• Leonard MacLean & Yonggan Zhao & William Ziemba, 2013. "Currency returns, market regimes and behavioral biases," Annals of Finance, Springer, vol. 9(2), pages 249-269, May.
• Heni Boubaker & Anne Péguin-Feissolle, 2013. "Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 291-306, October.
• Philippe Bergevin & Christian Calmès & Raymond Théoret, 2013. "Time-Varying Leverage and Basel III: A Look at Canadian Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(3), pages 233-247, August.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013. "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, vol. 18(1), pages 69-108, March.
  • Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012. "Measuring Human Development: A Stochastic Dominance Approach," Working Paper series 42_12, Rimini Centre for Economic Analysis.
  • Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012. "Measuring human development: a stochastic dominance approach," Working Papers 1209, University of Guelph, Department of Economics and Finance.
• Nazneen Ferdous & Chandra Bhat, 2013. "A spatial panel ordered-response model with application to the analysis of urban land-use development intensity patterns," Journal of Geographical Systems, Springer, vol. 15(1), pages 1-29, January.
• Kelsey MacCormack & Jason Brodeur & Carolyn Eyles, 2013. "Evaluating the impact of data quantity, distribution and algorithm selection on the accuracy of 3D subsurface models using synthetic grid models of varying complexity," Journal of Geographical Systems, Springer, vol. 15(1), pages 71-88, January.
• Daniel A. Griffith & Manfred M. Fischer, 2016. "Constrained Variants of the Gravity Model and Spatial Dependence: Model Specification and Estimation Issues," Advances in Spatial Science, in: Roberto Patuelli & Giuseppe Arbia (ed.), Spatial Econometric Interaction Modelling, chapter 0, pages 37-66, Springer.
  • Daniel Griffith & Manfred Fischer, 2013. "Constrained variants of the gravity model and spatial dependence: model specification and estimation issues," Journal of Geographical Systems, Springer, vol. 15(3), pages 291-317, July.
• Harald Badinger & Peter Egger, 2013. "Estimation and testing of higher-order spatial autoregressive panel data error component models," Journal of Geographical Systems, Springer, vol. 15(4), pages 453-489, October.
• Ryan Mutter & William Greene & William Spector & Michael Rosko & Dana Mukamel, 2013. "Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes," Journal of Productivity Analysis, Springer, vol. 39(2), pages 101-110, April.
• Pavlos Almanidis, 2013. "Accounting for heterogeneous technologies in the banking industry: a time-varying stochastic frontier model with threshold effects," Journal of Productivity Analysis, Springer, vol. 39(2), pages 191-205, April.
• Wen-Jen Tsay & Cliff Huang & Tsu-Tan Fu & I.-Lin Ho, 2013. "A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 39(3), pages 259-269, June.
• Eduardo Fé & Richard Hofler, 2013. "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, vol. 39(3), pages 271-284, June.
  • Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," Economics Discussion Paper Series 0916, Economics, The University of Manchester.
• Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
• Mastromarco Camilla & Laura Serlenga & Yongcheol Shin, 2013. "Globalisation and technological convergence in the EU," Journal of Productivity Analysis, Springer, vol. 40(1), pages 15-29, August.
  • Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Globalisation and Technological Convergence in the EU," SERIES 0041, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Mar 2012.
• Paolo Guarda & Abdelaziz Rouabah & Michael Vardanyan, 2013. "Identifying bank outputs and inputs with a directional technology distance function," Journal of Productivity Analysis, Springer, vol. 40(2), pages 185-195, October.
• Takafumi Kato, 2013. "Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 169-195, July.
• Frederik Lundtofte, 2013. "The quality of public information and the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 715-740, May.
  • Frederik Lundtofte, 2006. "The Quality of Public Information and The Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series 06-24, Swiss Finance Institute, revised Sep 2006.
• Christopher Reicher, 2013. "A note on the identification of dynamic economic models with generalized shock processes," Kiel Working Papers 1821, Kiel Institute for the World Economy.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013. "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers 1304, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017. "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
  • Turan G. Bali & Robert F. Engle & Yi Tang, 2013. "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1305, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Hao Zhou, 2011. "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series 2011-45, Board of Governors of the Federal Reserve System (U.S.).
  • Turan G. Bali & Hao Zhou, 2013. "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1306, Koc University-TUSIAD Economic Research Forum.
• Regős, Gábor, 2013. "Kockázattal kiegészített Taylor-szabályok becslése Magyarországra [Estimation of risk-augmented Taylor rules for Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 670-702.
• Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu, 2018. "Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes," Journal of Econometrics, Elsevier, vol. 204(2), pages 147-158.
  • Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani, 2013. "Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes," KIER Working Papers 879, Kyoto University, Institute of Economic Research.
• Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc, 2014. "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 1-29.
  • Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO 164, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Post-Print hal-01697643, HAL.
  • Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers halshs-01015390, HAL.
  • Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers 2014-131, Department of Research, Ipag Business School.
  • Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Post-Print hal-02312331, HAL.
• Massimo Mucciardi, 2013. "Student time allocation and self-rated performance – Evidence from a sample survey in Sicily (Italy)," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), vol. 10(1), pages 1-8, November.
• Fernando Rios-Avila, 2013. "Feasible Estimation of Linear Models with N-fixed Effects," Economics Working Paper Archive wp_782, Levy Economics Institute.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
• Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013. "Forecasting distress in European SME portfolios," DEM Discussion Paper Series 13-2, Department of Economics at the University of Luxembourg.
• David Ardia & Kris Boudt, 2013. "Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy," Cahiers de recherche 1328, CIRPEE.
• Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko, 2013. "Pauvreté monétaire versus non-monétaire au Burundi," Working Papers PMMA 2013-11, PEP-PMMA.
• Marcel Förster, 2013. "The Great Moderation: Inventories, Shocks or Monetary Policy?," MAGKS Papers on Economics 201348, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Qu Feng & William Horrace & Guiying Laura Wu, 2013. "Wrong Skewness and Finite Sample Correction in Parametric Stochastic Frontier Models Abstract: In parametric stochastic frontier models, the composed error is specified as the sum of a two-sided noise," Center for Policy Research Working Papers 154, Center for Policy Research, Maxwell School, Syracuse University.
• Yoonseok Lee & Donggyun Shin, 2013. "Measuring Social Unrest Based on Income Distribution," Center for Policy Research Working Papers 160, Center for Policy Research, Maxwell School, Syracuse University.
• Patacchini, Eleonora & Liu, Xiaodong & Rainone, Edoardo, 2013. "The Allocation of Time in Sleep: a Social Network Model with Sampled Data," CEPR Discussion Papers 9752, C.E.P.R. Discussion Papers.
  • Eleonora Patacchini & Xiaodong Liu & Edoardo Rainone, 2013. "The Allocation of Time in Sleep: A Social Network Model with Sampled Data," Center for Policy Research Working Papers 162, Center for Policy Research, Maxwell School, Syracuse University.
• Tehranchian, Amir Mansour, 2013. "Substitution Test between Inflation and Unemployment in Iran: An Application of Kalman Filter (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(17), pages 17-46, December.
• Carlo Fiorio & Stefano Iacus & Alessandro Santoro, 2013. "Taxpaying response of small firms to an increased probability of audit: some evidence from Italy," Working Papers 251, University of Milano-Bicocca, Department of Economics, revised Jul 2013.
• Ankita Mishra & Ranjan Ray, 2014. "Spatial Variation in Prices and Expenditure Inequalities in Australia," The Economic Record, The Economic Society of Australia, vol. 90(289), pages 137-159, June.
  • Ankita Mishra & Ranjan Ray, 2013. "Spatial Variation in Prices and Expenditure Inequalities in Australia," Monash Economics Working Papers 34-13, Monash University, Department of Economics.
• Koo, Bonsoo & Seo, Myung Hwan, 2015. "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 8/13, Monash University, Department of Econometrics and Business Statistics.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
• Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017. "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.
  • Peter C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
  • Peter C. B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Monash Econometrics and Business Statistics Working Papers 22/13, Monash University, Department of Econometrics and Business Statistics.
• Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016. "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.
  • Degui Li & Peter C.B. Phillips & Jiti Gao, 2013. "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.
  • Degui Li & Peter C. B. Phillips & Jiti Gao, 2013. "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Monash Econometrics and Business Statistics Working Papers 27/13, Monash University, Department of Econometrics and Business Statistics.
• Koo, Bonsoo & Seo, Myung Hwan, 2015. "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
  • Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 8/13, Monash University, Department of Econometrics and Business Statistics.
• Jan F. Kiviet & Jerzy Niemczyk, 2014. "On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 425-490, Emerald Group Publishing Limited.
  • Jan F. KIVIET & Jerzy NIEMCZYK, 2013. "On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous," Economic Growth Centre Working Paper Series 1311, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Andrzej Kocięcki & Marcin Kolasa, 2018. "Global identification of linearized DSGE models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1243-1263, November.
  • Andrzej Kociecki & Marcin Kolasa, 2013. "Global identification of linearized DSGE models," NBP Working Papers 170, Narodowy Bank Polski.
• Farmer, Roger E.A. & Khramov, Vadim & Nicolò, Giovanni, 2015. "Solving and estimating indeterminate DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 17-36.
  • Mr. Roger Farmer & Mr. Vadim Khramov, 2013. "Solving and Estimating Indeterminate DSGE Models," IMF Working Papers 2013/200, International Monetary Fund.
  • Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò, 2013. "Solving and Estimating Indeterminate DSGE Models," NBER Working Papers 19457, National Bureau of Economic Research, Inc.
  • Farmer, Roger & Khramov, Vadim, 2013. "Solving and Estimating Indeterminate DSGE Models," CEPR Discussion Papers 9663, C.E.P.R. Discussion Papers.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2013. "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," NBER Working Papers 19460, National Bureau of Economic Research, Inc.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014. "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, vol. 69(5), pages 2279-2337, October.
  • Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2013. "The Joint Cross Section of Stocks and Options," NBER Working Papers 19590, National Bureau of Economic Research, Inc.
• Frisancho, Veronica & Krishna, Kala & Lychagin, Sergey & Yavas, Cemile, 2016. "Better luck next time: Learning through retaking," Journal of Economic Behavior & Organization, Elsevier, vol. 125(C), pages 120-135.
  • Verónica Frisancho & Kala Krishna & Sergey Lychagin & Cemile Yavas, 2013. "Better Luck Next Time: Learning Through Retaking," NBER Working Papers 19663, National Bureau of Economic Research, Inc.
  • Kala Krishna & Sergey Lychagin & Cemile Yavas & Veronica Frisancho, 2014. "Better Luck Next Time: Learning through Retaking," Research Department Publications IDB-WP-483, Inter-American Development Bank, Research Department.
  • Frisancho, Verónica & Krishna, Kala & Lychagin, Sergey & Yavas, Cemile, 2014. "Better Luck Next Time: Learning through Retaking," IDB Publications (Working Papers) 4785, Inter-American Development Bank.
• Angelo Mele, 2013. "Approximate variational inference for a model of social interactions," Working Papers 13-16, NET Institute.
• Lilia TARANENCO, 2013. "Economic Crisis Impact On Small And Medium Enterprises In The Republic Of Moldova And The Efficiency Of Managerial Methods," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 179-189.
• Simar, Léopold & Wilson, Paul W., 2013. "Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives," Foundations and Trends(R) in Econometrics, now publishers, vol. 5(3–4), pages 183-337, June.
  • Simar, Leopold & Wilson, Paul, 2013. "Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives," LIDAM Reprints ISBA 2013023, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Pundit,Madhavi, 2013. "Comovement in business cycles and trade in intermediate goods," Working Papers 13/116, National Institute of Public Finance and Policy.
• Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
• Ai Deng, 2014. "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 122-150.
  • Ai Deng, 2013. "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 122-150, December.
• Matias Iaryczower & Gabriel Katz & Sebastian Saiegh, 2013. "Voting in the Bicameral Congress: Large Majorities as a Signal of Quality," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 29(5), pages 957-991, October.
• Francesco Aiello & Graziella Bonanno, 2013. "Profit and cost efficiency in the Italian banking industry (2006-2011)," Economics and Business Letters, Oviedo University Press, vol. 2(4), pages 190-205.
  • Aiello, Francesco & Bonanno, Graziella, 2013. "Profit and cost efficiency in the Italian banking industry (2006-2011)," MPRA Paper 48940, University Library of Munich, Germany.
• Ciobanu Carmen Liliana, 2013. "Analysis of the Degree of Absorption of EU Funds, 2007-2013," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 170-174, May.
• James Wolter, 2013. "Separating the impact of macroeconomic variables and global frailty in event data," Economics Series Working Papers 667, University of Oxford, Department of Economics.
• Felix Chan, 2013. "Advantages of Non-Normality in Testing Cointegration Rank," Bankwest Curtin Economics Centre Working Paper series WP1306, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
• Gómez Déniz, Emilio & Calderín Ojeda, Enrique, 2013. "The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 121-142, December.
• Ornelas, Arelly & Guillén, Montserrat, 2013. "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," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 47-67, December.
• Arlette Beltrán & Pablo Lavado, 2013. "Medición del valor agregado del hogar: nuevos enfoques para el caso peruano," Working Papers 13-15, Centro de Investigación, Universidad del Pacífico.
• Dionisio Ramirez & Gabriel Rodr¨ªguez, 2014. "Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate?," International Journal of Social Science Studies, Redfame publishing, vol. 2(1), pages 105-120, January.
  • Dionisio Ramirez & Gabriel Rodríguez, 2013. "Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?," Documentos de Trabajo / Working Papers 2013-367, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Rafal Siedlecki & Daniel Papla, 2013. "Forecasting economic crisis using gradient measurement of development and log-logistic function," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 28-40, October.
• Zhichao Guo & Yuanhua Feng & Thomas Gries, 2015. "Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 7(2), pages 262-279, May.
  • Zhichao Guo & Yuanhua Feng & Thomas Gries, 2013. "Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," Working Papers CIE 72, Paderborn University, CIE Center for International Economics.
• Bista, Raghu, 2013. "Environmental Investment in Community Forest Management (CFM): Its effects on Social Protection of the poor households of Mid Hill Nepal," MPRA Paper 100280, University Library of Munich, Germany, revised 13 Jan 2013.
• John T. Cuddington and Leila Dagher, 2015. "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  • John T. Cuddington & Leila Dagher, 2015. "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," The Energy Journal, , vol. 36(1), pages 185-210, January.
  • Cuddington, John & Dagher, Leila, 2013. "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," MPRA Paper 116122, University Library of Munich, Germany.
• Halkos, George & Kevork, Ilias, 2013. "Forecasting the optimal order quantity in the newsvendor model under a correlated demand," MPRA Paper 44189, University Library of Munich, Germany.
• Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia & María Vera-Cabello, 2015. "Size distributions for all cities: Which one is best?," Papers in Regional Science, Wiley Blackwell, vol. 94(1), pages 177-196, March.
  • González-Val, Rafael & Ramos, Arturo & Sanz, Fernando & Vera-Cabello, María, 2013. "Size Distributions for All Cities: Which One is Best?," MPRA Paper 44314, University Library of Munich, Germany.
• Idrovo Aguirre, Byron & Lennon S., Joaquín, 2013. "Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile [Methods for Detection Housing Bubble: Evidence from Chile]," MPRA Paper 44741, University Library of Munich, Germany, revised 04 Mar 2013.
• Christian Francq & Jean-Michel Zakoian, 2013. "Inference in Non Stationary Asymmetric Garch Models," Working Papers 2013-11, Center for Research in Economics and Statistics.
  • Francq, Christian & Zakoian, Jean-Michel, 2013. "Inference in non stationary asymmetric garch models," MPRA Paper 44901, University Library of Munich, Germany.
• Barbara Guardabascio & Marco Ventura, 2013. "Estimating the dose-response function through the GLM approach," German Stata Users' Group Meetings 2013 10, Stata Users Group.
  • Guardabascio, Barbara & Ventura, Marco, 2013. "Estimating the dose-response function through the GLM approach," MPRA Paper 45013, University Library of Munich, Germany, revised 13 Mar 2013.
• Reza Paocarina, Edison Bolívar, 2013. "Una aproximación metodológica al Balance Estructural: Aplicación a Ecuador [A Methodological Approach to Structural Balance: Application to Ecuador]," MPRA Paper 45064, University Library of Munich, Germany.
• Olivier Wintenberger, 2013. "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
  • Wintenberger, Olivier, 2013. "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper 46027, University Library of Munich, Germany.
• Aguirregabiria, Victor & Magesan, Arvind, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper 46056, University Library of Munich, Germany.
• Rashid, Abdul & Jehan, Zanaib, 2013. "Derivation of Quarterly GDP, Investment Spending, and Government Expenditure Figures from Annual Data: The Case of Pakistan," MPRA Paper 46937, University Library of Munich, Germany.
• Teneng, Dean, 2013. "NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper 47852, University Library of Munich, Germany.
• Areal, Francisco José & Balcombe, Kevin & Rapsomanikis, George, 2016. "Testing for bubbles in agriculture commodity markets," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 16(01), June.
  • Areal, Francisco J & Balcombe, Kelvin & Rapsomanikis, George, 2013. "Testing for bubbles in agriculture commodity markets," MPRA Paper 48015, University Library of Munich, Germany.
  • Areal, Francisco J. & Balcombe, Kelvin G. & Rapsomanikis, George, 2014. "Testing for bubbles in agricultural commodity markets," ESA Working Papers 288981, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
• Gao, Wei & Yao, Qiwei & Bergsman, Wicher, 2013. "A Proposed Estimator for Dynamic Probit Models," MPRA Paper 48336, University Library of Munich, Germany.
• EnDer Su, 2017. "Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 325-351, August.
  • Su, EnDer, 2013. "Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets," MPRA Paper 48444, University Library of Munich, Germany.
• Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia, 2013. "Estimating International Migration on the Base of Small Area Techniques," MPRA Paper 48775, University Library of Munich, Germany.
• Francesco Aiello & Graziella Bonanno, 2013. "Profit and cost efficiency in the Italian banking industry (2006-2011)," Economics and Business Letters, Oviedo University Press, vol. 2(4), pages 190-205.
  • Aiello, Francesco & Bonanno, Graziella, 2013. "Profit and cost efficiency in the Italian banking industry (2006-2011)," MPRA Paper 48940, University Library of Munich, Germany.
• Su, EnDer, 2013. "Stock index hedge using trend and volatility regime switch model considering hedging cost," MPRA Paper 49190, University Library of Munich, Germany.
• Delavari, Majid & Gandali Alikhani, Nadiya, 2013. "The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol," MPRA Paper 49733, University Library of Munich, Germany.
• Delis, Manthos D. & Karavias, Yiannis, 2015. "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, vol. 16(C), pages 13-30.
  • Manthos D. Delis & Yiannis Karavias, 2013. "Optimal versus realized bank credit risk and monetary policy," Discussion Papers 13/03, University of Nottingham, Granger Centre for Time Series Econometrics.
  • Delis, Manthos & Karavias, Yiannis, 2013. "Optimal versus realized bank credit risk and monetary policy," MPRA Paper 49795, University Library of Munich, Germany.
• Zhu, Ying, 2013. "Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors," MPRA Paper 49846, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "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," MPRA Paper 49921, University Library of Munich, Germany.
• GUO-FITOUSSI, Liang, 2013. "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper 50005, University Library of Munich, Germany.
• Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew, 2013. "Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model," MPRA Paper 50544, University Library of Munich, Germany.
• Dinda, Soumyananda, 2013. "Climate Change Creates Trade Opportunity in India," MPRA Paper 50636, University Library of Munich, Germany, revised 14 Oct 2013.
• Loumrhari, Ghizlan, 2013. "Vieillissement démographique, longévité et épargne. Le cas du Maroc [Ageing population, longevity and save. The case of Morocco]," MPRA Paper 50649, University Library of Munich, Germany.
• Erdoğan, Seyfettin & Karacan, Rıdvan & Alpaslan, Barış, 2013. "Interest Rates, Exchange Rates and Macroeconomic Performance," MPRA Paper 50838, University Library of Munich, Germany.
• Cagnone, Silvia & Bartolucci, Francesco, 2013. "Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data," MPRA Paper 51037, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "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 – Buc," MPRA Paper 51046, University Library of Munich, Germany.
• doğru, bülent, 2013. "Are Output Fluctuations Transitory in the MENA Region?," MPRA Paper 49080, University Library of Munich, Germany.
  • dogru, bulent, 2013. "Are Output Fluctuations Transitory in the MENA Region," MPRA Paper 51122, University Library of Munich, Germany.
• Zhu, Ke & Ling, Shiqing, 2013. "Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models," MPRA Paper 51509, University Library of Munich, Germany.
• Fildes, Robert & Petropoulos, Fotios, 2013. "An evaluation of simple forecasting model selection rules," MPRA Paper 51772, University Library of Munich, Germany.
• Christian Francq & Genaro Sucarrat, 2018. "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 129-154.
  • Francq, Christian & Sucarrat, Genaro, 2013. "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," MPRA Paper 51783, University Library of Munich, Germany.
• Ramos, Arturo & Sanz-Gracia, Fernando & González-Val, Rafael, 2013. "A new framework for the US city size distribution: Empirical evidence and theory," MPRA Paper 52190, University Library of Munich, Germany.
  • Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia, 2014. "A new framework for US city size distribution: Empirical evidence and theory," ERSA conference papers ersa14p633, European Regional Science Association.
• Shutes, Karl & Adcock, Chris, 2013. "Regularized Skew-Normal Regression," MPRA Paper 52217, University Library of Munich, Germany, revised 11 Dec 2013.
• Bentour, El Mostafa, 2013. "Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit?," MPRA Paper 52290, University Library of Munich, Germany, revised 01 May 2013.
• Zhu, Ke & Li, Wai Keung, 2013. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52344, University Library of Munich, Germany.
  • Zhu, Ke & Li, Wai Keung, 2014. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52732, University Library of Munich, Germany.
• Schroeder, Anna Louise & Fryzlewicz, Piotr, 2013. "Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery," LSE Research Online Documents on Economics 54934, London School of Economics and Political Science, LSE Library.
  • Schröder, Anna Louise & Fryzlewicz, Piotr, 2013. "Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery," MPRA Paper 52379, University Library of Munich, Germany.
• n.a.m, Naseem & m.s, Hamizah, 2013. "Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia," MPRA Paper 52447, University Library of Munich, Germany.
• Sax, Christoph & Steiner, Peter, 2013. "Temporal Disaggregation of Time Series," MPRA Paper 53389, University Library of Munich, Germany.
• Awomuse, Bernard O. & Olorunleke, Kola & Alimi, R. Santos, 2013. "The effect of federal government size on economic growth in Nigeria, 1961-2011," MPRA Paper 53467, University Library of Munich, Germany.
• El Alaoui, Aicha & Ezzahidi, Elhadj & Eladnani, Mohamed Jellal, 2013. "Etimating NAIRU: the Morocco case," MPRA Paper 56815, University Library of Munich, Germany, revised Apr 2014.
• Yang, Bill Huajian, 2013. "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper 57244, University Library of Munich, Germany.
• Shutes, Karl & Adcock, Chris, 2013. "Regularized Extended Skew-Normal Regression," MPRA Paper 58445, University Library of Munich, Germany, revised 09 Sep 2014.
• Yu, Chao & Fang, Yue & Zhao, Xujie & Zhang, Bo, 2013. "Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise," MPRA Paper 63293, University Library of Munich, Germany, revised 10 Mar 2014.
• Zaghdoudi Taha & Ochi Anis & Soltani Hassen, 2013. "Banking Intermediation and Economic Growth: Some Evidence from MENA Countries," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 3(4), pages 1-5.
  • Zaghdoudi, Taha & Ochi, Anis & Soltani, Hassen, 2013. "Banking intermediation and economic growth: some evidence from mena countries," MPRA Paper 69614, University Library of Munich, Germany.
• Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017. "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 108-136, January.
  • Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013. "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper 79686, University Library of Munich, Germany, revised 2016.

2012

• Galdo, Jose & Chong, Alberto, 2012. "Does the quality of public-sponsored training programs matter? Evidence from bidding processes data," Labour Economics, Elsevier, vol. 19(6), pages 970-986.
• Charfeddine, Lanouar & Guégan, Dominique, 2012. "Breaks or long memory behavior: An empirical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5712-5726.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01314013, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Post-Print halshs-00377485, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Working Papers halshs-00722032, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722032, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," PSE-Ecole d'économie de Paris (Postprint) hal-01314013, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00377485, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Post-Print hal-01314013, HAL.
• Février, Philippe & Linnemer, Laurent & Visser, Michael, 2012. "Testing for asymmetric information in the viager market," Journal of Public Economics, Elsevier, vol. 96(1), pages 104-123.
  • FEVRIER Ph. & LINNEMER L. & VISSER M., 2009. "Testing for asymmetric information in the viager market," Working Papers ERMES 0909, ERMES, University Paris 2.
  • Laurent Linnemer & Philippe Février & Michael Visser, 2012. "Testing for asymmetric information in the viager market," Post-Print hal-01629755, HAL.
  • Philippe FEVRIER & Laurent LINNEMER & Michael VISSER, 2010. "Testing for Asymmetric Information in the Viager Market," Working Papers 2010-01, Center for Research in Economics and Statistics.
• Le Gallo, Julie & Fingleton, Bernard, 2012. "Measurement errors in a spatial context," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 114-125.
• Hamouda, Yasmina Abdellatif, 2012. "Wind energy in Egypt: Economic feasibility for Cairo," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 3312-3319.
• Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few, 2012. "Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 115-129.
• Al Janabi, Mazin A.M., 2012. "Optimal commodity asset allocation with a coherent market risk modeling," Review of Financial Economics, Elsevier, vol. 21(3), pages 131-140.
• Henderson, Daniel J. & Parmeter, Christopher F., 2012. "Normal reference bandwidths for the general order, multivariate kernel density derivative estimator," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2198-2205.
  • Daniel J. Henderson & Christopher F. Parmeter, 2011. "Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator," Working Papers 2011-15, University of Miami, Department of Economics.
• Cai, Zongwu & Fang, Ying & Su, Jia, 2012. "Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 180-185.
  • Zongwu Cai & Ying Fang, 2013. "Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Ana Paula Martins, 2012. "Segmented Life-cycle Labor Markets," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 55(1), pages 39-74.
• George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong, 2012. "Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 55(3), pages 100-129.
  • George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong, 2013. "Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach," EERI Research Paper Series EERI RP 2013/01, Economics and Econometrics Research Institute (EERI), Brussels.
• Weshah Razzak & Elmostafa Bentour, 2012. "Do Developing Countries Benefit from Foreign Direct Investments?," EERI Research Paper Series EERI_RP_2012_07, Economics and Econometrics Research Institute (EERI), Brussels.
• Yin Liao, 2012. "Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction," CAMA Working Papers 2012-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Mehmet KARACUKA & A.Nazif CATIK, 2012. "Diffusion of Telecommunication Services in Turkey," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 12(4), pages 497-510.
• Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc, 2013. "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," Economic Modelling, Elsevier, vol. 35(C), pages 892-899.
  • Dorothée Boccanfuso & Patrick Richard & Luc Savard, 2012. "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," EcoMod2012 4631, EcoMod.
• Noriega, Antonio E. & Rodríguez, Cid Alonso, 2012. "Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(314), pages 333-378, abril-jun.
• Melo, Luis Fernando & Granados, Joan Camilo, 2012. "Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(316), pages 839-864, octubre-d.
• Enrique Martínez-García & Diego Vilán & Mark A. Wynne, 2012. "Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 137-199, Emerald Group Publishing Limited.
  • Enrique Martínez García & Diego Vilán & Mark A. Wynne, 2012. "Bayesian estimation of NOEM models: identification and inference in small samples," Globalization Institute Working Papers 105, Federal Reserve Bank of Dallas.
• John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012. "Combining Two Consistent Estimators," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 33-53, Emerald Group Publishing Limited.
  • John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "Combining Two Consistent Estimators," Departmental Working Papers 201310, Rutgers University, Department of Economics.
• John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012. "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 87-106, Emerald Group Publishing Limited.
  • John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Departmental Working Papers 201311, Rutgers University, Department of Economics.
• Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2012. "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 455-477, Emerald Group Publishing Limited.
  • Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2011. "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Cowles Foundation Discussion Papers 1789, Cowles Foundation for Research in Economics, Yale University.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Advances in Econometrics, in: 30th Anniversary Edition, pages 199-235, Emerald Group Publishing Limited.
  • Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Center for Policy Research Working Papers 143, Center for Policy Research, Maxwell School, Syracuse University.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2012. "The effect of structural breaks on the Engle-Granger test for cointegration," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 99-132.
• Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde, 2012. "Ajuste del ingreso en México con un enfoque bayesiano," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(2), pages 273-293.
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
• Richard E. Just & Rulon D. Pope, 2012. "Cost Function Estimation with Proportional Errors in Variables," International Econometric Review (IER), Econometric Research Association, vol. 4(2), pages 59-81, September.
• Muhammad Nadim Hanif & Muhammad Jahanzeb Malik & Javed Iqbal, 2016. "Intrinsic Inflation Persistence in a Developing Country," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 12, pages 19-42.
  • Hanif, M. Nadim & Malik, Muhammad Jahanzeb & Iqbal, Javed, 2012. "Intrinsic Inflation Persistence in a Developing Country," MPRA Paper 39583, University Library of Munich, Germany.
  • Muhammad Nadim Hanif & Muhammad Jahanzeb Malik & Javed Iqbal, 2012. "Intrinsic Inflation Persistence in a Developing Country," Working Papers id:5040, eSocialSciences.
  • Hanif, Muhamad Nadim & Malik, Muhamad Jahanzeb & Iqbal, Javed, 2012. "Intrinsic Inflation Persistence in a Developing Country," MPRA Paper 43152, University Library of Munich, Germany.
  • Muhammad Nadim Hanif & Muhammad Jahanzeb Malik & Javed Iqbal, 2012. "Intrinsic Inflation Persistence in a Developing Country," SBP Working Paper Series 52, State Bank of Pakistan, Research Department.
• Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor and Coefficient of Relative Risk Aversion in Selected Countries," SBP Working Paper Series 53, State Bank of Pakistan, Research Department.
  • Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries," Working Papers id:5087, eSocialSciences.
• Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai, 2014. "Estimating the extensive margin of trade," Journal of International Economics, Elsevier, vol. 93(1), pages 67-75.
  • Santos Silva, Joao M C & Tenreyro, Silvana & Wei, Kehai, 2012. "Estimating the Extensive Margin of Trade," Economics Discussion Papers 8969, University of Essex, Department of Economics.
  • Santos Silva, J.M.C & Tenreyro, Silvana & Wei, Kehai, 2015. "Estimating the Extensive Margin of Trade," CEPR Discussion Papers 10787, C.E.P.R. Discussion Papers.
  • Santos Silva, Joao & Tenreyro, Silvana & Wei, Kehai, 2014. "Estimating the extensive margin of trade," LSE Research Online Documents on Economics 55937, London School of Economics and Political Science, LSE Library.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 375-390, July.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series) 1206, Federal Reserve Bank of Cleveland.
  • Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012. "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers ECO2012/08, European University Institute.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
• Gianna Figa-Talamanca & Maria Letizia Guerra, 2012. "Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(2), pages 162-179, May.
• Filatriau Olivier & Frédéric Reynès, 2012. "A new estimate of discouraged and additional worker effects on labor participation by sex and age in oecd countries," Documents de Travail de l'OFCE 2012-09, Observatoire Francais des Conjonctures Economiques (OFCE).
• Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
• Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
• Yingyao Hu & Arthur Lewbel, 2012. "Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 7(2), pages 163-192, June.
  • Yingyao Hu & Arthur Lewbel, 2007. "Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved," Boston College Working Papers in Economics 678, Boston College Department of Economics, revised 16 Jun 2009.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 375-390, July.
  • Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012. "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers ECO2012/08, European University Institute.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series) 1206, Federal Reserve Bank of Cleveland.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012. "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," NBER Working Papers 17890, National Bureau of Economic Research, Inc.
  • Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012. "Approximating high-dimensional dynamic models: sieve value function iteration," Working Papers (Old Series) 1210, Federal Reserve Bank of Cleveland.
  • Peter Arcidiacono & Patrick Bayer & Federico Bugni & Jon James, 2012. "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," Working Papers 12-07, Duke University, Department of Economics.
• Enrique Martínez-García & Diego Vilán & Mark A. Wynne, 2012. "Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 137-199, Emerald Group Publishing Limited.
  • Enrique Martínez García & Diego Vilán & Mark A. Wynne, 2012. "Bayesian estimation of NOEM models: identification and inference in small samples," Globalization Institute Working Papers 105, Federal Reserve Bank of Dallas.
• Flavia Barsotti & Simona Sanfelici, 2012. "Microstructure effect on firm’s volatility risk," Working Papers - Mathematical Economics 2012-05, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Renò, 2015. "Spot volatility estimation using delta sequences," Finance and Stochastics, Springer, vol. 19(2), pages 261-293, April.
  • Cecilia Mancini & Vanessa Mattiussi & Roberto Reno', 2012. "Spot Volatility Estimation Using Delta Sequences," Working Papers - Mathematical Economics 2012-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Elias Soukiazis & Eva Muchova, 2012. "Slovak economic growth and the consistency of the balance-of-payments constraint approach," GEMF Working Papers 2012-16, GEMF, Faculty of Economics, University of Coimbra.
• Ramesh Kumar & Koh Geok Eng, 2012. "Perceived Organizational Commitment And Its Impact To The Turnover Intention: A Correlation Analysis," Journal of Global Business and Economics, Global Research Agency, vol. 4(1), pages 40-49, January.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013. "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, vol. 18(1), pages 69-108, March.
  • Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012. "Measuring Human Development: A Stochastic Dominance Approach," Working Paper series 42_12, Rimini Centre for Economic Analysis.
  • Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012. "Measuring human development: a stochastic dominance approach," Working Papers 1209, University of Guelph, Department of Economics and Finance.
• Charfeddine, Lanouar & Guégan, Dominique, 2012. "Breaks or long memory behavior: An empirical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5712-5726.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01314013, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Post-Print halshs-00377485, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Working Papers halshs-00722032, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722032, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," PSE-Ecole d'économie de Paris (Postprint) hal-01314013, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Post-Print hal-01314013, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00377485, HAL.
• Ibrahim Ahamada & Djamel Kirat, 2012. "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Documents de travail du Centre d'Economie de la Sorbonne 12047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Ibrahim Ahamada & Djamel Kirat, 2012. "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717629, HAL.
• Charfeddine, Lanouar & Guégan, Dominique, 2012. "Breaks or long memory behavior: An empirical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5712-5726.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722032, HAL.
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  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Gautier, Eric & Hoderlein, Stefan, 2011. "A triangular treatment effect model with random coefficients in the selection equation," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.
  • Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers 39/12, Institute for Fiscal Studies.
  • Eric Gautier & Stefan Hoderlein, 2012. "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015.
• Hoderlein, Stefan & Sherman, Robert, 2015. "Identification and estimation in a correlated random coefficients binary response model," Journal of Econometrics, Elsevier, vol. 188(1), pages 135-149.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers 42/12, Institute for Fiscal Studies.
• Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers 43/12, Institute for Fiscal Studies.
  • Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Wildo González, 2012. "Un Gran VAR Bayesiano para la Economia Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 27(2), pages 75-119, October.
  • Wildo González, 2012. "Un Gran VAR Bayesiano para la Economía Chilena," Working Papers Central Bank of Chile 653, Central Bank of Chile.
• Kentaro Kikuchi & Kohei Shintani, 2012. "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 30, pages 75-122, November.
  • Kentaro Kikuchi & Kohei Shintani, 2012. "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," IMES Discussion Paper Series 12-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
• Kentaro Kikuchi, 2012. "Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions," IMES Discussion Paper Series 12-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
• Kentaro Kikuchi & Kohei Shintani, 2012. "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 30, pages 75-122, November.
  • Kentaro Kikuchi & Kohei Shintani, 2012. "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," IMES Discussion Paper Series 12-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
• Arturo Lorenzo Valdés & Rocío Durán Vázquez & Leticia Armenta Fraire, 2012. "Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, October.
• Arturo Lorenzo Valdés & Rocío Durán Vázquez & Leticia Armenta Fraire, 2012. "Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 7(1), pages 49-63, Enero-Jun.
• GAALICHE Makram & HAMMAS Mohamed Amine, 2012. "La Micro-Entreprise, Moyen De Lutte Contre La Pauvreté: Mise En Évidence Par L’Application Au Niveau Des Régions Tunisiennes," Romanian Journal of Economics, Institute of National Economy, vol. 35(2(44)), pages 75-87, December.
• Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 16, Department of the Treasury, Ministry of the Economy and of Finance.
• Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
  • Matteo Luciani & Libero Monteforte, 2013. "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers) 930, Bank of Italy, Economic Research and International Relations Area.
• Rothe, Christoph, 2012. "Decomposing the Composition Effect," IZA Discussion Papers 6397, Institute of Labor Economics (IZA).
• M. Hashem Pesaran, 2015. "Testing Weak Cross-Sectional Dependence in Large Panels," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1089-1117, December.
  • Pesaran, M. H., 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," Cambridge Working Papers in Economics 1208, Faculty of Economics, University of Cambridge.
  • Pesaran, M. Hashem, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," IZA Discussion Papers 6432, Institute of Labor Economics (IZA).
  • M. Hashem Pesaran, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," CESifo Working Paper Series 3800, CESifo.
• Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper series 38_12, Rimini Centre for Economic Analysis.
  • Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers 6583, Institute of Labor Economics (IZA).
  • Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," CESifo Working Paper Series 3850, CESifo.
• Almudena Sevilla & Jose Gimenez-Nadal & Jonathan Gershuny, 2012. "Leisure Inequality in the United States: 1965–2003," Demography, Springer;Population Association of America (PAA), vol. 49(3), pages 939-964, August.
  • Sevilla, Almudena & Gimenez-Nadal, José Ignacio & Gershuny, Jonathan I., 2012. "Leisure Inequality in the United States: 1965-2003," IZA Discussion Papers 6708, Institute of Labor Economics (IZA).
• Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F., 2012. "A simple method to visualize results in nonlinear regression models," Economics Letters, Elsevier, vol. 117(3), pages 578-581.
  • Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter, 2012. "A simple method to visualize results in nonlinear regression models," Working Papers 2012-4, University of Miami, Department of Economics.
  • Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F., 2012. "A Simple Method to Visualize Results in Nonlinear Regression Models," IZA Discussion Papers 6781, Institute of Labor Economics (IZA).
• Giles, John & Murtazashvili, Irina, 2010. "A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China," Policy Research Working Paper Series 5400, The World Bank.
  • Giles, John T. & Murtazashvili, Irina, 2012. "A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China," IZA Discussion Papers 6887, Institute of Labor Economics (IZA).
• Arnaud Dupuy & Alfred Galichon, 2012. "Canonical Correlation and Assortative Matching: a remark," Working Papers 2012/40, Maastricht School of Management.
  • DUPUY Arnaud & GALICHON Alfred, 2014. "Canonical correlation and assortative matching: A remark," LISER Working Paper Series 2014-10, Luxembourg Institute of Socio-Economic Research (LISER).
  • Dupuy, Arnaud & Galichon, Alfred, 2012. "Canonical Correlation and Assortative Matching: A Remark," IZA Discussion Papers 6942, Institute of Labor Economics (IZA).
  • Arnaud Dupuy & Alfred Galichon, 2021. "Canonical Correlation and Assortative Matching: A Remark," Papers 2102.07489, arXiv.org.
• Donal O'Neill & Olive sweetman, 2012. "The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes," Economics Department Working Paper Series n232b-12.pdf, Department of Economics, National University of Ireland - Maynooth.
  • O'Neill, Donal & Sweetman, Olive, 2012. "The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes," IZA Discussion Papers 7008, Institute of Labor Economics (IZA).
• GAALICHE Makram, 2012. "Impact of the Qualitative and Quantitative Aspects of Human Activity on the Ecosystem: Demonstration through the Use of Ecological Footprint Approach," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
• Zhuan Pei & David Card & David S. Lee & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," Working Papers 60, Brandeis University, Department of Economics and International Business School.
  • David E. Card & David S. Lee & Zhuan Pei & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NRN working papers 2012-14, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
  • David Card & David Lee & Zhuan Pei & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NBER Working Papers 18564, National Bureau of Economic Research, Inc.
• Vujić Sunčica & Koopman Siem Jan & Commandeur J.F., 2012. "Economic Trends and Cycles in Crime: A Study for England and Wales," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(6), pages 652-677, December.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015. "Nonlinear And Complex Dynamics In Economics," Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1749-1779, December.
  • William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997. "Nonlinear and Complex Dynamics in Economics," Econometrics 9709001, University Library of Munich, Germany.
  • William Barnett & Alfredo Medio & Apostolos Serletis, 2012. "Nonlinear And Complex Dynamics In Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201223, University of Kansas, Department of Economics, revised Sep 2012.
  • William Barnett & Apostolos Serletis & Demitre Serletis, 2012. "Nonlinear and Complex Dynamics in Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201238, University of Kansas, Department of Economics, revised Sep 2012.
  • Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2012. "Nonlinear and Complex Dynamics in Economics," MPRA Paper 41245, University Library of Munich, Germany.
• William Barnett, 2012. "Fellowís Opinion Article: Tastes and Technology: Curvature is not Sufficient for Regularity," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201232, University of Kansas, Department of Economics, revised Sep 2012.
• William Barnett & Meenakshi Pasupathy, 2003. "Regularity of the Generalized Quadratic Production Model: A Counterexample," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 135-154.
  • William A. Barnett & Meenakshi Pasupathy, 2001. "Regularity Of The Generalized Quadratic Production Model: A Counterexample," Econometrics 0112001, University Library of Munich, Germany.
  • William Barnett & Meenakshi Pasupathy, 2012. "Regularity Of The Generalized Quadratic Production Model: A Counterexample," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201235, University of Kansas, Department of Economics, revised Sep 2012.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015. "Nonlinear And Complex Dynamics In Economics," Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1749-1779, December.
  • William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997. "Nonlinear and Complex Dynamics in Economics," Econometrics 9709001, University Library of Munich, Germany.
  • William Barnett & Apostolos Serletis & Demitre Serletis, 2012. "Nonlinear and Complex Dynamics in Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201238, University of Kansas, Department of Economics, revised Sep 2012.
  • William Barnett & Alfredo Medio & Apostolos Serletis, 2012. "Nonlinear And Complex Dynamics In Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201223, University of Kansas, Department of Economics, revised Sep 2012.
  • Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2012. "Nonlinear and Complex Dynamics in Economics," MPRA Paper 41245, University Library of Munich, Germany.
• Mark Podolskij & Mathieu Rosenbaum, 2012. "Testing the local volatility assumption: a statistical approach," Annals of Finance, Springer, vol. 8(1), pages 31-48, February.
  • Mark Podolskij & Mathieu Rosenbaum, 2011. "Testing the local volatility assumption: a statistical approach," CREATES Research Papers 2011-04, Department of Economics and Business Economics, Aarhus University.
• Ba Chu, 2012. "Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios," Annals of Finance, Springer, vol. 8(1), pages 97-122, February.
• Per Mykland, 2012. "A Gaussian calculus for inference from high frequency data," Annals of Finance, Springer, vol. 8(2), pages 235-258, May.
• Lan Zhang, 2012. "Implied and realized volatility: empirical model selection," Annals of Finance, Springer, vol. 8(2), pages 259-275, May.
• F. Comte & L. Coutin & E. Renault, 2012. "Affine fractional stochastic volatility models," Annals of Finance, Springer, vol. 8(2), pages 337-378, May.
• Ba Chu, 2012. "Approximation of Asymmetric Multivariate Return Distributions," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 19(3), pages 293-318, September.
• Chin Yang & Anthony Loviscek & Hui Cheng & Ken Hung, 2012. "A Note on Allen’s Arc Elasticity with Arithmetic, Geometric and Harmonic Means," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 40(2), pages 161-171, June.
• Ron Kemp & Nikki Kersten & Astrid Severijnen, 2012. "Price Effects of Dutch Hospital Mergers: An Ex-post Assessment of Hip Surgery," De Economist, Springer, vol. 160(3), pages 237-255, September.
• Thorsten Poddig & Albina Unger, 2012. "On the robustness of risk-based asset allocations," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(3), pages 369-401, September.
• Mohammed Bouaddi & Abderrahim Taamouti, 2012. "Portfolio risk management in a data-rich environment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 469-494, December.
• R. Pace & Shuang Zhu, 2012. "Separable spatial modeling of spillovers and disturbances," Journal of Geographical Systems, Springer, vol. 14(1), pages 75-90, January.
• Qiang Cai & Gerard Rushton & Budhendra Bhaduri, 2012. "Validation tests of an improved kernel density estimation method for identifying disease clusters," Journal of Geographical Systems, Springer, vol. 14(3), pages 243-264, July.
• Justin Yates & Sujeevraja Sanjeevi, 2012. "Assessing the impact of vulnerability modeling in the protection of critical infrastructure," Journal of Geographical Systems, Springer, vol. 14(4), pages 415-435, October.
• Nolwenn Roudaut & Anne Vanhems, 2012. "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, vol. 37(2), pages 155-169, April.
• Liang Peng, 2012. "Repeat Sales Regression on Heterogeneous Properties," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 804-827, October.
• Octavian Carare, 2012. "Reserve Prices in Repeated Auctions," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 40(3), pages 225-247, May.
• Yoram Amiel & Frank Cowell & Wulf Gaertner, 2012. "Distributional orderings: an approach with seven flavors," Theory and Decision, Springer, vol. 73(3), pages 381-399, September.
  • Yoram Amiel & Frank A Cowell & Wulf Gaertner, 2007. "Distributional Orderings: An Approach with Seven Flavours," STICERD - Distributional Analysis Research Programme Papers 93, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Amiel, Yoram & Cowell, Frank & Gaertner, Wulf, 2007. "Distributional orderings: an approach with seven flavours," LSE Research Online Documents on Economics 3774, London School of Economics and Political Science, LSE Library.
• Thomas Lux, 2012. "Inference for Systems of Stochastic Differential Equations from Discretely Sampled data: A Numerical Maximum Likelihood Approach," Kiel Working Papers 1781, Kiel Institute for the World Economy.
• Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
  • Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.
  • Giorgio Calzolari & Roxana Halbleib, 2014. "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz 2014-25, Department of Economics, University of Konstanz.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012. "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, vol. 1, pages 62-81.
• Natalia Melgar, 2012. "Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes Towards Immigrants and Free-Trade," Journal of Reviews on Global Economics, Lifescience Global, vol. 1, pages 82-88.
• Fithra Faisal Hastiadi, 2012. "Regionalism in East Asia: The Way Forward," Working Papers in Economics and Business 201208, Faculty of Economics and Business, University of Indonesia, revised Jul 2012.
• Del Corral, Julio, 2012. "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," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 30, pages 545-564, Agosto.
• Álvarez-Verdejo, Encarnación & Estudillo-Martínez, María Dolores & Castillo-Gutiérrez, Sonia, 2012. "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," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 30, pages 1063(26.)-1, Diciembre.
• Gómez-Gallego, Juan Cándido & Gómez-García, Juan & Pérez-Cárceles, María Concepción, 2012. "Appropriate Distribution of Cost Inefficiency Estimates as Predictor of Financial Instability /La distribución de la ineficiencia estimada como predictor de inestabilidad financiera," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 30, pages 1071(12.)-1, Diciembre.
• Ginters Buss, 2012. "A New Real-Time Indicator for the Euro Area GDP," Working Papers 2012/02, Latvijas Banka.
• Ginters Buss, 2012. "Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach," Working Papers 2012/06, Latvijas Banka.
• Yoichi Otsubo, 2012. "Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market," DEM Discussion Paper Series 12-6, Department of Economics at the University of Luxembourg.
• Michael Donadelli & Lorenzo Prosperi, 2012. "The Equity Risk Premium: Empirical Evidence from Emerging Markets," Working Papers CASMEF 1201, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
  • Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
  • Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
  • Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
• Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2012. "A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model," Journal of Econometrics, Elsevier, vol. 170(1), pages 164-177.
  • Badi H. Baltagi & Qu Feng & Chihwa Kao, 2012. "A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 137, Center for Policy Research, Maxwell School, Syracuse University.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Advances in Econometrics, in: 30th Anniversary Edition, pages 199-235, Emerald Group Publishing Limited.
  • Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Center for Policy Research Working Papers 143, Center for Policy Research, Maxwell School, Syracuse University.
• Badi H. Baltagi & Ying Deng, 2015. "EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 659-694, December.
  • Badi H. Baltagi & Ying Deng, 2012. "EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects," Center for Policy Research Working Papers 146, Center for Policy Research, Maxwell School, Syracuse University.
• O'Neill, Donal & Sweetman, Olive, 2012. "The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes," IZA Discussion Papers 7008, Institute of Labor Economics (IZA).
  • Donal O'Neill & Olive sweetman, 2012. "The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes," Economics Department Working Paper Series n232b-12.pdf, Department of Economics, National University of Ireland - Maynooth.
• Shahchera , Mahshid & Jouzdani , Nasim, 2012. "The Impact of Regulation on Soundness of Banking: A Panel Data Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(2), pages 191-209, December.
• Bahiraie , Alireza & Arshadi , Ali, 2012. "Bankruptcy Prediction: Dynamic Geometric Genetic Programming (DGGP) Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(4), pages 101-132, July.
• Burak Saltoglu & M. Ege Yazgan, 2012. "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S5), pages 48-63, November.
  • Saltoglu, Burak & Yazgan, Ege, 2009. "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper 18741, University Library of Munich, Germany.
• Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F., 2012. "A simple method to visualize results in nonlinear regression models," Economics Letters, Elsevier, vol. 117(3), pages 578-581.
  • Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F., 2012. "A Simple Method to Visualize Results in Nonlinear Regression Models," IZA Discussion Papers 6781, Institute of Labor Economics (IZA).
  • Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter, 2012. "A simple method to visualize results in nonlinear regression models," Working Papers 2012-4, University of Miami, Department of Economics.
• Gholamreza Hajargasht and William E. Griffiths, 2012. "Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance," Department of Economics - Working Papers Series 1149, The University of Melbourne.
• Duangkamon Chotikapanich & William Griffiths & Wasana Karunarathne & D.S. Prasada Rao, 2013. "Calculating Poverty Measures from the Generalised Beta Income Distribution," The Economic Record, The Economic Society of Australia, vol. 89, pages 48-66, June.
  • Duangkamon Chotikapanich, William Griffiths, Wasana Karunarathne, D.S. Prasada Rao, 2012. "Calculating Poverty Measures from the Generalized Beta Income Distribution," Department of Economics - Working Papers Series 1154, The University of Melbourne.
• Christoph Engel, 2012. "Low Self-Control As a Source of Crime. A Meta-Study," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2012_04, Max Planck Institute for Research on Collective Goods.
• Jieyao Ding, 2012. "A Portfolio of Dilemmas: Experimental Evidence on Choice Bracketing in a Mini-Trust Game," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2012_06, Max Planck Institute for Research on Collective Goods.
• Ibrahim Ahamada & Djamel Kirat, 2012. "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717629, HAL.
  • Ibrahim Ahamada & Djamel Kirat, 2012. "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Documents de travail du Centre d'Economie de la Sorbonne 12047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Degui Li & Dag Tjøstheim & Jiti Gao, 2012. "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers 14/12, Monash University, Department of Econometrics and Business Statistics.
• Chaohua Dong & Jiti Gao, 2012. "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers 2/12, Monash University, Department of Econometrics and Business Statistics.
• Jiti Gao, 2012. "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers 6/12, Monash University, Department of Econometrics and Business Statistics.
• Dong, Chaohua & Gao, Jiti, 2013. "Solving replication problems in a complete market by orthogonal series expansion," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 306-317.
  • Chaohua Dong & Jiti Gao, 2012. "Solving Replication Problems in Complete Market by Orthogonal Series Expansion," Monash Econometrics and Business Statistics Working Papers 7/12, Monash University, Department of Econometrics and Business Statistics.
• Dupuy, Arnaud & Galichon, Alfred, 2012. "Canonical Correlation and Assortative Matching: A Remark," IZA Discussion Papers 6942, Institute of Labor Economics (IZA).
  • Arnaud Dupuy & Alfred Galichon, 2012. "Canonical Correlation and Assortative Matching: a remark," Working Papers 2012/40, Maastricht School of Management.
  • DUPUY Arnaud & GALICHON Alfred, 2014. "Canonical correlation and assortative matching: A remark," LISER Working Paper Series 2014-10, Luxembourg Institute of Socio-Economic Research (LISER).
  • Arnaud Dupuy & Alfred Galichon, 2021. "Canonical Correlation and Assortative Matching: A Remark," Papers 2102.07489, arXiv.org.
• KHIM Samitt, 2012. "The Empirical Investigation on The Relationship of Foreign Trade, Institutions and Economic Performance of The ASEAN Nations," Business and Economic Research, Macrothink Institute, vol. 2(2), pages 119-135, December.
• Alessandro Giovannelli, 2012. "Nonlinear Forecasting Using a Large Number of Predictors," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 143-150.
• Tamrat W. Gashaw & Michael J. Ryan, 2012. "Why Do Banks Go Abroad? Evidence Using a Three-Way Error Component Model," Journal of Economic Insight, Missouri Valley Economic Association, vol. 38(2), pages 79-107.
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• Jan F. Kiviet, 2013. "Identification and inference in a simultaneous equation under alternative information sets and sampling schemes," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February.
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• Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
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• Peter Arcidiacono & Patrick Bayer & Federico Bugni & Jon James, 2012. "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," Working Papers 12-07, Duke University, Department of Economics.
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• Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2016. "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(3), pages 889-931.
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• Zhuan Pei & David Card & David S. Lee & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," Working Papers 60, Brandeis University, Department of Economics and International Business School.
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• Lessmann, Ortrud, 2012. "Applying the Capability Approach Empirically: An Overview with Special Attention to Labor," management revue. Socio-economic Studies, Rainer Hampp Verlag, vol. 23(2), pages 98-118.
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• Shoorabeer Paudyal Ph.D., 2012. "Does Tourism Really Matter for Economic Growth? Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 24(1), pages 48-66, April.
• Lucian-Liviu Albu, 2012. "A Model To Estimate The Effect Of Global Crisis On The Convergence Process In Eu," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 11-27, January.
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• Neil Shephard & Kevin Sheppard, 2012. "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers 593, University of Oxford, Department of Economics.
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• Mattoscio Nicola & Bucciarelli Edgardo & Odoardi Iacopo & Persico Tony Ernesto, 2012. "AN EXAMINATION OF OKUN'(tm)S LAW: EVIDENCE FROM EUROPEAN TARGET COUNTRIES," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 237-243, December.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
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• Seung C. Ahn & Christopher Gadarowski & M. Fabricio Perez, 2012. "Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach," Journal of Financial Econometrics, Oxford University Press, vol. 10(4), pages 669-701, September.
• Burcã Ana-Maria & Bãtrînca Ghiorghe, 2012. "Pricing General Insurance in a Competitive Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1008-1011, Decembre.
• Aivaz Kamer Ainur, 2012. "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," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 317-320, Decembre.
• Aivaz Kamer Ainur & Albu Lucian-Liviu, 2012. "A Multivariate Analysis of the Monthly Unemployment Rate in the County of Constanta," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 321-325, Decembre.
• Moraru Andreea-Daniela & Moise-Titei Adina, 2012. "Consumption and its Determinants - A Model of the Households’ Individual Final Consumption in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 459-462, Decembre.
• Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012. "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers 2012-W02, Economics Group, Nuffield College, University of Oxford.
  • Neil Shephard & Kevin Sheppard, 2012. "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers 593, University of Oxford, Department of Economics.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2017. "Are University Admissions Academically Fair?," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 449-464, July.
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• Salmerón Gómez, Román & Gómez Haro, Samuel, 2012. "Relación entre los factores institucionales y el emprendimiento: análisis mediante técnicas cuantitativas || Relationship between Institutional Factors and Entrepreneurship: A Quantitative Analysis," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 13(1), pages 54-72, June.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015. "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 594-616, May.
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• Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Javed Iqbal & M. Nadim Hanif, 2012. "Estimating Standard Error of Inflation Rate in Pakistan; A Stochastic Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(3), pages 257-272.
• Zohaib Saeed & Usman Mustafa & Hafsa Hina & Shazia Saeed, 2012. "Agricultural Productivity Impact of a Mini-Dam: A Case Study of Ziarat, Balochistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 277-287.
• Ana Paula Ribeiro & Sandra Tavares Silva & Duarte Guimarães, 2015. "Macroeconomic Fundamentals of Poverty and Deprivation: An Empirical Study for Developed Countries," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 27(1), pages 37-66, January.
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• Wagner Piazza Gaglianone & Luiz Renato Lima, 2014. "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 736-757, August.
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• Iqbal, Javed, 2012. "Comparing performance of statistical models for individual’s ability index and ranking," MPRA Paper 35893, University Library of Munich, Germany, revised 01 Jan 2012.
• Carlos A. Medel, 2013. "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 133-161, May.
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• Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
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• Halkos, George & Kevork, Ilias, 2012. "Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand," MPRA Paper 36205, University Library of Munich, Germany.
• Okpara, Godwin Chigozie, 2012. "On whether foreign direct investment catalyzes economic development in Nigeria," MPRA Paper 36319, University Library of Munich, Germany, revised 27 Jan 2012.
• Halkos, George & Kevork, Ilias, 2012. "Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand," MPRA Paper 36460, University Library of Munich, Germany.
• László Mátyás & Cecilia Hornok & Daria Pus, 2012. "The Formulation and Estimation of Random Effects Panel Data Models of Trade," CEU Working Papers 2012_1, Department of Economics, Central European University, revised 25 Mar 2013.
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• Chen, Liang, 2012. "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper 37514, University Library of Munich, Germany.
• Omay, Tolga & Hasanov, Mübariz & Uçar, Nuri, 2014. "Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 34(2), pages 36-55.
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  • Omay, Tolga & Hasanov, Mubariz & Ucar, Nuri, 2012. "Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests," MPRA Paper 37653, University Library of Munich, Germany.
• Chalabi, Yohan / Y. & Scott, David J & Wuertz, Diethelm, 2012. "An asymmetry-steepness parameterization of the generalized lambda distribution," MPRA Paper 37814, University Library of Munich, Germany.
• Bekker, Paul A. & Crudu, Federico, 2012. "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper 37853, University Library of Munich, Germany.
• Eduardo Fé, 2010. "An application of local linear regression with asymmetric kernels to regression discontinuity designs," Economics Discussion Paper Series 1016, Economics, The University of Manchester.
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• Chambers, Marcus J. & Kyriacou, Maria, 2012. "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper 38255, University Library of Munich, Germany.
• Parrini, Alessandro, 2012. "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper 38544, University Library of Munich, Germany.
• Hatice Ozer Balli & Bent Sørensen, 2013. "Interaction effects in econometrics," Empirical Economics, Springer, vol. 45(1), pages 583-603, August.
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• Fan, Jianqing & Liao, Yuan, 2012. "Endogeneity in ultrahigh dimension," MPRA Paper 38698, University Library of Munich, Germany.
• Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash, 2012. "Determinants of the exit decision of foreign banks in India," MPRA Paper 38722, University Library of Munich, Germany.
• Bartolucci, Francesco & Giorgio E., Montanari & Pandolfi, Silvia, 2012. "Item selection by an extended Latent Class model: An application to nursing homes evaluation," MPRA Paper 38757, University Library of Munich, Germany.
• Kuzmin, Evgeny Anatol'evich, 2012. "Analytical content of properties of uncertainty and certainty of organizational-economic systems: derivatives indicators," MPRA Paper 39584, University Library of Munich, Germany.
• Tommaso Proietti & Alessandra Luati, 2013. "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 15, pages 334-362, Edward Elgar Publishing.
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  • Tommaso, Proietti & Alessandra, Luati, 2012. "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper 39600, University Library of Munich, Germany.
• Halkos, George & Kevork, Ilias, 2012. "Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand," MPRA Paper 39650, University Library of Munich, Germany.
• Ahmed, Waqas & Haider, Adnan & Iqbal, Javed, 2012. "Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries," MPRA Paper 39736, University Library of Munich, Germany.
• Dinda, Soumyananda, 2012. "Factors Determining FDI in Nigeria: Role of Emerging Economies," MPRA Paper 40192, University Library of Munich, Germany, revised 20 Jul 2012.
• M. E. Bontempi & I. Mammi, 2012. "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers wp843, Dipartimento Scienze Economiche, Universita' di Bologna.
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• Halkos, George & Kevork, Ilias, 2012. "Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis," MPRA Paper 40724, University Library of Munich, Germany.
• Tsionas, Mike, 2012. "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models," MPRA Paper 40966, University Library of Munich, Germany, revised 20 Aug 2012.
• Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu, 2012. "Survival prediction based on compound covariate under cox proportional hazard models," MPRA Paper 41149, University Library of Munich, Germany.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015. "Nonlinear And Complex Dynamics In Economics," Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1749-1779, December.
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• Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel, 2013. "GARCH models without positivity constraints: Exponential or log GARCH?," Journal of Econometrics, Elsevier, vol. 177(1), pages 34-46.
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• Madau, Fabio A., 2012. "Technical and scale efficiency in the Italian Citrus Farming: A comparison between Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis(DEA) Models," MPRA Paper 41403, University Library of Munich, Germany.
• Francq, Christian & Meintanis, Simos, 2012. "Fourier--type estimation of the power garch model with stable--paretian innovations," MPRA Paper 41667, University Library of Munich, Germany.
• Francq, Christian & Zakoïan, Jean-Michel, 2015. "Risk-parameter estimation in volatility models," Journal of Econometrics, Elsevier, vol. 184(1), pages 158-173.
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• Muhammad Nadim Hanif & Muhammad Jahanzeb Malik & Javed Iqbal, 2016. "Intrinsic Inflation Persistence in a Developing Country," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 12, pages 19-42.
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  • Hanif, Muhamad Nadim & Malik, Muhamad Jahanzeb & Iqbal, Javed, 2012. "Intrinsic Inflation Persistence in a Developing Country," MPRA Paper 43152, University Library of Munich, Germany.
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• Chalabi, Yohan & Wuertz, Diethelm, 2012. "Portfolio optimization based on divergence measures," MPRA Paper 43332, University Library of Munich, Germany.
• Riordan, Brendan, 2012. "Estimation of the Contribution of the Biosector to Ireland’s Net Foreign Earnings: Methodology and Results," MPRA Paper 45674, University Library of Munich, Germany.
• Akbar Komijani & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013. "The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 3(1), pages 43-50.
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• Fu, Hui, 2012. "On a Class of Estimation and Test for Long Memory," MPRA Paper 47978, University Library of Munich, Germany.
• Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol," MPRA Paper 48788, University Library of Munich, Germany.
• Awomuse, Bernard O. & Alimi, Santos R., 2012. "The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria," MPRA Paper 49684, University Library of Munich, Germany.
• Delavari, Majid & Gandali Alikhani, Nadiya, 2012. "The Effect of Crude Oil Price on the Methanol price," MPRA Paper 49727, University Library of Munich, Germany.
• Alimi, Santos R. & Muse, Bernard O., 2012. "Export - led growth or growth – driven exports? Evidence from Nigeria," MPRA Paper 53468, University Library of Munich, Germany.
• Aryal, Gaurab & Gabrielli, Maria F., 2012. "Is Collusion Proof Auction Expensive? Estimates from Highway Procurements," MPRA Paper 57353, University Library of Munich, Germany, revised 19 Feb 2014.
• Ayoki, Milton, 2012. "Uganda’s Emerging Middle Class and its Potential Economic Opportunities," MPRA Paper 78843, University Library of Munich, Germany.
• Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012. "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers 201232, University of Pretoria, Department of Economics.
• Ivana Malá, 2012. "The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Income Distributions [Použití konečných směsí pro modelování příjmových rozdělení]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2012(4), pages 26-39.
• Jan Kalina, 2012. "On Multivariate Methods in Robust Econometrics," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(1), pages 69-82.
• Alfonso Miranda & Sophia Rabe-Hesketh & John W. McDonald, 2012. "Reducing bias due to missing values of the response variable by joint modeling with an auxiliary variable," DoQSS Working Papers 12-05, Quantitative Social Science - UCL Social Research Institute, University College London.
• Domingo Rodriguez Benavides & Ignacio Perrotini Hernandez & Francisco Venegas-Martinez, 2012. "La hipotesis de convergencia en America Latina: Un analisis de cointegracion en panel," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 9(2), pages 99-122, Julio-Dic.
• Lessmann, Ortrud, 2012. "Applying the Capability Approach Empirically: An Overview with Special Attention to Labor," management revue - Socio-Economic Studies, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 23(2), pages 98-118.
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• Mariano Kulish & Adrian Pagan, 2017. "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
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• Peter Aling & Shakill Hassan, 2012. "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 301-318, September.
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• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012. "Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle," Working Papers 1206, University of Guelph, Department of Economics and Finance.
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• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013. "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, vol. 18(1), pages 69-108, March.
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• Ozkan, Filiz, 2012. "A Comparison of the Monetary Model and Artificial Neural Networks in Exchange Rate Forecasting," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 3(1), pages 1-27, January.
• Ceylan, Ozcan, 2012. "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers 12-4, Galatasaray University Economic Research Center.
• Liquitaya Briceño, José D., 2012. "El consumo y el Efecto Trinquete en América Latina," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 7-25.
• Vaduva, Ion, 2012. "On Solving Some Types of Multiple Attribute Decision-Making Problems," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 41-61, March.
• Caraiani, Petre, 2012. "Is the Romanian Business Cycle Characterized by Chaos?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 142-151, September.
• Pelinescu, Elena, 2012. "Transmission Mechanism of Monetary Policy in Romania. Insights into the Economic Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-21, September.
• Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2012. "Reconsideration of Dimensions and Curve Fitting Practice in View of Georgescu-Roegen’s Epistemology in Economics," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 17-35, December.
• Pavelescu, Florin Marius, 2012. "Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative," Working Papers of Macroeconomic Modelling Seminar 122502, Institute for Economic Forecasting.
• Federico Belotti & Giuseppe Ilardi, 2012. "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper 231, Tor Vergata University, CEIS, revised 18 Apr 2012.
• Alessandro Giovannelli, 2012. "Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies," CEIS Research Paper 255, Tor Vergata University, CEIS, revised 08 Nov 2012.
• Monica Montella, 2012. "La produzione domestica: il valore aggiunto generato dalle famiglie," Working Papers in Public Economics 155, Department of Economics and Law, Sapienza University of Roma.
• Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries," Working Papers id:5087, eSocialSciences.
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• Aviral Kumar Tiwari, 2012. "Reassessment of Sustainability of Current Account Deficit in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 10(1), pages 67-79.
• Antoine, Bertille & Renault, Eric, 2012. "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
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• Bertille Antoine & Eric Renault, 2012. "Efficient Inference with Poor Instruments: a General Framework," Discussion Papers dp12-04, Department of Economics, Simon Fraser University.
• Antoine, Bertille & Renault, Eric, 2020. "Testing identification strength," Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
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• Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014. "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 395-415, July.
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• Edward P. Lazear & Kathryn L. Shaw & Christopher T. Stanton, 2015. "The Value of Bosses," Journal of Labor Economics, University of Chicago Press, vol. 33(4), pages 823-861.
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  • Lazear, Edward P. & Shaw, Kathryn L. & Stanton, Christopher, 2014. "The value of bosses," LSE Research Online Documents on Economics 59022, London School of Economics and Political Science, LSE Library.
• Andras Fulop & Junye Li & Jun Yu, 2011. "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers CoFie-10-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
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• Wang, Xiaohu & Yu, Jun, 2016. "Double asymptotics for explosive continuous time models," Journal of Econometrics, Elsevier, vol. 193(1), pages 35-53.
  • Xiaohu Wang & Jun Yu, 2011. "Double Asymptotics for an Explosive Continuous Time Model," Working Papers 16-2011, Singapore Management University, School of Economics.
  • Xiaohu Wang & Jun Yu, 2012. "Double Asymptotics for Explosive Continuous Time Models," Working Papers 16-2012, Singapore Management University, School of Economics.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
  • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
• Arnaud Dupuy & Alfred Galichon, 2012. "Canonical Correlation and Assortative Matching: a remark," Working Papers 2012/40, Maastricht School of Management.
  • Arnaud Dupuy & Alfred Galichon, 2012. "Canonical Correlation and Assortative Matching: A Remark," Sciences Po publications info:hdl:2441/45je9bvs588, Sciences Po.
  • DUPUY Arnaud & GALICHON Alfred, 2014. "Canonical correlation and assortative matching: A remark," LISER Working Paper Series 2014-10, Luxembourg Institute of Socio-Economic Research (LISER).
  • Dupuy, Arnaud & Galichon, Alfred, 2012. "Canonical Correlation and Assortative Matching: A Remark," IZA Discussion Papers 6942, Institute of Labor Economics (IZA).
  • Arnaud Dupuy & Alfred Galichon, 2021. "Canonical Correlation and Assortative Matching: A Remark," Papers 2102.07489, arXiv.org.
• Alfred Galichon & Bernard Salanié, 2022. "Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models [An Empirical Model of the Medical Match]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2600-2629.
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  • Salanié, Bernard & Galichon, Alfred, 2021. "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," CEPR Discussion Papers 16228, C.E.P.R. Discussion Papers.
  • Alfred Galichon & Bernard Salanié, 2022. "Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models," SciencePo Working papers Main hal-03893189, HAL.
  • Alfred Galichon & Bernard Salanié, 2022. "Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models," Post-Print hal-03893189, HAL.
  • Bernard Salanié & Alfred Galichon, 2012. "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
  • Bernard Salanié & Alfred Galichon, 2012. "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," SciencePo Working papers Main hal-01053710, HAL.
• Filatriau Olivier & Frédéric Reynès, 2012. "A new estimate of discouraged and additional worker effects on labor participation by sex and age in oecd countries," Documents de Travail de l'OFCE 2012-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Olivier Filatriau & Frédéric Reynés, 2012. "A new estimate of discouraged and additional worker effects on labor participation by sex and age in OECD countries," Sciences Po publications 2012-09, Sciences Po.
• Joanna Janczura & Rafał Weron, 2012. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 385-407, July.
  • Joanna Janczura & Rafal Weron, 2011. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," HSC Research Reports HSC/11/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Mark Birkin & Graham Clarke, 2012. "The enhancement of spatial microsimulation models using geodemographics," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(2), pages 515-532, October.
• Olivier Peron & Serge Rey, 2012. "Trade and convergence of per capita income in the Indian Ocean Zone, 1950–2008," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(3), pages 657-683, December.
  • Serge Rey & Olivier Peron, 2012. "Trade and Convergence of Per Capita Income in the Indian Ocean Zone, 1950-2008," Post-Print hal-01885296, HAL.
• Heinrich Fritz & Peter Filzmoser & Christophe Croux, 2012. "A comparison of algorithms for the multivariate L 1 -median," Computational Statistics, Springer, vol. 27(3), pages 393-410, September.
  • Fritz, H. & Filzmoser, P. & Croux, C., 2010. "A Comparison of Algorithms for the Multivariate L1-Median," Discussion Paper 2010-106, Tilburg University, Center for Economic Research.
• Matteo Bonato, 2012. "Modeling fat tails in stock returns: a multivariate stable-GARCH approach," Computational Statistics, Springer, vol. 27(3), pages 499-521, September.
• Almudena Sevilla & Jose Gimenez-Nadal & Jonathan Gershuny, 2012. "Leisure Inequality in the United States: 1965–2003," Demography, Springer;Population Association of America (PAA), vol. 49(3), pages 939-964, August.
  • Sevilla, Almudena & Gimenez-Nadal, José Ignacio & Gershuny, Jonathan I., 2012. "Leisure Inequality in the United States: 1965-2003," IZA Discussion Papers 6708, Institute of Labor Economics (IZA).
• Zisimos Koustas & Jean-François Lamarche, 2012. "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, vol. 42(1), pages 1-20, February.
  • Zisimos Koustas & Jean-Francois Lamarche, 2009. "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers 0909, Brock University, Department of Economics, revised Jul 2010.
• Stephen Hall & P. Swamy & George Tavlas, 2012. "Generalized cointegration: a new concept with an application to health expenditure and health outcomes," Empirical Economics, Springer, vol. 42(2), pages 603-618, April.
  • Stephen Hall & P. A. V. B. Swamy & George S. Tavlas, 2011. "Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes," Discussion Papers in Economics 11/22, Division of Economics, School of Business, University of Leicester.
• Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
• Josep Puigvert-Gutiérrez & Rupert Vincent-Humphreys, 2012. "A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 2(1), pages 1-31, June.
• Xuan Zhen Liu & Hui Fang, 2012. "Fairly sharing the credit of multi-authored papers and its application in the modification of h-index and g-index," Scientometrics, Springer;Akadémiai Kiadó, vol. 91(1), pages 37-49, April.
• Quan’e Ren & Xuemei Gong, 2012. "Evaluation index system for academic papers of humanities and social sciences," Scientometrics, Springer;Akadémiai Kiadó, vol. 93(3), pages 1047-1060, December.
• Qian Chen & David Giles, 2012. "Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, vol. 53(2), pages 409-426, May.
  • Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates," Econometrics Working Papers 0906, Department of Economics, University of Victoria.
• Tommaso Proietti & Alessandra Luati, 2013. "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 15, pages 334-362, Edward Elgar Publishing.
  • Tommaso, Proietti & Alessandra, Luati, 2012. "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper 39600, University Library of Munich, Germany.
  • Luati, Alessandra & Proietti, Tommaso, 2012. "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Working Papers 2012_02, University of Sydney Business School, Discipline of Business Analytics.
• Peter Fuleky, 2012. "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1179-1182, August.
  • Peter Fuleky, 2011. "On the Choice of the Unit Period in Time Series Models," Working Papers 201111, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky, 2011. "On the Choice of the Unit Period in Time Series Models," Working Papers 2011-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Qian Chen & David E. Giles & Hui Feng, 2012. "The extreme-value dependence between the Chinese and other international stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1147-1160, July.
  • David E. Giles, 2010. "The Extreme-Value Dependence Between the Chinese and Other International Stock Markets," Econometrics Working Papers 1003, Department of Economics, University of Victoria.
• I. Chatterjee & R. Ray, 2012. "Does the evidence on corruption depend on how it is measured? Results from a cross-country study on microdata sets," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3215-3227, September.
  • Ishita Chatterjee & Ranjan Ray, 2009. "Does the Evidence on Corruption Depend on how it is measured? Results from a Cross Country Study on Micro Data sets," Monash Economics Working Papers 07-09, Monash University, Department of Economics.
• Otilia Boldea & Alastair Hall & Sanggohn Han, 2012. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 1-33.
  • Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper 9472, University Library of Munich, Germany.
  • Boldea, O. & Hall, A.R. & Han, S., 2012. "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM 2e2fbb75-c4ff-4279-8243-e, Tilburg University, School of Economics and Management.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012. "Asymptotics for Panel Models with Common Shocks," Econometric Reviews, Taylor & Francis Journals, vol. 31(4), pages 390-439.
  • Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "Asymptotics for panel models with common shocks," Working Papers 0615, Department of Management, Information and Production Engineering, University of Bergamo.
  • Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers 77, Center for Policy Research, Maxwell School, Syracuse University.
• J. Arteche, 2012. "Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models," Econometric Reviews, Taylor & Francis Journals, vol. 31(4), pages 440-474.
• Burak Saltoglu & M. Ege Yazgan, 2012. "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(S5), pages 48-63, November.
  • Burak Saltoglu & M. Ege Yazgan, 2012. "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S5), pages 48-63, November.
  • Saltoglu, Burak & Yazgan, Ege, 2009. "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper 18741, University Library of Munich, Germany.
• Alessandra Luati & Tommaso Proietti & Marco Reale, 2012. "The Variance Profile," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 607-621, June.
  • Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011. "The Variance Profile," MPRA Paper 30378, University Library of Munich, Germany.
• Alberto Abadie & Guido W. Imbens, 2012. "A Martingale Representation for Matching Estimators," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 833-843, June.
  • Abadie, Alberto & Imbens, Guido W., 2009. "A Martingale Representation for Matching Estimators," IZA Discussion Papers 4073, Institute of Labor Economics (IZA).
  • Alberto Abadie & Guido Imbens, 2009. "A Martingale Representation for Matching Estimators," NBER Working Papers 14756, National Bureau of Economic Research, Inc.
• Paul S. Clarke & Frank Windmeijer, 2012. "Instrumental Variable Estimators for Binary Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1638-1652, December.
  • Paul Clarke & Frank Windmeijer, 2009. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 09/209, The Centre for Market and Public Organisation, University of Bristol, UK.
  • Paul Clarke & Frank Windmeijer, 2010. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 10/239, The Centre for Market and Public Organisation, University of Bristol, UK.
• Arthur Lewbel, 2012. "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 67-80.
  • Arthur Lewbel, 2010. "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 67-80, December.
  • Arthur Lewbel, 2003. "Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Boston College Working Papers in Economics 587, Boston College Department of Economics, revised 15 Dec 2010.
• Emma M. Iglesias & Garry D. A. Phillips, 2012. "Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
  • Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
• Arnab Bhattacharjee & Eduardo Castro & João Marques, 2012. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 133-167, March.
  • Bhattacharjee, Arnab & de Castro, Eduardo Anselmo & Marques, João Lourenço, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," SIRE Discussion Papers 2011-45, Scottish Institute for Research in Economics (SIRE).
  • Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Dundee Discussion Papers in Economics 253, Economic Studies, University of Dundee.
• Altan Aldan & Ihsan Bozok & Mahmut Gunay, 2012. "Short Run Import Dynamics in Turkey," Working Papers 1225, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Olusegun A. Omisakin & Oluwatosin A. Adeniyi & Abimbola M. Oyinlola, 2012. "Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 5(2), pages 129-144, August.
• Sukjin Han, 2020. "Nonparametric estimation of triangular simultaneous equations models under weak identification," Quantitative Economics, Econometric Society, vol. 11(1), pages 161-202, January.
  • Sukjin Han, 2012. "Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification," Department of Economics Working Papers 140414, The University of Texas at Austin, Department of Economics, revised Apr 2014.
• Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2012. "Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes," Tinbergen Institute Discussion Papers 12-059/4, Tinbergen Institute.
• Norbert Christopeit & Michael Massmann, 2012. "Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors," Tinbergen Institute Discussion Papers 12-109/III, Tinbergen Institute.
• Jan F. Kiviet, 2013. "Identification and inference in a simultaneous equation under alternative information sets and sampling schemes," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February.
  • Jan F. KIVIET, 2012. "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Jan F. Kiviet, 2012. "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.
• Francisco Blasques, 2014. "Transformed Polynomials For Nonlinear Autoregressive Models Of The Conditional Mean," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(3), pages 218-238, May.
  • Francisco Blasques, 2012. "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers 12-133/III, Tinbergen Institute.
• Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.
• Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou, 2015. "Estimation of the marginal expected shortfall: the mean when a related variable is extreme," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 417-442, March.
  • Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012. "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Other publications TiSEM e96e039f-cb6b-4cd5-805b-5, Tilburg University, School of Economics and Management.
  • Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012. "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Discussion Paper 2012-080, Tilburg University, Center for Economic Research.
• Einmahl, J.H.J. & Gantner, M., 2009. "The Half-Half Plot," Discussion Paper 2009-77, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Gantner, M., 2012. "The half-half plot," Other publications TiSEM 00018d48-5993-467c-a585-9, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Gantner, M., 2009. "The Half-Half Plot," Other publications TiSEM 88c03da5-f408-4cd8-a7f9-0, Tilburg University, School of Economics and Management.
• Otilia Boldea & Alastair Hall & Sanggohn Han, 2012. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 1-33.
  • Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper 9472, University Library of Munich, Germany.
  • Boldea, O. & Hall, A.R. & Han, S., 2012. "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM 2e2fbb75-c4ff-4279-8243-e, Tilburg University, School of Economics and Management.
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper 2011-013, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012. "An M-estimator for tail dependence in arbitrary dimensions," Other publications TiSEM 7d447c58-3e8f-4387-b36b-e, Tilburg University, School of Economics and Management.
  • Einmahl, John H. J. & Krajina, Andrea & Segers, Johan, 2012. "An M-estimator for tail dependence in arbitrary dimensions," LIDAM Reprints ISBA 2012035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011. "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA 2011005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Other publications TiSEM 27508aa0-9825-4d9e-b1f4-1, Tilburg University, School of Economics and Management.
• Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
• Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou, 2015. "Estimation of the marginal expected shortfall: the mean when a related variable is extreme," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 417-442, March.
  • Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012. "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Discussion Paper 2012-080, Tilburg University, Center for Economic Research.
  • Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012. "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Other publications TiSEM e96e039f-cb6b-4cd5-805b-5, Tilburg University, School of Economics and Management.
• Aviv Nevo & Adam M. Rosen, 2012. "Identification With Imperfect Instruments," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 659-671, August.
  • Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Aviv Nevo & Adam M. Rosen, 2008. "Identification with Imperfect Instruments," NBER Working Papers 14434, National Bureau of Economic Research, Inc.
• Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015. "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 987-1009, September.
  • Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo, 2012. "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," Department of Economics Working Papers 2012-07, Universidad Torcuato Di Tella.
  • Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo, 2014. "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," BCAM Working Papers 1403, Birkbeck Centre for Applied Macroeconomics.
• Matteo Barigozzi & Roxana Halbleib & David Veredas, "undated". "Which model to match?," ULB Institutional Repository 2013/136240, ULB -- Universite Libre de Bruxelles.
  • Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Working Papers 1229, Banco de España;Working Papers Homepage.
• Cerquera, Daniel & Laisney, François & Ullrich, Hannes, 2012. "Considerations on partially identified regression models," ZEW Discussion Papers 12-024, ZEW - Leibniz Centre for European Economic Research.
  • Daniel Cerquera & François Laisney & Hannes Ullrich, 2012. "Considerations on partially identified regression models," Working Papers of BETA 2012-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• J. Isaac Miller, 2014. "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Journal of Financial Econometrics, Oxford University Press, vol. 12(3), pages 584-614.
  • J. Isaac Miller, 2012. "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Working Papers 1211, Department of Economics, University of Missouri.
• Fulvio Corsi & Stefano Peluso & Francesco Audrino, 2015. "Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(3), pages 377-397, April.
  • Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012. "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series 1202, University of St. Gallen, School of Economics and Political Science.
• Audrino, Francesco & Meier, Pirmin, 2012. "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series 1210, University of St. Gallen, School of Economics and Political Science.
• Fengler, Matthias R. & Okhrin, Ostap, 2012. "Realized copula," SFB 649 Discussion Papers 2012-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Fengler, Matthias & Okhrin, Ostap, 2012. "Realized Copula," Economics Working Paper Series 1214, University of St. Gallen, School of Economics and Political Science.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
  • Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
  • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
• Paraschiv, Florentina, 2012. "Modeling Non-maturing Savings Volumes," Working Papers on Finance 1218, University of St. Gallen, School of Finance.
• Adedayo A. ADEPOJU & John O. OLAOMI, 2012. "Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(1(19)/ Sp), pages 8-16.
• Ivlevs Artjoms & Hinks Timothy, 2015. "Bribing Behaviour and Sample Selection: Evidence from Post-Socialist Countries and Western Europe," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(2), pages 139-167, April.
  • Timothy Hinks & Artjoms Ivlevs, 2012. "Bribing Behaviour and Sample Selection: Evidence from Post-Socialist countries and Western Europe," Working Papers 20121208, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
• David E. Giles, 2013. "Constructing confidence bands for the Hodrick--Prescott filter," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 480-484, March.
  • David E. Giles, 2012. "Constructing Confidence Bands for the Hodrick-Prescott Filter," Econometrics Working Papers 1202, Department of Economics, University of Victoria.
• David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1203, Department of Economics, University of Victoria.
  • David E. Giles, 2017. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1703, Department of Economics, University of Victoria.
• Steven Lim & Jason Le Vaillant & Harry X. Wu, 2012. "What Can Growth Rates Tell Us? A Short-Run Decomposition Method," Working Papers in Economics 12/14, University of Waikato.
• Artuç, Erhan & Pourpourides, Panayiotis M., 2014. "R&D and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 54-71.
  • Artu , Erhan & Pourpourides, Panayiotis M., 2012. "R&D and Aggregate Fluctuations," Cardiff Economics Working Papers E2012/2, Cardiff University, Cardiff Business School, Economics Section.
  • Artuc, Erhan & Pourpourides, Panayiotis M., 2012. "R&D and aggregate fluctuations," Policy Research Working Paper Series 6017, The World Bank.
  • Erhan Artuc & Panayiotis M. Pourpourides, 2012. "R&D and Aggregate Fluctuations," Working Papers 2012-1, Central Bank of Cyprus.
• Dennis Kristensen, 2012. "Non‐parametric detection and estimation of structural change," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 420-461, October.
  • Dennis Kristensen, 2011. "Nonparametric Detection and Estimation of Structural Change," CREATES Research Papers 2011-13, Department of Economics and Business Economics, Aarhus University.
• Michael Creel & Dennis Kristensen, 2012. "Estimation of dynamic latent variable models using simulated non‐parametric moments," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 490-515, October.
  • Michael Creel & Dennis Kristensen, 2009. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 792.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012. "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 23-30, January.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin 1006, DIW Berlin, German Institute for Economic Research.
• Carol Alexander & Andreas Kaeck, 2012. "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 609-638, July.
  • Carol Alexander & Andreas Kaeck, 2010. "Does model fit matter for hedging? Evidence from FTSE 100 options," ICMA Centre Discussion Papers in Finance icma-dp2010-05, Henley Business School, University of Reading.
• Joanna Janczura & Rafal Weron, 2012. "Inference for Markov-regime switching models of electricity spot prices," HSC Research Reports HSC/12/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
  • Habert white & Tae-Hwan Kim & Simone Manganelli, 2012. "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers 2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
  • Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015. "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series 1814, European Central Bank.
• Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011. "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," CeMMAP working papers CWP28/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Paul S. Clarke; & Tom M. Palmer; & Frank Windmeijer, 2012. "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," Health, Econometrics and Data Group (HEDG) Working Papers 12/23, HEDG, c/o Department of Economics, University of York.
  • Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011. "Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments," The Centre for Market and Public Organisation 11/266, The Centre for Market and Public Organisation, University of Bristol, UK.
• Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
  • Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
• David Mayston, 2015. "Analysing the effectiveness of public service producers with endogenous resourcing," Journal of Productivity Analysis, Springer, vol. 44(1), pages 115-126, August.
  • David J. Mayston, 2012. "Analysing the effectiveness of public service producers with endogenous resourcing," Discussion Papers 12/30, Department of Economics, University of York.
• Duellmann, Klaus & Kick, Thomas, 2012. "Stress testing German banks against a global cost-of-capital shock," Discussion Papers 04/2012, Deutsche Bundesbank.
• Tomaso Duso & Klaus Gugler & Florian Szücs, 2013. "An Empirical Assessment of the 2004 EU Merger Policy Reform," Economic Journal, Royal Economic Society, vol. 123(11), pages 596-619, November.
  • Tomaso Duso & Klaus Gugler & Florian Szücs, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," CIG Working Papers SP II 2010-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  • Duso, Tomaso & Gugler, Klaus & Szücs, Florian, 2012. "An empirical assessment of the 2004 EU merger policy reform," DICE Discussion Papers 58, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  • Duso, Tomaso & Guglery, Klaus & Szücs, Florian, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 337, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Tomaso Duso & Klaus Gugler & Florian Szücs, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," CIG Working Papers SP II 2010-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
• Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012. "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series 192, Frankfurt School of Finance and Management.
• Lux, Thomas, 2012. "Inference for systems of stochastic differential equations from discretely sampled data: A numerical maximum likelihood approach," Kiel Working Papers 1781, Kiel Institute for the World Economy (IfW Kiel).
• Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining, 2012. "HMM in dynamic HAC models," SFB 649 Discussion Papers 2012-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014. "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1573-1585, September.
  • Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger, 2012. "Copula dynamics in CDOs," SFB 649 Discussion Papers 2012-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Fengler, Matthias & Okhrin, Ostap, 2012. "Realized Copula," Economics Working Paper Series 1214, University of St. Gallen, School of Economics and Political Science.
  • Fengler, Matthias R. & Okhrin, Ostap, 2012. "Realized copula," SFB 649 Discussion Papers 2012-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
  • Zolotko, Mikhail & Okhrin, Ostap, 2012. "Modelling general dependence between commodity forward curves," SFB 649 Discussion Papers 2012-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Wolff, Joachim & Nivorozhkin, Anton, 2012. "Give them a break! Did activation of young welfare recipients overshoot in Germany? (A regression discontinuity analysis)," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62046, Verein für Socialpolitik / German Economic Association.
• Melanie Krause, 2014. "Parametric Lorenz Curves and the Modality of the Income Density Function," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 905-929, December.
  • Krause, Melanie, 2012. "Parametric Lorenz Curves and the Modality of the Income Density Function," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 67390, Verein für Socialpolitik / German Economic Association.
• Daniel Cerquera & François Laisney & Hannes Ullrich, 2012. "Considerations on partially identified regression models," Working Papers of BETA 2012-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Cerquera, Daniel & Laisney, François & Ullrich, Hannes, 2012. "Considerations on partially identified regression models," ZEW Discussion Papers 12-024, ZEW - Leibniz Centre for European Economic Research.
• Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018. "Alternative Asymptotics And The Partially Linear Model With Many Regressors," Econometric Theory, Cambridge University Press, vol. 34(2), pages 277-301, April.
  • Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2012. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," CREATES Research Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
  • Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," Papers 1505.08120, arXiv.org.
  • Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers CWP36/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers 36/15, Institute for Fiscal Studies.
• Anders Bredahl Kock, 2012. "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers 2012-05, Department of Economics and Business Economics, Aarhus University.
• Mark Podolskij & Katrin Wasmuth, 2012. "Goodness-of-fit testing for fractional diffusions," CREATES Research Papers 2012-12, Department of Economics and Business Economics, Aarhus University.
• Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
  • Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
• Lei Pan & Olaf Posch & Michel van der Wel, 2012. "Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces," CREATES Research Papers 2012-26, Department of Economics and Business Economics, Aarhus University.
• Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel, 2012. "Limit theorems for non-degenerate U-statistics of continuous semimartingales," CREATES Research Papers 2012-40, Department of Economics and Business Economics, Aarhus University.
• Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015. "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, vol. 187(2), pages 458-471.
  • Tim Bollerslev & Lai Xu & Hao Zhou, 2012. "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers 2012-51, Department of Economics and Business Economics, Aarhus University.
• José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij, 2012. "Asymptotic theory for Brownian semi-stationary processes with application to turbulence," CREATES Research Papers 2012-52, Department of Economics and Business Economics, Aarhus University.
• Jean Jacod & Mark Podolskij, 2012. "A test for the rank of the volatility process: the random perturbation approach," CREATES Research Papers 2012-57, Department of Economics and Business Economics, Aarhus University.
• Saeed Dehghan Khavari & Seyed Hossein Mirjalili, 2012. "Estimation and Analysis of Output Gap: An Application of Structural Vector Autoregression and Hodrick-Prescott-Fmethods," American Journal of Economics and Business Administration, Science Publications, vol. 4(3), pages 180-189, August.
• Hyeongwoo Kim, 2013. "Generalized impulse response analysis: General or Extreme?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 10(2), pages 135-141, Julio – D.
  • Hyeongwoo, Kim, 2009. "Generalized Impulse Response Analysis: General or Extreme?," MPRA Paper 17014, University Library of Munich, Germany.
  • Hyeongwoo Kim, 2012. "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series auwp2012-04, Department of Economics, Auburn University.
• Jan De Loecker & Frederic Warzynski, 2012. "Markups and Firm-Level Export Status," American Economic Review, American Economic Association, vol. 102(6), pages 2437-2471, October.
  • De Locker, Jan & Warzynski, Frederic, 2009. "Markups and Firm-Level Export Status," Working Papers 09-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," Working Papers of Department of Economics, Leuven 507421, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," NBER Working Papers 15198, National Bureau of Economic Research, Inc.
  • Warzynski, Frederic & De loecker, Jan, 2009. "Markups and Firm-level Export Status," CEPR Discussion Papers 7450, C.E.P.R. Discussion Papers.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," Working Papers of Department of Economics, Leuven 507298, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Sarah Bernhard & Thomas Kruppe, 2012. "Effectiveness of Further Vocational Training in Germany – Empirical Findings for Persons Receiving Means-tested Unemployment Benefits," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 132(4), pages 501-526.
  • Bernhard, Sarah & Kruppe, Thomas, 2012. "Effectiveness of further vocational training in Germany : empirical findings for persons receiving means-tested unemployment benefit," IAB-Discussion Paper 201210, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Henry-Osorio, Miguel & Mittelhammer, Ronald C., 2012. "An Information-Theoretic Approach to Modeling Binary Choices: Estimating Willingness to Pay for Recreation Site Attributes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123432, Agricultural and Applied Economics Association.
• Olusegun, Ajetomobi Joshua, 2012. "Productivity Growth of ECOWAS Common Crops: A Tale of Two Competing Frontier Methods of Analysis," 2012 Eighth AFMA Congress, November 25-29, 2012, Nairobi, Kenya 159404, African Farm Management Association (AFMA).
• Siddig, Khalid & Grethe, Harald, 2014. "International price transmission in CGE models: How to reconcile econometric evidence and endogenous model response?," Economic Modelling, Elsevier, vol. 38(C), pages 12-22.
  • Siddig, K. & Grethe, H., 2013. "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 48, March.
  • Siddig, Khalid & Grethe, Harald, 2012. "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Conference papers 332281, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  • Siddig, Khalid H.A. & Grethe, Harald, 2012. "International Price Transmission In Cge Models: How To Reconcile Econometric Evidence And Endogenous Model Response?," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 137388, German Association of Agricultural Economists (GEWISOLA).
• Dontsop Nguezet, Paul Martin & Diagne, Aliou & Okoruwa, Victor O. & Ojehomon, Vivian E.T., 2012. "Estimation of Actual and Potential Adoption Rates and Determinants of NERICA Rice Varieties in Nigeria," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126069, International Association of Agricultural Economists.
• Simtowe, Franklin & Kassie, Menale & Asfaw, Solomon & Shiferaw, Bekele A. & Monyo, Emmanuel & Siambi, Moses, 2012. "Welfare Effects of Agricultural Technology adoption: the case of improved groundnut varieties in rural Malawi," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126761, International Association of Agricultural Economists.
• Siddig, Khalid & Grethe, Harald, 2014. "International price transmission in CGE models: How to reconcile econometric evidence and endogenous model response?," Economic Modelling, Elsevier, vol. 38(C), pages 12-22.
  • Siddig, K. & Grethe, H., 2013. "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 48, March.
  • Siddig, Khalid H.A. & Grethe, Harald, 2012. "International Price Transmission In Cge Models: How To Reconcile Econometric Evidence And Endogenous Model Response?," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 137388, German Association of Agricultural Economists (GEWISOLA).
  • Siddig, Khalid & Grethe, Harald, 2012. "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Conference papers 332281, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Sul, Sooyoung & Tcha, MoonJoong, 2012. "Analysis of Leisure Expenditure and Policy Implications: Using Korean Urban Households Data," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 8(01), pages 1-17, March.
• Zimmermann, Andrea & Heckelei, Thomas, 2012. "Differences of farm structural change across European regions," Discussion Papers 162879, University of Bonn, Institute for Food and Resource Economics.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 129-153, May.
  • Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," Working Papers halshs-00790688, HAL.
  • Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers 1203, Aix-Marseille School of Economics, France.
  • Michel Lubrano & Abdoul Aziz Junior Ndoye, 2023. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009," Working Papers hal-01463115, HAL.
• Tae-Hwan Kim & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," Working Papers halshs-00793372, HAL.
  • Tae-Hwan Kim, & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers 1221, Aix-Marseille School of Economics, France.
• Silviu-Valentin Carstina & Cristina Beletu, 2012. "Implications Damping System Used In Romania On Self-Financing Capacity," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(40), pages 106-117.
• Simar, Léopold & Vanhems, Anne, 2012. "Probabilistic characterization of directional distances and their robust versions," Journal of Econometrics, Elsevier, vol. 166(2), pages 342-354.
  • Simar, Léopold & Vanhems, Anne, 2010. "Probabilistic Characterization of Directional Distances and their Robust Versions," TSE Working Papers 10-195, Toulouse School of Economics (TSE).
  • Simar, Leopold & Vanhems, Anne, 2012. "Probabilistic characterization of directionaldistances and their robustversions," LIDAM Reprints ISBA 2012003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Vanhems, Anne, 2010. "Probabilistic characterization of directional distances and their robust versions," LIDAM Discussion Papers ISBA 2010040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper 2011-013, Tilburg University, Center for Economic Research.
  • Einmahl, John H. J. & Krajina, Andrea & Segers, Johan, 2012. "An M-estimator for tail dependence in arbitrary dimensions," LIDAM Reprints ISBA 2012035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012. "An M-estimator for tail dependence in arbitrary dimensions," Other publications TiSEM 7d447c58-3e8f-4387-b36b-e, Tilburg University, School of Economics and Management.
  • EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011. "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA 2011005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Other publications TiSEM 27508aa0-9825-4d9e-b1f4-1, Tilburg University, School of Economics and Management.
• Serife Ozsahin & Dogan Uysal, 2012. "Estimating The Real Effective Exchange Rate Volatility With Arch And Garch Models," Anadolu University Journal of Social Sciences, Anadolu University, vol. 12(1), pages 13-20, March.
• Nebiye Yamak & Banu Tanriover, 2012. "Asymmetric Business Cycle : Theory And Application," Anadolu University Journal of Social Sciences, Anadolu University, vol. 12(2), pages 17-24, June.
• Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira, 2012. "Taxa de Câmbio e Preços de Commodities: Uma Investigação sobre a Hipótese da Doença Holandesa no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 13(1), pages 93-130.
  • Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira, 2011. "Taxa De Câmbio E Preços De Commodities:Uma Investigação Sobre A Hipótese Da Doença Holandesa No Brasil," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 210, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Filip Žikeš & Jozef Baruník & Nikhil Shenai, 2017. "Modeling and forecasting persistent financial durations," Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1081-1110, November.
  • Filip Zikes & Jozef Barunik & Nikhil Shenai, 2012. "Modeling and Forecasting Persistent Financial Durations," Papers 1208.3087, arXiv.org, revised Apr 2013.
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• Daniel Alai & Zinoviy Landsman & Michael Sherris, 2012. "Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution," Working Papers 201211, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
• Michael Creel & Sonik Mandal & Mohammad Zubair, 2012. "Econometrics on GPUs," UFAE and IAE Working Papers 921.12, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Kalyvitis Sarantis & Panopoulou Ekaterini, 2013. "Estimating C-CAPM and the equity premium over the frequency domain," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 551-571, December.
  • Ekaterini Panopoulou & Sarantis Kalyvitis, 2012. "Estimating C-CAPM and the Equity Premium over the Frequency Domain," DEOS Working Papers 1216, Athens University of Economics and Business.
• Sofia Anyfantaki & Antonis Demos, 2016. "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," Econometric Reviews, Taylor & Francis Journals, vol. 35(2), pages 293-310, February.
  • Sofia Anyfantaki & Antonis Demos, 2012. "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," DEOS Working Papers 1228, Athens University of Economics and Business.
• Stelios Arvanitis & Antonis Demos, 2012. "Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations," DEOS Working Papers 1229, Athens University of Economics and Business, revised 24 Aug 2012.
• Antonis Demos & Stelios Arvanitis, 2012. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)," DEOS Working Papers 1230, Athens University of Economics and Business.
  • Stelios Arvanitis & Antonis Demos, 2013. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)," DEOS Working Papers 1330, Athens University of Economics and Business, revised 28 Jun 2013.
• Rhema Vaithianathan & Nan Jiang & Toni Ashton, 2012. "A Model for Predicting Readmission Risk in New Zealand," Working Papers 2012-02, Auckland University of Technology, Department of Economics.
• Blair Alexander & Robert Breunig, 2012. "A Monte Carlo Study of Bias Corrections for Panel Probit Models," CEPR Discussion Papers 662, Centre for Economic Policy Research, Research School of Economics, Australian National University.
• Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012. "Averaging of moment condition estimators," CeMMAP working papers CWP26/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012. "Averaging of moment condition estimators," CeMMAP working papers 26/12, Institute for Fiscal Studies.
• Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers 19/09, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers 33/12, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers CWP19/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers 34/11, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers CWP34/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Gautier, Eric & Hoderlein, Stefan, 2011. "A triangular treatment effect model with random coefficients in the selection equation," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.
  • Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers 39/12, Institute for Fiscal Studies.
  • Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Eric Gautier & Stefan Hoderlein, 2012. "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015.
• Hoderlein, Stefan & Sherman, Robert, 2015. "Identification and estimation in a correlated random coefficients binary response model," Journal of Econometrics, Elsevier, vol. 188(1), pages 135-149.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers 42/12, Institute for Fiscal Studies.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
• Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers 43/12, Institute for Fiscal Studies.
• Mastromarco Camilla & Laura Serlenga & Yongcheol Shin, 2013. "Globalisation and technological convergence in the EU," Journal of Productivity Analysis, Springer, vol. 40(1), pages 15-29, August.
  • Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Globalisation and Technological Convergence in the EU," SERIES 0041, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Mar 2012.
• Tai-Liang Chen, 2012. "Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 38-50, February.
• John Knight & Stephen Satchell & Jessica Zhang, 2012. "Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models," Birkbeck Working Papers in Economics and Finance 1213, Birkbeck, Department of Economics, Mathematics & Statistics.
• Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Working Papers 1229, Banco de España.
• Domić Alan, 2012. "An application of New Keynesian models to inflation in Croatia," Business Systems Research, Sciendo, vol. 3(2), pages 6-13, September.
• Francisco José Areal & Kelvin Balcombe & Richard Tiffin, 2012. "Integrating spatial dependence into Stochastic Frontier Analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 56(4), pages 521-541, October.
  • Areal, Francisco J & Balcombe, Kelvin & Tiffin, R, 2010. "Integrating spatial dependence into stochastic frontier analysis," MPRA Paper 24961, University Library of Munich, Germany.
• Ilke Van Beveren, 2012. "Total Factor Productivity Estimation: A Practical Review," Journal of Economic Surveys, Wiley Blackwell, vol. 26(1), pages 98-128, February.
• Jacques Jaussaud & Serge Rey, 2012. "Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis," Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 1-28, February.
  • Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working papers of CATT hal-01880362, HAL.
  • Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working Papers hal-01880362, HAL.
  • Jacques Jaussaud & Serge Rey, 2012. "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Post-Print hal-01885297, HAL.
• Kathryn Graddy & Jonathan Hamilton & Rachel Pownall, 2012. "Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 131-166, March.
  • Hamilton, Jonathan & Graddy, Kathryn & Campbell, Rachel, 2009. "Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed," CEPR Discussion Papers 7344, C.E.P.R. Discussion Papers.
• Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 563-579, August.
  • Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2011. "TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach," SERIES 0040, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Oct 2011.
• Peter Aling & Shakill Hassan, 2012. "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 301-318, September.
  • Peter Aling & Dr. Shakill Hassan, 2012. "NoArbitrage OneFactor Models of the South African TermStructure of Interest Rates," Working Papers 4946, South African Reserve Bank.
• Hoderlein, Stefan & Sherman, Robert, 2015. "Identification and estimation in a correlated random coefficients binary response model," Journal of Econometrics, Elsevier, vol. 188(1), pages 135-149.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers 42/12, Institute for Fiscal Studies.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
  • Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Gautier, Eric & Hoderlein, Stefan, 2011. "A triangular treatment effect model with random coefficients in the selection equation," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.
  • Eric Gautier & Stefan Hoderlein, 2012. "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015.
  • Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers 39/12, Institute for Fiscal Studies.
• Bontempi, Maria Elena & Mammi, Irene, 2012. "A strategy to reduce the count of moment conditions in panel data GMM," MPRA Paper 40720, University Library of Munich, Germany.
  • M. E. Bontempi & I. Mammi, 2012. "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers wp843, Dipartimento Scienze Economiche, Universita' di Bologna.
• Francesca Bassi & Alessandra Padoan & Ugo Trivellato, 2012. "Inconsistencies in reported employment characteristics among employed stayers," Statistica, Department of Statistics, University of Bologna, vol. 72(1), pages 93-109.
  • Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo, 2008. "Inconsistencies in Reported Employment Characteristics among Employed Stayers," IZA Discussion Papers 3908, Institute of Labor Economics (IZA).
• Lamarche Jean-Francois & Koustasy Zisimos, 2012. "Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-26, December.
  • Zisimos Koustas & Jean-Francois Lamarche, 2010. "Estimation of a nonlinear Taylor rule using real-time U.S. data," Working Papers 1005, Brock University, Department of Economics.
• Delia TESELIOS & Mihaela ALBICI, 2012. "Using Statistical Survey In Economics," Management Strategies Journal, Constantin Brancoveanu University, vol. 16(2), pages 34-39.
• David E. Card & David S. Lee & Zhuan Pei & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NRN working papers 2012-14, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
  • Zhuan Pei & David Card & David S. Lee & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," Working Papers 60, Brandeis University, Department of Economics and International Business School.
  • David Card & David Lee & Zhuan Pei & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NBER Working Papers 18564, National Bureau of Economic Research, Inc.
• Eduardo Fraga Lima de Melo & Sergio Luis Franklin Jr. & César da Rocha Neves, 2012. "Raffle Risk Valuation in With-Raffle Savings Account," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(2), pages 197-213.
• Florens, Jean-Pierre & Sokullu, Senay, 2017. "Nonparametric Estimation Of Semiparametric Transformation Models," Econometric Theory, Cambridge University Press, vol. 33(4), pages 839-873, August.
  • Senay Sokullu, 2012. "Nonparametric Estimation of Semiparametric Transformation Models," Bristol Economics Discussion Papers 12/625, School of Economics, University of Bristol, UK.
• Nathalie Havet & Magali Morelle & Raphaël Remonnay & Marie-Odile Carrère, 2012. "Econometric treatment of few protest responses in willingness-to-pay studies: An application in health care," Recherches économiques de Louvain, De Boeck Université, vol. 78(2), pages 53-74.
  • Nathalie HAVET & Magali MORELLE & Raphael REMONNAY & Marie-Odile CARRERE, 2012. "Econometric treatment of few protest responses in willingness-to-pay studies: An application in health care," Discussion Papers (REL - Recherches Economiques de Louvain) 2012023, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Éric Heyer & Mathieu Plane, 2012. "Impact des allégements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(7), pages 123-140.
  • Eric Heyer & Mathieu Plane, 2012. "Impact des allègements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," SciencePo Working papers Main hal-01024681, HAL.
  • Eric Heyer & Mathieu Plane, 2012. "Impact des allègements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Post-Print hal-01024681, HAL.
• M. Hashem Pesaran, 2015. "Testing Weak Cross-Sectional Dependence in Large Panels," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1089-1117, December.
  • Pesaran, M. Hashem, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," IZA Discussion Papers 6432, Institute of Labor Economics (IZA).
  • Pesaran, M. H., 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," Cambridge Working Papers in Economics 1208, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," CESifo Working Paper Series 3800, CESifo.
• Hayakawa, K. & Pesaran, M.H., 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge.
• Jevtić, Petar & Luciano, Elisa & Vigna, Elena, 2013. "Mortality surface by means of continuous time cohort models," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 122-133.
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• Artuç, Erhan & Pourpourides, Panayiotis M., 2014. "R&D and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 54-71.
  • Artuc, Erhan & Pourpourides, Panayiotis M., 2012. "R&D and aggregate fluctuations," Policy Research Working Paper Series 6017, The World Bank.
  • Artu , Erhan & Pourpourides, Panayiotis M., 2012. "R&D and Aggregate Fluctuations," Cardiff Economics Working Papers E2012/2, Cardiff University, Cardiff Business School, Economics Section.
  • Erhan Artuc & Panayiotis M. Pourpourides, 2012. "R&D and Aggregate Fluctuations," Working Papers 2012-1, Central Bank of Cyprus.
• Ruge-Murcia, Francisco J., 2007. "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2599-2636, August.
  • Ruge-Murcia, Francisco J., 2002. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series qt4fc8x822, Department of Economics, UC San Diego.
  • Francisco J. Ruge-Murcia, 2004. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers 83, Society for Economic Dynamics.
  • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
• Niels Haldrup & Michael Jansson, 1999. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Tinbergen Institute Discussion Papers 99-005/4, Tinbergen Institute.
  • Jansson, Michael & Haldrup, Niels Prof., 2000. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," University of California at San Diego, Economics Working Paper Series qt5b13w0rp, Department of Economics, UC San Diego.
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• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers 1407, Cowles Foundation for Research in Economics, Yale University.
  • Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego.
  • Sainan Jin & Peter Phillips & Yixiao Sun, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Econometric Society 2004 North American Winter Meetings 299, Econometric Society.
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• Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
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• Donald W. K. Andrews & Yixiao Sun, 2004. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Econometrica, Econometric Society, vol. 72(2), pages 569-614, March.
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• M. Hashem Pesaran, 2015. "Testing Weak Cross-Sectional Dependence in Large Panels," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1089-1117, December.
  • Pesaran, M. Hashem, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," IZA Discussion Papers 6432, Institute of Labor Economics (IZA).
  • M. Hashem Pesaran, 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," CESifo Working Paper Series 3800, CESifo.
  • Pesaran, M. H., 2012. "Testing Weak Cross-Sectional Dependence in Large Panels," Cambridge Working Papers in Economics 1208, Faculty of Economics, University of Cambridge.
• Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper series 38_12, Rimini Centre for Economic Analysis.
  • Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," CESifo Working Paper Series 3850, CESifo.
  • Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers 6583, Institute of Labor Economics (IZA).
• Matyas, Laszlo & Hornok, Cecilia & Pus, Daria, 2012. "The formulation and estimation of random effects panel data models of trade," MPRA Paper 36789, University Library of Munich, Germany.
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• Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
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• Miriam Basem-Hassan Lomabrdi & Ahmad H. Juma'h & Felix Cué García & Ángel L. Ruiz Mercado, Antonio A. Lloréns Rivera, 2012. "La inversión extranjera directa, las exportaciones, el producto interno bruto y el mercado laboral en Puerto Rico," Revista Ecos de Economía, Universidad EAFIT, October.
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• Garcia-Alvarez, M.T. & Moreno-Cuartas, B., 2012. "Un Analisis De Los Efectos De La Reforma Del Sector Electrico Español Sobre Su Estructura Y Competencia," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 12(2).
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• Baldauf, Markus & Santos Silva, J.M.C., 2012. "On the use of robust regression in econometrics," Economics Letters, Elsevier, vol. 114(1), pages 124-127.
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  • Simar, Léopold & Vanhems, Anne, 2010. "Probabilistic Characterization of Directional Distances and their Robust Versions," TSE Working Papers 10-195, Toulouse School of Economics (TSE).
  • Simar, Leopold & Vanhems, Anne, 2012. "Probabilistic characterization of directionaldistances and their robustversions," LIDAM Reprints ISBA 2012003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2012. "Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration," Journal of Econometrics, Elsevier, vol. 167(1), pages 16-37.
• Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
  • Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006. "Robust Subsampling," Swiss Finance Institute Research Paper Series 06-33, Swiss Finance Institute.
• Jenish, Nazgul, 2012. "Nonparametric spatial regression under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 167(1), pages 224-239.
• Li, Dong & Ling, Shiqing, 2012. "On the least squares estimation of multiple-regime threshold autoregressive models," Journal of Econometrics, Elsevier, vol. 167(1), pages 240-253.
• Westerlund, Joakim & Larsson, Rolf, 2012. "Testing for a unit root in a random coefficient panel data model," Journal of Econometrics, Elsevier, vol. 167(1), pages 254-273.
  • Westerlund, Joakim & Larsson, Rolf, 2009. "Testing for a Unit Root in a Random Coefficient Panel Data Model," Working Papers in Economics 383, University of Gothenburg, Department of Economics.
• Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
• Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
• Kristensen, Dennis & Shin, Yongseok, 2012. "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
  • Dennis Kristensen & Yongseok Shin, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-58, Department of Economics and Business Economics, Aarhus University.
• Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012. "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, vol. 167(2), pages 370-382.
  • Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
• Park, Joon Y. & Qian, Junhui, 2012. "Functional regression of continuous state distributions," Journal of Econometrics, Elsevier, vol. 167(2), pages 397-412.
• Kim, Chang Sik & Kim, In-Moo, 2012. "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, vol. 167(2), pages 448-457.
• Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012. "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, vol. 167(2), pages 458-472.
  • Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008. "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers 2008-46, Department of Economics and Business Economics, Aarhus University.
• Qian, Junhui & Wang, Le, 2012. "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, vol. 167(2), pages 483-493.
  • Qian, Junhui & Wang, Le, 2009. "Estimating Semiparametric Panel Data Models by Marginal Integration," MPRA Paper 18850, University Library of Munich, Germany.
• Robinson, Peter M. & Thawornkaiwong, Supachoke, 2012. "Statistical inference on regression with spatial dependence," Journal of Econometrics, Elsevier, vol. 167(2), pages 521-542.
• Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
• Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G., 2012. "Bayesian estimation approaches to first-price auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 47-59.
• Horowitz, Joel L. & Lee, Sokbae, 2012. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, vol. 168(2), pages 175-188.
  • Joel L. Horowitz & Sokbae (Simon) Lee, 2009. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP18/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Joel L. Horowitz & Sokbae (Simon) Lee, 2010. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP19/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Onatski, Alexei, 2012. "Asymptotics of the principal components estimator of large factor models with weakly influential factors," Journal of Econometrics, Elsevier, vol. 168(2), pages 244-258.
• Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
  • James D. Hamilton & Jing Cynthia Wu, 2012. "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers 17772, National Bureau of Economic Research, Inc.
• Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
  • Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Other publications TiSEM a6228ada-1ab5-47ee-9d23-4, Tilburg University, School of Economics and Management.
  • Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
• Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise, 2012. "Quantile treatment effects in the regression discontinuity design," Journal of Econometrics, Elsevier, vol. 168(2), pages 382-395.
  • Frölich, Markus & Melly, Blaise, 2008. "Quantile Treatment Effects in the Regression Discontinuity Design," IZA Discussion Papers 3638, Institute of Labor Economics (IZA).
• Su, Liangjun & Jin, Sainan, 2012. "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, vol. 169(1), pages 34-47.
• Robinson, Peter M., 2012. "Nonparametric trending regression with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 169(1), pages 4-14.
• Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
• Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2012. "A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model," Journal of Econometrics, Elsevier, vol. 170(1), pages 164-177.
  • Badi H. Baltagi & Qu Feng & Chihwa Kao, 2012. "A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 137, Center for Policy Research, Maxwell School, Syracuse University.
• Koo, Bonsoo & Linton, Oliver, 2012. "Estimation of semiparametric locally stationary diffusion models," Journal of Econometrics, Elsevier, vol. 170(1), pages 210-233.
• Tsionas, Efthymios G., 2012. "Maximum likelihood estimation of stochastic frontier models by the Fourier transform," Journal of Econometrics, Elsevier, vol. 170(1), pages 234-248.
• Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
• Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
  • Kemp, GCR & Santos Silva, JMC, 2010. "Regression towards the mode," Economics Discussion Papers 5757, University of Essex, Department of Economics.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012. "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
  • Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009. "Inference regarding multiple structural changes in linear models with endogenous regressors," Centre for Growth and Business Cycle Research Discussion Paper Series 125, Economics, The University of Manchester.
• Peñaranda, Francisco & Sentana, Enrique, 2012. "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
  • Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
  • Sentana, Enrique & Peñaranda, Francisco, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
  • Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
  • Enrique Sentana & Francisco Penaranda, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers dp497, Financial Markets Group.
• Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.
• Antoine, Bertille & Renault, Eric, 2012. "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
  • Bertille Antoine & Eric Renault, 2012. "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers dp12-03, Department of Economics, Simon Fraser University.
• Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
• Gospodinov, Nikolay & Otsu, Taisuke, 2012. "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 170(2), pages 476-490.
  • Nikolay Gospodinov & Taisuke Otsu, 2008. "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers 08010, Concordia University, Department of Economics.
• Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2012. "Nonparametric estimation and inference about the overlap of two distributions," Journal of Econometrics, Elsevier, vol. 171(1), pages 1-23.
• Chen, Jia & Gao, Jiti & Li, Degui, 2012. "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
  • Jia Chen & Jiti Gao & Degui Li, 2010. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers 2010-10, University of Adelaide, School of Economics and Public Policy.
  • Jia Chen & Jiti Gao & Degui Li, 2011. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/11, Monash University, Department of Econometrics and Business Statistics.
• Simar, Léopold & Vanhems, Anne & Wilson, Paul W., 2012. "Statistical inference for DEA estimators of directional distances," European Journal of Operational Research, Elsevier, vol. 220(3), pages 853-864.
  • Simar, Leopold & Vanhems, Anne & Wilson, Paul W., 2011. "Statistical Inference for DEA Estimators of Directional Distances," LIDAM Discussion Papers ISBA 2011035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Vanhems, Anne & Wilson, Paul W., 2012. "Statistical inference for DEA estimators of directional distances," LIDAM Reprints ISBA 2012018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Leung, Pui-Lam & Ng, Hon-Yip & Wong, Wing-Keung, 2012. "An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment," European Journal of Operational Research, Elsevier, vol. 222(1), pages 85-95.
• Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter, 2012. "Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 147-161.
• Candelon, B. & Hurlin, C. & Tokpavi, S., 2012. "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
  • Candelon, B. & Hurlin, C. & Tokpavi, S., 2011. "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012. "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Post-Print hal-01385835, HAL.
• Gospodinov, Nikolay & Hirukawa, Masayuki, 2012. "Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 595-609.
• McCulloch, James, 2012. "Fractal market time," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 686-701.
• Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2012. "A new country risk index for emerging markets: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 741-761.
• Wang, H. & Zhou, P. & Zhou, D.Q., 2012. "An empirical study of direct rebound effect for passenger transport in urban China," Energy Economics, Elsevier, vol. 34(2), pages 452-460.
• Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral, 2012. "Estimation of elasticity price of electricity with incomplete information," Energy Economics, Elsevier, vol. 34(3), pages 627-633.
  • Xavier Labandeira Villot & José María Labeaga & Xiral López-Otero, 2009. "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers 2009-18, FEDEA.
  • Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2010. "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers 01-2010, Economics for Energy.
• Bildirici, Melike E. & Kayıkçı, Fazıl, 2012. "Economic growth and electricity consumption in former Soviet Republics," Energy Economics, Elsevier, vol. 34(3), pages 747-753.
• Wang, Zhaohua & Yang, Zhongmin & Zhang, Yixiang & Yin, Jianhua, 2012. "Energy technology patents–CO2 emissions nexus: An empirical analysis from China," Energy Policy, Elsevier, vol. 42(C), pages 248-260.
  • Zhaohua Wang & Yixiang Zhang & Xian Zhang, 2011. "Energy technology patents-CO2 emissions nexus: An empirical analysis from China," CEEP-BIT Working Papers 21, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
• Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi, 2012. "Robust estimation of covariance and its application to portfolio optimization," Finance Research Letters, Elsevier, vol. 9(3), pages 121-134.
• Huang, Xin & Zhou, Hao & Zhu, Haibin, 2012. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Journal of Financial Stability, Elsevier, vol. 8(3), pages 193-205.
  • Xin Huang & Hao Zhou & Haibin Zhu, 2009. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Finance and Economics Discussion Series 2009-44, Board of Governors of the Federal Reserve System (U.S.).
  • Xin Huang & Hao Zhou & Haibin Zhu, 2010. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," BIS Working Papers 296, Bank for International Settlements.
• Yoder, Jonathan & Gebert, Krista, 2012. "An econometric model for ex ante prediction of wildfire suppression costs," Journal of Forest Economics, Elsevier, vol. 18(1), pages 76-89.
• Kristensen, Troels & Olsen, Kim Rose & Kilsmark, Jannie & Lauridsen, Jørgen T. & Pedersen, Kjeld Møller, 2012. "Economies of scale and scope in the Danish hospital sector prior to radical restructuring plans," Health Policy, Elsevier, vol. 106(2), pages 120-126.
• Carare, Octavian & Zentner, Alejandro, 2012. "Program substitutability in network television: Evidence from Argentina," Information Economics and Policy, Elsevier, vol. 24(2), pages 145-160.
• Bax, Eric & Kuratti, Anand & Mcafee, Preston & Romero, Julian, 2012. "Comparing predicted prices in auctions for online advertising," International Journal of Industrial Organization, Elsevier, vol. 30(1), pages 80-88.
• Ahčan, Aleš, 2012. "Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 131-138.
• Pešta, Michal & Hudecová, Šárka, 2012. "Asymptotic consistency and inconsistency of the chain ladder," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 472-479.
• Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.
• Lee, David & Li, Wai Keung & Wong, Tony Siu Tung, 2012. "Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 538-550.
• Kaeck, Andreas & Alexander, Carol, 2012. "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3110-3121.
• Chavez-Demoulin, V. & McGill, J.A., 2012. "High-frequency financial data modeling using Hawkes processes," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3415-3426.
• Xing, Haipeng & Sun, Ning & Chen, Ying, 2012. "Credit rating dynamics in the presence of unknown structural breaks," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 78-89.
• Yan, Yuxing & Zhang, Shaojun, 2012. "An improved estimation method and empirical properties of the probability of informed trading," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 454-467.
• Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012. "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1354-1361.
  • José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011. "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 75-84, Bank for International Settlements.
• Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N., 2012. "Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2522-2531.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012. "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
  • Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
• Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2012. "On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)," Journal of Economics and Business, Elsevier, vol. 64(6), pages 427-438.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012. "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, vol. 106(1), pages 114-131.
• Ang, Andrew & Kristensen, Dennis, 2012. "Testing conditional factor models," Journal of Financial Economics, Elsevier, vol. 106(1), pages 132-156.
  • Dennis Kristensen & Andrew Ang, 2009. "Testing Conditional Factor Models," CREATES Research Papers 2009-09, Department of Economics and Business Economics, Aarhus University.
  • Andrew Ang & Dennis Kristensen, 2011. "Testing Conditional Factor Models," NBER Working Papers 17561, National Bureau of Economic Research, Inc.

2011

• Mark Podolskij & Mathieu Rosenbaum, 2012. "Testing the local volatility assumption: a statistical approach," Annals of Finance, Springer, vol. 8(1), pages 31-48, February.
  • Mark Podolskij & Mathieu Rosenbaum, 2011. "Testing the local volatility assumption: a statistical approach," CREATES Research Papers 2011-04, Department of Economics and Business Economics, Aarhus University.
• Dennis Kristensen, 2012. "Non‐parametric detection and estimation of structural change," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 420-461, October.
  • Dennis Kristensen, 2011. "Nonparametric Detection and Estimation of Structural Change," CREATES Research Papers 2011-13, Department of Economics and Business Economics, Aarhus University.
• Tom Engsted & Thomas Q. Pedersen, 2014. "Bias-Correction in Vector Autoregressive Models: A Simulation Study," Econometrics, MDPI, vol. 2(1), pages 1-27, March.
  • Tom Engsted & Thomas Q. Pedersen, 2011. "Bias-correction in vector autoregressive models: A simulation study," CREATES Research Papers 2011-18, Department of Economics and Business Economics, Aarhus University.
• Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011. "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers 2011-21, Department of Economics and Business Economics, Aarhus University.
• Rasmus T. Varneskov & Pierre Perron, 2018. "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
  • Pierre Perron & Rasmus T. Varneskov, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2011-050, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2017. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
  • Rasmus T. Varneskov & Pierre Perron, 2015. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series wp2015-015, Boston University - Department of Economics.
  • Rasmus Tangsgaard Varneskov & Pierre Perron, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.
• Mauro Mediavilla Bordalejo & Liliana Gallego, 2011. "Un análisis de los condicionantes del rendimiento académico en Brasil a partir del SAEB-2005," Investigaciones de Economía de la Educación volume 6, in: Antonio Caparrós Ruiz (ed.), Investigaciones de Economía de la Educación 6, edition 1, volume 6, chapter 10, pages 167-184, Asociación de Economía de la Educación.
• Maria PASCU-NEDELCU, 2011. "Merton Model For Assessing The Cost Of Capital, Mathematical Amount But Not Also Economic Amount Of Capm And Apt Models," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, vol. 3(1), pages 47-61, March.
• Attavanich, Witsanu & McCarl, Bruce A., 2011. "The Effect of Climate Change, CO2 Fertilization, and Crop Production Technology on Crop Yields and Its Economic Implications on Market Outcomes and Welfare Distribution," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103324, Agricultural and Applied Economics Association.
• Madau, Fabio A., 2011. "Parametric Estimation of Technical and Scale Efficiencies in Italian Citrus Farming," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 12(01).
  • Madau, Fabio A., 2010. "Parametric Estimation Of Technical And Scale Efficiencies In Italian Citrus Farming," MPRA Paper 26818, University Library of Munich, Germany.
• Thorat, V.A. & Dhekale, J.S. & Patil, H.K. & Tilekar, S.N., 2011. "Determinants of Rural-Urban Migration in Konkan Region of Maharashtra," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 24(Conferenc), November.
• A. Cheptea & A. Gohin & Marilyne Huchet, 2008. "Applying the gravity approach to sector trade: who bears the trade costs?," Post-Print hal-00742046, HAL.
  • Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2011. "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers 208113, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  • Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon, 2011. "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers SMART 11-01, INRAE UMR SMART.
  • Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2008. "Applying the gravity approach to sector trade: Who bears the trade costs?," Conference papers 331671, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Goetz, Christian & Heckelei, Thomas, 2010. "Determinants of Bilateral Food Related Disputes," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61773, Agricultural and Applied Economics Association.
  • Götz, Christian & Heckelei, Thomas, 2011. "Determinants of Bilateral Food Related Disputes," Discussion Papers 162893, University of Bonn, Institute for Food and Resource Economics.
• Patrick Withey & G. Cornelis van Kooten, 2011. "The Effect of Climate Change on Wetlands and Waterfowl in Western Canada: Incorporating Cropping Decisions into a Bioeconomic Model," Working Papers 2011-06, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
  • Withey, Patrick & van Kooten, G. Cornelis, 2011. "The Effect of Climate Change on Wetlands and Waterfowl in Western Canada: Incorporating Cropping Decisions into a Bioeconomic Model," Working Papers 117437, University of Victoria, Resource Economics and Policy.
• Gibson, Fiona L. & Burton, Michael P., 2011. "Determining the change in welfare estimates from introducing measurement error in non-linear choice models," Working Papers 103428, University of Western Australia, School of Agricultural and Resource Economics.
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper 2011-013, Tilburg University, Center for Economic Research.
  • Einmahl, John H. J. & Krajina, Andrea & Segers, Johan, 2012. "An M-estimator for tail dependence in arbitrary dimensions," LIDAM Reprints ISBA 2012035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012. "An M-estimator for tail dependence in arbitrary dimensions," Other publications TiSEM 7d447c58-3e8f-4387-b36b-e, Tilburg University, School of Economics and Management.
  • EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011. "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA 2011005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Other publications TiSEM 27508aa0-9825-4d9e-b1f4-1, Tilburg University, School of Economics and Management.
• Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014. "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 456-470.
  • Florens , Mark & Simar, Leopold & Van Keilegom, Ingrid, 2011. "Frontier estimation in nonparametric location-scale models," LIDAM Discussion Papers ISBA 2011030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid, 2013. "Frontier estimation in nonparametric location-scale models," LIDAM Reprints ISBA 2013035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2014. "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," Journal of Econometrics, Elsevier, vol. 178(P3), pages 444-455.
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• Léopold Simar & Valentin Zelenyuk, 2011. "Stochastic FDH/DEA estimators for frontier analysis," Journal of Productivity Analysis, Springer, vol. 36(1), pages 1-20, August.
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• Léopold Simar & Paul W. Wilson, 2011. "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," International Series in Operations Research & Management Science, in: William W. Cooper & Lawrence M. Seiford & Joe Zhu (ed.), Handbook on Data Envelopment Analysis, chapter 0, pages 241-271, Springer.
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• Bulent Oz & Yucel Ayricay & Gokturk Kalkan, 2011. "Predicting Stock Returns With Financial Ratios: A Discriminant Analysis Application On The Ise 30 Index Stocks," Anadolu University Journal of Social Sciences, Anadolu University, vol. 11(3), pages 51-64, September.
• Agostinho S. Rosa, 2011. "Inflation and Budget Deficit: What is the Relationship in Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(2), pages 215-237.
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2010. "Qualidade das Instituições e PIB per capita nos Municípios Brasileiros," Working Papers 0108, Universidade Federal do Paraná, Department of Economics.
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• Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira, 2012. "Taxa de Câmbio e Preços de Commodities: Uma Investigação sobre a Hipótese da Doença Holandesa no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 13(1), pages 93-130.
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• Jianqing Fan & Jinchi Lv & Lei Qi, 2011. "Sparse High-Dimensional Models in Economics," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 291-317, September.
• Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul, 2013. "Density approximations for multivariate affine jump-diffusion processes," Journal of Econometrics, Elsevier, vol. 176(2), pages 93-111.
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• Song, Song & Bickel, Peter J., 2011. "Large vector auto regressions," SFB 649 Discussion Papers 2011-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Li, Chang-Shuai, 2012. "Common persistence in conditional variance: A reconsideration," Economic Modelling, Elsevier, vol. 29(5), pages 1809-1819.
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• Craig Blackburn & Michael Sherris, 2011. "Consistent Dynamic Affine Mortality Model for Longevity Risk Applications," Working Papers 201107, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
• Creel, Michael & Kristensen, Dennis, 2011. "Indirect Likelihood Inference," Dynare Working Papers 8, CEPREMAP.
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• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
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  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
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• Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 563-579, August.
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• Beatriz Larraz, 2011. "An Expert System for Online Residential Properties Valuation," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 69-82, April.
• Alexander Tasev, 2011. "Comparison of the Static Time Series of the Bulgarian Trade Turnover between 1986–2006," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 42-67.
• Granturco Mariagrazia & Maria Grazia Miele, 2011. "The Italian private equity funds: an analysis of the portfolio companies� economic and financial conditions," Questioni di Economia e Finanza (Occasional Papers) 98, Bank of Italy, Economic Research and International Relations Area.
• Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2011. "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers 2011-11, Banco de México.
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• Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
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• Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
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• Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011. "Local and Global Rank Tests for Multivariate Varying-Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 295-306.
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• Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012. "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1354-1361.
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• Feng, Zhen-Hua & Wei, Yi-Ming & Wang, Kai, 2012. "Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS," Applied Energy, Elsevier, vol. 99(C), pages 97-108.
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• Wang, Zhaohua & Yang, Zhongmin & Zhang, Yixiang & Yin, Jianhua, 2012. "Energy technology patents–CO2 emissions nexus: An empirical analysis from China," Energy Policy, Elsevier, vol. 42(C), pages 248-260.
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• Damiano Fiorillo, 2011. "Do Monetary Rewards Crowd Out The Intrinsic Motivation Of Volunteers? Some Empirical Evidence For Italian Volunteers," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 82(2), pages 139-165, June.
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• Silvestro Di Sanzo, 2011. "Output Fluctuations Persistence: Do Cyclical Shocks Matter?," Bulletin of Economic Research, Wiley Blackwell, vol. 63(1), pages 28-52, January.
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• Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2011. "Alternative Estimating And Testing Empirical Strategies For Fractional Regression Models," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 19-68, February.
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• Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
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• Bernhard Herz & Marco Wagner, 2011. "The Dark Side of the Generalized System of Preferences," Review of International Economics, Wiley Blackwell, vol. 19(4), pages 763-775, September.
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• Ankita Mishra & Ranjan Ray, 2011. "Prices, Inequality, And Poverty: Methodology And Indian Evidence," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 57(3), pages 428-448, September.
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• Christophe Croux & Catherine Dehon & Abdelilah Yadine, 2011. "On the Optimality of Multivariate S‐Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(2), pages 332-341, June.
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• John H. J. Einmahl & Sander G. W. R. Smeets, 2011. "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 32-42, February.
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• ALBU Lucian-Liviu, 2011. "Changes In Economy Or Changes In Economics?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 55(2), pages 28-31.
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• Thanassis Kazanas & Elias Tzavalis, 2011. "Unveiling the monetary policy rule in euro area," Working Papers 130, Bank of Greece.
• Rasmus T. Varneskov & Pierre Perron, 2018. "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
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• Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011. "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-26, January.
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• Dahl Christian M & Iglesias Emma, 2011. "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-32, February.
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• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011. "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(3), pages 335-363.
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• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011. "Les effets de la crise des subprimes sur le marché financier mexicain," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 461-470.
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• Jérôme Creel & Éric Heyer & Mathieu Plane, 2011. "Petit précis de politique budgétaire par tous les temps. Les multiplicateurs budgétaires au cours du cycle," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 61-88.
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• Emma M. Iglesias & Garry D. A. Phillips, 2012. "Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
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• Christoph Jeßberger, 2011. "Multilateral Environmental Agreements up to 2050: Are They Sustainable Enough?," ifo Working Paper Series 98, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Elise Coudin & Jean-Marie Dufour, 2011. "Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors," CIRANO Working Papers 2011s-24, CIRANO.
• Jean-Marie Dufour & Tarek Jouini, 2011. "Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models," CIRANO Working Papers 2011s-25, CIRANO.
• Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
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• Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(1), pages 1-51, February.
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• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011. "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, CEMLA, vol. 0(1), pages 33-75, January-J.
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• Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 178-211, July.
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• Daniel Londono Cano & Edwar Londono Zapata & Andrés Ramirez Hassan, 2011. "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," Revista Ecos de Economía, Universidad EAFIT, June.
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• Jhon James Mora & Maria Paola Ulloa, 2011. "El efecto de la educación sobre la calidad del empleo en Colombia," Borradores de Economía y Finanzas 7999, Universidad Icesi.
• Jhon James Mora & Cecilia Albert Verdú & Carlos G. Gonzalez, 2011. "Análisis de la evolución y caracterización de la demanda de educación universitaria en Colombia," Borradores de Economía y Finanzas 9451, Universidad Icesi.
• Salinas Rincón, José Daniel & Aragón Urrego, Daniel, 2011. "Estructura de ingresos para trabajadores asalariados y por cuenta propia en la ciudad de Ibagué," Borradores Departamento de Economía 9144, Universidad de Antioquia, CIE.
• Daniel Londono Cano & Edwar Londono Zapata & Andrés Ramirez Hassan, 2011. "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," Revista Ecos de Economía, Universidad EAFIT, June.
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• Michael Creel & Dennis Kristensen, 2011. "Indirect likelihood inference," UFAE and IAE Working Papers 874.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
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• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
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• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
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• Xavier D'Haultfœuille & Roland Rathelot, 2017. "Measuring segregation on small units: A partial identification analysis," Quantitative Economics, Econometric Society, vol. 8(1), pages 39-73, March.
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• Carmine ORNAGHI & Ilke VAN BEVEREN, 2011. "Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis," LIDAM Discussion Papers IRES 2011029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Marina Yesica Recalde, 2011. "Determinantes de la inversión en exploración de hidrocarburos: un análisis del caso argentino," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 34(94), pages 40-52, Enero-Abr.
• Zhiguo Xiao, 2011. "Efficient Estimation of Moment Condition Models with Heterogenous Populations," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 89-107, May.
• Zhengyu Zhang, 2011. "A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models," CEMA Working Papers 457, China Economics and Management Academy, Central University of Finance and Economics.
• Otsu, Taisuke & Whang, Yoon-Jae, 2011. "Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood," Econometric Theory, Cambridge University Press, vol. 27(1), pages 114-153, February.
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• Flury, Thomas & Shephard, Neil, 2011. "Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models," Econometric Theory, Cambridge University Press, vol. 27(5), pages 933-956, October.
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• Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1236-1278, December.
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• Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011. "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1320-1368, December.
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• Taisuke Otsu, 2011. "Large deviations of generalized method of moments and empirical likelihood estimators," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 321-329, July.
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• Otsu, Taisuke, 2011. "Moderate deviations of generalized method of moments and empirical likelihood estimators," Journal of Multivariate Analysis, Elsevier, vol. 102(8), pages 1203-1216, September.
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• Ivan Canay & Taisuke Otsu, 2011. "Hodges-Lehmann Optimality for Testing Moment," Cowles Foundation Discussion Papers 1789, Cowles Foundation for Research in Economics, Yale University.
• Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2012. "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 455-477, Emerald Group Publishing Limited.
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• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
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• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
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  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
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  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xiaohong Chen, 2011. "Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review," CeMMAP working papers CWP23/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Otrok Christopher & Pourpourides Panayiotis M., 2019. "On the cyclicality of real wages and wage differentials," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(1), pages 1-18, January.
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• Michaela Barunikova & Jozef Barunik, 2011. "Neural Networks as Semiparametric Option Pricing Tool," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 18(28).
• Stefan Mittnik & Willi Semmler, 2011. "The Instability of the Banking Sector and Macrodynamics: Theory and Empirics," DEGIT Conference Papers c016_080, DEGIT, Dynamics, Economic Growth, and International Trade.
• Thuc Uyen NGUYEN THI & Ludivine MARTIN, 2011. "The Relationship between Innovation and Productivity conditional to R&D and ICT use. An empirical analysis for firms in Luxembourg," Working Papers 11, Development and Policies Research Center (DEPOCEN), Vietnam.
• Gupta, Rangan & Kabundi, Alain, 2011. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 46(1), pages 23-40.
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• Shakeeb Khan & Denis Nekipelov, 2018. "Information structure and statistical information in discrete response models," Quantitative Economics, Econometric Society, vol. 9(2), pages 995-1017, July.
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• Arnab Bhattacharjee & Eduardo Castro & João Marques, 2012. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 133-167, March.
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• Luciani, Matteo, 2014. "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, vol. 30(1), pages 20-29.
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• Sridhar Narayanan & Harikesh S. Nair, 2011. "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Working Papers 11-22, NET Institute.
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• P. Gagliardini & C. Gourieroux & E. Renault, 2011. "Efficient Derivative Pricing by the Extended Method of Moments," Econometrica, Econometric Society, vol. 79(4), pages 1181-1232, July.
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• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
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• Kairat T. Mynbaev, 2011. "Regressions with asymptotically collinear regressors," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 304-320, July.
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• Taisuke Otsu, 2011. "Large deviations of generalized method of moments and empirical likelihood estimators," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 321-329, July.
  • Taisuke Otsu, 2011. "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Cowles Foundation Discussion Papers 1783, Cowles Foundation for Research in Economics, Yale University.
• Degui Li & Jia Chen & Jiti Gao, 2011. "Non‐parametric time‐varying coefficient panel data models with fixed effects," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 387-408, October.
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• Arnab Bhattacharjee & Eduardo Castro & João Marques, 2012. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 133-167, March.
  • Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Dundee Discussion Papers in Economics 253, Economic Studies, University of Dundee.
  • Bhattacharjee, Arnab & de Castro, Eduardo Anselmo & Marques, João Lourenço, 2011. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," SIRE Discussion Papers 2011-45, Scottish Institute for Research in Economics (SIRE).
• Khan, Imran Ullah & Kalirajan, Kaliappa, 2011. "The impact of trade costs on exports: An empirical modeling," Economic Modelling, Elsevier, vol. 28(3), pages 1341-1347, May.
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• Yang, Hu & Wu, Xingcui, 2011. "Semiparametric EGARCH model with the case study of China stock market," Economic Modelling, Elsevier, vol. 28(3), pages 761-766.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
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• Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011. "The effects of the subprime crisis on the Latin American financial markets: An empirical assessment," Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
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• Santos, Sonia de Lucas & Rodríguez, María Jesús Delgado & Ayuso, Inmaculada Álvarez, 2011. "Application of factor models for the identification of countries sharing international reference-cycles," Economic Modelling, Elsevier, vol. 28(6), pages 2424-2431.
• Bloor, Chris & Matheson, Troy, 2011. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
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• Wittenberg, Martin, 2011. "Estimating expenditure impacts without expenditure data using asset proxies," Economics Letters, Elsevier, vol. 110(2), pages 122-125, February.
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• Baltagi, Badi H. & Liu, Long, 2011. "Instrumental variable estimation of a spatial autoregressive panel model with random effects," Economics Letters, Elsevier, vol. 111(2), pages 135-137, May.
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• Santos Silva, J.M.C. & Tenreyro, Silvana, 2011. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Letters, Elsevier, vol. 112(2), pages 220-222, August.
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• Baltagi, Badi H. & Liu, Long, 2011. "An improved generalized moments estimator for a spatial moving average error model," Economics Letters, Elsevier, vol. 113(3), pages 282-284.
• Zhang, Lan & Mykland, Per A. & Aït-Sahalia, Yacine, 2011. "Edgeworth expansions for realized volatility and related estimators," Journal of Econometrics, Elsevier, vol. 160(1), pages 190-203, January.
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• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Subsampling realised kernels," Journal of Econometrics, Elsevier, vol. 160(1), pages 204-219, January.
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• Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011. "Panels with non-stationary multifactor error structures," Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.
  • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
  • G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010. "Panels with nonstationary multifactor error structures," Post-Print hal-00768190, HAL.
  • Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
  • Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge.
  • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo.
• Garcia, René & Renault, Eric & Veredas, David, 2011. "Estimation of stable distributions by indirect inference," Journal of Econometrics, Elsevier, vol. 161(2), pages 325-337, April.
  • GARCIA, René & RENAULT, Eric & VEREDAS, David, 2006. "Estimation of stable distributions by indirect inference," LIDAM Discussion Papers CORE 2006112, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
  • Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
  • Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
• Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, vol. 162(2), pages 362-368, June.
  • Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2009. "Regression with Imputed Covariates:a Generalized Missing Indicator Approach," CEIS Research Paper 150, Tor Vergata University, CEIS, revised 08 Oct 2009.
  • Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Post-Print hal-00815561, HAL.
• Deschamps, Philippe J., 2011. "Bayesian estimation of an extended local scale stochastic volatility model," Journal of Econometrics, Elsevier, vol. 162(2), pages 369-382, June.
• Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Journal of Econometrics, Elsevier, vol. 164(1), pages 92-115, September.
  • Alev Atak & Oliver Linton & Zhijie Xiao, 2010. "A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom," Boston College Working Papers in Economics 762, Boston College Department of Economics.
  • Alev Atak & Oliver Linton & Zhijie Xiao, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Post-Print hal-00844810, HAL.
  • Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
• Kurozumi, Eiji & Tuvaandorj, Purevdorj, 2011. "Model selection criteria in multivariate models with multiple structural changes," Journal of Econometrics, Elsevier, vol. 164(2), pages 218-238, October.
  • Eiji Kurozumi & Purevdorj Tuvaandorj, 2010. "Model Selection Criteria in Multivariate Models with Multiple Structural Changes," Global COE Hi-Stat Discussion Paper Series gd10-144, Institute of Economic Research, Hitotsubashi University.
• Kristensen, Dennis, 2011. "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, vol. 164(2), pages 382-403, October.
  • Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," Discussion Papers 10-10, University of Copenhagen. Department of Economics.
  • Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers 2010-43, Department of Economics and Business Economics, Aarhus University.
• Amano, Tomoyuki & Taniguchi, Masanobu, 2011. "Control variate method for stationary processes," Journal of Econometrics, Elsevier, vol. 165(1), pages 20-29.
• Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
• Robinson, P.M., 2011. "Asymptotic theory for nonparametric regression with spatial data," Journal of Econometrics, Elsevier, vol. 165(1), pages 5-19.
• Malik, Sheheryar & Pitt, Michael K., 2011. "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, vol. 165(2), pages 190-209.
• Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel, 2011. "Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE," Journal of Econometrics, Elsevier, vol. 165(2), pages 246-257.
• Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011. "Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 147-159, January.
• Regnard, Nazim & Zakoïan, Jean-Michel, 2011. "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," Energy Economics, Elsevier, vol. 33(6), pages 1240-1251.
  • Regnard, Nazim & Zakoian, Jean-Michel, 2010. "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," MPRA Paper 22642, University Library of Munich, Germany.
• Galarraga, Ibon & González-Eguino, Mikel & Markandya, Anil, 2011. "Willingness to pay and price elasticities of demand for energy-efficient appliances: Combining the hedonic approach and demand systems," Energy Economics, Elsevier, vol. 33(S1), pages 66-74.
• Fang, Ying & Ren, Yu & Yuan, Yufei, 2011. "Nonparametric estimation and testing of stochastic discount factor," Finance Research Letters, Elsevier, vol. 8(4), pages 196-205.
• Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 2011. "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," Journal of Informetrics, Elsevier, vol. 5(4), pages 594-607.
  • Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 2011. "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," TEMEP Discussion Papers 201176, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2011.
• Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas, 2011. "Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 325-334.
• Bley, Jorg & Saad, Mohsen, 2011. "The effect of financial liberalization on stock-return volatility in GCC markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 662-685.
• Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
• Verdolini, Elena & Galeotti, Marzio, 2011. "At home and abroad: An empirical analysis of innovation and diffusion in energy technologies," Journal of Environmental Economics and Management, Elsevier, vol. 61(2), pages 119-134, March.
  • Elena Verdolini & Marzio Galeotti, 2009. "At Home and Abroad: An Empirical Analysis of Innovation and Diffusion in Energy-Efficient Technologies," Working Papers 2009.123, Fondazione Eni Enrico Mattei.
• Otsu, Taisuke, 2011. "Moderate deviations of generalized method of moments and empirical likelihood estimators," Journal of Multivariate Analysis, Elsevier, vol. 102(8), pages 1203-1216, September.
  • Taisuke Otsu, 2011. "Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Cowles Foundation Discussion Papers 1785, Cowles Foundation for Research in Economics, Yale University.
• Einmahl, John H.J. & van den Akker, Ramon, 2011. "Superefficient estimation of the marginals by exploiting knowledge on the copula," Journal of Multivariate Analysis, Elsevier, vol. 102(9), pages 1315-1319, October.
  • Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Other publications TiSEM 5cc7cb98-6ae3-4e8e-8566-c, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Discussion Paper 2010-120, Tilburg University, Center for Economic Research.
• Sauquet, Alexandre & Lecocq, Franck & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed & Garcia, Serge, 2011. "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Resource and Energy Economics, Elsevier, vol. 33(4), pages 771-781.
  • Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge Garcia, 2011. "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Working Papers - Cahiers du LEF 2011-02, Laboratoire d'Economie Forestiere, AgroParisTech-INRA.
  • Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge S. Garcia, 2011. "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Post-Print hal-01018987, HAL.
• Ana Paula Martins, 2011. "Segmented Life-cycle Labor Markets – Portuguese Evidence," EERI Research Paper Series EERI_RP_2011_05, Economics and Econometrics Research Institute (EERI), Brussels.
• Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2011. "Energy Demand for Heating in Spain: An Empirical Analysis with Policy Purposes," Working Papers 06-2011, Economics for Energy.
• Artiach, Miguel & Arteche, Josu, 2012. "Doubly fractional models for dynamic heteroscedastic cycles," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2139-2158.
  • Artiach Escauriaza, Miguel Manuel & Arteche González, Jesús María, 2011. "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
• Lucian-Liviu Albu, 2012. "A Model To Estimate The Effect Of Global Crisis On The Convergence Process In Eu," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 11-27, January.
  • Lucian-Liviu Albu, 2011. "A model to estimate the effect of global crisis on the convergence process in EU," EcoMod2011 3362, EcoMod.
• Gómez-López, Claudia S. & Barrón Arreola, Karla S. & Moreno Moreno, Luis, 2011. "Crecimiento económico y medio ambiente en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(311), pages 547-582, julio-sep.
• Alejandro López-Feldman & Javier Parada, 2011. "Poverty Dynamics in Rural Mexico: An Analysis Using Four Generations of Poverty Measurement," Working Papers DTE 505, CIDE, División de Economía.
• Pinaki Bag & Michael Jacobs, 2011. "Parsimonious exposure-at-default modeling for unfunded loan commitments," Journal of Risk Finance, Emerald Group Publishing, vol. 13(1), pages 77-94, December.
• Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013. "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, vol. 36(C), pages 526-535.
  • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE 2011-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers EI 2011-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics 11/17, University of Canterbury, Department of Economics and Finance.
  • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers 772, Kyoto University, Institute of Economic Research.
• Doaa Akl Ahmed, 2011. "Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 1-28, November.
• Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012. "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, vol. 115(2), pages 314-317.
  • Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011. "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers 1111, University of Exeter, Department of Economics.
  • Parente, Paulo M D C & Santos Silva, Joao M C, 2011. "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers 3532, University of Essex, Department of Economics.
• Sergey Ivashchenko, 2014. "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
  • Sergey Ivashchenko, 2011. "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series Ec-07/11, European University at St. Petersburg, Department of Economics, revised 20 Sep 2011.
• Sergey Ivashchenko, 2014. "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
  • Sergey Ivashchenko, 2011. "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series 2011/07, European University at St. Petersburg, Department of Economics.
• Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012. "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, vol. 115(2), pages 314-317.
  • Parente, Paulo M D C & Santos Silva, Joao M C, 2011. "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers 3532, University of Essex, Department of Economics.
  • Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011. "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers 1111, University of Exeter, Department of Economics.
• Sonia Marongiu, 2011. "Stima edonimetrica e valorizzazione della qualit? dei vini laziali," Economia agro-alimentare, FrancoAngeli Editore, vol. 13(1-2), pages 467-486.
• Jaromir Tonner & Jiri Polansky & Osvald Vašíèek, 2011. "Parameter Drifting in a DSGE Model Estimated on Czech Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 510-524, November.
• Eric Heyer, 2011. "The effectiveness of economic policy and position in the cycle: the case of tax reductions on overtime in France," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 27(2), pages 364-379.
  • Eric Heyer, 2011. "The effectiveness of economic policy and position in the cycle The case of tax reductions on overtime in France," Documents de Travail de l'OFCE 2011-09, Observatoire Francais des Conjonctures Economiques (OFCE).
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013. "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, vol. 173(1), pages 108-125.
  • Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2011. "Chi-squared tests for evaluation and comparison of asset pricing models," FRB Atlanta Working Paper 2011-08, Federal Reserve Bank of Atlanta.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
  • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011. "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series) 1112, Federal Reserve Bank of Cleveland.
• Turan G. Bali & Hao Zhou, 2011. "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series 2011-45, Board of Governors of the Federal Reserve System (U.S.).
  • Turan G. Bali & Hao Zhou, 2013. "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1306, Koc University-TUSIAD Economic Research Forum.
• Liviu-Stelian BEGU, 2011. "Cohesion In The European Union – Used Markov Chains Method," Review of General Management, Spiru Haret University, Faculty of Management Brasov, vol. 14(2), pages 91-96, November.
• Arne Henningsen & Géraldine Henningsen, 2011. "Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES," IFRO Working Paper 2011/9, University of Copenhagen, Department of Food and Resource Economics.
• Luciano Nakabashi & Ana Elisa Gonçalves Pereira & Adolfo Sachsida, 2013. "Institutions and growth: a developing country case study," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(5), pages 614-634, October.
  • Luciano Nakabashi & Adolfo Sachsida & Ana Elisa Gonçalves Pereira, 2011. "Institutions and growth: a developing country case study," Working Papers 0116, Universidade Federal do Paraná, Department of Economics.
• Michael Louis George, 2011. "Formula for Manufacturing Profit increase based on Thermodynamic Model," Working Papers 0620, Institute of Business Entropy.
• Fithra Faisal Hastiadi, 2011. "East Asian Regionalism: The Need For Asean+3 Fta," Journal of Global Business and Economics, Global Research Agency, vol. 3(1), pages 31-56, July.
• Peter Fuleky & Eric Zivot, 2014. "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 383-393, October.
  • Peter Fuleky & Eric Zivot, 2010. "Indirect Inference Based on the Score," Working Papers UWEC-2010-08, University of Washington, Department of Economics.
  • Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 2011-12, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 201109, University of Hawaii at Manoa, Department of Economics.
• Peter Fuleky, 2012. "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1179-1182, August.
  • Peter Fuleky, 2011. "On the Choice of the Unit Period in Time Series Models," Working Papers 201111, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky, 2011. "On the Choice of the Unit Period in Time Series Models," Working Papers 2011-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Peter Fuleky & Eric Zivot, 2014. "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 383-393, October.
  • Peter Fuleky & Eric Zivot, 2010. "Indirect Inference Based on the Score," Working Papers UWEC-2010-08, University of Washington, Department of Economics.
  • Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 201109, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 2011-12, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Peter Fuleky, 2012. "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1179-1182, August.
  • Peter Fuleky, 2011. "On the Choice of the Unit Period in Time Series Models," Working Papers 2011-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  • Peter Fuleky, 2011. "On the Choice of the Unit Period in Time Series Models," Working Papers 201111, University of Hawaii at Manoa, Department of Economics.
• Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Environment and Planning A, , vol. 43(1), pages 146-165, January.
  • Alassane DRABO, 2010. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers 201006, CERDI.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," CERDI Working papers halshs-00552993, HAL.
  • Alassane Drabo, 2011. "Impact of income inequality on health: does environment quality matter?," Post-Print halshs-00564922, HAL.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers halshs-00552993, HAL.
• Alassane DRABO, 2011. "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," Working Papers 201108, CERDI.
  • Alassane Drabo, 2011. "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," CERDI Working papers halshs-00584997, HAL.
  • Alassane Drabo, 2011. "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," Working Papers halshs-00584997, HAL.
• Angela Cheptea & Alexandre Gohin & Marilyne Huchet, 2011. "Applying the gravity approach to sector trade: who bears the trade costs?," Post-Print hal-00729335, HAL.
• Abdelaati Daouia & Irène Gijbels, 2011. "Robustness and inference in nonparametric partial-frontier modeling," Post-Print hal-00796744, HAL.
• Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, vol. 162(2), pages 362-368, June.
  • Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2009. "Regression with Imputed Covariates:a Generalized Missing Indicator Approach," CEIS Research Paper 150, Tor Vergata University, CEIS, revised 08 Oct 2009.
  • Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Post-Print hal-00815561, HAL.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
  • Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
  • Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
• Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Journal of Econometrics, Elsevier, vol. 164(1), pages 92-115, September.
  • Alev Atak & Oliver Linton & Zhijie Xiao, 2010. "A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom," Boston College Working Papers in Economics 762, Boston College Department of Economics.
  • Alev Atak & Oliver Linton & Zhijie Xiao, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Post-Print hal-00844810, HAL.
  • Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
• Sauquet, Alexandre & Lecocq, Franck & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed & Garcia, Serge, 2011. "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Resource and Energy Economics, Elsevier, vol. 33(4), pages 771-781.
  • Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge Garcia, 2011. "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Working Papers - Cahiers du LEF 2011-02, Laboratoire d'Economie Forestiere, AgroParisTech-INRA.
  • Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge S. Garcia, 2011. "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Post-Print hal-01018987, HAL.
• Garrouste, Christelle, 2011. "Explaining learning gaps in Namibia: The role of language proficiency," MPRA Paper 25066, University Library of Munich, Germany.
  • Christelle Garrouste, 2011. "Explaining learning gaps in Namibia: The role of language proficiency," Post-Print hal-03241747, HAL.
• Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Environment and Planning A, , vol. 43(1), pages 146-165, January.
  • Alassane DRABO, 2010. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers 201006, CERDI.
  • Alassane Drabo, 2011. "Impact of income inequality on health: does environment quality matter?," Post-Print halshs-00564922, HAL.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," CERDI Working papers halshs-00552993, HAL.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers halshs-00552993, HAL.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011. "Les effets de la crise des subprimes sur le marché financier mexicain," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 461-470.
  • Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "Les effets de la crise des subprimes sur le marché financier mexicain," Post-Print halshs-00595338, HAL.
• Alexandre Sauquet & Ahmed Barkaoui & Sylvain Caurla & Philippe Delacote & Serge Garcia & Franck Lecocq, 2011. "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Post-Print halshs-00688822, HAL.
• Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," SciencePo Working papers Main hal-01073732, HAL.
• Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers hal-01073733, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," SciencePo Working papers Main hal-01073733, HAL.
• Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," SciencePo Working papers Main hal-01073732, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
• Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," SciencePo Working papers Main hal-01073733, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers hal-01073733, HAL.
• Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Environment and Planning A, , vol. 43(1), pages 146-165, January.
  • Alassane DRABO, 2010. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers 201006, CERDI.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers halshs-00552993, HAL.
  • Alassane Drabo, 2011. "Impact of income inequality on health: does environment quality matter?," Post-Print halshs-00564922, HAL.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," CERDI Working papers halshs-00552993, HAL.
• Alassane Drabo, 2011. "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," CERDI Working papers halshs-00584997, HAL.
  • Alassane Drabo, 2011. "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," Working Papers halshs-00584997, HAL.
  • Alassane DRABO, 2011. "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," Working Papers 201108, CERDI.
• Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011. "The effects of the subprime crisis on the Latin American financial markets: An empirical assessment," Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
  • Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010. "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers 2010-11, CEPII research center.
  • Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012. "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print hal-01411539, HAL.
  • Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers halshs-00587460, HAL.
• Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," SciencePo Working papers hal-01073732, HAL.
• Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers hal-01073733, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," SciencePo Working papers hal-01073733, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
• Kibria, B. M. Golam & Månsson, Kristofer & Shukur, Ghazi, 2011. "A Ridge Regression estimator for the zero-inflated Poisson model," Working Paper Series in Economics and Institutions of Innovation 257, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Lundtofte, Frederik & Wilhelmsson, Anders, 2011. "Idiosyncratic Risk and Higher-Order Cumulants," Working Papers 2011:33, Lund University, Department of Economics.
• Bivand, Roger, 2011. "After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics," Discussion Paper Series in Economics 22/2011, Norwegian School of Economics, Department of Economics.
• Gaure, Simen, 2011. "OLS with Multiple High Dimensional Category Dummies," Memorandum 14/2010, Oslo University, Department of Economics.
• Adolfson, Malin & Lindé, Jesper, 2011. "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series 251, Sveriges Riksbank (Central Bank of Sweden).
• Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2011. "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers 2011-03, Graduate School of Economics, Hitotsubashi University.
• Davor Kunovac, 2011. "Estimating Credit Migration Matrices with Aggregate Data – Bayesian Approach," Working Papers 30, The Croatian National Bank, Croatia.
• Eiji Kurozumi & Khashbaatar Dashtseren, 2011. "Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes," Global COE Hi-Stat Discussion Paper Series gd11-187, Institute of Economic Research, Hitotsubashi University.
• Kurozumi, Eiji & Aono, Kohei, 2013. "Estimation And Inference In Predictive Regressions," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 54(2), pages 231-250, December.
  • Eiji Kurozumi & Kohei Aono, 2011. "Estimation and Inference in Predictive Regressions," Global COE Hi-Stat Discussion Paper Series gd11-192, Institute of Economic Research, Hitotsubashi University.
• Daisuke Nagakura & Toshiaki Watanabe, 2015. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, vol. 13(1), pages 45-82.
  • Daisuke Nagakura & Toshiaki Watanabe, 2010. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd09-115, Institute of Economic Research, Hitotsubashi University.
  • Daisuke Nagakura & Toshiaki Watanabe, 2011. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd11-200, Institute of Economic Research, Hitotsubashi University.
• Jana Luisa Diels & Nicole Wiebach, 2011. "Customer Reactions in Out-of-Stock Situations – Do promotion-induced phantom positions alleviate the similarity substitution hypothesis?," SFB 649 Discussion Papers SFB649DP2011-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
  • Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," SFB 649 Discussion Papers SFB649DP2011-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Nicole Wiebach & Jana L. Diels, 2011. "The impact of context and promotion on consumer responses and preferences in out-of-stock situations," SFB 649 Discussion Papers SFB649DP2011-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Sven Tischer & Lutz Hildebrandt, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers SFB649DP2011-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Vladimir Spokoiny, 2011. "Parametric estimation. Finite sample theory," SFB 649 Discussion Papers SFB649DP2011-081, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Tian Yu & Bruce A. Babcock, 2011. "Estimating Non-linear Weather Impacts on Corn Yield--A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications 11-wp522, Center for Agricultural and Rural Development (CARD) at Iowa State University.
• Marina Murray, 2011. "Mba Share In The U.S. Graduate Management Education Market," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 3(1), pages 209-240.
• Charfeddine Lanouar & Guégan Dominique, 2011. "Which is the Best Model for the US Inflation Rate: A Structural Change Model or a Long Memory Process?," The IUP Journal of Applied Economics, IUP Publications, vol. 0(1), pages 5-25, January.
  • Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Documents de travail du Centre d'Economie de la Sorbonne b07061, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188309, HAL.
  • Dominique Guegan & Lanouar Charfeddine, 2015. "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00645841, HAL.
• Zhi-Fu Mi & Yue-Jun Zhang, 2011. "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(2/3/4), pages 145-157.
  • Zhi-Fu Mi & Yue-Jun Zhang, 2010. "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," CEEP-BIT Working Papers 9, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
• Rafael González-Val & Jose Olmo, 2015. "Growth in a Cross-section of Cities: Location, Increasing Returns or Random Growth?," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(2), pages 230-261, June.
  • Rafael González-Val & Jose Olmo, 2011. "Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?," Working Papers XREAP2011-21, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2011.
  • Rafael González-Val & Jose Olmo, 2011. "Growth in a cross-section of cities: location, increasing returns or random growth?," Working Papers 2011/39, Institut d'Economia de Barcelona (IEB).
• Rafael Gonz�lez-Val & Jose Olmo, 2015. "Growth in a Cross-section of Cities: Location, Increasing Returns or Random Growth?," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(2), pages 230-261, June.
  • Rafael González-Val & Jose Olmo, 2011. "Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?," Working Papers XREAP2011-21, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2011.
  • Rafael González-Val & Jose Olmo, 2011. "Growth in a cross-section of cities: location, increasing returns or random growth?," Working Papers 2011/39, Institut d'Economia de Barcelona (IEB).
• Jón Daníelsson & Francisco Peñaranda, 2011. "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, August.
  • Francisco Peñaranda & Jón Daníelsson, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers 1003, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2010.
  • Danielsson, Jon & Penaranda, Francisco, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," LSE Research Online Documents on Economics 24480, London School of Economics and Political Science, LSE Library.
  • Francisco Penaranda & Jon Danielsson, 2007. "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers dp586, Financial Markets Group.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
  • Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xiaohong Chen, 2011. "Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review," Cowles Foundation Discussion Papers 1804, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen, 2011. "Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review," CeMMAP working papers CWP23/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011. "Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments," The Centre for Market and Public Organisation 11/266, The Centre for Market and Public Organisation, University of Bristol, UK.
  • Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011. "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," CeMMAP working papers CWP28/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Paul S. Clarke; & Tom M. Palmer; & Frank Windmeijer, 2012. "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," Health, Econometrics and Data Group (HEDG) Working Papers 12/23, HEDG, c/o Department of Economics, University of York.
• Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers 19/09, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers CWP34/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers CWP19/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers 33/12, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers 34/11, Institute for Fiscal Studies.
• Tatiana Komarova & Denis Nekipelov & Evgeny Yakovlev, 2018. "Identification, data combination, and the risk of disclosure," Quantitative Economics, Econometric Society, vol. 9(1), pages 395-440, March.
  • Tatiana V. Komarova & Denis Nekipelov & Evgeny Yakovlev, 2011. "Identification, data combination and the risk of disclosure," CeMMAP working papers CWP38/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Komarova, Tatiana & Nekipelov, Denis & Yakovlev, Evgeny, 2018. "Identification, data combination and the risk of disclosure," LSE Research Online Documents on Economics 79384, London School of Economics and Political Science, LSE Library.
• Hong, Seung Hyun & Wagner, Martin, 2011. "Cointegrating Polynomial Regressions," Economics Series 264, Institute for Advanced Studies.
• Vogelsang, Timothy J. & Wagner, Martin, 2013. "A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS," Econometric Theory, Cambridge University Press, vol. 29(3), pages 609-628, June.
  • Vogelsang, Timothy J. & Wagner, Martin, 2011. "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series 272, Institute for Advanced Studies.
• Defne MUTLUER KURUL, 2011. "Türkiye’de kredi arzı: Kredi eğilim anketi göstergeleri kredi büyümesi ve ekonomik faaliyet için bilgi verici mi?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(307), pages 9-30.
• Gülcay TUNA & Cem PAYASLIOĞLU, 2011. "Inflation Uncertainty at Short and Long Horizons: Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(309), pages 83-104.
• Simona Balzano & Filippo Oropallo & Valentino Parisi, 2011. "On the Italian ACE and its impact on enterprise performance: a PLS-path modeling analysis," International Journal of Microsimulation, International Microsimulation Association, vol. 4(2), pages 14-26.
• Tushar Agrawal, 2011. "Returns to education in India: Some recent evidence," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2011-017, Indira Gandhi Institute of Development Research, Mumbai, India.
• Florin-Marius PAVELESCU, 2011. "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, vol. 32(1(41)), pages 131-150, June.
• Lucian-Liviu ALBU, 2011. "Structural Changes and Convergence in EU and in Adriatic-Balkans Region," Romanian Journal of Economics, Institute of National Economy, vol. 32(1(41)), pages 78-96, June.
  • Lucian-Liviu Albu, 2011. "Structural Changes And Convergence In Eu And In Adriatic-Balkans Region," ERSA conference papers ersa11p442, European Regional Science Association.
  • Albu, Lucian-Liviu, 2011. "Structural changes and convergence in EU and in Adriatic-Balkans Region," MPRA Paper 31288, University Library of Munich, Germany.
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2010. "Qualidade das Instituições e PIB per capita nos Municípios Brasileiros," Working Papers 0108, Universidade Federal do Paraná, Department of Economics.
  • Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2011. "Qualidade das Instituições e PIB Per Capita nos Municípios Brasileiros," Discussion Papers 1623, Instituto de Pesquisa Econômica Aplicada - IPEA.
  • Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2011. "Qualidade Das Instituições E Pib Percapita Nos Municípios Brasileiros," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 187, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• BIA Michela & FLORES Carlos A. & MATTEI Alessandra, 2011. "Nonparametric Estimators of Dose-Response Functions," LISER Working Paper Series 2011-40, Luxembourg Institute of Socio-Economic Research (LISER).
• LONGFORD Nicholas Tibor, 2011. "Policy-related small.area estimation," LISER Working Paper Series 2011-44, Luxembourg Institute of Socio-Economic Research (LISER).
• Claudia De Vitiis & Paolo Righi, 2011. "Evaluations on list undercoverage bias and possible solutions: the case of ISTAT CATI survey "Trips, holidays and daily life"," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 13(2-3), pages 5-19.
• María Dolores Guilló Fuentes & Alfonsa Denia Cuesta, 2011. "Labour status and involuntary employment: family ties and part-time work in Spain," Working Papers. Serie AD 2011-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Miguel Artiach, 2011. "Second-order moments of frequency asymmetric cycles," Working Papers. Serie AD 2011-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Drydakis, Nick, 2011. "Roma Women in Athenian Firms: Do They Face Wage Bias?," IZA Discussion Papers 5732, Institute of Labor Economics (IZA).
• Thong Pham & Peter Kooreman & Ruud Koning & Doede Wiersma, 2013. "Gender patterns in Vietnam’s child mortality," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(1), pages 303-322, January.
  • Pham, Thong Le & Kooreman, Peter & Koning, Ruud H. & Wiersma, Doede, 2011. "Gender Patterns in Vietnam's Child Mortality," IZA Discussion Papers 5741, Institute of Labor Economics (IZA).
• Thorsten Heimann & Mark Trede, 2011. "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Ad libros publications inc., vol. 20(1), pages 104-116, March.
• Thorsten Heimann & Mark Trede, 2011. "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Ad libros publications inc., vol. 20(1), pages 29-48, March.
• Bos, Charles S., 2011. "A Bayesian Analysis of Unobserved Component Models Using Ox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i13).
  • Charles S. Bos, 2011. "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers 11-048/4, Tinbergen Institute.
• Rustam Ibragimov & Johan Walden, 2011. "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, vol. 7(3), pages 285-318, August.
• W. Kuiper & Anton Cozijnsen, 2011. "The Performance of German Firms in the Business-Related Service Sectors Revisited: Differential Evolution Markov Chain Estimation of the Multinomial Probit Model," Computational Economics, Springer;Society for Computational Economics, vol. 37(4), pages 331-362, April.
• H. Eme Ichoku & William Fonta & Michael Thiede, 2011. "Socioeconomic gradients in self-rated health: a developing country case study of Enugu State, Nigeria," Economic Change and Restructuring, Springer, vol. 44(3), pages 179-202, August.
• Nela Filimon & Jordi López-Sintas & Carlos Padrós-Reig, 2011. "A test of Rosen’s and Adler’s theories of superstars," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 35(2), pages 137-161, May.
• Ana Sá & José Pereira & Martin Charlton & Bernardo Mota & Paulo Barbosa & A. Stewart Fotheringham, 2011. "The pyrogeography of sub-Saharan Africa: a study of the spatial non-stationarity of fire–environment relationships using GWR," Journal of Geographical Systems, Springer, vol. 13(3), pages 227-248, September.
• Panagiotis Fotis & Michael Polemis & Nikolaos Zevgolis, 2011. "Robust Event Studies for Derogation from Suspension of Concentrations in Greece during the Period 1995–2008," Journal of Industry, Competition and Trade, Springer, vol. 11(1), pages 67-89, March.
• Léopold Simar & Valentin Zelenyuk, 2011. "Stochastic FDH/DEA estimators for frontier analysis," Journal of Productivity Analysis, Springer, vol. 36(1), pages 1-20, August.
  • Leopold Simar & Valentin Zelenyuk, 2008. "Stochastic FDH/DEA estimators for Frontier Analysis," Discussion Papers 8, Kyiv School of Economics.
  • Simar, Leopold & Zelenyuk, Valentin, 2010. "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA 2010008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Zelenyuk, Valentin, 2011. "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA 2011026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Xiaojing Dong & Pradeep Chintagunta & Puneet Manchanda, 2011. "A new multivariate count data model to study multi-category physician prescription behavior," Quantitative Marketing and Economics (QME), Springer, vol. 9(3), pages 301-337, September.
• Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013. "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, vol. 36(C), pages 526-535.
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  • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers 772, Kyoto University, Institute of Economic Research.
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• Stephen Hall & P. Swamy & George Tavlas, 2012. "Generalized cointegration: a new concept with an application to health expenditure and health outcomes," Empirical Economics, Springer, vol. 42(2), pages 603-618, April.
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• Sauquet, Alexandre & Lecocq, Franck & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed & Garcia, Serge, 2011. "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Resource and Energy Economics, Elsevier, vol. 33(4), pages 771-781.
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• Carmine ORNAGHI & Ilke VAN BEVEREN, 2011. "Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis," LIDAM Discussion Papers IRES 2011029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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• Leal Linares, Teresa & Pérez García, Javier J., 2011. "Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado/The Performance of the Budgetary Target of the Central Government in Spain," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 29, pages 909(14á.)-9, Diciembre.
• Alexander Vogel, 2011. "Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade," RatSWD Working Papers 174, German Data Forum (RatSWD).
  • Alexander Vogel, 2011. "Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade," Working Paper Series in Economics 200, University of Lüneburg, Institute of Economics.
• Matthew Greenwood-Nimmo & Youngcheol Shin, 2011. "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," Working Papers 2011-057, Madras School of Economics,Chennai,India.
• Marcel Foerster, 2011. "Bayesian Estimation of a DSGE Model with Inventories," MAGKS Papers on Economics 201123, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Baltagi, Badi H. & Liu, Long, 2011. "Instrumental variable estimation of a spatial autoregressive panel model with random effects," Economics Letters, Elsevier, vol. 111(2), pages 135-137, May.
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• Hassanzadeh, Ali & Nazarian, Rafik & Kianvand, Mehran, 2011. "The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 4(9), pages 1-44, December.
• Henderson, Daniel J. & Parmeter, Christopher F., 2012. "Normal reference bandwidths for the general order, multivariate kernel density derivative estimator," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2198-2205.
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• Emanuele BACCHIOCCHI, 2011. "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers 2011-019, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Pier Alda FERRARI & Alessandro BARBIERO, 2011. "Generating ordinal data," Departmental Working Papers 2011-038, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Emanuele BACCHIOCCHI, 2011. "Identification in structural VAR models with different volatility regimes," Departmental Working Papers 2011-039, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Emanuele BACCHIOCCHI, 2011. "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers 2011-19, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Pier Alda FERRARI & Alessandro BARBIERO, 2011. "Generating ordinal data," Departmental Working Papers 2011-38, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Emanuele BACCHIOCCHI, 2011. "Identification in structural VAR models with different volatility regimes," Departmental Working Papers 2011-39, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Gholamreza Hajargsht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich, 2011. "GMM Estimation of Income Distributions from Grouped Data," Department of Economics - Working Papers Series 1129, The University of Melbourne.
• Amita Majumder & Ranjan Ray & Kompal Sinha, 2011. "The Calculation of Rural Urban Food Price Differentials from Unit Values in Household Expenditure Surveys: A new procedure and comparison with existing methods," Monash Economics Working Papers 24-11, Monash University, Department of Economics.
• Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 928-955, November.
  • Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers 2010-09, University of Adelaide, School of Economics and Public Policy.
  • Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Monash Econometrics and Business Statistics Working Papers 12/11, Monash University, Department of Econometrics and Business Statistics.
• Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015. "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
  • Jiti Gao & Degui Li & Dag Tjostheim, 2009. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," School of Economics and Public Policy Working Papers 2009-26, University of Adelaide, School of Economics and Public Policy.
  • Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
  • Jiti Gao & Degui Li & Dag Tjøstheim, 2011. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers 13/11, Monash University, Department of Econometrics and Business Statistics.
• Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 315-330, July.
  • Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 14/11, Monash University, Department of Econometrics and Business Statistics.
• Chen, Jia & Gao, Jiti & Li, Degui, 2012. "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
  • Jia Chen & Jiti Gao & Degui Li, 2010. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers 2010-10, University of Adelaide, School of Economics and Public Policy.
  • Jia Chen & Jiti Gao & Degui Li, 2011. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/11, Monash University, Department of Econometrics and Business Statistics.
• Li, Degui & Lu, Zudi & Linton, Oliver, 2012. "Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates," Econometric Theory, Cambridge University Press, vol. 28(5), pages 935-958, October.
  • Degui Li & Zudi Lu & Oliver Linton, 2011. "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers 16/11, Monash University, Department of Econometrics and Business Statistics.
• Soumyananda Dinda, 2011. "Trade Opportunities for Climate Smart Goods and Technologies in Asia," Working Papers 2011/16, Maastricht School of Management.
• Michele Caputo, 2011. "Seismicity in Italy: The Problem of Insurance of the Real Estate Property," Economia politica, Società editrice il Mulino, issue 1, pages 51-72.
• Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011. "Skew-normal shocks in the linear state space form DSGE model," NBP Working Papers 101, Narodowy Bank Polski.
• Ang, Andrew & Kristensen, Dennis, 2012. "Testing conditional factor models," Journal of Financial Economics, Elsevier, vol. 106(1), pages 132-156.
  • Dennis Kristensen & Andrew Ang, 2009. "Testing Conditional Factor Models," CREATES Research Papers 2009-09, Department of Economics and Business Economics, Aarhus University.
  • Andrew Ang & Dennis Kristensen, 2011. "Testing Conditional Factor Models," NBER Working Papers 17561, National Bureau of Economic Research, Inc.
• Narayanan, Sridhar & Nair, Harikesh S., 2011. "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Research Papers 2076, Stanford University, Graduate School of Business.
  • Sridhar Narayanan & Harikesh S. Nair, 2011. "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Working Papers 11-22, NET Institute.
• M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011. "Determinants of Credit Default Swaps in International Markets," NFI Working Papers 2011-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
• Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015. "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, vol. 39(2), pages 240-252.
  • M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011. "Credit Default Swaps and Sovereign Debt Markets," NFI Working Papers 2011-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
• Bishnu Prasad Gautam Ph.D., 2011. "Tourism and Economic Growth in Nepal," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 23(2), pages 18-30, October.
• Bishnu Prasad Gautam, Ph.D., 2011. "Tourism and Economic Growth in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 23(2), pages 18-30, October.
• Jason R. Blevins, 2016. "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(5), pages 773-804, August.
  • Jason R. Blevins, 2011. "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Working Papers 11-01, Ohio State University, Department of Economics.
• Eva Deuchert, 2011. "The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-reported Virgins?," Journal of African Economies, Centre for the Study of African Economies, vol. 20(1), pages 60-89, January.
  • Deuchert, Eva, 2008. "The Virgin HIV Puzzle: Can misreporting account for the high proportion of HIV cases in self-reported virgins?," Proceedings of the German Development Economics Conference, Zurich 2008 10, Verein für Socialpolitik, Research Committee Development Economics.
  • Eva Deuchert, 2010. "The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-Reported Virgins?," University of St. Gallen Department of Economics working paper series 2010 2010-24, Department of Economics, University of St. Gallen.
• Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2011. "Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations," Journal of Financial Econometrics, Oxford University Press, vol. 9(1), pages 198-236, Winter.
• Christian Francq & Lajos Horváth, 2011. "Merits and Drawbacks of Variance Targeting in GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 9(4), pages 619-656.
  • Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany.
  • Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN, 2009. "Merits and Drawbacks of Variance Targeting in GARCH Models," Working Papers 2009-17, Center for Research in Economics and Statistics.
• Eric Heyer, 2011. "The effectiveness of economic policy and position in the cycle: the case of tax reductions on overtime in France," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 27(2), pages 364-379.
  • Eric Heyer, 2011. "The effectiveness of economic policy and position in the cycle The case of tax reductions on overtime in France," Documents de Travail de l'OFCE 2011-09, Observatoire Francais des Conjonctures Economiques (OFCE).
• Alfred Galichon & Marc Henry, 2011. "Set Identification in Models with Multiple Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(4), pages 1264-1298.
  • Alfred Galichon & Marc Henry, 2011. "Set identification in models with multiple equilibria," Post-Print hal-03415508, HAL.
  • Alfred Galichon & Marc Henry, 2021. "Set Identification in Models with Multiple Equilibria," Papers 2102.12249, arXiv.org.
• Ursachi George Marian & Ursachi (Horodnic) Ioana Alexandra, 2011. "Influence Factors on the Value of Reliability Estimators in Marketing Research," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2223-2228, May.
• Anghelache Gabriela-Victoria & Olteanu Ana-Cornelia & Radu Alina-Nicoleta, 2011. "Capital Requirement under the Three Approaches for a Credit Institution in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 94-99, May.
• Ursachi George Marian, 2011. "Influence Factors on the Value of Reliability Estimators in Marketing Research," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1307-1310, May.
• Gian Piero Aielli, 2011. "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers 0142, Dipartimento di Scienze Economiche "Marco Fanno".
• Khan, Imran Ullah & Kalirajan, Kaliappa, 2011. "The impact of trade costs on exports: An empirical modeling," Economic Modelling, Elsevier, vol. 28(3), pages 1341-1347, May.
  • Imran Ullah Khan & Kaliappa Kalirajan, 2011. "The Impact of Trade Costs on Exports: An Empirical Modelling," ASARC Working Papers 2011-07, The Australian National University, Australia South Asia Research Centre.
• Luis García Núñez, 2011. "Econometría de evaluación de impacto," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 34(67), pages 81-125.
  • Luis García Núñez, 2010. "Econometría de evaluación de impacto," Documentos de Trabajo / Working Papers 2010-283, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Vesna Bucevska, 2011. "Growth effect of aid and its volatility: An individual country study in South Asian economies," Business and Economic Horizons (BEH), Prague Development Center, vol. 4(1), pages 13-26, January.
• Xu Cheng & Zhipeng Liao, 2011. "Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version," PIER Working Paper Archive 13-062, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Oct 2013.
• Massimo De Felice & Franco Moriconi, 2011. "Un’estensione stocastica del modello "Fisher-Lange"," Quaderni del Dipartimento di Economia, Finanza e Statistica 86/2011, Università di Perugia, Dipartimento Economia.
• Ijaz Hussain, 2011. "Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 699-714.
• Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Environment and Planning A, , vol. 43(1), pages 146-165, January.
  • Alassane Drabo, 2011. "Impact of income inequality on health: does environment quality matter?," Environment and Planning A, Pion Ltd, London, vol. 43(1), pages 146-165, January.
  • Alassane DRABO, 2010. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers 201006, CERDI.
  • Alassane Drabo, 2011. "Impact of income inequality on health: does environment quality matter?," Post-Print halshs-00564922, HAL.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers halshs-00552993, HAL.
• Christian Calmès & Raymond Théoret, 2011. "Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures," RePAd Working Paper Series UQO-DSA-wp022011, Département des sciences administratives, UQO.
• Théoret, Raymond & Racicot, François-Éric, 2010. "Forecasting stochastic Volatility using the Kalman filter: an application to Canadian Interest Rates and Price-Earnings Ratio," MPRA Paper 35911, University Library of Munich, Germany.
  • Francois-Éric Racicot & Raymond Théoret, 2011. "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series UQO-DSA-wp032011, Département des sciences administratives, UQO.
• Francois-Éric Racicot & Raymond Théoret, 2011. "Risk Procyclicality and Dynamic Hedge Fund Strategies," RePAd Working Paper Series UQO-DSA-wp062011, Département des sciences administratives, UQO.
• Bespalova, Olga Gennadyevna, 2011. "Bespalova, Olga Gennadyevna (2011): Renewable portfolio standards in the USA: experience and compliance with targets. Published in: K-State Electronic Theses, Dissertations, and Reports No. May 2011 (," MPRA Paper 117672, University Library of Munich, Germany, revised 22 Apr 2011.
• Christelle Garrouste, 2011. "Explaining learning gaps in Namibia: The role of language proficiency," Post-Print hal-03241747, HAL.
  • Garrouste, Christelle, 2011. "Explaining learning gaps in Namibia: The role of language proficiency," MPRA Paper 25066, University Library of Munich, Germany.
• Buss, Ginters, 2011. "Asymmetric Baxter-King filter," MPRA Paper 28176, University Library of Munich, Germany.
• Shahbaz, Muhammad & Rahman, Mizanur, 2011. "Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan," MPRA Paper 28563, University Library of Munich, Germany.
• Tiwari, Aviral & Shahbaz, Muhammad, 2011. "India's trade with USA and her trade balance: An empirical analysis," MPRA Paper 29023, University Library of Munich, Germany.
• Murray, James, 2011. "Learning and judgment shocks in U.S. business cycles," MPRA Paper 29257, University Library of Munich, Germany.
• Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper 30364, University Library of Munich, Germany.
• Alessandra Luati & Tommaso Proietti & Marco Reale, 2012. "The Variance Profile," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 607-621, June.
  • Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011. "The Variance Profile," MPRA Paper 30378, University Library of Munich, Germany.
• Chiwaula, Levison & Waibel, Hermann, 2011. "Seasonal bias in household vulnerability to poverty stimates: insights from a natural experiment," MPRA Paper 30716, University Library of Munich, Germany.
• Mike, Tsionas & Subal, Kumbhakar, 2011. "Firm-Heterogeneity, Persistent and Transient Technical Inefficiency," MPRA Paper 30737, University Library of Munich, Germany, revised 10 Apr 2011.
• Situngkir, Hokky, 2011. "Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial [Understanding from and to the inability to understand: Social Complexity as a ," MPRA Paper 30871, University Library of Munich, Germany.
• Greselin, Francesca & Pasquazzi, Leo, 2011. "Estimation of Zenga's new index of economic inequality in heavy tailed populations," MPRA Paper 31230, University Library of Munich, Germany.
• Lucian-Liviu ALBU, 2011. "Structural Changes and Convergence in EU and in Adriatic-Balkans Region," Romanian Journal of Economics, Institute of National Economy, vol. 32(1(41)), pages 78-96, June.
  • Lucian-Liviu Albu, 2011. "Structural Changes And Convergence In Eu And In Adriatic-Balkans Region," ERSA conference papers ersa11p442, European Regional Science Association.
  • Albu, Lucian-Liviu, 2011. "Structural changes and convergence in EU and in Adriatic-Balkans Region," MPRA Paper 31288, University Library of Munich, Germany.
• Idrovo Aguirre, Byron & Lennon S., Joaquín, 2011. "Indice de Precios de Viviendas Nuevas para el Gran Santiago [Hedonic pricing models to calculate price indexes for new houses in the Santiago province]," MPRA Paper 31400, University Library of Munich, Germany, revised 28 Jan 2011.
• Wintenberger, Olivier & Cai, Sixiang, 2011. "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper 31767, University Library of Munich, Germany.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2011. "Distributional results for thresholding estimators in high-dimensional Gaussian regression models," MPRA Paper 31882, University Library of Munich, Germany.
• Albu, Lucian-Liviu & Ghizdeanu, Ion & Iorgulescu, Raluca, 2011. "Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration," MPRA Paper 32810, University Library of Munich, Germany.
• Drichoutis, Andreas, 2011. "(Re)estimating marginal changes after “truncreg” and “tobit” in Stata," MPRA Paper 33252, University Library of Munich, Germany.
• Prono, Todd, 2011. "When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models," MPRA Paper 33593, University Library of Munich, Germany.
• Li, Minqiang & Peng, Liang & Qi, Yongcheng, 2011. "Reduce computation in profile empirical likelihood method," MPRA Paper 33744, University Library of Munich, Germany.
• Chilarescu, Constantin & Viasu, Iana Luciana, 2011. "Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres," MPRA Paper 33909, University Library of Munich, Germany.
• Crudu, Federico & Sándor, Zsolt, 2011. "On the finite-sample properties of conditional empirical likelihood estimators," MPRA Paper 34116, University Library of Munich, Germany.
• Pavlyuk, Dmitry, 2011. "Efficiency of broadband internet adoption in European Union member states," MPRA Paper 34183, University Library of Munich, Germany.
• Natalia, Khorunzhina & Wayne Roy, Gayle, 2011. "Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors," MPRA Paper 34329, University Library of Munich, Germany.
• Saraswat, Deepak, 2011. "Effect of employment guarantee on access to credit: Evidence from rural India," MPRA Paper 34671, University Library of Munich, Germany, revised 13 Nov 2011.
• Delis, Manthos D & Tsionas, Efthymios, 2011. "A new method to estimate the risk of financial intermediaries," MPRA Paper 34735, University Library of Munich, Germany.
• Kozhurin, Fedir, 2011. "Supramacroeconomics: the newest management technology," MPRA Paper 34842, University Library of Munich, Germany.
• Dinda, Soumyananda, 2011. "Climate Change and Development: Trade Opportunities of Climate Smart Goods and Technologies in Asia," MPRA Paper 34883, University Library of Munich, Germany, revised Nov 2011.
• Matyas, Laszlo & Balazsi, Laszlo, 2011. "The estimation of three-dimensional fixed effects panel data models," MPRA Paper 34976, University Library of Munich, Germany.
• Harin, Alexander, 2011. "Интервальный Анализ Распределений И Разрывы [Interval analysis of distributions and ruptures]," MPRA Paper 35663, University Library of Munich, Germany.
• Iqbal, Javed & Rehman, Muhammad & Ur-Rehman, Hafeez, 2011. "Nonlinearity In Inflation, A Case of Pakistan," MPRA Paper 35858, University Library of Munich, Germany.
• Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
• Rossi, Francesco, 2011. "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper 38682, University Library of Munich, Germany, revised 31 Mar 2012.
• Jianqing Fan & Yuan Liao & Martina Mincheva, 2013. "Large covariance estimation by thresholding principal orthogonal complements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 603-680, September.
  • Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011. "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper 38697, University Library of Munich, Germany.
• Bartolucci, Francesco, 2011. "An alternative to the Baum-Welch recursions for hidden Markov models," MPRA Paper 38778, University Library of Munich, Germany.
• Doko Tchatoka, Firmin, 2011. "Testing for partial exogeneity with weak identification," MPRA Paper 39504, University Library of Munich, Germany, revised Mar 2012.
  • Doko Tchatoka, Firmin, 2012. "Testing for partial exogeneity with weak identification," Working Papers 14565, University of Tasmania, Tasmanian School of Business and Economics, revised 31 May 2012.
• Wada, Tatsuma, 2012. "On the correlations of trend–cycle errors," Economics Letters, Elsevier, vol. 116(3), pages 396-400.
  • Wada, Tatsuma, 2011. "On the Correlations of Trend-Cycle Errors," MPRA Paper 41754, University Library of Munich, Germany.
• Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela, 2011. "The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies," MPRA Paper 42102, University Library of Munich, Germany.
• Mkumbwa, Solomon S., 2011. "Cereal food commodities in Eastern Africa: consumption - production gap trends and projections for 2020," MPRA Paper 42113, University Library of Munich, Germany.
• Jiranyakul, Komain, 2011. "Are Thai Manufacturing Exports and Imports of Capital Goods Related?," MPRA Paper 45654, University Library of Munich, Germany.
• Rumyantsev, Mikhail I., 2011. "Изоморфизм И Гомоморфизм В Имитационном Моделировании [Isomorphism and homomorphism in simulation]," MPRA Paper 48633, University Library of Munich, Germany.
• Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R., 2011. "A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model," MPRA Paper 49768, University Library of Munich, Germany.
• Faik Bilgili, 2016. "City Price Convergence in Turkey with Structural Breaks," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 933-941.
  • Bilgili, Faik, 2011. "City price convergence in Turkey with structural breaks," MPRA Paper 54295, University Library of Munich, Germany.
• Dinda, Soumyananda, 2011. "Climate Change, Trade, and Competitiveness: Climate Trade Performance of India, SAARC and Asia Pacific Region," MPRA Paper 59423, University Library of Munich, Germany, revised 17 Aug 2014.
• Trabelsi, Mohamed Ali & Chichti, Jameleddine, 2011. "Les Institutions de Microcrédit et la Lutte Contre la Pauvreté : L’initiative d’Enda Interarabe en Tunisie [Microcredit Institutions and the Battle Against Poverty: The Pan-Arab Enda Initiative in ," MPRA Paper 77019, University Library of Munich, Germany, revised 2011.
• Olusegun Ayodele Akanbi & Vishnu Padayachee & Adel Bosch, 2011. "The macroeconomic determinants of technological progress in Nigeria," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, vol. 14(3), pages 282-297, September.
• Yvonne Saini & Geoff Bick, Loonat Abdulla, 2011. "Consumer awareness and usage of islamic banking products in South Africa," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, vol. 14(3), pages 298-313, September.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1935-1955, August.
  • Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers 201122, University of Pretoria, Department of Economics.
• Miroslav Plašil, 2011. "Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru [Potential Product, Output Gap and Uncertainty Rate Associated with Their Determ," Politická ekonomie, Prague University of Economics and Business, vol. 2011(4), pages 490-507.
• Anahí Gallardo Velázquez & Gerardo Ángeles Castro & Omar Neme Castillo, 2011. "Desregulación económica y flexibilización laboral. Una forma de reducir el costo laboral en México (2000-2008)," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 27, pages 65-83, Enero-Jun.
• A. Cheptea & A. Gohin & Marilyne Huchet, 2008. "Applying the gravity approach to sector trade: who bears the trade costs?," Post-Print hal-00742046, HAL.
  • Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon, 2011. "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers SMART 11-01, INRAE UMR SMART.
  • Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2011. "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers 208113, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  • Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2008. "Applying the gravity approach to sector trade: Who bears the trade costs?," Conference papers 331671, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Jhon James Mora & María Paola Ulloa, 2011. "Calidad del empleo en las principales ciudades colombianas y endogeneidad de la educación," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 13(25), pages 163-177, July-Dece.
• Withey, Patrick & van Kooten, G. Cornelis, 2011. "The Effect of Climate Change on Wetlands and Waterfowl in Western Canada: Incorporating Cropping Decisions into a Bioeconomic Model," Working Papers 117437, University of Victoria, Resource Economics and Policy.
  • Patrick Withey & G. Cornelis van Kooten, 2011. "The Effect of Climate Change on Wetlands and Waterfowl in Western Canada: Incorporating Cropping Decisions into a Bioeconomic Model," Working Papers 2011-06, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
• Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming, 2016. "Structural Threshold Regression," Econometric Theory, Cambridge University Press, vol. 32(4), pages 827-860, August.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "Structural Threshold Regression," Discussion Papers Series, Department of Economics, Tufts University 0717, Department of Economics, Tufts University.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," Working Paper series 49_11, Rimini Centre for Economic Analysis.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," University of Cyprus Working Papers in Economics 13-2011, University of Cyprus Department of Economics.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Papers 0907, University of Guelph, Department of Economics and Finance.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Paper series 22_09, Rimini Centre for Economic Analysis.
• Cherepanov, Evgeny, 2011. "Stochastic methods of data analysis of marketing and social surveys," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 48-61.
• Korkmaz, Turhan & Bostanci, Ahmet, 2011. "The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 2(3), pages 1-1, July.
• Joshi, Mark & Yang, Chao, 2011. "Efficient greek estimation in generic swap-rate market models," Algorithmic Finance, IOS Press, vol. 1(1), pages 17-33.
• Liquitaya Briceño, José D., 2011. "La teoría del ingreso permanente: un análisis empírico," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(1), pages 33-61.
• Festic, Mejra & Krizanic, France, 2011. "The Introduction of the Common Currency in Slovenia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 88-105, March.
• Cace, Corina & Cace, Sorin & Nicolaescu, Victor, 2011. "Absorption of the structural funds in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 84-105, June.
• Costangioara, Alexandru, 2011. "Consumer Credit Scoring," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 162-177, September.
• Dobrescu, Emilian, 2011. "Sectoral Structure and Economic Growth," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-36, September.
  • Dobrescu, Emilian, 2011. "Sectoral Structure and Economic Growth," Working Papers of Macroeconomic Modelling Seminar 112401, Institute for Economic Forecasting.
• Dobrescu, Emilian, 2011. "Sectoral Structure and Economic Growth," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-36, September.
  • Dobrescu, Emilian, 2011. "Sectoral Structure and Economic Growth," Working Papers of Macroeconomic Modelling Seminar 112401, Institute for Economic Forecasting.
• ALBU Lucian-Liviu, 2011. "Changes In Economy Or Changes In Economics?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 55(2), pages 28-31.
  • Albu, Lucian-Liviu, 2011. "Changes In Economy Or Changes In Economics?," Working Papers of National Institute for Economic Research 110824, Institutul National de Cercetari Economice (INCE).
• Alexander Vogel, 2011. "Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade," Working Paper Series in Economics 200, University of Lüneburg, Institute of Economics.
  • Alexander Vogel, 2011. "Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade," RatSWD Working Papers 174, German Data Forum (RatSWD).
• Giovanni Mellace & Roberto Rocci, 2011. "Principal Stratification in sample selection problems with non normal error terms," CEIS Research Paper 194, Tor Vergata University, CEIS, revised 02 May 2011.
• Gerdie Everaert & Tom De Groote, 2016. "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 428-463, March.
  • T. De Groote & G. Everaert, 2011. "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/723, Ghent University, Faculty of Economics and Business Administration.
• Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012. "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, vol. 28(1), pages 42-86, February.
  • Chao & Swanson & Hausman & Newey & Woutersen, 2010. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.
  • Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Departmental Working Papers 201110, Rutgers University, Department of Economics.
• Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
  • Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007. "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Departmental Working Papers 201111, Rutgers University, Department of Economics.
  • Hausman & Newey & Woutersen & Chao & Swanson, 2009. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics.
• Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014. "Testing overidentifying restrictions with many instruments and heteroskedasticity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.
  • Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
• Kim, Min Seong & Sun, Yixiao, 2013. "Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 177(1), pages 85-108.
  • Min Seong Kim & Yixiao Sun, 2011. "Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects," Working Papers 029, Toronto Metropolitan University, Department of Economics.
• Ewa Milos, 2011. "Wykorzystanie metody Value at Risk w estymacji ryzyka inwestycyjnego w spolki branzy metalurgicznej," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 7(1), pages 39-51, April.
• Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Environment and Planning A, , vol. 43(1), pages 146-165, January.
  • Alassane DRABO, 2010. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers 201006, CERDI.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," CERDI Working papers halshs-00552993, HAL.
  • Alassane Drabo, 2011. "Impact of income inequality on health: does environment quality matter?," Post-Print halshs-00564922, HAL.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers halshs-00552993, HAL.
• De los cobos Silva, Sergio G & Gutiérrez Andrade, Miguel Ángel & Lara Velázquez, Pedro, 2011. "Análisis borroso del impacto del índice de inflación y de la cotización del dólar sobre el índice de confianza en México / Fuzzy Analysis of the Inflation Index and the Dollar Exchange Rate Impact on ," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 1(1), pages 7-28, enero-jun.
• López Herrera, Francisco & Ortiz Calisto, Edgar & Gutiérrez, Raúl De Jesús, 2011. "Integración fraccionaria y valor en riesgo / Fractional Integration and Value at Risk," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 1(1), pages 29-53, enero-jun.
• Antoine, Bertille & Lavergne, Pascal, 2014. "Conditional moment models under semi-strong identification," Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
  • Bertille Antoine & Pascal Lavergne, 2011. "Conditional Moment Models under Semi-Strong Identification," Discussion Papers dp11-04, Department of Economics, Simon Fraser University, revised Dec 2012.
• Sungwon Lee & Young Lee, 2014. "Stochastic frontier models with threshold efficiency," Journal of Productivity Analysis, Springer, vol. 42(1), pages 45-54, August.
  • Young Hoon Lee & Sungwon Lee, 2012. "Stochastic Frontier Models with Threshold Efficiency," Working Papers 1205, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Wang, Xiaohu & Yu, Jun, 2016. "Double asymptotics for explosive continuous time models," Journal of Econometrics, Elsevier, vol. 193(1), pages 35-53.
  • Xiaohu Wang & Jun Yu, 2011. "Double Asymptotics for an Explosive Continuous Time Model," Working Papers 16-2011, Singapore Management University, School of Economics.
  • Xiaohu Wang & Jun Yu, 2012. "Double Asymptotics for Explosive Continuous Time Models," Working Papers 16-2012, Singapore Management University, School of Economics.
• Andras Fulop & Junye Li & Jun Yu, 2011. "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers CoFie-10-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Andras Fulop & Junye Li & Jun Yu, 2012. "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers 03-2012, Singapore Management University, School of Economics.
• Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 2011. "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," Journal of Informetrics, Elsevier, vol. 5(4), pages 594-607.
  • Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 2011. "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," TEMEP Discussion Papers 201176, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2011.
• Ricardo Molero Simarro, 2011. "Functional Distribution of Income and Economic Growth in the Chinese Economy, 1978-2007," Working Papers 168, Department of Economics, SOAS University of London, UK.
• Eric Heyer, 2011. "The effectiveness of economic policy and position in the cycle: the case of tax reductions on overtime in France," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 27(2), pages 364-379.
  • Eric Heyer, 2011. "The effectiveness of economic policy and position in the cycle The case of tax reductions on overtime in France," Documents de Travail de l'OFCE 2011-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Eric Heyer, 2011. "The effectiveness of economic policy and position in the cycle: The case of tax reductions on overtime in France," Sciences Po publications 2011-09, Sciences Po.
• Jérôme Creel & Éric Heyer & Mathieu Plane, 2011. "Petit précis de politique budgétaire par tous les temps. Les multiplicateurs budgétaires au cours du cycle," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 61-88.
  • Jérôme Creel & Eric Heyer & Mathieu Plane, 2011. "Petit précis de politique budgétaire par tous les temps: Les multiplicateurs budgétaires au cours du cycle," Sciences Po publications info:hdl:2441/5l6uh8ogmqi, Sciences Po.
• Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  • Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," SciencePo Working papers Main hal-01073732, HAL.
• Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers hal-01073733, HAL.
  • Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  • Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," SciencePo Working papers Main hal-01073733, HAL.
• Alessandra Luati & Tommaso Proietti, 2011. "On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 851-871, August.
  • Luati, Alessandra & Proietti, Tommaso, 2008. "On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing," MPRA Paper 8910, University Library of Munich, Germany.
• Ismail Genc & Jon Miller & Anil Rupasingha, 2011. "Stochastic convergence tests for US regional per capita personal income; some further evidence: a research note," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 46(2), pages 369-377, April.
• Yiming Wang, 2011. "White flight in Los Angeles county, 1960–1990: a model of fuzzy tipping," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(1), pages 111-129, August.
• Harald Badinger & Peter Egger, 2011. "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(2), pages 269-310, October.
• An Liu & Henk Folmer & Johan Oud, 2011. "W-based versus latent variables spatial autoregressive models: evidence from Monte Carlo simulations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(3), pages 619-639, December.
• Abera Demeke & Alwin Keil & Manfred Zeller, 2011. "Using panel data to estimate the effect of rainfall shocks on smallholders food security and vulnerability in rural Ethiopia," Climatic Change, Springer, vol. 108(1), pages 185-206, September.
  • Demeke, Abera Birhanu & Zeller, Manfred, 2009. "Using panel data to estimate the effect of rainfall shocks on smallholders food security and vulnerability in rural Ethiopia," Research in Development Economics and Policy (Discussion Paper Series) 57994, Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics.
• Tina Olsson, 2011. "Comparing top-down and bottom-up costing approaches for economic evaluation within social welfare," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 12(5), pages 445-453, October.
• Masaaki Fukasawa, 2011. "Asymptotic analysis for stochastic volatility: martingale expansion," Finance and Stochastics, Springer, vol. 15(4), pages 635-654, December.
• Léopold Simar & Paul W. Wilson, 2011. "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," International Series in Operations Research & Management Science, in: William W. Cooper & Lawrence M. Seiford & Joe Zhu (ed.), Handbook on Data Envelopment Analysis, chapter 0, pages 241-271, Springer.
  • Simar, L. & Wilson, P.W., 1999. "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," Papers 0002, Catholique de Louvain - Institut de statistique.
  • Simar, Leopold & Wilson, Paul W., 2011. "Performance of the bootstrap for DEA estimators and iterating the principle," LIDAM Reprints ISBA 2011035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, L. & Wilson, P.W., 2000. "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," Papers 2, Catholique de Louvain - Institut de statistique.
• An Liu & Henk Folmer & Johan Oud, 2011. "Estimating regression coefficients by W-based and latent variables spatial autoregressive models in the presence of spillovers from hotspots: evidence from Monte Carlo simulations," Letters in Spatial and Resource Sciences, Springer, vol. 4(1), pages 71-80, March.
• Çağlayan Ebru & Arikan Eban, 2011. "Determinants of house prices in Istanbul: a quantile regression approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(2), pages 305-317, February.
• Zuzana Irsova & Tomas Havranek, 2011. "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 230-270, December.
  • Zuzana Irsova, 2010. "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," William Davidson Institute Working Papers Series wp998, William Davidson Institute at the University of Michigan.
  • Zuzana Iršová, 2010. "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Working Papers IES 2010/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2010.
• Muhammad Zakaria & Samreen Shakoor, 2011. "Relationship Between Government Size and Trade Openness: Evidence from Pakistan," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 328-341, December.
• Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011. "How do banks' funding costs affect interest margins?," Discussion Papers 665, Statistics Norway, Research Department.
• Rachida Ouysse, 2011. "Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models," Discussion Papers 2012-03, School of Economics, The University of New South Wales.
• Dinghai Xu & John Knight, 2011. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 25-50.
  • Dinghai Xu & John Knight, 2008. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Working Papers 08006, University of Waterloo, Department of Economics.
• Giuseppe Ragusa, 2011. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Econometric Reviews, Taylor & Francis Journals, vol. 30(4), pages 406-456, August.
  • Giuseppe Ragusa, 2008. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Working Papers 080906, University of California-Irvine, Department of Economics.
• Angel Calderon-Madrid & Alexandru Voicu, 2011. "The NAFTA tide: Lifting the larger and better boats," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(4), pages 467-505.
  • Calderón-Madrid, Angel & Voicu, Alexandru, 2007. "The NAFTA Tide: Lifting the Larger and Better Boats," IZA Discussion Papers 3207, Institute of Labor Economics (IZA).
• Audrino, Francesco & Trojani, Fabio, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
  • Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
  • Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen.
• Xavier Gabaix & Rustam Ibragimov, 2011. "Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 24-39, January.
  • Xavier Gabaix & Rustam Ibragimov, 2007. "Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents," NBER Technical Working Papers 0342, National Bureau of Economic Research, Inc.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 96-108.
  • Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008. "Adaptive Experimental Design Using the Propensity Score," MPRA Paper 8315, University Library of Munich, Germany.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 59, Yale University, Department of Economics.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009. "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers 47107, Yale University, Economic Growth Center.
  • Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University.
• Solène Larue & Jens Abildtrup & Bertrand Schmitt, 2011. "Positive and Negative Agglomeration Externalities: Arbitration in the Pig Sector," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(2), pages 167-183.
• Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
  • Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
  • Firmin Doko Tchatoka, 2011. "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers 10668, University of Tasmania, Tasmanian School of Business and Economics.
• Bos, Charles S., 2011. "A Bayesian Analysis of Unobserved Component Models Using Ox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i13).
  • Charles S. Bos, 2011. "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers 11-048/4, Tinbergen Institute.
• Charles S. Bos, 2011. "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers 11-049/4, Tinbergen Institute.
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Other publications TiSEM 27508aa0-9825-4d9e-b1f4-1, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper 2011-013, Tilburg University, Center for Economic Research.
  • Einmahl, John H. J. & Krajina, Andrea & Segers, Johan, 2012. "An M-estimator for tail dependence in arbitrary dimensions," LIDAM Reprints ISBA 2012035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012. "An M-estimator for tail dependence in arbitrary dimensions," Other publications TiSEM 7d447c58-3e8f-4387-b36b-e, Tilburg University, School of Economics and Management.
  • EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011. "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA 2011005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
• Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011. "Visualizing Multiple Quantile Plots," Other publications TiSEM ef2fd92d-b063-4efe-b8b9-3, Tilburg University, School of Economics and Management.
  • Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2013. "Visualizing multiple quantile plots," Other publications TiSEM 2fa144ec-4d06-40af-8a61-8, Tilburg University, School of Economics and Management.
  • Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011. "Visualizing Multiple Quantile Plots," Discussion Paper 2011-085, Tilburg University, Center for Economic Research.
• John H. J. Einmahl & Sander G. W. R. Smeets, 2011. "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 32-42, February.
  • Einmahl, J.H.J. & Smeets, S.G.W.R., 2009. "Ultimate 100m World Records Through Extreme-Value Theory," Discussion Paper 2009-57, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Smeets, S.G.W.R., 2011. "Ultimate 100m world records through extreme-value theory," Other publications TiSEM 072a787a-b554-4267-a08c-6, Tilburg University, School of Economics and Management.
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper 2011-013, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Other publications TiSEM 27508aa0-9825-4d9e-b1f4-1, Tilburg University, School of Economics and Management.
  • Einmahl, John H. J. & Krajina, Andrea & Segers, Johan, 2012. "An M-estimator for tail dependence in arbitrary dimensions," LIDAM Reprints ISBA 2012035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012. "An M-estimator for tail dependence in arbitrary dimensions," Other publications TiSEM 7d447c58-3e8f-4387-b36b-e, Tilburg University, School of Economics and Management.
  • EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011. "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA 2011005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
• Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011. "Visualizing Multiple Quantile Plots," Discussion Paper 2011-085, Tilburg University, Center for Economic Research.
  • Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011. "Visualizing Multiple Quantile Plots," Other publications TiSEM ef2fd92d-b063-4efe-b8b9-3, Tilburg University, School of Economics and Management.
  • Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2013. "Visualizing multiple quantile plots," Other publications TiSEM 2fa144ec-4d06-40af-8a61-8, Tilburg University, School of Economics and Management.
• Xiaobin Yang & Keying Ye & Yanping Wang, 2011. "A Study of the Probit Model with Latent Variables in Phase I Clinical Trials," Working Papers 0030, College of Business, University of Texas at San Antonio.
• Gautier, Eric & Hoderlein, Stefan, 2011. "A triangular treatment effect model with random coefficients in the selection equation," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.
  • Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers 39/12, Institute for Fiscal Studies.
  • Eric Gautier & Stefan Hoderlein, 2012. "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Why do variance swaps exist?," Documentos de Trabajo del ICAE 2011-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Variance Swaps and Intertemporal Asset Pricing," Documentos de Trabajo del ICAE 2011-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013. "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, vol. 36(C), pages 526-535.
  • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers 772, Kyoto University, Institute of Economic Research.
  • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE 2011-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers EI 2011-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics 11/17, University of Canterbury, Department of Economics and Finance.
• Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming, 2016. "Structural Threshold Regression," Econometric Theory, Cambridge University Press, vol. 32(4), pages 827-860, August.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "Structural Threshold Regression," Discussion Papers Series, Department of Economics, Tufts University 0717, Department of Economics, Tufts University.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," University of Cyprus Working Papers in Economics 13-2011, University of Cyprus Department of Economics.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," Working Paper series 49_11, Rimini Centre for Economic Analysis.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Papers 0907, University of Guelph, Department of Economics and Finance.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Paper series 22_09, Rimini Centre for Economic Analysis.
• Xi Chen, 2011. "Increasing Returns to Scale in U.S. manufacturing industries: evidence from direct and reverse regression," Working Papers of BETA 2011-11, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• J. Isaac Miller, 2016. "Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1142-1171, June.
  • J. Isaac Miller, 2011. "Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series," Working Papers 1103, Department of Economics, University of Missouri, revised 30 May 2012.
• J. Isaac Miller, 2011. "Cointegrating MiDaS Regressions and a MiDaS Test," Working Papers 1104, Department of Economics, University of Missouri.
• Otrok Christopher & Pourpourides Panayiotis M., 2019. "On the cyclicality of real wages and wage differentials," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(1), pages 1-18, January.
  • Otrok, Christopher & Pourpourides, Panayiotis M., 2008. "On The Cyclicality of Real Wages and Wage Differentials," Cardiff Economics Working Papers E2008/19, Cardiff University, Cardiff Business School, Economics Section, revised Mar 2009.
  • Christopher Otrok & Panayiotis M. Pourpourides, 2011. "On The Cyclicality of Real Wages and Wage Di¤erentials," Working Papers 1116, Department of Economics, University of Missouri.
  • Christopher Otrok & Panayiotis M. Pourpourides, 2011. "On the Cyclicality of Real Wages and Wage Differentials," Working Papers 2011-4, Central Bank of Cyprus.
• Candelon, B. & Hurlin, C. & Tokpavi, S., 2012. "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
  • Candelon, B. & Hurlin, C. & Tokpavi, S., 2011. "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012. "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Post-Print hal-01385835, HAL.
• Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
• Francesco Audrino & Yujia Hu, 2016. "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Econometrics, MDPI, vol. 4(1), pages 1-24, February.
  • Audrino, Francesco & Hu, Yujia, 2011. "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Economics Working Paper Series 1138, University of St. Gallen, School of Economics and Political Science.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012. "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
  • Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
• Maria PASCU-NEDELCU, 2011. "Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 6(2), pages 76-99.
• Claudio Pizzi & Francesca Parpinel, 2011. "Evolutionary computational approach in TAR model estimation," Working Papers 2011_26, Department of Economics, University of Venice "Ca' Foscari".
• David E. Giles, 2011. "Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results," Econometrics Working Papers 1101, Department of Economics, University of Victoria.
• Jacob Schwartz & David E. Giles, 2011. "Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution," Econometrics Working Papers 1102, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2011. "On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution," Econometrics Working Papers 1104, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2016. "Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(8), pages 2465-2483, April.
  • David E. Giles & Hui Feng, 2009. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 0902, Department of Economics, University of Victoria.
  • David E. Giles & Hui Feng & Ryan T. Godwin, 2011. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 1105, Department of Economics, University of Victoria.
• Kenneth G. Stewart, 2011. "The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference," Econometrics Working Papers 1107, Department of Economics, University of Victoria.
• Jacob Schwartz & Ryan T. Godwin & David E. Giles, 2011. "Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution," Econometrics Working Papers 1109, Department of Economics, University of Victoria.
• Xiao Ling & David E. Giles, 2014. "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(8), pages 1778-1792, April.
  • David E. Giles & Xiao Ling, 2011. "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Econometrics Working Papers 1111, Department of Economics, University of Victoria.
• Nicholas Apergis & Effrosyni Alevizopoulou, 2011. "Bank Efficiency: Evidence from a Panel of European Banks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(3), pages 329-341, September.
• Nicholas Apergis & Effrosyni Alevizopoulou, 2011. "Bank Efficiency: Evidence from a Panel of European Banks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(3), pages 329-341.
• Pierre Chaussé, 2011. "Generalized empirical likelihood for a continuum of moment conditions," Working Papers 1104, University of Waterloo, Department of Economics, revised Oct 2011.
• Micaela Antunes & Elias Soukiazis, 2009. "How well the balance-of- payments constraint approach explains the Portuguese growth performance: empirical evidence for the 1965-2008 period," GEMF Working Papers 2009-13, GEMF, Faculty of Economics, University of Coimbra.
  • Micaela Antunes & Elias Soukiazis, 2011. "How well the balance-of- payments constraint approach explains the Portuguese growth performance. Empirical evidence for the 1965-2008 period," ERSA conference papers ersa10p125, European Regional Science Association.
• Lucian-Liviu ALBU, 2011. "Structural Changes and Convergence in EU and in Adriatic-Balkans Region," Romanian Journal of Economics, Institute of National Economy, vol. 32(1(41)), pages 78-96, June.
  • Albu, Lucian-Liviu, 2011. "Structural changes and convergence in EU and in Adriatic-Balkans Region," MPRA Paper 31288, University Library of Munich, Germany.
  • Lucian-Liviu Albu, 2011. "Structural Changes And Convergence In Eu And In Adriatic-Balkans Region," ERSA conference papers ersa11p442, European Regional Science Association.
• Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
  • Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(1), pages 1-51, February.
• Kai Sun & Daniel J. Henderson & Subal C. Kumbhakar, 2011. "Biases in approximating log production," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 708-714, June.
  • Sun, Kai & Henderson, Daniel J. & Kumbhakar, Subal C., 2010. "Biases in approximating log production," MPRA Paper 27527, University Library of Munich, Germany.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011. "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 735-761, August.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers 7446, C.E.P.R. Discussion Papers.
• M. Upender, 2011. "Differential Output Elasticity Of Employment During Post-Economic Reform Period In The Indian Economy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(02), pages 189-202.
• M. Upender, 2011. "Differential Output Elasticity Of Employment During Post-Economic Reform Period In The Indian Economy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(02), pages 189-202.
• Joanna Janczura & Rafał Weron, 2012. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 385-407, July.
  • Weron, Rafal & Janczura, Joanna, 2010. "Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices," MPRA Paper 26628, University Library of Munich, Germany.
  • Joanna Janczura & Rafal Weron, 2011. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," HSC Research Reports HSC/11/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Rafael Gonz�lez-Val & Jose Olmo, 2015. "Growth in a Cross-section of Cities: Location, Increasing Returns or Random Growth?," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(2), pages 230-261, June.
  • Rafael González-Val & Jose Olmo, 2011. "Growth in a cross-section of cities: location, increasing returns or random growth?," Working Papers 2011/39, Institut d'Economia de Barcelona (IEB).
  • Rafael González-Val & Jose Olmo, 2011. "Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?," Working Papers XREAP2011-21, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2011.
• Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz, 2011. "Ratingverfahren: Diskriminanzanalyse versus Logistische Regression," Frankfurt School - Working Paper Series 179, Frankfurt School of Finance and Management.
• Diels, Jana Luisa & Wiebach, Nicole, 2011. "Customer reactions in Out-of-Stock situations: Do promotion-induced phantom positions alleviate the similarity substitution hypothsis?," SFB 649 Discussion Papers 2011-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
  • Song, Song & Bickel, Peter J., 2011. "Large vector auto regressions," SFB 649 Discussion Papers 2011-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Wiebach, Nicole & Diels, Jana L., 2011. "The impact of context and promotion on consumer responses and preferences in out-of-stock situations," SFB 649 Discussion Papers 2011-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Spokoiny, Vladimir, 2011. "Parametric estimation: Finite sample theory," SFB 649 Discussion Papers 2011-081, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Saatmann, Stefan Jürgen & Sulk, Ingolf & Klotz, Michael, 2011. "Studie zu gewerblichen Strompreisen in Mecklenburg-Vorpommern: Strom als Wettbewerbsfaktor und Gegenstand der Standortvermarktung," SIMAT Arbeitspapiere 03-11-016, Hochschule Stralsund, Stralsund Information Management Team (SIMAT).
• Frahm, Gabriel & Wiechers, Christof, 2011. "On the diversification of portfolios of risky assets," Discussion Papers in Econometrics and Statistics 2/11, University of Cologne, Institute of Econometrics and Statistics.
• Wiechers, Christof, 2011. "Construction of uncertainty sets for portfolio selection problems," Discussion Papers in Econometrics and Statistics 4/11, University of Cologne, Institute of Econometrics and Statistics.
• Wolff, Joachim & Hohmeyer, Katrin, 2011. "Direct job creation revisited: Is it effective for welfare recipients and does it matter whether participants receive a wage?," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48722, Verein für Socialpolitik / German Economic Association.
• Dlugosz, Stephan, 2011. "Give missings a chance: Combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information," ZEW Discussion Papers 11-013, ZEW - Leibniz Centre for European Economic Research.
• Olivier Ledoit & Michael Wolf, 2011. "Nonlinear shrinkage estimation of large-dimensional covariance matrices," IEW - Working Papers 515, Institute for Empirical Research in Economics - University of Zurich.

2010

• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
  • Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
• Ondřej Vojáček & Iva Pecáková, 2010. "Comparison of Discrete Choice Models for Economic Environmental Research," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(1), pages 35-53.
• Zuzana Iršová & Tomáš Havránek, 2010. "Measuring Bank Efficiency: A Meta-Regression Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(4), pages 307-328.
• Jozef Baruník & Branislav Soták, 2010. "Vplyv rôznych foriem vlastníctva na efektivitu českých a slovenských bánk: prístup analýzy stochastických hraníc [Influence of Different Ownership Forms on Efficiency of Czech and Slovak Banks: Sto," Politická ekonomie, Prague University of Economics and Business, vol. 2010(2), pages 207-224.
• Rita De Siano & Marcella D'Uva, 2010. "Specialization and growth in Italy: what spatial econometric analysis tells us," Discussion Papers 1_2010, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
• Miroslav Klúcik & Jana Juriová, 2010. "Slowdown or Recession? Forecasts Based on Composite Leading Indicator," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(1), pages 17-36, January.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2010. "Local maximum likelihood techniques with categorical data," LIDAM Discussion Papers ISBA 2010052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2010. "Local Maximum Likelihood Techniques with Categorical Data," CEPA Working Papers Series WP142010, School of Economics, University of Queensland, Australia.
• Alfonso Miranda & Sophia Rabe-Hesketh, 2014. "Missing ordinal covariate with informative selection," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 177(2), pages 319-344, February.
  • Alfonso Miranda & Sophia Rabe-Hesketh, 2010. "Missing ordinal covariates with informative selection," DoQSS Working Papers 10-16, Quantitative Social Science - UCL Social Research Institute, University College London.
• Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 91(3).
  • Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(3), pages 279-295.
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," PSE-Ecole d'économie de Paris (Postprint) halshs-00754686, HAL.
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," Post-Print halshs-00754686, HAL.
  • Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Working Papers SMART 10-04, INRAE UMR SMART.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Working Papers 210286, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
• Sandrine Dury & Véronique meuriot, 2010. "Do urban African dwellers pay a premium for food quality and, if so, how much? An investigation of the Malian fonio grain market," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(4), pages 417-433.
• Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(3), pages 279-295.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 91(3).
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," PSE-Ecole d'économie de Paris (Postprint) halshs-00754686, HAL.
  • Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Working Papers SMART 10-04, INRAE UMR SMART.
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," Post-Print halshs-00754686, HAL.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Working Papers 210286, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
• Carol Alexander & Andreas Kaeck, 2012. "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 609-638, July.
  • Carol Alexander & Andreas Kaeck, 2010. "Does model fit matter for hedging? Evidence from FTSE 100 options," ICMA Centre Discussion Papers in Finance icma-dp2010-05, Henley Business School, University of Reading.
• Peter Arcidiacono & Patrick J. Bayer & Jason R. Blevins & Paul Ellickson, 2010. "Estimation of Dynamic Discrete Choice Models in Continuous Time," Working Papers 10-49, Duke University, Department of Economics.
  • Paul Ellickson & Patrick Bayer & Jason Blevins & Peter Arcidiacono, 2010. "Estimation of Dynamic Discrete Choice Models in Continuous Time," 2010 Meeting Papers 70, Society for Economic Dynamics.
• Christian P. Robert, 2010. "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 139-152, June.
• Carlos Gamero Burón, 2010. "Satisfacción Laboral De Los Asalariados Inmigrantes," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 18(3), pages 33-56, Winter.
• José Aroudo Mota & Marcel Bursztyn & José Oswaldo Cândido Jr & Feruccio Bilich & Marcelo Teixeira da Silveira, 2010. "Demanda contingente por água no Distrito Federal do Brasil," Revista Iberoamericana de Economía Ecológica, Red Iberoamericana de Economía Ecológica, vol. 15, pages 31-42, Julio.
• Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
  • Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper series 04_10, Rimini Centre for Economic Analysis.
• Kiselev, Nikolai, 2010. "Minimax estimations in a method of principal components," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 19(3), pages 127-139.
• Song, Wonho, 2010. "Building an Early Warning System for Crude Oil Price Using Neural Network," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 14(2), pages 79-109, December.
• BĂLAN, Mariana & VASILE, Emilia, 2010. "The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 1(3), pages 177-188.
• Balan, Mariana, 2010. "Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 100-118, July.
• Pavelescu, Florin Marius, 2010. "An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 245-264, July.
• Albu, Lucian Liviu & Iorgulescu, Raluca & Stanica, Cristian, 2010. "Estimating Hidden Economy and Hidden Migration: The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 46-56, July.
• Pavelescu, Florin Marius, 2010. "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar 102302, Institute for Economic Forecasting.
• Gheorghe BASANU & Victor TELEASA, 2010. "Analysis Of The Coherence Of Logistic Systems From Urban Enviromnents Using The Informational Indices," Theoretical and Empirical Researches in Urban Management, Research Centre in Public Administration and Public Services, Bucharest, Romania, vol. 5(6(15)), pages 23-39, May.
• Asghar Ali & Kevin Daly, 2010. "What Explain Credit Defaults? A Comparative Study," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 6, pages 51-65.
• Fayyaz Hussain, 2010. "Pakistan’s Exports Demand: A Disaggregated Analysis," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 6, pages 1-13.
• Erich Battistin & Mario Padula, 2016. "Survey instruments and the reports of consumption expenditures: evidence from the consumer expenditure surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(2), pages 559-581, February.
  • Padula, Mario & Battistin, Erich, 2010. "Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys," CEPR Discussion Papers 8051, C.E.P.R. Discussion Papers.
  • Erich Battistin & Mario Padula, 2010. "Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys," CSEF Working Papers 259, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Luc Savard, 2010. "Using an Almost Ideal Demand System in a Macro-Micro Modelling Context to Analyse Poverty and Inequalities," Cahiers de recherche 10-04, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
• Junseok Hwang & Jorn Altmann & Ashraf Bany Mohammed, 2010. "Determinants of Participation in Global Volunteer Grids: A Cross-Country Analysis," TEMEP Discussion Papers 201040, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jan 2010.
• Marcel Risch & Jorn Altmann, 2010. "Capacity Planning in Economic Grid Markets," TEMEP Discussion Papers 201045, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jan 2010.
• Jorn Altmann & Zelalem Berhanu Bedane, 2010. "A P2P File Sharing Network Topology Formation Algorithm Based on Social Network Information," TEMEP Discussion Papers 201049, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jan 2010.
• Alfred Galichon & Bernard Salanié, 2010. "Matching with Trade-offs: Revealed Preferences over Competiting Characteristics," Working Papers hal-00473173, HAL.
  • Alfred Galichon & Bernard Salanié, 2010. "Matching with Trade-Offs: Revealed Preferences over Competing Characteristics," Sciences Po publications info:hdl:2441/1293p84sf58, Sciences Po.
  • Salanié, Bernard & Galichon, Alfred, 2010. "Matching with Trade-offs: Revealed Preferences over Competing Characteristics," CEPR Discussion Papers 7858, C.E.P.R. Discussion Papers.
• Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," SciencePo Working papers Main hal-01069450, HAL.
  • Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Sciences Po publications 2010-26, Sciences Po.
  • Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Working Papers hal-01069450, HAL.
  • Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France," Documents de Travail de l'OFCE 2010-26, Observatoire Francais des Conjonctures Economiques (OFCE).
• Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
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  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po publications 2014-03, Sciences Po.
  • Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  • DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
  • Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
• Koen Jochmans, 2014. "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 373-382, October.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," SciencePo Working papers Main hal-01069454, HAL.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," SciencePo Working papers Main hal-03393015, HAL.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Working Papers hal-01069454, HAL.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," Post-Print hal-03393015, HAL.
• C. Croux & C. Dehon & A. Yadine, 2010. "The k-step spatial sign covariance matrix," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 137-150, September.
  • Croux, C. & Dehon, C. & Yadine, A., 2010. "The K-Step Spatial Sign Covariance Matrix," Discussion Paper 2010-41, Tilburg University, Center for Economic Research.
  • Croux, C. & Dehon, C. & Yadine, A., 2010. "The K-Step Spatial Sign Covariance Matrix," Other publications TiSEM b3c069e5-3f34-475a-9c1b-1, Tilburg University, School of Economics and Management.
• Martin Wagner, 2010. "Cointegration analysis with state space models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 273-305, September.
  • Wagner, Martin, 2010. "Cointegration Analysis with State Space Models," Economics Series 248, Institute for Advanced Studies.
• Qin Xiao & Donghyun Park, 2010. "Seoul housing prices and the role of speculation," Empirical Economics, Springer, vol. 38(3), pages 619-644, June.
• Jeffrey Edwards & Frank Thames, 2010. "Growth volatility and the interaction between economic and political development," Empirical Economics, Springer, vol. 39(1), pages 183-201, August.
• Chris Bloor & Troy Matheson, 2010. "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
  • Chris Bloor & Troy Matheson, 2008. "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/09, Reserve Bank of New Zealand.
• Schreyögg, Jonas & Grabka, Markus M., 2010. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(3), pages 331-341.
  • Jonas Schreyögg & Markus Grabka, 2010. "Copayments for ambulatory care in Germany: a natural experiment using a difference-in-difference approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 11(3), pages 331-341, June.
  • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," SOEPpapers on Multidisciplinary Panel Data Research 96, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," Discussion Papers of DIW Berlin 777, DIW Berlin, German Institute for Economic Research.
  • Schreyoegg, Jonas & Grabka, Markus M, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," MPRA Paper 23035, University Library of Munich, Germany.
• Georg Mainik & Ludger Rüschendorf, 2010. "On optimal portfolio diversification with respect to extreme risks," Finance and Stochastics, Springer, vol. 14(4), pages 593-623, December.
• Lan Liu & Hao Lin, 2010. "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(2), pages 187-195, April.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417660, HAL.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Optimal transportation and the falsifiability of incompletely specified economic models," Papers 2102.04162, arXiv.org, revised Feb 2021.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 175-243, March.
  • Rubio-Ramírez, Juan Francisco & Burriel, Pablo & Fernández-Villaverde, Jesús, 2009. "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers 7297, C.E.P.R. Discussion Papers.
  • Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," Working Papers 2009-17, FEDEA.
  • Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive 09-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
  • Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Fernández-Villaverde, Jesús, 2009. "The Econometrics of DSGE Models," CEPR Discussion Papers 7157, C.E.P.R. Discussion Papers.
  • Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," NBER Working Papers 14677, National Bureau of Economic Research, Inc.
• Christophe Croux & Catherine Dehon, 2010. "Influence functions of the Spearman and Kendall correlation measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 497-515, November.
  • Croux, C. & Dehon, C., 2010. "Influence Functions of the Spearman and Kendall Correlation Measures," Discussion Paper 2010-40, Tilburg University, Center for Economic Research.
  • Croux, C. & Dehon, C., 2010. "Influence Functions of the Spearman and Kendall Correlation Measures," Other publications TiSEM 5e8ee766-ee1e-4d6e-b035-6, Tilburg University, School of Economics and Management.
• Arvid Raknerud & Øivind Skare, 2010. "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers 614, Statistics Norway, Research Department.
• Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010. "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 20(18), pages 1429-1440.
  • Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies 637, Umeå University, Department of Economics.
• B. Bhaskara Rao, 2010. "Deterministic and stochastic trends in the time series models: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, vol. 42(17), pages 2193-2202.
  • Rao, B. Bhaskara, 2007. "Deterministic and stochastic trends in the time series models: A guide for the applied economist," MPRA Paper 3580, University Library of Munich, Germany.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010. "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, vol. 42(25), pages 3267-3277.
  • Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009. "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento 105, University of Pavia, Department of Economics and Quantitative Methods.
• Florencia Lopez Boo & Lucia Madrigal & Carmen Pages, 2010. "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," Journal of Development Studies, Taylor & Francis Journals, vol. 46(9), pages 1543-1571.
  • López Bóo, Florencia & Madrigal, Lucia & Pagés, Carmen, 2009. "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," IZA Discussion Papers 3994, Institute of Labor Economics (IZA).
  • Lopez Boo, Florencia & Madrigal, Lucía & Pagés, Carmen, 2009. "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," IDB Publications (Working Papers) 1114, Inter-American Development Bank.
  • Florencia Lopez Boo & Lucia Madrigal & Carmen Pages, 2009. "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," Research Department Publications 4604, Inter-American Development Bank, Research Department.
• Arthur Lewbel, 2012. "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 67-80.
  • Arthur Lewbel, 2010. "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 67-80, December.
  • Arthur Lewbel, 2003. "Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Boston College Working Papers in Economics 587, Boston College Department of Economics, revised 15 Dec 2010.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2010. "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, vol. 19(1), pages 89-109, January.
  • Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers 200902, University of Pretoria, Department of Economics.
• Anna Sarra & Mariarosaria Del Signore, 2010. "A Dynamic Origin-constrained Spatial Interaction Model Applied to Poland's Inter-provincial Migration," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(1), pages 29-41.
• Vincent van den Berg & Eric Kroes & Erik T. Verhoef, 2010. "Biases in Willingness-To-Pay Measures from Multinomial Logit Estimates due to Unobserved Heterogeneity," Tinbergen Institute Discussion Papers 10-014/3, Tinbergen Institute.
• Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy, 2012. "Family background variables as instruments for education in income regressions: A Bayesian analysis," Economics of Education Review, Elsevier, vol. 31(5), pages 515-523.
  • Lennart Hoogerheide & Joern H. Block & Roy Thurik, 2010. "Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis," Tinbergen Institute Discussion Papers 10-075/3, Tinbergen Institute.
• Norbert Christopeit & Michael Massmann, 2010. "Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 10-077/4, Tinbergen Institute.
• Einmahl, John H.J. & van den Akker, Ramon, 2011. "Superefficient estimation of the marginals by exploiting knowledge on the copula," Journal of Multivariate Analysis, Elsevier, vol. 102(9), pages 1315-1319, October.
  • Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Other publications TiSEM 5cc7cb98-6ae3-4e8e-8566-c, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Discussion Paper 2010-120, Tilburg University, Center for Economic Research.
• Christophe Croux & Catherine Dehon, 2010. "Influence functions of the Spearman and Kendall correlation measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 497-515, November.
  • Croux, C. & Dehon, C., 2010. "Influence Functions of the Spearman and Kendall Correlation Measures," Other publications TiSEM 5e8ee766-ee1e-4d6e-b035-6, Tilburg University, School of Economics and Management.
  • Croux, C. & Dehon, C., 2010. "Influence Functions of the Spearman and Kendall Correlation Measures," Discussion Paper 2010-40, Tilburg University, Center for Economic Research.
• Pavel Čížek, 2013. "Reweighted least trimmed squares: an alternative to one-step estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 514-533, September.
  • Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Other publications TiSEM 850c8dcb-835b-4d68-ab98-6, Tilburg University, School of Economics and Management.
  • Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Discussion Paper 2010-91, Tilburg University, Center for Economic Research.
• Croux, C. & Gijbels, I. & Prosdocimi, I., 2010. "Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models," Discussion Paper 2010-104, Tilburg University, Center for Economic Research.
• C. Croux & C. Dehon & A. Yadine, 2010. "The k-step spatial sign covariance matrix," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 137-150, September.
  • Croux, C. & Dehon, C. & Yadine, A., 2010. "The K-Step Spatial Sign Covariance Matrix," Other publications TiSEM b3c069e5-3f34-475a-9c1b-1, Tilburg University, School of Economics and Management.
  • Croux, C. & Dehon, C. & Yadine, A., 2010. "The K-Step Spatial Sign Covariance Matrix," Discussion Paper 2010-41, Tilburg University, Center for Economic Research.
• Christophe Croux & Catherine Dehon & Abdelilah Yadine, 2011. "On the Optimality of Multivariate S‐Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(2), pages 332-341, June.
  • Croux, C. & Dehon, C. & Yadine, A., 2010. "On the Optimality of Multivariate S-Estimators," Other publications TiSEM c7650fe9-19f1-4c04-9b3f-a, Tilburg University, School of Economics and Management.
  • Croux, C. & Dehon, C. & Yadine, A., 2010. "On the Optimality of Multivariate S-Estimators," Discussion Paper 2010-39, Tilburg University, Center for Economic Research.
• Heinrich Fritz & Peter Filzmoser & Christophe Croux, 2012. "A comparison of algorithms for the multivariate L 1 -median," Computational Statistics, Springer, vol. 27(3), pages 393-410, September.
  • Fritz, H. & Filzmoser, P. & Croux, C., 2010. "A Comparison of Algorithms for the Multivariate L1-Median," Discussion Paper 2010-106, Tilburg University, Center for Economic Research.
• Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008. "The Shorth Plot," Discussion Paper 2008-24, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2010. "The Shorth Plot," Other publications TiSEM 0bb67ddc-0dd1-4c13-9916-5, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008. "The Shorth Plot," Other publications TiSEM 10b5cfb5-c502-46dc-8e51-5, Tilburg University, School of Economics and Management.
• Einmahl, John H.J. & van den Akker, Ramon, 2011. "Superefficient estimation of the marginals by exploiting knowledge on the copula," Journal of Multivariate Analysis, Elsevier, vol. 102(9), pages 1315-1319, October.
  • Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Discussion Paper 2010-120, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & van den Akker, R., 2010. "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Other publications TiSEM 5cc7cb98-6ae3-4e8e-8566-c, Tilburg University, School of Economics and Management.
• Pavel Čížek, 2013. "Reweighted least trimmed squares: an alternative to one-step estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 514-533, September.
  • Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Discussion Paper 2010-91, Tilburg University, Center for Economic Research.
  • Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Other publications TiSEM 850c8dcb-835b-4d68-ab98-6, Tilburg University, School of Economics and Management.
• Tomaso Duso & Klaus Gugler & Florian Szücs, 2013. "An Empirical Assessment of the 2004 EU Merger Policy Reform," Economic Journal, Royal Economic Society, vol. 123(11), pages 596-619, November.
  • Tomaso Duso & Klaus Gugler & Florian Szücs, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," CIG Working Papers SP II 2010-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  • Duso, Tomaso & Guglery, Klaus & Szücs, Florian, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 337, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Duso, Tomaso & Gugler, Klaus & Szücs, Florian, 2012. "An empirical assessment of the 2004 EU merger policy reform," DICE Discussion Papers 58, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  • Tomaso Duso & Klaus Gugler & Florian Szücs, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," CIG Working Papers SP II 2010-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
• Anuradha Roy, 2010. "Linear Models for Multivariate Repeated Measures Data," Working Papers 0017, College of Business, University of Texas at San Antonio.
• Florens, Jean-Pierre & Simoni, Anna, 2016. "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Jean-Pierre Florens & Anna Simoni, 2016. "Regularizing Priors For Linear Inverse Problems," Post-Print hal-03089887, HAL.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," TSE Working Papers 13-384, Toulouse School of Economics (TSE).
  • Anna Simoni & Jean-Pierre Florens, 2013. "Regularizing Priors for Linear Inverse Problems," THEMA Working Papers 2013-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Jean-Pierre Florens & Anna Simoni, 2013. "Regularizing Priors for Linear Inverse Problems," Working Papers hal-00873180, HAL.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," TSE Working Papers 10-175, Toulouse School of Economics (TSE).
• Simar, Léopold & Vanhems, Anne, 2012. "Probabilistic characterization of directional distances and their robust versions," Journal of Econometrics, Elsevier, vol. 166(2), pages 342-354.
  • Simar, Leopold & Vanhems, Anne, 2010. "Probabilistic characterization of directional distances and their robust versions," LIDAM Discussion Papers ISBA 2010040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Léopold & Vanhems, Anne, 2010. "Probabilistic Characterization of Directional Distances and their Robust Versions," TSE Working Papers 10-195, Toulouse School of Economics (TSE).
  • Simar, Leopold & Vanhems, Anne, 2012. "Probabilistic characterization of directionaldistances and their robustversions," LIDAM Reprints ISBA 2012003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Kerly Krillo & Jaan Masso, 2010. "The Part-Time/Full-Time Wage Gap in Central and Eastern Europe: the Case of Estonia," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 2(1).
  • Kerly Krillo & Jaan Masso, 2010. "The Part-Time/Full-Time Wage Gap In Central And Eastern Europe: The Case Of Estonia," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 65, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Donna Feir & Thomas Lemieux & Vadim Marmer, 2016. "Weak Identification in Fuzzy Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-196, April.
  • Feir, Donna & Lemieux, Thomas & Marmer, Vadim, 2010. "Weak Identification in Fuzzy Regression Discontinuity Designs," Microeconomics.ca working papers vadim_marmer-2010-19, Vancouver School of Economics, revised 17 Apr 2016.
• Peter Fuleky & Eric Zivot, 2014. "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 383-393, October.
  • Peter Fuleky & Eric Zivot, 2010. "Indirect Inference Based on the Score," Working Papers UWEC-2010-08, University of Washington, Department of Economics.
  • Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 201109, University of Hawaii at Manoa, Department of Economics.
  • Peter Fuleky & Eric Zivot, 2011. "Indirect Inference Based on the Score," Working Papers 2011-12, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Graciela Sanromán & Cecilia González, 2010. "Movilidad intergeneracional y raza en Uruguay," Documentos de Trabajo (working papers) 1310, Department of Economics - dECON.
• Sile Padraigin O'Dorchai & Natalie Simeu, 2010. "Analyse de l'évolution des revenus des femmes et des hommes après une rupture du couple dans 18 pays européens," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(1), pages 109-128.
  • Sile Padraigin O'Dorchai & Natalie Julie Simeu Keumoe, 2010. "Analyse de l’évolution des revenus des femmes et des hommes après une rupture du couple dans 18 pays européens," ULB Institutional Repository 2013/92400, ULB -- Universite Libre de Bruxelles.
• Carrillo, Julio A., 2012. "How well does sticky information explain the dynamics of inflation, output, and real wages?," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 830-850.
  • Carrillo, J.A., 2009. "Sticky information vs. Backward-looking indexation: Inflation inertia in the U.S," Research Memorandum 008, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Carrillo, J.A., 2010. "How well does sticky information explain inflation and output inertia?," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • J. A. Carrillo, 2011. "How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/724, Ghent University, Faculty of Economics and Business Administration.
• Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.
  • Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
  • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers 488, Barcelona School of Economics.
  • Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
  • Sentana, Enrique & Peñaranda, Francisco, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers.
• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016. "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, vol. 35(2), pages 232-256, February.
  • Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2010. "Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators," University of St. Gallen Department of Economics working paper series 2010 2010-09, Department of Economics, University of St. Gallen.
• Eva Deuchert, 2011. "The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-reported Virgins?," Journal of African Economies, Centre for the Study of African Economies, vol. 20(1), pages 60-89, January.
  • Deuchert, Eva, 2008. "The Virgin HIV Puzzle: Can misreporting account for the high proportion of HIV cases in self-reported virgins?," Proceedings of the German Development Economics Conference, Zurich 2008 10, Verein für Socialpolitik, Research Committee Development Economics.
  • Eva Deuchert, 2010. "The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-Reported Virgins?," University of St. Gallen Department of Economics working paper series 2010 2010-24, Department of Economics, University of St. Gallen.
• Daniel L. Millimet & Rusty Tchernis & Muna Husain, 2010. "School Nutrition Programs and the Incidence of Childhood Obesity," Journal of Human Resources, University of Wisconsin Press, vol. 45(3).
  • Daniel Millimet & Rusty Tchernis & Muna Hussain, 2007. "School Nutrition Programs and the Incidence of Childhood Obesity," CAEPR Working Papers 2007-014, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Daniel L. Millimet & Rusty Tchernis & Muna Husain, 2008. "School Nutrition Programs and the Incidence of Childhood Obesity," NBER Working Papers 14297, National Bureau of Economic Research, Inc.
  • Millimet, Daniel L. & Tchernis, Rusty & Husain, Muna, 2008. "School Nutrition Programs and the Incidence of Childhood Obesity," IZA Discussion Papers 3664, Institute of Labor Economics (IZA).
• Qian Chen & David E. Giles & Hui Feng, 2012. "The extreme-value dependence between the Chinese and other international stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1147-1160, July.
  • David E. Giles, 2010. "The Extreme-Value Dependence Between the Chinese and Other International Stock Markets," Econometrics Working Papers 1003, Department of Economics, University of Victoria.
• Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
  • Mikko Packalen & Tony Wirjanto, 2010. "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers 1012, University of Waterloo, Department of Economics, revised Nov 2010.
• Giles, John & Murtazashvili, Irina, 2010. "A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China," Policy Research Working Paper Series 5400, The World Bank.
  • Giles, John T. & Murtazashvili, Irina, 2012. "A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China," IZA Discussion Papers 6887, Institute of Labor Economics (IZA).
• Zuzana Irsova & Tomas Havranek, 2011. "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 230-270, December.
  • Zuzana Iršová, 2010. "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Working Papers IES 2010/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2010.
  • Zuzana Irsova, 2010. "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," William Davidson Institute Working Papers Series wp998, William Davidson Institute at the University of Michigan.
• Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1122-1148, November.
  • Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1122-1148, November.
• Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
  • Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
• Krzysztof Kontek, 2010. "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers 43, Department of Applied Econometrics, Warsaw School of Economics.
• Imre Kondor & István Varga-Haszonits, 2010. "Instability Of Portfolio Optimization Under Coherent Risk Measures," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 425-437.
• Imre Kondor & István Varga-Haszonits, 2010. "Instability Of Portfolio Optimization Under Coherent Risk Measures," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 425-437.
• Muhammad Zakaria, 2010. "Exchange Rate Misalignment And Economic Growth: Evidence From Pakistan'S Recent Float," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(03), pages 471-489.
• Muhammad Zakaria, 2010. "Exchange Rate Misalignment And Economic Growth: Evidence From Pakistan'S Recent Float," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(03), pages 471-489.
• Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010. "Models for heavy-tailed asset returns," SFB 649 Discussion Papers 2010-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
• Adam Misiorek & Rafal Weron, 2010. "Heavy-tailed distributions in VaR calculations," HSC Research Reports HSC/10/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Tomaso Duso & Klaus Gugler & Florian Szücs, 2013. "An Empirical Assessment of the 2004 EU Merger Policy Reform," Economic Journal, Royal Economic Society, vol. 123(11), pages 596-619, November.
  • Tomaso Duso & Klaus Gugler & Florian Szücs, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," CIG Working Papers SP II 2010-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  • Tomaso Duso & Klaus Gugler & Florian Szücs, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," CIG Working Papers SP II 2010-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  • Duso, Tomaso & Gugler, Klaus & Szücs, Florian, 2012. "An empirical assessment of the 2004 EU merger policy reform," DICE Discussion Papers 58, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  • Duso, Tomaso & Guglery, Klaus & Szücs, Florian, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 337, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Tomaso Duso & Klaus Gugler & Florian Szücs, 2013. "An Empirical Assessment of the 2004 EU Merger Policy Reform," Economic Journal, Royal Economic Society, vol. 123(11), pages 596-619, November.
  • Tomaso Duso & Klaus Gugler & Florian Szücs, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," CIG Working Papers SP II 2010-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  • Tomaso Duso & Klaus Gugler & Florian Szücs, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," CIG Working Papers SP II 2010-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  • Duso, Tomaso & Gugler, Klaus & Szücs, Florian, 2012. "An empirical assessment of the 2004 EU merger policy reform," DICE Discussion Papers 58, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  • Duso, Tomaso & Guglery, Klaus & Szücs, Florian, 2010. "An Empirical Assessment of the 2004 EU Merger Policy Reform," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 337, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Jonas Schreyögg & Markus Grabka, 2010. "Copayments for ambulatory care in Germany: a natural experiment using a difference-in-difference approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 11(3), pages 331-341, June.
  • Schreyögg, Jonas & Grabka, Markus M., 2010. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(3), pages 331-341.
  • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," Discussion Papers of DIW Berlin 777, DIW Berlin, German Institute for Economic Research.
  • Schreyoegg, Jonas & Grabka, Markus M, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," MPRA Paper 23035, University Library of Munich, Germany.
  • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," SOEPpapers on Multidisciplinary Panel Data Research 96, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Kemper, Niels & Klump, Rainer, 2010. "Land reform and the formalization of household credit in rural Vietnam," Proceedings of the German Development Economics Conference, Hannover 2010 49, Verein für Socialpolitik, Research Committee Development Economics.
• Hachicha, Nizar, 2010. "New sight of herding behavioural through trading volume," Economics Discussion Papers 2010-11, Kiel Institute for the World Economy (IfW Kiel).
• Liu, Ruipeng & Lux, Thomas, 2010. "Flexible and robust modelling of volatility comovements: a comparison of two multifractal models," Kiel Working Papers 1594, Kiel Institute for the World Economy (IfW Kiel).
• Beck, Arne & Walter, Matthias, 2010. "Tender prices in local bus transport in Germany - an application of alternative regression techniques," Working Paper Series in Economics 13, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Härdle, Wolfgang Karl & Trück, Stefan, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers 2010-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2010. "Time varying hierarchical archimedean copulae," SFB 649 Discussion Papers 2010-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Grith, Maria & Härdle, Wolfgang Karl & Schienle, Melanie, 2010. "Nonparametric estimation of risk-neutral densities," SFB 649 Discussion Papers 2010-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Okhrin, Ostap, 2010. "Fitting high-dimensional copulae to data," SFB 649 Discussion Papers 2010-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Panov, Vladimir, 2010. "Non-gaussian component analysis: New ideas, new proofs, new applications," SFB 649 Discussion Papers 2010-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Baranovski, Alexander L., 2010. "Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling," SFB 649 Discussion Papers 2010-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Grith, Maria & Krätschmer, Volker, 2010. "Parametric estimation of risk neutral density functions," SFB 649 Discussion Papers 2010-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
  • Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010. "Models for heavy-tailed asset returns," SFB 649 Discussion Papers 2010-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Panov, Vladimir, 2010. "Estimation of the signal subspace without estimation of the inverse covariance matrix," SFB 649 Discussion Papers 2010-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Wiebach, Nicole & Hildebrandt, Lutz, 2010. "Context effects as customer reaction on delisting of brands," SFB 649 Discussion Papers 2010-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bernhard Herz & Marco Wagner, 2011. "The Dark Side of the Generalized System of Preferences," Review of International Economics, Wiley Blackwell, vol. 19(4), pages 763-775, September.
  • Herz, Bernhard & Wagner, Marco, 2010. "The dark side of the generalized system of preferences," Working Papers 02/2010, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
• Frahm, Gabriel, 2010. "An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation," Discussion Papers in Econometrics and Statistics 1/10, University of Cologne, Institute of Econometrics and Statistics.
• Schulz, Frowin C., 2010. "Robust estimation of integrated variance and quarticity under flat price and no trading bias," Discussion Papers in Econometrics and Statistics 4/10, University of Cologne, Institute of Econometrics and Statistics.
• Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers 2010-05, Department of Economics and Business Economics, Aarhus University.
• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," Working Papers 10-37, Duke University, Department of Economics.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
• Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Central Difference Kalman Filter," CREATES Research Papers 2010-30, Department of Economics and Business Economics, Aarhus University.
• Kristensen, Dennis, 2011. "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, vol. 164(2), pages 382-403, October.
  • Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," Discussion Papers 10-10, University of Copenhagen. Department of Economics.
  • Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers 2010-43, Department of Economics and Business Economics, Aarhus University.
• Christian M. Dahl & Emma M. Iglesias, 2021. "Asymptotic normality of the MLE in the level-effect ARCH model," Statistical Papers, Springer, vol. 62(1), pages 117-135, February.
  • Christian M. Dahl & Emma M. Iglesias, 2010. "Asymptotic normality of the QMLE in the level-effect ARCH model," CREATES Research Papers 2010-48, Department of Economics and Business Economics, Aarhus University.
• Christos Ntantamis, 2010. "A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns," CREATES Research Papers 2010-51, Department of Economics and Business Economics, Aarhus University.
• Christos Ntantamis, 2010. "Detecting Structural Breaks using Hidden Markov Models," CREATES Research Papers 2010-52, Department of Economics and Business Economics, Aarhus University.
• Christos Ntantamis, 2010. "Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models," CREATES Research Papers 2010-53, Department of Economics and Business Economics, Aarhus University.
• Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013. "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, vol. 172(2), pages 307-324.
  • Tim Bollerslev & Viktor Todorov, 2010. "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers 2010-64, Department of Economics and Business Economics, Aarhus University.
• Yin Liao & Heather M. Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers 11/10, Monash University, Department of Econometrics and Business Statistics.
  • Yin Liao & Heather Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics 2010-520, Australian National University, College of Business and Economics, School of Economics.
• Degui Li & Jia Chen & Jiti Gao, 2011. "Non‐parametric time‐varying coefficient panel data models with fixed effects," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 387-408, October.
  • Degui Li & Jia Chen & Jiti Gao, 2010. "Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects," School of Economics and Public Policy Working Papers 2010-08, University of Adelaide, School of Economics and Public Policy.
• Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 928-955, November.
  • Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers 2010-09, University of Adelaide, School of Economics and Public Policy.
  • Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Monash Econometrics and Business Statistics Working Papers 12/11, Monash University, Department of Econometrics and Business Statistics.
• Chen, Jia & Gao, Jiti & Li, Degui, 2012. "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
  • Jia Chen & Jiti Gao & Degui Li, 2010. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers 2010-10, University of Adelaide, School of Economics and Public Policy.
  • Jia Chen & Jiti Gao & Degui Li, 2011. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/11, Monash University, Department of Econometrics and Business Statistics.
• Gerd Ronning & Martin Rosemann & Elena Biewen, 2010. "IV-Schätzung eines linearen Panelmodells mit anonymisierten Betriebs- und Unternehmensdaten," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 130(3), pages 357-380.
• Joel Hinaunye Eita & Andre C. Jordaan, 2010. "A Causality Analysis Between Financial Development and Economic Growth for Botswana," The African Finance Journal, Africagrowth Institute, vol. 12(1), pages 72-89.
  • Joel Hinaunye Eita & André C. Jordaan, 2007. "A Causality Analysis between Financial Development and Economic Growth for Botswana," Working Papers 200722, University of Pretoria, Department of Economics.
• Asfaw, Solomon & Shiferaw, Bekele A., 2010. "Agricultural Technology Adoption and Rural Poverty: Application of an Endogenous Switching Regression for Selected East African Countries," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 97049, African Association of Agricultural Economists (AAAE).
• Houssou, Nazaire & Zeller, Manfred, 2010. "To Target or Not to Target? The cost efficiency of indicator-based targeting," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61007, Agricultural and Applied Economics Association.
• Harri, Ardian & Muhammad, Andrew & Jones, Keithly G., 2010. "Market Integration for Shrimp and the Effect of Catastrophic Events," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61585, Agricultural and Applied Economics Association.
• Goetz, Christian & Heckelei, Thomas, 2010. "Determinants of Bilateral Food Related Disputes," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61773, Agricultural and Applied Economics Association.
  • Götz, Christian & Heckelei, Thomas, 2011. "Determinants of Bilateral Food Related Disputes," Discussion Papers 162893, University of Bonn, Institute for Food and Resource Economics.
• Diagne, Aliou, 2010. "Technological change in smallholder agriculture: Bridging the adoption gap by understanding its source," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 5(01), pages 1-26, September.
• Ghib, Marie-Luce & Berriet-Solliec, Marielle, 2010. "From small farming to rural, non-agricultural work in Romania: an evaluation on 3 measures of the rural development programme," 118th Seminar, August 25-27, 2010, Ljubljana, Slovenia 94915, European Association of Agricultural Economists.
• Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(3), pages 279-295.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 91(3).
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," PSE-Ecole d'économie de Paris (Postprint) halshs-00754686, HAL.
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," Post-Print halshs-00754686, HAL.
  • Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Working Papers SMART 10-04, INRAE UMR SMART.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Working Papers 210286, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
• Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(3), pages 279-295.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 91(3).
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," PSE-Ecole d'économie de Paris (Postprint) halshs-00754686, HAL.
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  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," Post-Print halshs-00754686, HAL.
  • Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Working Papers SMART 10-04, INRAE UMR SMART.
• Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010. "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(2), pages 321-335, May.
  • Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010. "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(2), May.
  • Harri, Ardian & Muhammad, Andrew & Anderson, John D., 2008. "Estimating a Demand System with Seasonally Differenced Data," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6427, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
• Prof. Ph.D Nicolaie Giurgiteanu & Assoc. Prof. Ph.D Sorin Popa, 2010. "A Geometrical Model Of Direct Connections Between The Economic Phenomena," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 102-109, April.
• Simar, Léopold & Vanhems, Anne, 2012. "Probabilistic characterization of directional distances and their robust versions," Journal of Econometrics, Elsevier, vol. 166(2), pages 342-354.
  • Simar, Léopold & Vanhems, Anne, 2010. "Probabilistic Characterization of Directional Distances and their Robust Versions," TSE Working Papers 10-195, Toulouse School of Economics (TSE).
  • Simar, Leopold & Vanhems, Anne, 2010. "Probabilistic characterization of directional distances and their robust versions," LIDAM Discussion Papers ISBA 2010040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Vanhems, Anne, 2012. "Probabilistic characterization of directionaldistances and their robustversions," LIDAM Reprints ISBA 2012003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2010. "Local Maximum Likelihood Techniques with Categorical Data," CEPA Working Papers Series WP142010, School of Economics, University of Queensland, Australia.
  • Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2010. "Local maximum likelihood techniques with categorical data," LIDAM Discussion Papers ISBA 2010052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Léopold Simar & Valentin Zelenyuk, 2011. "Stochastic FDH/DEA estimators for frontier analysis," Journal of Productivity Analysis, Springer, vol. 36(1), pages 1-20, August.
  • Leopold Simar & Valentin Zelenyuk, 2008. "Stochastic FDH/DEA estimators for Frontier Analysis," Discussion Papers 8, Kyiv School of Economics.
  • Simar, Leopold & Zelenyuk, Valentin, 2011. "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA 2011026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Zelenyuk, Valentin, 2010. "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA 2010008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• PREMINGER, Arie & HAFNER, Christian, 2006. "Deciding between GARCH and stochastic volatility via strong decision rules," LIDAM Discussion Papers CORE 2006042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, C. & Preminger, A., 2010. "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules," LIDAM Reprints ISBA 2010032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Zeynep Filiz & Veysel Yilmaz & Ceren Yagızer, 2010. "The Measurement Of Service Quality In Municipalities By Servqual Analysis: A Case Study In Eskiåžehir Municipalities," Anadolu University Journal of Social Sciences, Anadolu University, vol. 10(3), pages 59-76, September.
• Manuel Santos, 2007. "Consistency Properties of a Simulation-Based Estimator for Dynamic Processes," Working Papers 0705, University of Miami, Department of Economics.
  • Manuel S. Santos, 2010. "Consistency properties of a simulation-based estimator for dynamic processes," Papers 1001.2173, arXiv.org.
  • Manuel S. Santos, 2007. "Consistency Properties of a Simulation-Base Estimator for Dynamic Processes," Working Papers 0613, University of Miami, Department of Economics.
• Corina Maria ENE & Natalita HURDUC, 2010. "A Fuzzy Model To Estimate Romanian Underground Economy," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 2(18), pages 29-38, June.
• Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2010. "A Critical Analysis of Dimensions and Curve Fitting Practice in Economics," UHE Working papers 2010_01, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica.
• Demos, Antonis & Arvanitis, Stelios, 2010. "Stochastic Expansions and Moment Approximations for Three Indirect Estimators," MPRA Paper 122369, University Library of Munich, Germany.
  • Antonis Demos & Stelios Arvanitis, 2010. "Stochastic Expansions and Moment Approximations for Three Indirect Estimators," DEOS Working Papers 1004, Athens University of Economics and Business.
• Martina Grunow & Robert Nuscheler, 2014. "Public And Private Health Insurance In Germany: The Ignored Risk Selection Problem," Health Economics, John Wiley & Sons, Ltd., vol. 23(6), pages 670-687, June.
  • Martina Grunow & Robert Nuscheler, 2010. "Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem," Working Papers 093, Bavarian Graduate Program in Economics (BGPE).
  • Martina Grunow & Robert Nuscheler, 2010. "Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem," Discussion Paper Series 312, Universitaet Augsburg, Institute for Economics.
• Martina Grunow & Robert Nuscheler, 2014. "Public And Private Health Insurance In Germany: The Ignored Risk Selection Problem," Health Economics, John Wiley & Sons, Ltd., vol. 23(6), pages 670-687, June.
  • Martina Grunow & Robert Nuscheler, 2010. "Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem," Discussion Paper Series 312, Universitaet Augsburg, Institute for Economics.
  • Martina Grunow & Robert Nuscheler, 2010. "Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem," Working Papers 093, Bavarian Graduate Program in Economics (BGPE).
• Dippold, Katrin & Hruschka, Harald, 2010. "Variable Selection for Market Basket Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 443, University of Regensburg, Department of Economics.
• Maral Kichian & Rumler Fabio & Paul Corrigan, 2010. "Semi-Structural Models for Inflation Forecasting," Staff Working Papers 10-34, Bank of Canada.
• Jens Mehrhoff, 2010. "Seasonal Adjustment in Times of Strong Economic Changes," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(59), pages 7-23, July - Se.
• K. Batu Tunay, 2010. "Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 4(1), pages 9-46.
• Libero Monteforte & Gianluca Moretti, 2013. "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 51-61, January.
  • Libero Monteforte & Gianluca Moretti, "undated". "Real time forecasts of inflation: the role of financial variables," Working Papers wp2011-6, Department of the Treasury, Ministry of the Economy and of Finance.
  • Libero Monteforte & Gianluca Moretti, 2010. "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers) 767, Bank of Italy, Economic Research and International Relations Area.
• Yeinni Andrea Patino Moya & Gustavo Adolfo Gómez Flórez & Emma Osorio Medina, 2010. "Evaluación del desempeno del sector de distribución de electricidad en Colombia: una aplicación del análisis de frontera estocástica," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 70-123, June.
  • Yeinni Andrea patiño & Gustavo Adolfo Gómez & Emma Osorio Medina, 2010. "Evaluación del desempeño del sector de distribución de electricidad en Colombia: Una aplicación del análisis de frontera estocástica," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 70-123, June.
• La Vecchia, Davide & Trojani, Fabio, 2010. "Infinitesimal Robustness for Diffusions," Journal of the American Statistical Association, American Statistical Association, vol. 105(490), pages 703-712.
  • Davide La Vecchia & Fabio Trojani, 2008. "Infinitesimal Robustness for Diffusions," University of St. Gallen Department of Economics working paper series 2008 2008-09, Department of Economics, University of St. Gallen.
• Scaillet, Olivier & Topaloglou, Nikolas, 2010. "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 169-180.
  • Olivier Scaillet & Nikolas Topaloglou, 2005. "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series rp154, International Center for Financial Asset Management and Engineering.
  • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006. "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006 74, Society for Computational Economics.
• Ferrara, L. & Koopman, S J., 2010. "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers 275, Banque de France.
• Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.
  • Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
  • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers 488, Barcelona School of Economics.
  • Sentana, Enrique & Peñaranda, Francisco, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers.
  • Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
• Zhi-Fu Mi & Yue-Jun Zhang, 2011. "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(2/3/4), pages 145-157.
  • Zhi-Fu Mi & Yue-Jun Zhang, 2010. "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," CEEP-BIT Working Papers 9, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
• Paul Blacklow & Aaron Nicholas & Ranjan Ray, 2010. "Demographic Demand Systems With Application To Equivalence Scales Estimation And Inequality Analysis: The Australian Evidence," Australian Economic Papers, Wiley Blackwell, vol. 49(3), pages 161-179, September.
  • Blacklow, Paul & Nicholas, Aaron & Ray, Ranjan, 2008. "Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence," Working Papers 9289, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Dec 2008.
• Liran Einav, 2010. "Not All Rivals Look Alike: Estimating An Equilibrium Model Of The Release Date Timing Game," Economic Inquiry, Western Economic Association International, vol. 48(2), pages 369-390, April.
• Aaron Nicholas & Ranjan Ray & Ma. Rebecca Valenzuela, 2010. "Evaluating the Distributional Implications of Price Movements: Methodology, Application and Australian Evidence," The Economic Record, The Economic Society of Australia, vol. 86(274), pages 352-366, September.
  • Aaron Nicholas & Ranjan Ray & Rebecca Valenzuela, 2008. "Evaluating The Distributional Implications Of Price Movements: Methodology, Application And Australian Evidence," Monash Economics Working Papers 33/08, Monash University, Department of Economics.
• Marc K. Francke & Siem Jan Koopman & Aart F. De Vos, 2010. "Likelihood functions for state space models with diffuse initial conditions," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 407-414, November.
  • Marc K. Francke & Siem Jan Koopman & Aart de Vos, 2008. "Likelihood Functions for State Space Models with Diffuse Initial Conditions," Tinbergen Institute Discussion Papers 08-040/4, Tinbergen Institute.
• Jan Beirlant & John H. J. Einmahl, 2010. "Asymptotics for the Hirsch Index," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 355-364, September.
  • Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Other publications TiSEM 2670b5ef-bb04-4ce8-82b2-7, Tilburg University, School of Economics and Management.
  • Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Discussion Paper 2007-86, Tilburg University, Center for Economic Research.
• Mark Podolskij & Mathias Vetter, 2010. "Understanding limit theorems for semimartingales: a short survey," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(s1), pages 329-351.
  • Mark Podolskij & Mathias Vetter, 2009. "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers 2009-47, Department of Economics and Business Economics, Aarhus University.
• Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur, 2014. "Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 426-443.
  • Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel, 2010. "Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing," Boston College Working Papers in Economics 756, Boston College Department of Economics, revised 31 Jan 2012.
• Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Journal of Econometrics, Elsevier, vol. 164(1), pages 92-115, September.
  • Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
  • Alev Atak & Oliver Linton & Zhijie Xiao, 2010. "A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom," Boston College Working Papers in Economics 762, Boston College Department of Economics.
  • Alev Atak & Oliver Linton & Zhijie Xiao, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Post-Print hal-00844810, HAL.
• Alessandri, Piergiorgio & Drehmann, Mathias, 2010. "An economic capital model integrating credit and interest rate risk in the banking book," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 730-742, April.
  • Drehmann, Mathias & Alessandri, Piergiorgio, 2009. "An economic capital model integrating credit and interest rate risk in the banking book," Working Paper Series 1041, European Central Bank.
  • Alessandri, Piergiorgio & Drehmann, Mathias, 2010. "An economic capital model integrating credit and interest rate risk in the banking book," Bank of England working papers 388, Bank of England.
• Zhongjun Qu & Denis Tkachenko, 2010. "Identification and Frequency Domain QML Estimation of Linearized DSGE Models," Boston University - Department of Economics - Working Papers Series WP2010-053, Boston University - Department of Economics.
• Lima Luiz Renato & Xiao Zhijie, 2010. "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
  • Xiao, Zhijie & Lima, Luiz Renato, 2004. "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 528, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
• Paul S. Clarke & Frank Windmeijer, 2012. "Instrumental Variable Estimators for Binary Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1638-1652, December.
  • Paul Clarke & Frank Windmeijer, 2009. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 09/209, The Centre for Market and Public Organisation, University of Bristol, UK.
  • Paul Clarke & Frank Windmeijer, 2010. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 10/239, The Centre for Market and Public Organisation, University of Bristol, UK.
• Lamarche Jean-Francois & Koustasy Zisimos, 2012. "Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-26, December.
  • Zisimos Koustas & Jean-Francois Lamarche, 2010. "Estimation of a nonlinear Taylor rule using real-time U.S. data," Working Papers 1005, Brock University, Department of Economics.
• Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Environment and Planning A, , vol. 43(1), pages 146-165, January.
  • Alassane DRABO, 2010. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers 201006, CERDI.
  • Alassane Drabo, 2011. "Impact of income inequality on health: does environment quality matter?," Post-Print halshs-00564922, HAL.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," CERDI Working papers halshs-00552993, HAL.
  • Alassane Drabo, 2011. "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers halshs-00552993, HAL.
• Marie-Luce Ghib & Marielle Berriet-Solliec, 2010. "From small farming to rural, non-agricultural work in Romania: an evaluation on 3 measures of the rural development programme," INRA UMR CESAER Working Papers 2010/7, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux.
• Li, Degui & Lu, Zudi & Linton, Oliver, 2010. "Loch linear fitting under near epoch dependence: uniform consistency with convergence rate," LSE Research Online Documents on Economics 58160, London School of Economics and Political Science, LSE Library.
  • Degui Li & Oliver Linton & Zudi Lu, 2010. "Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate," STICERD - Econometrics Paper Series 549, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Srisuma, Sorawoot & Linton, Oliver, 2012. "Semiparametric estimation of Markov decision processes with continuous state space," Journal of Econometrics, Elsevier, vol. 166(2), pages 320-341.
  • Linton, Oliver & Srisuma, Sorawoot, 2010. "Semiparametric estimation of Markov decision processeswith continuous state space," LSE Research Online Documents on Economics 58187, London School of Economics and Political Science, LSE Library.
  • Oliver Linton & Sorawoot Srisuma, 2010. "Semiparametric Estimation of Markov Decision Processeswith Continuous State Space," STICERD - Econometrics Paper Series 550, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1159-1198, November.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," Working Papers 1007, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 May 2010.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," CESifo Working Paper Series 3069, CESifo.
  • Launov, Andrey & Wälde, Klaus, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," IZA Discussion Papers 4958, Institute of Labor Economics (IZA).
  • Andrey LAUNOV & Klaus WALDE, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," LIDAM Discussion Papers IRES 2010020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits," SOEPpapers on Multidisciplinary Panel Data Research 328, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Frederick van der Ploeg, 2011. "Natural Resources: Curse or Blessing?," Journal of Economic Literature, American Economic Association, vol. 49(2), pages 366-420, June.
  • Rick Van der Ploeg, 2008. "Natural Resources: Curse or Blessing?," OxCarre Working Papers 005, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  • Frederick Van der Ploeg, 2010. "Natural Resources: Curse or Blessing?," CESifo Working Paper Series 3125, CESifo.
• Helena Holmlund & Mikael Lindahl & Erik Plug, 2011. "The Causal Effect of Parents' Schooling on Children's Schooling: A Comparison of Estimation Methods," Journal of Economic Literature, American Economic Association, vol. 49(3), pages 615-651, September.
  • Holmlund, Helena & Lindahl, Mikael & Plug, Erik, 2008. "The Causal Effect of Parent's Schooling on Children's Schooling: A Comparison of Estimation Methods," IZA Discussion Papers 3630, Institute of Labor Economics (IZA).
  • Helena Holmlund & Mikael Lindahl & Erik Plug, 2010. "The Causal Effect of Parents' Schooling on Children's Schooling - A Comparison of Estimation Methods," CESifo Working Paper Series 3234, CESifo.
• Esmeralda Ramalho & Joaquim Ramalho & Pedro Henriques, 2010. "Fractional regression models for second stage DEA efficiency analyses," Journal of Productivity Analysis, Springer, vol. 34(3), pages 239-255, December.
  • Pedro Damião de Sousa Henriques & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010. "Fractional regression models for second stage DEA efficiency analyses," CEFAGE-UE Working Papers 2010_01, University of Evora, CEFAGE-UE (Portugal).
• Luís Alberto Godinho Coelho & Andreia Teixeira Marques Dionísio & Cesaltina Maria Pacheco Pires, 2010. "GME versus OLS - Which is the best to estimate utility functions?," CEFAGE-UE Working Papers 2010_02, University of Evora, CEFAGE-UE (Portugal).
• Marc S. PAOLELLA, 2010. "ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails," Swiss Finance Institute Research Paper Series 10-27, Swiss Finance Institute, revised Jun 2010.
• Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011. "The effects of the subprime crisis on the Latin American financial markets: An empirical assessment," Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
  • Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010. "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers 2010-11, CEPII research center.
  • Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012. "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print hal-01411539, HAL.
  • Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers halshs-00587460, HAL.
• Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1122-1148, November.
  • Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1122-1148, November.
• Agostino Tarsitano & Marianna Falcone, 2010. "Missing-Values Adjustment For Mixed-Type Data," Working Papers 201015, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
• Joao A. Bastos & Jorge Caiado, 2010. "The structure of international stock market returns," CEMAPRE Working Papers 1002, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
• Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.
  • Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
  • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers 488, Barcelona School of Economics.
  • Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
  • Sentana, Enrique & Peñaranda, Francisco, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers.
• Yalila Aljure Jiménez & Jorge Andrés Gallego, 2010. "Desigualdad y leyes de potencia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
  • Jorge Gallego & Yalila Aljure Jiménez, 2008. "Desigualdad y leyes de potencia," Documentos de Economía 5011, Universidad Javeriana - Bogotá.
• Jhonatan Pérez Villalobos & Juan Carlos Mendoza, 2010. "Efecto día en el mercado accionario Colombiano: una aproximación no paramétrica," Borradores de Economia 585, Banco de la Republica de Colombia.
  • Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres, 2010. "Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica," Borradores de Economia 6700, Banco de la Republica.
• Jean Pietro Bonaldi, 2010. "Identification problems in the solution of linearized DSGE models," Borradores de Economia 593, Banco de la Republica de Colombia.
  • Jean Pietro Bonaldi, 2010. "Identification problems in the solution of linearized DSGE models," Borradores de Economia 6859, Banco de la Republica.
• Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2010. "Actualización de la descomposición del BEI cuando se dispone de nueva información," Borradores de Economia 620, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2010. "Actualización de la descomposición del BEI cuando se dispone de nueva información," Borradores de Economia 7333, Banco de la Republica.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011. "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, CEMLA, vol. 0(1), pages 33-75, January-J.
  • Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010. "Estimations of the natural rate of interest in Colombia," Borradores de Economia 626, Banco de la Republica de Colombia.
  • Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010. "Estimations of the natural rate of interest in Colombia," Borradores de Economia 7667, Banco de la Republica.
• Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011. "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(65), pages 106-175, June.
  • Clara Lía Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge cely, 2010. "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 627, Banco de la Republica de Colombia.
  • Clara Lia Machado & Carlos León & Miguel Sarmiento & Orlando Chipatecua, 2010. "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 7669, Banco de la Republica.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ranírez G., 2010. "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia 629, Banco de la Republica de Colombia.
  • Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez, 2010. "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia 7736, Banco de la Republica.
• Yeinni Andrea patiño & Gustavo Adolfo Gómez & Emma Osorio Medina, 2010. "Evaluación del desempeño del sector de distribución de electricidad en Colombia: Una aplicación del análisis de frontera estocástica," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 70-123, June.
  • Yeinni Andrea Patino Moya & Gustavo Adolfo Gómez Flórez & Emma Osorio Medina, 2010. "Evaluación del desempeno del sector de distribución de electricidad en Colombia: una aplicación del análisis de frontera estocástica," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 70-123, June.
• Nancy Aireth Daza Báez & Catalina Franco Buitrago, 2010. "Ingresos en el Sistema de Identificación de Potenciales Beneficiarios de Programas Sociales (Sisbén): Tres Metodologías de Imputación," Archivos de Economía 6451, Departamento Nacional de Planeación.
• Enrique Cusba & Iván Ramírez & Wilson Mayorga, 2010. "Determinantes de las decisiones colectivas al interior de los hogares colombianos," Archivos de Economía 7309, Departamento Nacional de Planeación.
• Liliana María Rodríguez Casas, 2010. "Gasto social y ayuda internacional en posconflicto1974-2007," Archivos de Economía 7310, Departamento Nacional de Planeación.
• Luis Eduardo Sandoval & Deissy Martínez Barón, 2010. "Presencia de Conflicto Armado Interno y su efecto en la Inversión Extranjera Directa: Tendencia Mundial y Perspectivas para Colombia (2001-2007)," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, June.
• Luis Alejandro Lee P & Angélica María Quiroga E., 2010. "Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-41, June.
• Alejandro Gaviria Jaramillo & Santiago Téllez Alzate, 2010. "Expectativas de inflación en Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-17, November.
• Mariana Gutiérrez Bernal & Susana Yepes Bernal, 2010. "América Latina y Asia del Este: una mirada al papel de los choques externos," Revista Ecos de Economía, Universidad EAFIT, September.
• Andrés Mauricio Mora & Daniela Fleisman & Angélica Montoya & Nicolás Acevedo, 2010. "Generalidades de los ADRS: Un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile," Revista Ecos de Economía, Universidad EAFIT, November.
• Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
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  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
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  • DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
• Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014. "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 635-644.
  • Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010. "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES ECARES 2010-011, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010. "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers 7746, C.E.P.R. Discussion Papers.
• Alfred Galichon & Bernard Salanié, 2010. "Matching with Trade-offs: Revealed Preferences over Competiting Characteristics," Working Papers hal-00473173, HAL.
  • Salanié, Bernard & Galichon, Alfred, 2010. "Matching with Trade-offs: Revealed Preferences over Competing Characteristics," CEPR Discussion Papers 7858, C.E.P.R. Discussion Papers.
• Huong Thu Le & Alison L. Booth, 2014. "Inequality in Vietnamese Urban–Rural Living Standards, 1993–2006," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 862-886, December.
  • Le, Huong Thu & Booth, Alison L., 2010. "Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006," IZA Discussion Papers 4987, Institute of Labor Economics (IZA).
  • Booth, Alison & Le, Huong Thu, 2010. "Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006," CEPR Discussion Papers 7918, C.E.P.R. Discussion Papers.
• Hatice Ozer Balli & Bent Sørensen, 2013. "Interaction effects in econometrics," Empirical Economics, Springer, vol. 45(1), pages 583-603, August.
  • Sørensen, Bent E & Ozer-Balli, Hatice, 2010. "Interaction Effects in Econometrics," CEPR Discussion Papers 7929, C.E.P.R. Discussion Papers.
  • Balli, Hatice Ozer & Sorensen, Bent E., 2012. "Interaction effects in econometrics," MPRA Paper 38608, University Library of Munich, Germany.
• Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.
  • Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers wp2010_1004, CEMFI.
  • Francisco Peñaranda & Enrique Sentana, 2015. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers 488, Barcelona School of Economics.
  • Sentana, Enrique & Peñaranda, Francisco, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers.
  • Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto, 2009. "Empirical evidence on the role of non linear wholesale pricing and vertical restraints on cost pass-through," CUDARE Working Papers 120534, University of California, Berkeley, Department of Agricultural and Resource Economics.
  • Dubois, Pierre & Villas-Boas, Sofia Berto & Bonnet, Céline, 2010. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," CEPR Discussion Papers 8004, C.E.P.R. Discussion Papers.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," IDEI Working Papers 565, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2011.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," TSE Working Papers 09-067, Toulouse School of Economics (TSE).
  • Celine, Bonnet & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5nq6h34n, Department of Agricultural & Resource Economics, UC Berkeley.
  • Villas-Boas, Sofia B & Bonnet, Celine & Dubois, Pierre, 2013. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61x6k2m7, Department of Agricultural & Resource Economics, UC Berkeley.
• Erich Battistin & Mario Padula, 2016. "Survey instruments and the reports of consumption expenditures: evidence from the consumer expenditure surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(2), pages 559-581, February.
  • Erich Battistin & Mario Padula, 2010. "Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys," CSEF Working Papers 259, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Padula, Mario & Battistin, Erich, 2010. "Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys," CEPR Discussion Papers 8051, C.E.P.R. Discussion Papers.
• Prokhorov, Artem, 2012. "Second order bias of quasi-MLE for covariance structure models," Economics Letters, Elsevier, vol. 114(2), pages 195-197.
  • Artem Prokhorov, 2010. "Second Order Bias of Quasi-MLE for Covariance Structure Models," Working Papers 10001, Concordia University, Department of Economics.
• Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
  • Prokhorov, Artem, 2008. "A goodness-of-fit test for copulas," MPRA Paper 9998, University Library of Munich, Germany.
  • Wanling Huang & Artem Prokhorov, 2010. "A Goodness-of-fit Test for Copulas," Working Papers 10002, Concordia University, Department of Economics, revised Apr 2010.
• Février, Philippe & Linnemer, Laurent & Visser, Michael, 2012. "Testing for asymmetric information in the viager market," Journal of Public Economics, Elsevier, vol. 96(1), pages 104-123.
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• Gagliardini, Patrick & Gourieroux, Christian, 2014. "Efficiency In Large Dynamic Panel Models With Common Factors," Econometric Theory, Cambridge University Press, vol. 30(5), pages 961-1020, October.
  • Patrick GAGLIARDINI & Christian GOURIEROUX, 2009. "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series 09-12, Swiss Finance Institute.
  • Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Efficiency in Large Dynamic Panel Models with Common Factor," Working Papers 2010-05, Center for Research in Economics and Statistics.
• Margherita Comola & Marcel Fafchamps, 2010. "Are gifts and loans between households voluntary?," Working Papers halshs-00564894, HAL.
  • Margherita Comola & Marcel Fafchamps, 2010. "Are gifts and loans between households voluntary?," CSAE Working Paper Series 2010-20, Centre for the Study of African Economies, University of Oxford.
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• Monteiro, André A., 2010. "A semiparametric state space model," DES - Working Papers. Statistics and Econometrics. WS ws103418, Universidad Carlos III de Madrid. Departamento de Estadística.
• Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1159-1198, November.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," Working Papers 1007, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 May 2010.
  • Andrey LAUNOV & Klaus WALDE, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," LIDAM Discussion Papers IRES 2010020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits," SOEPpapers on Multidisciplinary Panel Data Research 328, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," CESifo Working Paper Series 3069, CESifo.
  • Launov, Andrey & Wälde, Klaus, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," IZA Discussion Papers 4958, Institute of Labor Economics (IZA).
• Zhengyu Zhang & Pingfang Zhu, 2010. "A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 155-184, May.
• Veraart, Almut E.D., 2010. "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, vol. 26(2), pages 331-368, April.
  • Almut Veraart, 2008. "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers 2008-17, Department of Economics and Business Economics, Aarhus University.
• Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(2), pages 469-500, April.
  • Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Walter Beckert & Daniel McFadden, 2007. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP28/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Walter Beckert & Daniel McFadden, 2005. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP06/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Forchini, Giovanni, 2010. "The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation," Econometric Theory, Cambridge University Press, vol. 26(3), pages 917-930, June.
  • Giovanni Forchini, 2006. "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers 1/06, Monash University, Department of Econometrics and Business Statistics.
• Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010. "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(2), May.
  • Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010. "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(2), pages 321-335, May.
  • Harri, Ardian & Muhammad, Andrew & Anderson, John D., 2008. "Estimating a Demand System with Seasonally Differenced Data," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6427, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
• Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011. "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1320-1368, December.
  • Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010. "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.
• Shi, Xiaoxia & Phillips, Peter C.B., 2012. "Nonlinear Cointegrating Regression Under Weak Identification," Econometric Theory, Cambridge University Press, vol. 28(3), pages 509-547, June.
  • Xiaoxia Shi & Peter C. B. Phillips, 2010. "Nonlinear Cointegrating Regression under Weak Identification," Cowles Foundation Discussion Papers 1768, Cowles Foundation for Research in Economics, Yale University.
• Jan Víšek, 2010. "Heteroscedasticity Resistant Robust Covariance Matrix Estimator," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 17(27).
• Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1159-1198, November.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," Working Papers 1007, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 May 2010.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits," SOEPpapers on Multidisciplinary Panel Data Research 328, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Launov, Andrey & Wälde, Klaus, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," IZA Discussion Papers 4958, Institute of Labor Economics (IZA).
  • Andrey LAUNOV & Klaus WALDE, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," LIDAM Discussion Papers IRES 2010020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," CESifo Working Paper Series 3069, CESifo.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012. "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 23-30, January.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin 1006, DIW Berlin, German Institute for Economic Research.
• Maria Nieswand & Matthias Walter, 2010. "Cost Efficiency and Subsidization in German Local Public Bus Transit," Discussion Papers of DIW Berlin 1071, DIW Berlin, German Institute for Economic Research.
  • Nieswand, Maria & Walter, Matthias, 2013. "Cost Efficiency and Subsidization in German Local Public Bus Transit," CEPR Discussion Papers 9346, C.E.P.R. Discussion Papers.
• Subal C. Kumbhakar & Hung-Jen Wang, 2015. "Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data," Springer Books, in: Subhash C. Ray & Subal C. Kumbhakar & Pami Dua (ed.), Benchmarking for Performance Evaluation, edition 127, chapter 0, pages 1-73, Springer.
  • Kumbhakar, Subal C. & Wang, Hung-Jen, 2010. "Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 45(2), pages 7-77.
• Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
  • Tim Bollerslev & Viktor Todorov, 2009. "Tails, Fears and Risk Premia," CREATES Research Papers 2009-26, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Tails, Fears and Risk Premia," Working Papers 10-33, Duke University, Department of Economics.
• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," Working Papers 10-37, Duke University, Department of Economics.
• Paul Ellickson & Patrick Bayer & Jason Blevins & Peter Arcidiacono, 2010. "Estimation of Dynamic Discrete Choice Models in Continuous Time," 2010 Meeting Papers 70, Society for Economic Dynamics.
  • Peter Arcidiacono & Patrick J. Bayer & Jason R. Blevins & Paul Ellickson, 2010. "Estimation of Dynamic Discrete Choice Models in Continuous Time," Working Papers 10-49, Duke University, Department of Economics.
• Danièle Meulders & Sile Padraigin O'Dorchai, 2010. "A re-evaluation of the financial consequences of separation: Individualising concepts and definitions," DULBEA Working Papers 10-02.RS, ULB -- Universite Libre de Bruxelles.
• Chatterji, Monojit & Choudhury, Homagni, 2010. "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," SIRE Discussion Papers 2010-89, Scottish Institute for Research in Economics (SIRE).
  • Monojit Chatterji & Homagni Choudhury, 2010. "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," Dundee Discussion Papers in Economics 244, Economic Studies, University of Dundee.
• Chatterji, Monojit & Choudhury, Homagni, 2010. "Growth Rate Estimation in the presence of Unit Roots," SIRE Discussion Papers 2010-92, Scottish Institute for Research in Economics (SIRE).
  • Monojit Chatterji & Homagni Choudhury, 2010. "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics 245, Economic Studies, University of Dundee.
• Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014. "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 635-644.
  • Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010. "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers 7746, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010. "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES ECARES 2010-011, ULB -- Universite Libre de Bruxelles.
• Viktor Winschel & Markus Kr‰tzig, 2010. "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, vol. 78(2), pages 803-821, March.
  • Winschel, Viktor & Krätzig, Markus, 2008. "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers 2008-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
  • Maurice Bun & Frank Windmeijer, 2007. "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers CWP08/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Maurice J.G. Bun & Frank Windmeijer, 2007. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers 07/595, School of Economics, University of Bristol, UK.
  • Maurice J.G. Bun & Frank Windmeijer, 2009. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 09-086/4, Tinbergen Institute.
• Monojit Chatterji & Homagni Choudhury, 2010. "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," Dundee Discussion Papers in Economics 244, Economic Studies, University of Dundee.
  • Chatterji, Monojit & Choudhury, Homagni, 2010. "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," SIRE Discussion Papers 2010-89, Scottish Institute for Research in Economics (SIRE).
• Monojit Chatterji & Homagni Choudhury, 2010. "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics 245, Economic Studies, University of Dundee.
  • Chatterji, Monojit & Choudhury, Homagni, 2010. "Growth Rate Estimation in the presence of Unit Roots," SIRE Discussion Papers 2010-92, Scottish Institute for Research in Economics (SIRE).
• Audrino, Francesco & Corsi, Fulvio, 2010. "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2372-2382, November.
  • Fulvio Corsi & Francesco Audrino, 2008. "Modeling Tick-by-Tick Realized Correlations," University of St. Gallen Department of Economics working paper series 2008 2008-05, Department of Economics, University of St. Gallen.
• Ramalho, Esmeralda A. & Ramalho, Joaquim J.S., 2010. "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 987-1001, April.
  • Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009. "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," CEFAGE-UE Working Papers 2009_10, University of Evora, CEFAGE-UE (Portugal).
• Scheufele, Rolf, 2010. "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
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• Christiansen, Charlotte, 2010. "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 286-296, December.
  • Charlotte Christiansen, 2008. "Mean Reversion in US and International Short Rates," CREATES Research Papers 2008-47, Department of Economics and Business Economics, Aarhus University.
• Kapetanios, George & Marcellino, Massimiliano, 2010. "Cross-sectional averaging and instrumental variable estimation with many weak instruments," Economics Letters, Elsevier, vol. 108(1), pages 36-39, July.
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• Amengual, Dante & Sentana, Enrique, 2010. "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
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• Trapani, Lorenzo & Urga, Giovanni, 2010. "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 155(1), pages 1-18, March.
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• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010. "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, vol. 155(2), pages 155-169, April.
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  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652R, Cowles Foundation for Research in Economics, Yale University.
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• Kristensen, Dennis, 2010. "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, vol. 156(2), pages 239-259, June.
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• Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2010. "Identification and nonparametric estimation of a transformed additively separable model," Journal of Econometrics, Elsevier, vol. 156(2), pages 392-407, June.
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• Todorov, Viktor & Bollerslev, Tim, 2010. "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, vol. 157(2), pages 220-235, August.
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• Wang, Hung-Jen & Ho, Chia-Wen, 2010. "Estimating fixed-effect panel stochastic frontier models by model transformation," Journal of Econometrics, Elsevier, vol. 157(2), pages 286-296, August.
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• Zhu, Dongming & Galbraith, John W., 2010. "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, vol. 157(2), pages 297-305, August.
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• Francq, Christian & Zakoïan, Jean-Michel, 2010. "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, vol. 159(1), pages 151-165, November.
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• Bikbov, Ruslan & Chernov, Mikhail, 2010. "No-arbitrage macroeconomic determinants of the yield curve," Journal of Econometrics, Elsevier, vol. 159(1), pages 166-182, November.
  • Ruslan Bikbov & Mikhail Chernov, 2010. "No-arbitrage macroeconomic determinants of the yield curve," Post-Print hal-00732517, HAL.
• Hafner, Christian M. & Linton, Oliver, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Journal of Econometrics, Elsevier, vol. 159(1), pages 55-73, November.
  • Christian M. Hafner & Oliver Linton, 2009. "Efficient Estimation of a Multivariate Multiplicative Volatility Model," STICERD - Econometrics Paper Series 541, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Christian M. Hafner & Oliver Linton, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Post-Print hal-00732539, HAL.
• Ichimura, Hidehiko & Lee, Sokbae, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Journal of Econometrics, Elsevier, vol. 159(2), pages 252-266, December.
  • Hidehiko Ichimura & Sokbae Lee, 2006. "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series CIRJE-F-426, CIRJE, Faculty of Economics, University of Tokyo.
  • Hidehiko Ichimura & Sokbae (Simon) Lee, 2006. "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers CWP15/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hidehiko Ichimura & Sokbae Lee, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print hal-00741628, HAL.
• Frahm, Gabriel & Memmel, Christoph, 2010. "Dominating estimators for minimum-variance portfolios," Journal of Econometrics, Elsevier, vol. 159(2), pages 289-302, December.
  • Gabriel Frahm & Christoph Memmel, 2010. "Dominating Estimators for Minimum-Variance Portfolios," Post-Print hal-00741629, HAL.
• Brissimis, Sophocles N. & Delis, Manthos D. & Tsionas, Efthymios G., 2010. "Technical and allocative efficiency in European banking," European Journal of Operational Research, Elsevier, vol. 204(1), pages 153-163, July.
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• Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 334-338, April.
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• Alessandri, Piergiorgio & Drehmann, Mathias, 2010. "An economic capital model integrating credit and interest rate risk in the banking book," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 730-742, April.
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• Götz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2010. "What makes countries initiate WTO disputes on food-related issues?," Food Policy, Elsevier, vol. 35(2), pages 154-162, April.
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• Barunik, Jozef & Vacha, Lukas, 2010. "Monte Carlo-based tail exponent estimator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4863-4874.
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• Weshah Razzak, 2010. "An Empirical Glimpse on MSEs Four MENA Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(1), pages 59-89.
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  • Weshah Razzak, 2009. "An Empirical Glimpse on MSEs Four MENA Countries," EERI Research Paper Series EERI_RP_2009_30, Economics and Econometrics Research Institute (EERI), Brussels.
• Ibragimov Marat & Khamidov Rufat, 2010. "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series 10/06e, EERC Research Network, Russia and CIS.
• Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral, 2012. "Estimation of elasticity price of electricity with incomplete information," Energy Economics, Elsevier, vol. 34(3), pages 627-633.
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• J. Arteche, 2012. "Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models," Econometric Reviews, Taylor & Francis Journals, vol. 31(4), pages 440-474.
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• Wassim Dbouk & Lawrence Kryzanowski, 2010. "Determinants of credit spread changes for the financial sector," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(1), pages 67-82, March.
• Yilmaz Akdi & Koray Kalafatcilar & Kivilcim Metin-Ozcan, 2010. "Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations," International Econometric Review (IER), Econometric Research Association, vol. 2(1), pages 3-10, April.
• Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý, 2010. "Variance Estimates and Model Selection," International Econometric Review (IER), Econometric Research Association, vol. 2(2), pages 57-72, September.
  • Sidika Basci & Asad Zaman, 1998. "Variance Estimates and Model Selection," Working Papers 9814, Department of Economics, Bilkent University.
• Adamopoulos Antonios, 2010. "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 3-18.
• Chambers, Marcus J., 2013. "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, vol. 172(1), pages 142-157.
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• Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
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• Katarzyna Maciejowska, 2010. "Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory," Economics Working Papers ECO2010/28, European University Institute.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 281-294, November.
  • Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES 2010/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2010.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 281-294, November.
  • Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES 2010/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2010.
• Barunik, Jozef & Vacha, Lukas, 2010. "Monte Carlo-based tail exponent estimator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4863-4874.
  • Jozef Barunik & Lukas Vacha, 2010. "Monte Carlo-Based Tail Exponent Estimator," Working Papers IES 2010/06, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2010.
  • Jozef Barunik & Lukas Vacha, 2012. "Monte Carlo-based tail exponent estimator," Papers 1201.4781, arXiv.org.
• Zuzana Irsova & Tomas Havranek, 2011. "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 230-270, December.
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• Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," SciencePo Working papers Main hal-01069450, HAL.
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  • Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Working Papers hal-01069450, HAL.
• Guy Kaplanski, Haim Levy, 2010. "The Two-Parameter Long-Horizon Value-at-Risk," Frontiers in Finance and Economics, SKEMA Business School, vol. 7(1), pages 1-20, April.
• Calzolari, Giorgio & Neri, Laura, 2002. "Imputation of continuous variables missing at random using the method of simulated scores," MPRA Paper 22986, University Library of Munich, Germany, revised 2002.
  • Giorgio Calzolari & Laura Neri, 2010. "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive wp2010_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2010. "Qualidade das Instituições e PIB per capita nos Municípios Brasileiros," Working Papers 0108, Universidade Federal do Paraná, Department of Economics.
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• Marina Turuntseva & Tatiana Kiblitskaya, 2010. "Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 135P.
• Estrella Gómez-Herrera, 2013. "Comparing alternative methods to estimate gravity models of bilateral trade," Empirical Economics, Springer, vol. 44(3), pages 1087-1111, June.
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• Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Post-Print halshs-00476038, HAL.
  • Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476038, HAL.
  • Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A performance measure of Zero-dollar Long/Short equally weighted portfolios," Documents de travail du Centre d'Economie de la Sorbonne 10030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Clément Bosquet & Hervé Boulhol, 2014. "Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 772-784, October.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00535594, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Post-Print halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Working Papers halshs-00535594, HAL.
• Clément Bosquet & Hervé Boulhol, 2014. "Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 772-784, October.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Working Papers halshs-00535594, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Post-Print halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00535594, HAL.
• Bikbov, Ruslan & Chernov, Mikhail, 2010. "No-arbitrage macroeconomic determinants of the yield curve," Journal of Econometrics, Elsevier, vol. 159(1), pages 166-182, November.
  • Ruslan Bikbov & Mikhail Chernov, 2010. "No-arbitrage macroeconomic determinants of the yield curve," Post-Print hal-00732517, HAL.
• Francq, Christian & Zakoïan, Jean-Michel, 2010. "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, vol. 159(1), pages 151-165, November.
  • Christian Francq & Jean-Michel Zakoïan, 2010. "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print hal-00732536, HAL.
• Hafner, Christian M. & Linton, Oliver, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Journal of Econometrics, Elsevier, vol. 159(1), pages 55-73, November.
  • Christian M. Hafner & Oliver Linton, 2009. "Efficient Estimation of a Multivariate Multiplicative Volatility Model," STICERD - Econometrics Paper Series 541, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Christian M. Hafner & Oliver Linton, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Post-Print hal-00732539, HAL.
• Ichimura, Hidehiko & Lee, Sokbae, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Journal of Econometrics, Elsevier, vol. 159(2), pages 252-266, December.
  • Hidehiko Ichimura & Sokbae Lee, 2006. "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series CIRJE-F-426, CIRJE, Faculty of Economics, University of Tokyo.
  • Hidehiko Ichimura & Sokbae Lee, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print hal-00741628, HAL.
  • Hidehiko Ichimura & Sokbae (Simon) Lee, 2006. "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers CWP15/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Frahm, Gabriel & Memmel, Christoph, 2010. "Dominating estimators for minimum-variance portfolios," Journal of Econometrics, Elsevier, vol. 159(2), pages 289-302, December.
  • Gabriel Frahm & Christoph Memmel, 2010. "Dominating Estimators for Minimum-Variance Portfolios," Post-Print hal-00741629, HAL.
• Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011. "Panels with non-stationary multifactor error structures," Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.
  • Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge.
  • G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010. "Panels with nonstationary multifactor error structures," Post-Print hal-00768190, HAL.
  • Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
  • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo.
  • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
• Henrik Andersson & Lina Jonsson & Mikael Ögren, 2010. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 45(1), pages 73-89, January.
  • ANDERSSON Henrik & JONSSON Lina & OGREN Mikael, 2008. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," LERNA Working Papers 08.25.269, LERNA, University of Toulouse.
  • Henrik Andersson & Lina Jonsson, 2010. "Property prices and exposure to multiple noise sources: hedonic regression with road and railwy noise," Post-Print hal-02666145, HAL.
  • Andersson, Henrik & Jonsson, Lina & Ögren, Mikael, 2008. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," Working Papers 2008:10, Swedish National Road & Transport Research Institute (VTI).
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417660, HAL.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417659, HAL.
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• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417660, HAL.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Optimal transportation and the falsifiability of incompletely specified economic models," Papers 2102.04162, arXiv.org, revised Feb 2021.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A performance measure of Zero-dollar Long/Short equally weighted portfolios," Documents de travail du Centre d'Economie de la Sorbonne 10030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Post-Print halshs-00476038, HAL.
  • Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476038, HAL.
• Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Post-Print halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00535594, HAL.
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• Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(3), pages 279-295.
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  • Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Working Papers SMART 10-04, INRAE UMR SMART.
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," Post-Print halshs-00754686, HAL.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Working Papers 210286, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," PSE-Ecole d'économie de Paris (Postprint) halshs-00754686, HAL.
• Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(3), pages 279-295.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 91(3).
  • Madior Fall & Laurent Piet & Muriel Roger, 2010. "Trends in the French commercial farm population," Working Papers SMART 10-04, INRAE UMR SMART.
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," PSE-Ecole d'économie de Paris (Postprint) halshs-00754686, HAL.
  • Muriel Roger & Madior Fall & Laurent Piet, 2010. "Trends in the French commercial farm population," Post-Print halshs-00754686, HAL.
  • Fall, Madior & Piet, Laurent & Roger, Muriel, 2010. "Trends in the French commercial farm population," Working Papers 210286, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
• Margherita Comola & Marcel Fafchamps, 2010. "Are gifts and loans between households voluntary?," CSAE Working Paper Series 2010-20, Centre for the Study of African Economies, University of Oxford.
  • Margherita Comola & Marcel Fafchamps, 2010. "Are gifts and loans between households voluntary?," PSE Working Papers halshs-00564894, HAL.
  • Margherita Comola & Marcel Fafchamps, 2010. "Are gifts and loans between households voluntary?," Working Papers halshs-00564894, HAL.
• Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France," Documents de Travail de l'OFCE 2010-26, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," SciencePo Working papers Main hal-01069450, HAL.
  • Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Working Papers hal-01069450, HAL.
• Koen Jochmans, 2014. "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 373-382, October.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Working Papers hal-01069454, HAL.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," SciencePo Working papers Main hal-01069454, HAL.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," SciencePo Working papers Main hal-03393015, HAL.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," Post-Print hal-03393015, HAL.
• Salanié, Bernard & Galichon, Alfred, 2010. "Matching with Trade-offs: Revealed Preferences over Competing Characteristics," CEPR Discussion Papers 7858, C.E.P.R. Discussion Papers.
  • Alfred Galichon & Bernard Salanié, 2010. "Matching with Trade-offs: Revealed Preferences over Competiting Characteristics," Working Papers hal-00473173, HAL.
• Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," SciencePo Working papers Main hal-01069450, HAL.
  • Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Working Papers hal-01069450, HAL.
  • Eric Heyer, 2010. "Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France," Documents de Travail de l'OFCE 2010-26, Observatoire Francais des Conjonctures Economiques (OFCE).
• Koen Jochmans, 2014. "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 373-382, October.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," SciencePo Working papers Main hal-01069454, HAL.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," SciencePo Working papers Main hal-03393015, HAL.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Working Papers hal-01069454, HAL.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," Post-Print hal-03393015, HAL.
• Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
  • DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
  • Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
  • Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
  • Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
  • Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
• Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Working Papers halshs-00535594, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Post-Print halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00535594, HAL.
• Margherita Comola & Marcel Fafchamps, 2010. "Are gifts and loans between households voluntary?," PSE Working Papers halshs-00564894, HAL.
  • Margherita Comola & Marcel Fafchamps, 2010. "Are gifts and loans between households voluntary?," Working Papers halshs-00564894, HAL.
  • Margherita Comola & Marcel Fafchamps, 2010. "Are gifts and loans between households voluntary?," CSAE Working Paper Series 2010-20, Centre for the Study of African Economies, University of Oxford.
• Koen Jochmans, 2014. "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 373-382, October.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," SciencePo Working papers hal-03393015, HAL.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," SciencePo Working papers hal-01069454, HAL.
  • Koen Jochmans, 2014. "First-differencing in panel data models with incidental functions," Post-Print hal-03393015, HAL.
  • Koen Jochmans, 2010. "First-differencing in panel data models with incidental functions," Working Papers hal-01069454, HAL.
• Marc FERRACCI & Grégory JOLIVET & Gerard J van den Berg, 2009. "Treatment Evaluation in the Case of Interaction Within Markets," Working Papers 2009-22, Center for Research in Economics and Statistics.
  • Ferracci, Marc & Jolivet, Gregóry & van den Berg, Gerard J., 2010. "Treatment evaluation in the case of interactions within markets," Working Paper Series 2010:1, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J., 2010. "Treatment Evaluation in the Case of Interactions within Markets," IZA Discussion Papers 4700, Institute of Labor Economics (IZA).
• Bivand, Roger, 2010. "Computing the Jacobian in spatial models: an applied survey," Discussion Paper Series in Economics 20/2010, Norwegian School of Economics, Department of Economics.
• Bivand, Roger, 2010. "Exploiting Parallelization in Spatial Statistics: an Applied Survey using R," Discussion Paper Series in Economics 25/2010, Norwegian School of Economics, Department of Economics.
• Bivand, Roger, 2010. "Comparing estimation methods for spatial econometrics techniques using R," Discussion Paper Series in Economics 26/2010, Norwegian School of Economics, Department of Economics.
• Holmlund, Helena & Lindahl, Mikael & Plug, Erik, 2010. "The Causal Eff ect of Parent’s Schooling on Children’s Schooling," Working Paper Series, Center for Labor Studies 2010:8, Uppsala University, Department of Economics.
• Francesca Greselin & Leo Pasquazzi & Ričardas Zitikis, 2010. "Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy," Journal of Probability and Statistics, Hindawi, vol. 2010, pages 1-26, April.
  • Greselin, Francesca & Pasquazzi, Leo & Zitikis, Ricardas, 2009. "Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy," MPRA Paper 17147, University Library of Munich, Germany.
• Daisuke Nagakura & Toshiaki Watanabe, 2015. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, vol. 13(1), pages 45-82.
  • Daisuke Nagakura & Toshiaki Watanabe, 2010. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd09-115, Institute of Economic Research, Hitotsubashi University.
  • Daisuke Nagakura & Toshiaki Watanabe, 2011. "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series gd11-200, Institute of Economic Research, Hitotsubashi University.
• Kurozumi, Eiji & Tuvaandorj, Purevdorj, 2011. "Model selection criteria in multivariate models with multiple structural changes," Journal of Econometrics, Elsevier, vol. 164(2), pages 218-238, October.
  • Eiji Kurozumi & Purevdorj Tuvaandorj, 2010. "Model Selection Criteria in Multivariate Models with Multiple Structural Changes," Global COE Hi-Stat Discussion Paper Series gd10-144, Institute of Economic Research, Hitotsubashi University.
• Junichi Nishimura & Yosuke Okada, 2010. "R&D Portfolios and Pharmaceutical Licensing," Global COE Hi-Stat Discussion Paper Series gd10-155, Institute of Economic Research, Hitotsubashi University.
• Wolfgang Karl Härdle & Stefan Trück, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers SFB649DP2010-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wolfgang Karl Härdle & Ostap Okhrin & Yarema Okhrin, 2010. "Time varying Hierarchical Archimedean Copulae," SFB 649 Discussion Papers SFB649DP2010-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Maria Grith & Wolfgang Karl Härdle & Melanie Schienle, 2010. "Nonparametric Estimation of Risk-Neutral Densities," SFB 649 Discussion Papers SFB649DP2010-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ostap Okhrin, 2010. "Fitting high-dimensional Copulae to Data," SFB 649 Discussion Papers SFB649DP2010-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Vladimir Panov, 2010. "Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications," SFB 649 Discussion Papers SFB649DP2010-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Alexander L. Baranovski, 2010. "Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling," SFB 649 Discussion Papers SFB649DP2010-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Maria Grith & Volker Krätschmer, 2010. "Parametric estimation of risk neutral density functions," SFB 649 Discussion Papers SFB649DP2010-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
  • Szymon Borak & Adam Misiorek & RafaÅ‚ Weron, 2010. "Models for Heavy-tailed Asset Returns," SFB 649 Discussion Papers SFB649DP2010-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Vladimir Panov, 2010. "Estimation of the signal subspace without estimation of the inverse covariance matrix," SFB 649 Discussion Papers SFB649DP2010-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Nicole Wiebach & Lutz Hildebrandt, 2010. "Context Effects as Customer Reaction on Delisting of Brands," SFB 649 Discussion Papers SFB649DP2010-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Hohmeyer, Katrin & Wolff, Joachim, 2010. "Direct job creation in Germany revisited: Is it effective for welfare recipients and does it matter whether participants receive a wage?," IAB-Discussion Paper 201021, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Florens, Jean-Pierre & Simoni, Anna, 2016. "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," TSE Working Papers 10-175, Toulouse School of Economics (TSE).
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Jean-Pierre Florens & Anna Simoni, 2016. "Regularizing Priors For Linear Inverse Problems," Post-Print hal-03089887, HAL.
  • Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," TSE Working Papers 13-384, Toulouse School of Economics (TSE).
  • Anna Simoni & Jean-Pierre Florens, 2013. "Regularizing Priors for Linear Inverse Problems," THEMA Working Papers 2013-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Jean-Pierre Florens & Anna Simoni, 2013. "Regularizing Priors for Linear Inverse Problems," Working Papers hal-00873180, HAL.
• Fithra Faisal Hastiadi, 2010. "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 1-22, July.
  • Fithra Faisal Hastiadi, 2010. "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 1-22, July.
• Fithra Faisal Hastiadi, 2010. "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 103-124, July.
  • Fithra Faisal Hastiadi, 2010. "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 103-124, July.
• Fithra Faisal Hastiadi, 2010. "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 1-22, July.
  • Fithra Faisal Hastiadi, 2010. "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 1-22, July.
• Fithra Faisal Hastiadi, 2010. "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 103-124, July.
  • Fithra Faisal Hastiadi, 2010. "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(1), pages 103-124, July.
• Paul Clarke & Frank Windmeijer, 2009. "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation 09/217, The Centre for Market and Public Organisation, University of Bristol, UK.
  • Paul S. Clarke & Frank Windmeijer, 2010. "Identification of causal effects on binary outcomes using structural mean models," CeMMAP working papers CWP02/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Horowitz, Joel L. & Lee, Sokbae, 2012. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, vol. 168(2), pages 175-188.
  • Joel L. Horowitz & Sokbae (Simon) Lee, 2009. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP18/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Joel L. Horowitz & Sokbae (Simon) Lee, 2010. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP19/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Martin Wagner, 2010. "Cointegration analysis with state space models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 273-305, September.
  • Wagner, Martin, 2010. "Cointegration Analysis with State Space Models," Economics Series 248, Institute for Advanced Studies.
• Murat TAŞDEMİR & Sami TABAN, 2010. "Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(288), pages 51-80.
• Kaliappa Kalirajan, 2010. "Sources of Variation in Export Flows over Time: A Suggested Methodology of Measurement," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 9(2), pages 175-178, August.
• Jeungbo Shim & Eun-Joo Lee & Seung-Hwan Lee, 2010. "A Versatile Copula and Its Application to Risk Measures," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 9(3), pages 213-231, December.
• Roberto A. De Santis, 2010. "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, vol. 6(2), pages 147-197, June.
  • De Santis, Roberto A., 2006. "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series 678, European Central Bank.
• Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi, 2010. "The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis," IMES Discussion Paper Series 10-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
• Yoshihiko Sugihara & Nobuyuki Oda, 2010. "An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes," IMES Discussion Paper Series 10-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
• Junko Koeda & Ryo Kato, 2010. "The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates," IMES Discussion Paper Series 10-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
• Matthew Greenwood-Nimmo & Yongcheol Shin, 2010. "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," IMK Working Paper 16-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Florin Marius Pavelescu, 2010. "An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, vol. 31(2(40)), pages 65-93, December.
• Nicholas T. Longford & Maria Grazia Pittau & Roberto Zelli & Riccardo Massari, 2010. "Measures of poverty and inequality in the countries and regions of EU," Working Papers 182, ECINEQ, Society for the Study of Economic Inequality.
• Pedro de Araujo & James Murray, 2010. "Estimating the Effects of Dormitory Living on Student Performance," CAEPR Working Papers 2010-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Luis J. Hall, 2010. "Differentiated social interactions in the US schooling race gap," Working Papers. Serie AD 2010-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Marc FERRACCI & Grégory JOLIVET & Gerard J van den Berg, 2009. "Treatment Evaluation in the Case of Interaction Within Markets," Working Papers 2009-22, Center for Research in Economics and Statistics.
  • Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J., 2010. "Treatment Evaluation in the Case of Interactions within Markets," IZA Discussion Papers 4700, Institute of Labor Economics (IZA).
  • Ferracci, Marc & Jolivet, Gregóry & van den Berg, Gerard J., 2010. "Treatment evaluation in the case of interactions within markets," Working Paper Series 2010:1, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1159-1198, November.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," Working Papers 1007, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 May 2010.
  • Launov, Andrey & Wälde, Klaus, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," IZA Discussion Papers 4958, Institute of Labor Economics (IZA).
  • Andrey LAUNOV & Klaus WALDE, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," LIDAM Discussion Papers IRES 2010020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits," SOEPpapers on Multidisciplinary Panel Data Research 328, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," CESifo Working Paper Series 3069, CESifo.
• Huong Thu Le & Alison L. Booth, 2014. "Inequality in Vietnamese Urban–Rural Living Standards, 1993–2006," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 862-886, December.
  • Booth, Alison & Le, Huong Thu, 2010. "Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006," CEPR Discussion Papers 7918, C.E.P.R. Discussion Papers.
  • Le, Huong Thu & Booth, Alison L., 2010. "Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006," IZA Discussion Papers 4987, Institute of Labor Economics (IZA).
• Frölich, Markus & Melly, Blaise, 2010. "Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient," IZA Discussion Papers 4993, Institute of Labor Economics (IZA).
• Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
  • Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
  • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
  • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
  • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
• Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1159-1198, November.
  • Andrey LAUNOV & Klaus WALDE, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," LIDAM Discussion Papers IRES 2010020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," Working Papers 1007, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 May 2010.
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits," SOEPpapers on Multidisciplinary Panel Data Research 328, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Andrey Launov & Klaus Wälde, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," CESifo Working Paper Series 3069, CESifo.
  • Launov, Andrey & Wälde, Klaus, 2010. "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," IZA Discussion Papers 4958, Institute of Labor Economics (IZA).
• Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012. "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, vol. 28(1), pages 42-86, February.
  • Chao & Swanson & Hausman & Newey & Woutersen, 2010. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.
  • Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Departmental Working Papers 201110, Rutgers University, Department of Economics.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
  • Barhoumi, K. & Darn , O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
• Rangan Gupta & Alain Kabundi, 2010. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
  • Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2010. "Forecasting key macroeconomic variables from a large number of predictors: a state space approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 367-387.
  • Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007. "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers 504, Statistics Norway, Research Department.
• Chin Wen Cheong, 2010. "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 105-117, January.
• Oskar Maria Baksalary & Gotz Trenkler, 2010. "A Note on the Basic Lemma of the Linear Identification Problem," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 162-166, January.
• Katja Ignatieva & Eckhard Platen, 2010. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(3), pages 261-302, September.
  • Katja Ignatieva & Eckhard Platen, 2009. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series 265, Quantitative Finance Research Centre, University of Technology, Sydney.
• Henrik Andersson & Lina Jonsson & Mikael Ögren, 2010. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 45(1), pages 73-89, January.
  • ANDERSSON Henrik & JONSSON Lina & OGREN Mikael, 2008. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," LERNA Working Papers 08.25.269, LERNA, University of Toulouse.
  • Andersson, Henrik & Jonsson, Lina & Ögren, Mikael, 2008. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," Working Papers 2008:10, Swedish National Road & Transport Research Institute (VTI).
  • Henrik Andersson & Lina Jonsson, 2010. "Property prices and exposure to multiple noise sources: hedonic regression with road and railwy noise," Post-Print hal-02666145, HAL.
• Jose Montero & Beatriz Larraz, 2010. "Estimating Housing Prices: A Proposal with Spatially Correlated Data," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 39-51, February.
• William Greene, 2010. "A stochastic frontier model with correction for sample selection," Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
  • William Greene, 2008. "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers 08-9, New York University, Leonard N. Stern School of Business, Department of Economics.
• Esmeralda Ramalho & Joaquim Ramalho & Pedro Henriques, 2010. "Fractional regression models for second stage DEA efficiency analyses," Journal of Productivity Analysis, Springer, vol. 34(3), pages 239-255, December.
  • Pedro Damião de Sousa Henriques & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010. "Fractional regression models for second stage DEA efficiency analyses," CEFAGE-UE Working Papers 2010_01, University of Evora, CEFAGE-UE (Portugal).
• Felipe Morandé & Alexandra Petermann & Miguel Vargas, 2010. "Determinants of Urban Vacant Land," The Journal of Real Estate Finance and Economics, Springer, vol. 40(2), pages 188-202, February.
• Daechang Kang, 2010. "The Effect of Public Capital on the Productivity - An Analysis on the U.S. Highway Stock," Korean Economic Review, Korean Economic Association, vol. 26, pages 177-201.
• Ruipeng Liu & Thomas Lux, 2010. "Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models," Kiel Working Papers 1594, Kiel Institute for the World Economy.
• Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1236-1278, December.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers 2008-30, Department of Economics and Business Economics, Aarhus University.
  • Mika Meitz & Pentti Saikkonen, 2010. "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers 1002, Koc University-TUSIAD Economic Research Forum.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
• Bölcskei, Vanda, 2010. "A távbeszélő-szolgáltatások keresleti modelljeinek áttekintése - különös tekintettel a vezetékes és mobilszolgáltatások közötti helyettesítés becslésére [A review of the demand models of telephone ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 517-535.
• Shiu, Alice & Zelenyuk, Valentin, 2009. "Production Efficiency versus Ownership: The Case of China," MPRA Paper 23760, University Library of Munich, Germany, revised 22 Mar 2010.
  • Alice Shiu, Valentin Zelenyuk, 2010. "Production Efficiency versus Ownership: The Case of China," Discussion Papers 33, Kyiv School of Economics.
• Kristensen, Dennis, 2011. "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, vol. 164(2), pages 382-403, October.
  • Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers 2010-43, Department of Economics and Business Economics, Aarhus University.
  • Dennis Kristensen, 2010. "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," Discussion Papers 10-10, University of Copenhagen. Department of Economics.
• Yélé Maweki Batana & Jean-Yves Duclos, 2010. "Testing for Mobility Dominance," Cahiers de recherche 1002, CIRPEE.
• Stefan Hlawatsch & Sebastian Ostrowski, 2010. "Simulation and Estimation of Loss Given Default," FEMM Working Papers 100010, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Stefan Hlawatsch & Peter Reichling, 2010. "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers 100017, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Eduardo Fé, 2010. "An application of local linear regression with asymmetric kernels to regression discontinuity designs," Economics Discussion Paper Series 1016, Economics, The University of Manchester.
  • Fe, Eduardo, 2012. "Efficient estimation in regression discontinuity designs via asymmetric kernels," MPRA Paper 38164, University Library of Munich, Germany.
• Carlos A. Flores & Alfonso Flores-Lagunes, 2013. "Partial Identification of Local Average Treatment Effects With an Invalid Instrument," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 534-545, October.
  • Carlos A. Flores & Alfonso Flores-Lagunes, 2010. "Partial Identification of Local Average Treatment Effects with an Invalid Instrument," Working Papers 2010-24, University of Miami, Department of Economics.
• Carlos A. Flores & Alfonso Flores-Lagunes, 2010. "Nonparametric Partial Identification of Causal Net and Mechanism Average Treatment Effects," Working Papers 2010-25, University of Miami, Department of Economics.
• Emanuele BACCHIOCCHI, 2010. "Identification through heteroskedasticity in a likelihood-based approach: some theoretical results," Departmental Working Papers 2010-038, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Emanuele BACCHIOCCHI, 2010. "Identification through heteroskedasticity in a likelihood-based approach: some theoretical results," Departmental Working Papers 2010-38, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent) 041, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Department of Economics 0623, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Department of Economics 0623, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  • Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent) 041, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Clément Kouadio Kouakou, 2010. "Politique active d'emploi et employabilité des jeunes dans la ville d'Abidjan," Documents de travail 159, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Post-Print halshs-00476038, HAL.
  • Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A performance measure of Zero-dollar Long/Short equally weighted portfolios," Documents de travail du Centre d'Economie de la Sorbonne 10030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476038, HAL.
• Clément Bosquet & Hervé Boulhol, 2014. "Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 772-784, October.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Documents de travail du Centre d'Economie de la Sorbonne 10092, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Post-Print halshs-00544129, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00535594, HAL.
  • Clément Bosquet & Hervé Boulhol, 2010. "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Working Papers halshs-00535594, HAL.
• Yin Liao & Heather Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics 2010-520, Australian National University, College of Business and Economics, School of Economics.
  • Yin Liao & Heather M. Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers 11/10, Monash University, Department of Econometrics and Business Statistics.
• Kerly Krillo & Jaan Masso, 2010. "The Part-Time/Full-Time Wage Gap in Central and Eastern Europe: the Case of Estonia," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 2(1).
  • Kerly Krillo & Jaan Masso, 2010. "The Part-Time/Full-Time Wage Gap In Central And Eastern Europe: The Case Of Estonia," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 65, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Raimund Scheffler & Karl-Hans Hartwig & Robert Malina, 2010. "Measuring Efficiency of German Bus Public Transport," Working Papers 14, Institute of Transport Economics, University of Muenster.
• Aït-Sahalia, Yacine & Cacho-Diaz, Julio & Laeven, Roger J.A., 2015. "Modeling financial contagion using mutually exciting jump processes," Journal of Financial Economics, Elsevier, vol. 117(3), pages 585-606.
  • Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven, 2010. "Modeling Financial Contagion Using Mutually Exciting Jump Processes," NBER Working Papers 15850, National Bureau of Economic Research, Inc.
• Joshua Angrist & Ivan Fernandez-Val, 2010. "ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework," NBER Working Papers 16566, National Bureau of Economic Research, Inc.
• Ron Kemp & Nikki Kersten & Astrid Severijnen, 2012. "Price Effects of Dutch Hospital Mergers: An Ex-post Assessment of Hip Surgery," De Economist, Springer, vol. 160(3), pages 237-255, September.
  • Ron Kemp & Astrid Severijnen, 2010. "Price effects of Dutch hospital mergers, An ex post assessment of hip surgery," NMa Working Papers 2, Netherlands Competition Authority.
• Andrew Coleman & Özer Karagedikli, 2010. "Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar," Reserve Bank of New Zealand Discussion Paper Series DP2010/10, Reserve Bank of New Zealand.
• Stéphanie Guichard & Elena Rusticelli, 2010. "Assessing the Impact of the Financial Crisis on Structural Unemployment in OECD Countries," OECD Economics Department Working Papers 767, OECD Publishing.
• Begu Liviu-Stelian & Teodorescu Irina-Teodora & Dimidov Ioana-Catalina & Istrate Ionut, 2010. "Analysis Of Convergence Within The European Union - Sigma And Beta Convergence," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 482-485, December.
• Liran Einav & Amy Finkelstein & Mark R. Cullen, 2010. "Estimating Welfare in Insurance Markets Using Variation in Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 877-921.
  • Mark Cullen & Liran Einav & Amy Finkelstein, "undated". "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers 08-046, Stanford Institute for Economic Policy Research.
  • Mark Cullen & Liran Einav & Amy Finkelstein, "undated". "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers 08-006, Stanford Institute for Economic Policy Research.
  • Liran Einav & Amy Finkelstein & Mark R. Cullen, 2008. "Estimating Welfare in Insurance Markets Using Variation in Prices," NBER Working Papers 14414, National Bureau of Economic Research, Inc.
• Stéphane Bonhomme & Jean-Marc Robin, 2010. "Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 491-533.
  • Stéphane Bonhomme & Jean-Marc Robin, 2008. "Generalized nonparametric deconvolution with an application to earnings dynamics," CeMMAP working papers CWP03/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Christopher R. Bollinger, 2010. "misclassification in binary variables," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
• Luis García Núñez, 2011. "Econometría de evaluación de impacto," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 34(67), pages 81-125.
  • Luis García Núñez, 2010. "Econometría de evaluación de impacto," Documentos de Trabajo / Working Papers 2010-283, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Luis García Núñez, 2010. "The impact of student loans on educational attainment: the case of a program at the pontifical catholic university of Peru," Documentos de Trabajo / Working Papers 2010-287, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Kyungchul Song, 2010. "Robust Estimation of Some Nonregular Parameters," PIER Working Paper Archive 10-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2010. "On rank estimation in semidefinite matrices," CEF.UP Working Papers 1002, Universidade do Porto, Faculdade de Economia do Porto.
• Nigmatullin, Raul R. & Omay, Tolga & Baleanu, Dumitru, 2010. "On fractional filtering versus conventional filtering in economics," MPRA Paper 111643, University Library of Munich, Germany.
• Todd, Prono, 2010. "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 20034, University Library of Munich, Germany.
• Alghalith, Moawia, 2010. "New methods of estimating stochastic volatility and the stock return," MPRA Paper 20303, University Library of Munich, Germany.
• Bag, Pinaki, 2010. "Exposure at Default Model for Contingent Credit Line," MPRA Paper 20387, University Library of Munich, Germany.
• Saba, Irum & Alsayyed, Nidal, 2010. "Economic Pricing Mechanisms for Islamic Financial Instruments: Ijarah Model," MPRA Paper 20685, University Library of Munich, Germany.
• Ginters BUSS, 2010. "Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(2(12)/Sum), pages 48-58.
  • Bušs, Ginters, 2010. "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper 20688, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2010. "QML estimation of a class of multivariate GARCH models without moment conditions on the observed process," MPRA Paper 20779, University Library of Munich, Germany.
• Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010. "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper 21154, University Library of Munich, Germany.
• Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 334-338, April.
  • Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," MPRA Paper 21587, University Library of Munich, Germany, revised 0020.
• Kontek, Krzysztof, 2010. "Mean, Median or Mode? A Striking Conclusion From Lottery Experiments," MPRA Paper 21758, University Library of Munich, Germany.
• González-Val, Rafael & Ramos, Arturo & Sanz-Gracia, Fernando, 2010. "On the best functions to describe city size distributions," MPRA Paper 21921, University Library of Munich, Germany.
• Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Journal of Econometrics, Elsevier, vol. 164(1), pages 92-115, September.
  • Alev Atak & Oliver Linton & Zhijie Xiao, 2010. "A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom," Boston College Working Papers in Economics 762, Boston College Department of Economics.
  • Alev Atak & Oliver Linton & Zhijie Xiao, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Post-Print hal-00844810, HAL.
  • Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
• Christian Francq & Jean-Michel Zakoïan, 2013. "Optimal predictions of powers of conditionally heteroscedastic processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 345-367, March.
  • Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.
  • Christan Francq & Jean-Michel Zakoian, 2012. "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers 2012-17, Center for Research in Economics and Statistics.
• Kontek, Krzysztof, 2010. "Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments," MPRA Paper 22268, University Library of Munich, Germany.
• Kontek, Krzysztof, 2010. "Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments," MPRA Paper 22378, University Library of Munich, Germany.
• Kolesnikova Irina, 2010. "State Aid for Industrial Enterprises in Belarus: Remedy or Poison?," EERC Working Paper Series 10/01e, EERC Research Network, Russia and CIS.
  • Kolesnikova, Irina, 2010. "State Aid for Industrial Enterprises in Belarus: Remedy or Poison?," MPRA Paper 22403, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2010. "Strict stationarity testing and estimation of explosive ARCH models," MPRA Paper 22414, University Library of Munich, Germany.
• Fiorillo, Damiano, 2010. "Volunteers and conditions under which crowd-out effect could appear. An empirical evidence of psychological self-determination theory," MPRA Paper 22878, University Library of Munich, Germany.
• Kontek, Krzysztof, 2010. "Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility," MPRA Paper 22947, University Library of Munich, Germany.
• Carl-Johan, Dalgaard & Henrik, Hansen, 2010. "Evaluating Aid Effectiveness in the Aggregate: A critical assessment of the evidence," MPRA Paper 23026, University Library of Munich, Germany.
• Mynbaev, Kairat, 2010. "Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne," MPRA Paper 23069, University Library of Munich, Germany.
• Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
  • Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
  • Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
  • Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
• Wang, Yafeng & Graham, Brett, 2010. "Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information," MPRA Paper 23153, University Library of Munich, Germany.
• Ayesha, Nazuk & Sadia, Nadir & Javid, Shabbir, 2010. "Adjustment of the Auxiliary Variable(s) for Estimation of a Finite Population Mean," MPRA Paper 23243, University Library of Munich, Germany.
• Siebert, Ralph Bernd & Graevenitz, Georg von, 2010. "Licensing in the Patent Thicket - Timing and Benefits," MPRA Paper 24007, University Library of Munich, Germany.
• Buss, Ginters, 2010. "Seasonal decomposition with a modified Hodrick-Prescott filter," MPRA Paper 24133, University Library of Munich, Germany.
• Alfarano, Simone & Eva, Camacho & Josep, Domènech, 2010. "Estimation of a simple genetic algorithm applied to a laboratory experiment," MPRA Paper 24138, University Library of Munich, Germany.
• Tiwari, Aviral, 2010. "Is trade deficit sustainable in India? An inquiry," MPRA Paper 24451, University Library of Munich, Germany.
• Alfarano, Simone & Lux, Thomas, 2010. "Extreme value theory as a theoretical background for power law behavior," Kiel Working Papers 1648, Kiel Institute for the World Economy (IfW Kiel).
  • Simone Alfarano & Thomas Lux, 2011. "Extreme value theory as a theoretical background for power law behavior," Working Papers 2011/02, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
• Francisco José Areal & Kelvin Balcombe & Richard Tiffin, 2012. "Integrating spatial dependence into Stochastic Frontier Analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 56(4), pages 521-541, October.
  • Areal, Francisco J & Balcombe, Kelvin & Tiffin, R, 2010. "Integrating spatial dependence into stochastic frontier analysis," MPRA Paper 24961, University Library of Munich, Germany.
• Areal, Francisco J. & Tiffin, Richard & Balcombe, Kelvin G., 2012. "Provision of environmental output within a multi-output distance function approach," Ecological Economics, Elsevier, vol. 78(C), pages 47-54.
  • Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin, 2010. "Provision of an environmental output within a multi-output distance function approach," MPRA Paper 25051, University Library of Munich, Germany.
• Sarafidis, Vasilis & Yamagata, Takashi, 2010. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence," MPRA Paper 25182, University Library of Munich, Germany.
• Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010. "Models for heavy-tailed asset returns," SFB 649 Discussion Papers 2010-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
  • Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Tsyplakov, Alexander, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper 25511, University Library of Munich, Germany.
• Nguenang, Christian & Kamgna, Sévérin yves & Tinang, Nzeusseu Jules, 2010. "Une approche Macroprudentielle du risque systémique en zone CEMAC [A Macro-prudential approach of systemic risk in CEMAC zone]," MPRA Paper 25632, University Library of Munich, Germany.
• Cadogan, Godfrey, 2010. "Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach," MPRA Paper 25890, University Library of Munich, Germany, revised Oct 2010.
• Ardia, David & Ospina, Juan & Giraldo, Giraldo, 2010. "Jump-Diffusion Calibration using Differential Evolution," MPRA Paper 26184, University Library of Munich, Germany, revised 25 Oct 2010.
• Chalabi, Yohan / Y. & Wuertz, Diethelm, 2010. "Weighted trimmed likelihood estimator for GARCH models," MPRA Paper 26536, University Library of Munich, Germany.
• Liu-Evans, Gareth, 2010. "An alternative approach to approximating the moments of least squares estimators," MPRA Paper 26550, University Library of Munich, Germany.
• Weron, Rafal & Janczura, Joanna, 2010. "Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices," MPRA Paper 26628, University Library of Munich, Germany.
  • Joanna Janczura & Rafal Weron, 2011. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," HSC Research Reports HSC/11/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Madau, Fabio A., 2011. "Parametric Estimation of Technical and Scale Efficiencies in Italian Citrus Farming," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 12(01).
  • Madau, Fabio A., 2010. "Parametric Estimation Of Technical And Scale Efficiencies In Italian Citrus Farming," MPRA Paper 26818, University Library of Munich, Germany.
• González-Val, Rafael & Olmo, Jose, 2010. "A Statistical Test of City Growth: Location, Increasing Returns and Random Growth," MPRA Paper 27139, University Library of Munich, Germany.
• Gach, Florian & Pötscher, Benedikt M., 2010. "Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators," MPRA Paper 27512, University Library of Munich, Germany.
• Kai Sun & Daniel J. Henderson & Subal C. Kumbhakar, 2011. "Biases in approximating log production," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 708-714, June.
  • Sun, Kai & Henderson, Daniel J. & Kumbhakar, Subal C., 2010. "Biases in approximating log production," MPRA Paper 27527, University Library of Munich, Germany.
• Boubacar Mainassara, Y. & Carbon, M. & Francq, C., 2012. "Computing and estimating information matrices of weak ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 345-361.
  • Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian, 2010. "Computing and estimating information matrices of weak arma models," MPRA Paper 27685, University Library of Munich, Germany.
• Bera, Soumitra Kumar, 2010. "Forecasting model of small scale industrial sector of West Bengal," MPRA Paper 28144, University Library of Munich, Germany.
• Onyenweaku, C.E & Nwachukwu, Ifeanyi N. & Opara, T.C., 2010. "Productivity Growth in Food Crop Production in Imo State, Nigeria," MPRA Paper 29538, University Library of Munich, Germany, revised 02 May 2010.
• Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
  • Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
  • Firmin Doko Tchatoka, 2011. "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers 10668, University of Tasmania, Tasmanian School of Business and Economics.
• Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel, 2010. "Classification of competitiveness types using copula," MPRA Paper 30314, University Library of Munich, Germany, revised Nov 2010.
• Qian, Hang, 2010. "Linear regression using both temporally aggregated and temporally disaggregated data: Revisited," MPRA Paper 32686, University Library of Munich, Germany.
• Trandafir, Romica & Ciuiu, Daniel & Drobot, Radu, 2010. "The utilization of copula in hidrology," MPRA Paper 33376, University Library of Munich, Germany, revised Oct 2010.
• White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010. "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper 35372, University Library of Munich, Germany.
• Théoret, Raymond & Racicot, François-Éric, 2010. "Forecasting stochastic Volatility using the Kalman filter: an application to Canadian Interest Rates and Price-Earnings Ratio," MPRA Paper 35911, University Library of Munich, Germany.
  • Francois-Éric Racicot & Raymond Théoret, 2011. "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series UQO-DSA-wp032011, Département des sciences administratives, UQO.
• Cherif, Olfa & Ayadi, Mohamed, 2010. "Latent separability and price variation in the estimation of demand System," MPRA Paper 36491, University Library of Munich, Germany.
• Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
• Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
• PANDEY, KRISHAN & Tikkiwal, G.C., 2010. "Generalized class of synthetic estimators for small areas under systematic sampling scheme," MPRA Paper 37161, University Library of Munich, Germany.
• Pandey, Krishan & Tikkiwal, G.C., 2010. "Generalized class of composite method of estimation for crop acreage in small domain," MPRA Paper 37163, University Library of Munich, Germany.
• Ahmadzadeh Mashinchi, Sina, 2010. "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper 38100, University Library of Munich, Germany.
• Marchini, Andrea & Diotallevi, Francesco, 2010. "Methods and instruments for value perceptions. The conjoint analysis applied to the wine packaging," MPRA Paper 40637, University Library of Munich, Germany.
• Pampanini, Rossella & Marchini, Andrea & Diotallevi, Francesco, 2010. "A quantitative analysis of olive oil market in Italy," MPRA Paper 40638, University Library of Munich, Germany.
• Emura, Takeshi & Katsuyama, Hitomi & Wang, Jinfang, 2010. "Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan," MPRA Paper 43996, University Library of Munich, Germany.
• Rumyantsev, Mikhail I., 2010. "К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов [On the problem of the adequacy estimation of simulation models of the banking business processes]," MPRA Paper 48591, University Library of Munich, Germany.
• Kodhelaj, Mimoza & Molla, Jonida, 2010. "Foreign Direct Investments in Albanian Market as part of Global Market and Globalization," MPRA Paper 51657, University Library of Munich, Germany.
• Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011. "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-26, January.
  • Manuel Gomez & Daniel Ventosa-Santaularia, 2008. "Testing for a Deterministic Trend when there is Evidence of Unit-Root," Department of Economics and Finance Working Papers EM200801, Universidad de Guanajuato, Department of Economics and Finance, revised Jun 2010.
  • Gómez, Manuel & Ventosa-Santaulària, Daniel, 2010. "Testing for a Deterministic Trend when there is Evidence of Unit-Root," MPRA Paper 58780, University Library of Munich, Germany.
• Chikhi, Mohamed & Diebolt, Claude, 2010. "Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact," MPRA Paper 76210, University Library of Munich, Germany, revised 2010.

2009

• Liu, Shuangzhe & Neudecker, Heinz, 2009. "On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2556-2565.
• Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
  • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
  • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
  • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
  • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
  • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
• Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark, 2009. "Power variation for Gaussian processes with stationary increments," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 1845-1865, June.
  • Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2007. "Power variation for Gaussian processes with stationary increments," CREATES Research Papers 2007-42, Department of Economics and Business Economics, Aarhus University.
  • Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij & Jeannette H.C. Woerner, 2008. "Bipower variation for Gaussian processes with stationary increments," CREATES Research Papers 2008-21, Department of Economics and Business Economics, Aarhus University.
• Podolskij, Mark & Vetter, Mathias, 2009. "Bipower-type estimation in a noisy diffusion setting," Stochastic Processes and their Applications, Elsevier, vol. 119(9), pages 2803-2831, September.
  • Mark Podolskij & Mathias Vetter, 2008. "Bipower-type estimation in a noisy diffusion setting," CREATES Research Papers 2008-25, Department of Economics and Business Economics, Aarhus University.
  • Podolskij, Mark & Vetter, Mathias, 2008. "Bipower-type estimation in a noisy diffusion setting," Technical Reports 2008,24, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
• Baltagi, Badi H. & Liu, Long, 2009. "A note on the application of EC2SLS and EC3SLS estimators in panel data models," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2189-2192, October.
  • Badi H. Baltagi & Long Liu, 2009. "A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models," Center for Policy Research Working Papers 116, Center for Policy Research, Maxwell School, Syracuse University.
• Weshah Razzak, "undated". "On the GCC Currency Union," API-Working Paper Series 0910, Arab Planning Institute - Kuwait, Information Center.
  • Weshah Razzak, 2009. "On the GCC Currency Union," EERI Research Paper Series EERI_RP_2009_29, Economics and Econometrics Research Institute (EERI), Brussels.
• Weshah Razzak, 2010. "An Empirical Glimpse on MSEs Four MENA Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(1), pages 59-89.
  • Weshah Razzak, "undated". "An Empirical Glimpse on MSEs Four MENA Countries," API-Working Paper Series 0909, Arab Planning Institute - Kuwait, Information Center.
  • Weshah Razzak, 2009. "An Empirical Glimpse on MSEs Four MENA Countries," EERI Research Paper Series EERI_RP_2009_30, Economics and Econometrics Research Institute (EERI), Brussels.
• Gil Lafuente, Ana María & Mauricio Ortigosa Hernández, 2009. "El valor del cliente en relaciones contractuales con estimaciones inciertas," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 3(2), pages 91-110.
• Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 96-108.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008. "Adaptive Experimental Design Using the Propensity Score," MPRA Paper 8315, University Library of Munich, Germany.
  • Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 59, Yale University, Department of Economics.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009. "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers 47107, Yale University, Economic Growth Center.
• Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009. "Non Parametric Estimation of a Polarization Measure," Working Papers tecipa-363, University of Toronto, Department of Economics.
  • Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," LSE Research Online Documents on Economics 25378, London School of Economics and Political Science, LSE Library.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," STICERD - Econometrics Paper Series 534, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," UC3M Working papers. Economics we095130, Universidad Carlos III de Madrid. Departamento de Economía.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric estimation of a polarization measure," CeMMAP working papers CWP14/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers 1714, Cowles Foundation for Research in Economics, Yale University.
• J. M. C. Santos Silva & Silvana Tenreyro, 2009. "On the Existence of the Maximum Likelihood Estimates for Poisson Regression," CEP Discussion Papers dp0932, Centre for Economic Performance, LSE.
  • Santos Silva, Joao & Tenreyro, Silvana, 2009. "On the existence of the maximum likelihood estimates for Poisson regression," LSE Research Online Documents on Economics 25504, London School of Economics and Political Science, LSE Library.
• J. M. C. Santos Silva & Silvana Tenreyro, 2015. "Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 93-105, February.
  • Santos Silva, Joao M C & Tenreyro, Silvana, 2008. "Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically," Economics Discussion Papers 3553, University of Essex, Department of Economics.
  • Santos Silva, Joao & Tenreyro, Silvana, 2013. "Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically," LSE Research Online Documents on Economics 55398, London School of Economics and Political Science, LSE Library.
  • Santos Silva, Joao & Tenreyro, Silvana, 2009. "Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically," LSE Research Online Documents on Economics 25505, London School of Economics and Political Science, LSE Library.
  • J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically," CEP Discussion Papers dp0935, Centre for Economic Performance, LSE.
• Santos Silva, J.M.C. & Tenreyro, Silvana, 2011. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Letters, Elsevier, vol. 112(2), pages 220-222, August.
  • J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator," CEP Discussion Papers dp0933, Centre for Economic Performance, LSE.
  • Santos Silva, Joao & Tenreyro, Silvana, 2009. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," LSE Research Online Documents on Economics 25506, London School of Economics and Political Science, LSE Library.
  • Santos Silva, Joao M C & Tenreyro, Silvana, 2009. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Discussion Papers 3546, University of Essex, Department of Economics.
• Yanqin Fan & Sang Soo Park, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 3-70, Emerald Group Publishing Limited.
  • Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
• Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària, 2009. "Regresión espuria en especificaciones dinámicas," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 1-20, May.
• Février, Philippe & Linnemer, Laurent & Visser, Michael, 2012. "Testing for asymmetric information in the viager market," Journal of Public Economics, Elsevier, vol. 96(1), pages 104-123.
  • FEVRIER Ph. & LINNEMER L. & VISSER M., 2009. "Testing for asymmetric information in the viager market," Working Papers ERMES 0909, ERMES, University Paris 2.
  • Laurent Linnemer & Philippe Février & Michael Visser, 2012. "Testing for asymmetric information in the viager market," Post-Print hal-01629755, HAL.
  • Philippe FEVRIER & Laurent LINNEMER & Michael VISSER, 2010. "Testing for Asymmetric Information in the Viager Market," Working Papers 2010-01, Center for Research in Economics and Statistics.
• Baldauf, Markus & Santos Silva, J.M.C., 2012. "On the use of robust regression in econometrics," Economics Letters, Elsevier, vol. 114(1), pages 124-127.
  • Baldauf, Markus & Santos Silva, Joao M C, 2009. "On the use of robust regression in econometrics," Economics Discussion Papers 3543, University of Essex, Department of Economics.
• Santos Silva, J.M.C. & Tenreyro, Silvana, 2011. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Letters, Elsevier, vol. 112(2), pages 220-222, August.
  • Santos Silva, Joao & Tenreyro, Silvana, 2009. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," LSE Research Online Documents on Economics 25506, London School of Economics and Political Science, LSE Library.
  • Santos Silva, Joao M C & Tenreyro, Silvana, 2009. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Discussion Papers 3546, University of Essex, Department of Economics.
  • J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator," CEP Discussion Papers dp0933, Centre for Economic Performance, LSE.
• Jan De Loecker & Frederic Warzynski, 2012. "Markups and Firm-Level Export Status," American Economic Review, American Economic Association, vol. 102(6), pages 2437-2471, October.
  • De Locker, Jan & Warzynski, Frederic, 2009. "Markups and Firm-Level Export Status," Working Papers 09-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," Working Papers of Department of Economics, Leuven 507298, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," Working Papers of Department of Economics, Leuven 507421, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," NBER Working Papers 15198, National Bureau of Economic Research, Inc.
  • Warzynski, Frederic & De loecker, Jan, 2009. "Markups and Firm-level Export Status," CEPR Discussion Papers 7450, C.E.P.R. Discussion Papers.
• Jan De Loecker & Frederic Warzynski, 2012. "Markups and Firm-Level Export Status," American Economic Review, American Economic Association, vol. 102(6), pages 2437-2471, October.
  • De Locker, Jan & Warzynski, Frederic, 2009. "Markups and Firm-Level Export Status," Working Papers 09-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," Working Papers of Department of Economics, Leuven 507421, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," NBER Working Papers 15198, National Bureau of Economic Research, Inc.
  • Warzynski, Frederic & De loecker, Jan, 2009. "Markups and Firm-level Export Status," CEPR Discussion Papers 7450, C.E.P.R. Discussion Papers.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," Working Papers of Department of Economics, Leuven 507298, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Matty Demont & Johan Stessens, 2009. "Food versus Cash. Development Theory and Reality in Northern Côte d’Ivoire," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(3), pages 258-272.
• Bueno, Newton Paulo, 2009. "Visitando vizinhos: uma análise da série histórica de produção de bens de capital no Brasil utilizando diagramas de recorrência," Revista Economia e Sociedade, Instituto de Economia, Universidade Estadual de Campinas (UNICAMP), vol. 37, pages 1-18, August.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011. "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 735-761, August.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers 7446, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute.
• Marco Pini & Alessandro Rinaldi, 2009. "Le attivit? reali e finanziarie delle famiglie: un'analisi a livello provinciale," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2009(3), pages 100-134.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 175-243, March.
  • Rubio-Ramírez, Juan Francisco & Burriel, Pablo & Fernández-Villaverde, Jesús, 2009. "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers 7297, C.E.P.R. Discussion Papers.
  • Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," Working Papers 2009-17, FEDEA.
  • Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive 09-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral, 2012. "Estimation of elasticity price of electricity with incomplete information," Energy Economics, Elsevier, vol. 34(3), pages 627-633.
  • Xavier Labandeira Villot & José María Labeaga & Xiral López-Otero, 2009. "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers 2009-18, FEDEA.
  • Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2010. "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers 01-2010, Economics for Energy.
• Verdolini, Elena & Galeotti, Marzio, 2011. "At home and abroad: An empirical analysis of innovation and diffusion in energy technologies," Journal of Environmental Economics and Management, Elsevier, vol. 61(2), pages 119-134, March.
  • Verdolini, Elena & Galeotti, Marzio, 2009. "At Home and Abroad: An Empirical Analysis of Innovation and Diffusion in Energy-Efficient Technologies," Sustainable Development Papers 56216, Fondazione Eni Enrico Mattei (FEEM).
  • Elena Verdolini & Marzio Galeotti, 2009. "At Home and Abroad: An Empirical Analysis of Innovation and Diffusion in Energy-Efficient Technologies," Working Papers 2009.123, Fondazione Eni Enrico Mattei.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper 2009-11, Federal Reserve Bank of Atlanta.
• Huang, Xin & Zhou, Hao & Zhu, Haibin, 2012. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Journal of Financial Stability, Elsevier, vol. 8(3), pages 193-205.
  • Xin Huang & Hao Zhou & Haibin Zhu, 2009. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Finance and Economics Discussion Series 2009-44, Board of Governors of the Federal Reserve System (U.S.).
  • Xin Huang & Hao Zhou & Haibin Zhu, 2010. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," BIS Working Papers 296, Bank for International Settlements.
• Sheng Guo, 2014. "Switching Regression Estimates Of The Intergenerational Persistence Of Consumption," Economic Inquiry, Western Economic Association International, vol. 52(4), pages 1503-1524, October.
  • Sheng Guo, 2009. "Switching Regression Estimates of the Intergenerational Persistence of Consumption," Working Papers 0904, Florida International University, Department of Economics.
• Deschamps, Philippe J., 2011. "Bayesian estimation of an extended local scale stochastic volatility model," Journal of Econometrics, Elsevier, vol. 162(2), pages 369-382, June.
  • Deschamps, Philippe J., 2009. "Bayesian estimation of an extended local scale stochastic volatility model," DQE Working Papers 15, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 12 Nov 2011.
• Galdo, Jose & Jaramillo, Miguel & Montalva, Veronica, 2009. "Pobreza e impactos heterogeneos de las politicas activas del empleo juvenil: el caso de PROJOVEN en el Peru," Working Papers 55934, Group for the Analysis of Development (GRADE).
  • Miguel Jaramillo & José Galdo & Verónica Montalva, 2009. "Pobreza e impactos heterogéneos de las políticas activas de empleo juvenil: el caso de PROJOVEN en el Perú," Documentos de Investigación dt54, Grupo de Análisis para el Desarrollo (GRADE).
• Micaela Antunes & Elias Soukiazis, 2009. "How well the balance-of- payments constraint approach explains the Portuguese growth performance: empirical evidence for the 1965-2008 period," GEMF Working Papers 2009-13, GEMF, Faculty of Economics, University of Coimbra.
  • Micaela Antunes & Elias Soukiazis, 2011. "How well the balance-of- payments constraint approach explains the Portuguese growth performance. Empirical evidence for the 1965-2008 period," ERSA conference papers ersa10p125, European Regional Science Association.
• Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming, 2016. "Structural Threshold Regression," Econometric Theory, Cambridge University Press, vol. 32(4), pages 827-860, August.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "Structural Threshold Regression," Discussion Papers Series, Department of Economics, Tufts University 0717, Department of Economics, Tufts University.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," Working Paper series 49_11, Rimini Centre for Economic Analysis.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Papers 0907, University of Guelph, Department of Economics and Finance.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," University of Cyprus Working Papers in Economics 13-2011, University of Cyprus Department of Economics.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Paper series 22_09, Rimini Centre for Economic Analysis.
• Dominique Guegan & Zhiping Lu, 2009. "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne 09015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Zhiping Lu, 2009. "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375531, HAL.
• Charfeddine, Lanouar & Guégan, Dominique, 2012. "Breaks or long memory behavior: An empirical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5712-5726.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00377485, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01314013, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Working Papers halshs-00722032, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722032, HAL.
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• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00389789, HAL.
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• Clément Bosquet & Hervé Boulhol, 2009. "Gravity, log of gravity and the "distance puzzle"," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00401386, HAL.
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• Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
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• Zeebari, Zangin & Shukur, Ghazi, 2009. "Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden," Working Paper Series in Economics and Institutions of Innovation 183, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Westerlund, Joakim & Breitung, Jörg, 2009. "Myths and Facts about Panel Unit Root Tests," Working Papers in Economics 380, University of Gothenburg, Department of Economics.
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• Jonas Andersson & Jarle Møen, 2016. "A Simple Improvement of the IV-estimator for the Classical Errors-in-Variables Problem," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(1), pages 113-125, February.
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• Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
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• Berta Rivera & Bruno Casal & Luis Currais, 2009. "Provisión de cuidados informales y enfermedad de Alzheimer: valoración económica y estudio de la variabilidad del tiempo," Hacienda Pública Española / Review of Public Economics, IEF, vol. 189(2), pages 107-130, June.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
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• Hiroaki Chigira & Tsunemasa Shiba, 2007. "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Hi-Stat Discussion Paper Series d07-221, Institute of Economic Research, Hitotsubashi University.
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• Alexander Baranovski & Carsten von Lieres & André Wilch, 2009. "New recipes for estimating default intensities," SFB 649 Discussion Papers SFB649DP2009-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Denis Belomestny, 2009. "Spectral estimation of the fractional order of a Lévy process," SFB 649 Discussion Papers SFB649DP2009-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009. "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series 537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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• Barbara ChoroÅ› & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Xia Cui & Wolfgang Karl Härdle & Lixing Zhu, 2009. "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers SFB649DP2009-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Kopf, Eva, 2009. "Short-term training variety for welfare recipients: the effects of different training types," IAB-Discussion Paper 200917, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Hohmeyer, Katrin, 2009. "Effectiveness of One-Euro-Jobs: Do programme characteristics matter?," IAB-Discussion Paper 200920, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Elena Biewen & Gerd Ronning & Martin Rosemann, 2009. "IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten," IAW Discussion Papers 53, Institut für Angewandte Wirtschaftsforschung (IAW).
• Abdus Samad, 2009. "Measurement Of Inefficiencies In Bangladesh Banking Industry Using Stochastic Frontier Production Function," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(1), pages 41-48.
• Florencia Lopez Boo & Lucia Madrigal & Carmen Pages, 2010. "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," Journal of Development Studies, Taylor & Francis Journals, vol. 46(9), pages 1543-1571.
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• Florencia Lopez Boo & Lucia Madrigal & Carmen Pages, 2010. "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," Journal of Development Studies, Taylor & Francis Journals, vol. 46(9), pages 1543-1571.
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• Florencia Lopez Boo & Lucia Madrigal & Carmen Pages, 2010. "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," Journal of Development Studies, Taylor & Francis Journals, vol. 46(9), pages 1543-1571.
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• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
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• Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009. "Non Parametric Estimation of a Polarization Measure," Working Papers tecipa-363, University of Toronto, Department of Economics.
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• Horowitz, Joel L. & Lee, Sokbae, 2012. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, vol. 168(2), pages 175-188.
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• Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
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• Jan Mutl, 2002. "Panel VAR Models with Spatial Dependence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-2, International Conferences on Panel Data.
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• Mert URAL & Erhan DEMİRELİ, 2009. "Basel II sermaye yeterliliği uzlaşısı’nın bankalar ve KOBİ’ler üzerine etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(274), pages 54-78.
• Klaus Duellmann & Martin Erdelmeier, 2009. "Crash Testing German Banks," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 139-175, September.
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• Bing Li, 2009. "On the Identification of Fiscal Policy Behavior," Caepr Working Papers 2008-026, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Bing Li, 2009. "On the Identification of Fiscal Policy Behavior," CAEPR Working Papers 2008-026, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
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• de Luna, Xavier & Johansson, Per, 2009. "Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences," IZA Discussion Papers 3966, Institute of Labor Economics (IZA).
• Florencia Lopez Boo & Lucia Madrigal & Carmen Pages, 2010. "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," Journal of Development Studies, Taylor & Francis Journals, vol. 46(9), pages 1543-1571.
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  • Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-9, University of Miami, Department of Economics.
• Sule Alan & Orazio Attanasio & Martin Browning, 2009. "Estimating Euler equations with noisy data: two exact GMM estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 309-324, March.
  • Sule Alan & Orazio Attanasio & Martin Browning, 2005. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," CAM Working Papers 2005-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  • Martin Browning & Sule Alan & Orazio Attanasio, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
• Renuka Mahadevan, 2009. "The sustainability of export-led growth:the Singaporean experience," Journal of Developing Areas, Tennessee State University, College of Business, vol. 43(1), pages 233-247, September.
• Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
  • Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007. "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Departmental Working Papers 201111, Rutgers University, Department of Economics.
  • Hausman & Newey & Woutersen & Chao & Swanson, 2009. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics.
• Subir Ghosh, 2009. "A Unified Approach to Economic Dominance and Inequality Measures using a General Transformation Function," Journal of Income Distribution, Ad libros publications inc., vol. 18(1), pages 42-52, March.
• Camelia Minoiu & Sanjay G. Reddy, 2009. "The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation," Journal of Income Distribution, Ad libros publications inc., vol. 18(2), pages 160-178, June.
• David Wheeler & Lance Waller, 2009. "Comparing spatially varying coefficient models: a case study examining violent crime rates and their relationships to alcohol outlets and illegal drug arrests," Journal of Geographical Systems, Springer, vol. 11(1), pages 1-22, March.
• Rosa Bernardini Papalia & Silvia Bertarelli, 2009. "Decomposing productivity patterns in a conditional convergence framework," Journal of Productivity Analysis, Springer, vol. 31(1), pages 57-75, February.
• Sei-Wan Kim & Radha Bhattacharya, 2009. "Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity," The Journal of Real Estate Finance and Economics, Springer, vol. 38(4), pages 443-460, May.
• Siddharth Singh & Sharad Borle & Dipak Jain, 2009. "A generalized framework for estimating customer lifetime value when customer lifetimes are not observed," Quantitative Marketing and Economics (QME), Springer, vol. 7(2), pages 181-205, June.
• Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
  • Daniel A. Ackerberg, 2001. "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers 0273, National Bureau of Economic Research, Inc.
• Aris Spanos, 2009. "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, vol. 25, pages 165-213.
• Turan Bali & Kamil Yilmaz, 2009. "The Intertemporal Relation between Expected Return and Risk on Currency," Koç University-TUSIAD Economic Research Forum Working Papers 0909, Koc University-TUSIAD Economic Research Forum, revised Nov 2009.
• Jorge Barrientos Marín & David Tobón & Alderid Gutiérrez, 2009. "Production and stochastic efficiency: An application to the Colombian footwear and leather industry," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 165-190.
• Wittenberg, Martin, 2011. "Estimating expenditure impacts without expenditure data using asset proxies," Economics Letters, Elsevier, vol. 110(2), pages 122-125, February.
  • Martin Wittenberg, 2009. "Estimating expenditure impacts without expenditure data using asset proxies," SALDRU Working Papers 29, Southern Africa Labour and Development Research Unit, University of Cape Town.
• Stephen Hall & P.A.V.B. Swamy & George S. Tavlas & George Hondroyiannis, 2009. "Time-Varying Coefficient Estimation in the Presence of Non-Stationarity," Discussion Papers in Economics 09/13, Division of Economics, School of Business, University of Leicester.
• Helmut Rainer & Thomas Siedler, 2009. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labour Market Outcomes," Economica, London School of Economics and Political Science, vol. 76(303), pages 528-556, July.
  • Siedler, Thomas & Rainer, Helmut, 2005. "O brother, where are thou? The effects of having a sibling on geographic mobility and labor market outcomes," ISER Working Paper Series 2005-18, Institute for Social and Economic Research.
  • Rainer, Helmut & Siedler, Thomas, 2009. "O brother, where art thou? The effects of having a sibling on geographic mobility and labour market outcomes," Munich Reprints in Economics 19784, University of Munich, Department of Economics.
  • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Economics Discussion Papers 8891, University of Essex, Department of Economics.
  • Helmut Rainer & Thomas Siedler, 2006. "O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Discussion Papers of DIW Berlin 608, DIW Berlin, German Institute for Economic Research.
  • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," IZA Discussion Papers 1842, Institute of Labor Economics (IZA).
• Cosme Vodounou, 2009. "Pauvreté multidimensionnelle et politiques sociales au Bénin," Working Papers PMMA 2009-03, PEP-PMMA.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012. "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
  • Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009. "Inference regarding multiple structural changes in linear models with endogenous regressors," Centre for Growth and Business Cycle Research Discussion Paper Series 125, Economics, The University of Manchester.
• Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
  • Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
  • Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
  • Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
• Eduardo Fé & Richard Hofler, 2013. "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, vol. 39(3), pages 271-284, June.
  • Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," Economics Discussion Paper Series 0916, Economics, The University of Manchester.
• Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009. "Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)," Center for Policy Research Working Papers 112, Center for Policy Research, Maxwell School, Syracuse University.
• Baltagi, Badi H. & Liu, Long, 2009. "A note on the application of EC2SLS and EC3SLS estimators in panel data models," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2189-2192, October.
  • Badi H. Baltagi & Long Liu, 2009. "A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models," Center for Policy Research Working Papers 116, Center for Policy Research, Maxwell School, Syracuse University.
• Zhu, Dongming & Galbraith, John W., 2010. "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, vol. 157(2), pages 297-305, August.
  • Dongming Zhu & John W. Galbraith, 2009. "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers 2009s-13, CIRANO.
  • John Galbraith & Dongming Zhu, 2009. "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers 2009-02, McGill University, Department of Economics.
• Magali Aubert & Véronique Meuriot, . "Choices of wine consumption: measure of interaction terms and attributes," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
• Peter Spencer, 2009. "An Admissible Macro-Finance Model of the US Treasury Market," Multinational Finance Journal, Multinational Finance Journal, vol. 13(1-2), pages 1-38, March-Jun.
• James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou, 2009. "Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application," Multinational Finance Journal, Multinational Finance Journal, vol. 13(3-4), pages 293-321, September.
• Flores, Carlos A. & Mitnik, Oscar A., 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," IZA Discussion Papers 4451, Institute of Labor Economics (IZA).
  • Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-10, University of Miami, Department of Economics.
  • Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-9, University of Miami, Department of Economics.
• Flores, Carlos A. & Mitnik, Oscar A., 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," IZA Discussion Papers 4451, Institute of Labor Economics (IZA).
  • Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-9, University of Miami, Department of Economics.
  • Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-10, University of Miami, Department of Economics.
• Duangkamon Chotikapanich & William E Griffiths & D.S. Prasada Rao & Vicar Valencia, 2009. "Global Income Distribution and Inequality: 1993 and 2000," Department of Economics - Working Papers Series 1062, The University of Melbourne.
• Nasser Al Dossary & Carol A. Dahl, 2009. "Is Global Gasoline Demand Still as Responsive to Price?," Working Papers 2009-01, Colorado School of Mines, Division of Economics and Business.
• I. Chatterjee & R. Ray, 2012. "Does the evidence on corruption depend on how it is measured? Results from a cross-country study on microdata sets," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3215-3227, September.
  • Ishita Chatterjee & Ranjan Ray, 2009. "Does the Evidence on Corruption Depend on how it is measured? Results from a Cross Country Study on Micro Data sets," Monash Economics Working Papers 07-09, Monash University, Department of Economics.
• Ishita Chatterjee & Ranjan Ray, 2009. "Crime, Corruption and Institutions," Monash Economics Working Papers 20-09, Monash University, Department of Economics.
• Ankita Mishra & Ranjan Ray, 2011. "Prices, Inequality, And Poverty: Methodology And Indian Evidence," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 57(3), pages 428-448, September.
  • Ankita Mishra & Ranjan Ray, 2009. "Prices, Inequality and Poverty: Methodology and Indian Evidence," Monash Economics Working Papers 27-09, Monash University, Department of Economics.
• Dominique Guegan & Zhiping Lu, 2009. "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375531, HAL.
  • Dominique Guegan & Zhiping Lu, 2009. "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne 09015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Charfeddine, Lanouar & Guégan, Dominique, 2012. "Breaks or long memory behavior: An empirical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5712-5726.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00377485, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01314013, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Post-Print halshs-00377485, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Working Papers halshs-00722032, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behaviour : an empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722032, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," PSE-Ecole d'économie de Paris (Postprint) hal-01314013, HAL.
  • Lanouar Charfeddine & Dominique Guegan, 2012. "Breaks or long memory behavior: An empirical investigation," Post-Print hal-01314013, HAL.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00389773, HAL.
  • Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires?," Documents de travail du Centre d'Economie de la Sorbonne 09033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00389789, HAL.
  • Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne 09034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Post-Print halshs-00389789, HAL.
• Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009. "Volatility Models: from GARCH to Multi-Horizon Cascades," Documents de travail du Centre d'Economie de la Sorbonne 09036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Don U.A. Galagedera, 2009. "An analytical derivation of the relation between idiosyncratic volatility and expected stock return," Monash Econometrics and Business Statistics Working Papers 14/09, Monash University, Department of Econometrics and Business Statistics.
• Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
  • Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," NBER Working Papers 14677, National Bureau of Economic Research, Inc.
  • Fernández-Villaverde, Jesús, 2009. "The Econometrics of DSGE Models," CEPR Discussion Papers 7157, C.E.P.R. Discussion Papers.
• Alberto Abadie & Guido W. Imbens, 2012. "A Martingale Representation for Matching Estimators," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 833-843, June.
  • Abadie, Alberto & Imbens, Guido W., 2009. "A Martingale Representation for Matching Estimators," IZA Discussion Papers 4073, Institute of Labor Economics (IZA).
  • Alberto Abadie & Guido Imbens, 2009. "A Martingale Representation for Matching Estimators," NBER Working Papers 14756, National Bureau of Economic Research, Inc.
• Jeffrey E. Harris & Sandra G. Sosa-Rubi, 2009. "Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable," NBER Working Papers 14995, National Bureau of Economic Research, Inc.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper 2009-11, Federal Reserve Bank of Atlanta.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
• Partha Deb & William T. Gallo & Padmaja Ayyagari & Jason M. Fletcher & Jody L. Sindelar, 2009. "Job Loss: Eat, drink and try to be merry?," NBER Working Papers 15122, National Bureau of Economic Research, Inc.
• James J. Heckman & Petra E. Todd, 2009. "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 230-234, January.
  • Heckman, James J. & Todd, Petra E., 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," IZA Discussion Papers 4304, Institute of Labor Economics (IZA).
  • James J. Heckman & Petra E. Todd, 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers 15179, National Bureau of Economic Research, Inc.
• Alberto Abadie & Guido W. Imbens, 2016. "Matching on the Estimated Propensity Score," Econometrica, Econometric Society, vol. 84, pages 781-807, March.
  • Alberto Abadie & Guido W. Imbens, 2009. "Matching on the Estimated Propensity Score," NBER Working Papers 15301, National Bureau of Economic Research, Inc.
• L. Davezies & X. D'Haultfoeuille, 2009. "To Weight or not to Weight? The Eternal Question of Econometricians facing Survey Data," Documents de Travail de l'Insee - INSEE Working Papers g2009-06, Institut National de la Statistique et des Etudes Economiques.
• Bloor, Chris & Matheson, Troy, 2011. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
  • Chris Bloor & Troy Matheson, 2009. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/02, Reserve Bank of New Zealand.
• Kosuke Oya, 2009. "Bias-Corrected Realized Variance under Dependent Microstructure Noise," Discussion Papers in Economics and Business 09-39, Osaka University, Graduate School of Economics.
• Nikolay Gospodinov, 2009. "A New Look at the Forward Premium Puzzle," Journal of Financial Econometrics, Oxford University Press, vol. 7(3), pages 312-338, Summer.
  • Nikolay Gospodinov, 2006. "A New Look at the Forward Premium Puzzle," Working Papers 08009, Concordia University, Department of Economics, revised Dec 2008.
• Simon A. Broda & Marc S. Paolella, 2009. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 412-436, Fall.
  • Simon A. BRODA & Marc S. PAOLELLA, 2008. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series 08-08, Swiss Finance Institute.
• Mark Broadie & Mikhail Chernov & Michael Johannes, 2009. "Understanding Index Option Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4493-4529, November.
  • Chernov, Mikhail & Broadie, Mark & Johannes, Michael, 2007. "Understanding Index Option Returns," CEPR Discussion Papers 6239, C.E.P.R. Discussion Papers.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375.
  • Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
  • Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
  • Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375.
  • Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.
• Muñoz Rosas, Juan Francisco & Alvarez Verdejo, Encarnación, 2009. "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," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 7(1), pages 3-30, June.
• Manoj K. Pandey, 2009. "Poverty and Disability among Indian Elderly: Evidence from Household Survey," ASARC Working Papers 2009-09, The Australian National University, Australia South Asia Research Centre.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010. "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, vol. 42(25), pages 3267-3277.
  • Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009. "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento 105, University of Pavia, Department of Economics and Quantitative Methods.
• Noriszura Ismail & Ansar Asnawi Ahmad Anuar, 2009. "Insolvency Probability In Reinsurance Treaty: A Case Study In Malaysia," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, vol. 3(3), pages 62-64.
• Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
  • Fernández-Villaverde, Jesús, 2009. "The Econometrics of DSGE Models," CEPR Discussion Papers 7157, C.E.P.R. Discussion Papers.
  • Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," NBER Working Papers 14677, National Bureau of Economic Research, Inc.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 175-243, March.
  • Rubio-Ramírez, Juan Francisco & Burriel, Pablo & Fernández-Villaverde, Jesús, 2009. "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers 7297, C.E.P.R. Discussion Papers.
  • Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive 09-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," Working Papers 2009-17, FEDEA.
• Xun Tang, 2009. "Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes," PIER Working Paper Archive 09-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Kyungchul Song, 2009. "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Davide Fiaschi & Marzia Romanelli, 2009. "Nonlinear dynamics in welfare and the evolution of world inequality," Temi di discussione (Economic working papers) 724, Bank of Italy, Economic Research and International Relations Area.
  • Davide Fiaschi & Marzia Romanelli, 2009. "Nonlinear Dynamics in Welfare and the Evolution of World Inequality," Discussion Papers 2009/81, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
• Mishra, SK, 2009. "The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization," MPRA Paper 12723, University Library of Munich, Germany.
• Mishra, SK, 2009. "A note on the ordinal canonical correlation analysis of two sets of ranking scores," MPRA Paper 12796, University Library of Munich, Germany.
• Sudhanshu K MISHRA, 2009. "Representation-Constrained Canonical Correlation-Analysis: A Hybridization Of Canonical Correlation And Principal Component Analysis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
  • Mishra, SK, 2009. "Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses," MPRA Paper 12948, University Library of Munich, Germany.
• Christian Francq & Jean‐Michel Zakoïan, 2009. "Bartlett's formula for a general class of nonlinear processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 449-465, July.
  • Francq, Christian & Zakoian, Jean-Michel, 2009. "Bartlett's formula for a general class of non linear processes," MPRA Paper 13224, University Library of Munich, Germany.
• Cornaglia, Anna & Morone, Marco, 2009. "Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting," MPRA Paper 14711, University Library of Munich, Germany.
• Christian Francq & Lajos Horváth, 2011. "Merits and Drawbacks of Variance Targeting in GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 9(4), pages 619-656.
  • Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN, 2009. "Merits and Drawbacks of Variance Targeting in GARCH Models," Working Papers 2009-17, Center for Research in Economics and Statistics.
  • Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2009. "Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models," MPRA Paper 15147, University Library of Munich, Germany.
• Pandey, Manoj K., 2009. "Poverty and disability among elderly in India: evidences from household survey," MPRA Paper 15580, University Library of Munich, Germany.
• Keisuke Hirano & Jack R. Porter, 2012. "Impossibility Results for Nondifferentiable Functionals," Econometrica, Econometric Society, vol. 80(4), pages 1769-1790, July.
  • Hirano, Keisuke & Porter, Jack, 2009. "Impossibility Results for Nondifferentiable Functionals," MPRA Paper 15990, University Library of Munich, Germany.
• Moscone, Francesco & Tosetti, Elisa, 2009. "GMM estimation of spatial panels," MPRA Paper 16327, University Library of Munich, Germany.
• Sinha, Pankaj & Jayaraman, Prabha, 2009. "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper 16528, University Library of Munich, Germany.
• KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian, 2009. "Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC [Macroprudentials indicators for CEMAC banking system]," MPRA Paper 16555, University Library of Munich, Germany.
• Fischer, Justina AV, 2009. "Subjective Well-Being as Welfare Measure: Concepts and Methodology," MPRA Paper 16619, University Library of Munich, Germany.
• Bušs, Ginters, 2009. "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper 16684, University Library of Munich, Germany.
• Hyeongwoo Kim, 2013. "Generalized impulse response analysis: General or Extreme?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 10(2), pages 135-141, Julio – D.
  • Hyeongwoo, Kim, 2009. "Generalized Impulse Response Analysis: General or Extreme?," MPRA Paper 17014, University Library of Munich, Germany.
  • Hyeongwoo Kim, 2012. "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series auwp2012-04, Department of Economics, Auburn University.
• Kamgna, Severin Yves & Tinang, Nzesseu Jules & Tsombou, Kinfak Christian, 2009. "Macro-Prudential Monitoring Indicators for CEMAC Banking System," MPRA Paper 17095, University Library of Munich, Germany.
• Francesca Greselin & Leo Pasquazzi & Ričardas Zitikis, 2010. "Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy," Journal of Probability and Statistics, Hindawi, vol. 2010, pages 1-26, April.
  • Greselin, Francesca & Pasquazzi, Leo & Zitikis, Ricardas, 2009. "Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy," MPRA Paper 17147, University Library of Munich, Germany.
• Jaime, Mónica M. & Salazar, César A., 2009. "Capital social y eficiencia técnica de los pequeños agricultores de trigo de la Región del Bío Bío [Social Capital and technical efficiency of wheat small farmers in the Bío Bío Region (Chile)]," MPRA Paper 17220, University Library of Munich, Germany.
• Bušs, Ginters, 2009. "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper 17273, University Library of Munich, Germany.
• Aguirregabiria, Victor, 2009. "Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application," MPRA Paper 17329, University Library of Munich, Germany.
• Caner, Mehmet & Morrill, Melinda, 2009. "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper 16790, University Library of Munich, Germany.
  • Caner, Mehmet & Sandler Morrill, Melinda, 2009. "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper 17689, University Library of Munich, Germany.
• Burak Saltoglu & M. Ege Yazgan, 2012. "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S5), pages 48-63, November.
  • Saltoglu, Burak & Yazgan, Ege, 2009. "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper 18741, University Library of Munich, Germany.
• Qian, Junhui & Wang, Le, 2012. "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, vol. 167(2), pages 483-493.
  • Qian, Junhui & Wang, Le, 2009. "Estimating Semiparametric Panel Data Models by Marginal Integration," MPRA Paper 18850, University Library of Munich, Germany.
• Moawia, Alghalith, 2009. "Preferences estimation without approximation," MPRA Paper 19309, University Library of Munich, Germany.
• Pacifico, Daniele, 2009. "Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata," MPRA Paper 19578, University Library of Munich, Germany.
• Todd Prono, 2008. "GARCH-based identification and estimation of triangular systems," Supervisory Research and Analysis Working Papers QAU08-4, Federal Reserve Bank of Boston.
  • Todd, Prono, 2009. "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper 20032, University Library of Munich, Germany.
• Palombini, Edgardo, 2009. "Factor models and the credit risk of a loan portfolio," MPRA Paper 20107, University Library of Munich, Germany.
• De Siano, Rita & D'Uva, Marcella, 2009. "Regional convergence in Italy: time series approaches," MPRA Paper 20397, University Library of Munich, Germany.
• Sarafidis, Vasilis & Weber, Neville, 2009. "To Pool or Not to Pool: A Partially Heterogeneous Framework," MPRA Paper 20814, University Library of Munich, Germany.
• Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
• Carl-Johan, Dalgaard & Henrik, Hansen, 2009. "Evaluating Aid Effectiveness in the Aggregate: Methodological Issues," MPRA Paper 23025, University Library of Munich, Germany.
• Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
  • Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
  • Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
• Shiu, Alice & Zelenyuk, Valentin, 2009. "Production Efficiency versus Ownership: The Case of China," MPRA Paper 23760, University Library of Munich, Germany, revised 22 Mar 2010.
  • Alice Shiu, Valentin Zelenyuk, 2010. "Production Efficiency versus Ownership: The Case of China," Discussion Papers 33, Kyiv School of Economics.
• Sarafidis, Vasilis, 2009. "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper 25176, University Library of Munich, Germany.
• Eryilmaz, Serkan & Kan, Cihangir & Akici, Fatih, 2009. "Consecutive k-within-m-out-of-n:F system with exchangeable components," MPRA Paper 26838, University Library of Munich, Germany.
• Bationo, Rakissiwinde & Hounkpodote, Hilaire, 2009. "Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien [Estimated Changes in Prices of Coffee and Coc," MPRA Paper 26980, University Library of Munich, Germany, revised Nov 2010.
• Todd, Prono, 2009. "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 30994, University Library of Munich, Germany, revised 30 Jul 2011.
• Wang, Hung-Jen & Ho, Chia-Wen, 2010. "Estimating fixed-effect panel stochastic frontier models by model transformation," Journal of Econometrics, Elsevier, vol. 157(2), pages 286-296, August.
  • Wang, Hung-Jen & Ho, Chia-Wen, 2009. "Estimating fixed-effect panel stochastic frontier models by model transformation," MPRA Paper 31081, University Library of Munich, Germany.
• Kairat T. Mynbaev, 2011. "Regressions with asymptotically collinear regressors," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 304-320, July.
  • Mynbaev, Kairat, 2009. "Regressions with Asymptotically Collinear Regressor," MPRA Paper 31315, University Library of Munich, Germany.
• Albu, Lucian-Liviu & Diaconescu, Tiberiu, 2009. "Simulation on long-term correlation between demographic variables and economic growth," MPRA Paper 33003, University Library of Munich, Germany.
• Yanqin Fan & Sang Soo Park, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 3-70, Emerald Group Publishing Limited.
  • Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
• Dinda, Soumyananda, 2008. "Factors Determining FDI to Nigeria: An Empirical Investigation," MPRA Paper 28097, University Library of Munich, Germany, revised Nov 2010.
  • Dinda, Soumyananda, 2009. "Factors determining FDI in Nigeria: an empirical investigation," MPRA Paper 40172, University Library of Munich, Germany, revised 16 Jul 2012.
• Ucal, Meltem & Karabulut, Gokhan & Bilgin, Mehmet Huseyin, 2009. "Military Expenditures and Inequality: Empirical Evidence from Israel," MPRA Paper 48643, University Library of Munich, Germany.
• Ucal, Meltem & Bilgin, Mehmet Huseyin, 2009. "Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration," MPRA Paper 48765, University Library of Munich, Germany.
• Youssef, Ahmed H. & Abonazel, Mohamed R., 2009. "A Comparative Study for Estimation Parameters in Panel Data Model," MPRA Paper 49713, University Library of Munich, Germany.
• Gautam, Bishnu Prasad, 2009. "Financing Practices Of Banks And Financial Institutions In Nepal," MPRA Paper 58354, University Library of Munich, Germany, revised 05 Jul 2011.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2010. "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, vol. 19(1), pages 89-109, January.
  • Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers 200902, University of Pretoria, Department of Economics.
• Rangan Gupta & Alain Kabundi, 2009. "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers 200907, University of Pretoria, Department of Economics.
• Tudorel Andrei & Ani Matei & Stelian Stancu & Bogdan Oancea, 2009. "Some notes about decentralization process implications on public administration corruption in romania," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(1), pages 26-37.
• Jiří Witzany, 2009. "Valuation of Convexity Related Interest Rate Derivatives," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(4), pages 309-326.
• Damiano Fiorillo, 2011. "Do Monetary Rewards Crowd Out The Intrinsic Motivation Of Volunteers? Some Empirical Evidence For Italian Volunteers," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 82(2), pages 139-165, June.
  • Damiano Fiorillo, 2009. "Do monetary rewards crowd out intrinsic motivations of volunteers? Some empirical evidence for Italian volunteers," Discussion Papers 3_2009, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
• Monika Oleksiak, 2009. "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(1), pages 83-102, March.
• Umberto Triacca, 2009. "Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(3), pages 285-291, November.
• Vanda Almeida, 2009. "Bayesian estimation of a DSGE model for the Portuguese economy," Working Papers w200914, Banco de Portugal, Economics and Research Department.
• Jorge Rodríguez-Vález & Antonio Álvarez Pinilla & Esteban Fernández Vázquez & Carlos Arias Sampedro, 2009. "La contribución de las infraestructuras a la producción: estimación por máxima entropía," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 17(2), pages 76-96, Autumn.
• Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming, 2016. "Structural Threshold Regression," Econometric Theory, Cambridge University Press, vol. 32(4), pages 827-860, August.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "Structural Threshold Regression," Discussion Papers Series, Department of Economics, Tufts University 0717, Department of Economics, Tufts University.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Paper series 22_09, Rimini Centre for Economic Analysis.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," Working Paper series 49_11, Rimini Centre for Economic Analysis.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," University of Cyprus Working Papers in Economics 13-2011, University of Cyprus Department of Economics.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Papers 0907, University of Guelph, Department of Economics and Finance.
• Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
  • Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series 47_09, Rimini Centre for Economic Analysis.
• Park, Donghyun & Xiao, Qin, 2009. "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series 146, Asian Development Bank.
• Humphreys, Brad & Lee, Yang Seung & Soebbing, Brian, 2009. "Consumer Behaviour in Lotto Markets: The Double Hurdle Approach and Zeros in Gambling Survey Data," Working Papers 2009-27, University of Alberta, Department of Economics.
• Necula, Ciprian, 2009. "Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 118-131, June.
• Stefan, Marius, 2009. "Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(3), pages 22-33, September.
• Ciuiu, Daniel, 2009. "Numerical and Monte Carlo Methods to make Normal Residues in Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 119-131, December.
• Constantin OPREAN & Alina Mihaela VANU & Amelia BUCUR, 2009. "Organizational Wellness Modeling," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 10(4), pages 622-632, October.
• Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, vol. 162(2), pages 362-368, June.
  • Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2009. "Regression with Imputed Covariates:a Generalized Missing Indicator Approach," CEIS Research Paper 150, Tor Vergata University, CEIS, revised 08 Oct 2009.
  • Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Post-Print hal-00815561, HAL.
• N. Houthoofd & S. Desmidt & G. Fidalgo, 2009. "Analyzing Firm Performance Heterogeneity: The Relative Effect Of Business Definition," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/580, Ghent University, Faculty of Economics and Business Administration.
• Annika Herr & Hendrik Schmitz & Boris Augurzky, 2009. "Does Higher Cost Inefficiency Imply Higher Profit Inefficiency? - Evidence on Inefficiency and Ownership of German Hospitals," Ruhr Economic Papers 0132, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Bruna, Bruno & Damiano, Fiorillo, 2009. "Why without Pay? The Intrinsic Motivation between Investment and Consumption in Unpaid Labour Supply," CELPE Discussion Papers 111, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
• Dmytro Boyarchuk & Liudmyla Kotusenko & Katarzyna Pietka-Kosinska & Roman Semko & Irina Sinitsina, 2009. "Agriculture Income Assessment for the Purpose of Social Assistance: the Case of Ukraine," CASE Network Studies and Analyses 0399, CASE-Center for Social and Economic Research.
• Liran Einav & Amy Finkelstein & Mark R. Cullen, 2010. "Estimating Welfare in Insurance Markets Using Variation in Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 877-921.
  • Mark Cullen & Liran Einav & Amy Finkelstein, "undated". "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers 08-006, Stanford Institute for Economic Policy Research.
  • Mark Cullen & Liran Einav & Amy Finkelstein, "undated". "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers 08-046, Stanford Institute for Economic Policy Research.
  • Liran Einav & Amy Finkelstein & Mark R. Cullen, 2008. "Estimating Welfare in Insurance Markets Using Variation in Prices," NBER Working Papers 14414, National Bureau of Economic Research, Inc.
• Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
  • Hans J. Skaug & Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers CoFie-01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
  • Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
• Koo, Yoonmo & Kim, Chang Seob & Hong, Junhee & Choi, Ie-Jung & Lee, Jongsu, 2012. "Consumer preferences for automobile energy-efficiency grades," Energy Economics, Elsevier, vol. 34(2), pages 446-451.
  • Chang Seob Kim & Yoonmo Koo & Ie-jung Choi & Junhee Hong & Jongsu Lee, 2009. "Consumer Preferences for Automobile Energy Efficiency Grades," TEMEP Discussion Papers 200932, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Nov 2009.
• Jorn Altmann & Juthasit Rohitratana, 2009. "Software Resource Management Considering the Interrelation between Explicit Cost, Energy Consumption, and Implicit Cost: A Decision Support Model for IT Managers," TEMEP Discussion Papers 200936, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Nov 2009.
• Carsten Kuchler & Martin Spiess, 2009. "The data quality concept of accuracy in the context of publicly shared data sets," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 3(1), pages 67-80, June.
• Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2009. "Time Dependent Relative Risk Aversion," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 15-46, Springer.
  • Giacomini, Enzo & Handel, Michael & Härdle, Wolfgang Karl, 2006. "Time dependent relative risk aversion," SFB 649 Discussion Papers 2006-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Shosh Shahrabani & Uri Benzion & Gregory Yom Din, 2009. "Factors affecting nurses’ decision to get the flu vaccine," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(2), pages 227-231, May.
• Ansgar Resch & Michael Wilke & Christian Fink, 2009. "The cost of resistance: incremental cost of methicillin-resistant Staphylococcus aureus (MRSA) in German hospitals," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(3), pages 287-297, July.
• Catherine Lejeune & Christine Binquet & Franck Bonnetain & Amel Mahboubi & Michal Abrahamowicz & Thierry Moreau & Maria Raikou & Laurent Bedenne & Catherine Quantin & Claire Bonithon-Kopp, 2009. "Estimating the cost related to surveillance of colorectal cancer in a French population," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(4), pages 409-419, October.
• Dimitrios Dadakas & Erotokritos Varelas, 2009. "The decomposition of Greek real GDP (1858–1938)," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(2), pages 189-202, June.
• Davide Ferrari & Sandra Paterlini, 2009. "The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance," Methodology and Computing in Applied Probability, Springer, vol. 11(1), pages 3-19, March.
  • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0003, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent) 001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Department of Economics 555, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Yoram Amiel & Frank Cowell & Wulf Gaertner, 2009. "To be or not to be involved: a questionnaire-experimental view on Harsanyi’s utilitarian ethics," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 32(2), pages 299-316, February.
  • Yoram Amiel & Frank A Cowell & Wulf Gaertner, 2006. "To Be or not To Be Involved:A Questionnaire-Experimental View on Harsanyi’sUtilitarian Ethics," STICERD - Distributional Analysis Research Programme Papers 85, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Amiel, Yoram & Cowell, Frank & Gaertner, W, 2006. "To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics," LSE Research Online Documents on Economics 2687, London School of Economics and Political Science, LSE Library.
• Leïla Nouira & Mohamed Boutahar & Vêlayoudom Marimoutou, 2009. "The effect of tapering on the semiparametric estimators for nonstationary long memory processes," Statistical Papers, Springer, vol. 50(2), pages 225-248, March.
• Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
  • Guillaume Horny., 2009. "Inference in Mixed Proportional Hazard Models with K Random Effects," Working papers 248, Banque de France.
• Severin Yves KAMGNA & Nzesseu Jules TINANG & Kinfak Christian TSOMBOU, 2009. "Macro-Prudential Monitoring Indicators For Cemac Banking System," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 113-128, December.
• Arvid Raknerud & Øivind Skare, 2009. "Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes," Discussion Papers 601, Statistics Norway, Research Department.
• D. Sornette & A. Saichev & V. Filimonov, 2009. "Most Efficient Homogeneous Volatility Estimators," Working Papers CCSS-09-00007, ETH Zurich, Chair of Systems Design.
• Jacques Jaussaud & Serge Rey, 2012. "Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis," Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 1-28, February.
  • Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working papers of CATT hal-01880362, HAL.
  • Jacques Jaussaud & Serge Rey, 2012. "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Post-Print hal-01885297, HAL.
  • Serge REY & Jacques JAUSSAUD, 2009. "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working Papers 4, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Nov 2009.
  • Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working Papers hal-01880362, HAL.
• Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working Papers hal-01880360, HAL.
  • Serge REY & Jacques JAUSSAUD, 2009. "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working Papers 8, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Nov 2009.
  • Jacques Jaussaud & Serge Rey, 2009. "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working papers of CATT hal-01880360, HAL.
• Atanas Christev & Allen Featherstone, 2009. "A note on Allen-Uzawa partial elasticities of substitution: the case of the translog cost function," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1165-1169.
  • Atanas Christev & Allen Featherstone, 2005. "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," Working Papers E03, Department of Economics, School of Management and Languages, Heriot Watt University.
  • Christev, Atanas & Featherstone, Allen, 2007. "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," IZA Discussion Papers 2712, Institute of Labor Economics (IZA).
• H. Bulut & G. Moschini, 2009. "US universities' net returns from patenting and licensing: a quantile regression analysis," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 18(2), pages 123-137.
  • Harun Bulut & GianCarlo Moschini, 2006. "U.S. Universities' Net Returns from Patenting and Licensing: A Quantile Regression Analysis," Center for Agricultural and Rural Development (CARD) Publications 06-wp432, Center for Agricultural and Rural Development (CARD) at Iowa State University.
  • Bulut, H. & Moschini, Giancarlo, 2009. "US universities’ net returns from patenting and licensing: a quantile regression analysis," ISU General Staff Papers 200901010800001452, Iowa State University, Department of Economics.
• Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 441-467.
  • West,K.D. & Wong,K.-F. & Anatolyev,S., 2001. "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers 20, Wisconsin Madison - Social Systems.
  • Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers 0338, National Bureau of Economic Research, Inc.
  • Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers 13134, National Bureau of Economic Research, Inc.
• Philip Kostov, 2009. "A Spatial Quantile Regression Hedonic Model of Agricultural Land Prices," Spatial Economic Analysis, Taylor & Francis Journals, vol. 4(1), pages 53-72.
• Lung-Fei Lee & Jihai Yu, 2009. "Spatial Nonstationarity and Spurious Regression: the Case with a Row-normalized Spatial Weights Matrix," Spatial Economic Analysis, Taylor & Francis Journals, vol. 4(3), pages 301-327.
• Oğuz Atuk & Mustafa Utku Özmen, 2009. "Design and evaluation of core inflation measures for Turkey," IFC Working Papers 3, Bank for International Settlements.
  • Oguz Atuk & Mustafa Utku Ozmen, 2009. "Design and Evaluation of Core Inflation Measures for Turkey," Working Papers 0903, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
  • Maurice Bun & Frank Windmeijer, 2007. "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers CWP08/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Maurice J.G. Bun & Frank Windmeijer, 2009. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 09-086/4, Tinbergen Institute.
  • Maurice J.G. Bun & Frank Windmeijer, 2007. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers 07/595, School of Economics, University of Bristol, UK.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
  • Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009. "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers 09-110/4, Tinbergen Institute.
• Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Other publications TiSEM 46607f30-95c0-430a-8ef9-2, Tilburg University, School of Economics and Management.
  • Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
• Einmahl, J.H.J. & Gantner, M., 2009. "The Half-Half Plot," Other publications TiSEM 88c03da5-f408-4cd8-a7f9-0, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Gantner, M., 2009. "The Half-Half Plot," Discussion Paper 2009-77, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Gantner, M., 2012. "The half-half plot," Other publications TiSEM 00018d48-5993-467c-a585-9, Tilburg University, School of Economics and Management.
• John H. J. Einmahl & Sander G. W. R. Smeets, 2011. "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 32-42, February.
  • Einmahl, J.H.J. & Smeets, S.G.W.R., 2009. "Ultimate 100m World Records Through Extreme-Value Theory," Other publications TiSEM d16c8bbc-772e-42e1-8d8e-3, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Smeets, S.G.W.R., 2009. "Ultimate 100m World Records Through Extreme-Value Theory," Discussion Paper 2009-57, Tilburg University, Center for Economic Research.
• Krajina, A., 2009. "A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models," Discussion Paper 2009-42, Tilburg University, Center for Economic Research.
• Einmahl, J.H.J. & Gantner, M., 2009. "The Half-Half Plot," Discussion Paper 2009-77, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Gantner, M., 2012. "The half-half plot," Other publications TiSEM 00018d48-5993-467c-a585-9, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Gantner, M., 2009. "The Half-Half Plot," Other publications TiSEM 88c03da5-f408-4cd8-a7f9-0, Tilburg University, School of Economics and Management.
• Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
  • Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
  • Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
• John H. J. Einmahl & Sander G. W. R. Smeets, 2011. "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 32-42, February.
  • Einmahl, J.H.J. & Smeets, S.G.W.R., 2009. "Ultimate 100m World Records Through Extreme-Value Theory," Discussion Paper 2009-57, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Smeets, S.G.W.R., 2009. "Ultimate 100m World Records Through Extreme-Value Theory," Other publications TiSEM d16c8bbc-772e-42e1-8d8e-3, Tilburg University, School of Economics and Management.
• Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Other publications TiSEM e9340b9a-fe69-4e77-8594-8, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Segers, J.J.J., 2009. "Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution," Other publications TiSEM ffef2e15-c4a8-471f-b730-1, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper 2008-42, Tilburg University, Center for Economic Research.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers 1714, Cowles Foundation for Research in Economics, Yale University.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009. "Non Parametric Estimation of a Polarization Measure," Working Papers tecipa-363, University of Toronto, Department of Economics.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," STICERD - Econometrics Paper Series 534, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," LSE Research Online Documents on Economics 25378, London School of Economics and Political Science, LSE Library.
  • Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," UC3M Working papers. Economics we095130, Universidad Carlos III de Madrid. Departamento de Economía.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric estimation of a polarization measure," CeMMAP working papers CWP14/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Anuradha Roy & Ricardo Leiva, 2009. "Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements," Working Papers 0090, College of Business, University of Texas at San Antonio.
• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto, 2009. "Empirical evidence on the role of non linear wholesale pricing and vertical restraints on cost pass-through," CUDARE Working Papers 120534, University of California, Berkeley, Department of Agricultural and Resource Economics.
  • Dubois, Pierre & Villas-Boas, Sofia Berto & Bonnet, Céline, 2010. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," CEPR Discussion Papers 8004, C.E.P.R. Discussion Papers.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," TSE Working Papers 09-067, Toulouse School of Economics (TSE).
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," IDEI Working Papers 565, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2011.
  • Celine, Bonnet & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5nq6h34n, Department of Agricultural & Resource Economics, UC Berkeley.
  • Villas-Boas, Sofia B & Bonnet, Celine & Dubois, Pierre, 2013. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61x6k2m7, Department of Agricultural & Resource Economics, UC Berkeley.
• LONGFORD Nicholas Tibor & NICODEMO Catia, 2009. "A sensitivity analysis of poverty definitions," IRISS Working Paper Series 2009-15, IRISS at CEPS/INSTEAD.
  • Nicholas T. Longford & Catia Nicodemo, 2009. "A sensitivity analysis of poverty definitions," Working Papers wpdea0908, Department of Applied Economics at Universitat Autonoma of Barcelona.
• Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009.
• Carrillo, Julio A., 2012. "How well does sticky information explain the dynamics of inflation, output, and real wages?," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 830-850.
  • Carrillo, J.A., 2009. "Sticky information vs. Backward-looking indexation: Inflation inertia in the U.S," Research Memorandum 008, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Carrillo, J.A., 2010. "How well does sticky information explain inflation and output inertia?," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • J. A. Carrillo, 2011. "How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/724, Ghent University, Faculty of Economics and Business Administration.
• Azomahou, Theophile & Mishra, Tapas, 2009. "Stochastic environmental effects, demographic variation, and economic growth," MERIT Working Papers 2009-016, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Nicholas Longford, 2009. "A house price index defined in the potential outcomes framework," Economics Working Papers 1175, Department of Economics and Business, Universitat Pompeu Fabra.
• Martin Huber, 2014. "Treatment Evaluation in the Presence of Sample Selection," Econometric Reviews, Taylor & Francis Journals, vol. 33(8), pages 869-905, November.
  • Martin Huber, 2009. "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009 2009-07, Department of Economics, University of St. Gallen.
• Francesco Audrino & Dominik Colangelo, 2009. "Option trading strategies based on semi-parametric implied volatility surface prediction," University of St. Gallen Department of Economics working paper series 2009 2009-24, Department of Economics, University of St. Gallen.
• Sudhanshu K MISHRA, 2009. "Representation-Constrained Canonical Correlation-Analysis: A Hybridization Of Canonical Correlation And Principal Component Analysis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
  • Mishra, SK, 2009. "Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses," MPRA Paper 12948, University Library of Munich, Germany.
• Katja Ignatieva & Eckhard Platen, 2010. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(3), pages 261-302, September.
  • Katja Ignatieva & Eckhard Platen, 2009. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series 265, Quantitative Finance Research Centre, University of Technology, Sydney.
• Damiano Fiorillo, 2009. "Offerta di attivita` gratuita in Italia: un’analisi micro-econometrica," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 117(1), pages 23-59.
  • Damiano, Fiorillo, 2008. "Offerta di Attivita' Gratuita in Italia: una analisi micro-econometrica," CELPE Discussion Papers 107, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
• David E. Giles, 2009. "Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution," Econometrics Working Papers 0901, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2016. "Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(8), pages 2465-2483, April.
  • David E. Giles & Hui Feng, 2009. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 0902, Department of Economics, University of Victoria.
  • David E. Giles & Hui Feng & Ryan T. Godwin, 2011. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 1105, Department of Economics, University of Victoria.
• Qian Chen & David Giles, 2012. "Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, vol. 53(2), pages 409-426, May.
  • Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates," Econometrics Working Papers 0906, Department of Economics, University of Victoria.
• Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates," Econometrics Working Papers 0907, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng, 2009. "Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited," Econometrics Working Papers 0908, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng, 2009. "Almost Unbiased Estimation of the Poisson Regression Model," Econometrics Working Papers 0909, Department of Economics, University of Victoria.
• Dinghai Xu, 2009. "The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey," Working Papers 0904, University of Waterloo, Department of Economics, revised Sep 2009.
• Charles Bérubé & Pierre Mohnen, 2009. "Are firms that receive R&D subsidies more innovative?," Canadian Journal of Economics, Canadian Economics Association, vol. 42(1), pages 206-225, February.
  • Charles Bérubé & Pierre Mohnen, 2009. "Are firms that receive R&D subsidies more innovative?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(1), pages 206-225, February.
  • Mohnen, Pierre & Bérubé, Charles, 2007. "Are Firms That Received R&D Subsidies More Innovative?," MERIT Working Papers 2007-015, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  • Charles Bérubé & Pierre Mohnen, 2007. "Are Firms That Received R&D Subsidies More Innovative?," CIRANO Working Papers 2007s-13, CIRANO.
• Monika Oleksiak, 2009. "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Working Papers 34, Department of Applied Econometrics, Warsaw School of Economics.
• Mark N. Harris & Weiping Kostenko & László Mátyás & Isfaaq Timol, 2009. "The Robustness Of Estimators For Dynamic Panel Data Models To Misspecification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 399-426.
  • Harris, M.N. & Longmire, R.J. & Matyas, L., 1996. "The Robustness of Estimators for Dynamic Panel Data Models to Misspecification," Monash Econometrics and Business Statistics Working Papers 9/96, Monash University, Department of Econometrics and Business Statistics.
• Mark N. Harris & Weiping Kostenko & László Mátyás & Isfaaq Timol, 2009. "The Robustness Of Estimators For Dynamic Panel Data Models To Misspecification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 399-426.
  • Harris, M.N. & Longmire, R.J. & Matyas, L., 1996. "The Robustness of Estimators for Dynamic Panel Data Models to Misspecification," Monash Econometrics and Business Statistics Working Papers 9/96, Monash University, Department of Econometrics and Business Statistics.
• Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron, 2009. "Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)," HSC Research Reports HSC/09/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Knüppel, Malte, 2014. "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
  • Knüppel, Malte, 2009. "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies 2009,28, Deutsche Bundesbank.
• Mehrhoff, Jens, 2009. "A solution to the problem of too many instruments in dynamic panel data GMM," Discussion Paper Series 1: Economic Studies 2009,31, Deutsche Bundesbank.
• Frahm, Gabriel & Memmel, Christoph, 2008. "Dominating estimators for the global minimum variance portfolio," Discussion Papers in Econometrics and Statistics 2/08, University of Cologne, Institute of Econometrics and Statistics.
  • Frahm, Gabriel & Memmel, Christoph, 2009. "Dominating estimators for the global minimum variance portfolio," Discussion Paper Series 2: Banking and Financial Studies 2009,01, Deutsche Bundesbank.
• Düllmann, Klaus & Erdelmeier, Martin, 2009. "Stress testing German banks in a downturn in the automobile industry," Discussion Paper Series 2: Banking and Financial Studies 2009,02, Deutsche Bundesbank.
• Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten, 2009. "Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach," Discussion Paper Series 2: Banking and Financial Studies 2009,07, Deutsche Bundesbank.
• Hamerle, Alfred & Liebig, Thilo & Schropp, Hans-Jochen, 2009. "Systematic risk of CDOs and CDO arbitrage," Discussion Paper Series 2: Banking and Financial Studies 2009,13, Deutsche Bundesbank.
• Herr, Annika & Schmitz, Hendrik & Augurzky, Boris, 2009. "Does Higher Cost Inefficiency Imply Higher Profit Inefficiency? - Evidence on Inefficiency and Ownership of German Hospitals," Ruhr Economic Papers 132, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Baranovski, Alexander & von Lieres und Wilkau, Carsten & Wilch, André, 2009. "New recipes for estimating default intensities," SFB 649 Discussion Papers 2009-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Belomestny, Denis, 2009. "Spectral estimation of the fractional order of a Lévy process," SFB 649 Discussion Papers 2009-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hardle, Wolfgang & Xia, Yingcun & Linton, Oliver, 2009. "Optimal smoothing for a computationally and statistically efficient single index estimator," LSE Research Online Documents on Economics 58173, London School of Economics and Political Science, LSE Library.
  • Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver, 2009. "Optimal smoothing for a computationally and statistically efficient single index estimator," SFB 649 Discussion Papers 2009-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009. "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series 537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "De copulis non est disputandum - Copulae: An overview," SFB 649 Discussion Papers 2009-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "CDO and HAC," SFB 649 Discussion Papers 2009-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009. "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers 2009-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Mehrhoff, Jens, 2009. "A solution to the problem of too many instruments in dynamic panel data GMM," IBES Diskussionsbeiträge 171, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES).
• Olivier Ledoit & Sandrine P�ch�, 2009. "Eigenvectors of some large sample covariance matrices ensembles," IEW - Working Papers 407, Institute for Empirical Research in Economics - University of Zurich.
• Theis Lange, 2009. "First and second order non-linear cointegration models," CREATES Research Papers 2009-04, Department of Economics and Business Economics, Aarhus University.
• Anders Tolver Jensen & Theis Lange, 2009. "On IGARCH and convergence of the QMLE for misspecified GARCH models," CREATES Research Papers 2009-06, Department of Economics and Business Economics, Aarhus University.
• Ang, Andrew & Kristensen, Dennis, 2012. "Testing conditional factor models," Journal of Financial Economics, Elsevier, vol. 106(1), pages 132-156.
  • Dennis Kristensen & Andrew Ang, 2009. "Testing Conditional Factor Models," CREATES Research Papers 2009-09, Department of Economics and Business Economics, Aarhus University.
  • Andrew Ang & Dennis Kristensen, 2011. "Testing Conditional Factor Models," NBER Working Papers 17561, National Bureau of Economic Research, Inc.
• Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009. "Stochastic volatility of volatility in continuous time," CREATES Research Papers 2009-25, Department of Economics and Business Economics, Aarhus University.
• Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
  • Tim Bollerslev & Viktor Todorov, 2009. "Tails, Fears and Risk Premia," CREATES Research Papers 2009-26, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Tails, Fears and Risk Premia," Working Papers 10-33, Duke University, Department of Economics.
• Eduardo Rossi & Paolo Santucci de Magistris, 2009. "A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility," CREATES Research Papers 2009-31, Department of Economics and Business Economics, Aarhus University.
• Kristensen, Dennis, 2010. "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, vol. 156(2), pages 239-259, June.
  • Dennis Kristensen, 2009. "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers 2009-41, Department of Economics and Business Economics, Aarhus University.
• Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
• Mark Podolskij & Mathias Vetter, 2009. "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers 2009-47, Department of Economics and Business Economics, Aarhus University.
• Isabel Casas & Irene Gijbels, 2009. "Unstable volatility functions: the break preserving local linear estimator," CREATES Research Papers 2009-48, Department of Economics and Business Economics, Aarhus University.
• Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.
• Dahl Christian M & Iglesias Emma, 2011. "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-32, February.
  • Christian M. Dahl & Emma M. Iglesias, 2009. "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers 2009-59, Department of Economics and Business Economics, Aarhus University.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009. "Limit theorems for functionals of higher order differences of Brownian semi-stationary processes," CREATES Research Papers 2009-60, Department of Economics and Business Economics, Aarhus University.
• Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015. "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
  • Jiti Gao & Degui Li & Dag Tjostheim, 2009. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," School of Economics and Public Policy Working Papers 2009-26, University of Adelaide, School of Economics and Public Policy.
  • Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
  • Jiti Gao & Degui Li & Dag Tjøstheim, 2011. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers 13/11, Monash University, Department of Econometrics and Business Statistics.
• Brown, Zachary S. & Bellemare, Marc F., 2009. "The Structural Estimation of Principal-Agent Models by Least Squares: Evidence from Land Tenancy in Madagascar," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49368, Agricultural and Applied Economics Association.
• Goetz, Christian & Heckelei, Thomas, 2009. "The determinants of bilateral World Trade Organization disputes in the agro-food sector," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49461, Agricultural and Applied Economics Association.
• Elena Verdolini & Marzio Galeotti, 2009. "At Home and Abroad: An Empirical Analysis of Innovation and Diffusion in Energy-Efficient Technologies," Working Papers 2009.123, Fondazione Eni Enrico Mattei.
  • Verdolini, Elena & Galeotti, Marzio, 2009. "At Home and Abroad: An Empirical Analysis of Innovation and Diffusion in Energy-Efficient Technologies," Sustainable Development Papers 56216, Fondazione Eni Enrico Mattei (FEEM).
• Miguel Jaramillo & José Galdo & Verónica Montalva, 2009. "Pobreza e impactos heterogéneos de las políticas activas de empleo juvenil: el caso de PROJOVEN en el Perú," Documentos de Investigación dt54, Grupo de Análisis para el Desarrollo (GRADE).
  • Galdo, Jose & Jaramillo, Miguel & Montalva, Veronica, 2009. "Pobreza e impactos heterogeneos de las politicas activas del empleo juvenil: el caso de PROJOVEN en el Peru," Working Papers 55934, Group for the Analysis of Development (GRADE).
• Wang, Jintian & Gao, Feng & Wang, Xuezhen, 2009. "Estimation of Agricultural Total Factor Productivity in China: A Panel Cointegration Approach," 2009 Conference, August 16-22, 2009, Beijing, China 50927, International Association of Agricultural Economists.
• Uaiene, Rafael N. & Arndt, Channing, 2009. "Farm Household Efficiency In Mozambique," 2009 Conference, August 16-22, 2009, Beijing, China 51438, International Association of Agricultural Economists.
• Houssou, Nazaire & Zeller, Manfred, 2009. "Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests," 2009 Conference, August 16-22, 2009, Beijing, China 51454, International Association of Agricultural Economists.
• Diagne, Aliou & Sogbossi, Marie-Josee & Simtowe, Franklin & Diawara, Sekou & Diallo, Abdoulaye Sadio & Barry, Alpha Bacar, 2009. "Estimation of Actual and potential adoption rates and determinants of a new technology not universally known in the population: The case of NERICA rice varieties in Guinea," 2009 Conference, August 16-22, 2009, Beijing, China 51644, International Association of Agricultural Economists.
• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Celine, Bonnet & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5nq6h34n, Department of Agricultural & Resource Economics, UC Berkeley.
  • Dubois, Pierre & Villas-Boas, Sofia Berto & Bonnet, Céline, 2010. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," CEPR Discussion Papers 8004, C.E.P.R. Discussion Papers.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto, 2009. "Empirical evidence on the role of non linear wholesale pricing and vertical restraints on cost pass-through," CUDARE Working Papers 120534, University of California, Berkeley, Department of Agricultural and Resource Economics.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," IDEI Working Papers 565, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2011.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," TSE Working Papers 09-067, Toulouse School of Economics (TSE).
  • Villas-Boas, Sofia B & Bonnet, Celine & Dubois, Pierre, 2013. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61x6k2m7, Department of Agricultural & Resource Economics, UC Berkeley.
• Houssou, Nazaire & Zeller, Manfred, 2010. "Targeting the Poor and Smallholder Farmers Empirical Evidence from Malawi," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 49(4), pages 1-18.
  • Houssou, Nazaire & Zeller, Manfred, 2009. "Targeting the poor and smallholder farmers: empirical evidence from Malawi," Research in Development Economics and Policy (Discussion Paper Series) 57988, Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics.
• Abera Demeke & Alwin Keil & Manfred Zeller, 2011. "Using panel data to estimate the effect of rainfall shocks on smallholders food security and vulnerability in rural Ethiopia," Climatic Change, Springer, vol. 108(1), pages 185-206, September.
  • Demeke, Abera Birhanu & Zeller, Manfred, 2009. "Using panel data to estimate the effect of rainfall shocks on smallholders food security and vulnerability in rural Ethiopia," Research in Development Economics and Policy (Discussion Paper Series) 57994, Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics.
• Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 96-108.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008. "Adaptive Experimental Design Using the Propensity Score," MPRA Paper 8315, University Library of Munich, Germany.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009. "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers 47107, Yale University, Economic Growth Center.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 59, Yale University, Department of Economics.
  • Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University.
• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Celine, Bonnet & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5nq6h34n, Department of Agricultural & Resource Economics, UC Berkeley.
  • Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto, 2010. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," CEPR Discussion Papers 8004, C.E.P.R. Discussion Papers.
  • Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Villas-Boas, Sofia B & Bonnet, Celine & Dubois, Pierre, 2013. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61x6k2m7, Department of Agricultural & Resource Economics, UC Berkeley.
• Michael Creel & Dennis Kristensen, 2012. "Estimation of dynamic latent variable models using simulated non‐parametric moments," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 490-515, October.
  • Michael Creel, 2008. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 725.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 02 Jun 2008.
  • Michael Creel & Dennis Kristensen, 2009. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 792.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Michael Creel & Dennis Kristensen, 2009. "SNM Guide," UFAE and IAE Working Papers 793.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers CWP19/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers 19/09, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers 33/12, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers 34/11, Institute for Fiscal Studies.
  • Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011. "Intersection bounds: estimation and inference," CeMMAP working papers CWP34/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Assessing Indexation-Based Calvo Inflation Models," Staff Working Papers 09-7, Bank of Canada.
• Hasan Sahin & Ismail H. Genç, 2009. "An Empirical Analysis of Short Term Interest Rate Models for Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 3(2), pages 107-119.
• Davide Fiaschi & Marzia Romanelli, 2009. "Nonlinear Dynamics in Welfare and the Evolution of World Inequality," Discussion Papers 2009/81, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  • Davide Fiaschi & Marzia Romanelli, 2009. "Nonlinear dynamics in welfare and the evolution of world inequality," Temi di discussione (Economic working papers) 724, Bank of Italy, Economic Research and International Relations Area.
• Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
  • Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
  • Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
• Gustafsson, J. & Hagmann, M. & Nielsen, J. P. & Scaillet, O., 2009. "Local Transformation Kernel Density Estimation of Loss Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 161-175.
  • J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet, 2006. "Local Transformation Kernel Density Estimation of Loss Distributions," Swiss Finance Institute Research Paper Series 06-32, Swiss Finance Institute, revised Jun 2007.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
  • Barhoumi, K. & Darn , O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
• Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
  • Guillaume Horny., 2009. "Inference in Mixed Proportional Hazard Models with K Random Effects," Working papers 248, Banque de France.
• Oguz Atuk & Mustafa Utku Ozmen, 2009. "Design and Evaluation of Core Inflation Measures for Turkey," Working Papers 0903, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  • Oğuz Atuk & Mustafa Utku Özmen, 2009. "Design and evaluation of core inflation measures for Turkey," IFC Working Papers 3, Bank for International Settlements.
• Hristos Doucouliagos & T. D. Stanley, 2009. "Publication Selection Bias in Minimum‐Wage Research? A Meta‐Regression Analysis," British Journal of Industrial Relations, London School of Economics, vol. 47(2), pages 406-428, June.
  • Doucouliagos, Hristos & Stanley, T. D., 2008. "Publication selection bias in minimum-wage research? A meta-regression analysis," Working Papers eco_2008_14, Deakin University, Department of Economics.
• Orazio P. Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester, 2009. "Booms and Busts: Consumption, House Prices and Expectations," Economica, London School of Economics and Political Science, vol. 76(301), pages 20-50, February.
  • Orazio Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester, 2005. "Booms and busts: consumption, house prices and expectations," IFS Working Papers W05/24, Institute for Fiscal Studies.
• Helmut Rainer & Thomas Siedler, 2009. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labour Market Outcomes," Economica, London School of Economics and Political Science, vol. 76(303), pages 528-556, July.
  • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," IZA Discussion Papers 1842, Institute of Labor Economics (IZA).
  • Helmut Rainer & Thomas Siedler, 2006. "O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Discussion Papers of DIW Berlin 608, DIW Berlin, German Institute for Economic Research.
  • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Economics Discussion Papers 8891, University of Essex, Department of Economics.
  • Rainer, Helmut & Siedler, Thomas, 2009. "O brother, where art thou? The effects of having a sibling on geographic mobility and labour market outcomes," Munich Reprints in Economics 19784, University of Munich, Department of Economics.
  • Siedler, Thomas & Rainer, Helmut, 2005. "O brother, where are thou? The effects of having a sibling on geographic mobility and labor market outcomes," ISER Working Paper Series 2005-18, Institute for Social and Economic Research.
• Frederik Lundtofte, 2009. "Can An 'Estimation Factor' Help Explain Cross-Sectional Returns?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5-6), pages 705-724.
  • Lundtofte, Frederik, 2005. "Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?," Working Papers 2005:18, Lund University, Department of Economics.
• Francesco Audrino & Peter Bühlmann, 2009. "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 655-670, June.
  • Francesco Audrino & Peter Bühlmann, 2007. "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007 2007-11, Department of Economics, University of St. Gallen.
• Siem Jan Koopman & Kai Ming Lee, 2009. "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(4), pages 427-448, September.
  • Siem Jan Koopman & Kai Ming Lee, 0000. "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers 08-028/4, Tinbergen Institute.
• Christian Francq & Jean‐Michel Zakoïan, 2009. "Bartlett's formula for a general class of nonlinear processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 449-465, July.
  • Francq, Christian & Zakoian, Jean-Michel, 2009. "Bartlett's formula for a general class of non linear processes," MPRA Paper 13224, University Library of Munich, Germany.
• Wiji Arulampalam & Mark B. Stewart, 2009. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 659-681, October.
  • Arulampalam, Wiji & Stewart, Mark, 2007. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," IZA Discussion Papers 3039, Institute of Labor Economics (IZA).
  • Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Economic Research Papers 269896, University of Warwick - Department of Economics.
  • Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS) 884, University of Warwick, Department of Economics.
• Zhijie Xiao & Roger Koenker, 2009. "Conditional Quantile Estimation for GARCH Models," Boston College Working Papers in Economics 725, Boston College Department of Economics.
• Eduardo F. L. de Melo & Beatriz Vaz de Melo Mendes, 2009. "Local Estimation of Copula Based Value-at-Risk," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(1), pages 29-50.
• Paul S. Clarke & Frank Windmeijer, 2012. "Instrumental Variable Estimators for Binary Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1638-1652, December.
  • Paul Clarke & Frank Windmeijer, 2009. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 09/209, The Centre for Market and Public Organisation, University of Bristol, UK.
  • Paul Clarke & Frank Windmeijer, 2010. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 10/239, The Centre for Market and Public Organisation, University of Bristol, UK.
• Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009. "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation 09/216, The Centre for Market and Public Organisation, University of Bristol, UK.
• Paul Clarke & Frank Windmeijer, 2009. "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation 09/217, The Centre for Market and Public Organisation, University of Bristol, UK.
  • Paul S. Clarke & Frank Windmeijer, 2010. "Identification of causal effects on binary outcomes using structural mean models," CeMMAP working papers CWP02/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Zisimos Koustas & Jean-François Lamarche, 2012. "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, vol. 42(1), pages 1-20, February.
  • Zisimos Koustas & Jean-Francois Lamarche, 2009. "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers 0909, Brock University, Department of Economics, revised Jul 2010.
• Bart Capéau & Jozef Pacolet, 2009. "The welfare of poorer older people in Belgium and the Netherlands :An application of quantile regression," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(1), pages 5-33.
• Charbel Macdissi & Jean-François Verne, 2009. "Un essai d'estimation de la production potentielle au Liban," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(2), pages 143-159.
• Renaud Legal, 2009. "L'influence de l'offre de soins et du niveau des primes sur la demande d'assurance complémentaire santé en France," Revue économique, Presses de Sciences-Po, vol. 60(2), pages 441-453.
• Michela Bia & Roberto Leombruni & Pierre-Jean Messe, 2009. "Young in-Old out: a new evaluation based on Generalized Propensity Score," LABORatorio R. Revelli Working Papers Series 93, LABORatorio R. Revelli, Centre for Employment Studies.
• Li, GuangJie, 2009. "Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect," Cardiff Economics Working Papers E2009/5, Cardiff University, Cardiff Business School, Economics Section.
• Li, GuangJie & Leon-Gonzalez, Roberto, 2009. "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers E2009/6, Cardiff University, Cardiff Business School, Economics Section.
• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013. "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 500-515, May.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto, 2009. "Empirical evidence on the role of non linear wholesale pricing and vertical restraints on cost pass-through," CUDARE Working Papers 120534, University of California, Berkeley, Department of Agricultural and Resource Economics.
  • Dubois, Pierre & Villas-Boas, Sofia Berto & Bonnet, Céline, 2010. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," CEPR Discussion Papers 8004, C.E.P.R. Discussion Papers.
  • Celine, Bonnet & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5nq6h34n, Department of Agricultural & Resource Economics, UC Berkeley.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," IDEI Working Papers 565, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2011.
  • Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," TSE Working Papers 09-067, Toulouse School of Economics (TSE).
  • Villas-Boas, Sofia B & Bonnet, Celine & Dubois, Pierre, 2013. "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61x6k2m7, Department of Agricultural & Resource Economics, UC Berkeley.
• Santos Silva, Joao & Tenreyro, Silvana, 2009. "On the existence of the maximum likelihood estimates for Poisson regression," LSE Research Online Documents on Economics 25504, London School of Economics and Political Science, LSE Library.
  • J. M. C. Santos Silva & Silvana Tenreyro, 2009. "On the Existence of the Maximum Likelihood Estimates for Poisson Regression," CEP Discussion Papers dp0932, Centre for Economic Performance, LSE.
• Santos Silva, J.M.C. & Tenreyro, Silvana, 2011. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Letters, Elsevier, vol. 112(2), pages 220-222, August.
  • Santos Silva, Joao M C & Tenreyro, Silvana, 2009. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Discussion Papers 3546, University of Essex, Department of Economics.
  • J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator," CEP Discussion Papers dp0933, Centre for Economic Performance, LSE.
  • Santos Silva, Joao & Tenreyro, Silvana, 2009. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," LSE Research Online Documents on Economics 25506, London School of Economics and Political Science, LSE Library.
• J. M. C. Santos Silva & Silvana Tenreyro, 2015. "Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 93-105, February.
  • Santos Silva, Joao M C & Tenreyro, Silvana, 2008. "Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically," Economics Discussion Papers 3553, University of Essex, Department of Economics.
  • Santos Silva, Joao & Tenreyro, Silvana, 2013. "Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically," LSE Research Online Documents on Economics 55398, London School of Economics and Political Science, LSE Library.
  • J. M. C. Santos Silva & Silvana Tenreyro, 2009. "Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically," CEP Discussion Papers dp0935, Centre for Economic Performance, LSE.
  • Santos Silva, Joao & Tenreyro, Silvana, 2009. "Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically," LSE Research Online Documents on Economics 25505, London School of Economics and Political Science, LSE Library.
• Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009. "Non Parametric Estimation of a Polarization Measure," Working Papers tecipa-363, University of Toronto, Department of Economics.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," STICERD - Econometrics Paper Series 534, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," LSE Research Online Documents on Economics 25378, London School of Economics and Political Science, LSE Library.
  • Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," UC3M Working papers. Economics we095130, Universidad Carlos III de Madrid. Departamento de Economía.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric estimation of a polarization measure," CeMMAP working papers CWP14/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers 1714, Cowles Foundation for Research in Economics, Yale University.
• Chen, Xiaohong & Linton, Oliver & Jacho-Chávez, David T., 2009. "An alternative way of computing efficient instrumental variable estimators," LSE Research Online Documents on Economics 58016, London School of Economics and Political Science, LSE Library.
  • Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton, 2009. "An Alternative Way of ComputingEfficient Instrumental VariableEstimators," STICERD - Econometrics Paper Series 536, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver, 2009. "Optimal smoothing for a computationally and statistically efficient single index estimator," SFB 649 Discussion Papers 2009-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009. "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series 537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Hardle, Wolfgang & Xia, Yingcun & Linton, Oliver, 2009. "Optimal smoothing for a computationally and statistically efficient single index estimator," LSE Research Online Documents on Economics 58173, London School of Economics and Political Science, LSE Library.
• Hafner, Christian M. & Linton, Oliver, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Journal of Econometrics, Elsevier, vol. 159(1), pages 55-73, November.
  • Christian M. Hafner & Oliver Linton, 2009. "Efficient Estimation of a Multivariate Multiplicative Volatility Model," STICERD - Econometrics Paper Series 541, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Christian M. Hafner & Oliver Linton, 2010. "Efficient estimation of a multivariate multiplicative volatility model," Post-Print hal-00732539, HAL.
• Krämer, Walter, 2008. "Long memory with Markov-Switching GARCH," Economics Letters, Elsevier, vol. 99(2), pages 390-392, May.
  • Prof. Dr. Walter Krämer, "undated". "Long memory with Markov-Switching GARCH," Working Papers 6, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
  • Walter Kraemer, 2008. "Long Memory with Markov-Switching GARCH," CESifo Working Paper Series 2225, CESifo.
  • Krämer, Walter, 2006. "Long memory with Markov-Switching GARCH," Technical Reports 2006,35, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
• Harald Badinger & Peter Egger, 2009. "Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models," CESifo Working Paper Series 2556, CESifo.
• Gerd Ronning & Hans Schneeweiss, 2009. "Panel Regression with Random Noise," CESifo Working Paper Series 2608, CESifo.
• Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2011. "Alternative Estimating And Testing Empirical Strategies For Fractional Regression Models," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 19-68, February.
  • Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009. "Alternative estimating and testing empirical strategies for fractional regression models," CEFAGE-UE Working Papers 2009_08, University of Evora, CEFAGE-UE (Portugal).
• Ramalho, Esmeralda A. & Ramalho, Joaquim J.S., 2010. "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 987-1001, April.
  • Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009. "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," CEFAGE-UE Working Papers 2009_10, University of Evora, CEFAGE-UE (Portugal).
• Zhu, Dongming & Galbraith, John W., 2010. "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, vol. 157(2), pages 297-305, August.
  • John Galbraith & Dongming Zhu, 2009. "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers 2009-02, McGill University, Department of Economics.
  • Dongming Zhu & John W. Galbraith, 2009. "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers 2009s-13, CIRANO.
• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010. "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, vol. 155(2), pages 155-169, April.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," CIRANO Working Papers 2009s-17, CIRANO.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652R, Cowles Foundation for Research in Economics, Yale University.
  • Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008. "Nonlinearity and Temporal Dependence," Working Papers 48, Yale University, Department of Economics.
• Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
  • Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper series 04_10, Rimini Centre for Economic Analysis.
• Eliana González & . Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009. "A Dynamic Factor Model for the Colombian Inflation," Borradores de Economia 549, Banco de la Republica de Colombia.
  • Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009. "A Dynamic Factor Model For The Colombian Inflation," Borradores de Economia 5273, Banco de la Republica.
• Andrés Garcia & José Gomez, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Revista de Economía del Rosario, Universidad del Rosario, May.
  • Andrés Felipe García Suaza & .José Eduardo Gómez González, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia 550, Banco de la Republica de Colombia.
  • Andrés Felipe García Suaza & José Eduardo Gómez Gónzalez, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia 5294, Banco de la Republica.
• Enrique López & Andrés Salamanca, 2009. "El efecto riqueza de la vivienda en Colombia," Coyuntura Económica, Fedesarrollo, December.
  • Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 551, Banco de la Republica de Colombia.
  • Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 5301, Banco de la Republica.
• Ignacio Lozano Espitia & Karen Rodríguez, 2009. "Assessing the Macroeconomic Effects of Fiscal," Borradores de Economia 5386, Banco de la Republica.
• Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia 553, Banco de la Republica de Colombia.
  • Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel Piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia 5387, Banco de la Republica.
• Carlos Esteban Posada P. & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 554, Banco de la Republica de Colombia.
  • Carlos Esteban Posada & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 5388, Banco de la Republica.
• Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," Borradores de Economia 555, Banco de la Republica de Colombia.
  • Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," Borradores de Economia 5404, Banco de la Republica.
• José Eduardo Gómez Gónzalez & Jorge Marío Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 556, Banco de la Republica de Colombia.
  • José Eduardo Gómez Gónzlaez & Jorge Mario Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 5405, Banco de la Republica.
• Lavan Mahadeva & Javier Gómez Pineda, 2009. "The international cycle and Colombian monetary policy," Borradores de Economia 557, Banco de la Republica de Colombia.
  • Lavan Mahadeva & Javier Gómez Pineda, 2009. "The international cycle and Colombian monetary policy," Borradores de Economia 5406, Banco de la Republica.
• Hernando Vargas & Andrés González & Eliana González & José Vicente Romero & José Luis Eduardo Rojas, 2010. "Assessing inflationary pressures in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 129-171, Bank for International Settlements.
  • Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero & Luis Eduardo Rojas, 2009. "Assessing Inflationary Pressures in Colombia," Borradores de Economia 558, Banco de la Republica de Colombia.
  • Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero, 2009. "Assessing Inflationary Pressures in Colombia," Borradores de Economia 5473, Banco de la Republica.
• Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future," Borradores de Economia 559, Banco de la Republica de Colombia.
  • Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia 5480, Banco de la Republica.
• José Eduardo Gómez González & Inés Paola Orozco Hinojosa, 2009. "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia 560, Banco de la Republica de Colombia.
  • José Eduardo Gómez-González & Inés Paola Orozco Hinojosa, 2009. "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia 5507, Banco de la Republica.
• Juan José Echavarría & Mauricio Villamizar & Diego Vásquez, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 12-69, June.
  • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 12-69, June.
  • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 561, Banco de la Republica de Colombia.
  • Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 5509, Banco de la Republica.
• José Eduardo Gómez González & Carlos Eduardo Léon Gómez & Karen Juliet Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?," Borradores de Economia 562, Banco de la Republica de Colombia.
  • José Eduardo Gómez González & Carlos Eduardo León Rincón & Karen Julieth Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?," Borradores de Economia 5514, Banco de la Republica.
• Luis Eduardo Arango & Monica Alexandra Gómez & Carlos Esteban Posada, 2009. "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia 563, Banco de la Republica de Colombia.
  • Luis Eduardo Arango Thomas & Mónica Alexandra Gómez & Carlos Esteban Posada, 2009. "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia 5518, Banco de la Republica.
• Diego Alonso Agudelo Rueda & Jorge Hernán Uribe E., 2009. "¿Realidad o sofisma? Poniendo a prueba el análisis técnico en las acciones colombianas," Documentos de Trabajo de Valor Público 10651, Universidad EAFIT.
• Jorge Alvis & William Arellano, 2009. "¿Por que los ninos abandonan la escuela? Determinantes de la desercion estudiantil en los colegios oficiales de Cartagena de Indias," Documentos de Trabajo 5362, Universidad Tecnológica de Bolívar.
• Barrientos Marín, Jorge & Tobón, David & Gutiérrez, Alderid, 2009. "Producción y eficiencia estocástica: una aplicación a la industria del calzado en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, July.
• Jaime Silva González, 2009. "Estimación de la tasa de cambio real de equilibrio: aplicación a Colombia," Revista de Economía del Caribe 7121, Universidad del Norte.
• Guido Gabriel González Casares & Marlon Andrés Viera Mendoza & Xavier Ordenana Rodríguez, 2009. "El destino de las remesas en Ecuador: Un análisis microeconómico sobre los factores que determinan su utilización en actividades de inversión," Revista de Economía del Caribe 7122, Universidad del Norte.
• José Luis Ramos Ruiz & Raimundo Abello Llanos & Gustavo Rodríguez Albor, 2009. "Posibilidades de transformación productiva y desarrollo tecnológico del Caribe colombiano," Revista de Economía del Caribe 7123, Universidad del Norte.
• Paola Roldán Vásquez & Carlos Ospino Hernández, 2009. "¿Quiénes terminan en la informalidad?: Impacto de las características y el tiempo de búsqueda," Revista de Economía del Caribe 7124, Universidad del Norte.
• Manfred Grautoff & Fernando Chavarro Miranda, 2009. "Análisis del gasto militar desde la perspectiva de la economía de la defensa: El caso colombiano 1950-2006," Revista Ecos de Economía, Universidad EAFIT, April.
• Ignacio Velez-Pareja, 2009. "Analisis de regresion," Proyecciones Financieras y Valoración 5671, Master Consultores.
• Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
  • Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," PIER Working Paper Archive 09-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Fernández-Villaverde, Jesús, 2009. "The Econometrics of DSGE Models," CEPR Discussion Papers 7157, C.E.P.R. Discussion Papers.
  • Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," NBER Working Papers 14677, National Bureau of Economic Research, Inc.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 175-243, March.
  • Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive 09-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Rubio-Ramírez, Juan Francisco & Burriel, Pablo & Fernández-Villaverde, Jesús, 2009. "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers 7297, C.E.P.R. Discussion Papers.
  • Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009. "MEDEA: A DSGE Model for the Spanish Economy," Working Papers 2009-17, FEDEA.
• Kathryn Graddy & Jonathan Hamilton & Rachel Pownall, 2012. "Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 131-166, March.
  • Hamilton, Jonathan & Graddy, Kathryn & Campbell, Rachel, 2009. "Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed," CEPR Discussion Papers 7344, C.E.P.R. Discussion Papers.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011. "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 735-761, August.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers 7446, C.E.P.R. Discussion Papers.
• Jan De Loecker & Frederic Warzynski, 2012. "Markups and Firm-Level Export Status," American Economic Review, American Economic Association, vol. 102(6), pages 2437-2471, October.
  • De Locker, Jan & Warzynski, Frederic, 2009. "Markups and Firm-Level Export Status," Working Papers 09-4, University of Aarhus, Aarhus School of Business, Department of Economics.
  • Warzynski, Frederic & De loecker, Jan, 2009. "Markups and Firm-level Export Status," CEPR Discussion Papers 7450, C.E.P.R. Discussion Papers.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," Working Papers of Department of Economics, Leuven 507421, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," Working Papers of Department of Economics, Leuven 507298, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Jan De Loecker & Frederic Warzynski, 2009. "Markups and firm-level export status," NBER Working Papers 15198, National Bureau of Economic Research, Inc.
• Christian Francq & Lajos Horváth, 2011. "Merits and Drawbacks of Variance Targeting in GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 9(4), pages 619-656.
  • Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany.
  • Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN, 2009. "Merits and Drawbacks of Variance Targeting in GARCH Models," Working Papers 2009-17, Center for Research in Economics and Statistics.
• Marc FERRACCI & Grégory JOLIVET & Gerard J van den Berg, 2009. "Treatment Evaluation in the Case of Interaction Within Markets," Working Papers 2009-22, Center for Research in Economics and Statistics.
  • Ferracci, Marc & Jolivet, Gregóry & van den Berg, Gerard J., 2010. "Treatment evaluation in the case of interactions within markets," Working Paper Series 2010:1, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J., 2010. "Treatment Evaluation in the Case of Interactions within Markets," IZA Discussion Papers 4700, Institute of Labor Economics (IZA).
• L. Davezies & X. D'Haultfoeuille, 2009. "To Weight or not to Weight? The Eternal Question of Econometricians facing Survey Data," Documents de Travail de la DESE - Working Papers of the DESE g2009-06, Institut National de la Statistique et des Etudes Economiques, DESE.
• Iglesias, Emma M. & Linton, Oliver, 2009. "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics we094726, Universidad Carlos III de Madrid. Departamento de Economía.
• Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009. "Non Parametric Estimation of a Polarization Measure," Working Papers tecipa-363, University of Toronto, Department of Economics.
  • Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," UC3M Working papers. Economics we095130, Universidad Carlos III de Madrid. Departamento de Economía.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," STICERD - Econometrics Paper Series 534, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," LSE Research Online Documents on Economics 25378, London School of Economics and Political Science, LSE Library.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric estimation of a polarization measure," CeMMAP working papers CWP14/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers 1714, Cowles Foundation for Research in Economics, Yale University.
• Trenkler, Carsten, 2009. "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 25(1), pages 243-269, February.
  • Trenkler, Carsten, 2006. "Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms," SFB 649 Discussion Papers 2006-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Kruiniger, Hugo, 2009. "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1348-1391, October.
  • Hugo Kruiniger, 2006. "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers 560, Queen Mary University of London, School of Economics and Finance.
• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010. "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, vol. 155(2), pages 155-169, April.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652R, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," CIRANO Working Papers 2009s-17, CIRANO.
  • Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008. "Nonlinearity and Temporal Dependence," Working Papers 48, Yale University, Department of Economics.
• Peter C.B. Phillips & Liangjun Su, 2009. "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers 1702, Cowles Foundation for Research in Economics, Yale University.
• Peter C.B. Phillips & Liangjun Su, 2009. "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers 1704, Cowles Foundation for Research in Economics, Yale University.
• Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009. "Non Parametric Estimation of a Polarization Measure," Working Papers tecipa-363, University of Toronto, Department of Economics.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers 1714, Cowles Foundation for Research in Economics, Yale University.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," STICERD - Econometrics Paper Series 534, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," LSE Research Online Documents on Economics 25378, London School of Economics and Political Science, LSE Library.
  • Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," UC3M Working papers. Economics we095130, Universidad Carlos III de Madrid. Departamento de Economía.
  • Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric estimation of a polarization measure," CeMMAP working papers CWP14/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Peter ter Berg, 2009. "Unification of the Fréchet and Weibull Distribution," DNB Working Papers 198, Netherlands Central Bank, Research Department.
• Rihab Bedoui & Makram Ben Dbadis, 2009. "Copulas and bivariate risk measures : an application to hedge funds," EconomiX Working Papers 2009-19, University of Paris Nanterre, EconomiX.
• Rami Abdelkafi & Hatem Derbel & Ali Chkir, 2009. "Libéralisme Économique et Croissance: Le Cas de Six Pays Méditerranéens," EconomiX Working Papers 2009-35, University of Paris Nanterre, EconomiX.
• Ismail H. GENC & Anil RUPASINGHA, 2009. "Time-series Tests of Stochastic Earnings Convergence across US Nonmetropolitan Counties, 1969-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).
• Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 96-108.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008. "Adaptive Experimental Design Using the Propensity Score," MPRA Paper 8315, University Library of Munich, Germany.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 59, Yale University, Department of Economics.
  • Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University.
  • Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009. "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers 47107, Yale University, Economic Growth Center.
• Enrique Sentana, 2009. "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 65-101, November.
  • Enrique Sentana, 2008. "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI.
• James J. Heckman & Petra E. Todd, 2009. "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 230-234, January.
  • Heckman, James J. & Todd, Petra E., 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," IZA Discussion Papers 4304, Institute of Labor Economics (IZA).
  • James J. Heckman & Petra E. Todd, 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers 15179, National Bureau of Economic Research, Inc.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009. "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 50-67, January.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-based nonlinear quantile autoregression," CeMMAP working papers CWP27/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers 1679, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Boston College Working Papers in Economics 691, Boston College Department of Economics.
• Richard, Patrick, 2009. "Modified fast double sieve bootstraps for ADF tests," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4490-4499, October.
  • Patrick Richard, 2008. "Modified Fast Double Sieve Bootstraps for ADF Tests," Cahiers de recherche 08-17, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
• Bauwens, L. & Galli, F., 2009. "Efficient importance sampling for ML estimation of SCD models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1974-1992, April.
  • Luc, BAUWENS & Fausto Galli, 2007. "Efficient importance sampling for ML estimation of SCD models," Discussion Papers (ECON - Département des Sciences Economiques) 2007032, Université catholique de Louvain, Département des Sciences Economiques.
  • BAUWENS, Luc & GALLI, Fausto, 2009. "Efficient importance sampling for ML estimation of SCD models," LIDAM Reprints CORE 2088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & GALLI, Fausto, 2007. "Efficient importance sampling for ML estimation of SCD models," LIDAM Discussion Papers CORE 2007053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Bouezmarni, T. & Rombouts, J.V.K., 2009. "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2040-2054, April.
  • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée.
  • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Semiparametric multivariate density estimation for positive data using copulas," LIDAM Discussion Papers CORE 2007054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 0731, CIRPEE.
• Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
  • LOMBARDI, Marco & VEREDAS, David, 2007. "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE 2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Zhu, Dongming & Zinde-Walsh, Victoria, 2009. "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January.
  • Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics.
  • ZHU, Dongming & ZINDE-WALSH, Victoria, 2007. "Properties and Estimation of Asymmetric Exponential Power Distribution," Cahiers de recherche 13-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
• Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009. "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, vol. 149(1), pages 82-99, April.
  • Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University.
• Kurozumi, Eiji & Hayakawa, Kazuhiko, 2009. "Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors," Journal of Econometrics, Elsevier, vol. 149(2), pages 118-135, April.
  • Eiji Kurozumi & Kazuhiko Hayakawa, 2006. "Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors," Hi-Stat Discussion Paper Series d06-197, Institute of Economic Research, Hitotsubashi University.
• Härdle, Wolfgang & Hlávka, Zdenek, 2009. "Dynamics of state price densities," Journal of Econometrics, Elsevier, vol. 150(1), pages 1-15, May.
• Posch, Olaf, 2009. "Structural estimation of jump-diffusion processes in macroeconomics," Journal of Econometrics, Elsevier, vol. 153(2), pages 196-210, December.
  • Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, Department of Economics and Business Economics, Aarhus University.
• Kiefer, Nicholas M., 2009. "Default estimation for low-default portfolios," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 164-173, January.
  • Kiefer, Nicholas M., 2006. "Default Estimation for Low-Default Portfolios," Working Papers 06-08, Cornell University, Center for Analytic Economics.
• Ren, Yu & Shimotsu, Katsumi, 2009. "Improvement in finite sample properties of the Hansen-Jagannathan distance test," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 483-506, June.
  • Yu Ren & Katsumi Shimotsu, 2007. "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper 1126, Economics Department, Queen's University.
• Miller, J. Isaac & Ratti, Ronald A., 2009. "Crude oil and stock markets: Stability, instability, and bubbles," Energy Economics, Elsevier, vol. 31(4), pages 559-568, July.
  • J. Isaac Miller & Ronald Ratti, 2008. "Crude Oil and Stock Markets: Stability, Instability, and Bubbles," Working Papers 0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
• Schmidt, Rafael & Schmieder, Christian, 2009. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
  • Schmidt, Rafael & Schmieder, Christian, 2007. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Discussion Paper Series 2: Banking and Financial Studies 2007,07, Deutsche Bundesbank.
• Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
  • Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, Department of Economics and Business Economics, Aarhus University.
• Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009. "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, vol. 25(1), pages 146-166.
  • George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007.
• Lahiani, A. & Scaillet, O., 2009. "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," International Journal of Forecasting, Elsevier, vol. 25(2), pages 418-428.
  • Amine LAHIANI & Olivier SCAILLET, 2008. "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," Swiss Finance Institute Research Paper Series 08-42, Swiss Finance Institute.
• Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009. "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
  • Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
• Azomahou, Théophile & Diebolt, Claude & Mishra, Tapas, 2009. "Spatial persistence of demographic shocks and economic growth," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 98-127, March.
  • Theophile Azomahou & Claude Diebolt & Tapas Mishra, 2006. "Spatial Persistence of Demographic Shocks and Economic Growth," Post-Print hal-00279269, HAL.
  • Théophile Azomahou & Claude Diebolt & Tapas Mishra, 2007. "Spatial Persistence of Demographic Shocks and Economic Growth," Working Papers 07-04, Association Française de Cliométrie (AFC).
• Pötscher, Benedikt M. & Leeb, Hannes, 2009. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2065-2082, October.
  • Pötscher, Benedikt M. & Leeb, Hannes, 2007. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper 5615, University Library of Munich, Germany.

2008

• Veraart, Almut E.D., 2010. "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, vol. 26(2), pages 331-368, April.
  • Almut Veraart, 2008. "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers 2008-17, Department of Economics and Business Economics, Aarhus University.
• Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark, 2009. "Power variation for Gaussian processes with stationary increments," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 1845-1865, June.
  • Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2007. "Power variation for Gaussian processes with stationary increments," CREATES Research Papers 2007-42, Department of Economics and Business Economics, Aarhus University.
  • Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij & Jeannette H.C. Woerner, 2008. "Bipower variation for Gaussian processes with stationary increments," CREATES Research Papers 2008-21, Department of Economics and Business Economics, Aarhus University.
• Podolskij, Mark & Vetter, Mathias, 2009. "Bipower-type estimation in a noisy diffusion setting," Stochastic Processes and their Applications, Elsevier, vol. 119(9), pages 2803-2831, September.
  • Podolskij, Mark & Vetter, Mathias, 2008. "Bipower-type estimation in a noisy diffusion setting," Technical Reports 2008,24, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Mark Podolskij & Mathias Vetter, 2008. "Bipower-type estimation in a noisy diffusion setting," CREATES Research Papers 2008-25, Department of Economics and Business Economics, Aarhus University.
• Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1236-1278, December.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers 2008-30, Department of Economics and Business Economics, Aarhus University.
  • Mika Meitz & Pentti Saikkonen, 2010. "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers 1002, Koc University-TUSIAD Economic Research Forum.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute.
• Martin Møller Andreasen, 2008. "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers 2008-33, Department of Economics and Business Economics, Aarhus University.
• Mark Podolskij & Daniel Ziggel, 2008. "New tests for jumps: a threshold-based approach," CREATES Research Papers 2008-34, Department of Economics and Business Economics, Aarhus University.
• Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers 2008-38, Department of Economics and Business Economics, Aarhus University.
• Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
  • Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, Department of Economics and Business Economics, Aarhus University.
• Christian M. Dahl & Yu Qin, 2008. "The limiting behavior of the estimated parameters in a misspecified random field regression model," CREATES Research Papers 2008-45, Department of Economics and Business Economics, Aarhus University.
• Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012. "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, vol. 167(2), pages 458-472.
  • Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008. "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers 2008-46, Department of Economics and Business Economics, Aarhus University.
• Christiansen, Charlotte, 2010. "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 286-296, December.
  • Charlotte Christiansen, 2008. "Mean Reversion in US and International Short Rates," CREATES Research Papers 2008-47, Department of Economics and Business Economics, Aarhus University.
• Bent Jesper Christensen & Michael Sørensen, 2008. "Optimal inference in dynamic models with conditional moment restrictions," CREATES Research Papers 2008-51, Department of Economics and Business Economics, Aarhus University.
• Katarzyna Lasak, 2008. "Maximum likelihood estimation of fractionally cointegrated systems," CREATES Research Papers 2008-53, Department of Economics and Business Economics, Aarhus University.
• Almut E. D. Veraart, 2008. "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers 2008-57, Department of Economics and Business Economics, Aarhus University.
• Kristensen, Dennis & Shin, Yongseok, 2012. "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
  • Dennis Kristensen & Yongseok Shin, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-58, Department of Economics and Business Economics, Aarhus University.
• Jean Jacod & Mark Podolskij & Mathias Vetter, 2008. "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers 2008-61, Department of Economics and Business Economics, Aarhus University.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
  • Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
• Jose C. Galdo & Jeffrey Smith & Dan Black, 2008. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," Annals of Economics and Statistics, GENES, issue 91-92, pages 189-216.
  • Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A., 2007. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," IZA Discussion Papers 3095, Institute of Labor Economics (IZA).
• Daney Valdivia, 2008. "¿Es Importante la Fijación de Precios para Entender la Dinámica de la Inflación en Bolivia?," Development Research Working Paper Series 02/2008, Institute for Advanced Development Studies.
• Théophile Azomahou, 2008. "Minimum distance estimation of the spatial panel autoregressive model," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 2(1), pages 49-83, April.
• Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010. "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(2), May.
  • Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010. "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(2), pages 321-335, May.
  • Harri, Ardian & Muhammad, Andrew & Anderson, John D., 2008. "Estimating a Demand System with Seasonally Differenced Data," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6427, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
• Götz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2010. "What makes countries initiate WTO disputes on food-related issues?," Food Policy, Elsevier, vol. 35(2), pages 154-162, April.
  • Goetz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2008. "What makes countries initiate WTO disputes on food-related issues?," Discussion Papers 56974, University of Bonn, Institute for Food and Resource Economics.
  • Goetz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2008. "What makes countries initiate WTO disputes on food-related issues?," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44335, European Association of Agricultural Economists.
• Lence, Sergio H., 2008. "How Much Can We Learn About Producers' Utility Functions from Their Production Data?," 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri 119534, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
• Lambert, Dayton M. & Florax, Raymond J.G.M. & Cho, Seong-Hoon, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working papers 45964, Purdue University, Department of Agricultural Economics.
  • Lambert, Dayton M. & Florax, Raymond J.G.M. & Cho, Seong-Hoon, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working papers 44258, Purdue University, Department of Agricultural Economics.
  • Dayton M. Lambert & Raymond J.G.M. Florax & Seong-Hoon Cho, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working Papers 08-10, Purdue University, College of Agriculture, Department of Agricultural Economics.
• Dayton M. Lambert & Raymond J.G.M. Florax & Seong-Hoon Cho, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working Papers 08-10, Purdue University, College of Agriculture, Department of Agricultural Economics.
  • Lambert, Dayton M. & Florax, Raymond J.G.M. & Cho, Seong-Hoon, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working papers 45964, Purdue University, Department of Agricultural Economics.
  • Lambert, Dayton M. & Florax, Raymond J.G.M. & Cho, Seong-Hoon, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working papers 44258, Purdue University, Department of Agricultural Economics.
• A. Cheptea & A. Gohin & Marilyne Huchet, 2008. "Applying the gravity approach to sector trade: who bears the trade costs?," Post-Print hal-00742046, HAL.
  • Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2011. "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers 208113, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  • Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon, 2011. "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers SMART 11-01, INRAE UMR SMART.
  • Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2008. "Applying the gravity approach to sector trade: Who bears the trade costs?," Conference papers 331671, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series 2507, CESifo Group Munich.
  • Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Queen's Economics Department Working Papers 273669, Queen's University - Department of Economics.
  • Kasahara, Hiroyuki & Shimotsu, Katsumi, 2009. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers 2009-18, Graduate School of Economics, Hitotsubashi University.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Working Papers 1192, Queen's University, Department of Economics.
• Heckelei, Thomas & Mittelhammer, Ronald C. & Jansson, Torbjorn, 2008. "A Bayesian Alternative To Generalized Cross Entropy Solutions For Underdetermined Econometric Models," Discussion Papers 56973, University of Bonn, Institute for Food and Resource Economics.
• Götz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2010. "What makes countries initiate WTO disputes on food-related issues?," Food Policy, Elsevier, vol. 35(2), pages 154-162, April.
  • Goetz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2008. "What makes countries initiate WTO disputes on food-related issues?," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44335, European Association of Agricultural Economists.
  • Goetz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2008. "What makes countries initiate WTO disputes on food-related issues?," Discussion Papers 56974, University of Bonn, Institute for Food and Resource Economics.
• Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016. "Nonparametric Instrumental Variable Estimation in Practice," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 153-177, January.
  • Michael Cohen & Philip Shaw & Tao Chen, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Food Marketing Policy Center Research Reports 111, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
  • Cohen, Michael & Shaw, Philip & Chen, Tao, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Research Reports 149936, University of Connecticut, Food Marketing Policy Center.
• Wiji Arulampalam & Mark B. Stewart, 2009. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 659-681, October.
  • Arulampalam, Wiji & Stewart, Mark, 2007. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," IZA Discussion Papers 3039, Institute of Labor Economics (IZA).
  • Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Economic Research Papers 269896, University of Warwick - Department of Economics.
  • Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS) 884, University of Warwick, Department of Economics.
• Valentina Vasile & Mariana Balan, 2008. "Impact Of Greenhouse Effect Gases On Climatic Changes. Measurement Indicators And Forecast Models," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(10), pages 1-19.
• Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
  • Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Octavio Groppa, 2008. "Un ejercicio de estimación del IPC GBA para 2007," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 1(2), pages 6-28, Octubre.
• Michael Creel, 2008. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 725.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 02 Jun 2008.
  • Michael Creel & Dennis Kristensen, 2009. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 792.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011. "Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 147-159, January.
  • Christian Conrad & Menelaos Karanasos & Ning Zeng, 2008. "Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study," Working Papers 0472, University of Heidelberg, Department of Economics, revised Jul 2008.
• Andrea Mercatanti, 2008. "A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with imperfect compliance," Temi di discussione (Economic working papers) 683, Bank of Italy, Economic Research and International Relations Area.
• Stefano Nobili & Gerardo Palazzo, 2008. "A beta based framework for (lower) bond risk premia," Temi di discussione (Economic working papers) 689, Bank of Italy, Economic Research and International Relations Area.
• Josué Cortés Espada & Carlos Capistrán & Manuel Ramos-Francia & Alberto Torres, 2009. "An empirical analysis of the mexican term structure of interest rates," Economics Bulletin, AccessEcon, vol. 29(3), pages 2300-2313.
  • Cortés Espada Josué Fernando & Ramos Francia Manuel & Torres García Alberto, 2008. "An Empirical Analysis of the Mexican Term Structure of Interest Rates," Working Papers 2008-07, Banco de México.
• Cortés Espada Josué Fernando & Ramos Francia Manuel, 2008. "An Affine Model of the Term Structure of Interest Rates in Mexico," Working Papers 2008-09, Banco de México.
• Cortés Espada Josué Fernando & Ramos Francia Manuel, 2008. "A Macroeconomic Model of the Term Structure of Interest Rates in Mexico," Working Papers 2008-10, Banco de México.
• Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
  • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Discussion Paper 2006-83, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Other publications TiSEM 5cedc3d8-e623-46d5-a550-5, Tilburg University, School of Economics and Management.
• Cizek, Pavel, 2008. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 687-696, June.
  • Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Other publications TiSEM 09af7c4a-65bd-4684-855b-e, Tilburg University, School of Economics and Management.
  • Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper 2007-12, Tilburg University, Center for Economic Research.
• Edward J. Balistreri & Russell H. Hillberry, 2008. "The Gravity Model: An Illustration Of Structural Estimation As Calibration," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 511-527, October.
• Don Harding, 2008. "Fuel Watch: Evidence-Based-Policy Or Policy-Based-Evidence?," Economic Papers, The Economic Society of Australia, vol. 27(4), pages 315-328, December.
  • Harding, Don, 2008. "FuelWatch: evidence-based-policy or policy based evidence?," MPRA Paper 16049, University Library of Munich, Germany.
• Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008. "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 783-801, September.
  • Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Discussion Paper 2006-45, Tilburg University, Center for Economic Research.
  • Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Other publications TiSEM 95ec06ea-005b-4c08-a2e6-f, Tilburg University, School of Economics and Management.
• Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex‐Ante Analysis of the Character‐Based Approach," Kyklos, Wiley Blackwell, vol. 61(2), pages 189-214, May.
  • Marco Caliendo & Alexander S. Kritikos, 2006. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 0001, Gesellschaft für Arbeitsmarktaktivierung (GfA).
  • Marco Caliendo & Alexander S. Kritikos, 2007. "Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach," Discussion Papers of DIW Berlin 684, DIW Berlin, German Institute for Economic Research.
  • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," IZA Discussion Papers 2687, Institute of Labor Economics (IZA).
  • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach," Discussion Papers 259, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 001, Hanseatic University, Germany, Department of Economics.
• Keith A. Bender & Steffen Habermalz, 2008. "Are There Differences in the Health– Socio‐economic Status Relationship over the Life Cycle? Evidence from Germany," LABOUR, CEIS, vol. 22(1), pages 107-125, March.
  • Bender, Keith A. & Habermalz, Steffen, 2005. "Are There Differences in the Health-Socioeconomic Status Relationship over the Life Cycle? Evidence from Germany," IZA Discussion Papers 1560, Institute of Labor Economics (IZA).
• T. D. Stanley, 2008. "Meta‐Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 103-127, February.
  • Stanley, T. D., 2006. "Meta-regression methods for detecting and estimating empirical effects in the presence of publication selection," Working Papers eco_2006_20, Deakin University, Department of Economics.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009. "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 50-67, January.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers 1679, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Boston College Working Papers in Economics 691, Boston College Department of Economics.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-based nonlinear quantile autoregression," CeMMAP working papers CWP27/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Edson Bastos e Santos & Nelson Ithiro Tanaka, 2008. "Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(1), pages 69-111.
• Carlos Santos, 2008. "A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution," Working Papers de Economia (Economics Working Papers) 052008, Católica Porto Business School, Universidade Católica Portuguesa.
• Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008. "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics 08/13, University of Canterbury, Department of Economics and Finance.
• Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics and Finance.
• Otrok Christopher & Pourpourides Panayiotis M., 2019. "On the cyclicality of real wages and wage differentials," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(1), pages 1-18, January.
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• M. Hashem Pesaran, 2021. "General diagnostic tests for cross-sectional dependence in panels," Empirical Economics, Springer, vol. 60(1), pages 13-50, January.
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  • M. Hashem Pesaran, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series 1229, CESifo.
  • Pesaran, M.H., 2004. "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics 0435, Faculty of Economics, University of Cambridge.
• Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.
  • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
  • Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute of Labor Economics (IZA).
  • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
• Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest, 2004. "Consumer Search and Oligopolistic Pricing: An Empirical Investigation," Tinbergen Institute Discussion Papers 04-071/1, Tinbergen Institute.
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• Kapetanios, G. & Pesaran, M.H., 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics 0520, Faculty of Economics, University of Cambridge.
  • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series 1416, CESifo.
  • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Working Papers 536, Queen Mary University of London, School of Economics and Finance.
• Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011. "Panels with non-stationary multifactor error structures," Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.
  • Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge.
  • G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010. "Panels with nonstationary multifactor error structures," Post-Print hal-00768190, HAL.
  • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo.
  • Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
  • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
• Harald Badinger & Peter Egger, 2008. "GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models," CESifo Working Paper Series 2301, CESifo.
• Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser, 2008. "Forecasting Euro Area Real GDP: Optimal Pooling of Information," CESifo Working Paper Series 2371, CESifo.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation Of Structural Models With A Fixed Point Constraint," Working Paper 1192, Economics Department, Queen's University.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series 2507, CESifo.
  • Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers 2009-18, Graduate School of Economics, Hitotsubashi University.
• Eric Jondeau, 2008. "Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias," Swiss Finance Institute Research Paper Series 08-06, Swiss Finance Institute.
• Gagliardini, Patrick & Gourieroux, Christian, 2014. "Efficiency In Large Dynamic Panel Models With Common Factors," Econometric Theory, Cambridge University Press, vol. 30(5), pages 961-1020, October.
  • Patrick GAGLIARDINI & Christian GOURIEROUX, 2009. "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series 09-12, Swiss Finance Institute.
  • Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Efficiency in Large Dynamic Panel Models with Common Factor," Working Papers 2010-05, Center for Research in Economics and Statistics.
• Amengual, Dante & Sentana, Enrique, 2010. "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
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• Enrique Sentana, 2009. "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 65-101, November.
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• Carolina Lopera, 2008. "Determinantes de la deserción universitaria en la Facultad de Economía Universidad del Rosario," Borradores de Investigación 4558, Universidad del Rosario.
• Hernán Jaramillo Salazar & Carolina Lopera Oquendo & Carolina Albán Conto, 2008. "Carreras académicas. Utilización del CV para la modelación de carreras académicas y científicas," Borradores de Investigación 4671, Universidad del Rosario.
• Sergio Botero Botero & Jovan Alfonso Cano Cano, 2008. "Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
• Carlos Andrés Cano Gamboa & Marcela Orozco Chávez & Luis Alfonso Sánchez Betancur, 2008. "Mecanismo de transmisión de las tasas de interés en Colombia (2001-2007)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
• Elkin Castano & Karoll Gómez & Santiago Gallón, 2008. "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
• Yalila Aljure Jiménez & Jorge Andrés Gallego, 2010. "Desigualdad y leyes de potencia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
  • Jorge Gallego & Yalila Aljure Jiménez, 2008. "Desigualdad y leyes de potencia," Documentos de Economía 5011, Universidad Javeriana - Bogotá.
• Juan Carlos Botero Ramírez & Andrés Ramírez Hassan, 2008. "La volatilidad de la tasa de interés a corto plazo: Un ejercicio para la economía Colombiana, 2001-2006," Documentos de Trabajo de Valor Público 10622, Universidad EAFIT.
• Lobos, Germán & Viviani, Jean-Laurent, 2008. "Factores determinantes de la utilización de instrumentos públicos para la gestión del riesgo en la industria vitivinícola chilena: un modelo logit bin," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• López González, Mauricio & Díaz Pérez, Maribel & Sierra Torres, Marta & Tabera González, Beatriz, 2008. "Perfil socioeconómico del emigrante de Medellín a Espana: una aproximación a partir de la experiencia de la red: "Paisas en el Exterior"," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• Cano Gamboa, Carlos Andrés & Ochoa Yepes, Adriana María, 2008. "Empleo, desempleo y salario real: análisis del mercado laboral de la ciudad de Medellín (1995-2006)," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• Ingrid Acevedo Bohórquez & Ermilson Velásquez Ceballos, 2008. "Algunos conceptos de la econometría espacial y el análisis exploratorio de datos espaciales," Revista Ecos de Economía, Universidad EAFIT, September.
• Jésus Botero Garcia, 2008. "Evaluando impactos externos mediante un modelo de equilibrio general computable con competencia imperfecta: El caso colombiano," Revista Ecos de Economía, Universidad EAFIT, September.
• Manfred GILLI & Peter WINKER, 2008. "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series 08-12, Swiss Finance Institute.
  • Manfred Gilli & Peter Winker, 2008. "Review of Heuristic Optimization Methods in Econometrics," Working Papers 001, COMISEF.
• Bouezmarni, Taoufik & Rombouts, Jeroen V. K., 2008. "Asymptotic properties of the Bernstein density copula for dependent data," UC3M Working papers. Economics we083619, Universidad Carlos III de Madrid. Departamento de Economía.
  • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," LIDAM Discussion Papers CORE 2008045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Gospodinov, Nikolay & Otsu, Taisuke, 2012. "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 170(2), pages 476-490.
  • Nikolay Gospodinov & Taisuke Otsu, 2008. "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers 08010, Concordia University, Department of Economics.
• Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," Working Papers 08011, Concordia University, Department of Economics, revised Dec 2008.
• Nick Drydakis, 2008. "Integrated Roma Earnings: A Multivariate Analysis for the Discrimination Hypothesis in Greece," Working Papers 0829, University of Crete, Department of Economics.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," LIDAM Discussion Papers CORE 2008045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2008. "Asymptotic properties of the Bernstein density copula for dependent data," UC3M Working papers. Economics we083619, Universidad Carlos III de Madrid. Departamento de Economía.
• Jushan Bai & Serena Ng, 2008. "Extremum Estimation when the Predictors are Estimated from Large Panels," Annals of Economics and Finance, Society for AEF, vol. 9(2), pages 201-222, November.
• Hualde, Javier & Velasco, Carlos, 2008. "Distribution-Free Tests Of Fractional Cointegration," Econometric Theory, Cambridge University Press, vol. 24(1), pages 216-255, February.
  • Javier Hualde & Carlos Velasco, 2006. "Distribution-free Tests of Fractional Cointegration," Faculty Working Papers 08/06, School of Economics and Business Administration, University of Navarra.
• Leeb, Hannes & Pötscher, Benedikt M., 2008. "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, vol. 24(2), pages 338-376, April.
  • Hannes Leeb & Benedikt M. Potscher, 2003. "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers 1444, Cowles Foundation for Research in Economics, Yale University.
  • Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
• Bauer, Dietmar, 2008. "Using Subspace Methods For Estimating Arma Models For Multivariate Time Series With Conditionally Heteroskedastic Innovations," Econometric Theory, Cambridge University Press, vol. 24(4), pages 1063-1092, August.
  • Dietmar Bauer, 2004. "Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations," Cowles Foundation Discussion Papers 1452, Cowles Foundation for Research in Economics, Yale University.
• Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, vol. 24(4), pages 888-947, August.
  • Rustam Ibragimov & Peter C.B. Phillips, 2004. "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers 1473, Cowles Foundation for Research in Economics, Yale University.
  • Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression asymptotics using martingale convergence methods," Scholarly Articles 2624459, Harvard University Department of Economics.
• Cai, Zongwu & Li, Qi, 2008. "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1321-1342, October.
  • Zongwu Cai & Qi Li, 2013. "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Čížek, Pavel, 2008. "General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1500-1529, December.
  • Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Discussion Paper 2004-130, Tilburg University, Center for Economic Research.
  • Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Other publications TiSEM 646b48cc-6bdc-4b93-bc20-7, Tilburg University, School of Economics and Management.
• Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xiaohong Chen & Demian Pouzo, 2012. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Econometrica, Econometric Society, vol. 80(1), pages 277-321, January.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650RR, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
• Xiaohong Chen & Demian Pouzo, 2012. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Econometrica, Econometric Society, vol. 80(1), pages 277-321, January.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650RR, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010. "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, vol. 155(2), pages 155-169, April.
  • Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008. "Nonlinearity and Temporal Dependence," Working Papers 48, Yale University, Department of Economics.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652R, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," CIRANO Working Papers 2009s-17, CIRANO.
  • Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652, Cowles Foundation for Research in Economics, Yale University.
• Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012. "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, vol. 167(2), pages 370-382.
  • Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
• Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation for Research in Economics, Yale University.
• Jan Víšek, 2008. "The Implicit Weighting of GMM Estimators," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 15(25).
• Alexandru Voicu, 2008. "Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth," DEGIT Conference Papers c013_013, DEGIT, Dynamics, Economic Growth, and International Trade.
• Jonas Schreyögg & Markus Grabka, 2010. "Copayments for ambulatory care in Germany: a natural experiment using a difference-in-difference approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 11(3), pages 331-341, June.
  • Schreyögg, Jonas & Grabka, Markus M., 2010. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(3), pages 331-341.
  • Schreyoegg, Jonas & Grabka, Markus M, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," MPRA Paper 23035, University Library of Munich, Germany.
  • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," SOEPpapers on Multidisciplinary Panel Data Research 96, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," Discussion Papers of DIW Berlin 777, DIW Berlin, German Institute for Economic Research.
• Jonas Schreyögg & Markus Grabka, 2010. "Copayments for ambulatory care in Germany: a natural experiment using a difference-in-difference approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 11(3), pages 331-341, June.
  • Schreyögg, Jonas & Grabka, Markus M., 2010. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(3), pages 331-341.
  • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," SOEPpapers on Multidisciplinary Panel Data Research 96, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," Discussion Papers of DIW Berlin 777, DIW Berlin, German Institute for Economic Research.
  • Schreyoegg, Jonas & Grabka, Markus M, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," MPRA Paper 23035, University Library of Munich, Germany.
• Laura Auria & Rouslan A. Moro, 2008. "Support Vector Machines (SVM) as a Technique for Solvency Analysis," Discussion Papers of DIW Berlin 811, DIW Berlin, German Institute for Economic Research.
• Hristos Doucouliagos & T. D. Stanley, 2009. "Publication Selection Bias in Minimum‐Wage Research? A Meta‐Regression Analysis," British Journal of Industrial Relations, London School of Economics, vol. 47(2), pages 406-428, June.
  • Doucouliagos, Hristos & Stanley, T. D., 2008. "Publication selection bias in minimum-wage research? A meta-regression analysis," Working Papers eco_2008_14, Deakin University, Department of Economics.
• Rami Abdelkafi & Hatem Derbel, 2008. "Une décomposition de l'effet de la liberté économique sur la croissance dans les pays en développement," EconomiX Working Papers 2008-19, University of Paris Nanterre, EconomiX.
• Rami Abdelkafi & Hatem Derbel, 2008. "The effects of economic freedom components on economic growth: an analysis with a threshold model," EconomiX Working Papers 2008-3, University of Paris Nanterre, EconomiX.
• Taoufik Bouraoui, 2008. "Les spams boursiers : Etude empirique sur le marché des penny stocks," EconomiX Working Papers 2008-41, University of Paris Nanterre, EconomiX.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2008. "A New Hausmann Type Test to Detect the Presence of Influential Outliers," Working Papers ECARES 2008_006, ULB -- Universite Libre de Bruxelles.
• Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
  • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
  • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
  • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
• Gianni Amisano & Roberto Savona, 2007. "Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk," Working Papers 0706, University of Brescia, Department of Economics.
  • Amisano, Gianni & Savona, Roberto, 2008. "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series 881, European Central Bank.
• Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2008. "Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR," Working Paper Series 957, European Central Bank.
• Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
  • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
  • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
• Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
• Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, vol. 76(1), pages 175-194, January.
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• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise," Econometrica, Econometric Society, vol. 76(6), pages 1481-1536, November.
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• Clarke, Judith A., 2008. "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 1-3, July.
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• Huang, Hongming & Kao, Chihwa & Urga, Giovanni, 2008. "Copula-based tests for cross-sectional independence in panel models," Economics Letters, Elsevier, vol. 100(2), pages 224-228, August.
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• Ñopo, Hugo, 2008. "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, vol. 100(2), pages 292-296, August.
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• Quoreshi, A.M.M. Shahiduzzaman, 2008. "A vector integer-valued moving average model for high frequency financial count data," Economics Letters, Elsevier, vol. 101(3), pages 258-261, December.
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• Hsu, Yu-Chin & Kuan, Chung-Ming, 2008. "Change-point estimation of nonstationary I(d) processes," Economics Letters, Elsevier, vol. 98(2), pages 115-121, February.
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• Krämer, Walter, 2008. "Long memory with Markov-Switching GARCH," Economics Letters, Elsevier, vol. 99(2), pages 390-392, May.
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• Fortuna, Natercia, 2008. "Local rank tests in a multivariate nonparametric relationship," Journal of Econometrics, Elsevier, vol. 142(1), pages 162-182, January.
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• Andrews, Donald W.K. & Marmer, Vadim, 2008. "Exactly distribution-free inference in instrumental variables regression with possibly weak instruments," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
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• Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
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• Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele, 2008. "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Journal of Econometrics, Elsevier, vol. 146(1), pages 10-25, September.
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• Moench, Emanuel, 2008. "Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach," Journal of Econometrics, Elsevier, vol. 146(1), pages 26-43, September.
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• De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
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• Lieberman, Offer & Phillips, Peter C.B., 2008. "A complete asymptotic series for the autocovariance function of a long memory process," Journal of Econometrics, Elsevier, vol. 147(1), pages 99-103, November.
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• Lundtofte, Frederik, 2008. "Expected life-time utility and hedging demands in a partially observable economy," European Economic Review, Elsevier, vol. 52(6), pages 1072-1096, August.
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• Amilon, Henrik, 2008. "Estimation of an adaptive stock market model with heterogeneous agents," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 342-362, March.
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• Bali, Turan G. & Cakici, Nusret & Levy, Haim, 2008. "A model-independent measure of aggregate idiosyncratic risk," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 878-896, December.
• Lien, Donald & Yang, Li, 2008. "Hedging with Chinese metal futures," Global Finance Journal, Elsevier, vol. 19(2), pages 123-138.
• Ané, Thierry & Ureche-Rangau, Loredana, 2008. "Does trading volume really explain stock returns volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 216-235, July.
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• Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, vol. 24(4), pages 710-727.
• Sancetta, Alessio, 2008. "Sample covariance shrinkage for high dimensional dependent data," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 949-967, May.
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• Hayakawa, Kazuhiko & Kurozumi, Eiji, 2008. "The role of “leads” in the dynamic OLS estimation of cointegrating regression models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 555-560.
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• Pavan, Marina, 2008. "Consumer durables and risky borrowing: The effects of bankruptcy protection," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1441-1456, November.
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• Barnett, William A. & Duzhak, Evgeniya Aleksandrovna, 2008. "Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3817-3825.
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• Arzhenovskiy Sergey & Nivorozhkina Ludmila, 2008. "Efficiency of the poverty reduction programs: decomposition of the dynamics and structure of Russian poverty," EERC Working Paper Series 08/05e, EERC Research Network, Russia and CIS.
• Francisco Venegas Martínez & Francisco J. Sánchez Torres, 2008. "Sobre la convergencia del modelo GARCH(1,1)-M al movimiento geométrico browniano con reversión a la media," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 2(2), pages 92-103.
• Frank A. Cowell, 2008. "Income Distribution and Inequality," Chapters, in: John B. Davis & Wilfred Dolfsma (ed.), The Elgar Companion to Social Economics, chapter 13, Edward Elgar Publishing.
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• Frédérique Bec & Charbel Bassil, 2009. "Federal Funds Rate Stationarity: New Evidence," Economics Bulletin, AccessEcon, vol. 29(2), pages 867-872.
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• Rodolfo Cermeño & Huver Rivera, 2008. "La demanda por importaciones y exportaciones: evidencia de cointegración para México, 1991-2005," Working Papers DTE 449, CIDE, División de Economía.
• Marco Caliendo & Reinhard Hujer & Stephan L. Thomsen, 2008. "The employment effects of job-creation schemes in Germany: A microeconometric evaluation," Advances in Econometrics, in: Modelling and Evaluating Treatment Effects in Econometrics, pages 381-428, Emerald Group Publishing Limited.
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• Anders Frederiksen & Ebbe Krogh Graversen & Nina Smith, 2008. "Overtime work, dual job holding, and taxation," Research in Labor Economics, in: Work, Earnings and Other Aspects of the Employment Relation, pages 25-55, Emerald Group Publishing Limited.
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• Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008. "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers EI 2007-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Daniel Ventosa-Santaulària & Alfonso Mendoza Velázquez & Manuel Gómez-Zaldívar, 2008. "Varianza condicional de medias móviles no-lineales," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 29-48, November.
• Paola Maddalena Chiodini, 2008. "Statistical Methods for Market Researches: the Flexible Segmentation," JeSP, ESeC - Economic Statistics no-profit Association, vol. 1(1), pages 3-4, June.
• J. M. C. Santos Silva & Silvana Tenreyro, 2015. "Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 93-105, February.
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• Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1236-1278, December.
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  • Mika Meitz & Pentti Saikkonen, 2010. "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers 1002, Koc University-TUSIAD Economic Research Forum.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute.
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• Christian De Peretti & Carole Siani, 2008. "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal," Documents de recherche 08-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Christian De Peretti & Carole Siani, 2008. "Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices," Documents de recherche 08-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Jekaterina Dmitrijeva, 2008. "Does Unemployed Training Increase Individual Employability? Evidence from Latvian Microdata," Documents de recherche 08-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Jekaterina Dmitrijeva, 2008. "Matching and Labour Market Efficiency across Space and through EU accession: Evidence from Latvia, Estonia and Slovenia," Documents de recherche 08-05, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Jiří Witzany, 2008. "Valuation of Convexity Related Derivatives," Working Papers IES 2008/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2008.
• Todd Prono, 2008. "GARCH-based identification and estimation of triangular systems," Supervisory Research and Analysis Working Papers QAU08-4, Federal Reserve Bank of Boston.
  • Todd, Prono, 2009. "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper 20032, University Library of Munich, Germany.
• Ricardo Corrêa Cangussu & Márcio A. Salvato & Luciano Nakabashi, 2008. "Uma análise do capital humano sobre o nível de renda dos estados brasileiros: MRW versus Mincer," Working Papers 0073, Universidade Federal do Paraná, Department of Economics.
• Michael Louis George, 2008. "What is Business Entropy," Working Papers 0604, Institute of Business Entropy.
• Michael L. George, 2008. "What is Business Entropy," Working Papers 0606, Institute of Business Entropy.
• Michael Louis George, 2007. "Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach," Working Papers 0607, Institute of Business Entropy.
• Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011. "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-26, January.
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• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "THRET: Threshold Regression with Endogenous Threshold Variables," Working Paper series 05_08, Rimini Centre for Economic Analysis.
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• Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2008. "Applying the gravity approach to sector trade: Who bears the trade costs?," Conference papers 331671, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  • Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2011. "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers 208113, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
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• Stéphane Bonhomme & Jean-Marc Robin, 2008. "Generalized nonparametric deconvolution with an application to earnings dynamics - Published Review of Economic Studies, Vol. 77, Issue 2, pp. 491-533, 2010," Working Papers hal-03459860, HAL.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
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• Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
• Mellander, Erik & Sandgren-Massih, Sofia, 2008. "Proxying ability by family background in returns to schooling estimations is generally a bad idea," Working Paper Series 2008:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Queijo von Heideken, Virginia, 2008. "Monetary Policy Regimes and the Volatility of Long-Term Interest Rates," Working Paper Series 220, Sveriges Riksbank (Central Bank of Sweden).
• Kristensen, Troels & Møller Pedersen, Kjeld & Rose Olsen, Kim, 2008. "Hospitalers omkostninger, struktur og effektivitet. En undersøgelse af stordrifts- og samdriftsfordele i det danske sygehusvæsen," DaCHE discussion papers 2008:11, University of Southern Denmark, Dache - Danish Centre for Health Economics.
• Henrik Andersson & Lina Jonsson & Mikael Ögren, 2010. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 45(1), pages 73-89, January.
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• Laurence Fung & Ip-wing Yu, 2008. "Predicting Stock Market Returns by Combining Forecasts," Working Papers 0801, Hong Kong Monetary Authority.
• Laurence Fung & Chi-sang Tam & Ip-wing Yu, 2008. "Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence," Working Papers 0812, Hong Kong Monetary Authority.
• Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, vol. 24(4), pages 888-947, August.
  • Rustam Ibragimov & Peter C.B. Phillips, 2004. "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers 1473, Cowles Foundation for Research in Economics, Yale University.
  • Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression asymptotics using martingale convergence methods," Scholarly Articles 2624459, Harvard University Department of Economics.
• Kazuhiko Hayakawa, 2008. "On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d07-245, Institute of Economic Research, Hitotsubashi University.
• Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research.
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  • Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Other publications TiSEM a797e4a8-12cf-4ac5-9fae-b, Tilburg University, School of Economics and Management.
• Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang, 2008. "Independent Component Analysis Via Copula Techniques," SFB 649 Discussion Papers SFB649DP2008-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Viktor Winschel & Markus Kr‰tzig, 2010. "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, vol. 78(2), pages 803-821, March.
  • Viktor Winschel & Markus Krätzig, 2008. "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality," SFB 649 Discussion Papers SFB649DP2008-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wolfgang Härdle & Alena Mysickova, 2008. "Numerics of Implied Binomial Trees," SFB 649 Discussion Papers SFB649DP2008-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2008. "Measuring and Modeling Risk Using High-Frequency Data," SFB 649 Discussion Papers SFB649DP2008-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Nikolaus Hautsch & Vahidin Jeleskovic, 2008. "Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models," SFB 649 Discussion Papers SFB649DP2008-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Bernhard, Sarah & Wolff, Joachim, 2008. "Contracting out placement services in Germany : is assignment to private providers effective for needy job-seekers?," IAB-Discussion Paper 200805, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Schneider, Julia, 2008. "The effect of unemployment benefit II sanctions on reservation wages," IAB-Discussion Paper 200819, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Wolff, Joachim & Nivorozhkin, Anton, 2008. "Start me up: The effectiveness of a self-employment programme for needy unemployed people in Germany," IAB-Discussion Paper 200820, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Elena Biewen & Sandra Nolte & Martin Rosemann, 2008. "Multiplicative Measurement Error and the Simulation Extrapolation Method," IAW Discussion Papers 39, Institut für Angewandte Wirtschaftsforschung (IAW).
• Claudio Morana, 2008. "Realized portfolio selection in the euro area," ICER Working Papers - Applied Mathematics Series 10-2008, ICER - International Centre for Economic Research.
• Stéphane Bonhomme & Jean-Marc Robin, 2010. "Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 491-533.
  • Stéphane Bonhomme & Jean-Marc Robin, 2008. "Generalized nonparametric deconvolution with an application to earnings dynamics," CeMMAP working papers CWP03/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Yingyao Hu & Arthur Lewbel, 2007. "Identifying the Returns to Lying When the Truth is Unobserved," Economics Working Paper Archive 540, The Johns Hopkins University,Department of Economics.
  • Yingyao Hu & Arthur Lewbel, 2008. "Identifying the returns to lying when the truth is unobserved," CeMMAP working papers CWP06/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
• Aviv Nevo & Adam M. Rosen, 2012. "Identification With Imperfect Instruments," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 659-671, August.
  • Aviv Nevo & Adam M. Rosen, 2008. "Identification with Imperfect Instruments," NBER Working Papers 14434, National Bureau of Economic Research, Inc.
  • Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009. "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 50-67, January.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Boston College Working Papers in Economics 691, Boston College Department of Economics.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-based nonlinear quantile autoregression," CeMMAP working papers CWP27/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers 1679, Cowles Foundation for Research in Economics, Yale University.
• Hong, Seung Hyun & Wagner, Martin, 2008. "Nonlinear Cointegration Analysis and the Environmental Kuznets Curve," Economics Series 224, Institute for Advanced Studies.
• Nikola A. Tarashev, 2008. "An Empirical Evaluation of Structural Credit-Risk Models," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 1-53, March.
  • Nikola A. Tarashev, 2005. "An empirical evaluation of structural credit risk models," BIS Working Papers 179, Bank for International Settlements.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2008. "Inflation Forecasts and the New Keynesian Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 1-22, June.
  • Sophocles N. Brissimis & Nicholas S. Magginas, 2006. "Inflation Forecasts and the New Keynesian Phillips Curve," Working Papers 38, Bank of Greece.
• James Murray, 2008. "Empirical Significance of Learning in a New Keynesian Model with Firm-Specific Capital," CAEPR Working Papers 2007-027, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• James Murray, 2008. "Regime Switching, Learning, and the Great Moderation," Caepr Working Papers 2008-011, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• James Murray, 2008. "Initial Expectations in New Keynesian Models with Learning," Caepr Working Papers 2008-017, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Pedro de Araujo, 2008. "Socio-Economic Status, HIV/AIDS Knowledge and Stigma, and Sexual Behavior in India," Caepr Working Papers 2008-019_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington, revised Sep 2008.
• James Murray, 2008. "Regime Switching, Learning, and the Great Moderation," CAEPR Working Papers 2008-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• James Murray, 2008. "Initial Expectations in New Keynesian Models with Learning," CAEPR Working Papers 2008-017, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Pedro de Araujo, 2008. "Socio-Economic Status, HIV/AIDS Knowledge and Stigma, and Sexual Behavior in India," CAEPR Working Papers 2008-019, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Sep 2008.
• Juan Eduardo Coeymans., 2008. "Determinantes del Desempleo en Paraguay," Documentos de Trabajo 344, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Juan Eduardo Coeymans., 2008. "Determinantes de la Inversión en Paraguay," Documentos de Trabajo 345, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Michalis Petrides & Alex Karagrigoriou, 2008. "Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances," Financial Theory and Practice, Institute of Public Finance, vol. 32(1), pages 45-64.
• Giuseppe Ragusa, 2011. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Econometric Reviews, Taylor & Francis Journals, vol. 30(4), pages 406-456, August.
  • Giuseppe Ragusa, 2008. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Working Papers 080906, University of California-Irvine, Department of Economics.
• Kadir Ertas & Istem Koymen Keser, 2008. "Duzgunlestirilmis Fonksiyonel Ana Bilesenler Analizi Ile Imkb Verilerinin Incelenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 8(1), pages 1-32, December.
• Antonio Falcó & Juan Nave & Lluís Navarro, 2008. "A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model," Working Papers. Serie AD 2008-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Rolf Scheufele, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10, Halle Institute for Economic Research.
• Markus Frölich & Blaise Melly, 2013. "Unconditional Quantile Treatment Effects Under Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 346-357, July.
  • Markus Frölich & Blaise Melly, 2007. "Unconditional quantile treatment effects under endogeneity," CeMMAP working papers CWP32/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Frölich, Markus & Melly, Blaise, 2008. "Unconditional Quantile Treatment Effects under Endogeneity," IZA Discussion Papers 3288, Institute of Labor Economics (IZA).
• Bhaumik, Sumon K. & Kumbhakar, Subal C., 2008. "Impact of Reforms on Plant-Level Productivity and Technical Efficiency: Evidence from the Indian Manufacturing Sector," IZA Discussion Papers 3347, Institute of Labor Economics (IZA).
• Bargain, Olivier B. & Melly, Blaise, 2008. "Public Sector Pay Gap in France: New Evidence Using Panel Data," IZA Discussion Papers 3427, Institute of Labor Economics (IZA).
• Asadullah, Niaz & Fernández, Rosa M., 2008. "Work-Life Balance Practices and the Gender Gap in Job Satisfaction in the UK: Evidence from Matched Employer-Employee Data," IZA Discussion Papers 3582, Institute of Labor Economics (IZA).
• Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise, 2012. "Quantile treatment effects in the regression discontinuity design," Journal of Econometrics, Elsevier, vol. 168(2), pages 382-395.
  • Frölich, Markus & Melly, Blaise, 2008. "Quantile Treatment Effects in the Regression Discontinuity Design," IZA Discussion Papers 3638, Institute of Labor Economics (IZA).
• Markus Frölich & Blaise Melly, 2013. "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 384-414, November.
  • Frölich, Markus & Melly, Blaise, 2008. "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," IZA Discussion Papers 3671, Institute of Labor Economics (IZA).
• Voicu, Alexandru, 2008. "Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth," IZA Discussion Papers 3807, Institute of Labor Economics (IZA).
• Francesca Bassi & Alessandra Padoan & Ugo Trivellato, 2012. "Inconsistencies in reported employment characteristics among employed stayers," Statistica, Department of Statistics, University of Bologna, vol. 72(1), pages 93-109.
  • Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo, 2008. "Inconsistencies in Reported Employment Characteristics among Employed Stayers," IZA Discussion Papers 3908, Institute of Labor Economics (IZA).
• Luke Lin & Chau-Jung Kuo, 2008. "The Relation between Exchange Rate Volatility and Firm Valuation: Polynomial Distributed Lag Model," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 4(2), pages 145-162, July.
• Simone Casellina & Mariacristina Uberti, 2008. "Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 183-198, September.
• Danny Campbell & W. Hutchinson & Riccardo Scarpa, 2008. "Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 41(3), pages 401-417, November.
  • Danny Campbell & W. George Hutchinson & Riccardo Scarpa, 2007. "Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments," Working Papers in Economics 07/18, University of Waikato.
• Tibor Neugebauer & Javier Perote, 2008. "Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback," Experimental Economics, Springer;Economic Science Association, vol. 11(2), pages 190-202, June.
• Christos Karpetis, 2008. "Money, Income and Inflation in Equilibrium – The Case of Greece," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(2), pages 205-214, May.
• Maria do Rosario Correia & Reinhard Neck & Theodore Panagiotidis & Christian Richter, 2008. "An empirical investigation of the sustainability of the public deficit in Portugal," International Economics and Economic Policy, Springer, vol. 5(1), pages 209-223, July.
• Dorothée Boccanfuso & Bernard Decaluwé & Luc Savard, 2008. "Poverty, income distribution and CGE micro-simulation modeling: Does the functional form of distribution matter?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(2), pages 149-184, June.
• Marcus Adolphson, 2008. "New urban settlements in a perspective of public and private interests. Case study: a Swedish municipality within the hinterland of the Stockholm city," Journal of Geographical Systems, Springer, vol. 10(4), pages 345-367, December.
• Patrick Bajari & Jeremy Fox & Stephen Ryan, 2008. "Evaluating wireless carrier consolidation using semiparametric demand estimation," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 299-338, December.
  • Patrick Bajari & Jeremy T. Fox & Stephen Ryan, 2006. "Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation," NBER Working Papers 12425, National Bureau of Economic Research, Inc.
• Léopold Simar & Valentin Zelenyuk, 2011. "Stochastic FDH/DEA estimators for frontier analysis," Journal of Productivity Analysis, Springer, vol. 36(1), pages 1-20, August.
  • Leopold Simar & Valentin Zelenyuk, 2008. "Stochastic FDH/DEA estimators for Frontier Analysis," Discussion Papers 8, Kyiv School of Economics.
  • Simar, Leopold & Zelenyuk, Valentin, 2010. "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA 2010008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Simar, Leopold & Zelenyuk, Valentin, 2011. "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA 2011026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Germán Lobos & Jean-Laurent Viviani, 2008. "Determining Factors of the Use of Public Instruments for Risk Management in the Chilean Wine Industry: A binomial Logit Model," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 69, pages 63-83, Julio-Dic.
• Swamy P. A. V. B. & Tavlas George S & Hall Stephen G. F. & Hondroyiannis George, 2010. "Estimation of Parameters in the Presence of Model Misspecification and Measurement Error," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-35, May.
  • P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis, 2008. "Estimation of Parameters in the Presence of Model misspecification and Measurement Error," Discussion Papers in Economics 08/27, Division of Economics, School of Business, University of Leicester.
• Henrik Andersson & Lina Jonsson & Mikael Ögren, 2010. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 45(1), pages 73-89, January.
  • Andersson, Henrik & Jonsson, Lina & Ögren, Mikael, 2008. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," Working Papers 2008:10, Swedish National Road & Transport Research Institute (VTI).
  • ANDERSSON Henrik & JONSSON Lina & OGREN Mikael, 2008. "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," LERNA Working Papers 08.25.269, LERNA, University of Toulouse.
  • Henrik Andersson & Lina Jonsson, 2010. "Property prices and exposure to multiple noise sources: hedonic regression with road and railwy noise," Post-Print hal-02666145, HAL.
• Qaisar Abbas & James Foreman-Peck, 2008. "Human Capital and Economic Growth: Pakistan, 1960-2003," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(1), pages 1-27, Jan-Jun.
  • Abbas, Qaisar & Foreman-Peck, James, 2007. "Human Capital and Economic Growth: Pakistan, 1960-2003," Cardiff Economics Working Papers E2007/22, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2007.
• Muhammad Rafiq & Asif Iqbal & Muhammad Atiq, 2008. "The Determinants of Capital Structure of the Chemical Industry in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(1), pages 139-158, Jan-Jun.
• Muhammad Arshad Khan & Abdul Qayyum, 2008. "Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence FromUnrestricted Purchasing Power Parity Theory," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(1), pages 29-56, Jan-Jun.
• Falak Sher & Eatzaz Ahmad, 2008. "Forecasting Wheat Production in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(1), pages 57-85, Jan-Jun.
• Joseph Francois & Julia Woerz, 2008. "Nonlinear Panel Estimation Of Time-Varying Effects Of Import Quotas," IIDE Discussion Papers 20080501, Institue for International and Development Economics.
• NÚÑEZ MORA, J. Antonio & SEGUNDO VALDÉS, Alejandro & DE LA CRUZ GALLEGOS, J. Luis, 2008. "Procesos Poisson-Gaussianos para el Análisis de Rendimientos en el Mercado Accionarial en México," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 26, pages 1-15, Agosto.
• Mehdi Farsi & Massimo Filippini & Diego Lunati, 2008. "Economies of Scale and Efficiency Measurement in Switzerland's Nursing Homes," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(III), pages 359-378, September.
  • Medhi Farsi & Massimo Filippini & Diego Lunati, 2008. "Economies of scale and efficiency measurement in Switzerland's Nursing homes," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0801, USI Università della Svizzera italiana.
• Jose Galdo & Miguel Jaramillo & Veronica Montalva, 2008. "Household Wealth and Heterogeneous Impacts of a Market-Based Training Program: The Case of PROJOVEN in Peru," Working Papers PMMA 2008-02, PEP-PMMA.
• Yuzo Hosoya & Takahiro Terasaka, 2008. "Inference on Transformed Stationary Time Series," Discussion Papers 11, Meisei University, School of Economics.
• Francesca DE BATTISTI & Giovanna NICOLINI & Silvia SALINI, 2008. "Methodological overview of Rasch model and application in customer satisfaction survey data," Departmental Working Papers 2008-004, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Francesca DE BATTISTI & Giovanna NICOLINI & Silvia SALINI, 2008. "Methodological overview of Rasch model and application in customer satisfaction survey data," Departmental Working Papers 2008-04, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Andrew Clarke, 2008. "Learning-by-Doing and Productivity Dynamics in Manufacturing Industries," Department of Economics - Working Papers Series 1032, The University of Melbourne.
• J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008. "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series 1053, The University of Melbourne.
• Aaron Nicholas & Ranjan Ray & Ma. Rebecca Valenzuela, 2010. "Evaluating the Distributional Implications of Price Movements: Methodology, Application and Australian Evidence," The Economic Record, The Economic Society of Australia, vol. 86(274), pages 352-366, September.
  • Aaron Nicholas & Ranjan Ray & Rebecca Valenzuela, 2008. "Evaluating The Distributional Implications Of Price Movements: Methodology, Application And Australian Evidence," Monash Economics Working Papers 33/08, Monash University, Department of Economics.
• Marcelo Moreira, 2008. "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers 13787, National Bureau of Economic Research, Inc.
• Patrick Bayer & Shakeeb Khan & Christopher Timmins, 2008. "Nonparametric Identification and Estimation in a Generalized Roy Model," NBER Working Papers 13949, National Bureau of Economic Research, Inc.
• Daniel L. Millimet & Rusty Tchernis & Muna Husain, 2010. "School Nutrition Programs and the Incidence of Childhood Obesity," Journal of Human Resources, University of Wisconsin Press, vol. 45(3).
  • Daniel Millimet & Rusty Tchernis & Muna Hussain, 2007. "School Nutrition Programs and the Incidence of Childhood Obesity," CAEPR Working Papers 2007-014, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Daniel L. Millimet & Rusty Tchernis & Muna Husain, 2008. "School Nutrition Programs and the Incidence of Childhood Obesity," NBER Working Papers 14297, National Bureau of Economic Research, Inc.
  • Millimet, Daniel L. & Tchernis, Rusty & Husain, Muna, 2008. "School Nutrition Programs and the Incidence of Childhood Obesity," IZA Discussion Papers 3664, Institute of Labor Economics (IZA).
• Liran Einav & Amy Finkelstein & Mark R. Cullen, 2010. "Estimating Welfare in Insurance Markets Using Variation in Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 877-921.
  • Mark Cullen & Liran Einav & Amy Finkelstein, "undated". "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers 08-046, Stanford Institute for Economic Policy Research.
  • Liran Einav & Amy Finkelstein & Mark R. Cullen, 2008. "Estimating Welfare in Insurance Markets Using Variation in Prices," NBER Working Papers 14414, National Bureau of Economic Research, Inc.
  • Mark Cullen & Liran Einav & Amy Finkelstein, "undated". "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers 08-006, Stanford Institute for Economic Policy Research.
• Ricardo Ribeiro, 2008. "Market Dominance and Barriers to Competition in Financial Trading Venues," Working Papers 08-35, NET Institute, revised Oct 2008.
• Che‐Lin Su & Kenneth L. Judd, 2012. "Constrained Optimization Approaches to Estimation of Structural Models," Econometrica, Econometric Society, vol. 80(5), pages 2213-2230, September.
  • Che-Lin Su & Kenneth L. Judd, 2008. "Constrainted Optimization Approaches to Estimation of Structural Models," Discussion Papers 1460, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Chris Bloor & Troy Matheson, 2010. "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
  • Chris Bloor & Troy Matheson, 2008. "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/09, Reserve Bank of New Zealand.
• Christian Gianella & Isabell Koske & Elena Rusticelli & Olivier Chatal, 2008. "What Drives the NAIRU? Evidence from a Panel of OECD Countries," OECD Economics Department Working Papers 649, OECD Publishing.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, vol. 6(2), pages 171-207, Spring.
  • David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Finance 0207017, University Library of Munich, Germany.
• Frederick van der Ploeg, 2011. "Natural Resources: Curse or Blessing?," Journal of Economic Literature, American Economic Association, vol. 49(2), pages 366-420, June.
  • Rick Van der Ploeg, 2008. "Natural Resources: Curse or Blessing?," OxCarre Working Papers 005, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  • Frederick Van der Ploeg, 2010. "Natural Resources: Curse or Blessing?," CESifo Working Paper Series 3125, CESifo.
• Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1236-1278, December.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers 2008-30, Department of Economics and Business Economics, Aarhus University.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
  • Mika Meitz & Pentti Saikkonen, 2010. "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers 1002, Koc University-TUSIAD Economic Research Forum.
  • Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
  • Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
  • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
• Flury, Thomas & Shephard, Neil, 2011. "Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models," Econometric Theory, Cambridge University Press, vol. 27(05), pages 933-956, October.
  • Nolte, Stephan & Grethe, Harald, 2008. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(1).
  • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(1).
  • Nolte, Stephan & Grethe, Harald, 2010. "Der Markt für Zucker," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 60.
  • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(1).
  • Nolte, Stephan & Grethe, Harald, 2008. "Der Markt für Zucker," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(1).
  • Nolte, Stephan & Grethe, Harald, 2009. "Der Markt für Zucker," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59.
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  • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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  • Giuseppe Moscarini & Fabien Postel-Vinay, 2013. "Did the Job Ladder Fail after the Great Recession?," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 55-93 National Bureau of Economic Research, Inc.
  • Nuno Ferreira da Cruz & Pedro Simões & Rui Cunha Marques, 2013. "The hurdles of local governments with PPP contracts in the waste sector," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 31(2), pages 292-307, April.
  • Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
  • Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
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  • Georgy Idrisov & Yuri Bobylev & Arseny Mamedov & Olga Morgunova & Mikhail Khromov & Sergey Tsukhlo & Olesia Rasenko, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
  • Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
  • Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
  • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
  • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
  • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
  • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
  • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
  • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
  • Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
  • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
  • Alexandra Bozhechkova & Alexander Knobel & Georgy Idrisov & Yuri Ponomarev & Sergey Tsukhlo & Pavel Trunin & Sergey Sudakov & Alexandra Burdyak & Elena Grishina, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
  • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
  • Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
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    • Dayton M. Lambert & Raymond J.G.M. Florax & Seong-Hoon Cho, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working Papers 08-10, Purdue University, College of Agriculture, Department of Agricultural Economics.
    • Lambert, Dayton M. & Florax, Raymond J.G.M. & Cho, Seong-Hoon, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working papers 45964, Purdue University, Department of Agricultural Economics.
  • Nikkin L. Beronilla & Dennis S. Mapa, 2008. "Range-based models in estimating value-at-risk (VaR)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 45(2), pages 87-99, December.
    • Mapa, Dennis & Beronilla, Nikkin, 2008. "Range-Based Models in Estimating Value-at-Risk (VaR)," MPRA Paper 21223, University Library of Munich, Germany.
  • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex‐Ante Analysis of the Character‐Based Approach," Kyklos, Wiley Blackwell, vol. 61(2), pages 189-214, May.
    • Marco Caliendo & Alexander S. Kritikos, 2006. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 0001, Gesellschaft für Arbeitsmarktaktivierung (GfA).
    • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 001, Hanseatic University, Germany, Department of Economics.
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," IZA Discussion Papers 2687, Institute of Labor Economics (IZA).
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach," Discussion Papers 259, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    • Marco Caliendo & Alexander S. Kritikos, 2007. "Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach," Discussion Papers of DIW Berlin 684, DIW Berlin, German Institute for Economic Research.
  • Francois-Éric Racicot & Raymond Théoret, 2008. "Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns," RePAd Working Paper Series UQO-DSA-wp012008, Département des sciences administratives, UQO.
  • Bürgi, Roland & Dacorogna, Michel M & Iles, Roger, 2008. "Risk aggregation, dependence structure and diversification benefit," MPRA Paper 10054, University Library of Munich, Germany.
  • Mishra, SK & Ngullie, ML, 2008. "Hedonic demand for rented house in Kohima, Nagaland," MPRA Paper 10076, University Library of Munich, Germany.
  • GUENICHI, Hassan, 2008. "Cointegration, Structural Changes and the Relationship between Trade and Economic Growth in Tunisia," MPRA Paper 102772, University Library of Munich, Germany.
  • Osman, Mohammad & Louis, Rosmy & Balli, Faruk, 2008. "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?," MPRA Paper 11612, University Library of Munich, Germany.
  • Vodová, Pavla, 2008. "Credit market and prediction of its future development," MPRA Paper 11904, University Library of Munich, Germany.
  • Kleppe, Tore Selland & Skaug, Hans J., 2008. "Simulated maximum likelihood for general stochastic volatility models: a change of variable approach," MPRA Paper 12022, University Library of Munich, Germany.
  • Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
  • Barnett, William A. & Seck, Ousmane, 2008. "Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution," MPRA Paper 12500, University Library of Munich, Germany.
  • Baraldi, A. Laura, 2008. "Network Externalities and Critical Mass in the Mobile Telephone Network: a Panel Data Estimation," MPRA Paper 13373, University Library of Munich, Germany.
  • Faghih, Nezameddin & Faghih, Ali, 2008. "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper 14311, University Library of Munich, Germany.
  • Onour, Ibrahim, 2008. "Forward-Looking Beta Estimates:Evidence from an Emerging Market," MPRA Paper 14992, University Library of Munich, Germany.
  • Aguirregabiria, Victor, 2008. "Comment: The Identification Power of Equilibrium in Simple Games," MPRA Paper 15987, University Library of Munich, Germany.
  • Don Harding, 2008. "Fuel Watch: Evidence-Based-Policy Or Policy-Based-Evidence?," Economic Papers, The Economic Society of Australia, vol. 27(4), pages 315-328, December.
    • Harding, Don, 2008. "FuelWatch: evidence-based-policy or policy based evidence?," MPRA Paper 16049, University Library of Munich, Germany.
  • OUEDRAOGO, Salmata, 2008. "Social effect and female genital mutilation (FGM)," MPRA Paper 17847, University Library of Munich, Germany.
  • Ling, Tai-Hu & Venus, Khim-Sen Liew & Syed Khalid Wafa, Syed Azizi Wafa, 2008. "Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests," MPRA Paper 21601, University Library of Munich, Germany, revised Jan 2010.
  • Othman, Redzuan & Salleh, Norlida Hanim Mohd, 2008. "Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN [Relationship Between Tourism Industry Development and Economic Growth in Major ASEAN Countries]," MPRA Paper 22457, University Library of Munich, Germany, revised 20 Feb 2010.
  • Jonas Schreyögg & Markus Grabka, 2010. "Copayments for ambulatory care in Germany: a natural experiment using a difference-in-difference approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 11(3), pages 331-341, June.
    • Schreyögg, Jonas & Grabka, Markus M., 2010. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(3), pages 331-341.
    • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," SOEPpapers on Multidisciplinary Panel Data Research 96, DIW Berlin, The German Socio-Economic Panel (SOEP).
    • Schreyoegg, Jonas & Grabka, Markus M, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," MPRA Paper 23035, University Library of Munich, Germany.
    • Jonas Schreyögg & Markus M. Grabka, 2008. "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," Discussion Papers of DIW Berlin 777, DIW Berlin, German Institute for Economic Research.
  • Dinda, Soumyananda, 2008. "Factors Determining FDI to Nigeria: An Empirical Investigation," MPRA Paper 28097, University Library of Munich, Germany, revised Nov 2010.
    • Dinda, Soumyananda, 2009. "Factors determining FDI in Nigeria: an empirical investigation," MPRA Paper 40172, University Library of Munich, Germany, revised 16 Jul 2012.
  • Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
  • Deluna, Roperto Jr, 2008. "Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency," MPRA Paper 36603, University Library of Munich, Germany.
  • Giselle Guzmán, 2009. "Using Sentiment Surveys to Predict GDP Growth and Stock Returns," Chapters, in: Lawrence R. Klein (ed.), The Making of National Economic Forecasts, chapter 12, Edward Elgar Publishing.
    • Guzman, Giselle C., 2008. "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper 36653, University Library of Munich, Germany.
  • Rumyantsev, Mikhail I., 2008. "Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка [Structural-morphological analysis of banking business processes]," MPRA Paper 48634, University Library of Munich, Germany.
  • Daniel Ventosa-Santaularia, 2007. "Spurious Instrumental Variables," Department of Economics and Finance Working Papers EM200704, Universidad de Guanajuato, Department of Economics and Finance, revised Mar 2009.
    • Ventosa-Santaulària, Daniel, 2008. "Spurious Instrumental Variables," MPRA Paper 59005, University Library of Munich, Germany.
    • Ventosa-Santaulària, Daniel, 2007. "Spurious Instrumental Variables," MPRA Paper 58779, University Library of Munich, Germany.
  • D. Ventosa-Santaulària, 2009. "Spurious Regression," Journal of Probability and Statistics, Hindawi, vol. 2009, pages 1-27, August.
    • Ventosa-Santaulària, Daniel, 2008. "Spurious Regression," MPRA Paper 59008, University Library of Munich, Germany.
  • SELLAMI, Ahmed & CHIKHI, Mohamed, 2008. "تقدير دالة الادخار العائلي في الجزائر 1970-2005 [Estimating the household saving function in Algeria 1970-2005]," MPRA Paper 76720, University Library of Munich, Germany, revised 2008.
  • Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio, 2008. "Parametrix approximations for non constant coefficient parabolic PDEs," MPRA Paper 7852, University Library of Munich, Germany, revised 20 Mar 2008.
  • Ayoki, Milton & Obwona, Marios & Ogwapus, Moses, 2008. "The Revenue Effects of Uganda’s Tax Reforms, 1989-2008," MPRA Paper 78842, University Library of Munich, Germany.
  • Chin, Wencheong, 2008. "Spurious long-range dependence: evidence from Malaysian equity markets," MPRA Paper 7914, University Library of Munich, Germany.
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  • Alessandra Luati & Tommaso Proietti, 2011. "On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 851-871, August.
    • Luati, Alessandra & Proietti, Tommaso, 2008. "On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing," MPRA Paper 8910, University Library of Munich, Germany.
  • Pötscher, Benedikt M. & Schneider, Ulrike, 2008. "Confidence sets based on penalized maximum likelihood estimators," MPRA Paper 9062, University Library of Munich, Germany.
  • Mishra, SK, 2008. "On construction of robust composite indices by linear aggregation," MPRA Paper 9232, University Library of Munich, Germany.
  • Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper 9251, University Library of Munich, Germany, revised 20 Jun 2008.
  • Sudhanshu Kumar MISHRA, 2008. "A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 261-268.
    • Mishra, SK, 2008. "A new method of robust linear regression analysis: some monte carlo experiments," MPRA Paper 9445, University Library of Munich, Germany.
  • Otilia Boldea & Alastair Hall & Sanggohn Han, 2012. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 1-33.
    • Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper 9472, University Library of Munich, Germany.
    • Boldea, O. & Hall, A.R. & Han, S., 2012. "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM 2e2fbb75-c4ff-4279-8243-e, Tilburg University, School of Economics and Management.
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    • Mallick, Debdulal, 2008. "Marginal and Interaction Effects in Ordered Response Models," MPRA Paper 9617, University Library of Munich, Germany.
  • Mishra, SK, 2008. "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper 9737, University Library of Munich, Germany.
  • Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
    • Prokhorov, Artem, 2008. "A goodness-of-fit test for copulas," MPRA Paper 9998, University Library of Munich, Germany.
    • Wanling Huang & Artem Prokhorov, 2010. "A Goodness-of-fit Test for Copulas," Working Papers 10002, Concordia University, Department of Economics, revised Apr 2010.
  • Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
  • Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics.
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    • Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics.
  • Rangan Gupta & Alain Kabundi, 2010. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
    • Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
  • Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009. "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
    • Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  • Michal Černý, 2008. "On Estimation of Volatility of Financial Time Series for Pricing Derivatives [K odhadu volatility finančních řad při oceňování derivátů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2008(4), pages 12-21.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
    • Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series 2507, CESifo.
    • Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers 2009-18, Graduate School of Economics, Hitotsubashi University.
    • Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation Of Structural Models With A Fixed Point Constraint," Working Paper 1192, Economics Department, Queen's University.
  • Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano, 2015. "A Shrinkage Instrumental Variable Estimator For Large Datasets," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 67-87, Mars-Juin.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary University of London, School of Economics and Finance.
    • A. Carriero & G. Kapetanios & M. Marcellino, 2015. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 558, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Kapetanios, George & Marcellino, Massimiliano, 2010. "Cross-sectional averaging and instrumental variable estimation with many weak instruments," Economics Letters, Elsevier, vol. 108(1), pages 36-39, July.
    • George Kapetanios & Massimiliano Marcellino, 2008. "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers 627, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary University of London, School of Economics and Finance.
  • Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano, 2015. "A Shrinkage Instrumental Variable Estimator For Large Datasets," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 67-87, Mars-Juin.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary University of London, School of Economics and Finance.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary University of London, School of Economics and Finance.
    • A. Carriero & G. Kapetanios & M. Marcellino, 2015. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 558, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Kapetanios, George & Marcellino, Massimiliano, 2010. "Cross-sectional averaging and instrumental variable estimation with many weak instruments," Economics Letters, Elsevier, vol. 108(1), pages 36-39, July.
    • George Kapetanios & Massimiliano Marcellino, 2008. "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers 627, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Massimiliano Marcellino, 2008. "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers 627, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary University of London, School of Economics and Finance.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary University of London, School of Economics and Finance.
  • Christensen, T.M. & Hurn, A.S. & Lindsay, K.A., 2008. "The Devil is in the Detail: Hints for Practical Optimisation," Economic Analysis and Policy, Elsevier, vol. 38(2), pages 345-368, September.
    • T M Christensen & A S Hurn & K A Lindsay, 2008. "The Devil is in the Detail: Hints for Practical Optimisation," NCER Working Paper Series 32, National Centre for Econometric Research.
  • T M Christensen & A. S. Hurn & K A Lindsay, 2008. "Discrete time-series models when counts are unobservable," NCER Working Paper Series 35, National Centre for Econometric Research.
  • Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
    • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
    • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
    • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
    • Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008. "Large Bayesian VARs," Working Paper Series 966, European Central Bank.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "THRET: Threshold Regression with Endogenous Threshold Variables," University of Cyprus Working Papers in Economics 3-2008, University of Cyprus Department of Economics.
    • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "THRET: Threshold Regression with Endogenous Threshold Variables," Working Paper series 05_08, Rimini Centre for Economic Analysis.
    • Kourtellos, A. & Tan, C.M. & Stengos, T., 2008. "THRET: Threshold Regression with Endogenous Threshold Variables," Working Papers 0801, University of Guelph, Department of Economics and Finance.
  • Aivazian, Sergei, 2008. "Bayesian Methods in Econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 9(1), pages 93-130.
  • Weinberg Allen, Anna, 2008. "Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 12(4), pages 42-70.
  • Koritskiy, Alexey, 2008. "An Assessment of the Impact of Workers’ Education on their Earnings in Russian Regions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 10(2), pages 65-74.
  • Weinberg Allen, Anna, 2008. "Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 10(2), pages 44-64.
  • Hall, S.G. & Yhap, B., 2008. "Measuring the Correlation of Shocks Between the UK and the Core of Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 17-26, March.
  • Albu, Lucian Liviu, 2008. "Trends in Structural Changes and Convergence in EU," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 91-101, March.
  • Stefan, Marius, 2008. "Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(2), pages 67-91, June.
  • Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 471-493, September.
    • Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," CEIS Research Paper 122, Tor Vergata University, CEIS, revised 14 Jul 2008.
  • Alexandra Spitz-Oener, 2008. "The Returns to Pencil Use Revisited," ILR Review, Cornell University, ILR School, vol. 61(4), pages 502-517, July.
    • Spitz-Oener, Alexandra, 2007. "The Returns to Pencil Use Revisited," ZEW Discussion Papers 07-020, ZEW - Leibniz Centre for European Economic Research.
    • Spitz-Oener, Alexandra, 2007. "The Returns to Pencil Use Revisited," IZA Discussion Papers 2729, Institute of Labor Economics (IZA).
  • Amarjit Singh Sethi, 2008. "Some Methodological Aspects of Rates of Growth Computations," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 9(1), pages 195-209, June.
  • Andrey Launov & Irene Schumm & Klaus Walde, 2008. "Estimating insurance and incentive effects of labour market reforms," CDMA Conference Paper Series 0813, Centre for Dynamic Macroeconomic Analysis.
  • Flury, Thomas & Shephard, Neil, 2011. "Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models," Econometric Theory, Cambridge University Press, vol. 27(5), pages 933-956, October.
    • Thomas Flury & Neil Shephard, 2008. "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series 2008fe32, Oxford Financial Research Centre.
  • Christopher R. Bollinger & Paul Hagstrom, 2008. "Food Stamp Program Participation of Refugees and Immigrants," Southern Economic Journal, Southern Economic Association, vol. 74(3), pages 665-692, January.
  • Mehdi Farsi & Massimo Filippini & Diego Lunati, 2008. "Economies of Scale and Efficiency Measurement in Switzerland's Nursing Homes," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(III), pages 359-378, September.
    • Medhi Farsi & Massimo Filippini & Diego Lunati, 2008. "Economies of scale and efficiency measurement in Switzerland's Nursing homes," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0801, USI Università della Svizzera italiana.
  • João Cotter Salvado, 2008. "The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(III), pages 437-458, September.
  • Pascal Lavergne & Valentin Patilea, 2008. "Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory," Discussion Papers dp08-08, Department of Economics, Simon Fraser University.
  • Richard, Patrick, 2009. "Modified fast double sieve bootstraps for ADF tests," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4490-4499, October.
    • Patrick Richard, 2008. "Modified Fast Double Sieve Bootstraps for ADF Tests," Cahiers de recherche 08-17, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
  • Marcus Alexander & Matthew Harding & Carlos Lamarche, "undated". "The Political Economy of Heterogeneous Development: Quartile Effects of Income and Education," Discussion Papers 07-052, Stanford Institute for Economic Policy Research.
  • Liran Einav & Amy Finkelstein & Mark R. Cullen, 2010. "Estimating Welfare in Insurance Markets Using Variation in Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 877-921.
    • Mark Cullen & Liran Einav & Amy Finkelstein, "undated". "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers 08-046, Stanford Institute for Economic Policy Research.
    • Mark Cullen & Liran Einav & Amy Finkelstein, "undated". "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers 08-006, Stanford Institute for Economic Policy Research.
    • Liran Einav & Amy Finkelstein & Mark R. Cullen, 2008. "Estimating Welfare in Insurance Markets Using Variation in Prices," NBER Working Papers 14414, National Bureau of Economic Research, Inc.
  • Ephrem Niyongazabo, 2008. "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," Working Papers CEB 08-024.RS, ULB -- Universite Libre de Bruxelles.
  • Madeleine Andreff & Wladimir Andreff & Sandrine Poupaux, 2008. "Les Determinants Economiques de la Performance Olympique," Working Papers 0819, International Association of Sports Economists;North American Association of Sports Economists.
  • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Documents de Travail de l'OFCE 2002-04, Observatoire Francais des Conjonctures Economiques (OFCE).
    • Odile Chagny & Frédéric Reynés & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Sciences Po publications n°2002-04, Sciences Po.
    • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Working Papers hal-01027421, HAL.
    • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," SciencePo Working papers Main hal-01027421, HAL.
  • Frédéric Reynés & Paola Veroni & Aurélien Gaimon & Vincent Lapegue & Noé N'Semi & Maël Theulière, 2008. "Does the interaction between shocks and institutions solve the OECD shocks and institutions solve the OECD Unemployment Puzzle ? A Theoritical and Empirical Appraisal," Sciences Po publications info:hdl:2441/9726, Sciences Po.
  • Éric Heyer & Mathieu Plane, 2012. "Impact des allégements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(7), pages 123-140.
    • Eric Heyer & Mathieu Plane, 2012. "Impact des allègements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," SciencePo Working papers Main hal-01024681, HAL.
    • Eric Heyer & Mathieu Plane, 2012. "Impact des allégements de cotisations patronales des bas salaires sur l’emploi: L’apport des modèles macroéconomiques," Sciences Po publications info:hdl:2441/eo6779thqgm, Sciences Po.
    • Eric Heyer & Mathieu Plane, 2012. "Impact des allègements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Post-Print hal-01024681, HAL.
  • Stéphane Bonhomme & Jean-Marc Robin, 2008. "Generalized nonparametric deconvolution with an application to earnings dynamics - Published Review of Economic Studies, Vol. 77, Issue 2, pp. 491-533, 2010," Working Papers hal-03459860, HAL.
    • Stéphane Bonhomme & Jean-Marc Robin, 2008. "Generalized nonparametric deconvolution with an application to earnings dynamics - Published Review of Economic Studies, Vol. 77, Issue 2, pp. 491-533, 2010," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  • Thomas Bauer & Mathias Sinning, 2008. "An extension of the Blinder–Oaxaca decomposition to nonlinear models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(2), pages 197-206, May.
    • Bauer, Thomas K. & Sinning, Mathias, 2006. "An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models," RWI Discussion Papers 49, RWI - Leibniz-Institut für Wirtschaftsforschung.
  • Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," Letters in Spatial and Resource Sciences, Springer, vol. 1(1), pages 45-54, July.
    • Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data," Department of Economics Working Papers 0801, Department of Economics, University of Trento, Italia.
  • Terje Skjerpen, 2008. "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers 532, Statistics Norway, Research Department.
  • Christian N. Brinch, 2008. "Simulated Maximum Likelihood using Tilted Importance Sampling," Discussion Papers 540, Statistics Norway, Research Department.
  • William Greene, 2010. "A stochastic frontier model with correction for sample selection," Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
    • William Greene, 2008. "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers 08-9, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Sanja Lutzeyer, 2008. "Estimating Hedonic Prices for Stellenbosch wine," Working Papers 15/2008, Stellenbosch University, Department of Economics.
  • Marco Caliendo & Reinhard Hujer & Stephan Thomsen, 2008. "Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany," Applied Economics, Taylor & Francis Journals, vol. 40(9), pages 1101-1122.
    • Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2005. "Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany," IAB-Discussion Paper 200508, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    • Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2005. "Identifying Effect Heterogeneity to Improve the Effiency of Job Creation Schemes in Germany?," ZEW Discussion Papers 05-21, ZEW - Leibniz Centre for European Economic Research.
  • Offer Lieberman & Peter Phillips, 2008. "Refined Inference on Long Memory in Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 254-267.
    • Offer Lieberman & Peter C. B. Phillips, 2006. "Refined Inference on Long Memory in Realized Volatility," Cowles Foundation Discussion Papers 1549, Cowles Foundation for Research in Economics, Yale University.
  • Paul Blacklow & Aaron Nicholas & Ranjan Ray, 2010. "Demographic Demand Systems With Application To Equivalence Scales Estimation And Inequality Analysis: The Australian Evidence," Australian Economic Papers, Wiley Blackwell, vol. 49(3), pages 161-179, September.
    • Blacklow, Paul & Nicholas, Aaron & Ray, Ranjan, 2008. "Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence," Working Papers 9289, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Dec 2008.
  • John C. Frain, 2008. "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers tep0108, Trinity College Dublin, Department of Economics, revised May 2008.
  • John C. Frain, 2008. "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers tep0308, Trinity College Dublin, Department of Economics, revised May 2008.
  • Marc K. Francke & Siem Jan Koopman & Aart F. De Vos, 2010. "Likelihood functions for state space models with diffuse initial conditions," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 407-414, November.
    • Marc K. Francke & Siem Jan Koopman & Aart de Vos, 2008. "Likelihood Functions for State Space Models with Diffuse Initial Conditions," Tinbergen Institute Discussion Papers 08-040/4, Tinbergen Institute.
  • Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
  • Siem Jan Koopman & Soon Yip Wong, 2008. "Spline Smoothing over Difficult Regions," Tinbergen Institute Discussion Papers 08-114/4, Tinbergen Institute.
  • Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
    • Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008. "The Shorth Plot," Other publications TiSEM 10b5cfb5-c502-46dc-8e51-5, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2010. "The Shorth Plot," Other publications TiSEM 0bb67ddc-0dd1-4c13-9916-5, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008. "The Shorth Plot," Discussion Paper 2008-24, Tilburg University, Center for Economic Research.
  • Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
    • Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Other publications TiSEM a6228ada-1ab5-47ee-9d23-4, Tilburg University, School of Economics and Management.
    • Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Other publications TiSEM e9340b9a-fe69-4e77-8594-8, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Segers, J.J.J., 2009. "Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution," Other publications TiSEM ffef2e15-c4a8-471f-b730-1, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper 2008-42, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008. "The Shorth Plot," Discussion Paper 2008-24, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2010. "The Shorth Plot," Other publications TiSEM 0bb67ddc-0dd1-4c13-9916-5, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008. "The Shorth Plot," Other publications TiSEM 10b5cfb5-c502-46dc-8e51-5, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Other publications TiSEM 6ee60ab8-3c01-4bd9-aa5e-7, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2008. "A method of moments estimator of tail dependence," Other publications TiSEM 448fd556-b3e0-4fb0-bcb7-8, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Discussion Paper 2007-80, Tilburg University, Center for Economic Research.
  • Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
    • Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
    • Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Other publications TiSEM a6228ada-1ab5-47ee-9d23-4, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper 2008-42, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Other publications TiSEM e9340b9a-fe69-4e77-8594-8, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Segers, J.J.J., 2009. "Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution," Other publications TiSEM ffef2e15-c4a8-471f-b730-1, Tilburg University, School of Economics and Management.
  • Martin Burda & Roman Liesenfeld & Jean-Francois Richard, 2008. "Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors," Working Papers tecipa-321, University of Toronto, Department of Economics.
  • Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," Letters in Spatial and Resource Sciences, Springer, vol. 1(1), pages 45-54, July.
    • Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data," Department of Economics Working Papers 0801, Department of Economics, University of Trento, Italia.
  • Keying Ye & Yuyan Duan, 2008. "Normalized Power Prior Bayesian Analysis," Working Papers 0058, College of Business, University of Texas at San Antonio.
  • Fathali Firoozi, 2008. "Boundary Distributions in Testing Inequality Hypotheses," Working Papers 0046, College of Business, University of Texas at San Antonio.
  • Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming, 2016. "Structural Threshold Regression," Econometric Theory, Cambridge University Press, vol. 32(4), pages 827-860, August.
    • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "Structural Threshold Regression," Discussion Papers Series, Department of Economics, Tufts University 0717, Department of Economics, Tufts University.
    • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Papers 0907, University of Guelph, Department of Economics and Finance.
    • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," Working Paper series 49_11, Rimini Centre for Economic Analysis.
    • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011. "Structural Threshold Regression," University of Cyprus Working Papers in Economics 13-2011, University of Cyprus Department of Economics.
    • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Paper series 22_09, Rimini Centre for Economic Analysis.
  • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "THRET: Threshold Regression with Endogenous Threshold Variables," Working Paper series 05_08, Rimini Centre for Economic Analysis.
    • Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008. "THRET: Threshold Regression with Endogenous Threshold Variables," University of Cyprus Working Papers in Economics 3-2008, University of Cyprus Department of Economics.
    • Kourtellos, A. & Tan, C.M. & Stengos, T., 2008. "THRET: Threshold Regression with Endogenous Threshold Variables," Working Papers 0801, University of Guelph, Department of Economics and Finance.
  • Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
    • Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
    • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Martha Banbura & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," ULB Institutional Repository 2013/13388, ULB -- Universite Libre de Bruxelles.
    • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
    • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
  • Miller, J. Isaac & Ratti, Ronald A., 2009. "Crude oil and stock markets: Stability, instability, and bubbles," Energy Economics, Elsevier, vol. 31(4), pages 559-568, July.
    • J. Isaac Miller & Ronald Ratti, 2008. "Crude Oil and Stock Markets: Stability, Instability, and Bubbles," Working Papers 0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
  • Szabolcs Blazsek & Anna Downarowicz, 2008. "Regime switching models of hedge fund returns," Faculty Working Papers 12/08, School of Economics and Business Administration, University of Navarra.
  • Arief Ramayandi, 2008. "Simple Model for a Small Open Economy: An Application to the ASEAN-5 Countries," Working Papers in Economics and Development Studies (WoPEDS) 200801, Department of Economics, Padjadjaran University, revised May 2008.
  • Peñaranda, Francisco & Sentana, Enrique, 2012. "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
    • Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
    • Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
    • Enrique Sentana & Francisco Penaranda, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers dp497, Financial Markets Group.
    • Sentana, Enrique & Peñaranda, Francisco, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
  • Nicholas Longford, 2008. "Inference with the lognormal distribution," Economics Working Papers 1104, Department of Economics and Business, Universitat Pompeu Fabra.
  • Nicholas Longford, 2008. "Small-area estimation with spatial similarity," Economics Working Papers 1105, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2009.
  • Fulvio Corsi & Francesco Audrino, 2012. "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," Journal of Financial Econometrics, Oxford University Press, vol. 10(4), pages 591-616, September.
    • Fulvio Corsi & Francesco Audrino, 2008. "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," University of St. Gallen Department of Economics working paper series 2008 2008-04, Department of Economics, University of St. Gallen.
  • Audrino, Francesco & Corsi, Fulvio, 2010. "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2372-2382, November.
    • Fulvio Corsi & Francesco Audrino, 2008. "Modeling Tick-by-Tick Realized Correlations," University of St. Gallen Department of Economics working paper series 2008 2008-05, Department of Economics, University of St. Gallen.
  • La Vecchia, Davide & Trojani, Fabio, 2010. "Infinitesimal Robustness for Diffusions," Journal of the American Statistical Association, American Statistical Association, vol. 105(490), pages 703-712.
    • Davide La Vecchia & Fabio Trojani, 2008. "Infinitesimal Robustness for Diffusions," University of St. Gallen Department of Economics working paper series 2008 2008-09, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Marcelo C. Medeiros, 2008. "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008 2008-16, Department of Economics, University of St. Gallen.
  • Sudhanshu Kumar MISHRA, 2008. "A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 261-268.
    • Mishra, SK, 2008. "A new method of robust linear regression analysis: some monte carlo experiments," MPRA Paper 9445, University Library of Munich, Germany.
  • Gabriel DEMOMBYNES & Chris ELBERS & Jean O. LANJOUW & Peter LANJOUW, 2008. "How Good is a Map? Putting Small Area Estimation to the Test," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 116(4), pages 465-493.
    • Demombynes, Gabriel & Elbers, Chris & Lanjouw, Jean O. & Lanjouw, Peter, 2007. "How good a map ? Putting small area estimation to the test," Policy Research Working Paper Series 4155, The World Bank.
  • Qian Chen & David E. Giles, 2008. "Finite-Sample Moments of the MLE for the Binary Logit Model," Econometrics Working Papers 0801, Department of Economics, University of Victoria.
  • Riccardo Gusso & Uwe Schmock, 2008. "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers 163, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  • Dinghai Xu & John Knight, 2011. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 25-50.
    • Dinghai Xu & John Knight, 2008. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Working Papers 08006, University of Waterloo, Department of Economics.
  • Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 471-493, September.
    • Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," CEIS Research Paper 122, Tor Vergata University, CEIS, revised 14 Jul 2008.
  • Christopher R. Bollinger & Paul Hagstrom, 2008. "Food Stamp Program Participation of Refugees and Immigrants," Southern Economic Journal, John Wiley & Sons, vol. 74(3), pages 665-692, January.
  • Wiji Arulampalam & Mark B. Stewart, 2009. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 659-681, October.
    • Arulampalam, Wiji & Stewart, Mark, 2007. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," IZA Discussion Papers 3039, Institute of Labor Economics (IZA).
    • Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS) 884, University of Warwick, Department of Economics.
    • Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Economic Research Papers 269896, University of Warwick - Department of Economics.
  • Sandy Tubeuf & Marc Perronnin, 2008. "New prospects in the analysis of inequalities in health: a measurement of health encompassing several dimensions of health," Health, Econometrics and Data Group (HEDG) Working Papers 08/01, HEDG, c/o Department of Economics, University of York.
  • Tubeuf, S, 2008. "Income-related inequalities in self-assessed health: comparisons of alternative measurements of health," Health, Econometrics and Data Group (HEDG) Working Papers 08/04, HEDG, c/o Department of Economics, University of York.
  • Behr, Andreas & Tente, Sebastian, 2008. "Stochastic frontier analysis by means of maximum likelihood and the method of moments," Discussion Paper Series 2: Banking and Financial Studies 2008,19, Deutsche Bundesbank.
  • Düllmann, Klaus & Kunisch, Michael & Küll, Jonathan, 2008. "Estimating asset correlations from stock prices or default rates: which method is superior?," Discussion Paper Series 2: Banking and Financial Studies 2008,04, Deutsche Bundesbank.
  • Hillebrand, Martin & Böcker, Klaus, 2008. "Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2008,11, Deutsche Bundesbank.
  • Scheufele, Rolf, 2010. "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
    • Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
  • Klein, Ingo & Grottke, Michael, 2008. "On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisation," FAU Discussion Papers in Economics 07/2008, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  • Podolskij, Mark & Vetter, Mathias, 2009. "Bipower-type estimation in a noisy diffusion setting," Stochastic Processes and their Applications, Elsevier, vol. 119(9), pages 2803-2831, September.
    • Mark Podolskij & Mathias Vetter, 2008. "Bipower-type estimation in a noisy diffusion setting," CREATES Research Papers 2008-25, Department of Economics and Business Economics, Aarhus University.
    • Podolskij, Mark & Vetter, Mathias, 2008. "Bipower-type estimation in a noisy diffusion setting," Technical Reports 2008,24, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research.
    • Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2008. "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers 2008-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Other publications TiSEM a797e4a8-12cf-4ac5-9fae-b, Tilburg University, School of Economics and Management.
  • Chen, Ray-Bing & Guo, Meihui & Härdle, Wolfgang Karl & Huang, Shih-Feng, 2008. "Independent component analysis via copula techniques," SFB 649 Discussion Papers 2008-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Viktor Winschel & Markus Kr‰tzig, 2010. "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, vol. 78(2), pages 803-821, March.
    • Winschel, Viktor & Krätzig, Markus, 2008. "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers 2008-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Winschel, Viktor & Krätzig, Markus, 2008. "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers 2008-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Myšičková, Alena, 2008. "Numerics of implied binomial trees," SFB 649 Discussion Papers 2008-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008. "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers 2008-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Jeleskovic, Vahidin, 2008. "Modelling high-frequency volatility and liquidity using multiplicative error models," SFB 649 Discussion Papers 2008-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Frahm, Gabriel & Memmel, Christoph, 2008. "Dominating estimators for the global minimum variance portfolio," Discussion Papers in Econometrics and Statistics 2/08, University of Cologne, Institute of Econometrics and Statistics.
    • Frahm, Gabriel & Memmel, Christoph, 2009. "Dominating estimators for the global minimum variance portfolio," Discussion Paper Series 2: Banking and Financial Studies 2009,01, Deutsche Bundesbank.
  • Oberndorfer, Ulrich, 2008. "Returns and Volatility of Eurozone Energy Stocks," ZEW Discussion Papers 08-017, ZEW - Leibniz Centre for European Economic Research.
  • Oberndorfer, Ulrich, 2008. "EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry," ZEW Discussion Papers 08-059, ZEW - Leibniz Centre for European Economic Research.
  • Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016. "Nonparametric Instrumental Variable Estimation in Practice," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 153-177, January.
    • Cohen, Michael & Shaw, Philip & Chen, Tao, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Research Reports 149936, University of Connecticut, Food Marketing Policy Center.
    • Michael Cohen & Philip Shaw & Tao Chen, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Food Marketing Policy Center Research Reports 111, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.

  2007

  • Ren, Yu & Shimotsu, Katsumi, 2009. "Improvement in finite sample properties of the Hansen-Jagannathan distance test," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 483-506, June.
    • Yu Ren & Katsumi Shimotsu, 2007. "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper 1126, Economics Department, Queen's University.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2007. "Nonparametric Identification And Estimation Of Multivariate Mixtures," Working Paper 1153, Economics Department, Queen's University.
  • George Kapetanios & Zacharias Psaradakis, 2007. "Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence," Working Papers 587, Queen Mary University of London, School of Economics and Finance.
  • George Kapetanios & Andrew P. Blake, 2007. "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers 588, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary University of London, School of Economics and Finance.
  • George Kapetanios & Zacharias Psaradakis, 2007. "Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence," Working Papers 587, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Zacharias Psaradakis, 2007. "Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence," Working Papers 587, Queen Mary University of London, School of Economics and Finance.
  • George Kapetanios & Andrew P. Blake, 2007. "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers 588, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Andrew P. Blake, 2007. "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers 588, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary University of London, School of Economics and Finance.
    • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary University of London, School of Economics and Finance.
  • Christopher A. Sims, 2007. "Thinking about instrumental variables (in Russian)," Quantile, Quantile, issue 2, pages 83-94, March.
  • Radu Lupu & Iulia Lupu, 2007. "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 10(23), pages 19-28, June.
  • Gabriele Fiorentini & Enrique Sentana, 2007. "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers wp2007_0713, CEMFI.
    • Gabriele Fiorentini & Enrique Sentana, 2007. "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series 38_07, Rimini Centre for Economic Analysis.
  • Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele, 2008. "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Journal of Econometrics, Elsevier, vol. 146(1), pages 10-25, September.
    • Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana, 2007. "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Working Paper series 40_07, Rimini Centre for Economic Analysis.
  • Slutskin, Lev, 2007. "The Generalized Method of Moments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 7(3), pages 119-133.
  • Stikhova , Olga, 2007. "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 Invest," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 8(4), pages 18-26.
  • Kritski, Oleg & Ulyanova, Marina, 2007. "Assessment of Multivariate Financial Risks of a Stock Share Portfolio," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 8(4), pages 3-17.
  • Chizhova, Anna, 2007. "Econometric Estimation of Credit Rating Transition Matrices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 7(3), pages 11-26.
  • Lisok, Helen & Kritskiy, Oleg, 2007. "An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 6(2), pages 3-12.
  • Georges Dionne & Claude Fluet & Denise Desjardins, 2007. "Predicted risk perception and risk-taking behavior: The case of impaired driving," Journal of Risk and Uncertainty, Springer, vol. 35(3), pages 237-264, December.
    • Dionne, Georges & Fluet, Claude & Desjardins, Denise, 2007. "Predicted risk perception and risk-taking behavior: The case of impaired driving," Working Papers 06-4, HEC Montreal, Canada Research Chair in Risk Management.
  • Annika Frohloff, 2007. "Cost and Technical Efficiency of German Hospitals – A Stochastic Frontier Analysis," Ruhr Economic Papers 0002, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  • Qin Xiao & Gee Kwang Randolph Tan, 2007. "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Urban Studies, Urban Studies Journal Limited, vol. 44(4), pages 865-888, April.
    • Qin Xiao & Randolph Gee Kwang Tan, 2006. "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Economic Growth Centre Working Paper Series 0601, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Paul Levine & Joseph Pearlman & George Perendia, 2007. "Estimating DSGE Models under Partial Information," School of Economics Discussion Papers 1607, School of Economics, University of Surrey.
    • Paul Levine & Joseph Pearlman & George Perendia, 2007. "Estimating DSGE Models under Partial Information," CDMA Working Paper Series 200722, Centre for Dynamic Macroeconomic Analysis.
  • Patrick Richard, 2007. "GLS Bias Correction for Low Order ARMA models," Cahiers de recherche 07-19, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
  • Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
    • Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics.
  • Hans J. Skaug & Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers CoFie-01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
    • Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
    • Hans J. Skaug & Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers CoFie-01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Hans-Jürg Büttler, 2007. "An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates," Working Papers 2007-08, Swiss National Bank.
  • Frédéric Reynés & Matthieu Lemoine & Paola Veroni, 2007. "Nairu en zone heureuse," SciencePo Working papers Main hal-03459585, HAL.
    • Frédéric Reynés & Matthieu Lemoine & Paola Veroni, 2007. "Nairu en zone heureuse," Sciences Po publications info:hdl:2441/2497, Sciences Po.
    • Frédéric Reynés & Matthieu Lemoine & Paola Veroni, 2007. "Nairu en zone heureuse," Post-Print hal-03459585, HAL.
  • Aurélien GAIMON & Vincent LAPEGUE & Paola MONPERRUS-VERONI & Noé N’SEMI & Frédéric REYNÈS & Maël THEULIERE, 2007. "Does the interaction between shocks and institutions solve the OECD unemployment puzzle? a Theoretical and Empirical Appraisal," Documents de Travail de l'OFCE 2007-34, Observatoire Francais des Conjonctures Economiques (OFCE).
    • Paola MONPERRUS-VERONI & Frédéric REYNES & Aurélien GAIMON, 2008. "Does the Interaction between Shocks and Institutions Solve the OECD Unemployment Puzzle? A Theoretical and Empirical Appraisal," EcoMod2008 23800091, EcoMod.
    • Aurélien Gaimon & Vincent Lapegue & Paola Veroni & Noé N'Semi & Frédéric Reynés & Maël Theulière, 2007. "Does the interaction between shocks and institutions solve the OECD unemployment puzzle ? A theoretical and empirical appraisal," Sciences Po publications 2007-34, Sciences Po.
  • Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, vol. 33(1), pages 23-39, July.
    • Wilfling, Bernd & Trede, Mark, 2004. "Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data," HWWA Discussion Papers 267, Hamburg Institute of International Economics (HWWA).
  • Myoung-jae Lee & Pao-Li Chang, 2007. "Avoiding arbitrary exclusion restrictions using ratios of reduced-form estimates," Empirical Economics, Springer, vol. 33(2), pages 339-357, September.
  • Jonathon Ehsani & Stephen Duckett & Terri Jackson, 2007. "The incidence and cost of cardiac surgery adverse events in Australian (Victorian) hospitals 2003–2004," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 8(4), pages 339-346, December.
  • Arnaud Gloter, 2007. "Efficient estimation of drift parameters in stochastic volatility models," Finance and Stochastics, Springer, vol. 11(4), pages 495-519, October.
  • George Hall & John Rust, 2007. "The (S,s) Policy is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 515-538, March.
  • Taizhong Hu & Ying Li, 2007. "Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(3), pages 325-330, May.
  • Arvid Raknerud & Dag Rønningen & Terje Skjerpen, 2007. "A Method for Improved Capital Measurement by Combining Accounts and Firm Investment Data. A revised version," Discussion Papers 365, Statistics Norway, Research Department.
  • Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2010. "Forecasting key macroeconomic variables from a large number of predictors: a state space approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 367-387.
    • Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007. "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers 504, Statistics Norway, Research Department.
  • Paul Levine & Joseph Pearlman & George Perendia, 2007. "Estimating DSGE Models under Partial Information," School of Economics Discussion Papers 1607, School of Economics, University of Surrey.
  • Robin Johnson & W. A. Razzak & Steven Stillman, 2007. "Has New Zealand benefited from its investments in research & development?," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2425-2440.
    • Razzak, Weshah & Stillman, Steve & Johnson, Robin, 2005. "Has New Zealand benefited from its investments in research & development?," MPRA Paper 1887, University Library of Munich, Germany.
    • Robin Johnson & W A Razzak & Steve Stillman, 2005. "Has New Zealand benefited from its investments in research & development?," Development and Comp Systems 0510022, University Library of Munich, Germany.
  • Kristof De Witte & Elbert Dijkgraaf, 2007. "Mean and Bold?," Tinbergen Institute Discussion Papers 07-092/3, Tinbergen Institute.
  • Cizek, Pavel, 2008. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 687-696, June.
    • Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Other publications TiSEM 09af7c4a-65bd-4684-855b-e, Tilburg University, School of Economics and Management.
    • Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper 2007-12, Tilburg University, Center for Economic Research.
  • Jan Beirlant & John H. J. Einmahl, 2010. "Asymptotics for the Hirsch Index," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 355-364, September.
    • Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Other publications TiSEM 2670b5ef-bb04-4ce8-82b2-7, Tilburg University, School of Economics and Management.
    • Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Discussion Paper 2007-86, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Other publications TiSEM 6ee60ab8-3c01-4bd9-aa5e-7, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Discussion Paper 2007-80, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2008. "A method of moments estimator of tail dependence," Other publications TiSEM 448fd556-b3e0-4fb0-bcb7-8, Tilburg University, School of Economics and Management.
  • Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Other publications TiSEM a797e4a8-12cf-4ac5-9fae-b, Tilburg University, School of Economics and Management.
    • Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2008. "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers 2008-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research.
  • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007. "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Other publications TiSEM d4ab4393-a742-4c25-8875-c, Tilburg University, School of Economics and Management.
    • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007. "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Discussion Paper 2007-71, Tilburg University, Center for Economic Research.
  • Cizek, P., 2007. "Efficient Robust Estimation of Time-Series Regression Models," Other publications TiSEM d76eb299-a6b2-4f5a-bb9f-a, Tilburg University, School of Economics and Management.
    • Cizek, P., 2007. "Efficient Robust Estimation of Time-Series Regression Models," Discussion Paper 2007-95, Tilburg University, Center for Economic Research.
  • Cizek, P., 2007. "Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)," Other publications TiSEM e88ea267-ce68-4569-98c3-7, Tilburg University, School of Economics and Management.
    • Cizek, P., 2007. "Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)," Discussion Paper 2007-87, Tilburg University, Center for Economic Research.
  • Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Other publications TiSEM eeccf622-dd18-41d4-a2f9-b, Tilburg University, School of Economics and Management.
    • Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research.
  • Cizek, Pavel, 2008. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 687-696, June.
    • Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper 2007-12, Tilburg University, Center for Economic Research.
    • Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Other publications TiSEM 09af7c4a-65bd-4684-855b-e, Tilburg University, School of Economics and Management.
  • Jan Beirlant & John H. J. Einmahl, 2010. "Asymptotics for the Hirsch Index," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 355-364, September.
    • Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Discussion Paper 2007-86, Tilburg University, Center for Economic Research.
    • Beirlant, J. & Einmahl, J.H.J., 2007. "Asymptotics for the Hirsch Index," Other publications TiSEM 2670b5ef-bb04-4ce8-82b2-7, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Discussion Paper 2007-80, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Other publications TiSEM 6ee60ab8-3c01-4bd9-aa5e-7, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2008. "A method of moments estimator of tail dependence," Other publications TiSEM 448fd556-b3e0-4fb0-bcb7-8, Tilburg University, School of Economics and Management.
  • Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research.
    • Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2008. "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers 2008-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Other publications TiSEM a797e4a8-12cf-4ac5-9fae-b, Tilburg University, School of Economics and Management.
  • Victor Aguirregabiria, 2006. "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," 2006 Meeting Papers 169, Society for Economic Dynamics.
    • Victor Aguirregabiria, 2007. "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," Working Papers tecipa-282, University of Toronto, Department of Economics.
  • Gianni Amisano & Roberto Savona, 2007. "Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk," Working Papers 0706, University of Brescia, Department of Economics.
    • Amisano, Gianni & Savona, Roberto, 2008. "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series 881, European Central Bank.
  • Esteban Puentes & Dante Contreras & Claudia Sanhueza, 2007. "Self-Employment in Chile, long run trends and education and age structures changes," Estudios de Economia, University of Chile, Department of Economics, vol. 34(2 Year 20), pages 203-247, December.
  • Síle O'Dorchai & Robert Plasman & François Rycx, 2007. "The part‐time wage penalty in European countries: how large is it for men?," International Journal of Manpower, Emerald Group Publishing Limited, vol. 28(7), pages 571-603, October.
    • O'Dorchai, Síle & Plasman, Robert & Rycx, François, 2007. "The Part-Time Wage Penalty in European Countries: How Large Is It for Men?," IZA Discussion Papers 2591, Institute of Labor Economics (IZA).
    • Sile Padraigin O'Dorchai & Robert Plasman & François Rycx, 2007. "The part-time wage penalty in European countries: how large is it for men?," ULB Institutional Repository 2013/8555, ULB -- Universite Libre de Bruxelles.
  • J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers 0722, Department of Economics, University of Missouri, revised 15 Apr 2009.
  • Charles Bérubé & Pierre Mohnen, 2009. "Are firms that receive R&D subsidies more innovative?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(1), pages 206-225, February.
    • Charles Bérubé & Pierre Mohnen, 2009. "Are firms that receive R&D subsidies more innovative?," Canadian Journal of Economics, Canadian Economics Association, vol. 42(1), pages 206-225, February.
    • Charles Bérubé & Pierre Mohnen, 2007. "Are Firms That Received R&D Subsidies More Innovative?," CIRANO Working Papers 2007s-13, CIRANO.
    • Mohnen, Pierre & Bérubé, Charles, 2007. "Are Firms That Received R&D Subsidies More Innovative?," MERIT Working Papers 2007-015, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  • Jón Daníelsson & Francisco Peñaranda, 2011. "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, August.
    • Francisco Penaranda & Jon Danielsson, 2007. "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers dp586, Financial Markets Group.
    • Francisco Peñaranda & Jón Daníelsson, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers 1003, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2010.
    • Danielsson, Jon & Penaranda, Francisco, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," LSE Research Online Documents on Economics 24480, London School of Economics and Political Science, LSE Library.
  • Fulvio Corsi & Francesco Audrino, 2007. "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007 2007-02, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Peter Bühlmann, 2009. "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 655-670, June.
    • Francesco Audrino & Peter Bühlmann, 2007. "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007 2007-11, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
    • Audrino, Francesco & Trojani, Fabio, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
    • Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
    • Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen.
  • Frölich, Markus, 2007. "Regression Discontinuity Design with Covariates," IZA Discussion Papers 3024, Institute of Labor Economics (IZA).
    • Markus Frölich, 2007. "Regression discontinuity design with covariates," University of St. Gallen Department of Economics working paper series 2007 2007-32, Department of Economics, University of St. Gallen.
    • Markus Frölich, 2007. "Regression discontinuity design with covariates," CeMMAP working papers CWP27/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Michael Lechner, 2007. "A Note on the Relation of Weighting and Matching Estimators," University of St. Gallen Department of Economics working paper series 2007 2007-34, Department of Economics, University of St. Gallen.
  • Francesco Audrino & Dominik Colagelo, 2007. "Forecasting Implied Volatility Surfaces," University of St. Gallen Department of Economics working paper series 2007 2007-42, Department of Economics, University of St. Gallen.
  • Clarke, Judith A., 2008. "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 1-3, July.
    • Judith A. Clarke, 2007. "On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty," Econometrics Working Papers 0701, Department of Economics, University of Victoria.
  • Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria.
  • Danny Campbell & W. Hutchinson & Riccardo Scarpa, 2008. "Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 41(3), pages 401-417, November.
    • Danny Campbell & W. George Hutchinson & Riccardo Scarpa, 2007. "Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments," Working Papers in Economics 07/18, University of Waikato.
  • Gabriel DEMOMBYNES & Chris ELBERS & Jean O. LANJOUW & Peter LANJOUW, 2008. "How Good is a Map? Putting Small Area Estimation to the Test," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 116(4), pages 465-493.
    • Demombynes, Gabriel & Elbers, Chris & Lanjouw, Jean O. & Lanjouw, Peter, 2007. "How good a map ? Putting small area estimation to the test," Policy Research Working Paper Series 4155, The World Bank.
  • Anna Matas & Josep-Lluis Raymond, 2007. "Cross-section data, disequilibrium situations and estimated coefficients: evidence from car ownership demand," Working Papers XREAP2007-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Jun 2007.
  • Dittmann, I. & Maug, E.G., 2006. "Valuation Biases, Error Measures, and the Conglomerate Discount," ERIM Report Series Research in Management ERS-2006-011-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Dittmann, Ingolf & Maug, Ernst, 2007. "Valuation Biases, Error Measures, and the Conglomerate Discount," Sonderforschungsbereich 504 Publications 07-37, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    • Dittmann, Ingolf & Maug, Ernst, 2007. "Valuation biases, error measures, and the conglomerate discount [Biases and error measures : how to compare valuation methods]," Papers 07-37, Sonderforschungsbreich 504.
  • Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol, 2007. "A note on the coefficient of determination in regression models with infinite-variance variables," Discussion Paper Series 1: Economic Studies 2007,10, Deutsche Bundesbank.
  • Schmidt, Rafael & Schmieder, Christian, 2009. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
    • Schmidt, Rafael & Schmieder, Christian, 2007. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Discussion Paper Series 2: Banking and Financial Studies 2007,07, Deutsche Bundesbank.
  • Herwartz, Helmut & Golosnoy, Vasyl, 2007. "Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance," Economics Working Papers 2007-23, Christian-Albrechts-University of Kiel, Department of Economics.
  • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex‐Ante Analysis of the Character‐Based Approach," Kyklos, Wiley Blackwell, vol. 61(2), pages 189-214, May.
    • Marco Caliendo & Alexander S. Kritikos, 2006. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 0001, Gesellschaft für Arbeitsmarktaktivierung (GfA).
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach," Discussion Papers 259, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    • Marco Caliendo & Alexander S. Kritikos, 2007. "Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach," Discussion Papers of DIW Berlin 684, DIW Berlin, German Institute for Economic Research.
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," IZA Discussion Papers 2687, Institute of Labor Economics (IZA).
    • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 001, Hanseatic University, Germany, Department of Economics.
  • Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-20.
    • Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers 2007-13, Kiel Institute for the World Economy (IfW Kiel).
  • Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-20.
    • Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers 2007-13, Kiel Institute for the World Economy (IfW Kiel).
  • Frohloff, Annika, 2007. "Cost and Technical Efficiency of German Hospitals – A Stochastic Frontier Analysis," Ruhr Economic Papers 2, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2006. "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers 2006-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2007. "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers 2007-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Perederiy, Volodymyr, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers 2007-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Fitzenberger, Bernd & Wilke, Ralf, 2007. "New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work," IZA Discussion Papers 2609, Institute of Labor Economics (IZA).
    • Fitzenberger, Bernd & Wilke, Ralf A., 2007. "New insights on unemployment duration and post unemployment earnings in Germany: censored Box-Cox quantile regression at work," ZEW Discussion Papers 07-007, ZEW - Leibniz Centre for European Economic Research.
  • Alexandra Spitz-Oener, 2008. "The Returns to Pencil Use Revisited," ILR Review, Cornell University, ILR School, vol. 61(4), pages 502-517, July.
    • Spitz-Oener, Alexandra, 2007. "The Returns to Pencil Use Revisited," IZA Discussion Papers 2729, Institute of Labor Economics (IZA).
    • Spitz-Oener, Alexandra, 2007. "The Returns to Pencil Use Revisited," ZEW Discussion Papers 07-020, ZEW - Leibniz Centre for European Economic Research.
  • Todorov, Viktor & Bollerslev, Tim, 2010. "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, vol. 157(2), pages 220-235, August.
    • Viktor Todorov & Tim Bollerslev, 2007. "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers 2007-15, Department of Economics and Business Economics, Aarhus University.
  • Posch, Olaf, 2009. "Structural estimation of jump-diffusion processes in macroeconomics," Journal of Econometrics, Elsevier, vol. 153(2), pages 196-210, December.
    • Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, Department of Economics and Business Economics, Aarhus University.
  • Vetter, Mathias & Podolskij, Mark, 2006. "Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps," Technical Reports 2006,51, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Mark Podolskij & Mathias Vetter, 2007. "Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps," CREATES Research Papers 2007-27, Department of Economics and Business Economics, Aarhus University.
  • Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark, 2009. "Power variation for Gaussian processes with stationary increments," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 1845-1865, June.
    • Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2007. "Power variation for Gaussian processes with stationary increments," CREATES Research Papers 2007-42, Department of Economics and Business Economics, Aarhus University.
    • Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij & Jeannette H.C. Woerner, 2008. "Bipower variation for Gaussian processes with stationary increments," CREATES Research Papers 2008-21, Department of Economics and Business Economics, Aarhus University.
  • Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter, 2007. "Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9," CREATES Research Papers 2007-43, Department of Economics and Business Economics, Aarhus University.
  • Azomahou, Théophile & Diebolt, Claude & Mishra, Tapas, 2009. "Spatial persistence of demographic shocks and economic growth," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 98-127, March.
    • Theophile Azomahou & Claude Diebolt & Tapas Mishra, 2006. "Spatial Persistence of Demographic Shocks and Economic Growth," Post-Print hal-00279269, HAL.
    • Théophile Azomahou & Claude Diebolt & Tapas Mishra, 2007. "Spatial Persistence of Demographic Shocks and Economic Growth," Working Papers 07-04, Association Française de Cliométrie (AFC).
  • Boys, Kathryn A. & Florax, Raymond J.G.M., 2007. "Meta-Regression Estimates for CGE Models: A Case Study for Input Substitution Elasticities in Production Agriculture," Conference papers 331632, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    • Boys, Kathryn A. & Florax, Raymond J.G.M., 2007. "Meta-Regression Estimates for CGE Models: A Case Study for Input Substitution Elasticities in Production Agriculture," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9683, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Yelou, Clement & Larue, Bruno & Tran, Kien C., 2007. "Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9769, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Berbel, Julio & Mesa, Pascual, 2007. "Valoracion del agua de riego por el metodo de precios quasi-hedonicos: aplicacion al Guadalquivir," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 7(14), pages 1-18.
  • Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
    • Russell Davidson & James G. MacKinnon, 2006. "Moments of IV and JIVE Estimators," Working Papers 1085, Queen's University, Department of Economics.
    • Davidson, Russell & MacKinnon, James G., 2007. "Moments of IV and JIVE Estimators," Queen's Economics Department Working Papers 273561, Queen's University - Department of Economics.
    • Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
    • Russell Davidson & James Mackinnon, 2009. "Moments of IV and JIVE estimators," Working Papers halshs-00442692, HAL.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2007. "Nonparametric Identification and Estimation of Multivariate Mixtures," Working Papers 1153, Queen's University, Department of Economics.
    • Kasahara, Hiroyuki & Shimotsu, Katsumi, 2007. "Nonparametric Identification and Estimation of Multivariate Mixtures," Queen's Economics Department Working Papers 273629, Queen's University - Department of Economics.
  • Agostinho S. Rosa, 2007. "Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 8(2), pages 369-397.
  • Hartmut Kogelschatz, 2007. "On the Solution of Stochastic Input Output-Models," Working Papers 0447, University of Heidelberg, Department of Economics, revised Jun 2007.
  • Nedko Mintchev, 2007. "Clusters – Characteristics and Structure," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 96-125.
  • Bernhard Herz & Marco Wagner, 2007. "Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?," Working Papers 020, Bavarian Graduate Program in Economics (BGPE).
  • Marisol Rodríguez Chatruc, 2007. "Money Demand in an Open Economy: The Case of Argentina 1993-2006," BCRA Working Paper Series 200728, Central Bank of Argentina, Economic Research Department.
  • Ysusi Carla, 2007. "Multipower Variation Under Market Microstructure Effects," Working Papers 2007-13, Banco de México.
  • Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007. "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 97-109, January.
    • D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths, 2004. "Estimating and Combining National Income Distributions using Limited Data," Econometric Society 2004 Australasian Meetings 213, Econometric Society.
    • Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao, 2005. "Estimating and Combining National Income Distributions using Limited Data," Department of Economics - Working Papers Series 926, The University of Melbourne.
  • Foug re, D., 2007. "Les m thodes micro- conom triques d valuation," Working papers 166, Banque de France.
  • Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3-4), pages 613-641.
    • Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
    • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," CORE Discussion Papers RP 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
    • A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
    • Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
  • Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
    • Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
    • A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
    • A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
    • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
  • Johannes Van Biesebroeck, 2007. "Robustness Of Productivity Estimates," Journal of Industrial Economics, Wiley Blackwell, vol. 55(3), pages 529-569, September.
    • Johannes Van Biesebroeck, 2004. "Robustness of Productivity Estimates," NBER Working Papers 10303, National Bureau of Economic Research, Inc.
  • Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007. "Empirical likelihood confidence intervals for the mean of a long‐range dependent process," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 576-599, July.
    • Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005. "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP) dp-327, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2007. "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(3), pages 439-444, June.
    • Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006. "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers EM200701, Universidad de Guanajuato, Department of Economics and Finance, revised Jan 2007.
    • Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007. "Spurious Regression and Trending Variables," MPRA Paper 58775, University Library of Munich, Germany.
  • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University.
    • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.
  • Yingyao Hu & Arthur Lewbel, 2012. "Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 7(2), pages 163-192, June.
    • Yingyao Hu & Arthur Lewbel, 2007. "Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved," Boston College Working Papers in Economics 678, Boston College Department of Economics, revised 16 Jun 2009.
  • Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    • Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
  • Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
  • Fernando Caio Galdi & José Roberto Securato, 2007. "Does Idiosyncratic Risk Matter in the Brazilian Capital Market?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 5(1), pages 41-58.
  • Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers 92, Center for Policy Research, Maxwell School, Syracuse University.
    • Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers 0708, Department of Management, Information and Production Engineering, University of Bergamo.
  • Trapani, Lorenzo & Urga, Giovanni, 2010. "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 155(1), pages 1-18, March.
    • Lorenzo Trapani & Giovanni Urga, 2007. "Micro versus Macro Cointegration in Heterogeneous Panels," Working Papers 0711, Department of Management, Information and Production Engineering, University of Bergamo.
  • Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
    • Maurice Bun & Frank Windmeijer, 2007. "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers CWP08/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Maurice J.G. Bun & Frank Windmeijer, 2009. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 09-086/4, Tinbergen Institute.
    • Maurice J.G. Bun & Frank Windmeijer, 2007. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers 07/595, School of Economics, University of Bristol, UK.
  • Jean-Daniel Guigou, 2007. "Nairu en zone heureuse," Revue de l'OFCE, Presses de Sciences-Po, vol. 101(2), pages 227-234.
  • Massacci, D., 2007. "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics 0744, Faculty of Economics, University of Cambridge.
  • Theodoridis, Konstantinos, 2007. "Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison," Cardiff Economics Working Papers E2007/15, Cardiff University, Cardiff Business School, Economics Section.
  • Qaisar Abbas & James Foreman-Peck, 2008. "Human Capital and Economic Growth: Pakistan, 1960-2003," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(1), pages 1-27, Jan-Jun.
    • Abbas, Qaisar & Foreman-Peck, James, 2007. "Human Capital and Economic Growth: Pakistan, 1960-2003," Cardiff Economics Working Papers E2007/22, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2007.
  • Yoram Amiel & Frank Cowell & Wulf Gaertner, 2012. "Distributional orderings: an approach with seven flavors," Theory and Decision, Springer, vol. 73(3), pages 381-399, September.
    • Amiel, Yoram & Cowell, Frank & Gaertner, Wulf, 2007. "Distributional orderings: an approach with seven flavours," LSE Research Online Documents on Economics 3774, London School of Economics and Political Science, LSE Library.
    • Yoram Amiel & Frank A Cowell & Wulf Gaertner, 2007. "Distributional Orderings: An Approach with Seven Flavours," STICERD - Distributional Analysis Research Programme Papers 93, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Frank A. Cowell, 2008. "Income Distribution and Inequality," Chapters, in: John B. Davis & Wilfred Dolfsma (ed.), The Elgar Companion to Social Economics, chapter 13, Edward Elgar Publishing.
    • Cowell, Frank, 2007. "Income distribution and inequality," LSE Research Online Documents on Economics 3780, London School of Economics and Political Science, LSE Library.
    • Frank A Cowell, 2007. "Income Distribution and Inequality," STICERD - Distributional Analysis Research Programme Papers 94, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Peter M Robinson, 2007. "Efficient Estimation of the SemiparametricSpatial Autoregressive Model," STICERD - Econometrics Paper Series 515, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Patrick GAGLIARDINI & Olivier SCAILLET, 2017. "A Specification Test for Nonparametric Instrumental Variable Regression," Annals of Economics and Statistics, GENES, issue 128, pages 151-202.
    • Patrick Gagliardini & Olivier Scaillet, 2007. "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series 07-13, Swiss Finance Institute.
  • Gabriele Fiorentini & Enrique Sentana, 2007. "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series 38_07, Rimini Centre for Economic Analysis.
    • Gabriele Fiorentini & Enrique Sentana, 2007. "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers wp2007_0713, CEMFI.
  • Luis F. Melo & John J. León & Dagoberto Saboyá, 2007. "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," Borradores de Economia 474, Banco de la Republica de Colombia.
    • Luis Fernando Melo & John Jairo León & Dagoberto Saboya, 2007. "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," Borradores de Economia 4391, Banco de la Republica.
  • Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
    • LOMBARDI, Marco & VEREDAS, David, 2007. "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE 2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, L. & Galli, F., 2009. "Efficient importance sampling for ML estimation of SCD models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1974-1992, April.
    • Luc, BAUWENS & Fausto Galli, 2007. "Efficient importance sampling for ML estimation of SCD models," Discussion Papers (ECON - Département des Sciences Economiques) 2007032, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & GALLI, Fausto, 2009. "Efficient importance sampling for ML estimation of SCD models," LIDAM Reprints CORE 2088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS, Luc & GALLI, Fausto, 2007. "Efficient importance sampling for ML estimation of SCD models," LIDAM Discussion Papers CORE 2007053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bouezmarni, T. & Rombouts, J.V.K., 2009. "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2040-2054, April.
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée.
    • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Semiparametric multivariate density estimation for positive data using copulas," LIDAM Discussion Papers CORE 2007054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 0731, CIRPEE.
  • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche 07-10, HEC Montréal, Institut d'économie appliquée.
    • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Nonparametric density estimation for multivariate bounded data," LIDAM Discussion Papers CORE 2007065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric Density Estimation for Multivariate Bounded Data," Cahiers de recherche 0732, CIRPEE.
  • Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
    • Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
    • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
    • A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
    • Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
  • Mark Broadie & Mikhail Chernov & Michael Johannes, 2009. "Understanding Index Option Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4493-4529, November.
    • Chernov, Mikhail & Broadie, Mark & Johannes, Michael, 2007. "Understanding Index Option Returns," CEPR Discussion Papers 6239, C.E.P.R. Discussion Papers.
  • Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
    • Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
    • Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
    • Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
  • Bauwens, L. & Galli, F., 2009. "Efficient importance sampling for ML estimation of SCD models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1974-1992, April.
    • BAUWENS, Luc & GALLI, Fausto, 2007. "Efficient importance sampling for ML estimation of SCD models," LIDAM Discussion Papers CORE 2007053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS, Luc & GALLI, Fausto, 2009. "Efficient importance sampling for ML estimation of SCD models," LIDAM Reprints CORE 2088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc, BAUWENS & Fausto Galli, 2007. "Efficient importance sampling for ML estimation of SCD models," Discussion Papers (ECON - Département des Sciences Economiques) 2007032, Université catholique de Louvain, Département des Sciences Economiques.
  • Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi, 2007. "Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 21-31, May.
  • Khan, Shakeeb & Lewbel, Arthur, 2007. "Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models," Econometric Theory, Cambridge University Press, vol. 23(2), pages 309-347, April.
    • Shakeeb Khan & Arthur Lewbel, 2002. "Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models," Boston College Working Papers in Economics 525, Boston College Department of Economics, revised 04 Sep 2006.
  • Linton, Oliver & Xiao, Zhijie, 2007. "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 23(3), pages 371-413, June.
    • Linton, Oliver Bruce & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers 2001,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Oliver Linton & Zhijie Xiao, 2001. "A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form," STICERD - Econometrics Paper Series 419, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Linton, Oliver & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," LSE Research Online Documents on Economics 2120, London School of Economics and Political Science, LSE Library.
  • Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2007. "On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1217-1232, December.
    • Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "On rank estimation in symmetric matrices: the case of indefinite matrix estimators," FEP Working Papers 167, Universidade do Porto, Faculdade de Economia do Porto.
  • Serletis, Apostolos & Shahmoradi, Asghar, 2007. "A Note On Imposing Local Curvature In Generalized Leontief Models," Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 290-294, April.
    • Apostolos Serletis & Asghar Shahmoradi, 2005. "A Note on Imposing Local Curvature in Generalized Leontief Models," GE, Growth, Math methods 0509005, University Library of Munich, Germany.
    • Apostolos Serletis & Asghar Shahmoradi, 2005. "A Note on Imposing Local Curvature on Generalized Leontief Models," Econometrics 0509020, University Library of Munich, Germany.
  • Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers 1612, Cowles Foundation for Research in Economics, Yale University, revised Jul 2010.
  • Heiko Peters, 2007. "Lohnungleichheit innerhalb und zwischen Bevölkerungsgruppen in Deutschland und den USA," SOEPpapers on Multidisciplinary Panel Data Research 36, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex‐Ante Analysis of the Character‐Based Approach," Kyklos, Wiley Blackwell, vol. 61(2), pages 189-214, May.
    • Marco Caliendo & Alexander S. Kritikos, 2006. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 0001, Gesellschaft für Arbeitsmarktaktivierung (GfA).
    • Marco Caliendo & Alexander S. Kritikos, 2007. "Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach," Discussion Papers of DIW Berlin 684, DIW Berlin, German Institute for Economic Research.
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," IZA Discussion Papers 2687, Institute of Labor Economics (IZA).
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach," Discussion Papers 259, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 001, Hanseatic University, Germany, Department of Economics.
  • Saaed, A.A.J., 2007. "Inflation and Economic Growth in Kuwait: 1985-2005. Evidence from Co-Integration and Error Correction Model," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1).
  • Razzak, W.A., 2007. "Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2).
  • W A Razzak, 2007. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(1), pages 77-102.
    • Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007.
  • Faheem Jehangir Khan & Yaser Javed, 2007. "Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan," PIDE-Working Papers 2007:30, Pakistan Institute of Development Economics.
    • Faheem Jehangir Khan & Yaser Javed, 2007. "Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan," Development Economics Working Papers 22203, East Asian Bureau of Economic Research.
  • Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics.
    • Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  • Sánchez Muñoz, Carlos & Israël, Jean-Marc, 2007. "Towards harmonised balance of payments and international investment position statistics - the experience of the European compilers," Occasional Paper Series 67, European Central Bank.
  • Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007. "Development and Validation of Credit-Scoring Models," Working Papers 07-12, Cornell University, Center for Analytic Economics.
  • Victor Aguirregabiria & Pedro Mira, 2007. "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, vol. 75(1), pages 1-53, January.
    • Victor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Industrial Organization 0406006, University Library of Munich, Germany.
    • Víctor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Working Papers wp2004_0413, CEMFI.
  • Susanne M Schennach, 2007. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometrica, Econometric Society, vol. 75(1), pages 201-239, January.
    • Susanne M. Schennach, 2004. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometric Society 2004 North American Summer Meetings 602, Econometric Society.
  • Arthur Lewbel, 2007. "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, vol. 75(2), pages 537-551, March.
    • Arthur Lewbel, 2003. "Estimation of Average Treatment Effects With Misclassification," Boston College Working Papers in Economics 556, Boston College Department of Economics, revised 04 Sep 2006.
    • Arthur Lewbel, 2004. "Estimation of Average Treatment Effects With Misclassification," Econometric Society 2004 North American Winter Meetings 210, Econometric Society.
  • Joel L. Horowitz & Sokbae Lee, 2007. "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, vol. 75(4), pages 1191-1208, July.
    • Joel L. Horowitz & Sokbae (Simon) Lee, 2006. "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers CWP09/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Laura Mayoral, 2007. "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 124-148, March.
    • Laura Mayoral, 2006. "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Economics Working Papers 959, Department of Economics and Business, Universitat Pompeu Fabra.
  • Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
    • James G. MacKinnon & Russell Davidson, 2006. "Moments Of Iv And Jive Estimators," Working Paper 1085, Economics Department, Queen's University.
    • Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
    • Russell Davidson & James Mackinnon, 2009. "Moments of IV and JIVE estimators," Working Papers halshs-00442692, HAL.
  • Haldrup, Niels & Nielsen, Morten Orregaard, 2007. "Estimation of fractional integration in the presence of data noise," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3100-3114, March.
    • Haldrup, Niels & Nielsen, Morten Oe., "undated". "Estimation of Fractional Integration in the Presence of Data Noise," Economics Working Papers 2003-10, Department of Economics and Business Economics, Aarhus University.
  • Kiviet, Jan F. & Niemczyk, Jerzy, 2007. "The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3296-3318, April.
    • Jan F. Kiviet & Jerzy Niemczyk, 2006. "The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations," Tinbergen Institute Discussion Papers 06-078/4, Tinbergen Institute.
  • Fuertes, Ana-Maria & Kalotychou, Elena, 2007. "On sovereign credit migration: A study of alternative estimators and rating dynamics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3448-3469, April.
    • Elena Kalotychou & Ana-Maria Fuertes, 2006. "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006 509, Society for Computational Economics.
  • Ruge-Murcia, Francisco J., 2007. "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2599-2636, August.
    • Ruge-Murcia, Francisco J., 2002. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series qt4fc8x822, Department of Economics, UC San Diego.
    • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
    • Francisco J. Ruge-Murcia, 2004. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers 83, Society for Economic Dynamics.
  • Muller-Furstenberger, Georg & Wagner, Martin, 2007. "Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems," Ecological Economics, Elsevier, vol. 62(3-4), pages 648-660, May.
    • Müller-Fürstenberger, Georg & Wagner, Martin, 2006. "Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems," Economics Series 183, Institute for Advanced Studies.
  • McCausland, William J., 2007. "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
    • McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
    • McCAUSLAND, William J., 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Chao, John & Swanson, Norman R., 2007. "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.
    • John Chao & Norman Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction," Departmental Working Papers 200315, Rutgers University, Department of Economics.
    • John Chao & Norman R. Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.
    • John C. Chao & Norman Rasmus Swanson, 2004. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction," Yale School of Management Working Papers ysm375, Yale School of Management.
  • Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 138(2), pages 430-460, June.
    • Richard Smith, 2005. "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers CWP14/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Frolich, Markus, 2007. "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, vol. 139(1), pages 35-75, July.
    • Markus Froelich, 2002. "Nonparametric IV estimation of local average treatment effects with covariates," University of St. Gallen Department of Economics working paper series 2002 2002-19, Department of Economics, University of St. Gallen.
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  • Hagmann, M. & Scaillet, O., 2007. "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, vol. 141(1), pages 213-249, November.
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  • Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
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    • Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers 05/04, Institute for Fiscal Studies.
  • Seo, Myung Hwan & Linton, Oliver, 2007. "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 704-735, December.
    • Linton, Oliver & Seo, Myunghwan, 2005. "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics 4434, London School of Economics and Political Science, LSE Library.
  • Lewbel, Arthur, 2007. "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
    • Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
  • Eickmeier, Sandra, 2007. "Business cycle transmission from the US to Germany--A structural factor approach," European Economic Review, Elsevier, vol. 51(3), pages 521-551, April.
    • Eickmeier, Sandra, 2004. "Business Cycle Transmission from the US to Germany: a Structural Factor Approach," Discussion Paper Series 1: Economic Studies 2004,12, Deutsche Bundesbank.
  • Ravenna, Federico, 2007. "Vector autoregressions and reduced form representations of DSGE models," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2048-2064, October.
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  • Lief Brandes & Egon Franck, 2007. "Who Made Who – An Empirical Analysis of Competitive Balance in European Soccer Leagues," Eastern Economic Journal, Eastern Economic Association, vol. 33(3), pages 379-403, Summer.
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  • Robinson, Peter M., 2007. "Efficient estimation of the semiparametric spatial autoregressive model," LSE Research Online Documents on Economics 4535, London School of Economics and Political Science, LSE Library.
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    • O'Dorchai, Síle & Plasman, Robert & Rycx, François, 2007. "The Part-Time Wage Penalty in European Countries: How Large Is It for Men?," IZA Discussion Papers 2591, Institute of Labor Economics (IZA).
  • Síle O'Dorchai & Robert Plasman & François Rycx, 2007. "The part‐time wage penalty in European countries: how large is it for men?," International Journal of Manpower, Emerald Group Publishing Limited, vol. 28(7), pages 571-603, October.
    • Sile Padraigin O'Dorchai & Robert Plasman & François Rycx, 2007. "The part-time wage penalty in European countries: how large is it for men?," ULB Institutional Repository 2013/8555, ULB -- Universite Libre de Bruxelles.
    • O'Dorchai, Síle & Plasman, Robert & Rycx, François, 2007. "The Part-Time Wage Penalty in European Countries: How Large Is It for Men?," IZA Discussion Papers 2591, Institute of Labor Economics (IZA).
  • Síle O'Dorchai & Robert Plasman & François Rycx, 2007. "The part-time wage penalty in European countries: how large is it for men?," International Journal of Manpower, Emerald Group Publishing, vol. 28(7), pages 571-603, November.
  • William A. Barnett & Ikuyasu Usui, 2007. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, in: Functional Structure Inference, pages 107-127, Emerald Group Publishing Limited.
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    • Barnett, William A. & Usui, Ikuyasu, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper 410, University Library of Munich, Germany.
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  • Ratto Marco & Roeger Werner & Veld Jan, 2006. "Fiscal Policy in an estimated open-economy model for the EURO area," Computing in Economics and Finance 2006 43, Society for Computational Economics.
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  • Karl H. Schlag, 2007. "How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing," Economics Working Papers ECO2007/04, European University Institute.
  • Aurélien GAIMON & Vincent LAPEGUE & Paola MONPERRUS-VERONI & Noé N’SEMI & Frédéric REYNÈS & Maël THEULIERE, 2007. "Does the interaction between shocks and institutions solve the OECD unemployment puzzle? a Theoretical and Empirical Appraisal," Documents de Travail de l'OFCE 2007-34, Observatoire Francais des Conjonctures Economiques (OFCE).
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  • Jón Daníelsson & Francisco Peñaranda, 2011. "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, August.
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    • Danielsson, Jon & Penaranda, Francisco, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," LSE Research Online Documents on Economics 24480, London School of Economics and Political Science, LSE Library.
  • Bart De Ketelbutter & Ludovic Dobbelaere & Filip Vanhorebeek, 2007. "Working Paper 10-07 - Foreign trade in Modtrim," Working Papers 0710, Federal Planning Bureau, Belgium.
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  • Luciano Nakabashi & Marcio José Vargas da Cruz & Fábio Dória Scatolin, 2007. "Efeitos do câmbio e juros sobre as exportações da indústria brasileira," Working Papers 0055, Universidade Federal do Paraná, Department of Economics.
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  • Ventosa-Santaulària, Daniel, 2007. "Spurious Instrumental Variables," MPRA Paper 58779, University Library of Munich, Germany.
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  • Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
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    • Dominique Guegan & Lanouar Charfeddine, 2015. "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Post-Print halshs-00645841, HAL.
    • Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Post-Print halshs-00188309, HAL.
    • Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188309, HAL.
    • Dominique Guegan & Lanouar Charfeddine, 2015. "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00645841, HAL.
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  • Katayama, Naoya, 2007. "Seasonally and Fractionally Differenced Time Series," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 48(1), pages 25-55, June.
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    • Wolf Dieter Heinbach & Markus Spindler, 2007. "To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 294/2007, Department of Economics, University of Hohenheim, Germany.
  • Hiroaki Chigira & Tsunemasa Shiba, 2007. "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Hi-Stat Discussion Paper Series d07-221, Institute of Economic Research, Hitotsubashi University.
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  • Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt, 2006. "Estimation with the Nested Logit Model: Specifications and Software Particularities," SFB 649 Discussion Papers SFB649DP2006-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt, 2007. "Estimation with the Nested Logit Model: Specifications and Software Particularities," SFB 649 Discussion Papers SFB649DP2007-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Volodymyr Perederiy, 2007. "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.
    • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University.
  • Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas, 2007. "A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access," IAB-Discussion Paper 200711, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Wolff, Joachim & Jozwiak, Eva, 2007. "Does short-term training activate means-tested unemployment benefit recipients in Germany?," IAB-Discussion Paper 200729, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Hohmeyer, Katrin & Wolff, Joachim, 2007. "A fistful of Euros: Does One-Euro-Job participation lead means-tested benefit recipients into regular jobs and out of unemployment benefit II receipt?," IAB-Discussion Paper 200732, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Wolf Dieter Heinbach & Markus Spindler, 2007. "To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 294/2007, Department of Economics, University of Hohenheim, Germany.
    • Wolf Dieter Heinbach & Markus Spindler, 2007. "To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions," IAW Discussion Papers 36, Institut für Angewandte Wirtschaftsforschung (IAW).
  • Francis Vitek, 2007. "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," The IUP Journal of Financial Economics, IUP Publications, vol. 0(4), pages 31-56, December.
    • Vitek, Francis, 2007. "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," MPRA Paper 2945, University Library of Munich, Germany.
  • Ñopo, Hugo, 2008. "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, vol. 100(2), pages 292-296, August.
    • Hugo Ñopo, 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications 4532, Inter-American Development Bank, Research Department.
    • Ñopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers) 1959, Inter-American Development Bank.
    • Nopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IZA Discussion Papers 2921, Institute of Labor Economics (IZA).
  • Ñopo, Hugo, 2008. "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, vol. 100(2), pages 292-296, August.
    • Hugo Ñopo, 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications 4532, Inter-American Development Bank, Research Department.
    • Hugo R. Ñopo, 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers) 6850, Inter-American Development Bank.
    • Nopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IZA Discussion Papers 2921, Institute for the Study of Labor (IZA).
  • Ñopo, Hugo, 2008. "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, vol. 100(2), pages 292-296, August.
    • Ñopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers) 1959, Inter-American Development Bank.
    • Hugo Ñopo, 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications 4532, Inter-American Development Bank, Research Department.
    • Nopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IZA Discussion Papers 2921, Institute of Labor Economics (IZA).
  • Bouezmarni, T. & Rombouts, J.V.K., 2009. "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2040-2054, April.
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 0731, CIRPEE.
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée.
    • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Semiparametric multivariate density estimation for positive data using copulas," LIDAM Discussion Papers CORE 2007054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Nonparametric density estimation for multivariate bounded data," LIDAM Discussion Papers CORE 2007065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche 07-10, HEC Montréal, Institut d'économie appliquée.
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric Density Estimation for Multivariate Bounded Data," Cahiers de recherche 0732, CIRPEE.
  • Carlos Gamero Burón, 2007. "Satisfacción laboral y tipo de contrato en España," Investigaciones Economicas, Fundación SEPI, vol. 31(3), pages 415-444, September.
  • Verónica Herrero & Mónica Bocco, 2007. "Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 45(2), pages 95-124, Diciembre.
  • Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
    • Maurice J.G. Bun & Frank Windmeijer, 2007. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers 07/595, School of Economics, University of Bristol, UK.
    • Maurice Bun & Frank Windmeijer, 2007. "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers CWP08/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Maurice J.G. Bun & Frank Windmeijer, 2009. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 09-086/4, Tinbergen Institute.
  • Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
    • Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007. "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Departmental Working Papers 201111, Rutgers University, Department of Economics.
    • Hausman & Newey & Woutersen & Chao & Swanson, 2009. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics.
  • Frölich, Markus, 2007. "Regression Discontinuity Design with Covariates," IZA Discussion Papers 3024, Institute of Labor Economics (IZA).
    • Markus Frölich, 2007. "Regression discontinuity design with covariates," CeMMAP working papers CWP27/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Markus Frölich, 2007. "Regression discontinuity design with covariates," University of St. Gallen Department of Economics working paper series 2007 2007-32, Department of Economics, University of St. Gallen.
  • Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(2), pages 469-500, April.
    • Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics.
    • Walter Beckert & Daniel McFadden, 2007. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP28/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Walter Beckert & Daniel McFadden, 2005. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP06/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
    • Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Markus Frölich & Blaise Melly, 2013. "Unconditional Quantile Treatment Effects Under Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 346-357, July.
    • Markus Frölich & Blaise Melly, 2007. "Unconditional quantile treatment effects under endogeneity," CeMMAP working papers CWP32/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Frölich, Markus & Melly, Blaise, 2008. "Unconditional Quantile Treatment Effects under Endogeneity," IZA Discussion Papers 3288, Institute of Labor Economics (IZA).
  • Anup Kumar Bhandari & Pradip Maiti, 2007. "Efficiency of Indian Manufacturing Firms: Textile Industry as a Case Study," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(1), pages 71-88, April.
  • Norlida Hanim Salleh, 2007. "An Ardl Model Of Tourism Demand For Malaysia," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 15(1), pages 65-92, June.
  • M.N. Siddiqi, 2007. "Shariah,Economics And The Progress Of Islamic Finance: The Role Of Shariah Experts," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 15(1), pages 93-114, June.
  • Roberta De Santis & Claudio Vicarelli, 2007. "The “deeper” and the “wider” EU strategies of trade integration.An empirical evaluation of EU Common Commercial Policy effects," ISAE Working Papers 79, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Hulya KAKICI & Asst. Prof. Hamdi EMEC & Prof.Dr.Senay UCDOGRUK, 2007. "Turkiye'de Calisan Kadinlarin Cocuk Bakim Tercihleri," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 5(1), pages 20-40, May.
  • Síle O'Dorchai & Robert Plasman & François Rycx, 2007. "The part‐time wage penalty in European countries: how large is it for men?," International Journal of Manpower, Emerald Group Publishing Limited, vol. 28(7), pages 571-603, October.
    • Sile Padraigin O'Dorchai & Robert Plasman & François Rycx, 2007. "The part-time wage penalty in European countries: how large is it for men?," ULB Institutional Repository 2013/8555, ULB -- Universite Libre de Bruxelles.
    • O'Dorchai, Síle & Plasman, Robert & Rycx, François, 2007. "The Part-Time Wage Penalty in European Countries: How Large Is It for Men?," IZA Discussion Papers 2591, Institute of Labor Economics (IZA).
  • Fitzenberger, Bernd & Wilke, Ralf A., 2007. "New insights on unemployment duration and post unemployment earnings in Germany: censored Box-Cox quantile regression at work," ZEW Discussion Papers 07-007, ZEW - Leibniz Centre for European Economic Research.
    • Fitzenberger, Bernd & Wilke, Ralf, 2007. "New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work," IZA Discussion Papers 2609, Institute of Labor Economics (IZA).
  • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex‐Ante Analysis of the Character‐Based Approach," Kyklos, Wiley Blackwell, vol. 61(2), pages 189-214, May.
    • Marco Caliendo & Alexander S. Kritikos, 2006. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 0001, Gesellschaft für Arbeitsmarktaktivierung (GfA).
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," IZA Discussion Papers 2687, Institute of Labor Economics (IZA).
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach," Discussion Papers 259, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    • Marco Caliendo & Alexander S. Kritikos, 2007. "Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach," Discussion Papers of DIW Berlin 684, DIW Berlin, German Institute for Economic Research.
    • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 001, Hanseatic University, Germany, Department of Economics.
  • Atanas Christev & Allen Featherstone, 2009. "A note on Allen-Uzawa partial elasticities of substitution: the case of the translog cost function," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1165-1169.
    • Atanas Christev & Allen Featherstone, 2005. "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," Working Papers E03, Department of Economics, School of Management and Languages, Heriot Watt University.
    • Christev, Atanas & Featherstone, Allen, 2007. "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," IZA Discussion Papers 2712, Institute of Labor Economics (IZA).
  • Alexandra Spitz-Oener, 2008. "The Returns to Pencil Use Revisited," ILR Review, Cornell University, ILR School, vol. 61(4), pages 502-517, July.
    • Spitz-Oener, Alexandra, 2007. "The Returns to Pencil Use Revisited," ZEW Discussion Papers 07-020, ZEW - Leibniz Centre for European Economic Research.
    • Spitz-Oener, Alexandra, 2007. "The Returns to Pencil Use Revisited," IZA Discussion Papers 2729, Institute of Labor Economics (IZA).
  • Markus Frölich, 2007. "Regression discontinuity design with covariates," University of St. Gallen Department of Economics working paper series 2007 2007-32, Department of Economics, University of St. Gallen.
    • Frölich, Markus, 2007. "Regression Discontinuity Design with Covariates," IZA Discussion Papers 3024, Institute of Labor Economics (IZA).
    • Markus Frölich, 2007. "Regression discontinuity design with covariates," CeMMAP working papers CWP27/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Wiji Arulampalam & Mark B. Stewart, 2009. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 659-681, October.
    • Arulampalam, Wiji & Stewart, Mark, 2007. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," IZA Discussion Papers 3039, Institute of Labor Economics (IZA).
    • Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Economic Research Papers 269896, University of Warwick - Department of Economics.
    • Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS) 884, University of Warwick, Department of Economics.
  • Jose C. Galdo & Jeffrey Smith & Dan Black, 2008. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," Annals of Economics and Statistics, GENES, issue 91-92, pages 189-216.
    • Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A., 2007. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," IZA Discussion Papers 3095, Institute of Labor Economics (IZA).
  • Angel Calderon-Madrid & Alexandru Voicu, 2011. "The NAFTA tide: Lifting the larger and better boats," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(4), pages 467-505.
    • Calderón-Madrid, Angel & Voicu, Alexandru, 2007. "The NAFTA Tide: Lifting the Larger and Better Boats," IZA Discussion Papers 3207, Institute of Labor Economics (IZA).
  • Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou, 2007. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 641-656.
    • Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series n1480105, Department of Economics, National University of Ireland - Maynooth.
  • Ito, Seiro, 2007. "Bounding ATE with ITT," IDE Discussion Papers 106, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  • Yingyao Hu & Arthur Lewbel, 2007. "Identifying the Returns to Lying When the Truth is Unobserved," Economics Working Paper Archive 540, The Johns Hopkins University,Department of Economics.
    • Yingyao Hu & Arthur Lewbel, 2008. "Identifying the returns to lying when the truth is unobserved," CeMMAP working papers CWP06/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Francesco Audrino & Robert Fernholz & Roberto Ferretti, 2007. "A Forecasting Model for Stock Market Diversity," Annals of Finance, Springer, vol. 3(2), pages 213-240, March.
  • Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 333-354, May.
    • Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan, 2006. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," CFS Working Paper Series 2006/24, Center for Financial Studies (CFS).
  • Steven Farber & Antonio Páez, 2007. "A systematic investigation of cross-validation in GWR model estimation: empirical analysis and Monte Carlo simulations," Journal of Geographical Systems, Springer, vol. 9(4), pages 371-396, December.
  • Mike Smet, 2007. "Measuring performance in the presence of stochastic demand for hospital services: an analysis of Belgian general care hospitals," Journal of Productivity Analysis, Springer, vol. 27(1), pages 13-29, February.
  • Cinzia Daraio & Léopold Simar, 2007. "Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach," Journal of Productivity Analysis, Springer, vol. 28(1), pages 13-32, October.
    • Cinzia Daraio & Leopold Simar, 2005. "Conditional Nonparametric Frontier Models for Convex and Non Convex Technologies: a Unifying Approach," LEM Papers Series 2005/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Léopold Simar, 2007. "How to improve the performances of DEA/FDH estimators in the presence of noise?," Journal of Productivity Analysis, Springer, vol. 28(3), pages 183-201, December.
    • Simar, Léopold, 2003. "How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?," SFB 373 Discussion Papers 2003,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Georges Dionne & Claude Fluet & Denise Desjardins, 2007. "Predicted risk perception and risk-taking behavior: The case of impaired driving," Journal of Risk and Uncertainty, Springer, vol. 35(3), pages 237-264, December.
    • Dionne, Georges & Fluet, Claude & Desjardins, Denise, 2007. "Predicted risk perception and risk-taking behavior: The case of impaired driving," Working Papers 06-4, HEC Montreal, Canada Research Chair in Risk Management.
  • Duncan Fong & Wayne DeSarbo, 2007. "A Bayesian methodology for simultaneously detecting and estimating regime change points and variable selection in multiple regression models for marketing research," Quantitative Marketing and Economics (QME), Springer, vol. 5(4), pages 427-453, December.
  • Ilke Van Beveren, 2012. "Total Factor Productivity Estimation: A Practical Review," Journal of Economic Surveys, Wiley Blackwell, vol. 26(1), pages 98-128, February.
    • Ilke Van Beveren, 2007. "Total factor productivity estimation: A practical review," LICOS Discussion Papers 18207, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  • Bouezmarni, T. & Rombouts, J.V.K., 2009. "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2040-2054, April.
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée.
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 0731, CIRPEE.
    • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Semiparametric multivariate density estimation for positive data using copulas," LIDAM Discussion Papers CORE 2007054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007. "Nonparametric density estimation for multivariate bounded data," LIDAM Discussion Papers CORE 2007065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric Density Estimation for Multivariate Bounded Data," Cahiers de recherche 0732, CIRPEE.
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche 07-10, HEC Montréal, Institut d'économie appliquée.
  • Alain Guay & Florian Pelgrin, 2007. "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche 0747, CIRPEE.
  • Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009. "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, vol. 149(1), pages 82-99, April.
    • Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University.
  • Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers 0708, Department of Management, Information and Production Engineering, University of Bergamo.
    • Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers 92, Center for Policy Research, Maxwell School, Syracuse University.
  • Dennis Philip & Chihwa Kao & Giovanni Urga, 2007. "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers 96, Center for Policy Research, Maxwell School, Syracuse University.
  • Huang, Hongming & Kao, Chihwa & Urga, Giovanni, 2008. "Copula-based tests for cross-sectional independence in panel models," Economics Letters, Elsevier, vol. 100(2), pages 224-228, August.
    • Hong-Ming Huang & Chihwa Kao & Giovanni Urga, 2007. "Copula-Based Tests for Cross-Sectional Independence in Panel Models," Center for Policy Research Working Papers 99, Center for Policy Research, Maxwell School, Syracuse University.
  • Zhu, Dongming & Zinde-Walsh, Victoria, 2009. "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January.
    • ZHU, Dongming & ZINDE-WALSH, Victoria, 2007. "Properties and Estimation of Asymmetric Exponential Power Distribution," Cahiers de recherche 13-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics.
  • Lonnie Magee, 2007. "Ordinary Least Squares Bias and Bias Corrections for iid Samples," Social and Economic Dimensions of an Aging Population Research Papers 207, McMaster University.
    • Lonnie Magee, 2007. "Ordinary Least Squares Bias and Bias Corrections for iid Samples," Quantitative Studies in Economics and Population Research Reports 419, McMaster University.
  • Lonnie Magee, 2007. "Ordinary Least Squares Bias and Bias Corrections for iid Samples," Quantitative Studies in Economics and Population Research Reports 419, McMaster University.
    • Lonnie Magee, 2007. "Ordinary Least Squares Bias and Bias Corrections for iid Samples," Social and Economic Dimensions of an Aging Population Research Papers 207, McMaster University.
  • Chan Tze-Haw & Ahmad Zubaidi Baharumshah & Evan Lau, 2007. "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," Capital Markets Review, Malaysian Finance Association, vol. 15(1&2), pages 53-71.
    • Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan, 2005. "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," MPRA Paper 2021, University Library of Munich, Germany, revised Feb 2007.
  • Manuel S. Santos, 2007. "Consistency Properties of a Simulation-Base Estimator for Dynamic Processes," Working Papers 0613, University of Miami, Department of Economics.
    • Manuel S. Santos, 2010. "Consistency properties of a simulation-based estimator for dynamic processes," Papers 1001.2173, arXiv.org.
    • Manuel Santos, 2007. "Consistency Properties of a Simulation-Based Estimator for Dynamic Processes," Working Papers 0705, University of Miami, Department of Economics.
  • Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007. "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006 151, Money Macro and Finance Research Group.
  • Razzak, Weshah, 2005. "Explaining the gaps in labour productivity in some developed countries," MPRA Paper 1888, University Library of Munich, Germany, revised May 2006.
    • Weshah Razzak, 2007. "Explaining the gaps in labour productivity in some developed countries," Money Macro and Finance (MMF) Research Group Conference 2006 30, Money Macro and Finance Research Group.
  • Arnab Bhattacharjee & Christoph Thoenissen, 2007. "Money and Monetary Policy in DSGE Models," Money Macro and Finance (MMF) Research Group Conference 2006 78, Money Macro and Finance Research Group.
  • Davide Ferrari & Sandra Paterlini, 2009. "The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance," Methodology and Computing in Applied Probability, Springer, vol. 11(1), pages 3-19, March.
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0003, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Department of Economics 555, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent) 001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Davide Ferrari & Sandra Paterlini, 2009. "The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance," Methodology and Computing in Applied Probability, Springer, vol. 11(1), pages 3-19, March.
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0003, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent) 001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Department of Economics 555, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  • Davide Ferrari & Sandra Paterlini, 2009. "The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance," Methodology and Computing in Applied Probability, Springer, vol. 11(1), pages 3-19, March.
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Department of Economics 555, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0003, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent) 001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Department of Economics 555, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07071, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    • Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent) 001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Post-Print halshs-00188309, HAL.
    • Dominique Guegan & Lanouar Charfeddine, 2015. "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Post-Print halshs-00645841, HAL.
    • Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Documents de travail du Centre d'Economie de la Sorbonne b07061, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188309, HAL.
    • Dominique Guegan & Lanouar Charfeddine, 2015. "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00645841, HAL.
  • Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007. "Semiparametric estimation of the dependence parameter of the error terms in multivariate regression," Monash Econometrics and Business Statistics Working Papers 1/07, Monash University, Department of Econometrics and Business Statistics.
  • Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009. "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, vol. 25(1), pages 146-166.
    • George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007.
  • Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007. "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers 4/07, Monash University, Department of Econometrics and Business Statistics.
  • Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007. "Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models," Monash Econometrics and Business Statistics Working Papers 8/07, Monash University, Department of Econometrics and Business Statistics.
  • McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007. "A New Approach to Drawing States in State Space Models," Cahiers de recherche 07-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007. "A New Approach to Drawing States in State Space Models," Cahiers de recherche 2007-06, Universite de Montreal, Departement de sciences economiques.
    • William J. McCausland & Shirley Miller & Denis Pelletier, 2007. "A New Approach to Drawing States in State Space Models," Working Paper Series 014, North Carolina State University, Department of Economics, revised Aug 2007.
  • William J. McCausland & Shirley Miller & Denis Pelletier, 2007. "A New Approach to Drawing States in State Space Models," Working Paper Series 014, North Carolina State University, Department of Economics, revised Aug 2007.
    • McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007. "A New Approach to Drawing States in State Space Models," Cahiers de recherche 07-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007. "A New Approach to Drawing States in State Space Models," Cahiers de recherche 2007-06, Universite de Montreal, Departement de sciences economiques.
  • Zhu, Dongming & Zinde-Walsh, Victoria, 2009. "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January.
    • Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics.
    • ZHU, Dongming & ZINDE-WALSH, Victoria, 2007. "Properties and Estimation of Asymmetric Exponential Power Distribution," Cahiers de recherche 13-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Susanne Rassouli-Currier, 2007. "The Choice of Estimation Method and Its Effect on Efficiency Measurement in Public Education: Stochastic Frontier Regression vs. Data Envelopment Analysis," Journal of Economic Insight, Missouri Valley Economic Association, vol. 33(1), pages 53-72.
  • Qin Xiao & Weihong Huang, 2007. "Risk and Predictability of Singapore’s Direct Residential Real Estate Market," Economic Growth Centre Working Paper Series 0702, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 441-467.
    • West,K.D. & Wong,K.-F. & Anatolyev,S., 2001. "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers 20, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers 0338, National Bureau of Economic Research, Inc.
    • Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers 13134, National Bureau of Economic Research, Inc.
  • Xavier Gabaix & Rustam Ibragimov, 2011. "Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 24-39, January.
    • Xavier Gabaix & Rustam Ibragimov, 2007. "Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents," NBER Technical Working Papers 0342, National Bureau of Economic Research, Inc.
  • Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375.
    • Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
    • Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.
  • Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 441-467.
    • West,K.D. & Wong,K.-F. & Anatolyev,S., 2001. "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers 20, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers 13134, National Bureau of Economic Research, Inc.
    • Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers 0338, National Bureau of Economic Research, Inc.
  • Liran Einav & Amy Finkelstein & Paul Schrimpf, 2007. "The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market," NBER Working Papers 13228, National Bureau of Economic Research, Inc.
  • McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007. "A New Approach to Drawing States in State Space Models," Cahiers de recherche 07-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • William J. McCausland & Shirley Miller & Denis Pelletier, 2007. "A New Approach to Drawing States in State Space Models," Working Paper Series 014, North Carolina State University, Department of Economics, revised Aug 2007.
    • McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007. "A New Approach to Drawing States in State Space Models," Cahiers de recherche 2007-06, Universite de Montreal, Departement de sciences economiques.
  • Ricardo Ribeiro & João Vareda, 2007. "Crowding Out or Complementarity in the Telecommunications Market?," Working Papers 07-33, NET Institute, revised Sep 2007.
  • Almudena Sevilla Sanz & Jose Ignacio GImenez Nadal, 2007. "A Note on Leisure Inequality in the US: 1965-2003," Economics Series Working Papers 374, University of Oxford, Department of Economics.
  • Muhammad Arshad Khan & Ayaz Ahmed, 2007. "Foreign Aid-Blessing or Curse: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(3), pages 215-240.
  • Faheem Jehangir Khan & Yaser Javed, 2007. "Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan," Development Economics Working Papers 22203, East Asian Bureau of Economic Research.
    • Faheem Jehangir Khan & Yaser Javed, 2007. "Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan," PIDE-Working Papers 2007:30, Pakistan Institute of Development Economics.
  • Idrovo Aguirre, Byron, 2007. "¿Son las escuelas particulares subvencionadas mejores que las municipales? Estimación de la ecuación de logro escolar para Chile [Are the subsidized particular schools better than the public school," MPRA Paper 10665, University Library of Munich, Germany.
  • Selim, Tarek, 2007. "On Efficient Utilization of Egypt's Energy Resources: Oil and Natural Gas," MPRA Paper 119506, University Library of Munich, Germany.
  • Sveshnikov, Sergey & Bocharnikov, Victor, 2007. "Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno," MPRA Paper 17351, University Library of Munich, Germany.
  • Bocharnikov, Victor & Sveshnikov, Sergey, 2007. "Algorithm of arithmetical operations with fuzzy numerical data," MPRA Paper 17353, University Library of Munich, Germany.
  • Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M., 2007. "Параллельное Программирование В Matlab М Его Приложения [Parallel programming in MATLAB and its applications]," MPRA Paper 17796, University Library of Munich, Germany.
  • Scorbureanu, Alexandrina Ioana, 2007. "The competitive advantage in The Middle East. An empirical approach," MPRA Paper 17965, University Library of Munich, Germany.
  • Idrovo Aguirre, Byron, 2007. "SEIA: Una mirada alternativa de la inversión [A new economic indicator]," MPRA Paper 19367, University Library of Munich, Germany, revised 24 Dec 2007.
  • Wittenberg, Martin, 2007. "Testing for a common latent variable in a linear regression," MPRA Paper 2550, University Library of Munich, Germany.
  • Lahiani, Amine & Yousfi, Ouidad, 2007. "Modèls Garch à la mémoire longue: application aux taux de change tunisiens [GARCH models : evidence from Tunisian Exchange market]," MPRA Paper 28702, University Library of Munich, Germany, revised 2008.
  • Vitek, Francis, 2007. "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," MPRA Paper 2945, University Library of Munich, Germany.
  • B. Bhaskara Rao, 2010. "Deterministic and stochastic trends in the time series models: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, vol. 42(17), pages 2193-2202.
    • Rao, B. Bhaskara, 2007. "Deterministic and stochastic trends in the time series models: A guide for the applied economist," MPRA Paper 3580, University Library of Munich, Germany.
  • Dramani, Latif & Laye, Oumy, 2007. "Estimation of the Equilibrium Interest Rate: Case of CFA zone," MPRA Paper 3610, University Library of Munich, Germany.
  • Zoltan, Varsanyi, 2007. "Reconsidering the logit: the risk of individual names," MPRA Paper 3658, University Library of Munich, Germany.
  • Albu, Lucian-Liviu, 2007. "A model to estimate informal economy at regional level: Theoretical and empirical investigation," MPRA Paper 3760, University Library of Munich, Germany.
    • Lucian-Liviu ALBU, 2010. "A Model to Estimate Informal Economy at Regional Level: Theoretical and Empirical Investigation," Regional and Urban Modeling 284100002, EcoMod.
  • Guido, Cataife, 2007. "The pronouncements of paranoid politicians," MPRA Paper 4473, University Library of Munich, Germany.
  • Mishra, SK, 2007. "Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves," MPRA Paper 4634, University Library of Munich, Germany.
  • Mishra, SK, 2007. "A note on least squares fitting of signal waveforms," MPRA Paper 4705, University Library of Munich, Germany.
  • Sudhanshu Mishra, 2007. "Least squares estimation of joint production functions by the differential evolution method of global optimization," Economics Bulletin, AccessEcon, vol. 3(51), pages 1-13.
    • Mishra, SK, 2007. "Least squares estimation of joint production functions by the Differential Evolution method of global optimization," MPRA Paper 4813, University Library of Munich, Germany.
  • Perez, Marcos & Ahn, Seung Chan, 2007. "GMM Estimation of the Number of Latent Factors," MPRA Paper 4862, University Library of Munich, Germany.
  • Pötscher, Benedikt M. & Leeb, Hannes, 2009. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2065-2082, October.
    • Pötscher, Benedikt M. & Leeb, Hannes, 2007. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper 5615, University Library of Munich, Germany.
  • Konstantinos Kalogeropoulos & Petros Dellaportas & Gareth O. Roberts, 2007. "Likelihood-based inference for correlated diffusions," Papers 0711.1595, arXiv.org.
    • Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007. "Likelihood-based inference for correlated diffusions," MPRA Paper 5696, University Library of Munich, Germany.
  • Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas, 2007. "Inference for stochastic volatility models using time change transformations," Papers 0711.1594, arXiv.org.
    • Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2010. "Inference for stochastic volatility models using time change transformations," LSE Research Online Documents on Economics 31421, London School of Economics and Political Science, LSE Library.
    • Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2007. "Inference for stochastic volatility model using time change transformations," MPRA Paper 5697, University Library of Munich, Germany.
  • Shahateet, Mohammed & Al-Tayyeb, Saud, 2007. "Regional consumption inequalities in Jordan: Empirical study," MPRA Paper 57400, University Library of Munich, Germany.
  • Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2007. "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(3), pages 439-444, June.
    • Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006. "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers EM200701, Universidad de Guanajuato, Department of Economics and Finance, revised Jan 2007.
    • Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007. "Spurious Regression and Trending Variables," MPRA Paper 58775, University Library of Munich, Germany.
  • Daniel Ventosa-Santaularia, 2007. "Spurious Instrumental Variables," Department of Economics and Finance Working Papers EM200704, Universidad de Guanajuato, Department of Economics and Finance, revised Mar 2009.
    • Ventosa-Santaulària, Daniel, 2008. "Spurious Instrumental Variables," MPRA Paper 59005, University Library of Munich, Germany.
    • Ventosa-Santaulària, Daniel, 2007. "Spurious Instrumental Variables," MPRA Paper 58779, University Library of Munich, Germany.
  • Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob, 2007. "Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation?," MPRA Paper 6106, University Library of Munich, Germany, revised 2007.
  • Weshah Razzak, "undated". "In the Middle of the Heat The GCC Countries Between Rising Oil Prices and the Sliding Greenback," API-Working Paper Series 0801, Arab Planning Institute - Kuwait, Information Center.
    • Razzak, W A, 2007. "In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback," MPRA Paper 6591, University Library of Munich, Germany.
  • Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan, 2007. "Tendencies in the Romania's Regional Economic Development during the Period 1991-2004," MPRA Paper 6886, University Library of Munich, Germany.
  • Andrei, Tudorel & Teodorescu, Daniel & Iacob, Andreea Iluzia E. S. & Stancu, Stelian, 2007. "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," MPRA Paper 6889, University Library of Munich, Germany.
  • Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany.
  • Derbel, Hatem & Abdelkafi, Rami & Chkir, Ali, 2007. "Impact du commerce extérieur sur la productivité au sein des secteurs en Tunisie : cas de l’industrie manufacturière [Impact of foreign trade on productivity within sectors in Tunisia: the case of ," MPRA Paper 8533, University Library of Munich, Germany, revised Oct 2007.

  2006

  • Gilbert, Scott & Zemcík, Petr, 2006. "Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 925-945, April.
    • Scott Gilbert & Petr Zemcik, 2004. "Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example," CERGE-EI Working Papers wp223, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Robinson, P.M. & Vidal Sanz, J., 2006. "Modified Whittle estimation of multilateral models on a lattice," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1090-1120, May.
    • Robinson, Peter M. & Vidal Sanz, J., 2005. "Modified whittle estimation of multilateral models on a lattice," LSE Research Online Documents on Economics 4545, London School of Economics and Political Science, LSE Library.
    • Peter M Robinson & J Vidal Sanz, 2005. "Modified Whittle Estimation of Multilateral Models on a Lattice," STICERD - Econometrics Paper Series 492, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Martin Fukac & Adrian Pagan, 2006. "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers 2006/6, Czech National Bank.
    • Martin Fukac & Adrian Pagan, 2006. "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers 2006-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Rajagopal, 2006. "Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market," Marketing Working Papers 2006-02-MKT, Tecnológico de Monterrey, Campus Ciudad de México.
  • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2007.
    • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers 946, Economic Growth Center, Yale University.
    • Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers 28395, Yale University, Economic Growth Center.
    • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2006.
  • Frank A Cowell, 2006. "Inequality: Measurement," STICERD - Distributional Analysis Research Programme Papers 86, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Cowell, Frank, 2006. "Inequality: measurement," LSE Research Online Documents on Economics 2686, London School of Economics and Political Science, LSE Library.
  • Yoram Amiel & Frank Cowell & Wulf Gaertner, 2009. "To be or not to be involved: a questionnaire-experimental view on Harsanyi’s utilitarian ethics," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 32(2), pages 299-316, February.
    • Yoram Amiel & Frank A Cowell & Wulf Gaertner, 2006. "To Be or not To Be Involved:A Questionnaire-Experimental View on Harsanyi’sUtilitarian Ethics," STICERD - Distributional Analysis Research Programme Papers 85, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Amiel, Yoram & Cowell, Frank & Gaertner, W, 2006. "To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics," LSE Research Online Documents on Economics 2687, London School of Economics and Political Science, LSE Library.
  • Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2010. "Identification and nonparametric estimation of a transformed additively separable model," Journal of Econometrics, Elsevier, vol. 156(2), pages 392-407, June.
    • David Jacho-Chavez & Arthur Lewbel & Oliver Linton, 2006. "Identification and Nonparametric Estimation of a Transformed Additively Separable Model," Boston College Working Papers in Economics 652, Boston College Department of Economics, revised 26 Nov 2008.
    • Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2006. "Identification and nonparametric estimation of a transformed additively separable model," LSE Research Online Documents on Economics 4416, London School of Economics and Political Science, LSE Library.
  • Nicolai, Robin P. & Dekker, Rommert & van Noortwijk, Jan M., 2007. "A comparison of models for measurable deterioration: An application to coatings on steel structures," Reliability Engineering and System Safety, Elsevier, vol. 92(12), pages 1635-1650.
    • Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M., 2006. "A comparison of models for measurable deterioration: an application to coating on steel structures," Econometric Institute Research Papers EI 2006-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Dittmann, I. & Maug, E.G., 2006. "Valuation Biases, Error Measures, and the Conglomerate Discount," ERIM Report Series Research in Management ERS-2006-011-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Dittmann, Ingolf & Maug, Ernst, 2007. "Valuation biases, error measures, and the conglomerate discount [Biases and error measures : how to compare valuation methods]," Papers 07-37, Sonderforschungsbreich 504.
    • Dittmann, Ingolf & Maug, Ernst, 2007. "Valuation Biases, Error Measures, and the Conglomerate Discount," Sonderforschungsbereich 504 Publications 07-37, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  • Jorge H. del Castillo-Spíndola, 2006. "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(2), pages 275-297.
  • Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006. "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 15-34.
  • Emil STAVREV, 2006. "Driving Forces of Inflation in New EU Countries (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 246-257, May.
  • WANG Jiangui & DING Shouhai, 2006. "A re-estimation of China¡¯s agricultural surplus labor ¡ª¡ª the demonstration and modification of three prevalent methods," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 1(2), pages 171-181, June.
  • Gasparino, Ugo & del Corpo, Barbara & Pinelli, Dino, 2006. "Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators," Knowledge, Technology, Human Capital Working Papers 12074, Fondazione Eni Enrico Mattei (FEEM).
    • Ugo Gasparino & Barbara Del Corpo & Dino Pinelli, 2006. "Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators," Working Papers 2006.49, Fondazione Eni Enrico Mattei.
  • Michael George, 2006. "A Microeconomic Model for Achieving and Sustaining Supernormal Returns," Working Papers 0602, Institute of Business Entropy.
  • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex‐Ante Analysis of the Character‐Based Approach," Kyklos, Wiley Blackwell, vol. 61(2), pages 189-214, May.
    • Marco Caliendo & Alexander S. Kritikos, 2006. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 0001, Gesellschaft für Arbeitsmarktaktivierung (GfA).
    • Marco Caliendo & Alexander S. Kritikos, 2007. "Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach," Discussion Papers of DIW Berlin 684, DIW Berlin, German Institute for Economic Research.
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," IZA Discussion Papers 2687, Institute of Labor Economics (IZA).
    • Caliendo, Marco & Kritikos, Alexander S., 2007. "Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach," Discussion Papers 259, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    • Marco Caliendo & Alexander S. Kritikos, 2008. "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers 001, Hanseatic University, Germany, Department of Economics.
  • Gauri Khanna, 2006. "Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis," IHEID Working Papers 15-2006, Economics Section, The Graduate Institute of International Studies.
  • Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2007. "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(3), pages 439-444, June.
    • Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006. "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers EM200701, Universidad de Guanajuato, Department of Economics and Finance, revised Jan 2007.
    • Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007. "Spurious Regression and Trending Variables," MPRA Paper 58775, University Library of Munich, Germany.
  • Azomahou, Théophile & Diebolt, Claude & Mishra, Tapas, 2009. "Spatial persistence of demographic shocks and economic growth," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 98-127, March.
    • Theophile Azomahou & Claude Diebolt & Tapas Mishra, 2006. "Spatial Persistence of Demographic Shocks and Economic Growth," Post-Print hal-00279269, HAL.
    • Théophile Azomahou & Claude Diebolt & Tapas Mishra, 2007. "Spatial Persistence of Demographic Shocks and Economic Growth," Working Papers 07-04, Association Française de Cliométrie (AFC).
  • Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B., 2006. "Volatility comovement: a multifrequency approach," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 179-215.
    • Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson, 2004. "Volatility Comovement: A Multifrequency Approach," NBER Technical Working Papers 0300, National Bureau of Economic Research, Inc.
    • Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson, 2006. "Volatility Comovement: a multifrequency approach," Post-Print hal-00459667, HAL.
  • Serge Rey, 2006. "Effective Exchange Rate Volatility And Mena Countries Exports To The Eu," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 31(2), pages 23-54, December.
    • Serge Rey, 2006. "Effective Exchange rate Volatility and MENA countries’ exports to EU," Post-Print hal-01885316, HAL.
  • Matthieu Lemoine, 2006. "Annex A5 : A model of the stochastic convergence between euro area business cycles," Working Papers hal-00972793, HAL.
    • Matthieu Lemoine, 2006. "Annex A5 : A model of the stochastic convergence between euro area business cycles," SciencePo Working papers Main hal-00972793, HAL.
  • Matthieu Lemoine, 2006. "Annex A5 : A model of the stochastic convergence between euro area business cycles," SciencePo Working papers Main hal-00972793, HAL.
    • Matthieu Lemoine, 2006. "Annex A5 : A model of the stochastic convergence between euro area business cycles," Working Papers hal-00972793, HAL.
  • Akay, Alpaslan & Tsakas, Elias, 2006. "Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure," Working Papers in Economics 239, University of Gothenburg, Department of Economics.
  • Jönsson, Kristian, 2006. "Finite-Sample Stability of the KPSS Test," Working Papers 2006:23, Lund University, Department of Economics.
  • Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2006. "An empirically based implementation and evaluation of a network model for commuting flows," Discussion Papers 2006/4, Norwegian School of Economics, Department of Business and Management Science.
  • Ängsved, Marianne, 2006. "Estimating the finite population total under frame imperfections and nonresponse," Working Papers 2006:4, Örebro University, School of Business.
  • Tångdahl, Sara, 2006. "On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations," Working Papers 2006:5, Örebro University, School of Business.
  • Quoreshi, Shahiduzzaman, 2006. "LongMemory, Count Data, Time Series Modelling for Financial Application," Umeå Economic Studies 673, Umeå University, Department of Economics.
  • Quoreshi, A.M.M. Shahiduzzaman, 2008. "A vector integer-valued moving average model for high frequency financial count data," Economics Letters, Elsevier, vol. 101(3), pages 258-261, December.
    • Quoreshi, Shahiduzzaman, 2006. "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," Umeå Economic Studies 674, Umeå University, Department of Economics.
  • Quoreshi, Shahiduzzaman, 2006. "Time Series Modelling Of High Frequency Stock Transaction Data," Umeå Economic Studies 675, Umeå University, Department of Economics.
  • Alkhamisi, Mahdi A. & Shukur, Ghazi, 2006. "A Monte Carlo Study of Recent Ridge Parameters," CAFO Working Papers 2006:1, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
  • Sugita, Katsuhiro & 杉田, 勝弘, 2006. "Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks," Discussion Papers 2006-15, Graduate School of Economics, Hitotsubashi University.
  • Hayakawa, Kazuhiko & Kurozumi, Eiji, 2008. "The role of “leads” in the dynamic OLS estimation of cointegrating regression models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 555-560.
    • Kazuhiko Hayakawa & Eiji Kurozumi, 2006. "The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models," Hi-Stat Discussion Paper Series d06-194, Institute of Economic Research, Hitotsubashi University.
  • Kurozumi, Eiji & Hayakawa, Kazuhiko, 2009. "Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors," Journal of Econometrics, Elsevier, vol. 149(2), pages 118-135, April.
    • Eiji Kurozumi & Kazuhiko Hayakawa, 2006. "Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors," Hi-Stat Discussion Paper Series d06-197, Institute of Economic Research, Hitotsubashi University.
  • Kai Detlefsen & Wolfgang Härdle, 2006. "Calibration Risk for Exotic Options," SFB 649 Discussion Papers SFB649DP2006-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Trenkler, Carsten, 2009. "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 25(1), pages 243-269, February.
    • Carsten Trenkler, 2006. "Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," SFB 649 Discussion Papers SFB649DP2006-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt, 2006. "Estimation with the Nested Logit Model: Specifications and Software Particularities," SFB 649 Discussion Papers SFB649DP2006-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt, 2007. "Estimation with the Nested Logit Model: Specifications and Software Particularities," SFB 649 Discussion Papers SFB649DP2007-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2009. "Time Dependent Relative Risk Aversion," Contributions to Economics, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth (ed.), Risk Assessment, pages 15-46, Springer.
    • Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2006. "Time Dependent Relative Risk Aversion," SFB 649 Discussion Papers SFB649DP2006-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Denis Belomestny & Vladimir Spokoiny, 2006. "Spatial aggregation of local likelihood estimates with applications to classification," SFB 649 Discussion Papers SFB649DP2006-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Grigori Milstein & John Schoenmakers & Vladimir Spokoiny, 2006. "Forward and reverse representations for Markov chains," SFB 649 Discussion Papers SFB649DP2006-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Zdenek Hlavka & Michal Pesta, 2006. "Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing," SFB 649 Discussion Papers SFB649DP2006-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Volker Krätschmer, 2006. "The Uniqueness of Extremum Estimation," SFB 649 Discussion Papers SFB649DP2006-080, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Binder, Jan & Schwengler, Barbara, 2006. "Korrekturverfahren zur Berechnung der Einkommen über der Beitragsbemessungsgrenze," IAB-Discussion Paper 200604, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • H. Bulut & G. Moschini, 2009. "US universities' net returns from patenting and licensing: a quantile regression analysis," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 18(2), pages 123-137.
    • Harun Bulut & GianCarlo Moschini, 2006. "U.S. Universities' Net Returns from Patenting and Licensing: A Quantile Regression Analysis," Center for Agricultural and Rural Development (CARD) Publications 06-wp432, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    • Bulut, H. & Moschini, Giancarlo, 2009. "US universities’ net returns from patenting and licensing: a quantile regression analysis," ISU General Staff Papers 200901010800001452, Iowa State University, Department of Economics.
  • Chong, Alberto E. & Galdo, José, 2006. "Training Quality and Earnings: The Effects of Competition on the Provision of Public-Sponsored Training Programs," IDB Publications (Working Papers) 3297, Inter-American Development Bank.
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    • Klaus Abberger, 2010. "ifo Konjunkturtest Juni 2010 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(12), pages 69-71, 06.
    • Klaus Abberger, 2008. "ifo Konjunkturtest Juli 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(14), pages 46-48, 07.
    • Klaus Abberger, 2008. "ifo Konjunkturtest Juni 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(12), pages 61-63, 06.
    • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(23), pages 53-61, December.
    • Klaus Abberger, 2008. "ifo Konjunkturtest Juli 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(14), pages 46-48, 07.
    • Klaus Abberger, 2008. "ifo Konjunkturtest Juni 2008 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(12), pages 61-63, 06.
    • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(10), pages 44-53, 05.
    • Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(16), pages 35-42, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
    • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
    • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
    • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
    • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
    • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
    • Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
    • Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "What drives U.S. immigration policy? Evidence from congressional roll call votes," Journal of Public Economics, Elsevier, vol. 95(7), pages 734-743.
    • Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
    • Artjoms Ivlevs & Jaime De Melo, 2010. "FDI, the Brain Drain and Trade: Channels and Evidence," Annals of Economics and Statistics, GENES, issue 97-98, pages 103-121.
    • Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
    • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
    • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
    • Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
    • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
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    • Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc.
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    • Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
    • Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
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    • Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
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    • António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
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    • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
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    • Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February.
    • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
    • Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
    • Pierpaolo Benigno & Michael Woodford, 2003. "Optimal monetary and fiscal policy: a linear-quadratic approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
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    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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    • Anthony J. Venables, 2006. "Shifts in economic geography and their causes," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 15-39.
    • Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P. Tsomocos, 2002. "Procyclicality and the New Basel Accord: banks' choice of loan rating system," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
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    • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    • Richard Freeman & John Van Reenen, 2009. "What if Congress Doubled R&D Spending on the Physical Sciences?," NBER Chapters, in: Innovation Policy and the Economy, Volume 9, pages 1-38 National Bureau of Economic Research, Inc.
    • Richard Perkins & Eric Neumayer, 2010. "Geographic variations in the early diffusion of corporate voluntary standards: comparing ISO 14001 and the Global Compact," Environment and Planning A, Pion Ltd, London, vol. 42(2), pages 347-365, February.
    • Richard B. Freeman, 2007. "When Workers Share in Profits: Effort and Responses to Shirking," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 9-36, November-.
    • Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India," Economic History Review, Economic History Society, vol. 64(s1), pages 8-38, February.
    • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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    • Nancy Holman & Gabriel M Ahlfeldt, 2015. "No escape? The coordination problem in heritage preservation," Environment and Planning A, Pion Ltd, London, vol. 47(1), pages 172-187, January.
    • Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "The Great Reversal in the Demand for Skill and Cognitive Tasks," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc.
    • Giuseppe Moscarini & Fabien Postel-Vinay, 2013. "Did the Job Ladder Fail after the Great Recession?," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 55-93 National Bureau of Economic Research, Inc.
    • Nuno Ferreira da Cruz & Pedro Simões & Rui Cunha Marques, 2013. "The hurdles of local governments with PPP contracts in the waste sector," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 31(2), pages 292-307, April.
    • Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
    • Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
    • Heike Hennig-Schmidt & Bettina Rockenbach & Abdolkarim Sadrieh, 2010. "In Search Of Workers' Real Effort Reciprocity-A Field and a Laboratory Experiment," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 817-837, 06.
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    • Georgy Idrisov & Yuri Bobylev & Arseny Mamedov & Olga Morgunova & Mikhail Khromov & Sergey Tsukhlo & Olesia Rasenko, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
    • Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
    • Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
    • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
    • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
    • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
    • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
    • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
    • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
    • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
    • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
    • Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
    • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
    • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
    • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
    • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
    • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
    • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
    • Alexandra Bozhechkova & Alexander Knobel & Georgy Idrisov & Yuri Ponomarev & Sergey Tsukhlo & Pavel Trunin & Sergey Sudakov & Alexandra Burdyak & Elena Grishina, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
    • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
    • Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
    • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
    • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Econo
    • Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Subsampling realised kernels," Journal of Econometrics, Elsevier, vol. 160(1), pages 204-219, January.
      • Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," OFRC Working Papers Series 2006fe06, Oxford Financial Research Centre.
      • Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde, 2006. "Subsampling realised kernels," Economics Series Working Papers 278, University of Oxford, Department of Economics.
      • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," Economics Papers 2006-W10, Economics Group, Nuffield College, University of Oxford.
    • Sule Alan & Orazio Attanasio & Martin Browning, 2009. "Estimating Euler equations with noisy data: two exact GMM estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 309-324, March.
      • Sule Alan & Orazio Attanasio & Martin Browning, 2005. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," CAM Working Papers 2005-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
      • Martin Browning & Sule Alan & Orazio Attanasio, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
    • Lorna E. Amrinto & Hector O. Zapata, 2006. "A semiparametric assessment of export-led growth in the Philippines," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 43(2), pages 1-22, December.
    • Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors," RePAd Working Paper Series UQO-DSA-wp132006, Département des sciences administratives, UQO.
    • Alain Coen & Francois-Éric Racicot, 2006. "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series UQO-DSA-wp142006, Département des sciences administratives, UQO.
    • Gomez-Sorzano, Gustavo, 2006. "Decomposing violence: terrorist murder in the twentieth century in the U.S," MPRA Paper 1145, University Library of Munich, Germany, revised 11 Nov 2006.
    • Henningsen, Arne & Hamann, Jeff, 2006. "systemfit: A Package to Estimate Simultaneous Equation Systems in R," MPRA Paper 1421, University Library of Munich, Germany.
    • Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N, 2006. "Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria," MPRA Paper 17362, University Library of Munich, Germany.
    • Okoye, B.C & Asumugha, G.N & Okezie, C.A & Tanko, L & Onyenweaku, C.E, 2006. "Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006," MPRA Paper 17460, University Library of Munich, Germany.
    • Tsionas, Efthymios & Kumbhakar, Subal, 2006. "Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach," MPRA Paper 20173, University Library of Munich, Germany.
    • Breiding, Torsten, 2006. "Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit [The unemployment insurance in Germany - does it cause or does it help to overcome unemploymen," MPRA Paper 20999, University Library of Munich, Germany.
    • Pandey, Krishan & Tikkiwal, G.C., 2006. "Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme," MPRA Paper 22783, University Library of Munich, Germany.
    • Herrera Gómez, Marcos, 2006. "Efecto de la Competencia de la Educación Privada sobre la Calidad de la Educación Pública [Effect of Private Education Competition on the Quality of Public Education]," MPRA Paper 30772, University Library of Munich, Germany.
    • Wang, Hung-Jen, 2006. "Stochastic frontier models," MPRA Paper 31079, University Library of Munich, Germany.
    • Mynbaev, Kairat & Ullah, Aman, 2006. "A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model," MPRA Paper 3318, University Library of Munich, Germany.
    • Sowell, Fallaw, 2006. "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper 3356, University Library of Munich, Germany, revised May 2007.
    • Larrain, Felipe & Parro, Francisco, 2006. "Do Exchange Rate Regimes Matter? Evidence for Developing Countries," MPRA Paper 36718, University Library of Munich, Germany.
    • Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo, 2006. "Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005) [Methodology Handbook - Informal Sector in Mozambique - First National Survey (INFOR - 2004)]," MPRA Paper 3703, University Library of Munich, Germany.
    • Albu, Lucian-Liviu, 2006. "A dynamic model to estimate the long-run trends in potential GDP," MPRA Paper 3708, University Library of Munich, Germany.
    • Barnett, William A. & Duzhak, Evgeniya Aleksandrovna, 2008. "Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3817-3825.
      • William Barnett & Evgeniya Aleksandrovna Duzhak, 2006. "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200608, University of Kansas, Department of Economics.
      • Barnett, William A. & Duzhak, Evgeniya, 2006. "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper 402, University Library of Munich, Germany.
      • Barnett, William A. & Duzhak, Evgeniya A., 2007. "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper 6005, University Library of Munich, Germany.
    • William A. Barnett & Ikuyasu Usui, 2007. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, in: Functional Structure Inference, pages 107-127, Emerald Group Publishing Limited.
      • William Barnett & Ikuyasu Usui, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200609, University of Kansas, Department of Economics.
      • Barnett, William A. & Usui, Ikuyasu, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper 410, University Library of Munich, Germany.
    • Mishra, SK, 2006. "Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization," MPRA Paper 465, University Library of Munich, Germany.
    • Razzak, Weshah, 2006. "Explaining the gaps in labour productivity for some developed countries," MPRA Paper 53, University Library of Munich, Germany.
    • Shahateet, Mohammed, 2006. "How Serious is Regional Economic Inequality in Jordan? Evidence from Two National Household Surveys," MPRA Paper 57118, University Library of Munich, Germany.
    • Ugurlu, Erginbay, 2006. "Real Exchange Rate And Economic Growth: Turkey," MPRA Paper 60343, University Library of Munich, Germany, revised 2009.
    • Pötscher, Benedikt M., 2006. "The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation," MPRA Paper 73, University Library of Munich, Germany, revised Jul 2006.
    • Olenev, Nicholas, 2006. "Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-У," MPRA Paper 7821, University Library of Munich, Germany.
    • Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.
    • Vitek, Francis, 2006. "Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 800, University Library of Munich, Germany.
    • Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
    • Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
    • Miloslav Vošvrda, 2006. "Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(3), pages 231-242.
    • Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
      • Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper 1063, Economics Department, Queen's University.
    • Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
      • Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
      • James G. MacKinnon & Russell Davidson, 2006. "Moments Of Iv And Jive Estimators," Working Paper 1085, Economics Department, Queen's University.
      • Russell Davidson & James Mackinnon, 2009. "Moments of IV and JIVE estimators," Working Papers halshs-00442692, HAL.
    • Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," University of Western Ontario, Departmental Research Report Series 20065, University of Western Ontario, Department of Economics.
      • Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices," Working Paper 1092, Economics Department, Queen's University.
    • Katsumi Shimotsu, 2006. "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper 1101, Economics Department, Queen's University.
    • Kruiniger, Hugo, 2009. "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1348-1391, October.
      • Hugo Kruiniger, 2006. "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers 560, Queen Mary University of London, School of Economics and Finance.
    • Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011. "Panels with non-stationary multifactor error structures," Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.
      • Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge.
      • G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010. "Panels with nonstationary multifactor error structures," Post-Print hal-00768190, HAL.
      • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
      • Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
      • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo.
    • Kruiniger, Hugo, 2013. "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
      • Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary University of London, School of Economics and Finance.
    • Kruiniger, Hugo, 2009. "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1348-1391, October.
      • Hugo Kruiniger, 2006. "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers 560, Queen Mary University of London, School of Economics and Finance.
      • Hugo Kruiniger, 2006. "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers 560, Queen Mary University of London, School of Economics and Finance.
    • Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011. "Panels with non-stationary multifactor error structures," Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.
      • Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge.
      • G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010. "Panels with nonstationary multifactor error structures," Post-Print hal-00768190, HAL.
      • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
      • Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
      • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo.
      • George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
    • Kruiniger, Hugo, 2013. "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
      • Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary University of London, School of Economics and Finance.
      • Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary University of London, School of Economics and Finance.
    • Carol Alexander & Andreas Kaeck, 2006. "Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices," ICMA Centre Discussion Papers in Finance icma-dp2006-08, Henley Business School, University of Reading.
    • Alberto Bisin & Andrea Moro & Giorgio Topa, 2006. "The Empirical Content of Models with Multiple Equilibria," 2006 Meeting Papers 660, Society for Economic Dynamics.
    • Amil Petrin & Kenneth Train, 2006. "Control Function Corrections for Unobserved Factors in Differentiated Product Models," 2006 Meeting Papers 856, Society for Economic Dynamics.
    • Sen Dong, 2006. "Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage," 2006 Meeting Papers 875, Society for Economic Dynamics.
    • Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006. "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche 0635, CIRPEE.
      • Chakroun, Oussama & Dionne, Georges & Dugas-Sampara, Amélie, 2006. "Empirical evaluation of investor rationality in the asset allocation puzzle," Working Papers 06-11, HEC Montreal, Canada Research Chair in Risk Management.
    • Fic, Tatiana & Saqib, Omar Farooq, 2006. "Political Instability and the August 1998 Ruble Crisis," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 21, pages 764-783.
      • Tatiana Fic & Omar F. Saqib, 2006. "Political Instability and the August 1998 Ruble Crisis," Discussion Papers of DIW Berlin 626, DIW Berlin, German Institute for Economic Research.
    • Rodríguez-Vález, Jorge, 2006. "Productivity and returns to infrastructure using maximum entropy estimation," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 8, pages 123-139.
    • Stefanescu, Poliana & Stefanescu, Stefan, 2006. "An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 47-57, June.
    • Calogero Guccio & Giacomo Pignataro & Ilde Rizzo, 2006. "Efficiency of Procurement Procedures for Medical Devices," Rivista di Politica Economica, SIPI Spa, vol. 96(1), pages 135-158, January-F.
    • Thomas Bauer & Mathias Sinning, 2006. "An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models," RWI Discussion Papers 0049, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
    • Sadia Bader, 2006. "Determining Import Intensity of Exports for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 2, pages 363-381..
    • Safdar Ullah Khan, 2006. "Macro Determinants of Total Factor Productivity in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 2, pages 383-401..
    • Safdar Ullah Khan, 2006. "Macro Determeinants of Total Factor Productivity in Pakistan," SBP Working Paper Series 10, State Bank of Pakistan, Research Department.
    • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise," Econometrica, Econometric Society, vol. 76(6), pages 1481-1536, November.
      • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers 2006-W03, Economics Group, Nuffield College, University of Oxford.
      • Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," OFRC Working Papers Series 2006fe05, Oxford Financial Research Centre.
    • Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011. "Subsampling realised kernels," Journal of Econometrics, Elsevier, vol. 160(1), pages 204-219, January.
      • Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde, 2006. "Subsampling realised kernels," Economics Series Working Papers 278, University of Oxford, Department of Economics.
      • Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," OFRC Working Papers Series 2006fe06, Oxford Financial Research Centre.
      • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," Economics Papers 2006-W10, Economics Group, Nuffield College, University of Oxford.
    • Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006. "Spurious Regression and Econometric Trends," Working Papers 2006-05, Banco de México.
      • Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato, 2006. "Spurious regression and econometric trends," Computing in Economics and Finance 2006 151, Society for Computational Economics.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2006. "Structural Estimation and Evaluation of Calvo-Style Inflation Models," Computing in Economics and Finance 2006 161, Society for Computational Economics.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
      • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
      • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
      • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
      • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
      • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    • Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December.
      • Josu Arteche, 2006. "Semiparametric estimation in perturbed long memory series," Computing in Economics and Finance 2006 22, Society for Computational Economics.
    • Tino Berger & Gerdie Everaert, 2006. "Re-examining the Structural and the Persistence Approach," Computing in Economics and Finance 2006 226, Society for Computational Economics.
    • Romulo A. Chumacero, 2006. "The Econometrics of the Old and New Phillips Curve," Computing in Economics and Finance 2006 242, Society for Computational Economics.
    • Ricardo Gimeno & Juan M. Nave, 2006. "Using genetic algorithms to improve the term structure of interest rates fitting," Computing in Economics and Finance 2006 276, Society for Computational Economics.
    • Simon Broda & Marc Paolella & Yianna Tchopourian, 2006. "Approximately Exact Inference in Dynamic Panel Models," Computing in Economics and Finance 2006 368, Society for Computational Economics.
    • Baoline Chen, 2006. "Estimation of Industry Distribution of Statistical Discrepancy in National Accounts," Computing in Economics and Finance 2006 401, Society for Computational Economics.
    • Ratto Marco & Roeger Werner & Veld Jan, 2006. "Fiscal Policy in an estimated open-economy model for the EURO area," Computing in Economics and Finance 2006 43, Society for Computational Economics.
      • Marco Ratto & Werner Roeger & Jan in't Veld, 2007. "Fiscal policy in an estimated open-economy model for the Euro area," European Economy - Economic Papers 2008 - 2015 266, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    • Fuertes, Ana-Maria & Kalotychou, Elena, 2007. "On sovereign credit migration: A study of alternative estimators and rating dynamics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3448-3469, April.
      • Elena Kalotychou & Ana-Maria Fuertes, 2006. "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006 509, Society for Computational Economics.
    • Christian Francq & Jean-Michel Zakoïan, 2006. "Inference in GARCH when some coefficients are equal to zero," Computing in Economics and Finance 2006 64, Society for Computational Economics.
    • Scaillet, Olivier & Topaloglou, Nikolas, 2010. "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 169-180.
      • Olivier Scaillet & Nikolas Topaloglou, 2005. "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series rp154, International Center for Financial Asset Management and Engineering.
      • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006. "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006 74, Society for Computational Economics.
    • Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 479-500, December.
      • Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," EconomiX Working Papers 2006-17, University of Paris Nanterre, EconomiX.
    • Hsu, Yu-Chin & Kuan, Chung-Ming, 2008. "Change-point estimation of nonstationary I(d) processes," Economics Letters, Elsevier, vol. 98(2), pages 115-121, February.
      • Yu-Chin Hsu & Chung-Ming Kuan, 2006. "Change-Point Estimation of Nonstationary I(d) Processes," IEAS Working Paper : academic research 06-A007, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    • Kyoo il Kim, 2006. "Set Inference for Semiparametric Discrete Games," Labor Economics Working Papers 22454, East Asian Bureau of Economic Research.
      • Kyoo il Kim, 2006. "Set Inference for Semiparametric Discrete Games," Working Papers 16-2006, Singapore Management University, School of Economics.
    • Kyoo il Kim, 2006. "Semiparametric Estimation of Signaling Games," Labor Economics Working Papers 22452, East Asian Bureau of Economic Research.
      • Kyoo il Kim, 2006. "Semiparametric Estimation of Signaling Games," Working Papers 19-2006, Singapore Management University, School of Economics.
    • Marie Briere & Aurélie Cohen, 2006. "A quoi réagit le marchés des obligations privées?," Working Papers CEB 06-003.RS, ULB -- Universite Libre de Bruxelles.
    • Matthieu Lemoine, 2006. "Annex A5 : A model of the stochastic convergence between euro area business cycles," Working Papers hal-00972793, HAL.
      • Matthieu Lemoine, 2006. "Annex A5 : A model of the stochastic convergence between euro area business cycles," Sciences Po publications info:hdl:2441/1461, Sciences Po.
      • Matthieu Lemoine, 2006. "Annex A5 : A model of the stochastic convergence between euro area business cycles," SciencePo Working papers Main hal-00972793, HAL.
    • Bernd Fitzenberger & Ralf A. Wilke, 2006. "Using Quantile Regression for Duration Analysis," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 8, pages 103-118, Springer.
      • Bernd Fitzenberger & Ralf Wilke, 2006. "Using quantile regression for duration analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 105-120, March.
      • Fitzenberger, Bernd & Wilke, Ralf A., 2005. "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers 05-65, ZEW - Leibniz Centre for European Economic Research.
    • Hans Schneeweiss & Thomas Augustin, 2006. "Some recent advances in measurement error models and methods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 183-197, March.
    • Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
      • Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
      • Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
    • Klaus Martin & Annette Böckenhoff, 2006. "Analysis of variance of paired data without repetition of measurement," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(3), pages 365-384, September.
    • Matthias Schmid, 2006. "Estimation of a linear model under microaggregation by individual ranking," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(3), pages 419-438, September.
    • Walid Omrane & Hervé Oppens, 2006. "The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market," Empirical Economics, Springer, vol. 30(4), pages 947-971, January.
    • Mushtaq Klasra & Taner Kiral, 2006. "Dynamics of Wheat Prices in the Wake of Market Reforms: The Case of Pakistan," Quality & Quantity: International Journal of Methodology, Springer, vol. 40(2), pages 207-224, April.
    • Norman Schofield, 2006. "Equilibria in the spatial stochastic model of voting with party activists," Review of Economic Design, Springer;Society for Economic Design, vol. 10(3), pages 183-203, December.
    • Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
      • Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
      • Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
    • Bernd Fitzenberger & Ralf Wilke, 2006. "Using quantile regression for duration analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 105-120, March.
      • Bernd Fitzenberger & Ralf A. Wilke, 2006. "Using Quantile Regression for Duration Analysis," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 8, pages 103-118, Springer.
      • Fitzenberger, Bernd & Wilke, Ralf A., 2005. "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers 05-65, ZEW - Leibniz Centre for European Economic Research.
    • Boriss Siliverstovs, 2006. "Multicointegration in US consumption data," Applied Economics, Taylor & Francis Journals, vol. 38(7), pages 819-833.
      • Boriss Siliverstovs, "undated". "Multicointegration in US consumption data," Economics Working Papers 2001-6, Department of Economics and Business Economics, Aarhus University.
      • Boriss Siliverstovs, 2003. "Multicointegration in US Consumption Data," Discussion Papers of DIW Berlin 382, DIW Berlin, German Institute for Economic Research.
    • Jose Miguel Benavente, 2006. "The role of research and innovation in promoting productivity in chile," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 15(4-5), pages 301-315.
      • José Miguel Benavente, 2002. "The Role of Research and Innovation in Promoting Productivity in Chile," Working Papers wp200, University of Chile, Department of Economics.
    • Esmeralda Ramalho & Joaquim Ramalho, 2006. "Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling," Econometric Reviews, Taylor & Francis Journals, vol. 25(4), pages 475-496.
      • Joaquim J.S. Ramalho & Esmeralda Ramalho, 2005. "Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling," Economics Working Papers 11_2005, University of Évora, Department of Economics (Portugal).
    • John Knight & Jinjun Xue, 2006. "How High is Urban Unemployment in China?," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 4(2), pages 91-107.
    • Mehmet Horasanli, 2006. "Predictability of Turkish Foreign Exchange and its Implications to Option Pricing and Arbitrage Opportunities," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 6(2), pages 1-10.
    • Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006. "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers 06-024/2, Tinbergen Institute, revised 27 Mar 2006.
    • Kiviet, Jan F. & Niemczyk, Jerzy, 2007. "The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3296-3318, April.
      • Jan F. Kiviet & Jerzy Niemczyk, 2006. "The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations," Tinbergen Institute Discussion Papers 06-078/4, Tinbergen Institute.
    • Roy van der Weide, 2004. "Wake me up before you GO-GARCH," Computing in Economics and Finance 2004 316, Society for Computational Economics.
      • H. Peter Boswijk & Roy van der Weide, 2006. "Wake me up before you GO-GARCH," Tinbergen Institute Discussion Papers 06-079/4, Tinbergen Institute, revised 21 Sep 2006.
      • Boswijk, H.P. & Weide, R. van der, 2006. "Wake me up before you GO-GARCH," CeNDEF Working Papers 06-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Thomas Mikosch & Casper G. de Vries, 2006. "Tail Probabilities for Regression Estimators," Tinbergen Institute Discussion Papers 06-085/2, Tinbergen Institute.
    • Jeroen Hinloopen & Charles van Marrewijk, 2006. "Comparative Advantage, the Rank-size Rule, and Zipf's Law," Tinbergen Institute Discussion Papers 06-100/1, Tinbergen Institute.
    • Siem Jan Koopman & Soon Yip Wong, 2006. "Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series," Tinbergen Institute Discussion Papers 06-105/4, Tinbergen Institute.
    • Segers, J.J.J., 2006. "Rare Events, Temporal Dependence and the Extremal Index," Discussion Paper 2006-7, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & Li, J. & Liu, R.Y., 2006. "Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators," Other publications TiSEM 4e0aab6a-b885-4a21-a898-2, Tilburg University, School of Economics and Management.
      • Einmahl, J.H.J. & Li, J. & Liu, R.Y., 2006. "Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators," Discussion Paper 2006-104, Tilburg University, Center for Economic Research.
    • Ci­zek, P. & Tamine, J. & Härdle, W., 2008. "Smoothed L-estimation of regression function," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August.
      • Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002. "Smoothed L-estimation of regression function," SFB 373 Discussion Papers 2002,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.
      • Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Other publications TiSEM 51a09fbd-293b-4386-bfe9-b, Tilburg University, School of Economics and Management.
    • Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
      • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Other publications TiSEM 5cedc3d8-e623-46d5-a550-5, Tilburg University, School of Economics and Management.
      • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Discussion Paper 2006-83, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A., 2006. "Statistics of Extremes under Random Censoring," Other publications TiSEM 62d47475-e6e9-43d6-9461-5, Tilburg University, School of Economics and Management.
      • Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A., 2006. "Statistics of Extremes under Random Censoring," Discussion Paper 2006-62, Tilburg University, Center for Economic Research.
    • Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "An Asymptotic Analysis of Nearly Unstable inar (1) Models," Discussion Paper 2006-44, Tilburg University, Center for Economic Research.
    • Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008. "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 783-801, September.
      • Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Other publications TiSEM 95ec06ea-005b-4c08-a2e6-f, Tilburg University, School of Economics and Management.
      • Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Discussion Paper 2006-45, Tilburg University, Center for Economic Research.
    • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2006. "Assessing the Effects of using Demand Parameters Estimates in Inventory Control," Other publications TiSEM e61834bf-8202-4a25-9311-f, Tilburg University, School of Economics and Management.
      • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2006. "Assessing the Effects of using Demand Parameters Estimates in Inventory Control," Discussion Paper 2006-90, Tilburg University, Center for Economic Research.
    • Ci­zek, P. & Tamine, J. & Härdle, W., 2008. "Smoothed L-estimation of regression function," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August.
      • Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002. "Smoothed L-estimation of regression function," SFB 373 Discussion Papers 2002,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Other publications TiSEM 51a09fbd-293b-4386-bfe9-b, Tilburg University, School of Economics and Management.
      • Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.
    • Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
      • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Discussion Paper 2006-83, Tilburg University, Center for Economic Research.
      • Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Other publications TiSEM 5cedc3d8-e623-46d5-a550-5, Tilburg University, School of Economics and Management.
    • Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008. "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 783-801, September.
      • Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Discussion Paper 2006-45, Tilburg University, Center for Economic Research.
      • Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Other publications TiSEM 95ec06ea-005b-4c08-a2e6-f, Tilburg University, School of Economics and Management.
    • Ichimura, Hidehiko & Lee, Sokbae, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Journal of Econometrics, Elsevier, vol. 159(2), pages 252-266, December.
      • Hidehiko Ichimura & Sokbae (Simon) Lee, 2006. "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers CWP15/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Hidehiko Ichimura & Sokbae Lee, 2006. "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series CIRJE-F-426, CIRJE, Faculty of Economics, University of Tokyo.
      • Hidehiko Ichimura & Sokbae Lee, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print hal-00741628, HAL.
    • J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
      • Joao Santos Silva & Silvana Tenreyro, 2005. "The Log of Gravity," CEP Discussion Papers dp0701, Centre for Economic Performance, LSE.
      • Santos Silva, J.M.C & Tenreyro, Silvana, 2005. "The Log of Gravity," CEPR Discussion Papers 5311, C.E.P.R. Discussion Papers.
      • Santos Silva, Joao & Tenreyro, Silvana, 2005. "The log of gravity," LSE Research Online Documents on Economics 3744, London School of Economics and Political Science, LSE Library.
    • Tomaso Duso & Klaus Gugler & Burcin Yurtoglu, 2005. "EU Merger Remedies: A Preliminary Empirical Assessment," CIG Working Papers SP II 2005-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
      • Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B., 2006. "EU Merger Remedies: A Preliminary Empirical Assessment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 81, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    • Graciela Sanromán, 2006. "Returns to schooling in Uruguay," Documentos de Trabajo (working papers) 1406, Department of Economics - dECON.
    • Tapas K. Mishra, 2006. "A Further Look into the Demography-based GDP Forecasting Method," Working Papers of BETA 2006-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    • Hualde, Javier & Velasco, Carlos, 2008. "Distribution-Free Tests Of Fractional Cointegration," Econometric Theory, Cambridge University Press, vol. 24(1), pages 216-255, February.
      • Javier Hualde & Carlos Velasco, 2006. "Distribution-free Tests of Fractional Cointegration," Faculty Working Papers 08/06, School of Economics and Business Administration, University of Navarra.
    • Marashdeh, Hazem & Saleh, Ali Salman, 2006. "Revisiting Budget and Trade Deficits in Lebanon: A Critique," Economics Working Papers wp06-07, School of Economics, University of Wollongong, NSW, Australia.
    • Laura Mayoral, 2007. "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 124-148, March.
      • Laura Mayoral, 2006. "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Economics Working Papers 959, Department of Economics and Business, Universitat Pompeu Fabra.
    • Frölich, Markus, 2006. "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," IZA Discussion Papers 2126, Institute of Labor Economics (IZA).
      • Markus Frölich, 2006. "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," University of St. Gallen Department of Economics working paper series 2006 2006-11, Department of Economics, University of St. Gallen.
    • Markus Frölich, 2006. "Statistical treatment choice: an application to active labour market programmes," CeMMAP working papers CWP24/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Markus Frölich, 2006. "Statistical Treatment Choice: An Application to Active Labour Market Programmes," University of St. Gallen Department of Economics working paper series 2006 2006-14, Department of Economics, University of St. Gallen.
      • Frölich, Markus, 2006. "Statistical Treatment Choice: An Application to Active Labour Market Programmes," IZA Discussion Papers 2187, Institute of Labor Economics (IZA).
    • Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper 1063, Economics Department, Queen's University.
      • Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
    • Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices," Working Paper 1092, Economics Department, Queen's University.
      • Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," University of Western Ontario, Departmental Research Report Series 20065, University of Western Ontario, Department of Economics.
    • Silvestro Di Sanzo, 2011. "Output Fluctuations Persistence: Do Cyclical Shocks Matter?," Bulletin of Economic Research, Wiley Blackwell, vol. 63(1), pages 28-52, January.
      • Silvestro Di Sanzo, 2006. "Output fluctuations persistence: Do cyclical shocks matter?," Working Papers 2006_21, Department of Economics, University of Venice "Ca' Foscari".
    • Simone Alfarano & Thomas Lux, 2006. "Extreme Value Theory as a Theoretical Background for Power Law Behaviour," Working Papers wpn06-02, Warwick Business School, Finance Group.
      • Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
      • Simone Alfarano & Thomas Lux, 2011. "Extreme value theory as a theoretical background for power law behavior," Working Papers 2011/02, Economics Department, Universitat Jaume I, Castellón (Spain).
      • Alfarano, Simone & Lux, Thomas, 2010. "Extreme value theory as a theoretical background for power law behavior," Kiel Working Papers 1648, Kiel Institute for the World Economy (IfW).
    • Joze P. Damijan & José de Sousa & Olivier Lamotte, 2006. "The Effect of Trade Liberalization in South-Eastern European Countries," wiiw Balkan Observatory Working Papers 70, The Vienna Institute for International Economic Studies, wiiw.
    • Kneip, Alois & Sickles, Robin C. & Song, Wonho, 2012. "A New Panel Data Treatment For Heterogeneity In Time Trends," Econometric Theory, Cambridge University Press, vol. 28(3), pages 590-628, June.
      • Kneip, Alois & Sickles, Robin Christopher & Song, Wonho, 2006. "A New Panel Data Treatment for Heterogeneity in Time Trends," Bonn Econ Discussion Papers 1/2006, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, vol. 146(2), pages 318-328, October.
      • Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
      • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
      • Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006. "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank.
    • Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 333-354, May.
      • Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan, 2006. "Portfolio optimization when risk factors are conditionally varying and heavy tailed," CFS Working Paper Series 2006/24, Center for Financial Studies (CFS).
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    • Carlos Felipe Prada, 2006. "¿Es rentable la decisión de estudiar en Colombia?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 24(51), pages 226-323, June.
      • Carlos Felipe Prada, 2006. "¿Es rentable la decisión de estudiar en Colombia?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(51), pages 226-323, June.
    • Álvaro Hernando Chaves Castro, 2006. "Desestacionalización de la producción industrial con la metodología X-12 ARIMA," Documentos de Trabajo UEC 2294, Universidad Externado de Colombia.
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      • Siedler, Thomas & Rainer, Helmut, 2005. "O brother, where are thou? The effects of having a sibling on geographic mobility and labor market outcomes," ISER Working Paper Series 2005-18, Institute for Social and Economic Research.
      • Helmut Rainer & Thomas Siedler, 2006. "O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Discussion Papers of DIW Berlin 608, DIW Berlin, German Institute for Economic Research.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Economics Discussion Papers 8891, University of Essex, Department of Economics.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," IZA Discussion Papers 1842, Institute of Labor Economics (IZA).
      • Rainer, Helmut & Siedler, Thomas, 2009. "O brother, where art thou? The effects of having a sibling on geographic mobility and labour market outcomes," Munich Reprints in Economics 19784, University of Munich, Department of Economics.
    • Fic, Tatiana & Saqib, Omar Farooq, 2006. "Political Instability and the August 1998 Ruble Crisis," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 21, pages 764-783.
      • Tatiana Fic & Omar F. Saqib, 2006. "Political Instability and the August 1998 Ruble Crisis," Discussion Papers of DIW Berlin 626, DIW Berlin, German Institute for Economic Research.
    • Stanley, T. D. & Doucouliagos, Hristos, 2006. "Publication bias in minimum-wage research? Card and Krueger redux," Working Papers eco_2006_16, Deakin University, Department of Economics.
    • T. D. Stanley, 2008. "Meta‐Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 103-127, February.
      • Stanley, T. D., 2006. "Meta-regression methods for detecting and estimating empirical effects in the presence of publication selection," Working Papers eco_2006_20, Deakin University, Department of Economics.
    • Stanley, T. D., 2006. "Two-stage precision-effect estimation and Heckman meta-regression for publication selection bias," Working Papers eco_2006_25, Deakin University, Department of Economics.
    • Carry Mout, 2006. "An Upper Bound of the Sum of Risks: two Applications of Comonotonicity," DNB Working Papers 105, Netherlands Central Bank, Research Department.
    • Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 479-500, December.
      • Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," EconomiX Working Papers 2006-17, University of Paris Nanterre, EconomiX.
    • Khamfula, Y., 2006. "Output Growth and Monetary Policy Interaction in a Common Monetary Area: Forecasting with VEC Models in Namibia, Lesotho, South Africa and Swaziland, 1981-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
    • Kyoo il Kim, 2006. "Semiparametric Estimation of Signaling Games," Working Papers 19-2006, Singapore Management University, School of Economics.
      • Kyoo il Kim, 2006. "Semiparametric Estimation of Signaling Games," Labor Economics Working Papers 22452, East Asian Bureau of Economic Research.
    • Kyoo il Kim, 2006. "Set Inference for Semiparametric Discrete Games," Working Papers 16-2006, Singapore Management University, School of Economics.
      • Kyoo il Kim, 2006. "Set Inference for Semiparametric Discrete Games," Labor Economics Working Papers 22454, East Asian Bureau of Economic Research.
    • Peter C. B. Phillips & Jun Yu, 2006. "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers 22472, East Asian Bureau of Economic Research.
    • G. Mythili, 2006. "Supply Response of Indian Farmers - Pre and Post Reforms," Microeconomics Working Papers 22412, East Asian Bureau of Economic Research.
    • Iglika Vasileva, 2006. "Конструиране На Индикатори За Българската Икономика С Обобщени Динамични Факторни Модели," Working paper series 42006bg, Agency for Economic Analysis and Forecasting.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
      • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
      • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
      • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
      • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
      • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
    • Manganelli, Simone, 2006. "A new theory of forecasting," Working Paper Series 584, European Central Bank.
    • De Santis, Roberto A. & Gérard, Bruno, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series 626, European Central Bank.
    • Roberto A. De Santis, 2010. "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, vol. 6(2), pages 147-197, June.
      • De Santis, Roberto A., 2006. "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series 678, European Central Bank.
    • Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
      • Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006. "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series 700, European Central Bank.
      • De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006. "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies 2006,32, Deutsche Bundesbank.
    • Sylvain Champonnois, 2006. "Comparing Financial Systems: A structural Analysis," 2006 Meeting Papers 520, Society for Economic Dynamics.
      • Champonnois, Sylvain, 2006. "Comparing financial systems: a structural analysis," Working Paper Series 702, European Central Bank.
    • Kiefer, Nicholas M., 2009. "Default estimation for low-default portfolios," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 164-173, January.
      • Kiefer, Nicholas M., 2006. "Default Estimation for Low-Default Portfolios," Working Papers 06-08, Cornell University, Center for Analytic Economics.
    • Kiefer, Nicholas M. & Larson, C. Erik, 2006. "Specification and Informational Issues in Credit Scoring," Working Papers 06-11, Cornell University, Center for Analytic Economics.
    • Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, vol. 74(2), pages 539-563, March.
      • Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
    • George Kapetanios & Yongcheol Shin, 2006. "Unit root tests in three-regime SETAR models," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 252-278, July.
      • George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series 104, Edinburgh School of Economics, University of Edinburgh.
    • Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December.
      • Josu Arteche, 2006. "Semiparametric estimation in perturbed long memory series," Computing in Economics and Finance 2006 22, Society for Computational Economics.
    • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
      • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
    • Ramalho, Joaquim J.S., 2006. "Bootstrap bias-adjusted GMM estimators," Economics Letters, Elsevier, vol. 92(1), pages 149-155, July.
      • Joaquim J.S. Ramalho, 2005. "Bootstrap bias-adjusted GMM estimators," Economics Working Papers 10_2005, University of Évora, Department of Economics (Portugal).
    • Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B., 2006. "Volatility comovement: a multifrequency approach," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 179-215.
      • Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson, 2004. "Volatility Comovement: A Multifrequency Approach," NBER Technical Working Papers 0300, National Bureau of Economic Research, Inc.
      • Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson, 2006. "Volatility Comovement: a multifrequency approach," Post-Print hal-00459667, HAL.
    • Bun, Maurice J.G. & Kiviet, Jan F., 2006. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 409-444, June.
      • Maurice J.G. Bun & Jan F. Kiviet, 2002. "The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models," Tinbergen Institute Discussion Papers 02-101/4, Tinbergen Institute, revised 19 Feb 2004.
    • Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
      • Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
      • Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
      • Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006. "Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes," Journal of Econometrics, Elsevier, vol. 133(2), pages 673-702, August.
      • Donald W.K. Andrews & Offer Lieberman, 2002. "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers 1378, Cowles Foundation for Research in Economics, Yale University.
    • Chen, Willa W. & Deo, Rohit S., 2006. "Estimation of mis-specified long memory models," Journal of Econometrics, Elsevier, vol. 134(1), pages 257-281, September.
      • Willa Chen & Rohit Deo, 2005. "Estimation of mis-specified long memory models," Econometrics 0501004, University Library of Munich, Germany.
    • Hsiao, Cheng & Wang, Siyan, 2006. "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 427-463.
      • Cheng Hsiao & Siyan Wang, 2005. "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers 05.23, Institute of Economic Policy Research (IEPR).
    • Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006. "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1171-1199, April.
      • Markus Junker & Alexander Szimayer & Niklas Wagner, 2004. "Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications," Econometrics 0401007, University Library of Munich, Germany.

    2005

    • Agbola, Frank W., 2005. "Optimal intertemporal investment in Australian agriculture: An empirical investigation," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 6(2), pages 1-11.
    • Rasmussen, Svend & Karantininis, Kostas, 2005. "Estimating State-Contingent Production Functions," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24529, European Association of Agricultural Economists.
    • Bar-Shira, Ziv & Finkelshtain, Israel & Simhon, Avi, 2005. "Regulating Irrigation Via Block-Rate Pricing: An Econometric Analysis," Discussion Papers 14982, Hebrew University of Jerusalem, Department of Agricultural Economics and Management.
    • Campbell, Randall C. & Hill, R. Carter, 2005. "A Monte Carlo study of the effect of design characteristics on the inequality restricted maximum entropy estimator," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 1(01), pages 1-30, June.
    • Michael Creel, 2005. "User-Friendly Parallel Computations with Econometric Examples," UFAE and IAE Working Papers 637.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    • Groom, Ben & Koundouri, Phoebe & Panopoulou, Ekaterini & Pantelidis, Theologos, 2005. "Declining Discount Rates: Evidence from the UK," MPRA Paper 122402, University Library of Munich, Germany.
      • Ben Groom & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2005. "Declining Discount Rates: Evidence from the UK," DEOS Working Papers 0503, Athens University of Economics and Business.
      • Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Declining Discount Rates: Evidence from the UK," Economics Department Working Paper Series n1470105, Department of Economics, National University of Ireland - Maynooth.
    • Wendelin Schnedler, 2005. "Likelihood Estimation for Censored Random Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 195-217.
      • Wendelin Schnedler, 2005. "Likelihood Estimation for Censored Random Vectors," Working Papers 0417, University of Heidelberg, Department of Economics, revised Feb 2005.
    • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
      • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
      • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
    • Machado, Jose A.F. & Silva, J. M. C. Santos, 2005. "Quantiles for Counts," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1226-1237, December.
      • Jose A. F. Machado Machado & Joao Santos Silva Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • J.A.F. Machado & J. M. C. Santos Silva, 2003. "Quantiles for Counts," Econometrics 0303001, University Library of Munich, Germany.
    • Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
      • Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
    • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
      • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
      • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
      • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
      • Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
    • Jeffery D. Amato & Eli M Remolona, 2005. "The pricing of unexpected credit losses," BIS Working Papers 190, Bank for International Settlements.
    • Peter Nijkamp & Jacques Poot, 2005. "The Last Word on the Wage Curve?," Journal of Economic Surveys, Wiley Blackwell, vol. 19(3), pages 421-450, July.
      • Peter Nijkamp & Jacques Poot, 2002. "The Last Word on the Wage Curve?," Tinbergen Institute Discussion Papers 02-029/3, Tinbergen Institute, revised 13 Mar 2003.
    • Frederic Udina & Pedro Delicado, 2005. "Estimating Parliamentary composition through electoral polls," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(2), pages 387-399, March.
      • Frederic Udina & Pedro Delicado, 2001. "Estimating parliamentary composition through electoral polls," Economics Working Papers 562, Department of Economics and Business, Universitat Pompeu Fabra.
    • George Kapetanios, 2005. "Unit‐root testing against the alternative hypothesis of up to m structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 123-133, January.
      • George Kapetanios, 2002. "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers 469, Queen Mary University of London, School of Economics and Finance.
    • Michel Dumont & Glenn Rayp & Olivier Thas & Peter Willemé, 2005. "Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 421-433, June.
      • M. Dumont & G. Rayp & P. Willemé & O. Thas, 2003. "Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/172, Ghent University, Faculty of Economics and Business Administration.
    • Victor Aguirregabiria & Pedro Mira, 2005. "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Econometrics 0502017, University Library of Munich, Germany.
      • Victor Aguirregabiria & Pedro Mira, 2005. "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Boston University - Department of Economics - Working Papers Series WP2005-001, Boston University - Department of Economics.
    • Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005. "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series WP2005-024, Boston University - Department of Economics.
    • Cícero Augusto Vieira Neto & Pedro L. Valls Pereira, 2005. "Modeling the Interest Rate Term Structure: Derivatives Contracts Dynamics and Evaluation," Brazilian Review of Finance, Brazilian Society of Finance, vol. 3(1), pages 19-54.
    • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series 1416, CESifo.
      • Kapetanios, G. & Pesaran, M.H., 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics 0520, Faculty of Economics, University of Cambridge.
      • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Working Papers 536, Queen Mary University of London, School of Economics and Finance.
    • Murphy, Alan P, 2005. "An Economic Activity Index for Ireland: The Dynamic Single-Factor Method," Research Technical Papers 4/RT/05, Central Bank of Ireland.
    • J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
      • Santos Silva, Joao & Tenreyro, Silvana, 2005. "The log of gravity," LSE Research Online Documents on Economics 3744, London School of Economics and Political Science, LSE Library.
      • Joao Santos Silva & Silvana Tenreyro, 2005. "The Log of Gravity," CEP Discussion Papers dp0701, Centre for Economic Performance, LSE.
      • Santos Silva, J.M.C & Tenreyro, Silvana, 2005. "The Log of Gravity," CEPR Discussion Papers 5311, C.E.P.R. Discussion Papers.
    • Robinson, P.M. & Vidal Sanz, J., 2006. "Modified Whittle estimation of multilateral models on a lattice," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1090-1120, May.
      • Robinson, Peter M. & Vidal Sanz, J., 2005. "Modified whittle estimation of multilateral models on a lattice," LSE Research Online Documents on Economics 4545, London School of Economics and Political Science, LSE Library.
      • Peter M Robinson & J Vidal Sanz, 2005. "Modified Whittle Estimation of Multilateral Models on a Lattice," STICERD - Econometrics Paper Series 492, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Hans-Günther Vieweg & Thomas Fuchs & Reinhard Hild & Andreas Kuhlmann & Stefan Lachenmaier & Michael Reinhard & Uwe Christian Täger & Sebastian de Ramon & Jan-Egbert Sturm, 2005. "Status and outlook of the “New Economy” in selected EU member states from a German Viewpoint," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 19, May.
    • Rüdiger Parsche & Andrea Gebauer & Caroline Grimm & Oliver Michler & Chang Woon Nam, 2003. "Steuerlich induzierte Kinderlasten : empirische Entwicklung in Deutschland ; Forschungsvorhaben des Deutschen Arbeitskreises für Familienhilfe e.V," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 19.
    • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
      • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
      • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
    • Nikolay Gospodinov & Ian Irvine, 2005. "A ‘long march’ perspective on tobacco use in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(2), pages 366-393, May.
      • Nikolay Gospodinov & Ian Irvine, 2005. "A `long march' perspective on tobacco use in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 366-393, May.
    • Fabio Sánchez Torres & Ana María Díaz, 2005. "Los Efectos Del Conflicto Armado En El Desarrollo Social Colombiano, 1990-2002," Documentos CEDE 3167, Universidad de los Andes, Facultad de Economía, CEDE.
    • Álvaro Hernando Chávez Castro, 2005. "Dinámica de la producción industrial e importación de bienes de capital y materias primas: relaciones de largo plazo y ajuste dinámico," Borradores de Investigación 4355, Universidad del Rosario.
    • David Bardey & Hélene Bonnet, 2005. "Teoría del control óptimo: ¡Una guía para principiantes!," Borradores de Investigación 4356, Universidad del Rosario.
    • Álvaro Chaves Castro., 2005. "Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
    • Jaime Sarmiento Espinel & Alejandro Ramírez Vigoya*, 2005. "Los costos de la desinflación en Colombia según el modelo Buiter-Miller," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
    • Álvaro Hernando Chavez Castro, 2005. "Evolución de la productividad multifactorial, ciclos y comportamiento de la actividad económica en Cundinamarca," Documentos de Trabajo UEC 2652, Universidad Externado de Colombia.
    • Jorge Barrientos Marín, 2005. "A note on the Bandwidth choice when the null hypothesis is semiparametric," Revista de Economía del Rosario, Universidad del Rosario, December.
    • J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
      • Joao Santos Silva & Silvana Tenreyro, 2005. "The Log of Gravity," CEP Discussion Papers dp0701, Centre for Economic Performance, LSE.
      • Santos Silva, J.M.C & Tenreyro, Silvana, 2005. "The Log of Gravity," CEPR Discussion Papers 5311, C.E.P.R. Discussion Papers.
      • Santos Silva, Joao & Tenreyro, Silvana, 2005. "The log of gravity," LSE Research Online Documents on Economics 3744, London School of Economics and Political Science, LSE Library.
    • P. Gagliardini & C. Gourieroux & E. Renault, 2011. "Efficient Derivative Pricing by the Extended Method of Moments," Econometrica, Econometric Society, vol. 79(4), pages 1181-1232, July.
      • Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2004. "Efficient Derivative Pricing by Extended Method of Moments," Working Papers 2004-30, Center for Research in Economics and Statistics.
      • Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," Working Papers 2005-40, Center for Research in Economics and Statistics.
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    • Yiguo Sun, 2005. "Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 105-127, May.
    • Smith, Richard J., 2005. "Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation," Econometric Theory, Cambridge University Press, vol. 21(1), pages 158-170, February.
      • Richard Smith, 2004. "Automatic positive semi-definite HAC covariance matrix and GMM estimation," CeMMAP working papers CWP17/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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      • Donald W.K. Andrews & Offer Lieberman, 2002. "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," Cowles Foundation Discussion Papers 1361, Cowles Foundation for Research in Economics, Yale University.
    • Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
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      • Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics.
      • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series 374, CESifo.
      • Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge.
    • Andrews, Donald W.K. & Marmer, Vadim, 2008. "Exactly distribution-free inference in instrumental variables regression with possibly weak instruments," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
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    • Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation for Research in Economics, Yale University.
    • Peter C.B. Phillips & Jun Yu, 2005. "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers 1523, Cowles Foundation for Research in Economics, Yale University.
    • Otsu, Taisuke & Whang, Yoon-Jae, 2011. "Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood," Econometric Theory, Cambridge University Press, vol. 27(1), pages 114-153, February.
      • Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation for Research in Economics, Yale University.
    • Mourao, P. R., 2005. "Elasticities of Regional and Local Administrations Expenditures: the Portuguese case," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 5(1).
      • Paulo Mourão, 2004. "Elasticities of Regional and Local Administrations Expenditures - the Portuguese case," ERSA conference papers ersa04p93, European Regional Science Association.
      • Paulo Reis Mourão, 2005. "Elasticities of Regional and Local Administrations Expenditures - the Portuguese case," NIPE Working Papers 5/2005, NIPE - Universidade do Minho.
    • M. Dossche & G. Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/340, Ghent University, Faculty of Economics and Business Administration.
      • Dossche, Maarten & Everaert, Gerdie, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Series 495, European Central Bank.
      • Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005 85, Money Macro and Finance Research Group.
      • Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Research 70, National Bank of Belgium.
      • Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005 459, Society for Computational Economics.
    • Mohr, Matthias, 2005. "A trend-cycle(-season) filter," Working Paper Series 499, European Central Bank.
    • Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
      • Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
      • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
      • A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
      • A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
    • Moench, Emanuel, 2008. "Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach," Journal of Econometrics, Elsevier, vol. 146(1), pages 26-43, September.
      • Mönch, Emanuel, 2005. "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series 544, European Central Bank.
    • Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
      • Molinari, Francesca, 2005. "Partial Identification of Probability Distributions with Misclassified Data," Working Papers 05-10, Cornell University, Center for Analytic Economics.
    • J. Isaac Miller & Yoosoon Chang & Joon Y. Park, 2005. "Extracting a Common Stochastic Trend:Theories with Some Applications," Working Papers 0507, Department of Economics, University of Missouri, revised 18 Aug 2005.
      • Chang, Yoosoon & Miller, J. Isaac & Park, Joon Y., 2005. "Extracting a Common Stochastic Trend: Theories with Some Applications," Working Papers 2005-06, Rice University, Department of Economics.
    • Donald W. K. Andrews, 2005. "Cross-Section Regression with Common Shocks," Econometrica, Econometric Society, vol. 73(5), pages 1551-1585, September.
      • Donald W.K. Andrews, 2003. "Cross-section Regression with Common Shocks," Cowles Foundation Discussion Papers 1428, Cowles Foundation for Research in Economics, Yale University.
      • Donald W.K. Andrews, 2004. "Cross-section Regression with Common Shocks," Yale School of Management Working Papers ysm401, Yale School of Management.
    • John C. Chao & Norman R. Swanson, 2005. "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, September.
      • Chao, John Chao & Norman R. Swanson, 2003. "Consistent Estimation with a Large Number of Weak Instruments," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.
      • John Chao & Norman Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Departmental Working Papers 200421, Rutgers University, Department of Economics.
      • John C. Chao & Norman Rasmus Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Yale School of Management Working Papers ysm374, Yale School of Management.
    • Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
      • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
      • Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Other publications TiSEM 593b97f2-9dfe-46c5-928a-e, Tilburg University, School of Economics and Management.
      • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
    • Offer Lieberman & Peter C. B. Phillips, 2005. "Expansions for approximate maximum likelihood estimators of the fractional difference parameter," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 367-379, December.
      • Offer Lieberman & Peter C.B. Phillips, 2004. "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Cowles Foundation Discussion Papers 1474, Cowles Foundation for Research in Economics, Yale University.
    • Joseph, Agnes S. & Kiviet, Jan F., 2005. "Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 417-444, April.
      • Agnes S. Joseph & Jan F. Kiviet, 2004. "Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks," Tinbergen Institute Discussion Papers 04-056/4, Tinbergen Institute.
    • Aguirregabiria, Victor, 2005. "Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes," Economics Letters, Elsevier, vol. 87(3), pages 393-398, June.
      • Victor Aguirregabiria, 2004. "Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes," Econometrics 0408004, University Library of Munich, Germany.
    • Han, Chirok & Orea, Luis & Schmidt, Peter, 2005. "Estimation of a panel data model with parametric temporal variation in individual effects," Journal of Econometrics, Elsevier, vol. 126(2), pages 241-267, June.
      • Han, Chirok & Orea, Luis & Schmidt, Peter, 2002. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers 2002/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
      • Peter Schmidt & Chirok Han & Luis Orea, 2004. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings 519, Econometric Society.
    • Wagner, Niklas & Marsh, Terry A., 2005. "Measuring tail thickness under GARCH and an application to extreme exchange rate changes," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 165-185, January.
      • Niklas Wagner & Terry A. Marsh, 2004. "Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes," Econometrics 0401008, University Library of Munich, Germany.
    • Houweling, Patrick & Mentink, Albert & Vorst, Ton, 2005. "Comparing possible proxies of corporate bond liquidity," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1331-1358, June.
      • Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003. "Comparing possible proxies of corporate bond liquidity," Econometric Institute Research Papers EI 2003-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Mitra, Kaushik, 2005. "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
      • Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
      • Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
      • Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
    • Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005. "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1108-1125, November.
      • BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2003. "News announcements, market activity and volatility in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE 2003029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2005. "News announcements, market activity and volatility in the euro/dollar foreign exchange market," LIDAM Reprints CORE 1787, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Houweling, Patrick & Vorst, Ton, 2005. "Pricing default swaps: Empirical evidence," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1200-1225, December.
      • Houweling, P. & Vorst, A.C.F., 2003. "Pricing default swaps: empirical evidence," Econometric Institute Research Papers EI 2003-51, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Guler, Bulent & Ozlale, Umit, 2005. "Is there a flight to quality due to inflation uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(3), pages 603-607.
      • Guler, Bulent & Ozlale, Umit, 2004. "Is there a flight to quality due to inflation uncertainty?," MPRA Paper 7929, University Library of Munich, Germany.
    • Scarf, Herbert E., 2005. "Optimal inventory policies when sales are discretionary," International Journal of Production Economics, Elsevier, vol. 93(1), pages 111-119, January.
      • Herbert E. Scarf, 2000. "Optimal Inventory Policies When Sales Are Discretionary," Cowles Foundation Discussion Papers 1270, Cowles Foundation for Research in Economics, Yale University.
    • J. M. C. Santos Silva & Silvana Tenreyro, 2006. "The Log of Gravity," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 641-658, November.
      • Joao Santos Silva & Silvana Tenreyro, 2005. "The Log of Gravity," CEP Discussion Papers dp0701, Centre for Economic Performance, LSE.
      • Santos Silva, Joao & Tenreyro, Silvana, 2005. "The log of gravity," LSE Research Online Documents on Economics 3744, London School of Economics and Political Science, LSE Library.
      • Santos Silva, J.M.C & Tenreyro, Silvana, 2005. "The Log of Gravity," CEPR Discussion Papers 5311, C.E.P.R. Discussion Papers.
    • Seo, Myung Hwan & Linton, Oliver, 2007. "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 704-735, December.
      • Linton, Oliver & Seo, Myunghwan, 2005. "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics 4434, London School of Economics and Political Science, LSE Library.
    • Robinson, P.M. & Vidal Sanz, J., 2006. "Modified Whittle estimation of multilateral models on a lattice," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1090-1120, May.
      • Peter M Robinson & J Vidal Sanz, 2005. "Modified Whittle Estimation of Multilateral Models on a Lattice," STICERD - Econometrics Paper Series 492, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Robinson, Peter M. & Vidal Sanz, J., 2005. "Modified whittle estimation of multilateral models on a lattice," LSE Research Online Documents on Economics 4545, London School of Economics and Political Science, LSE Library.
    • Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December.
      • Arteche González, Jesús María, 2005. "Semiparametric estimation in perturbed long memory series," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
      • Josu Arteche, 2006. "Semiparametric estimation in perturbed long memory series," Computing in Economics and Finance 2006 22, Society for Computational Economics.
    • Larraín B., Felipe, 2005. "Flotar o dolarizar: ¿Qué nos dice la evidencia?," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(285), pages 5-28, enero-mar.
    • Luca De Benedictis & Roberta De Santis & Claudio Vicarelli, 2005. "Hub-and-Spoke or Else? Free Trade Agreements in the Enlarged EU - A Gravity Model Estimate," Economics Working Papers 037, European Network of Economic Policy Research Institutes.
    • Helmut Rainer & Thomas Siedler, 2009. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labour Market Outcomes," Economica, London School of Economics and Political Science, vol. 76(303), pages 528-556, July.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," IZA Discussion Papers 1842, Institute of Labor Economics (IZA).
      • Helmut Rainer & Thomas Siedler, 2006. "O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Discussion Papers of DIW Berlin 608, DIW Berlin, German Institute for Economic Research.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Economics Discussion Papers 8891, University of Essex, Department of Economics.
      • Rainer, Helmut & Siedler, Thomas, 2009. "O brother, where art thou? The effects of having a sibling on geographic mobility and labour market outcomes," Munich Reprints in Economics 19784, University of Munich, Department of Economics.
      • Siedler, Thomas & Rainer, Helmut, 2005. "O brother, where are thou? The effects of having a sibling on geographic mobility and labor market outcomes," ISER Working Paper Series 2005-18, Institute for Social and Economic Research.
    • Bauer, Dietmar & Wagner, Martin, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Series 174, Institute for Advanced Studies.
      • Dietmar Bauer & Martin Wagner, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers ECO2005/09, European University Institute.
    • Ramalho, Joaquim J.S., 2006. "Bootstrap bias-adjusted GMM estimators," Economics Letters, Elsevier, vol. 92(1), pages 149-155, July.
      • Joaquim J.S. Ramalho, 2005. "Bootstrap bias-adjusted GMM estimators," Economics Working Papers 10_2005, University of Évora, Department of Economics (Portugal).
    • Esmeralda Ramalho & Joaquim Ramalho, 2006. "Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling," Econometric Reviews, Taylor & Francis Journals, vol. 25(4), pages 475-496.
      • Joaquim J.S. Ramalho & Esmeralda Ramalho, 2005. "Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling," Economics Working Papers 11_2005, University of Évora, Department of Economics (Portugal).
    • Agostinho S. Rosa, 2005. "Inflação e Défice Orçamental: Que Relação em Portugal?," Economics Working Papers 17_2005, University of Évora, Department of Economics (Portugal).
    • Joaquim J.S. Ramalho & Richard J. Smith, 2005. "Goodness of Fit Tests for Moment Condition Models," Economics Working Papers 5_2005, University of Évora, Department of Economics (Portugal).
    • Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2006. "Two‐Step Empirical Likelihood Estimation Under Stratified Sampling When Aggregate Information Is Available," Manchester School, University of Manchester, vol. 74(5), pages 577-592, September.
      • Joaquim J.S. Ramalho & Esmeralda A. Ramalho, 2005. "Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available," Economics Working Papers 6_2005, University of Évora, Department of Economics (Portugal).
    • Didier Cossin & Hongze Lu, 2005. "Are European Corporate Bond and Default Swap Markets Segmented?," FAME Research Paper Series rp133, International Center for Financial Asset Management and Engineering.
    • Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2005. "Robust Mean-Variance Portfolio Selection," FAME Research Paper Series rp140, International Center for Financial Asset Management and Engineering.
    • Scaillet, Olivier & Topaloglou, Nikolas, 2010. "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 169-180.
      • Olivier Scaillet & Nikolas Topaloglou, 2005. "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series rp154, International Center for Financial Asset Management and Engineering.
      • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006. "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006 74, Society for Computational Economics.
    • Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005. "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series rp159, International Center for Financial Asset Management and Engineering.
    • Menbere Workie Tiruneh, 2005. "Why heavily indebted poor countries have failed to pay back their debt? An empirical investigation (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(3-4), pages 124-140, March.
    • Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco.
      • Andrew Ang & Sen Dong, 2005. "No-Arbitrage Taylor Rules," 2005 Meeting Papers 22, Society for Economic Dynamics.
      • Andrew Ang & Sen Dong & Monika Piazzesi, 2007. "No-Arbitrage Taylor Rules," NBER Working Papers 13448, National Bureau of Economic Research, Inc.
    • Daniel Ventosa-Santaularia & Alfonso Mendoza, 2005. "Non Linear Moving-Average Conditional Heteroskedasticity," Department of Economics and Finance Working Papers EM200502, Universidad de Guanajuato, Department of Economics and Finance.
    • Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2005. "Spurious regression under deterministic and stochastic trends," MPRA Paper 58772, University Library of Munich, Germany.
      • Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005. "Spurious regression under deterministic and stochastic trends," Department of Economics and Finance Working Papers EM200503, Universidad de Guanajuato, Department of Economics and Finance.
    • Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
      • Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
      • A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
      • A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
      • DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
    • Dominique Guegan & Stéphanie Rioublanc, 2005. "Regime switching models: real or spurious long memory?," Cahiers de la Maison des Sciences Economiques b05100, Université Panthéon-Sorbonne (Paris 1).
      • Dominique Guegan & Stéphanie Rioublanc, 2005. "Regime switching model: real or spurious long memory?," Post-Print halshs-00189208, HAL.
    • Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007. "Empirical likelihood confidence intervals for the mean of a long‐range dependent process," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 576-599, July.
      • Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005. "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP) dp-327, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    • Szilvia Hamori, 2005. "Comparative analysis of the returns to education in Germany and Hungary (2000)," Budapest Working Papers on the Labour Market 0507, Institute of Economics, Centre for Economic and Regional Studies.
    • Lundtofte, Frederik, 2008. "Expected life-time utility and hedging demands in a partially observable economy," European Economic Review, Elsevier, vol. 52(6), pages 1072-1096, August.
      • Lundtofte, Frederik, 2005. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Working Papers 2005:17, Lund University, Department of Economics.
      • Frederik Lundtofte, 2006. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Swiss Finance Institute Research Paper Series 06-23, Swiss Finance Institute.
    • Lundtofte, Frederik, 2005. "Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?," Working Papers 2005:18, Lund University, Department of Economics.
    • Erlandsson, Ulf, 2005. "Transition Variables in the Markov-switching Model: Some Small Sample Properties," Working Papers 2005:25, Lund University, Department of Economics.
    • Tångdahl, Sara, 2005. "The variance of some common estimators and its components under nonresponse," Working Papers 2005:9, Örebro University, School of Business.
    • Amilon, Henrik, 2008. "Estimation of an adaptive stock market model with heterogeneous agents," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 342-362, March.
      • Henrik Amilon, 2003. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series 107, Quantitative Finance Research Centre, University of Technology, Sydney.
      • Amilon, Henrik, 2005. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series 177, Sveriges Riksbank (Central Bank of Sweden).
    • Quoreshi, Shahiduzzaman, 2005. "Bivariate Time Series Modelling of Financial Count Data," Umeå Economic Studies 655, Umeå University, Department of Economics.
    • Quoreshi, Shahiduzzaman, 2005. "Modelling High Frequency Financial Count Data," Umeå Economic Studies 656, Umeå University, Department of Economics.
    • Michal Benko & Wolfgang Härdle, 2005. "Common Functional Implied Volatility Analysis," SFB 649 Discussion Papers SFB649DP2005-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Michal Benko & Alois Kneip, 2005. "Common functional component modelling," SFB 649 Discussion Papers SFB649DP2005-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Markus Fischer & Peter Imkeller, 2005. "A two state model for noise-induced resonance in bistable systems with delay," SFB 649 Discussion Papers SFB649DP2005-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Wolfgang Härdle & Zdenek Hlavka, 2005. "Dynamics of State Price Densities," SFB 649 Discussion Papers SFB649DP2005-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.
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      • Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005. "Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration," SFB 649 Discussion Papers SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Atanas Christev & Allen Featherstone, 2009. "A note on Allen-Uzawa partial elasticities of substitution: the case of the translog cost function," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1165-1169.
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    • Marco Caliendo & Reinhard Hujer & Stephan Thomsen, 2008. "Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany," Applied Economics, Taylor & Francis Journals, vol. 40(9), pages 1101-1122.
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    • Sofiane ABOURA, 2005. "GARCH Option Pricing Under Skew," The IUP Journal of Applied Economics, IUP Publications, vol. 0(6), pages 78-86, November.
    • Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(2), pages 469-500, April.
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    • Richard Smith, 2005. "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 138(2), pages 430-460, June.
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    • Richard Smith, 2005. "Local GEL methods for conditional moment restrictions," CeMMAP working papers CWP15/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Whitney K. Newey & Frank Windmeijer, 2005. "GMM with many weak moment conditions," CeMMAP working papers CWP18/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Orazio P. Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester, 2009. "Booms and Busts: Consumption, House Prices and Expectations," Economica, London School of Economics and Political Science, vol. 76(301), pages 20-50, February.
      • Orazio Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester, 2005. "Booms and busts: consumption, house prices and expectations," IFS Working Papers W05/24, Institute for Fiscal Studies.
    • Dietmar Bauer & Martin Wagner, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers ECO2005/09, European University Institute.
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    • Yunn-Kuang Chu & Jeryan Lin, 2005. "Estimating Function Approach to a Time-Dependent Recovery Model for Survival Rates in a Business District," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 4(3), pages 223-230, December.
    • Frank Cowell, 2005. "Theil, Inequality Indices and Decomposition," Working Papers 01, ECINEQ, Society for the Study of Economic Inequality.
    • Luca De Benedictis & Roberta De Santis & Claudio Vicarelli, 2005. "Hub-and-Spoke or else? Free trade agreements in the 'enlarged' European Union," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 2(2), pages 245-260, December.
      • Luca De Benedictis & Roberta De Santis & Claudio Vicarelli, 2005. "Hub-and-Spoke or else? Free trade agreements in the “enlarged” European Union," ISAE Working Papers 52, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Lief Brandes & Egon Franck, 2007. "Who Made Who – An Empirical Analysis of Competitive Balance in European Soccer Leagues," Eastern Economic Journal, Eastern Economic Association, vol. 33(3), pages 379-403, Summer.
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    • Pérez-Alonso Alicia & Di Sanzo Silvestro, 2010. "Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(1), pages 1-29, December.
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    • Marco Caliendo & Reinhard Hujer & Stephan L. Thomsen, 2008. "The employment effects of job-creation schemes in Germany: A microeconometric evaluation," Advances in Econometrics, in: Modelling and Evaluating Treatment Effects in Econometrics, pages 381-428, Emerald Group Publishing Limited.
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    • Keith A. Bender & Steffen Habermalz, 2008. "Are There Differences in the Health– Socio‐economic Status Relationship over the Life Cycle? Evidence from Germany," LABOUR, CEIS, vol. 22(1), pages 107-125, March.
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    • Gruetter, Max, 2005. "Returns to Foreign Education: Yet Another But Different Cross Country Analysis," IZA Discussion Papers 1615, Institute of Labor Economics (IZA).
    • Helmut Rainer & Thomas Siedler, 2009. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labour Market Outcomes," Economica, London School of Economics and Political Science, vol. 76(303), pages 528-556, July.
      • Siedler, Thomas & Rainer, Helmut, 2005. "O brother, where are thou? The effects of having a sibling on geographic mobility and labor market outcomes," ISER Working Paper Series 2005-18, Institute for Social and Economic Research.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," IZA Discussion Papers 1842, Institute of Labor Economics (IZA).
      • Helmut Rainer & Thomas Siedler, 2006. "O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Discussion Papers of DIW Berlin 608, DIW Berlin, German Institute for Economic Research.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Economics Discussion Papers 8891, University of Essex, Department of Economics.
      • Rainer, Helmut & Siedler, Thomas, 2009. "O brother, where art thou? The effects of having a sibling on geographic mobility and labour market outcomes," Munich Reprints in Economics 19784, University of Munich, Department of Economics.
    • G. C. Lim & G. M. Martin & V. L. Martin, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404, March.
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    • Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005. "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
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      • Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003. "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003 121, Royal Economic Society.
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    • Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 891-910.
      • Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper 2004-3, Federal Reserve Bank of Atlanta.
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    • Rajagopal, 2005. "Measuring Variability Factors in Consumer Value for Profit Optimization in a Firm - A Framework for Analysis," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 1(1), pages 85-103, January.
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    • Schmid Matthias & Schneeweiss Hans, 2005. "The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(5), pages 529-543, October.
    • Gottschalk Sandra, 2005. "Microdata Disclosure Control by Resampling - Effects on Regression Results," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(5), pages 567-583, October.
    • George Kapetanios & Gonzalo Camba-Mendez, 2005. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 491-503.
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    • David Hensher & Nina Shore & Kenneth Train, 2005. "Households’ Willingness to Pay for Water Service Attributes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 32(4), pages 509-531, December.
    • Gavin Cameron, 2005. "The Sun Also Rises: Productivity Convergence Between Japan and the USA," Journal of Economic Growth, Springer, vol. 10(4), pages 387-408, December.
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    • Alfonso Miranda & Sophia Rabe-Hesketh, 2005. "Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables," Keele Economics Research Papers KERP 2005/14, Centre for Economic Research, Keele University.
    • Sule Alan & Orazio Attanasio & Martin Browning, 2009. "Estimating Euler equations with noisy data: two exact GMM estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 309-324, March.
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      • Martin Browning & Sule Alan & Orazio Attanasio, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
    • Kimberly Fisher & Michael Bittman & Patricia Hill & Cathy Thomson, 2005. "The time cost of care," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), vol. 2(1), pages 54-66, October.
    • Luca De Benedictis & Roberta De Santis & Claudio Vicarelli, 2005. "Hub-and-Spoke or else? Free trade agreements in the 'enlarged' European Union," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 2(2), pages 245-260, December.
      • Luca De Benedictis & Roberta De Santis & Claudio Vicarelli, 2005. "Hub-and-Spoke or else? Free trade agreements in the “enlarged” European Union," ISAE Working Papers 52, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Hallerbach, Winfried G.., 2005. "Holding Period Return-Risk Modeling :The Importance of Dividends," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 45-65, Abril.
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    • Villar Frexedas, Oscar & Vayá, Esther, 2005. "Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 151-165, Abril.
    • Jean Dubé & André Lemelin, 2005. "Une application expérimentale de la méthode de minimisation de l'entropie croisée: l'estimation des flux d'échanges interrégionaux au Québec," Cahiers de recherche 0525, CIRPEE.
    • Dong Heon Kim, 2004. "Nonlinearity in the Term Structure," Econometric Society 2004 Far Eastern Meetings 440, Econometric Society.
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    • Jushan Bai & Chihwa Kao, 2005. "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers 75, Center for Policy Research, Maxwell School, Syracuse University.
    • Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
    • Ben Groom & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2005. "Declining Discount Rates: Evidence from the UK," DEOS Working Papers 0503, Athens University of Economics and Business.
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    • Frank T. Denton, 2004. "Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation," Quantitative Studies in Economics and Population Research Reports 390, McMaster University.
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    • Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007. "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 97-109, January.
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    • D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.
      • D.S. Poskitt & C.L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series 948, The University of Melbourne.
    • Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005 459, Society for Computational Economics.
      • Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005 85, Money Macro and Finance Research Group.
      • M. Dossche & G. Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/340, Ghent University, Faculty of Economics and Business Administration.
      • Dossche, Maarten & Everaert, Gerdie, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Series 495, European Central Bank.
      • Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Research 70, National Bank of Belgium.
    • Dominique Guegan & Stéphanie Rioublanc, 2005. "Regime switching model: real or spurious long memory?," Post-Print halshs-00189208, HAL.
      • Dominique Guegan & Stéphanie Rioublanc, 2005. "Regime switching models: real or spurious long memory?," Cahiers de la Maison des Sciences Economiques b05100, Université Panthéon-Sorbonne (Paris 1).
    • Roger Gay, 2005. "Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index," Monash Econometrics and Business Statistics Working Papers 8/05, Monash University, Department of Econometrics and Business Statistics.
    • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
      • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
    • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
      • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
      • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
    • Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005 459, Society for Computational Economics.
      • Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Research 70, National Bank of Belgium.
      • M. Dossche & G. Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/340, Ghent University, Faculty of Economics and Business Administration.
      • Dossche, Maarten & Everaert, Gerdie, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Series 495, European Central Bank.
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    • Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
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    • Zhang, Lan & Mykland, Per A. & Aït-Sahalia, Yacine, 2011. "Edgeworth expansions for realized volatility and related estimators," Journal of Econometrics, Elsevier, vol. 160(1), pages 190-203, January.
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    • Ann M. Lawson & Brian C. Moyer & Sumiye Okubo & Mark A. Planting, 2005. "Integrating Industry and National Economic Accounts: First Steps and Future Improvements," NBER Working Papers 11187, National Bureau of Economic Research, Inc.
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    • Mourao, P. R., 2005. "Elasticities of Regional and Local Administrations Expenditures: the Portuguese case," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 5(1).
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      • Paulo Reis Mourão, 2005. "Elasticities of Regional and Local Administrations Expenditures - the Portuguese case," NIPE Working Papers 5/2005, NIPE - Universidade do Minho.
    • Lesley Chiou, 2005. "The Timing of Movie Releases: Evidence from the Home Video Industry," Occidental Economics Working Papers 4, Occidental College, Department of Economics, revised Jul 2006.
    • Enrique Sentana, 2005. "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 3(1), pages 56-78.
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    • Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
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    • Flavio Angelini & Stefano Herzel, 2005. "Implied Volatilities of Caps: a Gaussian approach," Quaderni del Dipartimento di Economia, Finanza e Statistica 09/2005, Università di Perugia, Dipartimento Economia.
    • Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2007. "On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1217-1232, December.
      • Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "On rank estimation in symmetric matrices: the case of indefinite matrix estimators," FEP Working Papers 167, Universidade do Porto, Faculdade de Economia do Porto.
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    • Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trueck & Rafal Weron, 2005. "Modeling catastrophe claims with left-truncated severity distributions (extended version)," HSC Research Reports HSC/05/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
      • Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005. "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper 10423, University Library of Munich, Germany.
    • Ilmolelian, Peter, 2005. "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper 1418, University Library of Munich, Germany.
    • Robin Johnson & W. A. Razzak & Steven Stillman, 2007. "Has New Zealand benefited from its investments in research & development?," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2425-2440.
      • Robin Johnson & W A Razzak & Steve Stillman, 2005. "Has New Zealand benefited from its investments in research & development?," Development and Comp Systems 0510022, University Library of Munich, Germany.
      • Razzak, Weshah & Stillman, Steve & Johnson, Robin, 2005. "Has New Zealand benefited from its investments in research & development?," MPRA Paper 1887, University Library of Munich, Germany.
    • Razzak, Weshah, 2005. "Explaining the gaps in labour productivity in some developed countries," MPRA Paper 1888, University Library of Munich, Germany, revised May 2006.
      • Weshah Razzak, 2007. "Explaining the gaps in labour productivity in some developed countries," Money Macro and Finance (MMF) Research Group Conference 2006 30, Money Macro and Finance Research Group.
    • Chan Tze-Haw & Ahmad Zubaidi Baharumshah & Evan Lau, 2007. "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," Capital Markets Review, Malaysian Finance Association, vol. 15(1&2), pages 53-71.
      • Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan, 2005. "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," MPRA Paper 2021, University Library of Munich, Germany, revised Feb 2007.
    • Sarfaraz, Leyla & Afsar, Amir, 2005. "بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي [A study on the factors affecting gold price and a neuro-fuzzy model of forcast]," MPRA Paper 2855, University Library of Munich, Germany.
    • Wiederhold, gio, 2005. "What is Your Software Worth?," MPRA Paper 30150, University Library of Munich, Germany, revised 07 Jun 2006.
    • REY, Serge, 2005. "Convergence réelle et convergence nominale dans les Pays de la région MENA [Real and nominal convergence amongst MENA countries]," MPRA Paper 30206, University Library of Munich, Germany.
    • Nganou, Jean-Pascal, 2005. "Estimation of the parameters of a linear expenditure system (LES) demand function for a small African economy," MPRA Paper 31450, University Library of Munich, Germany.
    • Nganou, Jean-Pascal, 2005. "Estimates of Armington parameters for a landlocked economy," MPRA Paper 31459, University Library of Munich, Germany, revised 10 Aug 2008.
    • Cakir, Murat, 2005. "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz [Machine Learning Techniques in Determining the Dynamics of Corporat," MPRA Paper 55975, University Library of Munich, Germany.
    • Ventosa-Santaulària, Daniel & Mendoza V., Alfonso, 2005. "Non Linear Moving-Average Conditional Heteroskedasticity," MPRA Paper 58769, University Library of Munich, Germany.
    • Leeb, Hannes & Pötscher, Benedikt M., 2008. "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, vol. 24(2), pages 338-376, April.
      • Hannes Leeb & Benedikt M. Potscher, 2003. "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers 1444, Cowles Foundation for Research in Economics, Yale University.
      • Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
    • Ayoki, Milton & Obwona, Marios & Ogwapus, Moses, 2005. "Tax Reforms and Domestic Revenue Mobilization in Uganda," MPRA Paper 80328, University Library of Munich, Germany.
    • Khan, Safdar Ullah Khan, 2005. "Macro Determinants of Total Factor Productivity in Pakistan," MPRA Paper 8693, University Library of Munich, Germany, revised 10 Sep 2005.
    • Joel Hinaunye Eita & Andre C. Jordaan, 2010. "A Causality Analysis Between Financial Development and Economic Growth for Botswana," The African Finance Journal, Africagrowth Institute, vol. 12(1), pages 72-89.
      • Joel Hinaunye Eita & André C. Jordaan, 2007. "A Causality Analysis between Financial Development and Economic Growth for Botswana," Working Papers 200722, University of Pretoria, Department of Economics.
    • Menbere T. Workie, 2005. "Determinants of Growth and Convergence in Transitive Economies in the 1990s: Empirical Evidence from a Panel Data," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(3), pages 239-251.
    • Michal Slavík, 2005. "Úvod do moderních přístupů analýzy časových řad: Stavově prostorové modely a Kalmanův filtr [Introduction to time series modeling: State space models and Kalman filter]," Politická ekonomie, Prague University of Economics and Business, vol. 2005(1).
    • Kapetanios, G. & Pesaran, M.H., 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics 0520, Faculty of Economics, University of Cambridge.
      • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Working Papers 536, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series 1416, CESifo.
    • George Kapetanios & Elias Tzavalis, 2005. "Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset," Working Papers 537, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series 1416, CESifo.
      • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Working Papers 536, Queen Mary University of London, School of Economics and Finance.
      • Kapetanios, G. & Pesaran, M.H., 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics 0520, Faculty of Economics, University of Cambridge.
      • George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Working Papers 536, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Elias Tzavalis, 2005. "Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset," Working Papers 537, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & Elias Tzavalis, 2005. "Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset," Working Papers 537, Queen Mary University of London, School of Economics and Finance.
    • Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco.
      • Andrew Ang & Sen Dong, 2005. "No-Arbitrage Taylor Rules," 2005 Meeting Papers 22, Society for Economic Dynamics.
      • Andrew Ang & Sen Dong & Monika Piazzesi, 2007. "No-Arbitrage Taylor Rules," NBER Working Papers 13448, National Bureau of Economic Research, Inc.
    • Martin Gervais & Paul Klein, 2005. "Risk Sharing," 2005 Meeting Papers 323, Society for Economic Dynamics.
    • Margaret Ledyard, 2005. "Why Are Private Schools Small? School Location, Returns to Scale, and Size," 2005 Meeting Papers 790, Society for Economic Dynamics.
    • Ravenna, Federico, 2007. "Vector autoregressions and reduced form representations of DSGE models," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2048-2064, October.
      • Federico Ravenna, 2005. "Vector Autoregressions and Reduced Form Representations of DSGE Models," 2005 Meeting Papers 841, Society for Economic Dynamics.
      • Federico Ravenna, 2006. "Vector autoregressions and reduced form representations of DSGE models," Working Papers 0619, Banco de España.
    • Dospinescu, Andrei Silviu, 2005. "Combining The Forecasts Using A Statistical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 72-84.
    • Lief Brandes & Egon Franck, 2007. "Who Made Who – An Empirical Analysis of Competitive Balance in European Soccer Leagues," Eastern Economic Journal, Eastern Economic Association, vol. 33(3), pages 379-403, Summer.
      • Leif Brandes & Egon Franck, 2005. "Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues," Working Papers 0004, University of Zurich, Center for Research in Sports Administration (CRSA), revised 2006.
    • Arnab Bhattacharjee & Christoph Thoenissen, 2005. "Money and Monetary Policy in Stochastic General Equilibrium Models," CDMA Working Paper Series 200511, Centre for Dynamic Macroeconomic Analysis, revised 15 Feb 2007.
    • Helmut Rainer & Thomas Siedler, 2009. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labour Market Outcomes," Economica, London School of Economics and Political Science, vol. 76(303), pages 528-556, 07.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Economics Discussion Papers 8891, University of Essex, Department of Economics.
      • Helmut Rainer & Thomas Siedler, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," CRIEFF Discussion Papers 0513, Centre for Research into Industry, Enterprise, Finance and the Firm.
      • Rainer, Helmut & Siedler, Thomas, 2009. "O brother, where art thou? The effects of having a sibling on geographic mobility and labour market outcomes," Munich Reprints in Economics 19784, University of Munich, Department of Economics.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O brother, where are thou? The effects of having a sibling on geographic mobility and labor market outcomes," ISER Working Paper Series 2005-18, Institute for Social and Economic Research.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," IZA Discussion Papers 1842, Institute for the Study of Labor (IZA).
      • Helmut Rainer & Thomas Siedler, 2006. "O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Discussion Papers of DIW Berlin 608, DIW Berlin, German Institute for Economic Research.
    • Hiroyuki Kawakatsu, 2005. "Numerical Integration Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models," Computing in Economics and Finance 2005 154, Society for Computational Economics.
    • Kai Christoffel, 2005. "Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models," Computing in Economics and Finance 2005 359, Society for Computational Economics.
    • Vidal-Sanz, Jose M., 2004. "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB wb045518, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
      • Jose M. Vidal-Sanz & Mercedes Esteban-Bravo, 2005. "Worst-case estimation and asymptotic theory for models with unobservables," Computing in Economics and Finance 2005 385, Society for Computational Economics.
    • Michael Creel, 2005. "User-Friendly Parallel Computations with Econometric Examples," Computing in Economics and Finance 2005 445, Society for Computational Economics.
    • Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005 85, Money Macro and Finance Research Group.
      • Maarten Dossche & Gerdie Everaert, 2005. "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005 459, Society for Computational Economics.
      • Maarten Dossche & Gerdie Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Research 70, National Bank of Belgium.
      • M. Dossche & G. Everaert, 2005. "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/340, Ghent University, Faculty of Economics and Business Administration.
      • Dossche, Maarten & Everaert, Gerdie, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Series 495, European Central Bank.
    • Ghulam Sorwar, 2005. "Estimating Single Factor Jump Diffusion Interest Rate Models," Computing in Economics and Finance 2005 56, Society for Computational Economics.
    • Marco Ratto & Werner Roeger, 2005. "An estimated open-economy model for the EURO area," Computing in Economics and Finance 2005 84, Society for Computational Economics.
    • Hsiao, Cheng & Wang, Siyan, 2006. "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 427-463.
      • Cheng Hsiao & Siyan Wang, 2005. "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers 05.23, Institute of Economic Policy Research (IEPR).
    • Erwin Diewert, 2005. "Progress in Service Sector Productivity Measurement: Review Article on "Productivity in the U.S. Services Sector: New Sources of Economic Growth"," International Productivity Monitor, Centre for the Study of Living Standards, vol. 11, pages 57-69, Fall.
    • Céline Azizieh & Wolfgang Breymann, 2005. "Estimation of the Stylized Facts of a Stochastic Cascade Model," Working Papers CEB 05-009.RS, ULB -- Universite Libre de Bruxelles.
    • Jon Miller & Ismail Genc, 2005. "Alternative regional specification and convergence of U.S. regional growth rates," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 39(2), pages 241-252, June.
    • Günter Coenen, 2005. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Empirical Economics, Springer, vol. 30(1), pages 65-75, January.
      • Coenen, Günter, 2000. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Working Paper Series 9, European Central Bank.
    • Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005. "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, vol. 30(1), pages 77-91, January.
      • Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated". "Testing for PPP: Should We Use Panel Methods?," Working Papers 186, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002. "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002 13, Royal Economic Society.
    • Joaquim Ramalho, 2005. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Empirical Economics, Springer, vol. 30(3), pages 735-748, October.
      • Joaquim Ramalho, 2003. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Economics Working Papers 10_2003, University of Évora, Department of Economics (Portugal).
    • Jörg Breitung & Bertrand Candelon, 2005. "Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 124-140, April.
    • Cinzia Daraio & Léopold Simar, 2007. "Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach," Journal of Productivity Analysis, Springer, vol. 28(1), pages 13-32, October.
      • Cinzia Daraio & Leopold Simar, 2005. "Conditional Nonparametric Frontier Models for Convex and Non Convex Technologies: a Unifying Approach," LEM Papers Series 2005/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Erik Biørn, 2005. "Constructing Panel Data Estimators by Aggregation: A General Moment Estimator and a Suggested Synthesis," Discussion Papers 420, Statistics Norway, Research Department.
    • Jan F. Bjørnstad, 2005. "Non-Bayesian Multiple Imputation," Discussion Papers 421, Statistics Norway, Research Department.
    • Øivind A. Nilsen & Arvid Raknerud & Marina Rybalka & Terje Skjerpen, 2005. "Lumpy Investments, Factor Adjustments and Productivity," Discussion Papers 441, Statistics Norway, Research Department.
    • Jose Brandao de Brito & Felipa de Mello Sampayo, 2005. "The timing and probability of FDI: an application to US multinational enterprises," Applied Economics, Taylor & Francis Journals, vol. 37(4), pages 417-437.
      • de Brito, José Brandão & de Mello Sampayo, Felipa, 2002. "The timing and the probability of FDI: an application to the US multinational enterprises," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A3-4, International Conferences on Panel Data.
    • Wendelin Schnedler, 2005. "Likelihood Estimation for Censored Random Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 195-217.
    • Niklas Wagner & Terry Marsh, 2005. "Surprise volume and heteroskedasticity in equity market returns," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 153-168.
      • Wagner, Niklas & Marsh, Terry A., 2004. "Surprise volume and heteroskedasticity in equity market returns," CEFS Working Paper Series 2004-03, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
      • Niklas Wagner & Terry A. Marsh, 2004. "Surprise Volume and Heteroskedasticity in Equity Market Returns," Econometrics 0409009, University Library of Munich, Germany.
    • Bond Derek & Harrison Michael J. & O'Brien Edward J., 2005. "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(3), pages 1-43, September.
      • D. Bond & M.J. Harrision & E.J. O, Brien, 2005. "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers tep4, Trinity College Dublin, Department of Economics.
      • D. Bond & M.J. Harrision & E.J. O, Brien, 2005. "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers 200054, Trinity College Dublin, Department of Economics.
    • Bond Derek & Harrison Michael J. & O'Brien Edward J., 2005. "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(3), pages 1-43, September.
      • D. Bond & M.J. Harrision & E.J. O, Brien, 2005. "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers 200054, Trinity College Dublin, Department of Economics.
      • D. Bond & M.J. Harrision & E.J. O, Brien, 2005. "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers tep4, Trinity College Dublin, Department of Economics.
    • Siem Jan Koopman & Kai Ming Lee, 2005. "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers 05-081/4, Tinbergen Institute.
    • Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute.
    • Cizek, P., 2005. "Trimmed Likelihood-based Estimation in Binary Regression Models," Other publications TiSEM 8b789cab-97b8-451f-b37c-9, Tilburg University, School of Economics and Management.
      • Cizek, P., 2005. "Trimmed Likelihood-based Estimation in Binary Regression Models," Discussion Paper 2005-108, Tilburg University, Center for Economic Research.
    • Inkmann, J., 2005. "Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited," Other publications TiSEM c39cff1f-16c1-4446-a83f-c, Tilburg University, School of Economics and Management.
      • Inkmann, J., 2005. "Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited," Discussion Paper 2005-131, Tilburg University, Center for Economic Research.
    • Beirlant, J. & Joossens, E. & Segers, J., 2005. "Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution," Discussion Paper 2005-112, Tilburg University, Center for Economic Research.
    • Haeusler, E. & Segers, J., 2005. "Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator," Discussion Paper 2005-129, Tilburg University, Center for Economic Research.
    • Fils-Villetard, A. & Guillou, A. & Segers, J., 2005. "Projection Estimates of Constrained Functional Parameters," Discussion Paper 2005-111, Tilburg University, Center for Economic Research.
    • Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
      • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
      • Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Other publications TiSEM 593b97f2-9dfe-46c5-928a-e, Tilburg University, School of Economics and Management.
      • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
    • Roberto BASILE & Bernard GRESS, 2005. "Semi-Parametric Spatial Auto-Covariance Models Of Regional Growth In Europe," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 21, pages 93-118.
    • Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2005. "Two Views of Inequality Over the Life Cycle," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 765-775, 04/05.
      • Storesletten, Kjetil & Violante, Giovanni & Heathcote, Jonathan, 2004. "Two Views of Inequality Over the Life-Cycle," CEPR Discussion Papers 4728, C.E.P.R. Discussion Papers.
    • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
      • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
      • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
      • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
      • Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
    • Chang, Yoosoon & Miller, J. Isaac & Park, Joon Y., 2005. "Extracting a Common Stochastic Trend: Theories with Some Applications," Working Papers 2005-06, Rice University, Department of Economics.
      • J. Isaac Miller & Yoosoon Chang & Joon Y. Park, 2005. "Extracting a Common Stochastic Trend:Theories with Some Applications," Working Papers 0507, Department of Economics, University of Missouri, revised 18 Aug 2005.
    • Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
      • Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
    • Francesco Audrino & Fabio Trojani, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 138-149, January.
      • Audrino, Francesco & Trojani, Fabio, 2011. "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 138-149.
      • Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
      • Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen.
    • P. Gagliardini & C. Gourieroux & E. Renault, 2011. "Efficient Derivative Pricing by the Extended Method of Moments," Econometrica, Econometric Society, vol. 79(4), pages 1181-1232, July.
      • Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2004. "Efficient Derivative Pricing by Extended Method of Moments," Working Papers 2004-30, Center for Research in Economics and Statistics.
      • Patrick Gagliardini & C. Gourieroux & E. Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," University of St. Gallen Department of Economics working paper series 2005 2005-05, Department of Economics, University of St. Gallen.
      • Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT, 2010. "Efficient Derivative Pricing By The Extended Method of Moments," Swiss Finance Institute Research Paper Series 10-07, Swiss Finance Institute.
      • Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," Working Papers 2005-40, Center for Research in Economics and Statistics.
    • David E. Giles, 2005. "The Bias of Inequality Measures in Very Small Samples: Some Analytic Results," Econometrics Working Papers 0514, Department of Economics, University of Victoria.
    • Silvia Ferrini & Riccardo Scarpa, 2005. "Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation," Working Papers in Economics 05/08, University of Waikato.
    • Nikolay Gospodinov & Ian Irvine, 2005. "A `long march' perspective on tobacco use in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 366-393, May.
      • Nikolay Gospodinov & Ian Irvine, 2005. "A ‘long march’ perspective on tobacco use in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(2), pages 366-393, May.
    • V. L. Martin & G. M. Martin & G. C. Lim, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404.
      • G. C. Lim & G. M. Martin & V. L. Martin, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404, March.
      • G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics.
    • Robin Johnson & W. A. Razzak & Steven Stillman, 2007. "Has New Zealand benefited from its investments in research & development?," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2425-2440.
      • Razzak, Weshah & Stillman, Steve & Johnson, Robin, 2005. "Has New Zealand benefited from its investments in research & development?," MPRA Paper 1887, University Library of Munich, Germany.
      • Robin Johnson & W A Razzak & Steve Stillman, 2005. "Has New Zealand benefited from its investments in research & development?," Development and Comp Systems 0510022, University Library of Munich, Germany.
    • Chen, Willa W. & Deo, Rohit S., 2006. "Estimation of mis-specified long memory models," Journal of Econometrics, Elsevier, vol. 134(1), pages 257-281, September.
      • Willa Chen & Rohit Deo, 2005. "Estimation of mis-specified long memory models," Econometrics 0501004, University Library of Munich, Germany.
    • Rajagopal, 2006. "Measuring customer value and market dynamics for new products of a firm: an analytical construct for gaining competitive advantage," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 8(3/4), pages 187-205.
      • Rajagopal, 2005. "Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage," Econometrics 0502012, University Library of Munich, Germany.
    • Victor Aguirregabiria & Pedro Mira, 2005. "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Boston University - Department of Economics - Working Papers Series WP2005-001, Boston University - Department of Economics.
      • Victor Aguirregabiria & Pedro Mira, 2005. "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Econometrics 0502017, University Library of Munich, Germany.
    • Matteo M. Pelagatti, 2005. "Business cycle and sector cycles," Econometrics 0503006, University Library of Munich, Germany.
    • Rajagopal, 2006. "Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
      • Rajagopal, 2005. "Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis," Econometrics 0504003, University Library of Munich, Germany.
    • Victor Aguirregabiria, 2005. "Another Look at the Identification of Dynamic Discrete Decision Processes," Econometrics 0504006, University Library of Munich, Germany.
    • Matthias Mohr, 2005. "A Trend-Cycle(-Season) Filter," Econometrics 0508004, University Library of Munich, Germany.
    • Matthias Mohr, 2005. "A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab," Econometrics 0508005, University Library of Munich, Germany.
    • Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, University Library of Munich, Germany.
    • Rajagopal, 2005. "Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market," Econometrics 0508012, University Library of Munich, Germany.
    • Serletis, Apostolos & Shahmoradi, Asghar, 2007. "A Note On Imposing Local Curvature In Generalized Leontief Models," Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 290-294, April.
      • Apostolos Serletis & Asghar Shahmoradi, 2005. "A Note on Imposing Local Curvature in Generalized Leontief Models," GE, Growth, Math methods 0509005, University Library of Munich, Germany.
      • Apostolos Serletis & Asghar Shahmoradi, 2005. "A Note on Imposing Local Curvature on Generalized Leontief Models," Econometrics 0509020, University Library of Munich, Germany.
    • Tibor Neugebauer, 2005. "Bidding Strategies Of Sequential First Price Auctions Programmed By Experienced Bidders," Experimental 0503007, University Library of Munich, Germany.
    • Tibor Neugebauer & Javier Perote, 2005. "Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets," Experimental 0503008, University Library of Munich, Germany.
    • João Fernandes, 2005. "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance 0505013, University Library of Munich, Germany.
    • Tony Guida & Olivier Matringe, 2005. "Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities," Finance 0512021, University Library of Munich, Germany.
    • Viktor Winschel, 2005. "Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality," GE, Growth, Math methods 0507014, University Library of Munich, Germany.
    • Serletis, Apostolos & Shahmoradi, Asghar, 2007. "A Note On Imposing Local Curvature In Generalized Leontief Models," Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 290-294, April.
      • Apostolos Serletis & Asghar Shahmoradi, 2005. "A Note on Imposing Local Curvature on Generalized Leontief Models," Econometrics 0509020, University Library of Munich, Germany.
      • Apostolos Serletis & Asghar Shahmoradi, 2005. "A Note on Imposing Local Curvature in Generalized Leontief Models," GE, Growth, Math methods 0509005, University Library of Munich, Germany.
    • Fuad Hasanov, 2005. "Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey," Macroeconomics 0510011, University Library of Munich, Germany.
    • Douglas Dacy & Fuad Hasanov, 2005. "The Rate of Interest or the Rate of Return: Estimating Intertemporal Elasticity of Substitution," Macroeconomics 0510012, University Library of Munich, Germany.
    • Georg Muller-Furstenberger & Martin Wagner & Benito Muller, 2005. "Exploring the Carbon Kuznets Hypothesis," Others 0506009, University Library of Munich, Germany.
    • Tomaso Duso & Klaus Gugler & Burcin Yurtoglu, 2005. "EU Merger Remedies: A Preliminary Empirical Assessment," CIG Working Papers SP II 2005-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
      • Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B., 2006. "EU Merger Remedies: A Preliminary Empirical Assessment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 81, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    • Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic Factor Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40, Springer.
      • Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
      • Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
    • Drescher, Daniel, 2005. "Alternative distributions for observation driven count series models," Economics Working Papers 2005-11, Christian-Albrechts-University of Kiel, Department of Economics.
    • Blaess, Virginie, 2005. "Siblings and Educational Attainment in West Germany," Discussion Papers 2005,001E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
    • Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.
      • Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers 2002,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers 2005-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Marco Caliendo & Reinhard Hujer & Stephan Thomsen, 2008. "Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany," Applied Economics, Taylor & Francis Journals, vol. 40(9), pages 1101-1122.
      • Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2005. "Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany," IAB-Discussion Paper 200508, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
      • Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2005. "Identifying Effect Heterogeneity to Improve the Effiency of Job Creation Schemes in Germany?," ZEW Discussion Papers 05-21, ZEW - Leibniz Centre for European Economic Research.
    • Bernd Fitzenberger & Ralf Wilke, 2006. "Using quantile regression for duration analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 105-120, March.
      • Bernd Fitzenberger & Ralf A. Wilke, 2006. "Using Quantile Regression for Duration Analysis," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 8, pages 103-118, Springer.
      • Fitzenberger, Bernd & Wilke, Ralf A., 2005. "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers 05-65, ZEW - Leibniz Centre for European Economic Research.
    • Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2004. "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers 04-61, ZEW - Leibniz Centre for European Economic Research.
      • Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2005. "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers 04-61 [rev.], ZEW - Leibniz Centre for European Economic Research.

    2004

    • Menbere Workie Tiruneh, 2004. "An Empirical Investigation Into the Determinants of External Indebtedness," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(3), pages 261-277.
    • Thomas Knox & James H. Stock & Mark W. Watson, 2004. "Empirical Bayes Regression With Many Regressors," Working Papers 2004-1, Princeton University. Economics Department..
    • George Kapetanios, 2004. "The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks," Working Papers 524, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios, 2004. "The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks," Working Papers 524, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & Elias Tzavalis, 2004. "The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks," Working Papers 524, Queen Mary University of London, School of Economics and Finance.
    • Linda Y. Wong & Jose Victor Rios-Rull, 2004. "On Black/White Intermarriage Patterns," 2004 Meeting Papers 566, Society for Economic Dynamics.
    • Antje Berndt & Rohan Douglas, 2004. "Estimating Default Risk Premia from Default Swap Rates and EDFs," 2004 Meeting Papers 821, Society for Economic Dynamics.
    • Ruge-Murcia, Francisco J., 2007. "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2599-2636, August.
      • Ruge-Murcia, Francisco J., 2002. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series qt4fc8x822, Department of Economics, UC San Diego.
      • Francisco J. Ruge-Murcia, 2004. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers 83, Society for Economic Dynamics.
      • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
      • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Roy, Nilanjana & Cornelis van Kooten, G., 2004. "Another look at the income elasticity of non-point source air pollutants: a semiparametric approach," Economics Letters, Elsevier, vol. 85(1), pages 17-22, October.
      • Roy, Nilanjana & van Kooten, G. Cornelis, 2004. "Another Look At The Income Elasticity Of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers 18167, University of Victoria, Resource Economics and Policy.
      • Nilanjana Roy & G. Cornelis van Kooten, 2004. "Another Look at the Income Elasticity of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers 2004-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
    • G. Everaert & L. Pozzi, 2004. "Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/263, Ghent University, Faculty of Economics and Business Administration.
    • John C. Chao & Norman R. Swanson, 2005. "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, September.
      • Chao, John Chao & Norman R. Swanson, 2003. "Consistent Estimation with a Large Number of Weak Instruments," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.
      • John Chao & Norman Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Departmental Working Papers 200421, Rutgers University, Department of Economics.
      • John C. Chao & Norman Rasmus Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Yale School of Management Working Papers ysm374, Yale School of Management.
    • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," Economics Papers 2004-W28, Economics Group, Nuffield College, University of Oxford.
      • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," OFRC Working Papers Series 2004fe20, Oxford Financial Research Centre.
    • Florian PELGRIN & Alain GUAY & Richard LUGER, 2004. "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings 418, Econometric Society.
      • Florian PELGRIN & GUAY Alain & LUGER Richard, 2004. "The New Keynesian Phillips Curve: An Empirical Assessment," Computing in Economics and Finance 2004 212, Society for Computational Economics.
      • Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers 04-35, Bank of Canada.
    • Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    • Giuliano De Rossi, 2004. "Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters," Computing in Economics and Finance 2004 302, Society for Computational Economics.
    • Roy van der Weide, 2004. "Wake me up before you GO-GARCH," Computing in Economics and Finance 2004 316, Society for Computational Economics.
      • Boswijk, H.P. & Weide, R. van der, 2006. "Wake me up before you GO-GARCH," CeNDEF Working Papers 06-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
      • H. Peter Boswijk & Roy van der Weide, 2006. "Wake me up before you GO-GARCH," Tinbergen Institute Discussion Papers 06-079/4, Tinbergen Institute, revised 21 Sep 2006.
    • Daniela Hristova, 2004. "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Computing in Economics and Finance 2004 47, Society for Computational Economics.
    • Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.
      • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
      • Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute of Labor Economics (IZA).
      • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
    • Jamie Gascoigne, 2004. "Estimating threshold vector error-correction models with multiple cointegrating relationships," Working Papers 2004013, The University of Sheffield, Department of Economics, revised Nov 2004.
    • Pene Kalulumia & Denis Bolduc, 2004. "Generalized Mixed Estimation Of A Multinomial Discretecontinuous Choice Model For Electricity Demand," Cahiers de recherche 04-01, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    • Luc Savard, 2004. "Un système de demandes AIDS dans un contexte EGC microsimulation pour l'analyse de pauvreté et des inégalités," Cahiers de recherche 04-10, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    • Marianne Simonsen & Lars Skipper, 2004. "Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators," Discussion Papers 03-023, Stanford Institute for Economic Policy Research.
    • Sune Karlsson & Jimmy Skoglund, 2004. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Empirical Economics, Springer, vol. 29(1), pages 79-88, January.
      • Karlsson, Sune & Skoglund, Jimmy, 2000. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," SSE/EFI Working Paper Series in Economics and Finance 383, Stockholm School of Economics.
      • Sune Karlsson & Jimmy Skoglund, 2000. "Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects," Econometric Society World Congress 2000 Contributed Papers 1178, Econometric Society.
    • Thierry Ané & Chiraz Labidi, 2004. "Return interval, dependence structure, and multivariate normality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(3), pages 285-299, September.
      • Thierry Ané & Chiraz Labidi, 2001. "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series 64, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Daiji Kawaguchi, 2004. "Peer effects on substance use among American teenagers," Journal of Population Economics, Springer;European Society for Population Economics, vol. 17(2), pages 351-367, June.
      • Daiji Kawaguchi, 2002. "Peer Effects on Substance Use among American Teenagers," ISER Discussion Paper 0567, Institute of Social and Economic Research, The University of Osaka.
    • Erling Røed Larsen, 2004. "Does the CPI Mirror Costs-of-Living? Engel's Law Suggests Not in Norway," Discussion Papers 368, Statistics Norway, Research Department.
    • Jan F. Bjørnstad & Elinor Ytterstad, 2004. "Two-Stage Sampling from a Prediction Point of View," Discussion Papers 383, Statistics Norway, Research Department.
    • Joseph, Agnes S. & Kiviet, Jan F., 2005. "Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 417-444, April.
      • Agnes S. Joseph & Jan F. Kiviet, 2004. "Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks," Tinbergen Institute Discussion Papers 04-056/4, Tinbergen Institute.
    • Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest, 2004. "A Note on Costly Sequential Search and Oligopoly Pricing," Tinbergen Institute Discussion Papers 04-068/1, Tinbergen Institute.
    • Maarten C. W. Janssen & José Luis Moraga-González & Matthijs R. Wildenbeest, 2004. "Consumer Search and Oligopolistic Pricing: An Empirical Investigation," CESifo Working Paper Series 1292, CESifo.
      • Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest, 2004. "Consumer Search and Oligopolistic Pricing: An Empirical Investigation," Tinbergen Institute Discussion Papers 04-071/1, Tinbergen Institute.
    • Beirlant, J. & Schoutens, W. & Segers, J.J.J., 2004. "Mandelbrot's Extremism," Discussion Paper 2004-125, Tilburg University, Center for Economic Research.
    • Segers, J.J.J., 2004. "Non-Parametric Inference for Bivariate Extreme-Value Copulas," Discussion Paper 2004-91, Tilburg University, Center for Economic Research.
    • Čížek, Pavel, 2008. "General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1500-1529, December.
      • Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Other publications TiSEM 646b48cc-6bdc-4b93-bc20-7, Tilburg University, School of Economics and Management.
      • Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Discussion Paper 2004-130, Tilburg University, Center for Economic Research.
    • Raats, V.M. & Moors, J.J.A. & van der Genugten, B.B., 2004. "A Mixed Model for Double Checking Fallible Auditors," Discussion Paper 2004-82, Tilburg University, Center for Economic Research.
    • Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2004. "Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles," Discussion Paper 2004-77, Tilburg University, Center for Economic Research.
    • Wagner, Martin, 2008. "The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?," Resource and Energy Economics, Elsevier, vol. 30(3), pages 388-408, August.
      • Martin Wagner & Georg M ller-F rstenberger, 2004. "The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?," Diskussionsschriften dp0418, Universitaet Bern, Departement Volkswirtschaft.
      • Wagner, Martin, 2006. "The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?," Economics Series 197, Institute for Advanced Studies.
    • Eugenio S.A.Bodenrieth H., 2004. "Precios de productos almacenables: implicaciones del modelo de inventarios," Estudios de Economia, University of Chile, Department of Economics, vol. 31(1 Year 20), pages 67-78, June.
    • Carl Chiarella & Shenhuai Gao, 2004. "Continuous Time Model Estimation," Working Paper Series 138, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    • Chen, Xiaohong & Fan, Yanqin & Tsyrennikov, Viktor, 2006. "Efficient Estimation of Semiparametric Multivariate Copula Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1228-1240, September.
      • Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov, 2004. "Efficient Estimation of Semiparametric Multivariate Copula Models," Vanderbilt University Department of Economics Working Papers 0420, Vanderbilt University Department of Economics.
    • Mourao, P. R., 2005. "Elasticities of Regional and Local Administrations Expenditures: the Portuguese case," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 5(1).
      • Paulo Mourão, 2004. "Elasticities of Regional and Local Administrations Expenditures - the Portuguese case," ERSA conference papers ersa04p93, European Regional Science Association.
      • Paulo Reis Mourão, 2005. "Elasticities of Regional and Local Administrations Expenditures - the Portuguese case," NIPE Working Papers 5/2005, NIPE - Universidade do Minho.
    • Paramsothy Silvapulle & Imad A. Moosa & Mervyn J. Silvapulle, 2004. "Asymmetry in Okun's law," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 353-374, May.
    • Philip Kostov & John Lingard, 2004. "Block-diagonal representation of a dualistic agricultural economy and its application in formal modelling: the case of Bulgaria," Computational Economics 0409001, University Library of Munich, Germany.
    • Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006. "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1171-1199, April.
      • Markus Junker & Alexander Szimayer & Niklas Wagner, 2004. "Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications," Econometrics 0401007, University Library of Munich, Germany.
    • Wagner, Niklas & Marsh, Terry A., 2005. "Measuring tail thickness under GARCH and an application to extreme exchange rate changes," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 165-185, January.
      • Niklas Wagner & Terry A. Marsh, 2004. "Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes," Econometrics 0401008, University Library of Munich, Germany.
    • Aguirregabiria, Victor, 2004. "Pseudo maximum likelihood estimation of structural models involving fixed-point problems," Economics Letters, Elsevier, vol. 84(3), pages 335-340, September.
      • Victor Aguirregabiria, 2004. "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics 0402003, University Library of Munich, Germany.
    • Ricardo Gonçalves Silva, 2004. "Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots," Econometrics 0405002, University Library of Munich, Germany.
    • Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho, 2004. "Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach," Econometrics 0408003, University Library of Munich, Germany, revised 13 Aug 2004.
    • Aguirregabiria, Victor, 2005. "Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes," Economics Letters, Elsevier, vol. 87(3), pages 393-398, June.
      • Victor Aguirregabiria, 2004. "Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes," Econometrics 0408004, University Library of Munich, Germany.
    • Miroslav Verbic, 2004. "Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains," Econometrics 0409002, University Library of Munich, Germany.
    • Niklas Wagner & Terry Marsh, 2005. "Surprise volume and heteroskedasticity in equity market returns," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 153-168.
      • Wagner, Niklas & Marsh, Terry A., 2004. "Surprise volume and heteroskedasticity in equity market returns," CEFS Working Paper Series 2004-03, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
      • Niklas Wagner & Terry A. Marsh, 2004. "Surprise Volume and Heteroskedasticity in Equity Market Returns," Econometrics 0409009, University Library of Munich, Germany.
    • K V Bhanu Murthy, 2004. "Arguing A Case For The Cobb-Douglas Production Function," Econometrics 0409012, University Library of Munich, Germany.
    • Terry A. Marsh and Niklas Wagner., 2000. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance Working Papers RPF-293, University of California at Berkeley.
      • Terry A. Marsh & Niklas Wagner, 2004. "Return-Volume Dependence and Extremes in International Equity Markets," Finance 0401007, University Library of Munich, Germany.
    • Sofiane ABOURA, 2004. "GARCH Option Pricing Under Skew," Finance 0405032, University Library of Munich, Germany.
    • Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers wp237, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
      • Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," Finance 0410015, University Library of Munich, Germany.
    • W A Razzak, 2004. "Towards Building A New Consensus About New Zealand’s Productivity," GE, Growth, Math methods 0405002, University Library of Munich, Germany.
    • Victor Aguirregabiria & Pedro Mira, 2007. "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, vol. 75(1), pages 1-53, January.
      • Víctor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Working Papers wp2004_0413, CEMFI.
      • Victor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Industrial Organization 0406006, University Library of Munich, Germany.
    • André Kurmann, 2004. "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Cahiers de recherche 0421, CIRPEE.
      • André Kurmann, 2004. "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Macroeconomics 0409028, University Library of Munich, Germany.
    • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2004. "Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique," Macroeconomics 0411017, University Library of Munich, Germany, revised 08 Dec 2004.
    • Donald J. Brown & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models," Cowles Foundation Discussion Papers 1395, Cowles Foundation for Research in Economics, Yale University.
      • Donald J. Brown, 2004. "Tests of Independence in Separable Econometric Models," Yale School of Management Working Papers ysm329, Yale School of Management.
    • Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers 1407, Cowles Foundation for Research in Economics, Yale University.
      • Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers ysm347, Yale School of Management.
      • Sainan Jin & Peter Phillips & Yixiao Sun, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Econometric Society 2004 North American Winter Meetings 299, Econometric Society.
      • Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego.
    • John C. Chao & Norman R. Swanson, 2005. "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, September.
      • Chao, John Chao & Norman R. Swanson, 2003. "Consistent Estimation with a Large Number of Weak Instruments," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.
      • John C. Chao & Norman Rasmus Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Yale School of Management Working Papers ysm374, Yale School of Management.
      • John Chao & Norman Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Departmental Working Papers 200421, Rutgers University, Department of Economics.
    • Chao, John & Swanson, Norman R., 2007. "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.
      • John Chao & Norman Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction," Departmental Working Papers 200315, Rutgers University, Department of Economics.
      • John C. Chao & Norman Rasmus Swanson, 2004. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction," Yale School of Management Working Papers ysm375, Yale School of Management.
      • John Chao & Norman R. Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.
    • Donald W. K. Andrews, 2005. "Cross-Section Regression with Common Shocks," Econometrica, Econometric Society, vol. 73(5), pages 1551-1585, September.
      • Donald W.K. Andrews, 2003. "Cross-section Regression with Common Shocks," Cowles Foundation Discussion Papers 1428, Cowles Foundation for Research in Economics, Yale University.
      • Donald W.K. Andrews, 2004. "Cross-section Regression with Common Shocks," Yale School of Management Working Papers ysm401, Yale School of Management.
    • Inmaculada Garc�a Mainar & V�ctor M. Montuenga G�mez, 2004. "Returns to education and to experience within the EU: are there differences between wage earners and the self-employed?," Documentos de Trabajo dt2004-08, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    • Eickmeier, Sandra, 2007. "Business cycle transmission from the US to Germany--A structural factor approach," European Economic Review, Elsevier, vol. 51(3), pages 521-551, April.
      • Eickmeier, Sandra, 2004. "Business Cycle Transmission from the US to Germany: a Structural Factor Approach," Discussion Paper Series 1: Economic Studies 2004,12, Deutsche Bundesbank.
    • Düllmann, Klaus & Trapp, Monika, 2004. "Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures," Discussion Paper Series 2: Banking and Financial Studies 2004,02, Deutsche Bundesbank.
    • Niklas Wagner & Terry Marsh, 2005. "Surprise volume and heteroskedasticity in equity market returns," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 153-168.
      • Niklas Wagner & Terry A. Marsh, 2004. "Surprise Volume and Heteroskedasticity in Equity Market Returns," Econometrics 0409009, University Library of Munich, Germany.
      • Wagner, Niklas & Marsh, Terry A., 2004. "Surprise volume and heteroskedasticity in equity market returns," CEFS Working Paper Series 2004-03, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    • Röthig, Andreas, 2004. "Currency Futures and Currency Crises," Darmstadt Discussion Papers in Economics 136, Darmstadt University of Technology, Department of Law and Economics.
    • Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, vol. 33(1), pages 23-39, July.
      • Wilfling, Bernd & Trede, Mark, 2004. "Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data," HWWA Discussion Papers 267, Hamburg Institute of International Economics (HWWA).
    • Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2004. "Evaluation der Eingliederungseffekte von Arbeitsbeschaffungsmaßnahmen in reguläre Beschäftigung für Teilnehmer in Deutschland," ZEW Discussion Papers 04-46, ZEW - Leibniz Centre for European Economic Research.
    • Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2004. "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers 04-61, ZEW - Leibniz Centre for European Economic Research.
      • Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2005. "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers 04-61 [rev.], ZEW - Leibniz Centre for European Economic Research.
    • Silvia Rita Sedita, 2004. "The Unexplored Effect of Skills and Technology on Firms' Performance," DRUID Working Papers 04-06, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
    • Galarraga, Ibon & Markandya, Anil, 2004. "Economic techniques to estimate the demand for sustainable products: a case study for fair trade and organic coffee in the United Kingdom," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 4(07), pages 1-26.
    • Roy, Nilanjana & Cornelis van Kooten, G., 2004. "Another look at the income elasticity of non-point source air pollutants: a semiparametric approach," Economics Letters, Elsevier, vol. 85(1), pages 17-22, October.
      • Nilanjana Roy & G. Cornelis van Kooten, 2004. "Another Look at the Income Elasticity of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers 2004-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
      • Roy, Nilanjana & van Kooten, G. Cornelis, 2004. "Another Look At The Income Elasticity Of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers 18167, University of Victoria, Resource Economics and Policy.
    • Lucchetti, Riccardo, 2006. "Identification Of Covariance Structures," Econometric Theory, Cambridge University Press, vol. 22(2), pages 235-257, April.
      • Riccardo LUCCHETTI, 2004. "Identification of Covariance Structures," Working Papers 214, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    • Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho, 2004. "O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 150, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
      • Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers CWP05/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers 05/04, Institute for Fiscal Studies.
    • Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(2), pages 469-500, April.
      • Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics.
      • Walter Beckert & Daniel McFadden, 2007. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP28/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Walter Beckert & Daniel McFadden, 2005. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP06/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers 04-11, Bank of Canada.
    • Florian PELGRIN & Alain GUAY & Richard LUGER, 2004. "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings 418, Econometric Society.
      • Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers 04-35, Bank of Canada.
      • Florian PELGRIN & GUAY Alain & LUGER Richard, 2004. "The New Keynesian Phillips Curve: An Empirical Assessment," Computing in Economics and Finance 2004 212, Society for Computational Economics.
    • Marco Moscadelli, 2004. "The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee," Temi di discussione (Economic working papers) 517, Bank of Italy, Economic Research and International Relations Area.
    • Markus Frölich, 2004. "Programme Evaluation with Multiple Treatments," Journal of Economic Surveys, Wiley Blackwell, vol. 18(2), pages 181-224, April.
      • Frölich, Markus, 2002. "Programme Evaluation with Multiple Treatments," IZA Discussion Papers 542, Institute of Labor Economics (IZA).
      • Markus Froelich, 2002. "Programme Evaluation with Multiple Treatments," University of St. Gallen Department of Economics working paper series 2002 2002-17, Department of Economics, University of St. Gallen.
    • Martin Wagner, 2004. "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, July.
      • Martin Wagner, 2002. "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften dp0210, Universitaet Bern, Departement Volkswirtschaft.
    • João Gabe & Marcelo Savino Portugal, 2004. "Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(1), pages 47-73.
    • Massimo Filippini & Giuliano Masiero & Karine Moschetti, 2004. "Regional Differences in Outpatient Antibiotic Consumption in Switzerland," Working Papers 0402, Department of Management, Information and Production Engineering, University of Bergamo.
    • Sophie Pardo & Robert Kast & André Lapied, 2004. "Construction d'un portefeuille sous-jacent virtuel," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 407-418.
    • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
      • Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.
      • Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute of Labor Economics (IZA).
      • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
    • M. Hashem Pesaran, 2021. "General diagnostic tests for cross-sectional dependence in panels," Empirical Economics, Springer, vol. 60(1), pages 13-50, January.
      • Pesaran, M. Hashem, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers 1240, Institute of Labor Economics (IZA).
      • Pesaran, M.H., 2004. "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics 0435, Faculty of Economics, University of Cambridge.
      • M. Hashem Pesaran, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series 1229, CESifo.
    • Sancetta, A. & Satchell, S.E., 2004. "Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias," Cambridge Working Papers in Economics 0441, Faculty of Economics, University of Cambridge.
    • Thijs ten Raa & José Manuel Rueda Cantuche, 2004. "How to Estimate Unbiased and Consistent input-output Multipliers on the Basis of use and Make Matrices," Economic Working Papers at Centro de Estudios Andaluces E2004/14, Centro de Estudios Andaluces.
    • Gilbert, Scott & Zemcík, Petr, 2006. "Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 925-945, April.
      • Scott Gilbert & Petr Zemcik, 2004. "Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example," CERGE-EI Working Papers wp223, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," Finance 0410015, University Library of Munich, Germany.
      • Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers wp237, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
      • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Working Papers 0005, Banco de España.
      • Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics.
      • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series 374, CESifo.
      • Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge.
    • Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge.
      • M. Hashem Pesaran, 2003. "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series 869, CESifo.
    • P. Gagliardini & C. Gourieroux & E. Renault, 2011. "Efficient Derivative Pricing by the Extended Method of Moments," Econometrica, Econometric Society, vol. 79(4), pages 1181-1232, July.
      • Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2004. "Efficient Derivative Pricing by Extended Method of Moments," Working Papers 2004-30, Center for Research in Economics and Statistics.
      • Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT, 2010. "Efficient Derivative Pricing By The Extended Method of Moments," Swiss Finance Institute Research Paper Series 10-07, Swiss Finance Institute.
      • Patrick Gagliardini & C. Gourieroux & E. Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," University of St. Gallen Department of Economics working paper series 2005 2005-05, Department of Economics, University of St. Gallen.
      • Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," Working Papers 2005-40, Center for Research in Economics and Statistics.
    • Paramsothy Silvapulle & Imad Moosa & Mervyn Silvapulle, 2004. "Asymmetry in Okun's law," Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 353-374, May.
    • Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004. "Indirect Estimation of Conditionally Heteroskedastic Factor Models," Working Papers wp2004_0409, CEMFI.
    • Peñaranda, Francisco & Sentana, Enrique, 2012. "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
      • Sentana, Enrique & Peñaranda, Francisco, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
      • Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
      • Enrique Sentana & Francisco Penaranda, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers dp497, Financial Markets Group.
      • Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
    • Victor Aguirregabiria & Pedro Mira, 2007. "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, vol. 75(1), pages 1-53, January.
      • Victor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Industrial Organization 0406006, University Library of Munich, Germany.
      • Víctor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Working Papers wp2004_0413, CEMFI.
    • BEN OMRANE, Walid & VAN OPPEN, Hervé, 2004. "The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE 2004035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Michael Lechner & Rosalia Vazquez-Alvarez, 2003. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," University of St. Gallen Department of Economics working paper series 2003 2003-20, Department of Economics, University of St. Gallen.
      • Lechner, Michael & Vazquez-Alvarez, Rosalia, 2004. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," CEPR Discussion Papers 4223, C.E.P.R. Discussion Papers.
      • Lechner, Michael & Vazquez-Alvarez, Rosalia, 2003. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," IZA Discussion Papers 967, Institute of Labor Economics (IZA).
    • Peñaranda, Francisco & Sentana, Enrique, 2012. "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
      • Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
      • Sentana, Enrique & Peñaranda, Francisco, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
      • Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
      • Enrique Sentana & Francisco Penaranda, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers dp497, Financial Markets Group.
    • Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2005. "Two Views of Inequality Over the Life Cycle," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 765-775, 04/05.
      • Storesletten, Kjetil & Violante, Giovanni & Heathcote, Jonathan, 2004. "Two Views of Inequality Over the Life-Cycle," CEPR Discussion Papers 4728, C.E.P.R. Discussion Papers.
    • P. Gagliardini & C. Gourieroux & E. Renault, 2011. "Efficient Derivative Pricing by the Extended Method of Moments," Econometrica, Econometric Society, vol. 79(4), pages 1181-1232, July.
      • Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2004. "Efficient Derivative Pricing by Extended Method of Moments," Working Papers 2004-30, Center for Research in Economics and Statistics.
      • Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," Working Papers 2005-40, Center for Research in Economics and Statistics.
      • Patrick Gagliardini & C. Gourieroux & E. Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," University of St. Gallen Department of Economics working paper series 2005 2005-05, Department of Economics, University of St. Gallen.
      • Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT, 2010. "Efficient Derivative Pricing By The Extended Method of Moments," Swiss Finance Institute Research Paper Series 10-07, Swiss Finance Institute.
    • Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2004. "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB wb045518, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
      • Jose M. Vidal-Sanz & Mercedes Esteban-Bravo, 2005. "Worst-case estimation and asymptotic theory for models with unobservables," Computing in Economics and Finance 2005 385, Society for Computational Economics.
    • Nielsen, Morten Ørregaard, 2004. "Efficient Likelihood Inference In Nonstationary Univariate Models," Econometric Theory, Cambridge University Press, vol. 20(1), pages 116-146, February.
      • Morten Oe. Nielsen, "undated". "Efficient Likelihold Inference in Nonstationary Univariate Models," Economics Working Papers 2001-8, Department of Economics and Business Economics, Aarhus University.
    • Bauer, Dietmar, 2008. "Using Subspace Methods For Estimating Arma Models For Multivariate Time Series With Conditionally Heteroskedastic Innovations," Econometric Theory, Cambridge University Press, vol. 24(4), pages 1063-1092, August.
      • Dietmar Bauer, 2004. "Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations," Cowles Foundation Discussion Papers 1452, Cowles Foundation for Research in Economics, Yale University.
    • Whang, Yoon-Jae, 2006. "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, vol. 22(2), pages 173-205, April.
      • Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, University Library of Munich, Germany.
      • Yoon-Jae Whang, 2004. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Cowles Foundation Discussion Papers 1453, Cowles Foundation for Research in Economics, Yale University.
    • Linton, Oliver & Whang, Yoon-Jae, 2003. "A quantilogram approach to evaluating directional predictability," LSE Research Online Documents on Economics 2112, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Yoon-Jae Whang, 2004. "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers 1454, Cowles Foundation for Research in Economics, Yale University.
      • Oliver Linton & Yoon-Jae Whang, 2003. "A Quantilogram Approach to Evaluating Directional Predictability," STICERD - Econometrics Paper Series 463, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, vol. 24(4), pages 888-947, August.
      • Rustam Ibragimov & Peter C.B. Phillips, 2004. "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers 1473, Cowles Foundation for Research in Economics, Yale University.
      • Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression asymptotics using martingale convergence methods," Scholarly Articles 2624459, Harvard University Department of Economics.
    • Offer Lieberman & Peter C. B. Phillips, 2005. "Expansions for approximate maximum likelihood estimators of the fractional difference parameter," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 367-379, December.
      • Offer Lieberman & Peter C.B. Phillips, 2004. "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Cowles Foundation Discussion Papers 1474, Cowles Foundation for Research in Economics, Yale University.
    • Hana Pytelová & Osvald Vašíček, 2004. "Estimation of alternative monetary policy rules and their comparison," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 11(20).
    • Stanislav David & Osvald Vašíček, 2004. "Analysis of the open macroeconomy model with rational expectations," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 11(20).
    • Jan Víšek, 2004. "Selection Of Robust Method: Numerical Examples And Results," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 11(21).
    • Olivier Roodenburg, 2004. "On the predictability of GDP data revisions in the Netherlands," DNB Working Papers 004, Netherlands Central Bank, Research Department.
    • Rob van den Goorbergh, 2004. "A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets," DNB Working Papers 022, Netherlands Central Bank, Research Department.
    • Sufian, F., 2004. "The Eficiency Effects of Bank Mergers and Acquisitions in a Developing Economy: Evidence from Malaysia," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 53-74.
    • George Kapetanios & Gonzalo Camba-Mendez, 2005. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 491-503.
      • Camba-Méndez, Gonzalo & Kapetanios, George, 2004. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Working Paper Series 402, European Central Bank.
    • Hagmann, M. & Scaillet, O., 2007. "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, vol. 141(1), pages 213-249, November.
      • Matthias HAGMANN & Olivier SCAILLET, 2003. "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series rp91, International Center for Financial Asset Management and Engineering.
      • Matthias Hagmann & Olivier Scaillet, 2004. "Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators," Royal Economic Society Annual Conference 2004 25, Royal Economic Society.
    • Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration versus Spurious Regression in Heterogeneous Panels," Econometric Society 2004 North American Summer Meetings 266, Econometric Society.
      • Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration Versus Spurious Regression In Heterogeneous Panels," Royal Economic Society Annual Conference 2004 74, Royal Economic Society.
    • Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
      • Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
      • Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
      • Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007. "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 97-109, January.
      • D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths, 2004. "Estimating and Combining National Income Distributions using Limited Data," Econometric Society 2004 Australasian Meetings 213, Econometric Society.
      • Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao, 2005. "Estimating and Combining National Income Distributions using Limited Data," Department of Economics - Working Papers Series 926, The University of Melbourne.
    • Jenny Lye & Joe Hirschberg, 2004. "Confidence bounds for the extremum determined by a quadratic regression," Econometric Society 2004 Australasian Meetings 217, Econometric Society.
    • Scott I White & Ralf Becker & Adam E Clements, 2004. "Forward looking information in S&P 500 options," Econometric Society 2004 Australasian Meetings 233, Econometric Society.
    • Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle, 2004. "Robustness of a semiparametric estimator of a copula," Econometric Society 2004 Australasian Meetings 317, Econometric Society.
    • Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society.
    • Whitney K. Newey & Richard J. Smith, 2004. "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, vol. 72(1), pages 219-255, January.
      • Whitney K. Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Donald W. K. Andrews & Yixiao Sun, 2004. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Econometrica, Econometric Society, vol. 72(2), pages 569-614, March.
      • Donald W.K. Andrews & Yixiao Sun, 2002. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers 1384, Cowles Foundation for Research in Economics, Yale University.
      • ANDREWS, DONALD W & Sun, Yixiao X, 2002. "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," University of California at San Diego, Economics Working Paper Series qt9wt048tt, Department of Economics, UC San Diego.
    • Donald W. K. Andrews, 2004. "the Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, Econometric Society, vol. 72(3), pages 673-700, May.
      • Donald W.K. Andrews, 2002. "The Block-block Bootstrap: Improved Asymptotic Refinements," Cowles Foundation Discussion Papers 1370, Cowles Foundation for Research in Economics, Yale University.
    • Dong Heon Kim, 2004. "Nonlinearity in the Term Structure," Econometric Society 2004 Far Eastern Meetings 440, Econometric Society.
      • Dong Heon Kim, 2005. "Nonlinearity in the Term Structure," Economics Discussion Paper Series 0528, Economics, The University of Manchester.
    • Nigel Wilkins, 2004. "Indirect Estimation of Long Memory Volatility Models," Econometric Society 2004 Far Eastern Meetings 459, Econometric Society.
    • Han, Chirok & Orea, Luis & Schmidt, Peter, 2005. "Estimation of a panel data model with parametric temporal variation in individual effects," Journal of Econometrics, Elsevier, vol. 126(2), pages 241-267, June.
      • Han, Chirok & Orea, Luis & Schmidt, Peter, 2002. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers 2002/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
      • Peter Schmidt & Chirok Han & Luis Orea, 2004. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings 519, Econometric Society.
    • Garry Phillips & Emma Iglesias, 2004. "Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances," Econometric Society 2004 Far Eastern Meetings 567, Econometric Society.
    • Takayuki Morimoto, 2004. "Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR," Econometric Society 2004 Far Eastern Meetings 592, Econometric Society.
    • Jiro Hodoshima, 2004. "On weak exogeneity of the student's t and elliptical linear regression models," Econometric Society 2004 Far Eastern Meetings 601, Econometric Society.
    • Junji Shimada & Yoshihiko Tsukuda, 2004. "Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space," Econometric Society 2004 Far Eastern Meetings 611, Econometric Society.
    • John Chao & Norman Swanson, 2004. "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments," Departmental Working Papers 200420, Rutgers University, Department of Economics.
      • Norman R. Swanson & John C. Chao, 2004. "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments," Econometric Society 2004 Far Eastern Meetings 668, Econometric Society.
    • Jin Lee, 2004. "Wavelet transform for log periodogram regression in long memory stochastic volatility model," Econometric Society 2004 Far Eastern Meetings 682, Econometric Society.
    • Cristian Huse, 2004. "Comparing Nonparametric Regression Quantiles," Econometric Society 2004 Latin American Meetings 165, Econometric Society.
    • Pedro L. Valls Pereira, 2004. "How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations," Finance Lab Working Papers flwp_59, Finance Lab, Insper Instituto de Ensino e Pesquisa.
      • Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira, 2004. "How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations," Econometric Society 2004 Latin American Meetings 198, Econometric Society.
    • José Miguel Benavente, 2004. "Investigación y Desarrollo, Innovación y Productividad: un análisis econométrico a nivel de la firma," Econometric Society 2004 Latin American Meetings 269, Econometric Society.
    • Aureo de Paula, 2004. "Social Interactions in a Synchronization Game," Econometric Society 2004 Latin American Meetings 277, Econometric Society.
    • Giovanni Urga & Christian de Peretti, 2004. "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings 320, Econometric Society.
    • Lima Luiz Renato & Xiao Zhijie, 2010. "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
      • Xiao, Zhijie & Lima, Luiz Renato, 2004. "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 528, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
      • Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
    • Garry Phillips & Emma Iglesias, 2004. "The estimation of simultaneous equation models under conditional heteroscedasticity," Econometric Society 2004 Latin American Meetings 91, Econometric Society.
    • Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal), 2004. "A simple estimation method and finite-sample inference for a stochastic volatility model," Econometric Society 2004 North American Summer Meetings 153, Econometric Society.
    • Steven Lehrer & Weili Ding, 2004. "Estimating Dynamic Treatment Effects from Project STAR," Econometric Society 2004 North American Summer Meetings 252, Econometric Society.
    • Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration Versus Spurious Regression In Heterogeneous Panels," Royal Economic Society Annual Conference 2004 74, Royal Economic Society.
      • Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration versus Spurious Regression in Heterogeneous Panels," Econometric Society 2004 North American Summer Meetings 266, Econometric Society.
    • Paolo Zaffaroni & Peter M. Robinson, 2004. "PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS," Econometric Society 2004 North American Summer Meetings 326, Econometric Society.
    • Andrew Chesher & Erich Battistin, 2004. "The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability," Econometric Society 2004 North American Summer Meetings 339, Econometric Society.
    • Yi Deng, 2003. "A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes," Computing in Economics and Finance 2003 189, Society for Computational Economics.
      • Yi Deng, 2004. "A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes," Econometric Society 2004 North American Summer Meetings 389, Econometric Society.
      • Deng, Yi, 2005. "A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes," Departmental Working Papers 0515, Southern Methodist University, Department of Economics.
    • Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers 04-35, Bank of Canada.
      • Florian PELGRIN & Alain GUAY & Richard LUGER, 2004. "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings 418, Econometric Society.
      • Florian PELGRIN & GUAY Alain & LUGER Richard, 2004. "The New Keynesian Phillips Curve: An Empirical Assessment," Computing in Economics and Finance 2004 212, Society for Computational Economics.
    • Jin Lee, 2004. "Wavelet transform for regression estimation of non-stationary fractional time series," Econometric Society 2004 North American Summer Meetings 491, Econometric Society.
    • Shane M. Sherlund, 2004. "Quasi Empirical Likelihood Estimation of Moment Condition Models," Econometric Society 2004 North American Summer Meetings 507, Econometric Society.
    • Susanne M Schennach, 2007. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometrica, Econometric Society, vol. 75(1), pages 201-239, January.
      • Susanne M. Schennach, 2004. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometric Society 2004 North American Summer Meetings 602, Econometric Society.
    • Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
      • Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
      • Jun Yu & Peter Phillips, 2004. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.
      • Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.
    • Jesus Gonzalo, 2004. "Which Extreme Values Are Really Extreme?," Journal of Financial Econometrics, Oxford University Press, vol. 2(3), pages 349-369.
      • Jose Olmo & Jesus Gonzalo, 2004. "Which Extreme Values are Really Extremes?," Econometric Society 2004 North American Winter Meetings 144, Econometric Society.
    • Arthur Lewbel, 2007. "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, vol. 75(2), pages 537-551, March.
      • Arthur Lewbel, 2003. "Estimation of Average Treatment Effects With Misclassification," Boston College Working Papers in Economics 556, Boston College Department of Economics, revised 04 Sep 2006.
      • Arthur Lewbel, 2004. "Estimation of Average Treatment Effects With Misclassification," Econometric Society 2004 North American Winter Meetings 210, Econometric Society.
    • Christian Hansen & Victor Chernozhukov, 2004. "Finite-Sample Inference Methods for Quantile Regression Models," Econometric Society 2004 North American Winter Meetings 393, Econometric Society.
    • Norman R. Swanson & John C. Chao, 2004. "Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments," Econometric Society 2004 North American Winter Meetings 441, Econometric Society.
    • Joon Y. Park & Yoosoon Chang, 2004. "Endogeneity in Nonlinear Regressions with Integrated Time Series," Econometric Society 2004 North American Winter Meetings 594, Econometric Society.
    • Liran Einav (Stanford University), 2004. "Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals," Econometric Society 2004 North American Winter Meetings 626, Econometric Society.
    • Morten Orregaard Nielsen, 2004. "Efficient inference in multivariate fractionally integrated time series models," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 63-97, June.
      • Morten Oerregaard Nielsen, "undated". "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers 2002-6, Department of Economics and Business Economics, Aarhus University.
    • Bhattacharjee, Arnab, 2004. "Estimation in hazard regression models under ordered departures from proportionality," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 517-536, October.
      • Bhattacharjee, A., 2003. "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics 0337, Faculty of Economics, University of Cambridge.
    • Aguirregabiria, Victor, 2004. "Pseudo maximum likelihood estimation of structural models involving fixed-point problems," Economics Letters, Elsevier, vol. 84(3), pages 335-340, September.
      • Victor Aguirregabiria, 2004. "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics 0402003, University Library of Munich, Germany.
    • Roy, Nilanjana & Cornelis van Kooten, G., 2004. "Another look at the income elasticity of non-point source air pollutants: a semiparametric approach," Economics Letters, Elsevier, vol. 85(1), pages 17-22, October.
      • Roy, Nilanjana & van Kooten, G. Cornelis, 2004. "Another Look At The Income Elasticity Of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers 18167, University of Victoria, Resource Economics and Policy.
      • Nilanjana Roy & G. Cornelis van Kooten, 2004. "Another Look at the Income Elasticity of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers 2004-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
    • Arteche, Josu, 2004. "Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models," Journal of Econometrics, Elsevier, vol. 119(1), pages 131-154, March.
    • Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
      • Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Universite de Montreal, Departement de sciences economiques.
      • Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
    • Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai, 2004. "Comparative modelling of interregional transport flows: Applications to multimodal European freight transport," European Journal of Operational Research, Elsevier, vol. 155(3), pages 584-602, June.
      • Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai, 1999. "Comparative modelling of interregional transport flows : applications to multimodal European freight transport," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Armantier, Olivier, 2004. "Does observation influence learning?," Games and Economic Behavior, Elsevier, vol. 46(2), pages 221-239, February.
      • Olivier Armantier, 2001. "Does Observation Influence Learning?," Department of Economics Working Papers 01-04, Stony Brook University, Department of Economics.
    • Bos, Charles S, 2004. "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, vol. 20(3), pages 515-522.
      • Charles S. Bos, 2003. "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers 03-091/4, Tinbergen Institute.
    • Renault, Olivier & Scaillet, Olivier, 2004. "On the way to recovery: A nonparametric bias free estimation of recovery rate densities," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2915-2931, December.
      • Olivier RENAULT & Olivier SCAILLET, 2003. "On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities," FAME Research Paper Series rp83, International Center for Financial Asset Management and Engineering.
    • Xiao, Zhijie, 2004. "Estimating average economic growth in time series data with persistency," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 699-724, December.
      • Xiao, Qifang & Xiao, Zhijie, 2003. "Estimating Average Economic Growth in Time Series Data with Persistency," Working Papers 03-0111, University of Illinois at Urbana-Champaign, College of Business.
    • Perote, Javier & Perote-Pena, Juan, 2004. "Strategy-proof estimators for simple regression," Mathematical Social Sciences, Elsevier, vol. 47(2), pages 153-176, March.
      • Javier Perote Peña & Juan Perote Peña, 2003. "Strategy-Proof Estimators for Simple Regression," Economic Working Papers at Centro de Estudios Andaluces E2003/14, Centro de Estudios Andaluces.
      • PEROTE-PEÑA Javier & PEROTE-PEÑA Juan, 2010. "Strategy-Proof Estimators for Simple Regression," EcoMod2003 330700120, EcoMod.
    • Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan L., 2004. "New evidence on the effects of job creation schemes in Germany--a matching approach with threefold heterogeneity," Research in Economics, Elsevier, vol. 58(4), pages 257-302, December.
      • Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan L., 2003. "New Evidence on the Effects of Job Creation Schemes in Germany - A Matching Approach with Threefold Heterogeneity," IZA Discussion Papers 750, Institute of Labor Economics (IZA).
    • Oliver Linton, 2004. "Estimation of Linear Regression Models by a Spread-Tolerant Estimator," FMG Discussion Papers dp512, Financial Markets Group.
      • Linton, Oliver, 2004. "Estimation of linear regression models by a spread-tolerant estimator," LSE Research Online Documents on Economics 24763, London School of Economics and Political Science, LSE Library.
    • Jeffrey Edwards & Anya McGuirk, 2004. "Kuznets Curveball: Missing the Regional Strike Zone," Econ Journal Watch, Econ Journal Watch, vol. 1(2), pages 222-234, August.
    • Hallerbach, W.G.P.M., 2004. "An Improved Estimator For Black-Scholes-Merton Implied Volatility," ERIM Report Series Research in Management ERS-2004-054-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Agostinho S. Rosa, 2004. "Uma Estimação da Curva de Phillips para Portugal," Economics Working Papers 8_2004, University of Évora, Department of Economics (Portugal).
    • Jean-David FERMANIAN & Olivier SCAILLET, 2004. "Some Statistical Pitfalls In Copula Modeling For Financial Applications," FAME Research Paper Series rp108, International Center for Financial Asset Management and Engineering.
    • Lima Luiz Renato & Xiao Zhijie, 2010. "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
      • Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
      • Xiao, Zhijie & Lima, Luiz Renato, 2004. "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 528, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive 04-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper 2004-1, Federal Reserve Bank of Atlanta.
    • Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 891-910.
      • Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive 04-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper 2004-3, Federal Reserve Bank of Atlanta.
    • Peñaranda, Francisco & Sentana, Enrique, 2012. "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
      • Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
      • Enrique Sentana & Francisco Penaranda, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers dp497, Financial Markets Group.
      • Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
      • Sentana, Enrique & Peñaranda, Francisco, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
      • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
      • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
    • Linton, Oliver & Mammen, Enno, 2003. "Estimating semiparametric ARCH (8) models by kernel smoothing methods," LSE Research Online Documents on Economics 2187, London School of Economics and Political Science, LSE Library.
      • Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
      • Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series 453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Linton, Oliver, 2004. "Estimation of linear regression models by a spread-tolerant estimator," LSE Research Online Documents on Economics 24763, London School of Economics and Political Science, LSE Library.
      • Oliver Linton, 2004. "Estimation of Linear Regression Models by a Spread-Tolerant Estimator," FMG Discussion Papers dp512, Financial Markets Group.
    • LINTON, Olivier & PERRON, Benoît, 1999. "The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model," Cahiers de recherche 9911, Universite de Montreal, Departement de sciences economiques.
      • Benoit Perron & Oliver Linton, 2004. "The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model," FMG Discussion Papers dp514, Financial Markets Group.
      • Linton, Oliver & Perron, Benoit, 2000. "The shape of the risk premium: evidence from a semiparametric GARCH model," LSE Research Online Documents on Economics 24769, London School of Economics and Political Science, LSE Library.
    • Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
      • Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2004. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2004.04, Institut d'Economie et Econométrie, Université de Genève.
      • Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
    • Erlandsson, Ulf, 2004. "Reconnecting the Markov Switching Model with Economic Fundamentals," Working Papers 2004:4, Lund University, Department of Economics, revised 04 Nov 2004.
    • Ängsved, Marianne, 2004. "Estimating the finite population total under Frame imperfections," Working Papers 2004:3, Örebro University, School of Business.
    • Tångdahl, Sara, 2004. "Nonresponse bias for some common estimators and its change over time in the data collection process," Working Papers 2004:13, Örebro University, School of Business.
    • Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010. "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 20(18), pages 1429-1440.
      • Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies 637, Umeå University, Department of Economics.
    • Mitra, Kaushik, 2005. "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
      • Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
      • Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
      • Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
    • Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira, 2004. "How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations," Econometric Society 2004 Latin American Meetings 198, Econometric Society.
      • Pedro L. Valls Pereira, 2004. "How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations," Finance Lab Working Papers flwp_59, Finance Lab, Insper Instituto de Ensino e Pesquisa.
    • Ané, Thierry & Ureche-Rangau, Loredana, 2008. "Does trading volume really explain stock returns volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 216-235, July.
      • Thierry Ané & Loredana Ureche-Rangau, 2004. "Does trading volume really explain stock returns volatility?," Working Papers 2004-FIN-02, IESEG School of Management.
    • Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
      • Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers 05/04, Institute for Fiscal Studies.
      • Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers CWP05/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Smith, Richard J., 2005. "Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation," Econometric Theory, Cambridge University Press, vol. 21(1), pages 158-170, February.
      • Richard Smith, 2004. "Automatic positive semi-definite HAC covariance matrix and GMM estimation," CeMMAP working papers CWP17/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Smith, Richard J., 2011. "Gel Criteria For Moment Condition Models," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1192-1235, December.
      • Richard Smith, 2004. "GEL Criteria for Moment Condition Models," CeMMAP working papers CWP19/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Andrés D. Fundia & Francisco Venegas-Martínez, 2004. "Probabilistic Greeks," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(3), pages 303-311, Septiembr.
    • De Benedictis Luca & Vicarelli Claudio, 2005. "Trade Potentials in Gravity Panel Data Models," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 5(1), pages 1-33, September.
      • Luca De Benedictis & Claudio Vicarelli, 2004. "Trade Potentials In Gravity Panel Data Models," ISAE Working Papers 44, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Emma M. Iglesias & Garry D.A. Phillips, 2004. "Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test," Working Papers. Serie AD 2004-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Ángel León & Gonzalo Rubio & Gregorio Serna, 2004. "Autoregressive Conditional Volatility, Skewness And Kurtosis," Working Papers. Serie AD 2004-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Del Bono, Emilia & Galindo-Rueda, Fernando, 2004. "Do a Few Months of Compulsory Schooling Matter? The Education and Labour Market Impact of School Leaving Rules," IZA Discussion Papers 1233, Institute of Labor Economics (IZA).
    • Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.
      • Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute of Labor Economics (IZA).
      • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
      • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
    • M. Hashem Pesaran, 2021. "General diagnostic tests for cross-sectional dependence in panels," Empirical Economics, Springer, vol. 60(1), pages 13-50, January.
      • Pesaran, M.H., 2004. "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics 0435, Faculty of Economics, University of Cambridge.
      • Pesaran, M. Hashem, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers 1240, Institute of Labor Economics (IZA).
      • M. Hashem Pesaran, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series 1229, CESifo.
    • Verick, Sher, 2004. "Do Financial Incentives Promote the Employment of the Disabled?," IZA Discussion Papers 1256, Institute of Labor Economics (IZA).
    • Wiegert Rolf & Münnich Ralf, 2004. "German Register Data for Regression Estimation in Survey Sampling – A Study on the German Microcensus Respecting for Data Protection / Stichproben-Regressionsschätzungen im deutschen Mikrozensus mit R," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(1-2), pages 247-259, February.
    • Daniel A. Griffith, 2004. "Distributional properties of georeferenced random variables based on the eigenfunction spatial filter," Journal of Geographical Systems, Springer, vol. 6(3), pages 263-288, October.
    • Pierre Berthelier & Alain Desdoigts & Jacques Ould Aoudia, 2003. "«Institutional profiles»: presentation and analysis of an original database of the institutional characteristics of developing, in transition and developed countries," Cahiers de la Maison des Sciences Economiques v04007, Université Panthéon-Sorbonne (Paris 1).
      • BERTHELIER, Pierre & DESDOIGTS, Alain & OULD AOUDIA , Jacques, 2004. "'Institutional Profiles' : Presentation and Analysis of an Original Database of the Institutional Characteristics of Developing, in Transition and Developed Countries," LEG - Document de travail - Economie 2004-01, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
    • Elkin Castaño Vélez & Santiago Gallón Gómez & Karoll Gómez Portilla & Johanna Vásquez Velásquez, 2004. "Deserción estudiantil universitaria: una aplicación de modelos de duración," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 60, pages 39-65, Enero-Jun.
    • Montero Lorenzo, José María, 2004. "El precio medio del metro cuadrado de la vivienda libre: Una aproximación metodológica desde la perspectiva de la Geoestadística," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-18, Diciembre.
    • Espino Espino, R. & De Dios Ortúzar Salas, J. & Román García, C., 2004. "Diseño de preferencias declaradas para analizar la demanda de viajes," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-33, Diciembre.
    • Rojo García, J.L. & Sanz Gómez, J.A., 2004. "Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-26, Diciembre.
    • André Kurmann, 2004. "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Macroeconomics 0409028, University Library of Munich, Germany.
      • André Kurmann, 2004. "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Cahiers de recherche 0421, CIRPEE.
    • Frank T. Denton, 2004. "Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation," Quantitative Studies in Economics and Population Research Reports 390, McMaster University.
      • Frank T. Denton, 2005. "Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation," Social and Economic Dimensions of an Aging Population Research Papers 124, McMaster University.
    • McCausland, William J., 2007. "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
      • McCAUSLAND, William J., 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
    • McCausland, William J., 2007. "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
      • McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
      • McCAUSLAND, William J., 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B., 2006. "Volatility comovement: a multifrequency approach," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 179-215.
      • Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson, 2004. "Volatility Comovement: A Multifrequency Approach," NBER Technical Working Papers 0300, National Bureau of Economic Research, Inc.
      • Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson, 2006. "Volatility Comovement: a multifrequency approach," Post-Print hal-00459667, HAL.
    • Johannes Van Biesebroeck, 2007. "Robustness Of Productivity Estimates," Journal of Industrial Economics, Wiley Blackwell, vol. 55(3), pages 529-569, September.
      • Johannes Van Biesebroeck, 2004. "Robustness of Productivity Estimates," NBER Working Papers 10303, National Bureau of Economic Research, Inc.
    • Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, vol. 74(2), pages 539-563, March.
      • Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
    • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," OFRC Working Papers Series 2004fe20, Oxford Financial Research Centre.
      • Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," Economics Papers 2004-W28, Economics Group, Nuffield College, University of Oxford.
    • Kam Leong Szeto & Melody Guy, 2004. "Estimating a New Zealand NAIRU," Treasury Working Paper Series 04/10, New Zealand Treasury.
    • Viliam Druska & William C. Horrace, 2004. "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(1), pages 185-198.
      • Viliam Druska & William C. Horrace, 2002. "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," Econometrics 0206004, University Library of Munich, Germany, revised 11 May 2003.
    • Javier Andrés & José E. Boscá & Rafael Doménech, 2004. "Convergence in the OECD: Transitional Dynamics or Narrowing Steady-State Differences?," Economic Inquiry, Western Economic Association International, vol. 42(1), pages 141-149, January.
    • Jesus Gonzalo, 2004. "Which Extreme Values Are Really Extreme?," Journal of Financial Econometrics, Oxford University Press, vol. 2(3), pages 349-369.
      • Jose Olmo & Jesus Gonzalo, 2004. "Which Extreme Values are Really Extremes?," Econometric Society 2004 North American Winter Meetings 144, Econometric Society.
    • Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2004. "How Much Should We Trust Differences-In-Differences Estimates?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 119(1), pages 249-275.
      • Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2002. "How Much Should We Trust Differences-in-Differences Estimates?," NBER Working Papers 8841, National Bureau of Economic Research, Inc.
    • Steve Berry & Oliver B. Linton & Ariel Pakes, 2004. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 613-654.
      • Steve Berry & Oliver Linton & Ariel Pakes, 2000. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," STICERD - Econometrics Paper Series 400, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Steve Berry & Oliver B. Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Harvard Institute of Economic Research Working Papers 1955, Harvard - Institute of Economic Research.
      • Steven Berry & Oliver Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Cowles Foundation Discussion Papers 1372, Cowles Foundation for Research in Economics, Yale University.
      • Berry, Steve & Linton, Oliver & Pakes, Ariel, 2000. "Limit theorems for estimating the parameters of differentiated product demand systems," LSE Research Online Documents on Economics 2032, London School of Economics and Political Science, LSE Library.
    • Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," Economics Series Working Papers 2004-FE-20, University of Oxford, Department of Economics.
    • Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper 2004-1, Federal Reserve Bank of Atlanta.
      • Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive 04-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 891-910.
      • Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper 2004-3, Federal Reserve Bank of Atlanta.
      • Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive 04-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Fortuna, Natercia, 2008. "Local rank tests in a multivariate nonparametric relationship," Journal of Econometrics, Elsevier, vol. 142(1), pages 162-182, January.
      • Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
      • Natércia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," FEP Working Papers 137, Universidade do Porto, Faculdade de Economia do Porto.
    • Aragon, Aker, 2004. "Discriminant Analysys of Default Risk," MPRA Paper 1002, University Library of Munich, Germany, revised 29 Nov 2006.
    • Bianchi, Sergio, 2004. "A new distribution-based test of self-similarity," MPRA Paper 16640, University Library of Munich, Germany.
    • Pansini, Rosaria Vega, 2004. "La Fissazione della International Poverty Line: una nuova proposta applicata al Vietnam [Setting a new International Poverty Line: a new proposal applied to Vietnam]," MPRA Paper 4923, University Library of Munich, Germany.
    • Guler, Bulent & Ozlale, Umit, 2005. "Is there a flight to quality due to inflation uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(3), pages 603-607.
      • Guler, Bulent & Ozlale, Umit, 2004. "Is there a flight to quality due to inflation uncertainty?," MPRA Paper 7929, University Library of Munich, Germany.

    2003

    • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003. "Do financial variables help forecasting inflation and real activity in the euro area?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
      • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers.
      • Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
    • Florax, Raymond J. G. M. & Folmer, Hendrik & Rey, Sergio J., 2003. "Specification searches in spatial econometrics: the relevance of Hendry's methodology," Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 557-579, September.
      • Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002. "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional 0202001, University Library of Munich, Germany.
    • Hall, Peter G. & Hyndman, Rob J., 2003. "Improved methods for bandwidth selection when estimating ROC curves," Statistics & Probability Letters, Elsevier, vol. 64(2), pages 181-189, August.
      • Peter Hall & Rob J. Hyndman, 2002. "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers 11/02, Monash University, Department of Econometrics and Business Statistics.
    • Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
    • Oliver Linton & Yoon-Jae Whang, 2003. "A Quantilogram Approach to Evaluating Directional Predictability," STICERD - Econometrics Paper Series 463, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Linton, Oliver & Whang, Yoon-Jae, 2003. "A quantilogram approach to evaluating directional predictability," LSE Research Online Documents on Economics 2112, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Yoon-Jae Whang, 2004. "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers 1454, Cowles Foundation for Research in Economics, Yale University.
    • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function Is Not Smooth," Econometrica, Econometric Society, vol. 71(5), pages 1591-1608, September.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Chen, Xiaohong & Linton, Oliver & Van Keilegom, Ingrid, 2003. "Estimation of semiparametric models when the criterion function is not smooth," LSE Research Online Documents on Economics 2167, London School of Economics and Political Science, LSE Library.
      • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function is not Smooth," STICERD - Econometrics Paper Series 450, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers 02/02, Institute for Fiscal Studies.
    • Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series 453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Linton, Oliver & Mammen, Enno, 2003. "Estimating semiparametric ARCH (8) models by kernel smoothing methods," LSE Research Online Documents on Economics 2187, London School of Economics and Political Science, LSE Library.
      • Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
    • Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002. "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers 2002,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Hardle, Wolfgang & Linton, Oliver & Wang, Qihua, 2003. "Semiparametric regression analysis under imputation for missing response data," LSE Research Online Documents on Economics 2206, London School of Economics and Political Science, LSE Library.
      • Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003. "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series 454, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Frank A Cowell & Guillermo Cruces, 2003. "Perceptions of Risk: an Experimental Approach using Internet Questionnaires," STICERD - Distributional Analysis Research Programme Papers 70, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Cowell, Frank & Cruces, Guillermo, 2003. "Perceptions of risk : an experimental approach using internet questionnaires," LSE Research Online Documents on Economics 2235, London School of Economics and Political Science, LSE Library.
    • Frank A Cowell, 2003. "Theil, Inequality and the Structure of Income Distribution," STICERD - Distributional Analysis Research Programme Papers 67, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Cowell, Frank, 2003. "Theil, inequality and the structure of income distribution," LSE Research Online Documents on Economics 2288, London School of Economics and Political Science, LSE Library.
    • Houweling, Patrick & Mentink, Albert & Vorst, Ton, 2005. "Comparing possible proxies of corporate bond liquidity," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1331-1358, June.
      • Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003. "Comparing possible proxies of corporate bond liquidity," Econometric Institute Research Papers EI 2003-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Patrick Houweling & Albert Mentink & Ton Vorst, 2003. "Valuing Euro Rating-Triggered Step-Up Telecom Bonds," Tinbergen Institute Discussion Papers 03-028/2, Tinbergen Institute.
      • Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003. "Valuing Euro rating-triggered step-up telecom bonds," Econometric Institute Research Papers EI 2003-50, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Houweling, Patrick & Vorst, Ton, 2005. "Pricing default swaps: Empirical evidence," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1200-1225, December.
      • Houweling, P. & Vorst, A.C.F., 2003. "Pricing default swaps: empirical evidence," Econometric Institute Research Papers EI 2003-51, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
      • Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
      • Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
    • Hallerbach, W.G.P.M., 2003. "Holding Period Return-Risk Modeling: Ambiguity in Estimation," ERIM Report Series Research in Management ERS-2003-063-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Hallerbach, W.G.P.M., 2003. "Holding Period Return-Risk Modeling: The Importance of Dividends," ERIM Report Series Research in Management ERS-2003-064-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Geert Dhaene & Olivier Vergote, 2003. "Asymptotic Results for GMM Estimators of Stochastic Volatility Models," Working Papers of Department of Economics, Leuven ces0306, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    • Joaquim Ramalho, 2005. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Empirical Economics, Springer, vol. 30(3), pages 735-748, October.
      • Joaquim Ramalho, 2003. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Economics Working Papers 10_2003, University of Évora, Department of Economics (Portugal).
    • Whitney K. Newey & Joaquim J. S. Ramalho Ramalho & Richard Smith, 2003. "Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters," CeMMAP working papers CWP05/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Whitney K. Newey & Joaquim J.S. Ramalho & Richard J. Smith, 2003. "A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter," Economics Working Papers 5_2003, University of Évora, Department of Economics (Portugal).
    • Agostinho S. Rosa, 2003. "Inflação Portuguesa: pelos custos ou monetária?," Economics Working Papers 6_2003, University of Évora, Department of Economics (Portugal).
    • Joaquim Ramalho, 2003. "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables," Economics Working Papers 9_2003, University of Évora, Department of Economics (Portugal).
    • Renault, Olivier & Scaillet, Olivier, 2004. "On the way to recovery: A nonparametric bias free estimation of recovery rate densities," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2915-2931, December.
      • Olivier RENAULT & Olivier SCAILLET, 2003. "On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities," FAME Research Paper Series rp83, International Center for Financial Asset Management and Engineering.
    • Hagmann, M. & Scaillet, O., 2007. "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, vol. 141(1), pages 213-249, November.
      • Matthias HAGMANN & Olivier SCAILLET, 2003. "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series rp91, International Center for Financial Asset Management and Engineering.
      • Matthias Hagmann & Olivier Scaillet, 2004. "Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators," Royal Economic Society Annual Conference 2004 25, Royal Economic Society.
    • Joshua V. Rosenberg, 2003. "Nonparametric pricing of multivariate contingent claims," Staff Reports 162, Federal Reserve Bank of New York.
    • Michael Louis George, 2003. "Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters," Working Papers 0626, Institute of Business Entropy.
    • Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003. "The Dynamics of Implied Volatilities: A Common Principal Components Approach," Review of Derivatives Research, Springer, vol. 6(3), pages 179-202, October.
      • Fengler, Matthias R. & Härdle, Wolfgang Karl & Villa, Christophe, 2001. "The dynamics of implied volatilities: A common principal components approach," SFB 373 Discussion Papers 2001,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Christophe Villa & M.R. Fengler & W.K. Hardle, 2003. "The dynamics of implied volatilities : a common principal components approach," Post-Print halshs-00069509, HAL.
    • Ilona Kovacs, 2003. "Biasing Factors of the Consumer Price Index," CERS-IE WORKING PAPERS 0312, Institute of Economics, Centre for Economic and Regional Studies.
    • Jonsson, Robert, 2003. "On the problem of optimal inference for time heterogeneous data with error components regression structure," Working Papers in Economics 110, University of Gothenburg, Department of Economics.
    • Westerlund, Joakim, 2003. "Feasible Estimation in Cointegrated Panels," Working Papers 2003:12, Lund University, Department of Economics, revised 10 Nov 2003.
    • Villani, Mattias, 2003. "Bayes Estimators of the Cointegration Space," Working Paper Series 150, Sveriges Riksbank (Central Bank of Sweden).
    • Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," Umeå Economic Studies 614, Umeå University, Department of Economics.
    • Okuda, Hidenobu & 奥田, 英信 & オクダ, ヒデノブ & Hashimoto, Hidetoshi & 橋本, 英俊 & ハシモト, ヒデトシ & Murakami, Michiko & 村上, 美智子, 2003. "The Estimation of Stochastic Cost Functions of Malaysian Commercial Banks and Its Policy Implications to Bank Restructuring," CEI Working Paper Series 2003-2, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    • Peter Gottfried & Hannes Schellhorn, 2003. "Die Elastizität des zu versteuernden Einkommens. Messung und erste Ergebnisse zur empirischen Evidenz für die Bundesrepublik Deutschland," IAW Discussion Papers 14, Institut für Angewandte Wirtschaftsforschung (IAW).
    • Whitney K. Newey & Richard J. Smith, 2004. "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, vol. 72(1), pages 219-255, January.
      • Whitney K. Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Whitney K. Newey & Joaquim J.S. Ramalho & Richard J. Smith, 2003. "A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter," Economics Working Papers 5_2003, University of Évora, Department of Economics (Portugal).
      • Whitney K. Newey & Joaquim J. S. Ramalho Ramalho & Richard Smith, 2003. "Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters," CeMMAP working papers CWP05/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Erich Battistin, 2002. "Errors in Survey Reports of Consumption Expenditures," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C4-2, International Conferences on Panel Data.
      • Erich Battistin, 2003. "Errors in survey reports of consumption expenditures," IFS Working Papers W03/07, Institute for Fiscal Studies.
    • Viviana Fernandez, 2003. "Extreme Value Theory and Value at Risk," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(1), pages 57-85, June.
      • Viviana Fernández, 2003. "Extreme Value Theory and Value at Risk," Documentos de Trabajo 154, Centro de Economía Aplicada, Universidad de Chile.
    • Erik Honobe & Jonathan Sampson, 2003. "A Drift Estimator For Non-Linear Stochastic Processes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(3), pages 193-201, Septiembr.
    • Sebastián Claro, 2003. "A Cross-Country Estimation of the Elasticity of Substitution between Labor and Capital in Manufacturing Industries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 239-257.
      • Sebastián Claro, 2002. "A Cross-Country Estimation of the Elasticity of Substitution between Labor and Capital in Manufacturing Industries," Documentos de Trabajo 226, Instituto de Economia. Pontificia Universidad Católica de Chile..
    • Felipe Larraín, 2003. "Exchange Rates, Currency Crises and Recessions - Introduction," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(121), pages 633-634.
    • PEREZ MAYO Jésus, 2003. "Measuring deprivation in Spain," IRISS Working Paper Series 2003-09, IRISS at CEPS/INSTEAD.
    • Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan L., 2004. "New evidence on the effects of job creation schemes in Germany--a matching approach with threefold heterogeneity," Research in Economics, Elsevier, vol. 58(4), pages 257-302, December.
      • Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan L., 2003. "New Evidence on the Effects of Job Creation Schemes in Germany - A Matching Approach with Threefold Heterogeneity," IZA Discussion Papers 750, Institute of Labor Economics (IZA).
    • Schnedler, Wendelin, 2003. "What You Always Wanted to Know About Censoring But Never Dared to Ask – Parameter Estimation for Censored Random Vectors," IZA Discussion Papers 837, Institute of Labor Economics (IZA).
    • Michael Lechner & Rosalia Vazquez-Alvarez, 2003. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," University of St. Gallen Department of Economics working paper series 2003 2003-20, Department of Economics, University of St. Gallen.
      • Lechner, Michael & Vazquez-Alvarez, Rosalia, 2004. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," CEPR Discussion Papers 4223, C.E.P.R. Discussion Papers.
      • Lechner, Michael & Vazquez-Alvarez, Rosalia, 2003. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," IZA Discussion Papers 967, Institute of Labor Economics (IZA).
    • Giuseppe Arbia & Jean H. P. Paelinck, 2003. "Economic convergence or divergence? Modeling the interregional dynamics of EU regions, 1985–1999," Journal of Geographical Systems, Springer, vol. 5(3), pages 291-314, November.
    • I. Fraser & W. Horrace, 2003. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Journal of Productivity Analysis, Springer, vol. 20(2), pages 169-190, September.
      • Iain Fraser & William C. Horrace, 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Public Economics 0206001, University Library of Munich, Germany, revised 11 May 2003.
      • Fraser, Iain & Horrace, William C., 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia 125084, Australian Agricultural and Resource Economics Society.
    • Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003. "The Dynamics of Implied Volatilities: A Common Principal Components Approach," Review of Derivatives Research, Springer, vol. 6(3), pages 179-202, October.
      • Fengler, Matthias R. & Härdle, Wolfgang Karl & Villa, Christophe, 2001. "The dynamics of implied volatilities: A common principal components approach," SFB 373 Discussion Papers 2001,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Christophe Villa & M.R. Fengler & W.K. Hardle, 2003. "The dynamics of implied volatilities : a common principal components approach," Post-Print halshs-00069509, HAL.
    • Kovács, Ilona, 2003. "A fogyasztói árindex torzító tényezői [Distorting factors in the consumer price index]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 702-719.
    • Edith Madsen, 2003. "Testing for unit roots in panels by using a mixture model," CAM Working Papers 2003-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    • Dainis Stikuts, 2003. "Measuring Output Gap in Latvia," Working Papers 2003/02, Latvijas Banka.
    • Dorothée Boccanfuso & Bernard Decaluwé & Luc Savard, 2003. "Poverty, Income Distribution and CGE Modeling: Does the Functional Form of Distribution Matter?," Cahiers de recherche 0332, CIRPEE.
    • Luc Savard, 2003. "Poverty and Income Distribution in a CGE-Household Micro-Simulation Model: Top-Down/Bottom Up Approach," Cahiers de recherche 0343, CIRPEE.
    • Viktor Várpalotai, 2003. "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," MNB Working Papers 2003/4, Magyar Nemzeti Bank (Central Bank of Hungary).
      • VÁRPALOTAI Viktor, 2010. "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," EcoMod2003 330700148, EcoMod.
    • Pierre Berthelier & Alain Desdoigts & Jacques Ould Aoudia, 2003. "«Institutional profiles»: presentation and analysis of an original database of the institutional characteristics of developing, in transition and developed countries," Cahiers de la Maison des Sciences Economiques v04007, Université Panthéon-Sorbonne (Paris 1).
      • BERTHELIER, Pierre & DESDOIGTS, Alain & OULD AOUDIA , Jacques, 2004. "'Institutional Profiles' : Presentation and Analysis of an Original Database of the Institutional Characteristics of Developing, in Transition and Developed Countries," LEG - Document de travail - Economie 2004-01, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
    • Peter G. Hall & Rob J. Hyndman & Yanan Fan, 2003. "Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves," Monash Econometrics and Business Statistics Working Papers 12/03, Monash University, Department of Econometrics and Business Statistics.
    • Ruge-Murcia, Francisco J., 2007. "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2599-2636, August.
      • Ruge-Murcia, Francisco J., 2002. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series qt4fc8x822, Department of Economics, UC San Diego.
      • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
      • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • Francisco J. Ruge-Murcia, 2004. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers 83, Society for Economic Dynamics.
    • Ruge-Murcia, Francisco J., 2007. "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2599-2636, August.
      • Ruge-Murcia, Francisco J., 2002. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series qt4fc8x822, Department of Economics, UC San Diego.
      • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
      • Francisco J. Ruge-Murcia, 2004. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers 83, Society for Economic Dynamics.
    • H. Baron & P.O. Beffy & N. Fourcade & R. Mahieu, 2003. "The French labour productivity slow-down during the nineties?," Documents de Travail de l'Insee - INSEE Working Papers g2003-07, Institut National de la Statistique et des Etudes Economiques.
    • Stehpen Hall, 2003. "Measuring the Correlation of Shocks between the UK and the Core of Europe," National Institute of Economic and Social Research (NIESR) Discussion Papers 213, National Institute of Economic and Social Research.
    • Stacey Chen, 2003. "Nonparametric Estimation of Average Volatility Differentials in Selection Models with an Application to Returns to Schooling," Discussion Papers 03-02, University at Albany, SUNY, Department of Economics.
    • W A Razzak, 2007. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(1), pages 77-102.
      • Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007.
    • Chan, Tze-Haw & Hooy, Chee Wooi, 2003. "On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911," MPRA Paper 2032, University Library of Munich, Germany, revised 2006.
    • Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge, 2003. "Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien [Nonlinear trend and co-trending in the Tunisian real effective exchange rate]," MPRA Paper 30249, University Library of Munich, Germany.
    • Prasad, A & Khundrakpam, Jeevan Kumar, 2003. "Government Deficit and Inflation in India," MPRA Paper 51106, University Library of Munich, Germany, revised 2003.
    • Žan Oplotnik, 2003. "Bank of slovenia adjustment policy to surges in capital flows," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(3), pages 217-232.
    • Jaroslav Jílek & Miloš Vojta, 2003. "Zdokonalené uživatelské signální odhady čtvrtletních změn hrubého domácího produktu České republiky [Enhanced user flash estimates of quarter - on-quarter changes in gross domestic product of the C," Politická ekonomie, Prague University of Economics and Business, vol. 2003(5), pages 676-694.
    • José Brandão de Brito, 2003. "The Timing and Probability of FDI: An Application to the United States Multinational Enterprises," Working Papers w200302, Banco de Portugal, Economics and Research Department.
    • Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers 03-069/4, Tinbergen Institute.
      • António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
    • George Kapetanios, 2003. "Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models," Working Papers 494, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios, 2003. "Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models," Working Papers 494, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios, 2003. "Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models," Working Papers 494, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary University of London, School of Economics and Finance.
    • Carol Alexandra, 2003. "The Present, Future and Imperfect of Financial Risk Management," ICMA Centre Discussion Papers in Finance icma-dp2003-12, Henley Business School, University of Reading, revised Feb 2004.
    • Nicolae, Mariana, 2003. "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," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 112-121, June.
    • Michel Dumont & Glenn Rayp & Olivier Thas & Peter Willemé, 2005. "Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 421-433, June.
      • M. Dumont & G. Rayp & P. Willemé & O. Thas, 2003. "Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/172, Ghent University, Faculty of Economics and Business Administration.
    • John C. Chao & Norman R. Swanson, 2003. "Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments," Departmental Working Papers 200312, Rutgers University, Department of Economics.
    • Chao, John & Swanson, Norman R., 2007. "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.
      • John Chao & Norman R. Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.
      • John Chao & Norman Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction," Departmental Working Papers 200315, Rutgers University, Department of Economics.
      • John C. Chao & Norman Rasmus Swanson, 2004. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction," Yale School of Management Working Papers ysm375, Yale School of Management.
    • Diego Valderrama, 2003. "Statistical Nonlinearities in the Business Cycle," Computing in Economics and Finance 2003 219, Society for Computational Economics.
    • Duangkamon Chotikapanich & John Creedy, 2003. "Bayesian estimation of social welfare and tax progressivity measures," Empirical Economics, Springer, vol. 28(1), pages 45-59, January.
      • Chotikapanich, D. & Creedy, J., 2000. "Bayesian Estimation of Social Welfare and Tax Progressivity Measures," Department of Economics - Working Papers Series 751, The University of Melbourne.
    • Konstantinos Giannakas & Kien C. Tran & Vangelis Tzouvelekas, 2003. "On the choice of functional form in stochastic frontier modeling," Empirical Economics, Springer, vol. 28(1), pages 75-100, January.
    • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
      • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
      • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
      • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
      • Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
    • Winfried Hallerbach, 2003. "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 287-294.
      • Winfried G. Hallerbach, 2000. "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers 00-064/2, Tinbergen Institute.
    • Maurice J. G. Bun, 2003. "Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix," Econometric Reviews, Taylor & Francis Journals, vol. 22(1), pages 29-58, February.
      • Maurice J. G. Bun, 2000. "Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix," Econometric Society World Congress 2000 Contributed Papers 0511, Econometric Society.
    • William Barnett & Meenakshi Pasupathy, 2003. "Regularity of the Generalized Quadratic Production Model: A Counterexample," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 135-154.
      • William A. Barnett & Meenakshi Pasupathy, 2001. "Regularity Of The Generalized Quadratic Production Model: A Counterexample," Econometrics 0112001, University Library of Munich, Germany.
      • William Barnett & Meenakshi Pasupathy, 2012. "Regularity Of The Generalized Quadratic Production Model: A Counterexample," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201235, University of Kansas, Department of Economics, revised Sep 2012.
    • Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
      • Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
      • Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
    • Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003. "Valuing Euro rating-triggered step-up telecom bonds," Econometric Institute Research Papers EI 2003-50, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Patrick Houweling & Albert Mentink & Ton Vorst, 2003. "Valuing Euro Rating-Triggered Step-Up Telecom Bonds," Tinbergen Institute Discussion Papers 03-028/2, Tinbergen Institute.
    • Patrick Houweling & Albert Mentink & Ton Vorst, 2003. "How to measure Corporate Bond Liquidity?," Tinbergen Institute Discussion Papers 03-030/2, Tinbergen Institute.
    • Rob Luginbuhl & Siem Jan Koopman, 2003. "Convergence in European GDP Series," Tinbergen Institute Discussion Papers 03-031/4, Tinbergen Institute.
    • Siem Jan Koopman & Joao Valle e Azevedo, 2003. "Measuring Synchronisation and Convergence of Business Cycles," Tinbergen Institute Discussion Papers 03-052/4, Tinbergen Institute.
    • António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
      • Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers 03-069/4, Tinbergen Institute.
    • M. Angeles Carnero & Siem Jan Koopman & Marius Ooms, 2003. "Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 03-071/4, Tinbergen Institute.
      • Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004. "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings 158, Econometric Society.
    • Bos, Charles S, 2004. "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, vol. 20(3), pages 515-522.
      • Charles S. Bos, 2003. "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers 03-091/4, Tinbergen Institute.
    • Cuntz, A. & Haeusler, E. & Segers, J.J.J., 2003. "Edgeworth Expansions for the Distribution Function of the Hill Estimator," Discussion Paper 2003-8, Tilburg University, Center for Economic Research.
    • Segers, J.J.J., 2003. "Approximate Distributions of Clusters of Extremes," Discussion Paper 2003-91, Tilburg University, Center for Economic Research.
    • Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
      • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
      • Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Other publications TiSEM 593b97f2-9dfe-46c5-928a-e, Tilburg University, School of Economics and Management.
      • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
    • Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H. & Schuld, M.H. & Mathijssen, A.C.A., 2003. "An Experimental Comparison of Four Methods for Assessing Judgemental Distributions," Other publications TiSEM d2933d08-7768-4204-ac29-d, Tilburg University, School of Economics and Management.
      • Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H. & Schuld, M.H. & Mathijssen, A.C.A., 2003. "An Experimental Comparison of Four Methods for Assessing Judgemental Distributions," Discussion Paper 2003-31, Tilburg University, Center for Economic Research.
    • Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
      • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
      • Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Other publications TiSEM 593b97f2-9dfe-46c5-928a-e, Tilburg University, School of Economics and Management.
      • Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
    • Adrien AKANNI-HONVO, 2003. "Integration Regionale, Effets Frontieres Et Convergence Ou Divergence," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 17, pages 109-143.
    • Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003. "The Use and Abuse of Real-Time Data in Economic Forecasting," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 618-628, August.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," International Finance Discussion Papers 684, Board of Governors of the Federal Reserve System (U.S.).
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2002. "The use and abuse of 'real-time' data in economic forecasting," Working Papers 2001-015, Federal Reserve Bank of St. Louis.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
    • Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003. "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 735-747, August.
      • Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999. "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management qt93s6p8gb, Anderson Graduate School of Management, UCLA.
      • Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001. "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers 578, Department of Economics and Business, Universitat Pompeu Fabra.
    • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, vol. 3(1), pages 1-31, March.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003 05, Stata Users Group.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003.
    • Dietmar Bauer & Martin Wagner, 2003. "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften dp0308, Universitaet Bern, Departement Volkswirtschaft.
    • Dietmar Bauer & Martin Wagner, 2002. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0204, Universitaet Bern, Departement Volkswirtschaft.
      • Dietmar Bauer & Martin Wagner, 2003. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0312, Universitaet Bern, Departement Volkswirtschaft.
    • Dietmar Bauer & Martin Wagner, 2003. "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften dp0313, Universitaet Bern, Departement Volkswirtschaft.
    • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003. "Do financial variables help forecasting inflation and real activity in the euro area?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
      • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers.
      • Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
    • Olivier Ledoit & Michael Wolf, 2003. "Honey, I shrunk the sample covariance matrix," Economics Working Papers 691, Department of Economics and Business, Universitat Pompeu Fabra.
      • Olivier Ledoit & Michael Wolf, 2015. "Honey, I Shrunk the Sample Covariance Matrix," Working Papers 92, Barcelona School of Economics.
    • Rosalia Vazquez-Alvarez, 2003. "Anchoring Bias and Covariate Nonresponse," University of St. Gallen Department of Economics working paper series 2003 2003-19, Department of Economics, University of St. Gallen.
    • Lechner, Michael & Vazquez-Alvarez, Rosalia, 2003. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," IZA Discussion Papers 967, Institute of Labor Economics (IZA).
      • Lechner, Michael & Vazquez-Alvarez, Rosalia, 2004. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," CEPR Discussion Papers 4223, C.E.P.R. Discussion Papers.
      • Michael Lechner & Rosalia Vazquez-Alvarez, 2003. "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," University of St. Gallen Department of Economics working paper series 2003 2003-20, Department of Economics, University of St. Gallen.
    • Amilon, Henrik, 2008. "Estimation of an adaptive stock market model with heterogeneous agents," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 342-362, March.
      • Henrik Amilon, 2003. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series 107, Quantitative Finance Research Centre, University of Technology, Sydney.
      • Amilon, Henrik, 2005. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series 177, Sveriges Riksbank (Central Bank of Sweden).
    • Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch, 2003. "Maximization by Parts in Likelihood Inference," Vanderbilt University Department of Economics Working Papers 0319, Vanderbilt University Department of Economics.
    • Yusuf Jafry & Til Schuermann, 2003. "Metrics for Comparing Credit Migration Matrices," Center for Financial Institutions Working Papers 03-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
    • Machado, Jose A.F. & Silva, J. M. C. Santos, 2005. "Quantiles for Counts," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1226-1237, December.
      • Jose A. F. Machado Machado & Joao Santos Silva Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • J.A.F. Machado & J. M. C. Santos Silva, 2003. "Quantiles for Counts," Econometrics 0303001, University Library of Munich, Germany.
    • José Ferreira Machado, 2001. "Identification with Averaged Data and Implications for Hedonic Regression Studies," Working Papers w200110, Banco de Portugal, Economics and Research Department.
      • J.A.F. Machado & J.M.C. Santos Silva, 2003. "Identification with averaged data and implications for hedonic regression studies," Econometrics 0303002, University Library of Munich, Germany.
    • Rafał Weron, 2001. "Levy-Stable Distributions Revisited: Tail Index> 2does Not Exclude The Levy-Stable Regime," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 209-223.
      • Rafal Weron, 2001. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," HSC Research Reports HSC/01/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
      • Rafal Weron, 2003. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics 0305003, University Library of Munich, Germany.
    • Zaka Ratsimalahelo, 2003. "Rank Test Based On Matrix Perturbation Theory," Econometrics 0306008, University Library of Munich, Germany.
    • Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," Econometrics 0307007, University Library of Munich, Germany.
    • Whang, Yoon-Jae, 2006. "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, vol. 22(2), pages 173-205, April.
      • Yoon-Jae Whang, 2003. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics 0310005, University Library of Munich, Germany.
      • Yoon-Jae Whang, 2004. "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Cowles Foundation Discussion Papers 1453, Cowles Foundation for Research in Economics, Yale University.
    • Cumhur Ekinci, 2003. "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance 0305006, University Library of Munich, Germany, revised 22 Nov 2004.
    • Erdinc Altay, 2003. "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance 0307006, University Library of Munich, Germany.
    • Ananth Rao, 2003. "Estimation of Some Omani Macroeconomic Parameters - A Discussion," Macroeconomics 0306004, University Library of Munich, Germany.
    • Manuel Espitia Escuer & Gema Pastor Agust�n, 2003. "Las Opciones Reales y su influencia en la valoraci�n de empresas," Documentos de Trabajo dt2003-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    • Wendelin Schnedler, 2003. "What you always wanted to know about censoring but never dared to ask," The Centre for Market and Public Organisation 03/082, The Centre for Market and Public Organisation, University of Bristol, UK.
      • Schnedler, Wendelin, 2003. "What you always wanted to know about censoring but never dared to ask," Bonn Econ Discussion Papers 16/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Léopold Simar, 2007. "How to improve the performances of DEA/FDH estimators in the presence of noise?," Journal of Productivity Analysis, Springer, vol. 28(3), pages 183-201, December.
      • Simar, Léopold, 2003. "How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?," SFB 373 Discussion Papers 2003,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Gottschalk, Sandra, 2003. "Microdata Disclosure by Resampling: Empirical Findings for Business Survey Data," ZEW Discussion Papers 03-55, ZEW - Leibniz Centre for European Economic Research.
    • Margarita Lambova, 2003. "Problems of the Exactness of the Statistical Evaluation in the Dichotomic Case of the Audit Check," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 120-145.
    • Laura Mayoral, 2015. "A New Minimum Distance Estimation Procedure of ARFIMA Processes," Working Papers 100, Barcelona School of Economics.
    • Olivier Ledoit & Michael Wolf, 2003. "Honey, I shrunk the sample covariance matrix," Economics Working Papers 691, Department of Economics and Business, Universitat Pompeu Fabra.
      • Olivier Ledoit & Michael Wolf, 2015. "Honey, I Shrunk the Sample Covariance Matrix," Working Papers 92, Barcelona School of Economics.
    • Gavin Cameron, 2003. "Why Did UK Manufacturing Productivity Growth Slow Down in the 1970s and Speed Up in the 1980s?," Economica, London School of Economics and Political Science, vol. 70(277), pages 121-141, February.
    • Arthur Lewbel, 2007. "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, vol. 75(2), pages 537-551, March.
      • Arthur Lewbel, 2003. "Estimation of Average Treatment Effects With Misclassification," Boston College Working Papers in Economics 556, Boston College Department of Economics, revised 04 Sep 2006.
      • Arthur Lewbel, 2004. "Estimation of Average Treatment Effects With Misclassification," Econometric Society 2004 North American Winter Meetings 210, Econometric Society.
    • Pavan, Marina, 2008. "Consumer durables and risky borrowing: The effects of bankruptcy protection," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1441-1456, November.
      • Marina Pavan, 2003. "Consumer Durables and Risky Borrowing: the Effects of Bankruptcy Protection," Boston College Working Papers in Economics 573, Boston College Department of Economics, revised 01 May 2005.
    • Arthur Lewbel, 2012. "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 67-80.
      • Arthur Lewbel, 2010. "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 67-80, December.
      • Arthur Lewbel, 2003. "Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Boston College Working Papers in Economics 587, Boston College Department of Economics, revised 15 Dec 2010.
    • Wendelin Schnedler, 2003. "What you always wanted to know about censoring but never dared to ask," The Centre for Market and Public Organisation 03/082, Department of Economics, University of Bristol, UK.
      • Wendelin Schnedler, 2003. "What you always wanted to know about censoring but never dared to ask," Bonn Econ Discussion Papers bgse16_2003, University of Bonn, Germany.
    • Schnedler, Wendelin, 2003. "What you always wanted to know about censoring but never dared to ask," Bonn Econ Discussion Papers 16/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
      • Wendelin Schnedler, 2003. "What you always wanted to know about censoring but never dared to ask," The Centre for Market and Public Organisation 03/082, The Centre for Market and Public Organisation, University of Bristol, UK.
    • M. Hashem Pesaran, 2003. "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series 869, CESifo.
      • Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge.
    • Darsinos, T. & Satchell, S.E., 2003. "Bayesian Estimation of Risk-Premia in an APT Context," Cambridge Working Papers in Economics 0329, Faculty of Economics, University of Cambridge.
    • Bhattacharjee, Arnab, 2004. "Estimation in hazard regression models under ordered departures from proportionality," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 517-536, October.
      • Bhattacharjee, A., 2003. "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics 0337, Faculty of Economics, University of Cambridge.
    • Roberto Leombruni, 2003. "Firm Data Analysis in Linked Employer-Employees Datasets," LABORatorio R. Revelli Working Papers Series 27, LABORatorio R. Revelli, Centre for Employment Studies.
    • Massimiliano Marcellino & Oscar Jorda, "undated". "Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data," Working Papers 164, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Oscar Jorda & Massimiliano Marcellino, 2003. "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Working Papers 2, University of California, Davis, Department of Economics.
      • Oscar Jorda & Massimiliano Marcellino, "undated". "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics.
    • Massimiliano Marcellino & Oscar Jorda, "undated". "Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data," Working Papers 164, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Oscar Jorda & Massimiliano Marcellino, 2003. "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Working Papers 273, University of California, Davis, Department of Economics.
      • Oscar Jorda & Massimiliano Marcellino, "undated". "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics.
    • Wagner, Niklas & Marsh, Terry A., 2003. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance, Working Paper Series qt1z87z922, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
    • Wagner, Niklas & Marsh, Terry A., 2003. "Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes," Research Program in Finance, Working Paper Series qt7pb301tr, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
    • Perote, Javier & Perote-Pena, Juan, 2004. "Strategy-proof estimators for simple regression," Mathematical Social Sciences, Elsevier, vol. 47(2), pages 153-176, March.
      • Javier Perote Peña & Juan Perote Peña, 2003. "Strategy-Proof Estimators for Simple Regression," Economic Working Papers at Centro de Estudios Andaluces E2003/14, Centro de Estudios Andaluces.
      • PEROTE-PEÑA Javier & PEROTE-PEÑA Juan, 2010. "Strategy-Proof Estimators for Simple Regression," EcoMod2003 330700120, EcoMod.
    • Cowell, Frank, 2003. "Theil, inequality and the structure of income distribution," LSE Research Online Documents on Economics 2288, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell, 2003. "Theil, Inequality and the Structure of Income Distribution," STICERD - Distributional Analysis Research Programme Papers 67, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Cowell, Frank & Cruces, Guillermo, 2003. "Perceptions of risk : an experimental approach using internet questionnaires," LSE Research Online Documents on Economics 2235, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Guillermo Cruces, 2003. "Perceptions of Risk: an Experimental Approach using Internet Questionnaires," STICERD - Distributional Analysis Research Programme Papers 70, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function Is Not Smooth," Econometrica, Econometric Society, vol. 71(5), pages 1591-1608, September.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function is not Smooth," STICERD - Econometrics Paper Series 450, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Chen, Xiaohong & Linton, Oliver & Van Keilegom, Ingrid, 2003. "Estimation of semiparametric models when the criterion function is not smooth," LSE Research Online Documents on Economics 2167, London School of Economics and Political Science, LSE Library.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers 02/02, Institute for Fiscal Studies.
    • Linton, Oliver & Mammen, Enno, 2003. "Estimating semiparametric ARCH (8) models by kernel smoothing methods," LSE Research Online Documents on Economics 2187, London School of Economics and Political Science, LSE Library.
      • Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
      • Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series 453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002. "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers 2002,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003. "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series 454, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Hardle, Wolfgang & Linton, Oliver & Wang, Qihua, 2003. "Semiparametric regression analysis under imputation for missing response data," LSE Research Online Documents on Economics 2206, London School of Economics and Political Science, LSE Library.
    • Linton, Oliver & Whang, Yoon-Jae, 2003. "A quantilogram approach to evaluating directional predictability," LSE Research Online Documents on Economics 2112, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Yoon-Jae Whang, 2003. "A Quantilogram Approach to Evaluating Directional Predictability," STICERD - Econometrics Paper Series 463, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Oliver Linton & Yoon-Jae Whang, 2004. "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers 1454, Cowles Foundation for Research in Economics, Yale University.
    • Lundtofte, Frederik, 2008. "Expected life-time utility and hedging demands in a partially observable economy," European Economic Review, Elsevier, vol. 52(6), pages 1072-1096, August.
      • Lundtofte, Frederik, 2005. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Working Papers 2005:17, Lund University, Department of Economics.
      • Frederik Lundtofte, 2006. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Swiss Finance Institute Research Paper Series 06-23, Swiss Finance Institute.
    • Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005. "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1108-1125, November.
      • BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2003. "News announcements, market activity and volatility in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE 2003029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2005. "News announcements, market activity and volatility in the euro/dollar foreign exchange market," LIDAM Reprints CORE 1787, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • H. Baron & P.O. Beffy & N. Fourcade & R. Mahieu, 2003. "The French labour productivity slow-down during the nineties?," Documents de Travail de la DESE - Working Papers of the DESE g2003-07, Institut National de la Statistique et des Etudes Economiques, DESE.
    • Xiaodong Jin & Janusz Kawczak, 2003. "Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 103-124, May.
    • Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
      • Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
      • Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.
      • Jun Yu & Peter Phillips, 2004. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.
    • Donald J. Brown & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models," Cowles Foundation Discussion Papers 1395, Cowles Foundation for Research in Economics, Yale University.
      • Donald J. Brown, 2004. "Tests of Independence in Separable Econometric Models," Yale School of Management Working Papers ysm329, Yale School of Management.
    • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2007.
      • Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers 28395, Yale University, Economic Growth Center.
      • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2006.
      • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers 946, Economic Growth Center, Yale University.
    • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2006.
      • Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers 28395, Yale University, Economic Growth Center.
      • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers 946, Economic Growth Center, Yale University.
      • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2007.
    • Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers 1407, Cowles Foundation for Research in Economics, Yale University.
      • Sainan Jin & Peter Phillips & Yixiao Sun, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Econometric Society 2004 North American Winter Meetings 299, Econometric Society.
      • Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers ysm347, Yale School of Management.
      • Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego.
    • John C. Chao & Norman R. Swanson, 2005. "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, September.
      • Chao, John Chao & Norman R. Swanson, 2003. "Consistent Estimation with a Large Number of Weak Instruments," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.
      • John Chao & Norman Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Departmental Working Papers 200421, Rutgers University, Department of Economics.
      • John C. Chao & Norman Rasmus Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Yale School of Management Working Papers ysm374, Yale School of Management.
    • Chao, John & Swanson, Norman R., 2007. "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.
      • John Chao & Norman Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction," Departmental Working Papers 200315, Rutgers University, Department of Economics.
      • John Chao & Norman R. Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.
      • John C. Chao & Norman Rasmus Swanson, 2004. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction," Yale School of Management Working Papers ysm375, Yale School of Management.
    • Donald W. K. Andrews, 2005. "Cross-Section Regression with Common Shocks," Econometrica, Econometric Society, vol. 73(5), pages 1551-1585, September.
      • Donald W.K. Andrews, 2003. "Cross-section Regression with Common Shocks," Cowles Foundation Discussion Papers 1428, Cowles Foundation for Research in Economics, Yale University.
      • Donald W.K. Andrews, 2004. "Cross-section Regression with Common Shocks," Yale School of Management Working Papers ysm401, Yale School of Management.
    • Pavel Vaněček, 2003. "Modeling Of Returns And Option Pricing Using Models With Flexible Volatility," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 10(19).
    • Petr Volf, 2003. "Cox's Regression Model for Dynamics of Grouped Unemployment Data," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 10(19).
    • Boriss Siliverstovs, 2006. "Multicointegration in US consumption data," Applied Economics, Taylor & Francis Journals, vol. 38(7), pages 819-833.
      • Boriss Siliverstovs, "undated". "Multicointegration in US consumption data," Economics Working Papers 2001-6, Department of Economics and Business Economics, Aarhus University.
      • Boriss Siliverstovs, 2003. "Multicointegration in US Consumption Data," Discussion Papers of DIW Berlin 382, DIW Berlin, German Institute for Economic Research.
    • Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005. "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
      • D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Economics Discussion Paper Series 0205, Economics, The University of Manchester.
      • Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003. "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003 121, Royal Economic Society.
      • D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Centre for Growth and Business Cycle Research Discussion Paper Series 18, Economics, The University of Manchester.
    • Xiao, Zhijie, 2004. "Estimating average economic growth in time series data with persistency," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 699-724, December.
      • Xiao, Qifang & Xiao, Zhijie, 2003. "Estimating Average Economic Growth in Time Series Data with Persistency," Working Papers 03-0111, University of Illinois at Urbana-Champaign, College of Business.
    • Donald W. K. Andrews & Patrik Guggenberger, 2003. "A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter," Econometrica, Econometric Society, vol. 71(2), pages 675-712, March.
      • Donald W.K. Andrews & Patrik Guggenberger, 2000. "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Cowles Foundation Discussion Papers 1263, Cowles Foundation for Research in Economics, Yale University.
      • Tom Doan, "undated". "AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference," Statistical Software Components RTS00005, Boston College Department of Economics.
    • Peter Arcidiacono & John Bailey Jones, 2003. "Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm," Econometrica, Econometric Society, vol. 71(3), pages 933-946, May.
      • Arcidiacono, Peter & Jones, John B., 2000. "Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm," Working Papers 00-16, Duke University, Department of Economics.
    • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function Is Not Smooth," Econometrica, Econometric Society, vol. 71(5), pages 1591-1608, September.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function is not Smooth," STICERD - Econometrics Paper Series 450, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Chen, Xiaohong & Linton, Oliver & Van Keilegom, Ingrid, 2003. "Estimation of semiparametric models when the criterion function is not smooth," LSE Research Online Documents on Economics 2167, London School of Economics and Political Science, LSE Library.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers 02/02, Institute for Fiscal Studies.
    • Viviana Fernandez, 2003. "Extreme Value Theory and Value at Risk," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(1), pages 57-85, June.
      • Viviana Fernández, 2003. "Extreme Value Theory and Value at Risk," Documentos de Trabajo 154, Centro de Economía Aplicada, Universidad de Chile.
    • George Kapetanios & Yongcheol Shin, 2006. "Unit root tests in three-regime SETAR models," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 252-278, July.
      • George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series 104, Edinburgh School of Economics, University of Edinburgh.
    • Honkapohja, Seppo & Mitra, Kaushik, 2003. "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
      • Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
      • Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
      • Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
    • Bun, Maurice J. G. & Kiviet, Jan F., 2003. "On the diminishing returns of higher-order terms in asymptotic expansions of bias," Economics Letters, Elsevier, vol. 79(2), pages 145-152, May.
      • Maurice J.G. Bun & Jan F. Kiviet, 2002. "On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias," Tinbergen Institute Discussion Papers 02-099/4, Tinbergen Institute, revised 24 Oct 2002.
    • Kapetanios, George, 2003. "A note on an iterative least-squares estimation method for ARMA and VARMA models," Economics Letters, Elsevier, vol. 79(3), pages 305-312, June.
      • George Kapetanios, 2002. "A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models," Working Papers 467, Queen Mary University of London, School of Economics and Finance.
    • Sun, Yixiao & Phillips, Peter C. B., 2003. "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August.
      • Yixiao Sun & Peter C.B. Phillips, 2002. "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.
    • Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve, 2003. "An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 113-146.
      • Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun, 2001. "An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices," NBER Working Papers 8682, National Bureau of Economic Research, Inc.
    • Bali, Turan G. & Neftci, Salih N., 2003. "Disturbing extremal behavior of spot rate dynamics," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 455-477, September.
      • Turan G. Bali & Salih N. Neftci, 2002. "Disturbing Extremal Behavior of Spot Rate Dynamics," ICMA Centre Discussion Papers in Finance icma-dp2002-03, Henley Business School, University of Reading.
    • Jondeau, Eric & Rockinger, Michael, 2003. "Testing for differences in the tails of stock-market returns," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 559-581, December.
      • ROCKINGER, Michael & JONDEAU, Eric, 2001. "Testing for differences in the tails of stock-market returns," HEC Research Papers Series 739, HEC Paris.
      • Michael Rockinger & Eric Jondeau, 2001. "Testing for differences in the tails of stock-market returns," Working Papers hal-00601480, HAL.
    • Ledoit, Olivier & Wolf, Michael, 2003. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 603-621, December.
      • Ledoit, Olivier & Wolf, Michael, 2000. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS 10089, Universidad Carlos III de Madrid. Departamento de Estadística.
      • Olivier Ledoit & Michael Wolf, 2001. "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers 586, Department of Economics and Business, Universitat Pompeu Fabra.

    2002

    • Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002. "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
      • Altissimo, F. & Siviero, S. & Terlizzese, D., 1999. "How Deep Are the Deep Parameters?," Papers 354, Banca Italia - Servizio di Studi.
      • Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999. "How deep are the deep parameters?," Temi di discussione (Economic working papers) 354, Bank of Italy, Economic Research and International Relations Area.
    • I. Fraser & W. Horrace, 2003. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Journal of Productivity Analysis, Springer, vol. 20(2), pages 169-190, September.
      • Iain Fraser & William C. Horrace, 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Public Economics 0206001, University Library of Munich, Germany, revised 11 May 2003.
      • Fraser, Iain & Horrace, William C., 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia 125084, Australian Agricultural and Resource Economics Society.
    • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.
      • Baum, Christopher F. & Schaffer, Mark E. & Stillman, Steven, 2002. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003 05, Stata Users Group.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003.
    • Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
      • Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
      • Jun Yu & Peter Phillips, 2004. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.
      • Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.
    • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function Is Not Smooth," Econometrica, Econometric Society, vol. 71(5), pages 1591-1608, September.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function is not Smooth," STICERD - Econometrics Paper Series 450, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers 02/02, Institute for Fiscal Studies.
      • Chen, Xiaohong & Linton, Oliver & Van Keilegom, Ingrid, 2003. "Estimation of semiparametric models when the criterion function is not smooth," LSE Research Online Documents on Economics 2167, London School of Economics and Political Science, LSE Library.
    • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 117-139, August.
      • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
    • Frank Windmeijer, 2002. "ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data," CeMMAP working papers CWP14/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Frank Windmeijer, 2002. "ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data," CeMMAP working papers 14/02, Institute for Fiscal Studies.
    • Laura Serlenga, 2002. "Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels," SERIES 0005, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Feb 2002.
    • Dario Focarelli, 2002. "Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area," Temi di discussione (Economic working papers) 440, Bank of Italy, Economic Research and International Relations Area.
    • Hall P. & Simar L., 2002. "Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 523-534, June.
      • Hall, P. & Simar, L., 2000. "Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error," Papers 0012, Catholique de Louvain - Institut de statistique.
    • Chotikapanich, Duangkamon & Griffiths, William E, 2002. "Estimating Lorenz Curves Using a Dirichlet Distribution," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 290-295, April.
      • Duangkamon Chotikapanich & William E. Griffiths, 2000. "Estimating Lorenz Curves Using a Dirichlet Distribution," Econometric Society World Congress 2000 Contributed Papers 1215, Econometric Society.
      • Chotikapanich, D. & Griffiths, W., 2001. "Estimating Lorenz Curves Using a Dirichlet Distribution," Department of Economics - Working Papers Series 802, The University of Melbourne.
    • Andreou, Elena & Ghysels, Eric, 2002. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
      • Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
    • Geoffrey Lancaster & Ranjan Ray, 2002. "Tests of Income Pooling on Household Budget Data: The Australian Evidence," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 99-114, March.
      • Lancaster, G. & Ray, R., 2001. "Tests of Income Pooling on Household Budget Data: The Australian Evidence," Papers 2001-02, Tasmania - Department of Economics.
    • Lee, Hahn Shik & Ghysels, Eric & Bell, William R, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-665, September.
    • Hahn Shik Lee & Eric Ghysels & William R. Bell, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-665, September.
      • William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO.
    • J. J. A. Moors & L. W. G. Strijbosch, 2002. "Two–step sequential sampling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 270-284, August.
      • Moors, J.J.A. & Strijbosch, L.W.G., 2000. "Two-Step Sequential Sampling," Other publications TiSEM e62bf1db-a1ec-4a37-a765-d, Tilburg University, School of Economics and Management.
      • Moors, J.J.A. & Strijbosch, L.W.G., 2000. "Two-Step Sequential Sampling," Discussion Paper 2000-39, Tilburg University, Center for Economic Research.
    • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, vol. 3(1), pages 1-31, March.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003 05, Stata Users Group.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003.
    • Khan, Shakeeb & Lewbel, Arthur, 2007. "Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models," Econometric Theory, Cambridge University Press, vol. 23(2), pages 309-347, April.
      • Shakeeb Khan & Arthur Lewbel, 2002. "Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models," Boston College Working Papers in Economics 525, Boston College Department of Economics, revised 04 Sep 2006.
    • Arthur Lewbel, 2002. "Ordered Response Threshold Estimation," Boston College Working Papers in Economics 535, Boston College Department of Economics, revised 29 Oct 2003.
    • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, vol. 3(1), pages 1-31, March.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003 05, Stata Users Group.
    • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, vol. 3(1), pages 1-31, March.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.
      • Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003 05, Stata Users Group.
    • Tibor Neugebauer & Reinhard Selten, 2002. "Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets," Bonn Econ Discussion Papers bgse3_2003, University of Bonn, Germany.
    • Bask Mikael & de Luna Xavier, 2002. "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-19, April.
      • Bask, Mikael & de Luna, Xavier, 2001. "Characterizing the degree of stability of non-linear dynamic models," Umeå Economic Studies 564, Umeå University, Department of Economics.
    • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 1998. "Estimating a Mixed Strategy: United and American Airlines," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2f36z7n1, Department of Agricultural & Resource Economics, UC Berkeley.
      • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 2002. "Estimating a Mixed Strategy: United and American Airlines," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5n84v67h, Department of Agricultural & Resource Economics, UC Berkeley.
      • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 1998. "Estimating a Mixed Strategy: United and American Airlines," Institute for Research on Labor and Employment, Working Paper Series qt2f36z7n1, Institute of Industrial Relations, UC Berkeley.
    • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 1998. "Estimating a Mixed Strategy: United and American Airlines," Institute for Research on Labor and Employment, Working Paper Series qt2f36z7n1, Institute of Industrial Relations, UC Berkeley.
      • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 2002. "Estimating a Mixed Strategy: United and American Airlines," Center for Culture, Organizations and Politics, Working Paper Series qt5n84v67h, Center for Culture, Organizations and Politics of theInstitute for Research on Labor and Employment, UC Berkeley.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
      • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
      • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
    • Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers 1375, Cowles Foundation for Research in Economics, Yale University.
      • Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series 435, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Carroll, Raymond J & Linton, Oliver & Mammen, Enno & Xiao, Zhijie, 2002. "More efficient kernel estimation in nonparametric regression with autocorrelated errors," LSE Research Online Documents on Economics 2017, London School of Economics and Political Science, LSE Library.
    • Marcela Meléndez & Pablo Medina & Diana Kassem, 2002. "La Dinámica De La Productividad En El Sector De Alimentos," Documentos CEDE 2976, Universidad de los Andes, Facultad de Economía, CEDE.
    • Luc Bauwens & Sébastien Laurent, 2002. "A New Class of Multivariate skew Densities, with Application to GARCH Models," Computing in Economics and Finance 2002 5, Society for Computational Economics.
      • BAUWENS, Luc & LAURENT, Sébastien, 2002. "A new class of multivariate skew densities, with application to GARCH models," LIDAM Discussion Papers CORE 2002020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jose Brandao de Brito & Felipa de Mello Sampayo, 2005. "The timing and probability of FDI: an application to US multinational enterprises," Applied Economics, Taylor & Francis Journals, vol. 37(4), pages 417-437.
      • de Brito, José Brandão & de Mello Sampayo, Felipa, 2002. "The timing and the probability of FDI: an application to the US multinational enterprises," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A3-4, International Conferences on Panel Data.
    • Jan Mutl, 2002. "Panel VAR Models with Spatial Dependence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-2, International Conferences on Panel Data.
      • Mutl, Jan, 2009. "Panel VAR Models with Spatial Dependence," Economics Series 237, Institute for Advanced Studies.
    • Jimmy Skoglund & Sune Karlsson, 2002. "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-1, International Conferences on Panel Data.
    • Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data.
    • Erich Battistin, 2002. "Errors in Survey Reports of Consumption Expenditures," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C4-2, International Conferences on Panel Data.
      • Erich Battistin, 2003. "Errors in survey reports of consumption expenditures," IFS Working Papers W03/07, Institute for Fiscal Studies.
    • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003. "Do financial variables help forecasting inflation and real activity in the euro area?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1243-1255, September.
      • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers 3146, C.E.P.R. Discussion Papers.
      • Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
    • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
      • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers.
      • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003. "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series 2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
      • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005. "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository 2013/10129, ULB -- Universite Libre de Bruxelles.
      • Forni M. & Hallin M., 2003. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Computing in Economics and Finance 2003 143, Society for Computational Economics.
    • Massimiliano Piacenza, 2002. "Regulatory Constraints and Cost Efficiency of the Italian Public Transit Systems: An Exploratory Stochastic Frontier Model," CERIS Working Paper 200202, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
    • Badi H. Baltagi & Dong Li, 2002. "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 103-116, May.
      • Badi H. Baltagi & Dong Li, "undated". "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Working Papers 0109, East Carolina University, Department of Economics.
    • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 249-298, November.
      • Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607609, HAL.
      • Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607608, HAL.
      • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," CEMA Working Papers 503, China Economics and Management Academy, Central University of Finance and Economics.
      • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc.
    • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 249-298, November.
      • Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607609, HAL.
      • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," CEMA Working Papers 503, China Economics and Management Academy, Central University of Finance and Economics.
      • Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607608, HAL.
      • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc.
    • Badi H. Baltagi & Dong Li, 2002. "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," CEMA Working Papers 86, China Economics and Management Academy, Central University of Finance and Economics.
    • Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, vol. 18(2), pages 420-468, April.
      • Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series 397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Linton, Oliver & Whang, Yoon-Jae, 2000. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 2092, London School of Economics and Political Science, LSE Library.
      • Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 320, London School of Economics and Political Science, LSE Library.
    • Faliva, Mario & Zoia, Maria Grazia, 2002. "On A Partitioned Inversion Formula Having Useful Applications In Econometrics," Econometric Theory, Cambridge University Press, vol. 18(2), pages 525-530, April.
    • Andrews, Donald W.K., 2002. "EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS," Econometric Theory, Cambridge University Press, vol. 18(5), pages 1040-1085, October.
      • Donald W.K. Andrews, 2000. "Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics," Cowles Foundation Discussion Papers 1269, Cowles Foundation for Research in Economics, Yale University.
    • Offer Lieberman & Judith Rousseau & David M. Zucker, 2002. "Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process," Cowles Foundation Discussion Papers 1351, Cowles Foundation for Research in Economics, Yale University.
    • Andrews, Donald W.K. & Lieberman, Offer, 2005. "Valid Edgeworth Expansions For The Whittle Maximum Likelihood Estimator For Stationary Long-Memory Gaussian Time Series," Econometric Theory, Cambridge University Press, vol. 21(4), pages 710-734, August.
      • Donald W.K. Andrews & Offer Lieberman, 2002. "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," Cowles Foundation Discussion Papers 1361, Cowles Foundation for Research in Economics, Yale University.
    • Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002. "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers 1363, Cowles Foundation for Research in Economics, Yale University.
    • Sun, Yixiao & Phillips, Peter C. B., 2003. "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August.
      • Yixiao Sun & Peter C.B. Phillips, 2002. "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.
    • Donald W. K. Andrews, 2004. "the Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, Econometric Society, vol. 72(3), pages 673-700, May.
      • Donald W.K. Andrews, 2002. "The Block-block Bootstrap: Improved Asymptotic Refinements," Cowles Foundation Discussion Papers 1370, Cowles Foundation for Research in Economics, Yale University.
    • Steve Berry & Oliver B. Linton & Ariel Pakes, 2004. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 613-654.
      • Steve Berry & Oliver Linton & Ariel Pakes, 2000. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," STICERD - Econometrics Paper Series 400, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Steven Berry & Oliver Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Cowles Foundation Discussion Papers 1372, Cowles Foundation for Research in Economics, Yale University.
      • Steve Berry & Oliver B. Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Harvard Institute of Economic Research Working Papers 1955, Harvard - Institute of Economic Research.
      • Berry, Steve & Linton, Oliver & Pakes, Ariel, 2000. "Limit theorems for estimating the parameters of differentiated product demand systems," LSE Research Online Documents on Economics 2032, London School of Economics and Political Science, LSE Library.
    • Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series 435, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers 1375, Cowles Foundation for Research in Economics, Yale University.
      • Carroll, Raymond J & Linton, Oliver & Mammen, Enno & Xiao, Zhijie, 2002. "More efficient kernel estimation in nonparametric regression with autocorrelated errors," LSE Research Online Documents on Economics 2017, London School of Economics and Political Science, LSE Library.
    • George Hall and John Rust, Yale University, 2001. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Computing in Economics and Finance 2001 274, Society for Computational Economics.
      • George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers 1376, Cowles Foundation for Research in Economics, Yale University.
      • George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers 0278, National Bureau of Economic Research, Inc.
    • Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006. "Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes," Journal of Econometrics, Elsevier, vol. 133(2), pages 673-702, August.
      • Donald W.K. Andrews & Offer Lieberman, 2002. "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers 1378, Cowles Foundation for Research in Economics, Yale University.
    • Donald W. K. Andrews & Yixiao Sun, 2004. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Econometrica, Econometric Society, vol. 72(2), pages 569-614, March.
      • ANDREWS, DONALD W & Sun, Yixiao X, 2002. "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," University of California at San Diego, Economics Working Paper Series qt9wt048tt, Department of Economics, UC San Diego.
      • Donald W.K. Andrews & Yixiao Sun, 2002. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers 1384, Cowles Foundation for Research in Economics, Yale University.
    • Hana Janečková, 2002. "On The Relation Between Heteroscedastic RCA And Non-Stationary ARCH Processes," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 9(17).
    • Denis Cogneau & Michael Grimm, 2002. "AIDS and Income Distribution in Africa; A Micro-simulation Study for Côte d'Ivoire," Working Papers DT/2002/15, DIAL (Développement, Institutions et Mondialisation).
      • Michael Grimm & Denis Cogneau, 2004. "AIDS and income distribution in Africa. A micro-simulation study for Cˆote d’Ivoire," Labor and Demography 0408006, University Library of Munich, Germany.
    • Daiji Kawaguchi, 2004. "Peer effects on substance use among American teenagers," Journal of Population Economics, Springer;European Society for Population Economics, vol. 17(2), pages 351-367, June.
      • Daiji Kawaguchi, 2002. "Peer Effects on Substance Use among American Teenagers," ISER Discussion Paper 0567, Institute of Social and Economic Research, The University of Osaka.
    • Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005. "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, vol. 30(1), pages 77-91, January.
      • Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated". "Testing for PPP: Should We Use Panel Methods?," Working Papers 186, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002. "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002 13, Royal Economic Society.
    • Laura Serlenga & Yongcheol Shin & Andy Snell, 2002. "A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models," Edinburgh School of Economics Discussion Paper Series 88, Edinburgh School of Economics, University of Edinburgh.
      • Serlenga, Laura & Yongcheol Shin & Andy Snell, 2002. "A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models," Royal Economic Society Annual Conference 2002 165, Royal Economic Society.
    • Donald W. K. Andrews, 2002. "Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators," Econometrica, Econometric Society, vol. 70(1), pages 119-162, January.
      • Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230, Cowles Foundation for Research in Economics, Yale University.
      • Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2001.
    • Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
      • Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Econometric Society World Congress 2000 Contributed Papers 1504, Econometric Society.
      • Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics 440, Boston College Department of Economics.
      • Tom Doan, "undated". "BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas," Statistical Software Components RTS00012, Boston College Department of Economics.
    • Arthur Lewbel & Oliver Linton, 2002. "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, vol. 70(2), pages 765-779, March.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Econometric Society World Congress 2000 Contributed Papers 1237, Econometric Society.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics 439, Boston College Department of Economics.
      • Lewbel, Arthur & Linton, Oliver, 2000. "Nonparametric censored and truncated regression," LSE Research Online Documents on Economics 2060, London School of Economics and Political Science, LSE Library.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series 389, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Stephen Bond & Frank Windmeijer, 2002. "Projection estimators for autoregressive panel data models," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 457-479, June.
      • Stephen Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers CWP06/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Stephen Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers 06/01, Institute for Fiscal Studies.
    • Serlenga, Laura & Yongcheol Shin & Andy Snell, 2002. "A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models," Royal Economic Society Annual Conference 2002 165, Royal Economic Society.
      • Laura Serlenga & Yongcheol Shin & Andy Snell, 2002. "A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models," Edinburgh School of Economics Discussion Paper Series 88, Edinburgh School of Economics, University of Edinburgh.
    • Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March.
      • Allan Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence," Working Paper 1249, Economics Department, Queen's University.
    • Karantininis, Kostas, 2002. "Information-based estimators for the non-stationary transition probability matrix: an application to the Danish pork industry," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 275-290, March.
      • Karantininis, Kostas, 2001. "Information Based Estimators for the Non-Stationary Transition Probability Matrix: An Application to the Danish Pork Industry," Unit of Economics Working Papers 24198, Royal Veterinary and Agricultural University, Food and Resource Economic Institute.
    • Boswijk, H. Peter & Lucas, Andre, 2002. "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, vol. 108(2), pages 253-280, June.
      • Boswijk, H. Peter & Lucas, André, 1997. "Semi-nonparametric cointegration testing," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002. "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July.
      • Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998. "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics 9826, Faculty of Economics, University of Cambridge.
    • Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas, 2002. "A new approach to modelling and forecasting monthly guest nights in hotels," International Journal of Forecasting, Elsevier, vol. 18(1), pages 19-30.
      • Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999. "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," Umeå Economic Studies 503, Umeå University, Department of Economics.
    • Weron, Rafał, 2002. "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 285-299.
      • Rafal Weron, 2001. "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports HSC/01/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    • Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers 1375, Cowles Foundation for Research in Economics, Yale University.
      • Carroll, Raymond J & Linton, Oliver & Mammen, Enno & Xiao, Zhijie, 2002. "More efficient kernel estimation in nonparametric regression with autocorrelated errors," LSE Research Online Documents on Economics 2017, London School of Economics and Political Science, LSE Library.
      • Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series 435, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
      • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
      • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
    • Namazie, Ceema Zahra, 2002. "Early evidence of welfare changes in the Kyrgyz republic: have things got worse with reforms?," LSE Research Online Documents on Economics 6557, London School of Economics and Political Science, LSE Library.
    • Arteche, Josu, 2004. "Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models," Journal of Econometrics, Elsevier, vol. 119(1), pages 131-154, March.
      • Arteche González, Jesús María, 2002. "Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    • León, Angel & Rubio Irigoyen, Gonzalo & Serna, Gregorio, 2002. "Autorregresive conditional volatility, skewness and kurtosis," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    • Patrick Houweling & Ton Vorst, 2001. "An Empirical Comparison of Default Swap Pricing Models," Finance 0112003, University Library of Munich, Germany.
      • Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," Econometric Institute Research Papers ERS-2002-23-F&A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," ERIM Report Series Research in Management ERS-2002-23-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
      • Patrick Houweling & Ton Vorst, 2002. "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers 02-004/2, Tinbergen Institute.
    • Patrick Houweling & Ton Vorst, 2001. "An Empirical Comparison of Default Swap Pricing Models," Finance 0112003, University Library of Munich, Germany.
      • Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," ERIM Report Series Research in Management ERS-2002-23-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
      • Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," Econometric Institute Research Papers ERS-2002-23-F&A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Patrick Houweling & Ton Vorst, 2002. "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers 02-004/2, Tinbergen Institute.
    • Helmut Rainer & Thomas Siedler, 2009. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labour Market Outcomes," Economica, London School of Economics and Political Science, vol. 76(303), pages 528-556, July.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," IZA Discussion Papers 1842, Institute of Labor Economics (IZA).
      • Siedler, Thomas & Rainer, Helmut, 2005. "O brother, where are thou? The effects of having a sibling on geographic mobility and labor market outcomes," ISER Working Paper Series 2005-18, Institute for Social and Economic Research.
      • Rainer, Helmut & Siedler, Thomas, 2005. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Economics Discussion Papers 8891, University of Essex, Department of Economics.
      • Helmut Rainer & Thomas Siedler, 2006. "O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Discussion Papers of DIW Berlin 608, DIW Berlin, German Institute for Economic Research.
      • Rainer, Helmut & Siedler, Thomas, 2009. "O brother, where art thou? The effects of having a sibling on geographic mobility and labour market outcomes," Munich Reprints in Economics 19784, University of Munich, Department of Economics.
    • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," SciencePo Working papers Main hal-01027421, HAL.
      • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Documents de Travail de l'OFCE 2002-04, Observatoire Francais des Conjonctures Economiques (OFCE).
      • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Working Papers hal-01027421, HAL.
    • Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003. "The Use and Abuse of Real-Time Data in Economic Forecasting," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 618-628, August.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2002. "The use and abuse of 'real-time' data in economic forecasting," Working Papers 2001-015, Federal Reserve Bank of St. Louis.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," International Finance Discussion Papers 684, Board of Governors of the Federal Reserve System (U.S.).
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
      • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
      • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
    • Steve Berry & Oliver B. Linton & Ariel Pakes, 2004. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 613-654.
      • Steve Berry & Oliver Linton & Ariel Pakes, 2000. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," STICERD - Econometrics Paper Series 400, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Steve Berry & Oliver B. Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Harvard Institute of Economic Research Working Papers 1955, Harvard - Institute of Economic Research.
      • Steven Berry & Oliver Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Cowles Foundation Discussion Papers 1372, Cowles Foundation for Research in Economics, Yale University.
      • Berry, Steve & Linton, Oliver & Pakes, Ariel, 2000. "Limit theorems for estimating the parameters of differentiated product demand systems," LSE Research Online Documents on Economics 2032, London School of Economics and Political Science, LSE Library.
    • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Documents de Travail de l'OFCE 2002-04, Observatoire Francais des Conjonctures Economiques (OFCE).
      • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," SciencePo Working papers Main hal-01027421, HAL.
      • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Working Papers hal-01027421, HAL.
    • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Documents de Travail de l'OFCE 2002-04, Observatoire Francais des Conjonctures Economiques (OFCE).
      • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Working Papers hal-01027421, HAL.
      • Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002. "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," SciencePo Working papers Main hal-01027421, HAL.
    • Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Econometrics 0203005, University Library of Munich, Germany.
      • Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Quantitative Macroeconomics Working Papers 20203, Hamburg University, Department of Economics.
    • Hellström, Jörgen, 2002. "Count Data Modelling and Tourism Demand," Umeå Economic Studies 584, Umeå University, Department of Economics.
    • Brännäs, Kurt & Brännäs, Eva, 2002. "Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish," Umeå Economic Studies 595, Umeå University, Department of Economics.
    • Elisabet Viladecans Marsal, 2002. "The growth of cities: Does agglomeration matter?," Working Papers 2002/3, Institut d'Economia de Barcelona (IEB).
    • Elisabet Viladecans Marsal, 2002. "The growth of cities: Does agglomeration matter?," Working Papers 2002/3, Institut d'Economia de Barcelona (IEB).
    • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function Is Not Smooth," Econometrica, Econometric Society, vol. 71(5), pages 1591-1608, September.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers 02/02, Institute for Fiscal Studies.
      • Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function is not Smooth," STICERD - Econometrics Paper Series 450, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Chen, Xiaohong & Linton, Oliver & Van Keilegom, Ingrid, 2003. "Estimation of semiparametric models when the criterion function is not smooth," LSE Research Online Documents on Economics 2167, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
      • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
      • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
    • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 117-139, August.
      • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
      • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Frank Windmeijer, 2002. "ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data," CeMMAP working papers 14/02, Institute for Fiscal Studies.
      • Frank Windmeijer, 2002. "ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data," CeMMAP working papers CWP14/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Machado, Jose A.F. & Silva, J. M. C. Santos, 2005. "Quantiles for Counts," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1226-1237, December.
      • Jose A. F. Machado Machado & Joao Santos Silva Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • J.A.F. Machado & J. M. C. Santos Silva, 2003. "Quantiles for Counts," Econometrics 0303001, University Library of Munich, Germany.
    • Raimundo Soto, 2002. "Ajuste Estacional e Integración en Variables Macroeconómicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 39(116), pages 135-155.
      • Raimundo Soto, 2000. "Ajuste Estacional e Integración en Variables Macroeconómicas," Working Papers Central Bank of Chile 73, Central Bank of Chile.
    • Giuseppe Arbia & Roberto Basile & Mirella Salvatore, 2002. "Regional Convergence in Italy 1951-199: A Spatial Econometric Perspective," ISAE Working Papers 29, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    • Markus Frölich, 2004. "Programme Evaluation with Multiple Treatments," Journal of Economic Surveys, Wiley Blackwell, vol. 18(2), pages 181-224, April.
      • Markus Froelich, 2002. "Programme Evaluation with Multiple Treatments," University of St. Gallen Department of Economics working paper series 2002 2002-17, Department of Economics, University of St. Gallen.
      • Frölich, Markus, 2002. "Programme Evaluation with Multiple Treatments," IZA Discussion Papers 542, Institute of Labor Economics (IZA).
    • Markus Froelich, 2002. "What is the value of knowing the propensity score for estimating average treatment effects?," University of St. Gallen Department of Economics working paper series 2002 2002-06, Department of Economics, University of St. Gallen.
      • Frölich, Markus, 2002. "What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?," IZA Discussion Papers 548, Institute of Labor Economics (IZA).
    • Frolich, Markus, 2007. "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, vol. 139(1), pages 35-75, July.
      • Markus Froelich, 2002. "Nonparametric IV estimation of local average treatment effects with covariates," University of St. Gallen Department of Economics working paper series 2002 2002-19, Department of Economics, University of St. Gallen.
      • Frölich, Markus, 2002. "Nonparametric IV Estimation of Local Average Treatment Effects with Covariates," IZA Discussion Papers 588, Institute of Labor Economics (IZA).
    • Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
      • Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
      • Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO.
    • Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639, December.
      • Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
      • Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000. "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series 398, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Hodgson, Douglas J & Linton, Oliver & Vorkink, Keith, 2000. "Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach," LSE Research Online Documents on Economics 2197, London School of Economics and Political Science, LSE Library.
      • Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," Cahiers de recherche CREFE / CREFE Working Papers 143, CREFE, Université du Québec à Montréal.
      • Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers dp382, Financial Markets Group.
    • Chung-Ki Min & Ho-Young Hwang & Young-Suk Yang, 2002. "Measuring the Value Relevance of Stock Returns, Earnings, and Cash Flows Using the Gibbs Sampler," Korean Economic Review, Korean Economic Association, vol. 18, pages 373-388.
    • N.E. Savin & Allan H. Würtz, 2002. "Testing the Semiparametric Box-Cox Model with Bootstrap," CAM Working Papers 2002-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    • Helle Sørensen, 2002. "Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey," Discussion Papers 02-08, University of Copenhagen. Department of Economics.
    • Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005. "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
      • D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Economics Discussion Paper Series 0205, Economics, The University of Manchester.
      • D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Centre for Growth and Business Cycle Research Discussion Paper Series 18, Economics, The University of Manchester.
      • Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003. "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003 121, Royal Economic Society.
    • Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005. "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
      • D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Centre for Growth and Business Cycle Research Discussion Paper Series 18, Economics, The University of Manchester.
      • Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003. "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003 121, Royal Economic Society.
      • D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Economics Discussion Paper Series 0205, Economics, The University of Manchester.
    • D.S. Poskitt & C.L. Skeels, 2002. "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series 862, The University of Melbourne.
    • V. L. Martin & G. M. Martin & G. C. Lim, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404.
      • G. C. Lim & G. M. Martin & V. L. Martin, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404, March.
      • G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics.
    • Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002. "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers 10/02, Monash University, Department of Econometrics and Business Statistics.
    • Hall, Peter G. & Hyndman, Rob J., 2003. "Improved methods for bandwidth selection when estimating ROC curves," Statistics & Probability Letters, Elsevier, vol. 64(2), pages 181-189, August.
      • Peter Hall & Rob J. Hyndman, 2002. "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers 11/02, Monash University, Department of Econometrics and Business Statistics.
    • Snyder Ralph D & Forbes Catherine S, 2003. "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(2), pages 1-20, July.
      • Ralph D. Snyder & Catherine S. Forbes, 2002. "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Monash Econometrics and Business Statistics Working Papers 14/02, Monash University, Department of Econometrics and Business Statistics.
    • C.S. Forbes & G.M. Martin & J. Wright, 2002. "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices," Monash Econometrics and Business Statistics Working Papers 2/02, Monash University, Department of Econometrics and Business Statistics.
    • G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns," Monash Econometrics and Business Statistics Working Papers 4/02, Monash University, Department of Econometrics and Business Statistics.
    • Alberto Abadie & Guido W. Imbens, 2002. "Simple and Bias-Corrected Matching Estimators for Average Treatment Effects," NBER Technical Working Papers 0283, National Bureau of Economic Research, Inc.
    • Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2004. "How Much Should We Trust Differences-In-Differences Estimates?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 119(1), pages 249-275.
      • Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2002. "How Much Should We Trust Differences-in-Differences Estimates?," NBER Working Papers 8841, National Bureau of Economic Research, Inc.
    • Abusaleh Shariff & P.K. Ghosh & Amitabh Kundu, 2002. "Indexing Human Development in India: Indicators, Scaling and Composition," NCAER Working Papers 83, National Council of Applied Economic Research.
    • Wing-Keung Wong & Robert B. Miller & Keshab Shrestha, 2002. "Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations," Departmental Working Papers wp0217, National University of Singapore, Department of Economics.
    • W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand.
    • Han, Chirok & Orea, Luis & Schmidt, Peter, 2005. "Estimation of a panel data model with parametric temporal variation in individual effects," Journal of Econometrics, Elsevier, vol. 126(2), pages 241-267, June.
      • Han, Chirok & Orea, Luis & Schmidt, Peter, 2002. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers 2002/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
      • Peter Schmidt & Chirok Han & Luis Orea, 2004. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings 519, Econometric Society.
    • Gao, Jiti, 2002. "Modeling long-range dependent Gaussian processes with application in continuous-time financial models," MPRA Paper 11973, University Library of Munich, Germany, revised 18 Sep 2003.
    • Albu, Lucian-Liviu & Daianu, Daniel & Pavelescu, Florin-Marius, 2002. "Underground economy quantitative models. Some applications to Romania’s case," MPRA Paper 14210, University Library of Munich, Germany.
    • Mercik, Szymon & Weron, Rafal, 2002. "Origins of scaling in FX markets," MPRA Paper 2294, University Library of Munich, Germany.
    • MABROUKI, Mohamed, 2002. "Le résidu de Solow de l’économie tunisienne : chocs technologiques ou taux d’utilisation des capacités de production ? [The Solow residue for Tunisia: technology shocks or factor utilization?]," MPRA Paper 82030, University Library of Munich, Germany.
    • João Valle e Azevedo, 2002. "Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach," Working Papers w200205, Banco de Portugal, Economics and Research Department.
    • Hugo Kruiniger, 2002. "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers 458, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Yongcheol Shin, 2006. "Unit root tests in three-regime SETAR models," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 252-278, July.
      • George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series 104, Edinburgh School of Economics, University of Edinburgh.
    • George Kapetanios, 2002. "Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting," Working Papers 466, Queen Mary University of London, School of Economics and Finance.
    • Kapetanios, George, 2003. "A note on an iterative least-squares estimation method for ARMA and VARMA models," Economics Letters, Elsevier, vol. 79(3), pages 305-312, June.
      • George Kapetanios, 2002. "A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models," Working Papers 467, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios, 2005. "Unit‐root testing against the alternative hypothesis of up to m structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 123-133, January.
      • George Kapetanios, 2002. "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers 469, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios, 2002. "Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset," Working Papers 471, Queen Mary University of London, School of Economics and Finance.
    • Hugo Kruiniger, 2002. "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers 458, Queen Mary University of London, School of Economics and Finance.
      • Hugo Kruiniger, 2002. "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers 458, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Yongcheol Shin, 2006. "Unit root tests in three-regime SETAR models," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 252-278, July.
      • George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series 104, Edinburgh School of Economics, University of Edinburgh.
    • George Kapetanios, 2002. "Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting," Working Papers 466, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios, 2002. "Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting," Working Papers 466, Queen Mary University of London, School of Economics and Finance.
    • Kapetanios, George, 2003. "A note on an iterative least-squares estimation method for ARMA and VARMA models," Economics Letters, Elsevier, vol. 79(3), pages 305-312, June.
      • George Kapetanios, 2002. "A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models," Working Papers 467, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios, 2002. "A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models," Working Papers 467, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios, 2005. "Unit‐root testing against the alternative hypothesis of up to m structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 123-133, January.
      • George Kapetanios, 2002. "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers 469, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios, 2002. "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers 469, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios, 2002. "Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset," Working Papers 471, Queen Mary University of London, School of Economics and Finance.
      • George Kapetanios, 2002. "Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset," Working Papers 471, Queen Mary University of London, School of Economics and Finance.
    • Bali, Turan G. & Neftci, Salih N., 2003. "Disturbing extremal behavior of spot rate dynamics," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 455-477, September.
      • Turan G. Bali & Salih N. Neftci, 2002. "Disturbing Extremal Behavior of Spot Rate Dynamics," ICMA Centre Discussion Papers in Finance icma-dp2002-03, Henley Business School, University of Reading.
    • Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER).
    • Aaron D. Smallwood & Paul M. Beaumont, 2002. "An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models," Computing in Economics and Finance 2002 285, Society for Computational Economics.
    • Ivana Komunjer, 2002. "The Alpha-Quantile Distribution Function and its Applications to Financial Modeling," Computing in Economics and Finance 2002 288, Society for Computational Economics.
    • Marcelo C. Medeiros & Alvaro Veiga, 2002. "Are There Multiple Regimes in Financial Volatility?," Computing in Economics and Finance 2002 311, Society for Computational Economics.
    • Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran, 2002. "Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions," Computing in Economics and Finance 2002 345, Society for Computational Economics.
    • Noriega, A., & L.M. Soria, 2002. "Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence," Computing in Economics and Finance 2002 353, Society for Computational Economics.
    • BAUWENS, Luc & LAURENT, Sébastien, 2002. "A new class of multivariate skew densities, with application to GARCH models," LIDAM Discussion Papers CORE 2002020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Luc Bauwens & Sébastien Laurent, 2002. "A New Class of Multivariate skew Densities, with Application to GARCH Models," Computing in Economics and Finance 2002 5, Society for Computational Economics.
    • Giuseppe Bruno, 2002. "Nonlinear estimation algorithms in econometric packages: a comparative analysis," Computing in Economics and Finance 2002 63, Society for Computational Economics.
    • Neil H. Spencer & Antony Fielding, 2002. "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Computational Statistics, Springer, vol. 17(1), pages 103-116, March.
      • Spencer, N. & Fielding, A., 2000. "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Papers 2000:7, University of Hertfordshire - Business Schoool.
    • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 117-139, August.
      • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
      • Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Arvid Raknerud, 2002. "Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption," Discussion Papers 330, Statistics Norway, Research Department.
    • Kazuhiro Ohtani & Alan Wan, 2002. "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 121-134.
    • Gerd Ronning, 2002. "Estimation Of Discrete Choice Models With Minimal Variation Of Alternative-Specific Variables," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 135-146.
    • Mukhtar Ali, 2002. "Distribution Of The Least Squares Estimator In A First-Order Autoregressive Model," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 89-119.
    • Jason Abrevaya, 2002. "Computing Marginal Effects In The Box-Cox Model," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 383-393.
    • H. Peter Boswijk & Philip Hans Franses, 2002. "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers 02-002/4, Tinbergen Institute.
    • Patrick Houweling & Ton Vorst, 2001. "An Empirical Comparison of Default Swap Pricing Models," Finance 0112003, University Library of Munich, Germany.
      • Patrick Houweling & Ton Vorst, 2002. "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers 02-004/2, Tinbergen Institute.
      • Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," Econometric Institute Research Papers ERS-2002-23-F&A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," ERIM Report Series Research in Management ERS-2002-23-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Peter Nijkamp & Jacques Poot, 2005. "The Last Word on the Wage Curve?," Journal of Economic Surveys, Wiley Blackwell, vol. 19(3), pages 421-450, July.
      • Peter Nijkamp & Jacques Poot, 2002. "The Last Word on the Wage Curve?," Tinbergen Institute Discussion Papers 02-029/3, Tinbergen Institute, revised 13 Mar 2003.
    • Frank Kleibergen, 2002. "Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic," Tinbergen Institute Discussion Papers 02-064/4, Tinbergen Institute.
    • Bun, Maurice J. G. & Kiviet, Jan F., 2003. "On the diminishing returns of higher-order terms in asymptotic expansions of bias," Economics Letters, Elsevier, vol. 79(2), pages 145-152, May.
      • Maurice J.G. Bun & Jan F. Kiviet, 2002. "On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias," Tinbergen Institute Discussion Papers 02-099/4, Tinbergen Institute, revised 24 Oct 2002.
    • Bun, Maurice J.G. & Kiviet, Jan F., 2006. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 409-444, June.
      • Maurice J.G. Bun & Jan F. Kiviet, 2002. "The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models," Tinbergen Institute Discussion Papers 02-101/4, Tinbergen Institute, revised 19 Feb 2004.
    • Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
      • Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Discussion Paper 2002-77, Tilburg University, Center for Economic Research.
    • Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H., 2002. "Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods," Other publications TiSEM 2425a85a-ba86-4f72-837a-0, Tilburg University, School of Economics and Management.
      • Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H., 2002. "Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods," Discussion Paper 2002-67, Tilburg University, Center for Economic Research.
    • Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002. "A General Model for Repeated Audit Controls Using Monotone Subsampling," Discussion Paper 2002-10, Tilburg University, Center for Economic Research.
    • Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002. "Multivariate Regression with Monotone Missing Observation of the Dependent Variables," Discussion Paper 2002-63, Tilburg University, Center for Economic Research.
    • Dietmar Bauer & Martin Wagner, 2002. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0204, Universitaet Bern, Departement Volkswirtschaft.
      • Dietmar Bauer & Martin Wagner, 2003. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0312, Universitaet Bern, Departement Volkswirtschaft.
    • Dietmar Bauer & Martin Wagner, 2002. "Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes," Diskussionsschriften dp0205, Universitaet Bern, Departement Volkswirtschaft.
    • Martin Wagner, 2004. "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, July.
      • Martin Wagner, 2002. "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften dp0210, Universitaet Bern, Departement Volkswirtschaft.
    • Jose Miguel Benavente, 2006. "The role of research and innovation in promoting productivity in chile," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 15(4-5), pages 301-315.
      • José Miguel Benavente, 2002. "The Role of Research and Innovation in Promoting Productivity in Chile," Working Papers wp200, University of Chile, Department of Economics.
    • O'Loughlin, Christina & Coenders, Germà, 2002. "Application of the European Customer Satisfaction Index to Postal Services. Structural Equation Models versus Partial Least Squares," Working Papers of the Department of Economics, University of Girona 4, Department of Economics, University of Girona.
    • Stella M. Salvatierra, 2002. "Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc," Faculty Working Papers 06/02, School of Economics and Business Administration, University of Navarra.
    • Andrew M. Jones & Ángel López-Nicolás, 2002. "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Working Papers, Research Center on Health and Economics 626, Department of Economics and Business, Universitat Pompeu Fabra.
      • Andrew M. Jones & Ángel López-Nicolás, 2002. "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Economics Working Papers 626, Department of Economics and Business, Universitat Pompeu Fabra.
    • Andrew M. Jones & Ángel López-Nicolás, 2002. "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Economics Working Papers 626, Department of Economics and Business, Universitat Pompeu Fabra.
      • Andrew M. Jones & Ángel López-Nicolás, 2002. "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Working Papers, Research Center on Health and Economics 626, Department of Economics and Business, Universitat Pompeu Fabra.
    • Frölich, Markus, 2002. "What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?," IZA Discussion Papers 548, Institute of Labor Economics (IZA).
      • Markus Froelich, 2002. "What is the value of knowing the propensity score for estimating average treatment effects?," University of St. Gallen Department of Economics working paper series 2002 2002-06, Department of Economics, University of St. Gallen.
    • Markus Froelich, 2002. "A generalization of the balancing property of the propensity score," University of St. Gallen Department of Economics working paper series 2002 2002-08, Department of Economics, University of St. Gallen.
    • Markus Frölich, 2004. "Programme Evaluation with Multiple Treatments," Journal of Economic Surveys, Wiley Blackwell, vol. 18(2), pages 181-224, April.
      • Frölich, Markus, 2002. "Programme Evaluation with Multiple Treatments," IZA Discussion Papers 542, Institute of Labor Economics (IZA).
      • Markus Froelich, 2002. "Programme Evaluation with Multiple Treatments," University of St. Gallen Department of Economics working paper series 2002 2002-17, Department of Economics, University of St. Gallen.
    • Frolich, Markus, 2007. "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, vol. 139(1), pages 35-75, July.
      • Frölich, Markus, 2002. "Nonparametric IV Estimation of Local Average Treatment Effects with Covariates," IZA Discussion Papers 588, Institute of Labor Economics (IZA).
      • Markus Froelich, 2002. "Nonparametric IV estimation of local average treatment effects with covariates," University of St. Gallen Department of Economics working paper series 2002 2002-19, Department of Economics, University of St. Gallen.
    • Carl Chiarella & Shenhuai Gao, 2002. "Type I Spurious Regression in Econometrics," Working Paper Series 114, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    • Florax, R.J.G.M., 2002. "Accounting for dependence among study results in Meta-Analysis: methodology and applications to the valuation and use of natural resources," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Pavel Cizek, 2001. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," CERGE-EI Working Papers wp189, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
      • Pavel Cizek, 2002. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Econometrics 0203003, University Library of Munich, Germany.
      • Čížek, Pavel, 2001. "Robust estimation in nonlinear regression and limited dependent variable models," SFB 373 Discussion Papers 2001,100, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Quantitative Macroeconomics Working Papers 20203, Hamburg University, Department of Economics.
      • Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Econometrics 0203005, University Library of Munich, Germany.
    • William C. Horrace & Ronald L. Oaxaca, 2002. "New Wine in Old Bottles: A Sequential Estimation Technique for the LPM," Econometrics 0206002, University Library of Munich, Germany, revised 11 May 2003.
      • Horrace, William C. & Oaxaca, Ronald L., 2003. "New Wine in Old Bottles: A Sequential Estimation Technique for the LPM," IZA Discussion Papers 703, Institute of Labor Economics (IZA).
    • Viliam Druska & William C. Horrace, 2004. "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(1), pages 185-198.
      • Viliam Druska & William C. Horrace, 2002. "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," Econometrics 0206004, University Library of Munich, Germany, revised 11 May 2003.
    • William C. Horrace & Peter Schmidt, 2002. "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models," Econometrics 0206006, University Library of Munich, Germany.
    • Li Chen & H. Vincent Poor, 2002. "Parametric Estimation of Quadratic Term Structure Models of Interest Rate," Econometrics 0301001, University Library of Munich, Germany.
    • David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, vol. 6(2), pages 171-207, Spring.
      • David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Finance 0207017, University Library of Munich, Germany.
    • Marcel Hendrickx, 2002. "The Geometry of Payoff Spaces," Finance 0209006, University Library of Munich, Germany.
    • K. Tobias Winther, 2002. "Value Creation and Profit Optimization," Microeconomics 0206001, University Library of Munich, Germany, revised 08 Dec 2003.
    • I. Fraser & W. Horrace, 2003. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Journal of Productivity Analysis, Springer, vol. 20(2), pages 169-190, September.
      • Fraser, Iain & Horrace, William C., 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia 125084, Australian Agricultural and Resource Economics Society.
      • Iain Fraser & William C. Horrace, 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Public Economics 0206001, University Library of Munich, Germany, revised 11 May 2003.
    • Florax, Raymond J. G. M. & Folmer, Hendrik & Rey, Sergio J., 2003. "Specification searches in spatial econometrics: the relevance of Hendry's methodology," Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 557-579, September.
      • Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002. "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional 0202001, University Library of Munich, Germany.
    • Neugebauer, Tibor & Selten, Reinhard, 2002. "Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets," Bonn Econ Discussion Papers 3/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002. "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers 2002,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Hardle, Wolfgang & Linton, Oliver & Wang, Qihua, 2003. "Semiparametric regression analysis under imputation for missing response data," LSE Research Online Documents on Economics 2206, London School of Economics and Political Science, LSE Library.
      • Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003. "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series 454, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.
      • Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers 2002,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers 2005-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Ci­zek, P. & Tamine, J. & Härdle, W., 2008. "Smoothed L-estimation of regression function," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August.
      • Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002. "Smoothed L-estimation of regression function," SFB 373 Discussion Papers 2002,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.
      • Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Other publications TiSEM 51a09fbd-293b-4386-bfe9-b, Tilburg University, School of Economics and Management.
    • Gottschalk, Sandra, 2002. "Anonymisierung von Unternehmensdaten: Ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels," ZEW Discussion Papers 02-23, ZEW - Leibniz Centre for European Economic Research.

    2001

    • Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001. "Évaluation de risques controversés par la théorie des options réelles," Economie & Prévision, La Documentation Française, vol. 149(3), pages 51-63.
      • Robert Kast & André Lapied & Sophie Pardo & Camélia Protopopescu, 2001. "Évaluation de risques controversés par la théorie des options réelles," Économie et Prévision, Programme National Persée, vol. 149(3), pages 51-63.
    • José Ferreira Machado, 2001. "Identification with Averaged Data and Implications for Hedonic Regression Studies," Working Papers w200110, Banco de Portugal, Economics and Research Department.
      • J.A.F. Machado & J.M.C. Santos Silva, 2003. "Identification with averaged data and implications for hedonic regression studies," Econometrics 0303002, University Library of Munich, Germany.
    • Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March.
      • Allan Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence," Working Paper 1249, Economics Department, Queen's University.
    • Empar Pons & Maria Teresa Gonzalo, 2001. "Returns to Schooling in Spain. How Reliable Are IV Estimates?," Working Papers 446, Queen Mary University of London, School of Economics and Finance.
    • Empar Pons & Maria Teresa Gonzalo, 2001. "Returns to Schooling in Spain. How Reliable Are IV Estimates?," Working Papers 446, Queen Mary University of London, School of Economics and Finance.
    • John Landon-Lane, 2001. "The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression," Departmental Working Papers 200114, Rutgers University, Department of Economics.
    • S»bastien Laurent and Jean-Philippe Peters, 2001. "G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models," Computing in Economics and Finance 2001 123, Society for Computational Economics.
    • Erricos J. Kontoghiorghes and Paolo Foschi, 2001. "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001 143, Society for Computational Economics.
    • Nikolay Gospodinov, 2001. "Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments," Computing in Economics and Finance 2001 150, Society for Computational Economics.
    • B. D. McCullough and H. D. Vinod, 2001. "Diagnosing Failure: When is an Estimation Problem Too Large for a PC?," Computing in Economics and Finance 2001 246, Society for Computational Economics.
    • George Hall and John Rust, Yale University, 2001. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Computing in Economics and Finance 2001 274, Society for Computational Economics.
      • George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers 0278, National Bureau of Economic Research, Inc.
      • George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers 1376, Cowles Foundation for Research in Economics, Yale University.
    • Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
      • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Working Papers 0005, Banco de España.
      • Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics.
      • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series 374, CESifo.
      • Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge.
    • Eduardo Pontual Ribeiro, 2001. "Asymmetric labor supply," Empirical Economics, Springer, vol. 26(1), pages 183-197.
    • Moshe Buchinsky, 2001. "Quantile regression with sample selection: Estimating women's return to education in the U.S," Empirical Economics, Springer, vol. 26(1), pages 87-113.
    • Yochanan Shachmurove & George F. Rengert & Simon Hakim, 2001. "articles: Target search of burglars: A revised economic model," Papers in Regional Science, Springer;Regional Science Association International, vol. 80(2), pages 121-137.
    • Albert Satorra & Peter Bentler, 2001. "A scaled difference chi-square test statistic for moment structure analysis," Psychometrika, Springer;The Psychometric Society, vol. 66(4), pages 507-514, December.
      • Albert Satorra & Peter M. Bentler, 1999. "A scaled difference chi-square test statistic for moment structure analysis," Economics Working Papers 412, Department of Economics and Business, Universitat Pompeu Fabra.
    • Arvid Raknerud, 2001. "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers 295, Statistics Norway, Research Department.
    • Jan F. Bjørnstad & Dag Einar Sommervoll, 2001. "Modeling Binary Panel Data with Nonresponse," Discussion Papers 297, Statistics Norway, Research Department.
    • Nunzio Cappuccio & Diego Lubian, 2001. "Estimation And Inference On Long-Run Equilibria: A Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 20(1), pages 61-84.
    • Mahmoud El-Gamal, 2001. "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 235-245.
    • Kurt Brannas & Jorgen Hellstrom, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 20(4), pages 425-443.
      • Brännäs, Kurt & Hellström, Jörgen, 1999. "Generalized Integer-Valued Autoregression," Umeå Economic Studies 501, Umeå University, Department of Economics.
    • Kiviet, J.F. & Phillips, G.D.A., 1998. "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Discussion Papers 9909, University of Exeter, Department of Economics.
      • Jan F. Kiviet & Garry D.A. Phillips, 2001. "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Tinbergen Institute Discussion Papers 01-118/4, Tinbergen Institute.
    • Noud P.A. van Giersbergen, 2001. "Bias Correction in a Stable AD(1,1) Model," Tinbergen Institute Discussion Papers 01-120/4, Tinbergen Institute.
    • Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
      • Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO.
      • Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
    • Savin, N.E. & Wurtz, Allan H., 2001. "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers 2001-01, University of Iowa, Department of Economics.
    • Théophile AZOMAHOU, 2001. "Efficient Estimation of Spatial Autoregressive Models," Working Papers of BETA 2001-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    • Frederic Udina & Pedro Delicado, 2005. "Estimating Parliamentary composition through electoral polls," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(2), pages 387-399, March.
      • Frederic Udina & Pedro Delicado, 2001. "Estimating parliamentary composition through electoral polls," Economics Working Papers 562, Department of Economics and Business, Universitat Pompeu Fabra.
    • Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003. "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 735-747, August.
      • Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999. "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management qt93s6p8gb, Anderson Graduate School of Management, UCLA.
      • Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001. "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers 578, Department of Economics and Business, Universitat Pompeu Fabra.
    • Ledoit, Olivier & Wolf, Michael, 2003. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 603-621, December.
      • Ledoit, Olivier & Wolf, Michael, 2000. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS 10089, Universidad Carlos III de Madrid. Departamento de Estadística.
      • Olivier Ledoit & Michael Wolf, 2001. "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers 586, Department of Economics and Business, Universitat Pompeu Fabra.
    • Thierry Ané & Chiraz Labidi, 2004. "Return interval, dependence structure, and multivariate normality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(3), pages 285-299, September.
      • Thierry Ané & Chiraz Labidi, 2001. "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series 64, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Charles H. Mullin, 2001. "Identification and Estimation with Contaminated Data: When Does Covariate Data Sharpen Inference?," Vanderbilt University Department of Economics Working Papers 0109, Vanderbilt University Department of Economics.
    • Kurt Brännäs & Andreia Hall, 2001. "Estimation in integer‐valued moving average models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 17(3), pages 277-291, July.
      • Brännäs, Kurt & Hall, Andreia, 1998. "Estimation in integer - valued moving average models," Umeå Economic Studies 477, Umeå University, Department of Economics.
    • Astrid Grasdal, 2001. "The performance of sample selection estimators to control for attrition bias," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 385-398, July.
      • Grasdal, A., 2000. "The Performance of Sample Selection Estimators to Control for Attrition Bias," Norway; Department of Economics, University of Bergen 0101, Department of Economics, University of Bergen.
      • Grasdal, A., 2001. "The Performance of Sample Selection Estimators to Control for Attrition Bias," Norway; Department of Economics, University of Bergen 225, Department of Economics, University of Bergen.
    • Huber, Joel & Train, Kenneth, 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series qt7zm4f51b, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
      • Joel Huber & Kenneth Train, 2001. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics 0012003, University Library of Munich, Germany.
      • Joel Huber and Kenneth Train., 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers E00-289, University of California at Berkeley.
    • Patrick Houweling & Ton Vorst, 2001. "An Empirical Comparison of Default Swap Pricing Models," Finance 0112003, University Library of Munich, Germany.
      • Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," Econometric Institute Research Papers ERS-2002-23-F&A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," ERIM Report Series Research in Management ERS-2002-23-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
      • Patrick Houweling & Ton Vorst, 2002. "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers 02-004/2, Tinbergen Institute.
    • Rafał Weron, 2001. "Levy-Stable Distributions Revisited: Tail Index> 2does Not Exclude The Levy-Stable Regime," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 209-223.
      • Rafal Weron, 2001. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," HSC Research Reports HSC/01/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
      • Rafal Weron, 2003. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics 0305003, University Library of Munich, Germany.
    • Rafał Weron, 2001. "Levy-Stable Distributions Revisited: Tail Index > 2 Does Not Exclude The Levy-Stable Regime," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 209-223.
      • Rafal Weron, 2001. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," HSC Research Reports HSC/01/01, Hugo Steinhaus Center, Wroclaw University of Technology.
      • Rafal Weron, 2003. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics 0305003, EconWPA.
    • Rafał Weron, 2001. "Levy-Stable Distributions Revisited: Tail Index> 2does Not Exclude The Levy-Stable Regime," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 209-223.
      • Rafal Weron, 2001. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," HSC Research Reports HSC/01/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
      • Rafal Weron, 2003. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics 0305003, University Library of Munich, Germany.
    • Weron, Rafał, 2002. "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 285-299.
      • Rafal Weron, 2001. "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports HSC/01/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    • Pok Man Chak & Neal Madras & J. Barry Smith, 2001. "Consistent Estimation of Shape-Restricted Functions and Their Derivatives," Working Papers 2001_03, York University, Department of Economics.
    • Pavel Cizek, 2001. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," CERGE-EI Working Papers wp189, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
      • Čížek, Pavel, 2001. "Robust estimation in nonlinear regression and limited dependent variable models," SFB 373 Discussion Papers 2001,100, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Pavel Cizek, 2002. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Econometrics 0203003, University Library of Munich, Germany.
    • Linton, Oliver & Xiao, Zhijie, 2007. "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 23(3), pages 371-413, June.
      • Linton, Oliver & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," LSE Research Online Documents on Economics 2120, London School of Economics and Political Science, LSE Library.
      • Linton, Oliver Bruce & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers 2001,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Oliver Linton & Zhijie Xiao, 2001. "A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form," STICERD - Econometrics Paper Series 419, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003. "The Dynamics of Implied Volatilities: A Common Principal Components Approach," Review of Derivatives Research, Springer, vol. 6(3), pages 179-202, October.
      • Fengler, Matthias R. & Härdle, Wolfgang Karl & Villa, Christophe, 2001. "The dynamics of implied volatilities: A common principal components approach," SFB 373 Discussion Papers 2001,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Christophe Villa & M.R. Fengler & W.K. Hardle, 2003. "The dynamics of implied volatilities : a common principal components approach," Post-Print halshs-00069509, HAL.
    • Nielsen, Hannah, 2001. "Extracting implicit density functions from short term interest rate options," SFB 373 Discussion Papers 2001,47, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Tamine, Julien, 2001. "Smoothed influence function: Another view at robust nonparametric regression," SFB 373 Discussion Papers 2002,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • David Brownstone & Robert Valletta, 2001. "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 129-141, Fall.
    • Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March.
      • Allan W. Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Working Papers 1249, Queen's University, Department of Economics.
      • Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2001. "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Queen's Economics Department Working Papers 273748, Queen's University - Department of Economics.
    • Karantininis, Kostas, 2002. "Information-based estimators for the non-stationary transition probability matrix: an application to the Danish pork industry," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 275-290, March.
      • Karantininis, Kostas, 2001. "Information Based Estimators for the Non-Stationary Transition Probability Matrix: An Application to the Danish Pork Industry," Unit of Economics Working Papers 24198, Royal Veterinary and Agricultural University, Food and Resource Economic Institute.
    • Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 441-467.
      • West,K.D. & Wong,K.-F. & Anatolyev,S., 2001. "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers 20, Wisconsin Madison - Social Systems.
      • Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers 0338, National Bureau of Economic Research, Inc.
      • Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers 13134, National Bureau of Economic Research, Inc.
    • Stephen Bond & Frank Windmeijer, 2002. "Projection estimators for autoregressive panel data models," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 457-479, June.
      • Stephen Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers CWP06/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
      • Stephen Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers 06/01, Institute for Fiscal Studies.
    • Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001. "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 217-225, April.
      • Snyder, R.D. & Ord, J.K. & Koehler, A.B., 1997. "Prediction Intervals for Arima Models," Monash Econometrics and Business Statistics Working Papers 8/97, Monash University, Department of Econometrics and Business Statistics.
    • Hyslop, Dean R & Imbens, Guido W, 2001. "Bias from Classical and Other Forms of Measurement Error," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 475-481, October.
      • Dean R. Hyslop & Guido W. Imbens, 2000. "Bias from Classical and Other Forms of Measurement Error," NBER Technical Working Papers 0257, National Bureau of Economic Research, Inc.
    • Sampayo, F.D.M., 2001. "The Timing of FDI Under Uncertainty: An Application to the US Multinational Enterprises," Discussion Papers 01-04, Department of Economics, University of Birmingham.
    • Huang, Xin & Zhou, Hao & Zhu, Haibin, 2012. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Journal of Financial Stability, Elsevier, vol. 8(3), pages 193-205.
      • Xin Huang & Hao Zhou & Haibin Zhu, 2009. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Finance and Economics Discussion Series 2009-44, Board of Governors of the Federal Reserve System (U.S.).
      • Xin Huang & Hao Zhou & Haibin Zhu, 2010. "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," BIS Working Papers 296, Bank for International Settlements.
    • Chotikapanich, Duangkamon & Griffiths, William, 2001. "On Calculation of the Extended Gini Coefficient," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 47(4), pages 541-547, December.
    • Duangkamon Chotikapanich & William Griffiths, 2001. "On Calculation of the Extended Gini Coefficient," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 47(4), pages 541-547, December.
      • Chotikapanich, D. & Griffiths, W., 2001. "On Calculation of the Extended Gini Coefficient," Department of Economics - Working Papers Series 801, The University of Melbourne.
    • Tkacz Greg, 2001. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-15, April.
      • Greg Tkacz, 2000. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers 00-5, Bank of Canada.
    • Robert Kast & André Lapied & Sophie Pardo & Camélia Protopopescu, 2001. "Évaluation de risques controversés par la théorie des options réelles," Économie et Prévision, Programme National Persée, vol. 149(3), pages 51-63.
      • Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001. "Évaluation de risques controversés par la théorie des options réelles," Economie & Prévision, La Documentation Française, vol. 149(3), pages 51-63.
    • M. Pitsillis & S. Satchell, 2001. "Improving the Estimates of the Risk Premia - Application in the UK Financial Market," Cambridge Working Papers in Economics 0109, Faculty of Economics, University of Cambridge.
    • Cowell, Frank & Victoria-Feser, Maria-Pia, 2001. "Robust Lorenz curves : a semi-parametric approach," LSE Research Online Documents on Economics 2155, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Robust Lorenz Curves: A Semiparametric Approach," STICERD - Distributional Analysis Research Programme Papers 50, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Cowell, Frank & Victoria-Feser, Maria-Pia, 2001. "Distributional dominance with dirty data," LSE Research Online Documents on Economics 2239, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Distributional Dominance with Dirty Data," STICERD - Distributional Analysis Research Programme Papers 51, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Amiel, Yoram & Cowell, Frank, 2000. "Attitudes towards risk and inequality : a questionnaire-experimental approach," LSE Research Online Documents on Economics 2105, London School of Economics and Political Science, LSE Library.
      • Yoram Amiel & Frank A Cowell, 2001. "Attitudes towards Risk and Inequality: A Questionnaire-Experimental Approach," STICERD - Distributional Analysis Research Programme Papers 56, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Victoria-Feser, Maria-Pia, 2001. "Robust income distribution estimation with missing data," LSE Research Online Documents on Economics 6561, London School of Economics and Political Science, LSE Library.
      • Maria-Pia Victoria-Feser, 2001. "Robust Income Distribution Estimation with Missing Data," STICERD - Distributional Analysis Research Programme Papers 57, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Linton, Oliver & Xiao, Zhijie, 2007. "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 23(3), pages 371-413, June.
      • Linton, Oliver Bruce & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers 2001,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Oliver Linton & Zhijie Xiao, 2001. "A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form," STICERD - Econometrics Paper Series 419, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Linton, Oliver & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," LSE Research Online Documents on Economics 2120, London School of Economics and Political Science, LSE Library.
    • Čížek, Pavel, 2001. "Robust estimation in nonlinear regression and limited dependent variable models," SFB 373 Discussion Papers 2001,100, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Pavel Cizek, 2001. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," CERGE-EI Working Papers wp189, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
      • Pavel Cizek, 2002. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Econometrics 0203003, University Library of Munich, Germany.
    • Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
      • Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
      • Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO.
    • Norberto Rodríguez, 2001. "Bayesian estimation and model selection for the weekly Colombian exchange rate," Revista de Economía del Rosario, Universidad del Rosario, December.
    • POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001. "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series 719, HEC Paris.
      • Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001. "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers 2762, C.E.P.R. Discussion Papers.
      • Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001. "New Extreme-Value Dependance Measures and Finance Applications," Working Papers hal-00597018, HAL.
    • O. Scaillet, 2001. "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," THEMA Working Papers 2001-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
      • Olivier SCAILLET, 2001. "Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels," LIDAM Discussion Papers IRES 2001017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • G. S. Maddala & Hongyi Li & V. K. Srivastava, 2001. "A Comparative Study of Different Shrinkage Estimators for Panel Data Models," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 1-30, May.
    • Jie Q. Guo & Tong Li, 2001. "Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 101-122, May.
    • Oliver Linton, 2001. "Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 237-248, May.
    • Forni, Mario & Lippi, Marco, 2001. "The Generalized Dynamic Factor Model: Representation Theory," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1113-1141, December.
      • Lippi, Marco & Forni, Mario, 2000. "The Generalized Dynamic Factor Model: Representation Theory," CEPR Discussion Papers 2509, C.E.P.R. Discussion Papers.
    • Donald W.K. Andrews & Yixiao Sun, 2001. "Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers 1293, Cowles Foundation for Research in Economics, Yale University.
    • Donald W.K. Andrews, 2001. "Higher-order Improvements of the Parametric Bootstrap for Markov Processes," Cowles Foundation Discussion Papers 1334, Cowles Foundation for Research in Economics, Yale University.
    • Offer Lieberman, 2001. "Penalised Maximum Likelihood Estimation for Fractional Guassian Processes," Cowles Foundation Discussion Papers 1348, Cowles Foundation for Research in Economics, Yale University.
    • F. Comte & Offer Lieberman, 2001. "Asymptotic Theory for Multivariate GARCH Processes," Cowles Foundation Discussion Papers 1349, Cowles Foundation for Research in Economics, Yale University.
    • Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001. "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers 2762, C.E.P.R. Discussion Papers.
      • POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001. "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series 719, HEC Paris.
      • Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001. "New Extreme-Value Dependance Measures and Finance Applications," Working Papers hal-00597018, HAL.
    • Jondeau, Eric & Rockinger, Michael, 2003. "Testing for differences in the tails of stock-market returns," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 559-581, December.
      • Michael Rockinger & Eric Jondeau, 2001. "Testing for differences in the tails of stock-market returns," Working Papers hal-00601480, HAL.
      • ROCKINGER, Michael & JONDEAU, Eric, 2001. "Testing for differences in the tails of stock-market returns," HEC Research Papers Series 739, HEC Paris.
    • Elerain, Ola & Chib, Siddhartha & Shephard, Neil, 2001. "Likelihood Inference for Discretely Observed Nonlinear Diffusions," Econometrica, Econometric Society, vol. 69(4), pages 959-993, July.
      • Elerian, O. & Chib, S. & Shephard, N., 1998. "Likelihood INference for Discretely Observed Non-linear Diffusions," Economics Papers 146, Economics Group, Nuffield College, University of Oxford.
      • Ola Elerian & Siddhartha Chib & Neil Shephard, 2000. "Likelihood inference for discretely observed non-linear diffusions," OFRC Working Papers Series 2000mf02, Oxford Financial Research Centre.
    • Rolf Larsson & Johan Lyhagen & Mickael Lothgren, 2001. "Likelihood-based cointegration tests in heterogeneous panels," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-41.
      • Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998. "Likelihood-Based Cointegration Tests in Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance 250, Stockholm School of Economics, revised 27 Aug 1998.
    • Pierre Perron & Cosme Vodounou, 2001. "Asymptotic approximations in the near-integrated model with a non-zero initial condition," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-42.
      • PERRON, Pierre & VODOUNOU, Cosme, 1998. "Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition," Cahiers de recherche 9815, Universite de Montreal, Departement de sciences economiques.
    • Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001. "Econometric applications of high-breakdown robust regression techniques," Economics Letters, Elsevier, vol. 71(1), pages 1-8, April.
      • Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000. "Econometric applications of high-breakdown robust regression techniques," MPRA Paper 41529, University Library of Munich, Germany.
    • Broze, Laurence & Francq, Christian & Zakoian, Jean-Michel, 2001. "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," Economics Letters, Elsevier, vol. 71(3), pages 317-322, June.
      • BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel, 2000. "Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," LIDAM Discussion Papers CORE 2000033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BROZE, Laurence & FRANCQ , Christian & ZAKOIAN, Jean-Michel, 2001. "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," LIDAM Reprints CORE 1576, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Kleiber, Christian, 2001. "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Economics Letters, Elsevier, vol. 72(2), pages 131-136, August.
      • Kleiber, Christian, 2000. "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Technical Reports 2000,34, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Santos Silva, Joao M. C. & Windmeijer, Frank, 2001. "Two-part multiple spell models for health care demand," Journal of Econometrics, Elsevier, vol. 104(1), pages 67-89, August.
      • Joao Santos Silva Santos Silva & Frank Windmeijer, 1999. "Two-part multiple spell models for health care demand," IFS Working Papers W99/02, Institute for Fiscal Studies.
    • Diebold, Francis X. & Inoue, Atsushi, 2001. "Long memory and regime switching," Journal of Econometrics, Elsevier, vol. 105(1), pages 131-159, November.
      • Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers 0264, National Bureau of Economic Research, Inc.
    • Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001. "The joint estimation of term structures and credit spreads," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 297-323, July.
      • Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999. "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Research Papers EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
      • Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute.
    • Zaka Ratsimalahelo, 2001. "Rank Test Based On Matrix Perturbation Theory," EERI Research Paper Series EERI_RP_2001_04, Economics and Econometrics Research Institute (EERI), Brussels.
    • Aivazian Sergey & Kolenikov Stanislav, 2001. "Poverty and Expenditure Differentiation of the Russian Population," EERC Working Paper Series 01-01e, EERC Research Network, Russia and CIS.
    • Linton, Oliver & Xiao, Zhijie, 2007. "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 23(3), pages 371-413, June.
      • Linton, Oliver Bruce & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers 2001,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Linton, Oliver & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," LSE Research Online Documents on Economics 2120, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Zhijie Xiao, 2001. "A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form," STICERD - Econometrics Paper Series 419, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Robust Lorenz Curves: A Semiparametric Approach," STICERD - Distributional Analysis Research Programme Papers 50, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Cowell, Frank & Victoria-Feser, Maria-Pia, 2001. "Robust Lorenz curves : a semi-parametric approach," LSE Research Online Documents on Economics 2155, London School of Economics and Political Science, LSE Library.
    • Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Distributional Dominance with Dirty Data," STICERD - Distributional Analysis Research Programme Papers 51, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Cowell, Frank & Victoria-Feser, Maria-Pia, 2001. "Distributional dominance with dirty data," LSE Research Online Documents on Economics 2239, London School of Economics and Political Science, LSE Library.
    • Gabriele Fiorentini & Enrique Sentana, 2001. "Constrained Indirect Inference Estimation," FMG Discussion Papers dp384, Financial Markets Group.
      • Calzorali, Giorgio & Fiorentini, Gabriele & Sentana, Enrique, 2001. "Constrained indirect inference estimation," LSE Research Online Documents on Economics 25061, London School of Economics and Political Science, LSE Library.
    • Maria-Pia Victoria-Feser, 2001. "Robust Income Distribution Estimation with Missing Data," STICERD - Distributional Analysis Research Programme Papers 57, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Victoria-Feser, Maria-Pia, 2001. "Robust income distribution estimation with missing data," LSE Research Online Documents on Economics 6561, London School of Economics and Political Science, LSE Library.
    • Giorgetti, Maria Letizia, 2001. "Quantile regression in lower bound estimation," LSE Research Online Documents on Economics 6746, London School of Economics and Political Science, LSE Library.
    • Catherine Mounet, 2001. "A theoretical and Empirical Analysis of Convergence and Catch-Up Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 5(1), pages 129-148, Summer.
    • William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.
      • William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
      • Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
      • William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
      • Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
    • Olivier SCAILLET, 2001. "Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels," LIDAM Discussion Papers IRES 2001017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      • O. Scaillet, 2001. "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," THEMA Working Papers 2001-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639, December.
      • Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
      • Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000. "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series 398, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers dp382, Financial Markets Group.
      • Hodgson, Douglas J & Linton, Oliver & Vorkink, Keith, 2000. "Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach," LSE Research Online Documents on Economics 2197, London School of Economics and Political Science, LSE Library.
      • Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," Cahiers de recherche CREFE / CREFE Working Papers 143, CREFE, Université du Québec à Montréal.
    • Calzorali, Giorgio & Fiorentini, Gabriele & Sentana, Enrique, 2001. "Constrained indirect inference estimation," LSE Research Online Documents on Economics 25061, London School of Economics and Political Science, LSE Library.
      • Gabriele Fiorentini & Enrique Sentana, 2001. "Constrained Indirect Inference Estimation," FMG Discussion Papers dp384, Financial Markets Group.
    • Anders Frederiksen & Ebbe Krogh Graversen & Nina Smith, 2008. "Overtime work, dual job holding, and taxation," Research in Labor Economics, in: Work, Earnings and Other Aspects of the Employment Relation, pages 25-55, Emerald Group Publishing Limited.
      • Frederiksen, Anders & Graversen, Ebbe K. & Smith, Nina, 2001. "Overtime Work, Dual Job Holding and Taxation," IZA Discussion Papers 323, Institute of Labor Economics (IZA).
      • Frederiksen, A. & Graversen, E.K. & Smith, N., 2001. "Overtime Work, Dual Job Holding and Taxation," Papers 01-7, Aarhus School of Business - Department of Economics.
      • Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina, 2001. "Overtime work, dual job holding and taxation," Working Papers 01-7, University of Aarhus, Aarhus School of Business, Department of Economics.
    • Astrid Grasdal, 2001. "The performance of sample selection estimators to control for attrition bias," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 385-398, July.
      • Grasdal, A., 2000. "The Performance of Sample Selection Estimators to Control for Attrition Bias," Norway; Department of Economics, University of Bergen 0101, Department of Economics, University of Bergen.
      • Grasdal, A., 2001. "The Performance of Sample Selection Estimators to Control for Attrition Bias," Norway; Department of Economics, University of Bergen 225, Department of Economics, University of Bergen.
    • Delaigle, A. & Gijbels, I., 2001. "Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample," Papers 0116, Catholique de Louvain - Institut de statistique.
    • Geoffrey Lancaster & Ranjan Ray, 2002. "Tests of Income Pooling on Household Budget Data: The Australian Evidence," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 99-114, March.
      • Lancaster, G. & Ray, R., 2001. "Tests of Income Pooling on Household Budget Data: The Australian Evidence," Papers 2001-02, Tasmania - Department of Economics.
    • D. Coondoo & A. Majumder & R. Ray, 2001. "On a Method of Calculating Regional Price Differentials with Illustrative Evidence from India," ASARC Working Papers 2001-06, The Australian National University, Australia South Asia Research Centre.
      • Coondoo, D. & Majumder, A. & Ray, E,, 2001. "On the Method of Calculating Regional Prices Differentials with Illustrative Evidence from India," Papers 2001-09, Tasmania - Department of Economics.
    • Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001. "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers 2762, C.E.P.R. Discussion Papers.
      • Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001. "New Extreme-Value Dependance Measures and Finance Applications," Working Papers hal-00597018, HAL.
      • POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001. "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series 719, HEC Paris.
    • Jondeau, Eric & Rockinger, Michael, 2003. "Testing for differences in the tails of stock-market returns," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 559-581, December.
      • ROCKINGER, Michael & JONDEAU, Eric, 2001. "Testing for differences in the tails of stock-market returns," HEC Research Papers Series 739, HEC Paris.
      • Michael Rockinger & Eric Jondeau, 2001. "Testing for differences in the tails of stock-market returns," Working Papers hal-00601480, HAL.
    • Anders Frederiksen & Ebbe Krogh Graversen & Nina Smith, 2008. "Overtime work, dual job holding, and taxation," Research in Labor Economics, in: Work, Earnings and Other Aspects of the Employment Relation, pages 25-55, Emerald Group Publishing Limited.
      • Frederiksen, Anders & Graversen, Ebbe K. & Smith, Nina, 2001. "Overtime Work, Dual Job Holding and Taxation," IZA Discussion Papers 323, Institute of Labor Economics (IZA).
      • Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina, 2001. "Overtime work, dual job holding and taxation," Working Papers 01-7, University of Aarhus, Aarhus School of Business, Department of Economics.
      • Frederiksen, A. & Graversen, E.K. & Smith, N., 2001. "Overtime Work, Dual Job Holding and Taxation," Papers 01-7, Aarhus School of Business - Department of Economics.
    • Skoglund, Jimmy & Karlsson, Sune, 2001. "Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation," SSE/EFI Working Paper Series in Economics and Finance 0432, Stockholm School of Economics.
    • Skoglund, Jimmy & Karlsson, Sune, 2001. "Specification and estimation of random effects models with serial correlation of general form," SSE/EFI Working Paper Series in Economics and Finance 0433, Stockholm School of Economics.
    • Skoglund, Jimmy, 2001. "A simple efficient GMM estimator of GARCH models," SSE/EFI Working Paper Series in Economics and Finance 0434, Stockholm School of Economics.
    • Biorn,E., 2001. "How is generalized least squares related to within and between estimators in unbalanced panel data?," Memorandum 06/2001, Oslo University, Department of Economics.
    • Bask Mikael & de Luna Xavier, 2002. "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-19, April.
      • Bask, Mikael & de Luna, Xavier, 2001. "Characterizing the degree of stability of non-linear dynamic models," Umeå Economic Studies 564, Umeå University, Department of Economics.
    • Norén, Ronny, 2001. "Dismissal of Employees in the Swedish Manufacturing Industry," Umeå Economic Studies 575, Umeå University, Department of Economics.
    • Stephen Bond & Frank Windmeijer, 2002. "Projection estimators for autoregressive panel data models," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 457-479, June.
      • Stephen Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers 06/01, Institute for Fiscal Studies.
      • Stephen Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers CWP06/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Sebastián Claro, 2003. "A Cross-Country Estimation of the Elasticity of Substitution between Labor and Capital in Manufacturing Industries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 239-257.
      • Sebastián Claro, 2002. "A Cross-Country Estimation of the Elasticity of Substitution between Labor and Capital in Manufacturing Industries," Documentos de Trabajo 226, Instituto de Economia. Pontificia Universidad Católica de Chile..
    • Anders Frederiksen & Ebbe Krogh Graversen & Nina Smith, 2008. "Overtime work, dual job holding, and taxation," Research in Labor Economics, in: Work, Earnings and Other Aspects of the Employment Relation, pages 25-55, Emerald Group Publishing Limited.
      • Frederiksen, A. & Graversen, E.K. & Smith, N., 2001. "Overtime Work, Dual Job Holding and Taxation," Papers 01-7, Aarhus School of Business - Department of Economics.
      • Frederiksen, Anders & Graversen, Ebbe K. & Smith, Nina, 2001. "Overtime Work, Dual Job Holding and Taxation," IZA Discussion Papers 323, Institute of Labor Economics (IZA).
      • Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina, 2001. "Overtime work, dual job holding and taxation," Working Papers 01-7, University of Aarhus, Aarhus School of Business, Department of Economics.
    • Hassler Uwe, 2001. "Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(1), pages 32-44, February.
    • Banerjee, Anurag N, 2001. "Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 203-229, April.
    • Marjainé, Szerényi Zsuzsanna, 2001. "A természeti erőforrások pénzbeli értékelése [Monetary valuation of natural resources]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 114-129.
    • Martins Bitans & Dace Slakota & Ivars Tillers, 2001. "Price Dynamics in Latvia - Experience and Future Prospects," Working Papers 2001/01, Latvijas Banka.
    • Tim Brailsford & Jack H.W. Penm & R. Deane Terrell, 2001. "The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 35-58, March.
    • Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001. "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series 794, The University of Melbourne.
    • Duangkamon Chotikapanich & William Griffiths, 2001. "On Calculation of the Extended Gini Coefficient," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 47(4), pages 541-547, December.
      • Chotikapanich, D. & Griffiths, W., 2001. "On Calculation of the Extended Gini Coefficient," Department of Economics - Working Papers Series 801, The University of Melbourne.
    • Chotikapanich, Duangkamon & Griffiths, William E, 2002. "Estimating Lorenz Curves Using a Dirichlet Distribution," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 290-295, April.
      • Duangkamon Chotikapanich & William E. Griffiths, 2000. "Estimating Lorenz Curves Using a Dirichlet Distribution," Econometric Society World Congress 2000 Contributed Papers 1215, Econometric Society.
      • Chotikapanich, D. & Griffiths, W., 2001. "Estimating Lorenz Curves Using a Dirichlet Distribution," Department of Economics - Working Papers Series 802, The University of Melbourne.
    • Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
      • Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
      • DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Universite de Montreal, Departement de sciences economiques.
      • Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
      • Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
      • Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Universite de Montreal, Departement de sciences economiques.
    • Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
      • Daniel A. Ackerberg, 2001. "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers 0273, National Bureau of Economic Research, Inc.
    • Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve, 2003. "An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 113-146.
      • Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun, 2001. "An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices," NBER Working Papers 8682, National Bureau of Economic Research, Inc.
    • Armantier, Olivier, 2004. "Does observation influence learning?," Games and Economic Behavior, Elsevier, vol. 46(2), pages 221-239, February.
      • Olivier Armantier, 2001. "Does Observation Influence Learning?," Department of Economics Working Papers 01-04, Stony Brook University, Department of Economics.
    • W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.
    • Coondoo, D. & Majumder, A. & Ray, E,, 2001. "On the Method of Calculating Regional Prices Differentials with Illustrative Evidence from India," Papers 2001-09, Tasmania - Department of Economics.
      • D. Coondoo & A. Majumder & R. Ray, 2001. "On a Method of Calculating Regional Price Differentials with Illustrative Evidence from India," ASARC Working Papers 2001-06, The Australian National University, Australia South Asia Research Centre.
    • Souza-Sobrinho, Nelson, 2001. "Extração da Volatilidade do Ibovespa [Estimating Ibovespa's Volatility]," MPRA Paper 15571, University Library of Munich, Germany.
    • Allal, Jelloul & Kaaouachi, Abdelali & Paindaveine, Davy, 2001. "R-estimation for ARMA models," MPRA Paper 21167, University Library of Munich, Germany.
    • Mynbaev, Kairat, 2001. "The strengths and weaknesses of L2 approximable regressors," MPRA Paper 9056, University Library of Munich, Germany.

    2000

    • Steve Berry & Oliver B. Linton & Ariel Pakes, 2004. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 613-654.
      • Steve Berry & Oliver Linton & Ariel Pakes, 2000. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," STICERD - Econometrics Paper Series 400, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Steve Berry & Oliver B. Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Harvard Institute of Economic Research Working Papers 1955, Harvard - Institute of Economic Research.
      • Steven Berry & Oliver Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Cowles Foundation Discussion Papers 1372, Cowles Foundation for Research in Economics, Yale University.
      • Berry, Steve & Linton, Oliver & Pakes, Ariel, 2000. "Limit theorems for estimating the parameters of differentiated product demand systems," LSE Research Online Documents on Economics 2032, London School of Economics and Political Science, LSE Library.
    • Arthur Lewbel & Oliver Linton, 2002. "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, vol. 70(2), pages 765-779, March.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Econometric Society World Congress 2000 Contributed Papers 1237, Econometric Society.
      • Lewbel, Arthur & Linton, Oliver, 2000. "Nonparametric censored and truncated regression," LSE Research Online Documents on Economics 2060, London School of Economics and Political Science, LSE Library.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series 389, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics 439, Boston College Department of Economics.
    • Giraitis, Liudas & Robinson, Peter M. & Samarov, Alexander, 2000. "Adaptive semiparametric estimation of the memory parameter," LSE Research Online Documents on Economics 2082, London School of Economics and Political Science, LSE Library.
    • Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, vol. 18(2), pages 420-468, April.
      • Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series 397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Linton, Oliver & Whang, Yoon-Jae, 2000. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 2092, London School of Economics and Political Science, LSE Library.
      • Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 320, London School of Economics and Political Science, LSE Library.
    • Giraitis, Liudas & Robinson, Peter & Surgailis, Donatas, 2000. "A model for long memory conditional heteroscedasticity," LSE Research Online Documents on Economics 2103, London School of Economics and Political Science, LSE Library.
    • Amiel, Yoram & Cowell, Frank, 2000. "Attitudes towards risk and inequality : a questionnaire-experimental approach," LSE Research Online Documents on Economics 2105, London School of Economics and Political Science, LSE Library.
      • Yoram Amiel & Frank A Cowell, 2001. "Attitudes towards Risk and Inequality: A Questionnaire-Experimental Approach," STICERD - Distributional Analysis Research Programme Papers 56, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • P. Jenkins, Stephen & A. Cowell, Frank, 2000. "Estimating welfare indices: household weights and sample design," ISER Working Paper Series 2000-23, Institute for Social and Economic Research.
      • Cowell, Frank & Jenkins, Stephen P, 2000. "Estimating welfare indices : household weights and sample design," LSE Research Online Documents on Economics 2160, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Stephen P Jenkins, 2000. "Estimating Welfare Indices: Household Weights and Sample Design," STICERD - Distributional Analysis Research Programme Papers 48, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Frank A. Cowell & Stephen P. Jenkins, 2000. "Estimating Welfare Indices: Household Weights and Sample Design," Discussion Papers of DIW Berlin 219, DIW Berlin, German Institute for Economic Research.
    • Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639, December.
      • Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
      • Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000. "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series 398, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Hodgson, Douglas J & Linton, Oliver & Vorkink, Keith, 2000. "Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach," LSE Research Online Documents on Economics 2197, London School of Economics and Political Science, LSE Library.
      • Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," Cahiers de recherche CREFE / CREFE Working Papers 143, CREFE, Université du Québec à Montréal.
      • Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers dp382, Financial Markets Group.
    • LINTON, Olivier & PERRON, Benoît, 1999. "The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model," Cahiers de recherche 9911, Universite de Montreal, Departement de sciences economiques.
      • Benoit Perron & Oliver Linton, 2004. "The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model," FMG Discussion Papers dp514, Financial Markets Group.
      • Linton, Oliver & Perron, Benoit, 2000. "The shape of the risk premium: evidence from a semiparametric GARCH model," LSE Research Online Documents on Economics 24769, London School of Economics and Political Science, LSE Library.
    • Giraitis, Liudas & Robinson, Peter M. & Surgailis, Donatas, 2000. "A model for long memory conditional heteroscedasticity," LSE Research Online Documents on Economics 299, London School of Economics and Political Science, LSE Library.
    • Dridi, Ramdan, 2000. "Simulated asymptotic least squares theory," LSE Research Online Documents on Economics 6861, London School of Economics and Political Science, LSE Library.
    • Ramdan Dridi & Eric Renault, 2000. "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series 392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Dridi, Ramdan & Renault, Eric, 2000. "Semi-parametric indirect inference," LSE Research Online Documents on Economics 6864, London School of Economics and Political Science, LSE Library.
    • Hidalgo, Javier, 2000. "Nonparametric test for causality with long-range dependence," LSE Research Online Documents on Economics 6866, London School of Economics and Political Science, LSE Library.
    • Frank A. Cowell & Stephen P. Jenkins, 2000. "Estimating Welfare Indices: Household Weights and Sample Design," Discussion Papers of DIW Berlin 219, DIW Berlin, German Institute for Economic Research.
      • P. Jenkins, Stephen & A. Cowell, Frank, 2000. "Estimating welfare indices: household weights and sample design," ISER Working Paper Series 2000-23, Institute for Social and Economic Research.
      • Cowell, Frank & Jenkins, Stephen P, 2000. "Estimating welfare indices : household weights and sample design," LSE Research Online Documents on Economics 2160, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Stephen P Jenkins, 2000. "Estimating Welfare Indices: Household Weights and Sample Design," STICERD - Distributional Analysis Research Programme Papers 48, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Evis Këllezi & Manfred Gilli, 2000. "Extreme Value Theory for Tail-Related Risk Measures," FAME Research Paper Series rp18, International Center for Financial Asset Management and Engineering.
    • Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003. "The Use and Abuse of Real-Time Data in Economic Forecasting," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 618-628, August.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," International Finance Discussion Papers 684, Board of Governors of the Federal Reserve System (U.S.).
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2002. "The use and abuse of 'real-time' data in economic forecasting," Working Papers 2001-015, Federal Reserve Bank of St. Louis.
    • Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003. "The Use and Abuse of Real-Time Data in Economic Forecasting," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 618-628, August.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2002. "The use and abuse of 'real-time' data in economic forecasting," Working Papers 2001-015, Federal Reserve Bank of St. Louis.
      • Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," International Finance Discussion Papers 684, Board of Governors of the Federal Reserve System (U.S.).
    • Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000. "Constrained Emm And Indirect Inference Estimation," Working Papers. Serie AD 2000-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
      • Calzolari, G. & Fiorentini, G. & Sentana, E., 2000. "Constrained EMM and Indirect Inference Estimation," Papers 0005, Centro de Estudios Monetarios Y Financieros-.
    • Kauppi, H., 2000. "Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend," University of Helsinki, Department of Economics 497, Department of Economics.
    • Neil H. Spencer & Antony Fielding, 2002. "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Computational Statistics, Springer, vol. 17(1), pages 103-116, March.
      • Spencer, N. & Fielding, A., 2000. "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Papers 2000:7, University of Hertfordshire - Business Schoool.
    • Khalaf, L. & Saphores, J. & Bilodeau, J.F., 2000. "Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices," Papers 00-04, Laval - Recherche en Energie.
    • Hall P. & Simar L., 2002. "Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 523-534, June.
      • Hall, P. & Simar, L., 2000. "Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error," Papers 0012, Catholique de Louvain - Institut de statistique.
    • Léopold Simar & Paul W. Wilson, 2011. "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," International Series in Operations Research & Management Science, in: William W. Cooper & Lawrence M. Seiford & Joe Zhu (ed.), Handbook on Data Envelopment Analysis, chapter 0, pages 241-271, Springer.
      • Simar, L. & Wilson, P.W., 1999. "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," Papers 0002, Catholique de Louvain - Institut de statistique.
      • Simar, L. & Wilson, P.W., 2000. "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," Papers 2, Catholique de Louvain - Institut de statistique.
      • Simar, Leopold & Wilson, Paul W., 2011. "Performance of the bootstrap for DEA estimators and iterating the principle," LIDAM Reprints ISBA 2011035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Nalpas, N., 2000. "Modeles intertemporels d'evaluation d'actifs financiers : une evaluation sur donnees francaises de longue periode," Papiers d'Economie Mathématique et Applications 2000.32, Université Panthéon-Sorbonne (Paris 1).
    • Rynkiewicz, J., 2000. "Estimation de modeles autoregressifs a changement de regime markovien," Papiers d'Economie Mathématique et Applications 2000.60, Université Panthéon-Sorbonne (Paris 1).
    • Faliva, Mario & Zoia, Maria Grazia, 2002. "On A Partitioned Inversion Formula Having Useful Applications In Econometrics," Econometric Theory, Cambridge University Press, vol. 18(02), pages 525-530, April.
      • Mario Faliva & Maria Grazia Zoia, 2000. "On a Partitioned Inversion Formula having Useful Applications in Econometrics," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2000.01, Institut d'Economie et Econométrie, Université de Genève.
    • Larsson, Rolf & Lyhagen, Johan, 2000. "Testing for common cointegrating rank in dynamic panels," SSE/EFI Working Paper Series in Economics and Finance 378, Stockholm School of Economics.
    • Sune Karlsson & Jimmy Skoglund, 2004. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Empirical Economics, Springer, vol. 29(1), pages 79-88, January.
      • Sune Karlsson & Jimmy Skoglund, 2000. "Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects," Econometric Society World Congress 2000 Contributed Papers 1178, Econometric Society.
      • Karlsson, Sune & Skoglund, Jimmy, 2000. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," SSE/EFI Working Paper Series in Economics and Finance 383, Stockholm School of Economics.
    • Calzolari, G. & Fiorentini, G. & Sentana, E., 2000. "Constrained EMM and Indirect Inference Estimation," Papers 0005, Centro de Estudios Monetarios Y Financieros-.
      • Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000. "Constrained Emm And Indirect Inference Estimation," Working Papers. Serie AD 2000-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Vogel Friedrich & Kiesl Hans, 2000. "Deskriptive und induktive Eigenschaften zweier Streuungsmaße für nominale Merkmale / Descriptive and Inferential Properties of Two Measures of Dispersion for Nominal Variables," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(4), pages 471-496, August.
    • Knautz Henning, 2000. "Comparing Interval Restricted Estimators in Hedonic Pricing / Ein Vergleich intervallrestringierter Schätzverfahren in der hedonischen Preismessung," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(5), pages 552-564, October.
    • Wiegert Rolf, 2000. "Veränderungsraten und ihre statistische Messung. Reminiszenzen und erneuerte Betrachtung / Statistical Measurement of Growth Rates. Reminiscence and the Problem Revisited," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(6), pages 793-806, December.
    • Udina, Frederic, 2000. "Implementing interactive computing in an object-oriented environment," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 5(i03).
      • Frederic Udina, 1999. "Implementing interactive computing in an object-oriented environment," Economics Working Papers 419, Department of Economics and Business, Universitat Pompeu Fabra.
    • Jakab M., Zoltán & Kovács, Mihály András & Oszlay, András, 2000. "A külkereskedelmi integráció becslések három kelet-közép-európai ország egyensúlyi külkereskedelmére [Foreign-trade integration estimates for the equilibrium foreign trade of three East-Central Eur," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 719-740.
    • Kóbor, Ádám, 2000. "A feltétel nélküli normalitás egyszerű alternatívái a kockáztatott érték számításában [The simple alternatives of unconditional normality in the calculation of value at risk]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 878-898.
    • Veres Ferrer, E., 2000. "Obtención de Tablas de Mortalidad por comparación con las de otros ámbitos en períodos pasados," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 15, pages 187-196, Agosto.
    • Duangkamon Chotikapanich & John Creedy, 2003. "Bayesian estimation of social welfare and tax progressivity measures," Empirical Economics, Springer, vol. 28(1), pages 45-59, January.
      • Chotikapanich, D. & Creedy, J., 2000. "Bayesian Estimation of Social Welfare and Tax Progressivity Measures," Department of Economics - Working Papers Series 751, The University of Melbourne.
    • Nicolas Nalpas, 2000. "Modèles intertemporels d'évaluation d'actifs financiers : une évaluation sur données françaises de longue période," Cahiers de la Maison des Sciences Economiques bla00032, Université Panthéon-Sorbonne (Paris 1).
    • Catherine S. Forbes & Paul Kofman, 2000. "Bayesian Target Zones," Research Paper Series 32, Quantitative Finance Research Centre, University of Technology, Sydney.
      • Forbes, C.S. & Kofman, P., 2000. "Bayesian Soft Target Zones," Monash Econometrics and Business Statistics Working Papers 4/00, Monash University, Department of Econometrics and Business Statistics.
    • Moon, H.R. & Perron, P., 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • MOON, Hyungsik Roger & PERRON, Benoit, 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour, 2000. "Économétrie, théorie des tests et philosophie des sciences," CIRANO Working Papers 2000s-47, CIRANO.
      • DUFOUR, Jean-Marie, 2000. "Économétrie, théorie des tests et philosophie des sciences," Cahiers de recherche 2000-14, Universite de Montreal, Departement de sciences economiques.
      • Dufour, J.M., 2000. "Econometrie, theorie des tests et philosophie des sciences," Cahiers de recherche 2000-14, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • MOON, Hyungsik Roger & PERRON, Benoit, 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Universite de Montreal, Departement de sciences economiques.
      • Moon, H.R. & Perron, P., 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour, 2000. "Économétrie, théorie des tests et philosophie des sciences," CIRANO Working Papers 2000s-47, CIRANO.
      • Dufour, J.M., 2000. "Econometrie, theorie des tests et philosophie des sciences," Cahiers de recherche 2000-14, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • DUFOUR, Jean-Marie, 2000. "Économétrie, théorie des tests et philosophie des sciences," Cahiers de recherche 2000-14, Universite de Montreal, Departement de sciences economiques.
    • Hyslop, Dean R & Imbens, Guido W, 2001. "Bias from Classical and Other Forms of Measurement Error," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 475-481, October.
      • Dean R. Hyslop & Guido W. Imbens, 2000. "Bias from Classical and Other Forms of Measurement Error," NBER Technical Working Papers 0257, National Bureau of Economic Research, Inc.
    • Diebold, Francis X. & Inoue, Atsushi, 2001. "Long memory and regime switching," Journal of Econometrics, Elsevier, vol. 105(1), pages 131-159, November.
      • Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers 0264, National Bureau of Economic Research, Inc.
    • George Kapetanios & Yongcheol Shin & Andy Snell, 2000. "Testing for a Unit Root against Nonlinear STAR Models," Edinburgh School of Economics Discussion Paper Series 69, Edinburgh School of Economics, University of Edinburgh.
      • George Kapetanios, 2000. "Testing for a Unit Root against Nonlinear STAR Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 164, National Institute of Economic and Social Research.
    • Laurence Boone, 2000. "Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches," OECD Economics Department Working Papers 240, OECD Publishing.
    • Pete Richardson & Laurence Boone & Claude Giorno & Mara Meacci & David Rae & David Turner, 2000. "The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries," OECD Economics Department Working Papers 250, OECD Publishing.
    • Gavin Cameron, 2005. "The Sun Also Rises: Productivity Convergence Between Japan and the USA," Journal of Economic Growth, Springer, vol. 10(4), pages 387-408, December.
      • Gavin Cameron, 2000. "The Sun Also Rises: Productivity Convergence Between Japan and the USA," Economics Series Working Papers 45, University of Oxford, Department of Economics.
    • Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001. "Econometric applications of high-breakdown robust regression techniques," Economics Letters, Elsevier, vol. 71(1), pages 1-8, April.
      • Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000. "Econometric applications of high-breakdown robust regression techniques," MPRA Paper 41529, University Library of Munich, Germany.
    • Ghassan, Hassan B., 2000. "Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice [Forms and Estimation Methods of Panel Recursive Dynamic Systems]," MPRA Paper 56432, University Library of Munich, Germany, revised 08 Oct 2001.
    • Sakarya, Burchan & Yurtoglu, Hasan, 2000. "Capacity Utilization and Inflation in Turkey," MPRA Paper 69192, University Library of Munich, Germany.
    • Bilgili, Faik, 2000. "Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods," MPRA Paper 75532, University Library of Munich, Germany.
    • Elerain, Ola & Chib, Siddhartha & Shephard, Neil, 2001. "Likelihood Inference for Discretely Observed Nonlinear Diffusions," Econometrica, Econometric Society, vol. 69(4), pages 959-993, July.
      • Elerian, O. & Chib, S. & Shephard, N., 1998. "Likelihood INference for Discretely Observed Non-linear Diffusions," Economics Papers 146, Economics Group, Nuffield College, University of Oxford.
      • Ola Elerian & Siddhartha Chib & Neil Shephard, 2000. "Likelihood inference for discretely observed non-linear diffusions," OFRC Working Papers Series 2000mf02, Oxford Financial Research Centre.
    • Walter KrÄmer & Ralf Runde, 2000. "Peaks or tails - What distinguishes financial data?," Empirical Economics, Springer, vol. 25(4), pages 665-671.
      • Krämer, Walter & Runde, Ralf, 1999. "Peaks or tails: What distinguishes financial data?," Technical Reports 1999,08, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Rimas Norvaisa, 2000. "Modelling of stock price changes: A real analysis approach," Finance and Stochastics, Springer, vol. 4(3), pages 343-369.
    • Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière, 2000. "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 113-128, January.
      • Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G., 1999. "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," G.R.E.Q.A.M. 99a24, Universite Aix-Marseille III.
      • Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssière, Gilles, 1999. "Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity," SFB 373 Discussion Papers 1999,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • John K. Dagsvik, 2000. "Multinomial Choice and Selectivity," Discussion Papers 264, Statistics Norway, Research Department.
    • J. G. Hirschberg, 2000. "Modelling time of day substitution using the second moments of demand," Applied Economics, Taylor & Francis Journals, vol. 32(8), pages 979-986.
      • Hirschberg, J.G., 1996. "Modelling Time of Day Sustitution Using the Second Moments of Demand," Department of Economics - Working Papers Series 506, The University of Melbourne.
    • Jorgen Grofi & Simo Puntanen, 2000. "Remark on pseudo-generalized least squares," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 139-144.
    • Winfried Hallerbach, 2003. "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 287-294.
      • Winfried G. Hallerbach, 2000. "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers 00-064/2, Tinbergen Institute.
    • Raats, V.M. & Moors, J.J.A., 2000. "Double Checking for Two Error Types," Discussion Paper 2000-120, Tilburg University, Center for Economic Research.
    • J. J. A. Moors & L. W. G. Strijbosch, 2002. "Two–step sequential sampling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 270-284, August.
      • Moors, J.J.A. & Strijbosch, L.W.G., 2000. "Two-Step Sequential Sampling," Other publications TiSEM e62bf1db-a1ec-4a37-a765-d, Tilburg University, School of Economics and Management.
      • Moors, J.J.A. & Strijbosch, L.W.G., 2000. "Two-Step Sequential Sampling," Discussion Paper 2000-39, Tilburg University, Center for Economic Research.
    • J. J. A. Moors & L. W. G. Strijbosch, 2002. "Two–step sequential sampling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 270-284, August.
      • Moors, J.J.A. & Strijbosch, L.W.G., 2000. "Two-Step Sequential Sampling," Discussion Paper 2000-39, Tilburg University, Center for Economic Research.
      • Moors, J.J.A. & Strijbosch, L.W.G., 2000. "Two-Step Sequential Sampling," Other publications TiSEM e62bf1db-a1ec-4a37-a765-d, Tilburg University, School of Economics and Management.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
      • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999. "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers 2338, C.E.P.R. Discussion Papers.
      • Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
    • Terry A. Marsh and Niklas Wagner., 2000. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance Working Papers RPF-293, University of California at Berkeley.
      • Terry A. Marsh & Niklas Wagner, 2004. "Return-Volume Dependence and Extremes in International Equity Markets," Finance 0401007, University Library of Munich, Germany.
    • Huber, Joel & Train, Kenneth, 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series qt7zm4f51b, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
      • Joel Huber & Kenneth Train, 2001. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics 0012003, University Library of Munich, Germany.
      • Joel Huber and Kenneth Train., 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers E00-289, University of California at Berkeley.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
      • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999. "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers 2338, C.E.P.R. Discussion Papers.
      • Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
    • Tran Van Hoa, 2000. "Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies," Economics Working Papers wp00-01, School of Economics, University of Wollongong, NSW, Australia.
    • Luc Devroye & László Györfi & Gábor Lugosi, 2000. "A note on robust detection," Economics Working Papers 505, Department of Economics and Business, Universitat Pompeu Fabra.
    • Tamás Linder & Gábor Lugosi, 2000. "A zero-delay sequential scheme for lossy coding of individual sequences," Economics Working Papers 506, Department of Economics and Business, Universitat Pompeu Fabra.
    • László Györfi & Gábor Lugosi, 2000. "Strategies for sequential prediction of stationary time series," Economics Working Papers 507, Department of Economics and Business, Universitat Pompeu Fabra.
    • Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi, 2000. "Model selection and error estimation," Economics Working Papers 508, Department of Economics and Business, Universitat Pompeu Fabra.
    • Kalyan Talluri & Garrett van Ryzin, 2000. "Revenue management under general discrete choice model of consumer behavior," Economics Working Papers 533, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2001.
    • Forbes, C.S. & Kofman, P., 2000. "Bayesian Soft Target Zones," Monash Econometrics and Business Statistics Working Papers 4/00, Monash University, Department of Econometrics and Business Statistics.
      • Catherine S. Forbes & Paul Kofman, 2000. "Bayesian Target Zones," Research Paper Series 32, Quantitative Finance Research Centre, University of Technology, Sydney.
      • Catherine S. Forbes & Paul Kofman, 2000. "Bayesian Target Zones," Econometric Society World Congress 2000 Contributed Papers 0575, Econometric Society.
    • David E. A. Giles, 2000. "Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss," Econometrics Working Papers 0004, Department of Economics, University of Victoria.
    • Kleiber, Christian, 2001. "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Economics Letters, Elsevier, vol. 72(2), pages 131-136, August.
      • Kleiber, Christian, 2000. "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Technical Reports 2000,34, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Hashmat Khan, 2000. "Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis," Staff Working Papers 00-13, Bank of Canada.
    • Tkacz Greg, 2001. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-15, April.
      • Greg Tkacz, 2000. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers 00-5, Bank of Canada.
    • Lucas, Andre, 2000. "A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 31-39, January.
      • Lucas, André, 1997. "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda 0056, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Irac, D., 2000. "Estimation of a Time Varying NAIRU for France," Working papers 75, Banque de France.
    • Arthur Lewbel & Oliver Linton, 2002. "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, vol. 70(2), pages 765-779, March.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Econometric Society World Congress 2000 Contributed Papers 1237, Econometric Society.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics 439, Boston College Department of Economics.
      • Lewbel, Arthur & Linton, Oliver, 2000. "Nonparametric censored and truncated regression," LSE Research Online Documents on Economics 2060, London School of Economics and Political Science, LSE Library.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series 389, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
      • Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Econometric Society World Congress 2000 Contributed Papers 1504, Econometric Society.
      • Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics 440, Boston College Department of Economics.
    • Lewbel, Arthur, 2000. "Identification Of The Binary Choice Model With Misclassification," Econometric Theory, Cambridge University Press, vol. 16(4), pages 603-609, August.
      • Arthur Lewbel, 2000. "Identification of the Binary Choice Model with Misclassification," Boston College Working Papers in Economics 457, Boston College Department of Economics.
    • Lewbel, Arthur, 2007. "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
      • Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
    • Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
      • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Working Papers 0005, Banco de España.
      • Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics.
      • Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge.
      • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series 374, CESifo.
    • Joel Huber & Kenneth Train, 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series 1024, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    • Niels Haldrup & Michael Jansson, 1999. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Tinbergen Institute Discussion Papers 99-005/4, Tinbergen Institute.
      • Jansson, Michael & Haldrup, Niels Prof., 2000. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Department of Economics, Working Paper Series qt5b13w0rp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
      • Jansson, Michael & Haldrup, Niels Prof., 2000. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," University of California at San Diego, Economics Working Paper Series qt5b13w0rp, Department of Economics, UC San Diego.
    • Joel Huber and Kenneth Train., 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers E00-289, University of California at Berkeley.
      • Huber, Joel & Train, Kenneth, 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series qt7zm4f51b, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
      • Joel Huber & Kenneth Train, 2001. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics 0012003, University Library of Munich, Germany.
    • Niklas Wagner & Terry Marsh, 2000. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance, Working Paper Series 1002, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
    • P. Jenkins, Stephen & A. Cowell, Frank, 2000. "Estimating welfare indices: household weights and sample design," ISER Working Paper Series 2000-23, Institute for Social and Economic Research.
      • Frank A Cowell & Stephen P Jenkins, 2000. "Estimating Welfare Indices: Household Weights and Sample Design," STICERD - Distributional Analysis Research Programme Papers 48, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Cowell, Frank & Jenkins, Stephen P, 2000. "Estimating welfare indices : household weights and sample design," LSE Research Online Documents on Economics 2160, London School of Economics and Political Science, LSE Library.
      • Frank A. Cowell & Stephen P. Jenkins, 2000. "Estimating Welfare Indices: Household Weights and Sample Design," Discussion Papers of DIW Berlin 219, DIW Berlin, German Institute for Economic Research.
    • Arthur Lewbel & Oliver Linton, 2002. "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, vol. 70(2), pages 765-779, March.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Econometric Society World Congress 2000 Contributed Papers 1237, Econometric Society.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series 389, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics 439, Boston College Department of Economics.
      • Lewbel, Arthur & Linton, Oliver, 2000. "Nonparametric censored and truncated regression," LSE Research Online Documents on Economics 2060, London School of Economics and Political Science, LSE Library.
    • Dridi, Ramdan & Renault, Eric, 2000. "Semi-parametric indirect inference," LSE Research Online Documents on Economics 6864, London School of Economics and Political Science, LSE Library.
      • Ramdan Dridi & Eric Renault, 2000. "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series 392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, vol. 18(2), pages 420-468, April.
      • Linton, Oliver & Whang, Yoon-Jae, 2000. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 2092, London School of Economics and Political Science, LSE Library.
      • Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 320, London School of Economics and Political Science, LSE Library.
      • Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series 397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
      • Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639, December.
      • Hodgson, Douglas J & Linton, Oliver & Vorkink, Keith, 2000. "Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach," LSE Research Online Documents on Economics 2197, London School of Economics and Political Science, LSE Library.
      • Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000. "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series 398, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers dp382, Financial Markets Group.
      • Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," Cahiers de recherche CREFE / CREFE Working Papers 143, CREFE, Université du Québec à Montréal.
    • Steve Berry & Oliver B. Linton & Ariel Pakes, 2004. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 613-654.
      • Berry, Steve & Linton, Oliver & Pakes, Ariel, 2000. "Limit theorems for estimating the parameters of differentiated product demand systems," LSE Research Online Documents on Economics 2032, London School of Economics and Political Science, LSE Library.
      • Steve Berry & Oliver B. Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Harvard Institute of Economic Research Working Papers 1955, Harvard - Institute of Economic Research.
      • Steven Berry & Oliver Linton & Ariel Pakes, 2002. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Cowles Foundation Discussion Papers 1372, Cowles Foundation for Research in Economics, Yale University.
      • Steve Berry & Oliver Linton & Ariel Pakes, 2000. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," STICERD - Econometrics Paper Series 400, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Raimundo Soto, 2002. "Ajuste Estacional e Integración en Variables Macroeconómicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 39(116), pages 135-155.
      • Raimundo Soto, 2000. "Ajuste Estacional e Integración en Variables Macroeconómicas," Working Papers Central Bank of Chile 73, Central Bank of Chile.
    • Olivier Allais & Loic Cadiou & Stéphane Dees, 2000. "Consumption Habit and Equity Premium in the G7 Countries," Working Papers 2000-19, CEPII research center.
    • Andreou, Elena & Ghysels, Eric, 2002. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
      • Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
    • Javier Arturo Birchenall & Juan Daniel Oviedo, 2000. "Un modelo Macroeconométrico para la Economía Colombiana," Revista de Economía del Rosario, Universidad del Rosario, February.
    • Broze, Laurence & Francq, Christian & Zakoian, Jean-Michel, 2001. "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," Economics Letters, Elsevier, vol. 71(3), pages 317-322, June.
      • BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel, 2000. "Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," LIDAM Discussion Papers CORE 2000033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • BROZE, Laurence & FRANCQ , Christian & ZAKOIAN, Jean-Michel, 2001. "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," LIDAM Reprints CORE 1576, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2000. "Reference Cycles: The NBER Methodology Revisited," CEPR Discussion Papers 2400, C.E.P.R. Discussion Papers.
    • Forni, Mario & Lippi, Marco, 2001. "The Generalized Dynamic Factor Model: Representation Theory," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1113-1141, December.
      • Lippi, Marco & Forni, Mario, 2000. "The Generalized Dynamic Factor Model: Representation Theory," CEPR Discussion Papers 2509, C.E.P.R. Discussion Papers.
    • Ledoit, Olivier & Wolf, Michael, 2003. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 603-621, December.
      • Ledoit, Olivier & Wolf, Michael, 2000. "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS 10089, Universidad Carlos III de Madrid. Departamento de Estadística.
      • Olivier Ledoit & Michael Wolf, 2001. "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers 586, Department of Economics and Business, Universitat Pompeu Fabra.
    • Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 2000. "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," Annals of Economics and Finance, Society for AEF, vol. 1(1), pages 79-100, May.
    • Jushan Bai, 2000. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 303-339, November.
      • Jushan Bai, 1999. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," CEMA Working Papers 24, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2000.
    • G. S. Maddala & Hongyi Li & V. K. Srivastava, 2000. "A Comparative Study of Different Shrinkage Estimators for Panel Data Models," CEMA Working Papers 41, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2001.
    • Jie Q. Guo & Tong Li, 2000. "Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application," CEMA Working Papers 46, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2001.
    • Oliver Linton, 2000. "Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator," CEMA Working Papers 51, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2001.
    • Lewbel, Arthur, 2000. "Identification Of The Binary Choice Model With Misclassification," Econometric Theory, Cambridge University Press, vol. 16(4), pages 603-609, August.
      • Arthur Lewbel, 2000. "Identification of the Binary Choice Model with Misclassification," Boston College Working Papers in Economics 457, Boston College Department of Economics.
    • Donald J. Brown & Marten H. Wegkamp, 2000. "Asymptotics in Minimum Distance from Independence Estimation," Cowles Foundation Discussion Papers 1252, Cowles Foundation for Research in Economics, Yale University.
    • Donald W. K. Andrews & Patrik Guggenberger, 2003. "A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter," Econometrica, Econometric Society, vol. 71(2), pages 675-712, March.
      • Donald W.K. Andrews & Patrik Guggenberger, 2000. "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Cowles Foundation Discussion Papers 1263, Cowles Foundation for Research in Economics, Yale University.
    • Andrews, Donald W.K., 2002. "EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS," Econometric Theory, Cambridge University Press, vol. 18(5), pages 1040-1085, October.
      • Donald W.K. Andrews, 2000. "Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics," Cowles Foundation Discussion Papers 1269, Cowles Foundation for Research in Economics, Yale University.
    • Scarf, Herbert E., 2005. "Optimal inventory policies when sales are discretionary," International Journal of Production Economics, Elsevier, vol. 93(1), pages 111-119, January.
      • Herbert E. Scarf, 2000. "Optimal Inventory Policies When Sales Are Discretionary," Cowles Foundation Discussion Papers 1270, Cowles Foundation for Research in Economics, Yale University.
    • Zuzana Prášková, 2000. "Using Bootstrap In Some Volatility Models," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 7(11).
    • P. Jenkins, Stephen & A. Cowell, Frank, 2000. "Estimating welfare indices: household weights and sample design," ISER Working Paper Series 2000-23, Institute for Social and Economic Research.
      • Frank A. Cowell & Stephen P. Jenkins, 2000. "Estimating Welfare Indices: Household Weights and Sample Design," Discussion Papers of DIW Berlin 219, DIW Berlin, German Institute for Economic Research.
      • Cowell, Frank & Jenkins, Stephen P, 2000. "Estimating welfare indices : household weights and sample design," LSE Research Online Documents on Economics 2160, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Stephen P Jenkins, 2000. "Estimating Welfare Indices: Household Weights and Sample Design," STICERD - Distributional Analysis Research Programme Papers 48, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Peter Arcidiacono & John Bailey Jones, 2003. "Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm," Econometrica, Econometric Society, vol. 71(3), pages 933-946, May.
      • Arcidiacono, Peter & Jones, John B., 2000. "Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm," Working Papers 00-16, Duke University, Department of Economics.
    • Günter Coenen, 2005. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Empirical Economics, Springer, vol. 30(1), pages 65-75, January.
      • Coenen, Günter, 2000. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Working Paper Series 9, European Central Bank.
    • Maurice J. G. Bun, 2003. "Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix," Econometric Reviews, Taylor & Francis Journals, vol. 22(1), pages 29-58, February.
      • Maurice J. G. Bun, 2000. "Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix," Econometric Society World Congress 2000 Contributed Papers 0511, Econometric Society.
    • Catherine S. Forbes & Paul Kofman, 2000. "Bayesian Target Zones," Research Paper Series 32, Quantitative Finance Research Centre, University of Technology, Sydney.
      • Catherine S. Forbes & Paul Kofman, 2000. "Bayesian Target Zones," Econometric Society World Congress 2000 Contributed Papers 0575, Econometric Society.
    • Sune Karlsson & Jimmy Skoglund, 2004. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Empirical Economics, Springer, vol. 29(1), pages 79-88, January.
      • Karlsson, Sune & Skoglund, Jimmy, 2000. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," SSE/EFI Working Paper Series in Economics and Finance 383, Stockholm School of Economics.
      • Sune Karlsson & Jimmy Skoglund, 2000. "Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects," Econometric Society World Congress 2000 Contributed Papers 1178, Econometric Society.
    • Chotikapanich, Duangkamon & Griffiths, William E, 2002. "Estimating Lorenz Curves Using a Dirichlet Distribution," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 290-295, April.
      • Duangkamon Chotikapanich & William E. Griffiths, 2000. "Estimating Lorenz Curves Using a Dirichlet Distribution," Econometric Society World Congress 2000 Contributed Papers 1215, Econometric Society.
      • Chotikapanich, D. & Griffiths, W., 2001. "Estimating Lorenz Curves Using a Dirichlet Distribution," Department of Economics - Working Papers Series 802, The University of Melbourne.
    • Arthur Lewbel & Oliver Linton, 2002. "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, vol. 70(2), pages 765-779, March.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics 439, Boston College Department of Economics.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," Econometric Society World Congress 2000 Contributed Papers 1237, Econometric Society.
      • Lewbel, Arthur & Linton, Oliver, 2000. "Nonparametric censored and truncated regression," LSE Research Online Documents on Economics 2060, London School of Economics and Political Science, LSE Library.
      • Arthur Lewbel & Oliver Linton, 2000. "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series 389, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Larsson, Rolf & Lyhagen, Johan, 1999. "Likelihood-Based Inference in Multivariate Panel Cointegration Models," SSE/EFI Working Paper Series in Economics and Finance 331, Stockholm School of Economics.
      • Rolf Larsson & Johan Lyhagen, 2000. "Likelihood-Based Inference in Multivariate Panel Cointegration Models," Econometric Society World Congress 2000 Contributed Papers 1313, Econometric Society.
    • Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
      • Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics 440, Boston College Department of Economics.
      • Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Econometric Society World Congress 2000 Contributed Papers 1504, Econometric Society.
    • George Kapetanios & Yongcheol Shin, 2000. "Testing for a Linear Unit Root against Nonlinear Threshold Stationarity," Edinburgh School of Economics Discussion Paper Series 60, Edinburgh School of Economics, University of Edinburgh.
    • George Kapetanios, 2000. "Testing for a Unit Root against Nonlinear STAR Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 164, National Institute of Economic and Social Research.
      • George Kapetanios & Yongcheol Shin & Andy Snell, 2000. "Testing for a Unit Root against Nonlinear STAR Models," Edinburgh School of Economics Discussion Paper Series 69, Edinburgh School of Economics, University of Edinburgh.
    • Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
      • Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics.
    • Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August.
      • Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 7, Edinburgh School of Economics, University of Edinburgh.
      • Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
      • Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 38, Edinburgh School of Economics, University of Edinburgh, revised Oct 1999.

    1999

    • Costas Meghir & Frank Windmeijer, 1999. "Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance," Annals of Economics and Statistics, GENES, issue 55-56, pages 317-330.
      • Costas Meghir & Frank Windmeijer, 1997. "Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance," IFS Working Papers W97/21, Institute for Fiscal Studies.
    • Robert W. Fogel, 1999. "Catching Up with the Economy," American Economic Review, American Economic Association, vol. 89(1), pages 1-21, March.
    • Paul Klemperer & Jeremy Bulow, 1999. "The Generalized War of Attrition," American Economic Review, American Economic Association, vol. 89(1), pages 175-189, March.
      • Jeremy I. Bulow & Paul Klemperer, 1996. "The Generalized War of Attrition," Cowles Foundation Discussion Papers 1142, Cowles Foundation for Research in Economics, Yale University.
      • Bulow, Jeremy I. & Klemperer, Paul, 1997. "The Generalized War of Attrition," CEPR Discussion Papers 1564, C.E.P.R. Discussion Papers.
      • Jeremy Bulow & Paul Klemperer, 1997. "The Generalized War of Attrition," NBER Working Papers 5872, National Bureau of Economic Research, Inc.
      • Paul Klemperer & Jeremy Bulow, 1999. "The Generalized War of Attrition," Game Theory and Information 9901004, University Library of Munich, Germany.
    • Regina Kaiser & Agustín Maravall, 1999. "Estimation of the business cycle: A modified Hodrick-Prescott filter," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(2), pages 175-206.
      • Regina Kaiser & Agustín Maravall, 1999. "Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter," Working Papers 9912, Banco de España.
    • Regina Kaiser & Agustín Maravall, 1999. "Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles," Working Papers 9918, Banco de España.
    • Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002. "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
      • Altissimo, F. & Siviero, S. & Terlizzese, D., 1999. "How Deep Are the Deep Parameters?," Papers 354, Banca Italia - Servizio di Studi.
      • Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999. "How deep are the deep parameters?," Temi di discussione (Economic working papers) 354, Bank of Italy, Economic Research and International Relations Area.
    • ROCKINGER, Michael & JONDEAU, Eric, 1999. "The Tail Behavior of Stock Returns: Emerging versus Mature Markets," HEC Research Papers Series 668, HEC Paris.
      • Jondeau, E. & Rockinger, M., 1999. "The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets," Working papers 66, Banque de France.
    • Wiji Arulampalam, 1999. "A Note on Estimated Coefficients in Random Effects Probit Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 597-602, November.
      • Arulampalam, Wiji, 1998. "A Note On Estimated Coefficients In Random Effects Probit Models," Economic Research Papers 269242, University of Warwick - Department of Economics.
      • Arulampalam, W., 1998. "A Note on Estimated Coefficients in Random Effects Probit Models," The Warwick Economics Research Paper Series (TWERPS) 520, University of Warwick, Department of Economics.
    • Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
      • Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics.
    • Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003. "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 735-747, August.
      • Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999. "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management qt93s6p8gb, Anderson Graduate School of Management, UCLA.
      • Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001. "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers 578, Department of Economics and Business, Universitat Pompeu Fabra.
    • Cowell, Frank & Litchfield, Julie & Mercader-Prats, Magda, 1999. "Income inequality comparisons with dirty data: the UK and Spain during the 1980s," LSE Research Online Documents on Economics 2240, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Julie Litchfield, 1999. "Income Inequality Comparisons with Dirty Data: The UK and Spain during the 1980s," STICERD - Distributional Analysis Research Programme Papers 45, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Cowell, Frank & Victoria-Feser, Maria-Pia, 1999. "Statistical inference for welfare under complete and incomplete information," LSE Research Online Documents on Economics 2054, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Maria-Pia Victoria-Feser, 1999. "Statistical Inference for Welfare under Complete and Incomplete Information," STICERD - Distributional Analysis Research Programme Papers 47, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Touhami Abdelkhalek & Jean-Marie Dufour, 2006. "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," Annals of Economics and Statistics, GENES, issue 81, pages 1-31.
      • ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1998. "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," Cahiers de recherche 9810, Universite de Montreal, Departement de sciences economiques.
      • Jean-Marie Dufour & Touhami Abdelkhalek, 2000. "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," CIRANO Working Papers 2000s-18, CIRANO.
    • Dufour, J.M., 2000. "Econometrie, theorie des tests et philosophie des sciences," Cahiers de recherche 2000-14, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • Jean-Marie Dufour, 2000. "Économétrie, théorie des tests et philosophie des sciences," CIRANO Working Papers 2000s-47, CIRANO.
      • DUFOUR, Jean-Marie, 2000. "Économétrie, théorie des tests et philosophie des sciences," Cahiers de recherche 2000-14, Universite de Montreal, Departement de sciences economiques.
    • MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
      • Nour Meddahi & Eric Renault, 1998. "Quadratic M-Estimators for ARCH-Type Processes," CIRANO Working Papers 98s-29, CIRANO.
    • Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
    • Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
      • Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999. "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers 2338, C.E.P.R. Discussion Papers.
      • Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000. "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository 2013/10143, ULB -- Universite Libre de Bruxelles.
    • Konstantinos Giannakas & K. Tran & Vangelis Tzouvelekas, 1999. "On the Choice of Functional Form in Stochastic Frontiers Models: A Box-Cox Approach," Working Papers 9915, University of Crete, Department of Economics.
    • Mario Coccia, 1999. "Systemic Analysis of Performance in Research Organizations," CERIS Working Paper 199909, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
    • Mario Coccia, 1999. "Technology Transfer: Users Analysis," CERIS Working Paper 199913, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
    • Jushan Bai, 2000. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 303-339, November.
      • Jushan Bai, 1999. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," CEMA Working Papers 24, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2000.
    • Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 1999. "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," CEMA Working Papers 5, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2000.
    • Robinson, P.M. & Henry, M., 1999. "Long And Short Memory Conditional Heteroskedasticity In Estimating The Memory Parameter Of Levels," Econometric Theory, Cambridge University Press, vol. 15(3), pages 299-336, June.
      • Robinson, Peter M. & Henry, Marc, 1998. "Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 2022, London School of Economics and Political Science, LSE Library.
      • Robinson, Peter M. & Henry, M., 1999. "Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 304, London School of Economics and Political Science, LSE Library.
    • Donald W. K. Andrews, 2002. "Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators," Econometrica, Econometric Society, vol. 70(1), pages 119-162, January.
      • Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2001.
      • Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230, Cowles Foundation for Research in Economics, Yale University.
    • Donald W. K. Andrews, 2002. "Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators," Econometrica, Econometric Society, vol. 70(1), pages 119-162, January.
      • Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230, Cowles Foundation for Research in Economics, Yale University.
      • Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2001.
    • Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University.
    • Jan Víšek, 1999. "The Least Trimmed Squares – Random Carriers," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 6(10).
    • R.W.J. van den Goorbergh, 1999. "Value-at-Risk and least squares tail index estimation," WO Research Memoranda (discontinued) 578, Netherlands Central Bank, Research Department.
    • Jondeau, E. & Rockinger, M., 1999. "The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets," Working papers 66, Banque de France.
      • ROCKINGER, Michael & JONDEAU, Eric, 1999. "The Tail Behavior of Stock Returns: Emerging versus Mature Markets," HEC Research Papers Series 668, HEC Paris.
    • Donald W. K. Andrews, 1999. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.
      • Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.
    • Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August.
      • Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 7, Edinburgh School of Economics, University of Edinburgh.
      • Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 38, Edinburgh School of Economics, University of Edinburgh, revised Oct 1999.
      • Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
    • Whang, Yoon-Jae & Linton, Oliver, 1999. "The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series," Journal of Econometrics, Elsevier, vol. 91(1), pages 1-42, July.
      • Yoon-Jae Whang & Oliver Linton, 1997. "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers 1130R, Cowles Foundation for Research in Economics, Yale University.
    • Maravall, Agustin & Planas, Christophe, 1999. "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, vol. 92(2), pages 325-353, October.
      • Agustín Maravall & Cristophe Planas, 1996. "Estimation Error and the Specification of Unobserved Component Models," Working Papers 9608, Banco de España.
    • Martin, Vance L. & Wilkins, Nigel P., 1999. "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, vol. 93(1), pages 149-175, November.
      • Martin, V.L. & Wilkins, N.P., 1997. "Indirect Estimation of Arfima and Varfima Models," Department of Economics - Working Papers Series 547, The University of Melbourne.
    • Gonzalez-Rivera, Gloria & Drost, Feike C., 1999. "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, vol. 93(1), pages 93-111, November.
      • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
      • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM 7a28bbc8-e8d6-4dbe-874e-5, Tilburg University, School of Economics and Management.
      • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM d93a8be0-5dcd-4ae8-9eb1-b, Tilburg University, School of Economics and Management.
      • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
    • Ashenfelter, Orley & Harmon, Colm & Oosterbeek, Hessel, 1999. "A review of estimates of the schooling/earnings relationship, with tests for publication bias," Labour Economics, Elsevier, vol. 6(4), pages 453-470, November.
      • Ashenfelter, O. & Harmon, C. & Oosterbeek, H., 1999. "A Review of Estimates of the Schooling/ Earnings Relationship, with tests for Publication Bias," Papers 99/20, College Dublin, Department of Political Economy-.
      • Orley Ashenfelter & Colm Harmon & Hessel Oosterbeek, 2000. "A Review of Estimates of the Schooling/Earnings Relationship, with Tests for Publication Bias," NBER Working Papers 7457, National Bureau of Economic Research, Inc.
      • Orley Ashenfelter & Colm Harmon & Hessel Oosterbeek, 1999. "A Review of Estimates of the Schooling/Earnings Relationship, with Tests for Publication Bias," Working Papers 804, Princeton University, Department of Economics, Industrial Relations Section..
    • Bartlett, Peter & Lugosi, Gábor, 1999. "An inequality for uniform deviations of sample averages from their means," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 55-62, August.
      • Peter Bartlett & Gábor Lugosi, 1998. "An inequality for uniform deviations of sample averages from their means," Economics Working Papers 280, Department of Economics and Business, Universitat Pompeu Fabra.
    • Laursen, Keld, 1999. "The impact of technological opportunity on the dynamics of trade performance," Structural Change and Economic Dynamics, Elsevier, vol. 10(3-4), pages 341-357, December.
      • Keld Laursen, 1996. "The Impact of Technological Opportunity on the Dynamics of Trade Performance," DRUID Working Papers 96-12, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
    • Frank A Cowell & Maria-Pia Victoria-Feser, 1999. "Statistical Inference for Welfare under Complete and Incomplete Information," STICERD - Distributional Analysis Research Programme Papers 47, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Cowell, Frank & Victoria-Feser, Maria-Pia, 1999. "Statistical inference for welfare under complete and incomplete information," LSE Research Online Documents on Economics 2054, London School of Economics and Political Science, LSE Library.
    • Cowell, Frank & Mercader-Prats, Magda, 1999. "Equivalence scales and inequality," LSE Research Online Documents on Economics 2190, London School of Economics and Political Science, LSE Library.
    • Frank A Cowell & Julie Litchfield, 1999. "Income Inequality Comparisons with Dirty Data: The UK and Spain during the 1980s," STICERD - Distributional Analysis Research Programme Papers 45, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • Cowell, Frank & Litchfield, Julie & Mercader-Prats, Magda, 1999. "Income inequality comparisons with dirty data: the UK and Spain during the 1980s," LSE Research Online Documents on Economics 2240, London School of Economics and Political Science, LSE Library.
    • Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001. "The joint estimation of term structures and credit spreads," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 297-323, July.
      • Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute.
      • Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999. "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Research Papers EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Kiviet, Jan F. & Phillips, Garry D.A., 2012. "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3705-3729.
      • Kiviet, J.F. & Phillips, G.D.A., 1999. "Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models," Discussion Papers 9903, University of Exeter, Department of Economics.
    • Kiviet, J.F. & Phillips, G.D.A., 1999. "The Bias of the 2SLS Variance Estimator," Discussion Papers 9904, University of Exeter, Department of Economics.
    • Giorgio Calzolari & F. Di Iorio & G. Fiorentini, 1999. "Indirect Estimation of Just-Identified Models with Control Variates," Econometrics Working Papers Archive quaderno46, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Enrique Sentana, 2005. "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 3(1), pages 56-78.
      • Sentana, E., 1997. "Least Squares Predictions and Mean-Variance Analysis," Papers 9711, Centro de Estudios Monetarios Y Financieros-.
      • Enrique Sentana & Enrique Sentana, 1999. "Least Squares Predictions and Mean-Variance Analysis," FMG Discussion Papers dp312, Financial Markets Group.
      • Sentana, Enrique, 1999. "Least Squares Predictions and Mean-Variance Analysis," CEPR Discussion Papers 2088, C.E.P.R. Discussion Papers.
    • Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière, 2000. "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 113-128, January.
      • Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssière, Gilles, 1999. "Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity," SFB 373 Discussion Papers 1999,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G., 1999. "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," G.R.E.Q.A.M. 99a24, Universite Aix-Marseille III.
    • Balsan, D. & Hanchane, S., 1999. "Estimations et tests sur donnees longitudinales -le cas des panels cylindres et non-cylindres," G.R.E.Q.A.M. 99c05, Universite Aix-Marseille III.
    • Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002. "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
      • Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999. "How deep are the deep parameters?," Temi di discussione (Economic working papers) 354, Bank of Italy, Economic Research and International Relations Area.
      • Altissimo, F. & Siviero, S. & Terlizzese, D., 1999. "How Deep Are the Deep Parameters?," Papers 354, Banca Italia - Servizio di Studi.
    • Bobadilla, G.F., 1999. "Choosing the Right Error in Term Structure Models," Papers 9904, Centro de Estudios Monetarios Y Financieros-.
    • Ashenfelter, Orley & Harmon, Colm & Oosterbeek, Hessel, 1999. "A review of estimates of the schooling/earnings relationship, with tests for publication bias," Labour Economics, Elsevier, vol. 6(4), pages 453-470, November.
      • Orley Ashenfelter & Colm Harmon & Hessel Oosterbeek, 1999. "A Review of Estimates of the Schooling/Earnings Relationship, with Tests for Publication Bias," Working Papers 804, Princeton University, Department of Economics, Industrial Relations Section..
      • Orley Ashenfelter & Colm Harmon & Hessel Oosterbeek, 2000. "A Review of Estimates of the Schooling/Earnings Relationship, with Tests for Publication Bias," NBER Working Papers 7457, National Bureau of Economic Research, Inc.
      • Ashenfelter, O. & Harmon, C. & Oosterbeek, H., 1999. "A Review of Estimates of the Schooling/ Earnings Relationship, with tests for Publication Bias," Papers 99/20, College Dublin, Department of Political Economy-.
    • Croux, C. & Haesbroeck, G., 1999. "Principal Component Analysis Based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9908, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
    • Mitra, Kaushik, 2005. "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
      • Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
      • Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
      • Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
    • Honkapohja, Seppo & Mitra, Kaushik, 2003. "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
      • Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
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      • Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
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      • Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
      • Artjoms Ivlevs & Jaime De Melo, 2010. "FDI, the Brain Drain and Trade: Channels and Evidence," Annals of Economics and Statistics, GENES, issue 97-98, pages 103-121.
      • Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
      • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
      • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
      • Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
      • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
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      • Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc.
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      • Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
      • Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
      • Kalin Nikolov, 2012. "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, vol. 15, pages 2-6.
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      • Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
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      • António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
      • Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.
      • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
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      • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
      • Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
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      • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
      • Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
      • Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
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      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
      • Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
      • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
      • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
      • Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
      • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
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      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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      • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
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      • Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
      • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
      • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
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      • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
      • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
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      • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
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      • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
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      • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
      • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
      • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
      • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
      • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
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      • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
      • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
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      • Niels Haldrup & Michael Jansson, 1999. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Tinbergen Institute Discussion Papers 99-005/4, Tinbergen Institute.
        • Jansson, Michael & Haldrup, Niels Prof., 2000. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Department of Economics, Working Paper Series qt5b13w0rp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
        • Jansson, Michael & Haldrup, Niels Prof., 2000. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," University of California at San Diego, Economics Working Paper Series qt5b13w0rp, Department of Economics, UC San Diego.
      • Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001. "The joint estimation of term structures and credit spreads," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 297-323, July.
        • Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999. "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Research Papers EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
        • Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute.
      • Winfried G. Hallerbach, . "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
        • Winfried G. Hallerbach, 1999. "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers 99-034/2, Tinbergen Institute.
      • Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999. "Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse," Other publications TiSEM 8ad74b4b-638d-42db-a194-3, Tilburg University, School of Economics and Management.
        • Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999. "Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse," Discussion Paper 1999-38, Tilburg University, Center for Economic Research.
      • Moors, J.J.A., 1999. "Double Checking for Two Error Types," Discussion Paper 1999-23, Tilburg University, Center for Economic Research.
      • Théophile AZOMAHOU, 1999. "Estimation of Spatial Panel Data Models Using a Minimum Distance Estimator: Application," Working Papers of BETA 9912, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
      • Francis MUNIER, 1999. "Taille de la firme et compétences relationnelles pour innover : données individuelles d'entreprises industrielles françaises," Working Papers of BETA 9919, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
      • Tran Van Hoa & Chaturvedi, A., 1999. "Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion," Economics Working Papers wp99-4, School of Economics, University of Wollongong, NSW, Australia.
      • Albert Satorra, 1999. "Scaled and adjusted restricted tests in multi-sample analysis of moment structures," Economics Working Papers 395, Department of Economics and Business, Universitat Pompeu Fabra.
      • Albert Satorra & Peter Bentler, 2001. "A scaled difference chi-square test statistic for moment structure analysis," Psychometrika, Springer;The Psychometric Society, vol. 66(4), pages 507-514, December.
        • Albert Satorra & Peter M. Bentler, 1999. "A scaled difference chi-square test statistic for moment structure analysis," Economics Working Papers 412, Department of Economics and Business, Universitat Pompeu Fabra.
      • Estanislao Arana & Pedro Delicado & Luis Martí, 1999. "Validation procedures in radiological diagnostic models. Neural network and logistic regression," Economics Working Papers 414, Department of Economics and Business, Universitat Pompeu Fabra.
      • Nicolò Cesa Bianchi & Gábor Lugosi, 1999. "Worst-case bounds for the logarithmic loss of predictors," Economics Working Papers 418, Department of Economics and Business, Universitat Pompeu Fabra.
      • Udina, Frederic, 2000. "Implementing interactive computing in an object-oriented environment," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 5(i03).
        • Frederic Udina, 1999. "Implementing interactive computing in an object-oriented environment," Economics Working Papers 419, Department of Economics and Business, Universitat Pompeu Fabra.
      • Pedro Delicado & Manuel del Río, 1999. "A generalization of histogram type estimators," Economics Working Papers 422, Department of Economics and Business, Universitat Pompeu Fabra.
      • Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai, 2004. "Comparative modelling of interregional transport flows: Applications to multimodal European freight transport," European Journal of Operational Research, Elsevier, vol. 155(3), pages 584-602, June.
        • Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai, 1999. "Comparative modelling of interregional transport flows : applications to multimodal European freight transport," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
      • U.‐G. Gerdtham & M. Löthgren & M. Tambour & C. Rehnberg, 1999. "Internal markets and health care efficiency: a multiple‐output stochastic frontier analysis," Health Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 151-164, March.
        • Gerdtham, Ulf-G. & Löthgren, Mickael & Tambour, Magnus & Rehnberg, Clas, 1998. "Internal Markets and Health Care Efficiency: A Multiple-Output Stochastic Frontier Analysis," SSE/EFI Working Paper Series in Economics and Finance 222, Stockholm School of Economics.
      • Alan G. Isaac & Suresh de Mel, 1999. "The Real Interest Differential Model after Twenty Years," International Finance 9907002, University Library of Munich, Germany.
      • Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière, 2000. "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 113-128, January.
        • Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G., 1999. "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," G.R.E.Q.A.M. 99a24, Universite Aix-Marseille III.
        • Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssière, Gilles, 1999. "Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity," SFB 373 Discussion Papers 1999,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
      • Walter KrÄmer & Ralf Runde, 2000. "Peaks or tails - What distinguishes financial data?," Empirical Economics, Springer, vol. 25(4), pages 665-671.
        • Krämer, Walter & Runde, Ralf, 1999. "Peaks or tails: What distinguishes financial data?," Technical Reports 1999,08, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
      • Lucas, André, 1999. "Disparitätsmessung aus klassierten Daten mittels Schätzung von entropiemaximalen Dichtefunktionen," Discussion Papers in Econometrics and Statistics 1/99, University of Cologne, Institute of Econometrics and Statistics.

      1998

      • Péter Gál, 1998. "Halandósági táblák becslése bayesi módszerekkel," Rajk László Szakkollégium Working Papers 3, Rajk László College.
      • Giorgio Calzolari & Gabriele Fiorentini, 1998. "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 85-104.
        • Gabriele Fiorentini & Giorgio Calzolari, 1997. "A tobit model with garch errors," Working Papers. Serie AD 1997-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
      • Blume, A. & DeJong, D.V. & Neumann, G.R. & Savin, N.E., 1998. "Learning in Sender-Receiver Games," Working Papers 98-02, University of Iowa, Department of Economics.
        • DeJong, D.V. & Blume, A. & Neumann, G., 1998. "Learning in Sender-Receiver Games," Discussion Paper 1998-28, Tilburg University, Center for Economic Research.
        • Andreas Blume & Douglas V. DeJong & George R. Neumann & Nathan E. Savin, 1998. "Learning in Sender-Receiver Games," CIG Working Papers FS IV 98-13, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
        • DeJong, D.V. & Blume, A. & Neumann, G., 1998. "Learning in Sender-Receiver Games," Other publications TiSEM 4a8b4f46-f30b-4ad2-bb0c-1, Tilburg University, School of Economics and Management.
      • Gonzalez-Rivera, Gloria & Drost, Feike C., 1999. "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, vol. 93(1), pages 93-111, November.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM d93a8be0-5dcd-4ae8-9eb1-b, Tilburg University, School of Economics and Management.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM 7a28bbc8-e8d6-4dbe-874e-5, Tilburg University, School of Economics and Management.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
      • Gonzalez-Rivera, Gloria & Drost, Feike C., 1999. "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, vol. 93(1), pages 93-111, November.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM 7a28bbc8-e8d6-4dbe-874e-5, Tilburg University, School of Economics and Management.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM d93a8be0-5dcd-4ae8-9eb1-b, Tilburg University, School of Economics and Management.
      • Gonzalez-Rivera, Gloria & Drost, Feike C., 1999. "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, vol. 93(1), pages 93-111, November.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM 7a28bbc8-e8d6-4dbe-874e-5, Tilburg University, School of Economics and Management.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM d93a8be0-5dcd-4ae8-9eb1-b, Tilburg University, School of Economics and Management.
      • Gonzalez-Rivera, Gloria & Drost, Feike C., 1999. "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, vol. 93(1), pages 93-111, November.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM d93a8be0-5dcd-4ae8-9eb1-b, Tilburg University, School of Economics and Management.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM 7a28bbc8-e8d6-4dbe-874e-5, Tilburg University, School of Economics and Management.
        • Gonzalez-Rivera, G. & Drost, F.C., 1998. "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper 1998-124, Tilburg University, Center for Economic Research.
      • Masao Ogaki & Carmen M. Reinhart, 1998. "Measuring Intertemporal Substitution: The Role of Durable Goods," Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 1078-1098, October.
        • Reinhart, Carmen & Ogaki, Masao, 1995. "Measuring intertemporal substitution: The role of durable goods," MPRA Paper 13690, University Library of Munich, Germany.
        • Ogaki, M & Reinhart, C-M, 1995. "Measuring Intertemporal Substitution : The Role of Durable Goods," RCER Working Papers 404, University of Rochester - Center for Economic Research (RCER).
      • Horowitz, J.L., 1998. "Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function," Working Papers 98-05, University of Iowa, Department of Economics.
      • Seref Saygili, 1998. "Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry," Studies in Economics 9810, School of Economics, University of Kent.
      • Bartlett, Peter & Lugosi, Gábor, 1999. "An inequality for uniform deviations of sample averages from their means," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 55-62, August.
        • Peter Bartlett & Gábor Lugosi, 1998. "An inequality for uniform deviations of sample averages from their means," Economics Working Papers 280, Department of Economics and Business, Universitat Pompeu Fabra.
      • Luc Devroye & Gábor Lugosi & Frederic Udina, 1998. "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers 281, Department of Economics and Business, Universitat Pompeu Fabra.
      • László Györfi & Gábor Lugosi & Gusztáv Morvai, 1998. "A simple randomized algorithm for consistent sequential prediction of ergodic time series," Economics Working Papers 282, Department of Economics and Business, Universitat Pompeu Fabra.
      • Jian Yang, 1998. "Semiparametric Maximum Lickelihood Estimation of GARCH Models," University of Western Ontario, Departmental Research Report Series 9816, University of Western Ontario, Department of Economics.
      • Mandy, D. M. & Martins-Filho, Carlos, 1998. "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, vol. 88(1), pages 79-98, November.
        • David M. Mandy & Carlos Martins-Filho, 1998. "Relative Efficiency with Equivalence Classes of Asymptotic Covariances," Econometrics 9805001, University Library of Munich, Germany.
      • Michael A. Hauser, 1998. "Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study," Econometrics 9809001, University Library of Munich, Germany.
      • Wiji Arulampalam, 1999. "A Note on Estimated Coefficients in Random Effects Probit Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 597-602, November.
        • Arulampalam, Wiji, 1998. "A Note On Estimated Coefficients In Random Effects Probit Models," Economic Research Papers 269242, University of Warwick - Department of Economics.
        • Arulampalam, W., 1998. "A Note on Estimated Coefficients in Random Effects Probit Models," The Warwick Economics Research Paper Series (TWERPS) 520, University of Warwick, Department of Economics.
      • Blume, A. & DeJong, D.V. & Neumann, G.R. & Savin, N.E., 1998. "Learning in Sender-Receiver Games," Working Papers 98-02, University of Iowa, Department of Economics.
        • Andreas Blume & Douglas V. DeJong & George R. Neumann & Nathan E. Savin, 1998. "Learning in Sender-Receiver Games," CIG Working Papers FS IV 98-13, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
        • DeJong, D.V. & Blume, A. & Neumann, G., 1998. "Learning in Sender-Receiver Games," Other publications TiSEM 4a8b4f46-f30b-4ad2-bb0c-1, Tilburg University, School of Economics and Management.
        • DeJong, D.V. & Blume, A. & Neumann, G., 1998. "Learning in Sender-Receiver Games," Discussion Paper 1998-28, Tilburg University, Center for Economic Research.
      • Runde, Ralf & Scheffner, Axel, 1998. "On the existence of moments: With an application to German stock returns," Technical Reports 1998,25, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
      • Wiji Arulampalam, 1999. "A Note on Estimated Coefficients in Random Effects Probit Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 597-602, November.
        • Arulampalam, W., 1998. "A Note on Estimated Coefficients in Random Effects Probit Models," The Warwick Economics Research Paper Series (TWERPS) 520, University of Warwick, Department of Economics.
        • Arulampalam, Wiji, 1998. "A Note On Estimated Coefficients In Random Effects Probit Models," Economic Research Papers 269242, University of Warwick - Department of Economics.
      • Lluis Diaz Serrano & Ramon Jose Alemany Leira, 1998. "El capital humano, la escolarizacion y los salarios en Espana: Evidencia empirica para 1990," Working Papers in Economics 29, Universitat de Barcelona. Espai de Recerca en Economia.
      • Altissimo, F. & Violante, G.L., 1998. "Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment," Papers 338, Banca Italia - Servizio di Studi.
        • Filippo Altissimo & Giovanni Luca VIolante, 1998. "Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment," Temi di discussione (Economic working papers) 338, Bank of Italy, Economic Research and International Relations Area.
      • Demos, Antonis & Sentana, Enrique, 1998. "An EM Algorithm for Conditionally Heteroscedastic Factor Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 357-361, July.
        • Demos, A & Sentana, E, 1996. "An EM Algorithm for Conditionally Heteroskedastic Factor Models," Papers 9615, Centro de Estudios Monetarios Y Financieros-.
        • Antonis Demos & Enrique Sentana, 1996. "An EM Algorithm for Conditionally Heteroskedastic Factor Models," Working Papers wp1996_9615, CEMFI.
      • Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý, 2010. "Variance Estimates and Model Selection," International Econometric Review (IER), Econometric Research Association, vol. 2(2), pages 57-72, September.
        • Sidika Basci & Asad Zaman, 1998. "Variance Estimates and Model Selection," Working Papers 9814, Department of Economics, Bilkent University.
      • Hildenbrand, Werner & Alois Kneip & Klaus Utikal, 1998. "A non parametric analysis of distributions of household income and attributes," Discussion Paper Serie A 575, University of Bonn, Germany.
      • Bond, Shaun A & Satchell, Stephen E, 1998. "Statistical Properties of the Sample Semi-variance, with Applications to Emerging Markets' Data," Cambridge Working Papers in Economics 9821, Faculty of Economics, University of Cambridge.
      • Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002. "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July.
        • Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998. "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics 9826, Faculty of Economics, University of Cambridge.
      • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 1998. "Estimating a Mixed Strategy: United and American Airlines," Institute for Research on Labor and Employment, Working Paper Series qt2f36z7n1, Institute of Industrial Relations, UC Berkeley.
        • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 2002. "Estimating a Mixed Strategy: United and American Airlines," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt5n84v67h, Department of Agricultural & Resource Economics, UC Berkeley.
        • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 1998. "Estimating a Mixed Strategy: United and American Airlines," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2f36z7n1, Department of Agricultural & Resource Economics, UC Berkeley.
      • Amos Golan & Larry Karp & Jeffrey Perloff, 1998. "Estimating a Mixed Strategy: United and American Airlines," Institute for Research on Labor and Employment, Working Paper Series 1018, Institute of Industrial Relations, UC Berkeley.
      • Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 1998. "Estimating a Mixed Strategy: United and American Airlines," Institute for Research on Labor and Employment, Working Paper Series qt2f36z7n1, Institute of Industrial Relations, UC Berkeley.
      • Cowell, Frank & Victoria-Feser, Maria-Pia, 1998. "Statistical inference for Lorenz curves with censored data," LSE Research Online Documents on Economics 2049, London School of Economics and Political Science, LSE Library.
        • Frank A Cowell & Maria-Pia Victoria-Feser, 1998. "Statistical Inference for Lorenz Curves with Censored Data," STICERD - Distributional Analysis Research Programme Papers 35, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
      • WEI, Steven X., 1998. "A censored-GARCH model of asset returns with price limits," LIDAM Discussion Papers CORE 1998015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Perron, Pierre & Ng, Serena, 1998. "An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests," Econometric Theory, Cambridge University Press, vol. 14(5), pages 560-603, October.
        • Perron, P. & Ng, S., 1996. "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche 9611, Universite de Montreal, Departement de sciences economiques.
        • Perron, P. & Ng, S., 1996. "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche 9611, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
      • Arthur Lewbel & Linton, Oliver Linton, 1998. "Nonparametric Censored Regression," Cowles Foundation Discussion Papers 1186, Cowles Foundation for Research in Economics, Yale University.
      • Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998. "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series 16, Edinburgh School of Economics, University of Edinburgh.
      • Horowitz, Joel L. & Manski, Charles F., 1998. "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May.
        • Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers 95-12, University of Iowa, Department of Economics.
        • Joel L. Horowitz & Charles F. Manski, 1996. "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics 9602007, University Library of Munich, Germany, revised 06 Mar 1996.
        • Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers 9525, Wisconsin Madison - Social Systems.
      • Ait-Sahalia, Yacine, 1998. "Dynamic equilibrium and volatility in financial asset markets," Journal of Econometrics, Elsevier, vol. 84(1), pages 93-127, May.
        • Yacine Aït-Sahalia, "undated". "Dynamic Equilibrium and Volatility in Financial Asset Markets," CRSP working papers 331, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
        • Yacine Ait-Sahalia, 1996. "Dynamic Equilibrium and Volatility in Financial Asset Markets," NBER Working Papers 5479, National Bureau of Economic Research, Inc.
      • MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
        • James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
        • Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
        • James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
      • Blundell, Richard & Bond, Stephen, 1998. "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
        • R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
        • Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
        • Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
      • Mandy, D. M. & Martins-Filho, Carlos, 1998. "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, vol. 88(1), pages 79-98, November.
        • David M. Mandy & Carlos Martins-Filho, 1998. "Relative Efficiency with Equivalence Classes of Asymptotic Covariances," Econometrics 9805001, University Library of Munich, Germany.
      • Robinson, P.M. & Henry, M., 1999. "Long And Short Memory Conditional Heteroskedasticity In Estimating The Memory Parameter Of Levels," Econometric Theory, Cambridge University Press, vol. 15(3), pages 299-336, June.
        • Robinson, Peter M. & Henry, Marc, 1998. "Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 2022, London School of Economics and Political Science, LSE Library.
        • Robinson, Peter M. & Henry, M., 1999. "Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 304, London School of Economics and Political Science, LSE Library.
      • Frank A Cowell & Maria-Pia Victoria-Feser, 1998. "Statistical Inference for Lorenz Curves with Censored Data," STICERD - Distributional Analysis Research Programme Papers 35, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
        • Cowell, Frank & Victoria-Feser, Maria-Pia, 1998. "Statistical inference for Lorenz curves with censored data," LSE Research Online Documents on Economics 2049, London School of Economics and Political Science, LSE Library.
      • Cowell, F.A., 2000. "Measurement of inequality," Handbook of Income Distribution, in: A.B. Atkinson & F. Bourguignon (ed.), Handbook of Income Distribution, edition 1, volume 1, chapter 2, pages 87-166, Elsevier.
        • Cowell, Frank, 1998. "Measurement of inequality," LSE Research Online Documents on Economics 2084, London School of Economics and Political Science, LSE Library.
      • Cowell, Frank & Schluter, Christian, 1998. "Income mobility : a robust approach," LSE Research Online Documents on Economics 2210, London School of Economics and Political Science, LSE Library.
      • Kiviet, J.F. & Phillips, G.D.A., 1998. "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Discussion Papers 9909, University of Exeter, Department of Economics.
        • Jan F. Kiviet & Garry D.A. Phillips, 2001. "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Tinbergen Institute Discussion Papers 01-118/4, Tinbergen Institute.
      • Davidson, R., 1998. "Efficiency and Robustness in a Geometrical Perspective," G.R.E.Q.A.M. 98a15, Universite Aix-Marseille III.
      • Bolgot, S. & Meyfredi, J.-C., 1998. "Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique," G.R.E.Q.A.M. 98b04, Universite Aix-Marseille III.
      • Filippo Altissimo & Giovanni Luca VIolante, 1998. "Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment," Temi di discussione (Economic working papers) 338, Bank of Italy, Economic Research and International Relations Area.
        • Altissimo, F. & Violante, G.L., 1998. "Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment," Papers 338, Banca Italia - Servizio di Studi.
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        • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
        • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
        • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
        • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
        • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
        • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
        • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
        • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
        • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
        • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
        • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
        • Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
        • Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
        • Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
        • Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
        • Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
        • Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
        • Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
        • Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
        • Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
        • Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
        • Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "What drives U.S. immigration policy? Evidence from congressional roll call votes," Journal of Public Economics, Elsevier, vol. 95(7), pages 734-743.
        • Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
        • Artjoms Ivlevs & Jaime De Melo, 2010. "FDI, the Brain Drain and Trade: Channels and Evidence," Annals of Economics and Statistics, GENES, issue 97-98, pages 103-121.
        • Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
        • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
        • Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
        • Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
        • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
        • Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, 06.
        • Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C25-C44, February.
        • Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc.
        • Christian Dreger & Hans-Eggert Reimers & Barbara Roffia, 2007. "Long-Run Money Demand in the New EU Member States with Exchange Rate Effects," Eastern European Economics, Taylor & Francis Journals, vol. 45(2), pages 75-94, April.
        • Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
        • Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
        • Kalin Nikolov, 2012. "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, vol. 15, pages 2-6.
        • Forbes, Kristin J. & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48.
        • Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
        • Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
        • António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
        • Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.
        • Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
        • Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
        • Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February.
        • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
        • Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
        • Pierpaolo Benigno & Michael Woodford, 2003. "Optimal monetary and fiscal policy: a linear-quadratic approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
        • J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
        • Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
        • Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
        • Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
        • Stephen Bond & Dietmar Harhoff & John Van Reenen, 2005. "Investment, R&D and Financial Constraints in Britain and Germany," Annals of Economics and Statistics, GENES, issue 79-80, pages 433-460.
        • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
        • Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
        • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
        • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
        • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
        • Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
        • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
        • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
        • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
        • Jo Blanden & Stephen Machin, 2004. "Educational Inequality and the Expansion of UK Higher Education," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(2), pages 230-249, 05.
        • Anthony J. Venables, 2006. "Shifts in economic geography and their causes," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 15-39.
        • Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P. Tsomocos, 2002. "Procyclicality and the New Basel Accord: banks' choice of loan rating system," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
        • Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, 06.
        • Larcinese, Valentino & Puglisi, Riccardo & Snyder, James M., 2011. "Partisan bias in economic news: Evidence on the agenda-setting behavior of U.S. newspapers," Journal of Public Economics, Elsevier, vol. 95(9), pages 1178-1189.
        • Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
        • Richard Freeman & John Van Reenen, 2009. "What if Congress Doubled R&D Spending on the Physical Sciences?," NBER Chapters, in: Innovation Policy and the Economy, Volume 9, pages 1-38 National Bureau of Economic Research, Inc.
        • Richard Perkins & Eric Neumayer, 2010. "Geographic variations in the early diffusion of corporate voluntary standards: comparing ISO 14001 and the Global Compact," Environment and Planning A, Pion Ltd, London, vol. 42(2), pages 347-365, February.
        • Richard B. Freeman, 2007. "When Workers Share in Profits: Effort and Responses to Shirking," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 9-36, November-.
        • Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India," Economic History Review, Economic History Society, vol. 64(s1), pages 8-38, February.
        • Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
        • Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
        • Nancy Holman & Gabriel M Ahlfeldt, 2015. "No escape? The coordination problem in heritage preservation," Environment and Planning A, Pion Ltd, London, vol. 47(1), pages 172-187, January.
        • Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "The Great Reversal in the Demand for Skill and Cognitive Tasks," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc.
        • Giuseppe Moscarini & Fabien Postel-Vinay, 2013. "Did the Job Ladder Fail after the Great Recession?," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 55-93 National Bureau of Economic Research, Inc.
        • Nuno Ferreira da Cruz & Pedro Simões & Rui Cunha Marques, 2013. "The hurdles of local governments with PPP contracts in the waste sector," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 31(2), pages 292-307, April.
        • Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
        • Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
        • Heike Hennig-Schmidt & Bettina Rockenbach & Abdolkarim Sadrieh, 2010. "In Search Of Workers' Real Effort Reciprocity-A Field and a Laboratory Experiment," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 817-837, 06.
        • Karlan, Dean & List, John A. & Shafir, Eldar, 2011. "Small matches and charitable giving: Evidence from a natural field experiment," Journal of Public Economics, Elsevier, vol. 95(5), pages 344-350.
        • Matthew T. Cole & Amélie Guillin, 2015. "The determinants of trade agreements in services vs. goods," International Economics, CEPII research center, issue 144, pages 66-82.
        • Yilmazkuday, Hakan, 2016. "Forecasting the Great Trade Collapse," International Economics, Elsevier, vol. 147(C), pages 145-154.
        • Georgy Idrisov & Yuri Bobylev & Arseny Mamedov & Olga Morgunova & Mikhail Khromov & Sergey Tsukhlo & Olesia Rasenko, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 15, pages 1-26, November.
        • Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
        • Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
        • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
        • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
        • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
        • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
        • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
        • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
        • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
        • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
        • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
        • Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
        • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
        • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
        • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
        • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
        • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
        • Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
        • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
        • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
        • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
        • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
        • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
        • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
        • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
        • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
        • Alexandra Bozhechkova & Alexander Knobel & Georgy Idrisov & Yuri Ponomarev & Sergey Tsukhlo & Pavel Trunin & Sergey Sudakov & Alexandra Burdyak & Elena Grishina, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
        • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
        • Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
        • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
        • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Ec
        • Pablo Marshall, 1998. "Prediccion De Series De Ventas: Un Analisis De Cointegracion Con El Pib," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 1(1), pages 89-109.
        • Kocenda, Evzen, 1998. "Exchange rate in transition," MPRA Paper 32030, University Library of Munich, Germany.
        • Bilgili, Faik & Bilgili, Emine, 1998. "Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama [The effects of budget deficit on current account balance: Theory and empirical evidence]," MPRA Paper 80866, University Library of Munich, Germany.

        1997

        • Quah, Danny, 1997. "Empirics for growth and distribution," LSE Research Online Documents on Economics 2138, London School of Economics and Political Science, LSE Library.
        • Yoram Amiel & Frank A Cowell, 1997. "Inequality, Welfare and Monotonicity," STICERD - Distributional Analysis Research Programme Papers 29, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
          • Amiel, Yoram & Cowell, Frank, 1997. "Inequality, welfare and monotonicity," LSE Research Online Documents on Economics 2222, London School of Economics and Political Science, LSE Library.
        • Fernando Esteve Mora, 1997. "La falsa medida de la economía," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 39(03), pages 12-43.
        • Begoña Sanz Díez, 1997. "Acerca de la exactitud de la contabilidad nacional," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 39(03), pages 44-61.
        • Enrique Sentana, 2005. "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Oxford University Press, vol. 3(1), pages 56-78.
          • Sentana, E., 1997. "Least Squares Predictions and Mean-Variance Analysis," Papers 9711, Centro de Estudios Monetarios Y Financieros-.
          • Enrique Sentana & Enrique Sentana, 1999. "Least Squares Predictions and Mean-Variance Analysis," FMG Discussion Papers dp312, Financial Markets Group.
          • Sentana, Enrique, 1999. "Least Squares Predictions and Mean-Variance Analysis," CEPR Discussion Papers 2088, C.E.P.R. Discussion Papers.
        • Chauveau, J.-M., 1997. "La gestion des donnees imprecises," Papers 97/134, Ecole Superieure de Commerce de Paris. Groupe ESCP-.
        • Gurler, Y & Gijbels, I, 1997. "A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring," Papers 9702, Catholique de Louvain - Institut de statistique.
        • Mitchell, H., 1997. "Missing Values in Vector Time Series," Papers 97-6, Melbourne - Centre in Finance.
        • Bruneau, C. & Duval-Kieffer, C. & Nicolai, J.P., 1997. "Managing Funds in the US Market: How to Distinguish Between Transitory Distortions and Structural Changes in the Stock Prices?," Papers 9727, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • Löthgren, Mickael, 1997. "A Multiple Output Stochastic Ray Frontier Production Model," SSE/EFI Working Paper Series in Economics and Finance 158, Stockholm School of Economics.
        • Hagerud, Gustaf E., 1997. "Modeling Nordic Stock Returns with Asymmetric GARCH models," SSE/EFI Working Paper Series in Economics and Finance 164, Stockholm School of Economics.
        • Säfvenblad, Patrik, 1997. "On the Damodaran Estimator of Price Adjustment Coefficients," SSE/EFI Working Paper Series in Economics and Finance 208, Stockholm School of Economics.
        • Biorn, E. & Klette, T.J., 1997. "Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables," Memorandum 1997_016, Oslo University, Department of Economics.
        • Brännäs, Kurt & de Luna, Xavier, 1997. "Generalized Method of Moment and Indirect Estimation of the ARASMA Model," Umeå Economic Studies 436, Umeå University, Department of Economics.
        • Brännäs, Kurt & Eriksson, Maria, 1997. "Endogeneity in a Binomial Model," Umeå Economic Studies 440, Umeå University, Department of Economics.
        • Costas Meghir & Frank Windmeijer, 1999. "Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance," Annals of Economics and Statistics, GENES, issue 55-56, pages 317-330.
          • Costas Meghir & Frank Windmeijer, 1997. "Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance," IFS Working Papers W97/21, Institute for Fiscal Studies.
        • Giorgio Calzolari & Gabriele Fiorentini, 1998. "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 85-104.
          • Gabriele Fiorentini & Giorgio Calzolari, 1997. "A tobit model with garch errors," Working Papers. Serie AD 1997-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
        • Kertesi, Gábor & Köllő, János, 1997. "Reálbérek és kereseti egyenlőtlenségek, 1986-1996. A bérszerkezet átalakulása Magyarországon, I. rész [Real wages and earning inequalities, 1986-1996. Part I. The transformation of wage structure i," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 612-634.
        • Martin, Vance L. & Wilkins, Nigel P., 1999. "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, vol. 93(1), pages 149-175, November.
          • Martin, V.L. & Wilkins, N.P., 1997. "Indirect Estimation of Arfima and Varfima Models," Department of Economics - Working Papers Series 547, The University of Melbourne.
        • Wilkins, N.P., 1997. "Parametric and Nonparametric Augmented GPH Estimation," Department of Economics - Working Papers Series 551, The University of Melbourne.
        • Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001. "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 217-225, April.
          • Snyder, R.D. & Ord, J.K. & Koehler, A.B., 1997. "Prediction Intervals for Arima Models," Monash Econometrics and Business Statistics Working Papers 8/97, Monash University, Department of Econometrics and Business Statistics.
        • JM Abowd & Bruno Crépon & Francis Kramarz, 1997. "Moment Estimation with Attrition," Working Papers 97-35, Center for Research in Economics and Statistics.
          • John M. Abowd & Bruno Crepon & Francis Kramarz, 1997. "Moment Estimation with Attrition," NBER Technical Working Papers 0214, National Bureau of Economic Research, Inc.
        • Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul, 1997. "Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors," MPRA Paper 664, University Library of Munich, Germany, revised 01 Jun 1997.
        • Harry H. Kelejian & Ingmar R. Prucha, 1997. "Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem," International Regional Science Review, , vol. 20(1-2), pages 103-111, April.
          • Harry H. Kelejian & Ingmar R. Prucha, 1997. "Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem," Electronic Working Papers 97-001, University of Maryland, Department of Economics.
        • Robert J. Elliott & John van der Hoek, 1997. "An application of hidden Markov models to asset allocation problems (*)," Finance and Stochastics, Springer, vol. 1(3), pages 229-238.
        • Erik Biørn & Tor Jakob Klette, 1997. "Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation," Discussion Papers 190, Statistics Norway, Research Department.
        • Liv Belsby & Jan F. Bjørnstad, 1997. "Modeling and Estimation Methods for Household Size in the Presence of Nonresponse Applied to The Norwegian Consumer Expenditure Survey," Discussion Papers 206, Statistics Norway, Research Department.
        • Moors, J.J.A., 1997. "A Critical Evaluation of Mangat's Two-Step Procedure in Randomized Response," Discussion Paper 1997-112, Tilburg University, Center for Economic Research.
        • Banerjee, A.N., 1997. "Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root," Discussion Paper 1997-88, Tilburg University, Center for Economic Research.
        • Moors, J.J.A. & van der Genugten, B.B. & Strijbosch, L.W.G., 1997. "Repeated Audit Controls," Other publications TiSEM d1291511-19f1-411b-8e68-7, Tilburg University, School of Economics and Management.
          • Moors, J.J.A. & van der Genugten, B.B. & Strijbosch, L.W.G., 1997. "Repeated Audit Controls," Discussion Paper 1997-113, Tilburg University, Center for Economic Research.
        • van der Genugten, B.B., 1997. "Canonical Partitions in the Restricted Linear Model," Discussion Paper 1997-67, Tilburg University, Center for Economic Research.
        • Horowitz, J., 1997. "Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity," Working Papers 97-06, University of Iowa, Department of Economics.
        • Horowitz, Joel & Manski, Charles, 1997. "Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data," Working Papers 97-16, University of Iowa, Department of Economics.
        • Harry H. Kelejian & Ingmar R. Prucha, 1997. "Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem," International Regional Science Review, , vol. 20(1-2), pages 103-111, April.
          • Harry H. Kelejian & Ingmar R. Prucha, 1997. "Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem," Electronic Working Papers 97-001, University of Maryland, Department of Economics.
        • Kelejian, Harry H & Prucha, Ingmar R, 1998. "A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," The Journal of Real Estate Finance and Economics, Springer, vol. 17(1), pages 99-121, July.
          • Harry H. Kelejian & Ingmar R. Prucha, 1997. "A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," Electronic Working Papers 97-002, University of Maryland, Department of Economics, revised Aug 1997.
        • Andras Antos & Gábor Lugosi, 1997. "Strong minimax lower bounds for learning," Economics Working Papers 197, Department of Economics and Business, Universitat Pompeu Fabra.
        • Peter Bartlett & Tamas Linder & Gábor Lugosi, 1997. "The minimax distortion redundancy in empirical quantizer design," Economics Working Papers 198, Department of Economics and Business, Universitat Pompeu Fabra.
        • Boswijk, H. Peter & Lucas, Andre, 2002. "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, vol. 108(2), pages 253-280, June.
          • Boswijk, H. Peter & Lucas, André, 1997. "Semi-nonparametric cointegration testing," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
        • Lucas, Andre, 2000. "A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 31-39, January.
          • Lucas, André, 1997. "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda 0056, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
        • Pierre St-Amant & Simon van Norden, 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports 79, Bank of Canada.
        • Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers 97-5, Bank of Canada.
        • Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August.
          • Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 7, Edinburgh School of Economics, University of Edinburgh.
          • Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
          • Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 38, Edinburgh School of Economics, University of Edinburgh, revised Oct 1999.
        • Amiel, Yoram & Cowell, Frank, 1997. "Inequality, welfare and monotonicity," LSE Research Online Documents on Economics 2222, London School of Economics and Political Science, LSE Library.
          • Yoram Amiel & Frank A Cowell, 1997. "Inequality, Welfare and Monotonicity," STICERD - Distributional Analysis Research Programme Papers 29, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
        • Hahn Shik Lee & Eric Ghysels & William R. Bell, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-665, September.
          • William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO.
        • Alan A. Powell, 1997. "How Does the Share of Imports Change During Structural Adjustment?," Centre of Policy Studies/IMPACT Centre Working Papers op-86, Victoria University, Centre of Policy Studies/IMPACT Centre.
        • LEJEUNE, Bernard, 1997. "Second order pseudo-maximum likelihood estimation and conditional variance misspecification," LIDAM Discussion Papers CORE 1997079, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
        • Quah, Danny, 1997. "Empirics for Growth and Distribution: Stratification, Polarization, and Convergence Clubs," CEPR Discussion Papers 1586, C.E.P.R. Discussion Papers.
        • John M. Abowd & Bruno Crepon & Francis Kramarz, 1997. "Moment Estimation with Attrition," NBER Technical Working Papers 0214, National Bureau of Economic Research, Inc.
          • JM Abowd & Bruno Crépon & Francis Kramarz, 1997. "Moment Estimation with Attrition," Working Papers 97-35, Center for Research in Economics and Statistics.
        • Whang, Yoon-Jae & Linton, Oliver, 1999. "The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series," Journal of Econometrics, Elsevier, vol. 91(1), pages 1-42, July.
          • Yoon-Jae Whang & Oliver Linton, 1997. "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers 1130R, Cowles Foundation for Research in Economics, Yale University.
        • Donald W.K. Andrews & Moshe Buchinsky, 1997. "On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests," Cowles Foundation Discussion Papers 1141R, Cowles Foundation for Research in Economics, Yale University.
        • Donald W. K. Andrews, 1999. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.
          • Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.
        • Donald W.K. Andrews, 1997. "Estimation When a Parameter Is on a Boundary: Theory and Applications," Cowles Foundation Discussion Papers 1153, Cowles Foundation for Research in Economics, Yale University.
        • Pesaran, M Hashem, 1997. "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, vol. 107(440), pages 178-191, January.
          • Pesaran, M.H., 1996. "The Role of Economic Theory in Modelling the Long Run," Cambridge Working Papers in Economics 9612, Faculty of Economics, University of Cambridge.
        • Donald W. K. Andrews, 1997. "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 65(4), pages 913-932, July.
          • Donald W.K. Andrews, 1996. "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Cowles Foundation Discussion Papers 1120, Cowles Foundation for Research in Economics, Yale University.
        • William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.
          • William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
          • Brock, W.A., 1995. "A Rational Route to Randomness," Working papers 9530, Wisconsin Madison - Social Systems.
          • William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
          • Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
          • Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
        • Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August.
          • Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
          • Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 7, Edinburgh School of Economics, University of Edinburgh.
          • Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999. "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series 38, Edinburgh School of Economics, University of Edinburgh, revised Oct 1999.
        • Simonoff, Jeffrey S. & Udina, Frederic, 1997. "Measuring the stability of histogram appearance when the anchor position is changed," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 335-353, January.
          • Jeffrey S. Simonoff & Frederic Udina, 1995. "Measuring the stability of histogram appearance when the anchor position is changed," Economics Working Papers 133, Department of Economics and Business, Universitat Pompeu Fabra.
        • Crepon, Bruno & Duguet, Emmanuel, 1997. "Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity," Journal of Econometrics, Elsevier, vol. 79(2), pages 355-378, August.
          • Crepon, B. & Duguet, E., 1995. "Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity," Papiers d'Economie Mathématique et Applications 95.08, Université Panthéon-Sorbonne (Paris 1).
        • Hylleberg, S. & Pagan, A. R., 1997. "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, vol. 13(3), pages 329-340, September.
          • Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.

        1996

        • Laursen, Keld, 1999. "The impact of technological opportunity on the dynamics of trade performance," Structural Change and Economic Dynamics, Elsevier, vol. 10(3-4), pages 341-357, December.
          • Keld Laursen, 1996. "The Impact of Technological Opportunity on the Dynamics of Trade Performance," DRUID Working Papers 96-12, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
        • Bent Dalum & Keld Laursen & Gert Villumsen, 1996. "The Long Term Development of OECD Export Specialisation Patterns: De-specialisation and "Stickiness"," DRUID Working Papers 96-14, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
        • William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.
          • William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
          • Brock, W.A., 1995. "A Rational Route to Randomness," Working papers 9530, Wisconsin Madison - Social Systems.
          • Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
          • William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
          • Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
        • Simon van Norden & Robert Vigfusson, 1996. "Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures," Econometrics 9603004, University Library of Munich, Germany.
          • Simon van Norden & Robert Vigfusson, 1996. "Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures," Staff Working Papers 96-3, Bank of Canada.
        • Maravall, Agustin & Planas, Christophe, 1999. "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, vol. 92(2), pages 325-353, October.
          • Agustín Maravall & Cristophe Planas, 1996. "Estimation Error and the Specification of Unobserved Component Models," Working Papers 9608, Banco de España.
        • Maravall, Agustín & Peña, Daniel, 1992. "Missing observations and additive outliers in time series models," UC3M Working papers. Economics 2888, Universidad Carlos III de Madrid. Departamento de Economía.
          • Agustín Maravall & Daniel Peña, 1996. "Missing Observations and Additive Outliers in Time Series Models," Working Papers 9612, Banco de España.
        • Victor Gómez & Agustín Maravall, 1996. "Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)," Working Papers 9628, Banco de España.
        • West, Kenneth D & Wilcox, David W, 1996. "A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 281-293, July.
          • Kenneth D. West & David W. Wilcox, 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Macroeconomics 9410001, University Library of Munich, Germany.
          • Kenneth D. West & David W. Wilcox, 1995. "A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model," NBER Technical Working Papers 0176, National Bureau of Economic Research, Inc.
          • West, K.D. & Wilcox, D.W., 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Working papers 9414, Wisconsin Madison - Social Systems.
        • Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
          • Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
          • Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO.
          • Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Im, K.S., 1996. "Least Square Approach to Non-Normal Disturbances," Cambridge Working Papers in Economics 9603, Faculty of Economics, University of Cambridge.
        • Pesaran, M Hashem, 1997. "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, vol. 107(440), pages 178-191, January.
          • Pesaran, M.H., 1996. "The Role of Economic Theory in Modelling the Long Run," Cambridge Working Papers in Economics 9612, Faculty of Economics, University of Cambridge.
        • Cowell, Frank, 1996. "Estimation of inequality indices," LSE Research Online Documents on Economics 2229, London School of Economics and Political Science, LSE Library.
          • Frank A Cowell, 1996. "Estimation of Inequality Indices," STICERD - Distributional Analysis Research Programme Papers 25, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
        • Donald W. K. Andrews, 1997. "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 65(4), pages 913-932, July.
          • Donald W.K. Andrews, 1996. "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Cowles Foundation Discussion Papers 1120, Cowles Foundation for Research in Economics, Yale University.
        • Björk, Tomas & Johansson, Björn, 1996. "Parameter estimation and reverse martingales," Stochastic Processes and their Applications, Elsevier, vol. 63(2), pages 235-263, November.
          • Björk, Tomas & Johansson, Bjorn, 1995. "Parameter Estimation and Reverse Martingales," SSE/EFI Working Paper Series in Economics and Finance 79, Stockholm School of Economics.
        • Frank A Cowell, 1996. "Estimation of Inequality Indices," STICERD - Distributional Analysis Research Programme Papers 25, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
          • Cowell, Frank, 1996. "Estimation of inequality indices," LSE Research Online Documents on Economics 2229, London School of Economics and Political Science, LSE Library.
        • Rudebusch, Glenn D, 1998. "Do Measures of Monetary Policy in a VAR Make Sense?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 907-931, November.
          • Rudebusch, G.D., 1996. "Do Measures of Monetary Policy in a VAR Make Sense?," Papers 269, Banca Italia - Servizio di Studi.
          • Glenn D. Rudebusch, 1996. "Do measures of monetary policy in a VAR make sense?," Working Papers in Applied Economic Theory 96-05, Federal Reserve Bank of San Francisco.
        • MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
          • James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
          • Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
          • James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
        • Rudebusch, Glenn D, 1998. "Do Measures of Monetary Policy in a VAR Make Sense?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 907-931, November.
          • Glenn D. Rudebusch, 1996. "Do measures of monetary policy in a VAR make sense?," Working Papers in Applied Economic Theory 96-05, Federal Reserve Bank of San Francisco.
          • Rudebusch, G.D., 1996. "Do Measures of Monetary Policy in a VAR Make Sense?," Papers 269, Banca Italia - Servizio di Studi.
        • Demos, Antonis & Sentana, Enrique, 1998. "An EM Algorithm for Conditionally Heteroscedastic Factor Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 357-361, July.
          • Antonis Demos & Enrique Sentana, 1996. "An EM Algorithm for Conditionally Heteroskedastic Factor Models," Working Papers wp1996_9615, CEMFI.
          • Demos, A & Sentana, E, 1996. "An EM Algorithm for Conditionally Heteroskedastic Factor Models," Papers 9615, Centro de Estudios Monetarios Y Financieros-.
        • Aragon, Y. & Saracco, J., 1996. "Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing," Papers 95.392, Toulouse - GREMAQ.
        • Aragon, Y. & Barthe, P. & Cassadou, C. & Thomas-Agnan, C., 1996. "Analysing Ambulatory Blood Pressure Monitoring Data with Multivariate Sliced Inverse Regression," Papers 96.411, Toulouse - GREMAQ.
        • Kamionka, T., 1996. "SML Estimation in Transition Models," Papers 96.413, Toulouse - GREMAQ.
        • Gourieroux, C. & Renault, E. & Touzi, N., 1996. "Calibrarion By Simulation for Small Sample Bias Correction," Papers 96.428, Toulouse - GREMAQ.
        • Florens, J-P & Richard, J-F & Rolin, J-M, 1996. "Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative," Papers 9608, Catholique de Louvain - Institut de statistique.
          • Florens, J.P. & Richard, J.F. & Rolin, J.M., 1996. "Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative," Papers 96.436, Toulouse - GREMAQ.
        • Darbha, G., 1996. "Asymmetries in Household Consumption and Liquidity Constraints -- A Switching Regression Approach," Papers 128, Indira Gandhi Institute of Development Research-.
        • Atindehou, R.B. & Bernier, G. & Charest, G., 1996. "Dividende et beta: une estimation Garch," Papers 96-42, Laval - Faculte des sciences de administration.
        • Aouni, B & Kettani, O & Martel, J-M, 1996. "Estimation Through The Imprecise Goal Programming Model," Papers 96-65, Laval - Faculte des sciences de administration.
        • Molinero, C.M. & Oreja, J.R., 1996. "A Graphical Interpretation of Regression with an Application to Tourism," Papers 96-128, University of Southampton - Department of Accounting and Management Science.
        • Horrace, W & Schmidt, P & Witte, A-D, 1996. "Estimating market Prices for Child Care : Sample Design Estimation and Accuracy," Papers 96-06, Wellesley College - Department of Economics.
        • Maria-Pia Victoria-Feser & Elvezio Ronchetti, 1996. "Robust Estimation for Grouped Data," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 96.02, Institut d'Economie et Econométrie, Université de Genève.
        • Biorn, E. & Klette, T.J., 1996. "The Labour Input response to Permanent Changes in Output: Errors in Variables Econometrics Based on Panel Data," Memorandum 1996_014, Oslo University, Department of Economics.
        • Klette, J. & Willassen, Y., 1996. "Correlated Errors-in-Variables, too Few Instrumental Variables, and Bounds on Parameters," Memorandum 1996_030, Oslo University, Department of Economics.
        • Kaufmann, Sylvia & Scheicher, Martin, 1996. "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey," Economics Series 38, Institute for Advanced Studies.
        • Geda, A, 1996. "Determinants of Aggregate Primary Commodity Export Supply : Econometric Results from African Countries," Working Papers - Money, Finance & Development 60, Institute of Social Studies.
        • Fiorentini, Gabriele & Calzolari, Giorgio & Panattoni, Lorenzo, 1996. "Analytic Derivatives and the Computation of GARCH Estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 399-417, July-Aug..
          • Gabriele Fiorentini & Giorgio Calzolari & Lorenzo Panattoni, 1995. "Analytic Derivatives and the Computation of GARCH Estimates," Working Papers wp1995_9519, CEMFI.
          • Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995. "Analytic Derivatives and the Computation of Garch Estimates," Papers 9519, Centro de Estudios Monetarios Y Financieros-.
        • Bai, J., 1996. "A Note on Spurious Break and Regime Shift in Cointegrating Relationship," Working papers 96-13, Massachusetts Institute of Technology (MIT), Department of Economics.
        • Bai, J., 1996. "An Inequality for Vector-Valued Martingales and Its Applications," Working papers 96-16, Massachusetts Institute of Technology (MIT), Department of Economics.
        • Hurn, A.S. & Lindsay, K.A., 1996. "Time Series Evidence of Global Warming," Department of Economics - Working Papers Series 502, The University of Melbourne.
        • J. G. Hirschberg, 2000. "Modelling time of day substitution using the second moments of demand," Applied Economics, Taylor & Francis Journals, vol. 32(8), pages 979-986.
          • Hirschberg, J.G., 1996. "Modelling Time of Day Sustitution Using the Second Moments of Demand," Department of Economics - Working Papers Series 506, The University of Melbourne.
        • Hyde, C.E., 1996. "Multimarket Power Estimation: The Australian Retail Meat Sector," Department of Economics - Working Papers Series 517, The University of Melbourne.
        • Pagan, A.R., 1996. "Simulation Based Estimation of Some Factor Models in Econometrics," Department of Economics - Working Papers Series 521, The University of Melbourne.
        • Maharaj, A. & Inder, B., 1996. "A Test to Compare two Related Stationary Time Series," Monash Econometrics and Business Statistics Working Papers 10/96, Monash University, Department of Econometrics and Business Statistics.
        • Snyder, R.D. & Grose, S., 1996. "Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals," Monash Econometrics and Business Statistics Working Papers 11/96, Monash University, Department of Econometrics and Business Statistics.
        • Bollen, B. & Kofman, P., 1996. "Estimating Daily Volatility from Intraday Data," Monash Econometrics and Business Statistics Working Papers 13/96, Monash University, Department of Econometrics and Business Statistics.
        • Harris, M.N. & Matyas, L., 1996. "A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models," Monash Econometrics and Business Statistics Working Papers 4/96, Monash University, Department of Econometrics and Business Statistics.
        • Kalb, G., 1996. "Using the EM Algorithm with Complete, but Scrambled, data," Monash Econometrics and Business Statistics Working Papers 5/96, Monash University, Department of Econometrics and Business Statistics.
        • Laskar, M.R. & King, M.L., 1996. "Estimation of Regression Disturbances Based on Minimum Message Length," Monash Econometrics and Business Statistics Working Papers 6/96, Monash University, Department of Econometrics and Business Statistics.
        • Silvapulle, P. & Evans, M., 1996. "Testing for Serial Correlation in the of Dynamic Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers 7/96, Monash University, Department of Econometrics and Business Statistics.
        • Atukorala, R. & King, M.L., 1996. "A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information," Monash Econometrics and Business Statistics Working Papers 8/96, Monash University, Department of Econometrics and Business Statistics.
        • Mark N. Harris & Weiping Kostenko & László Mátyás & Isfaaq Timol, 2009. "The Robustness Of Estimators For Dynamic Panel Data Models To Misspecification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 399-426.
          • Harris, M.N. & Longmire, R.J. & Matyas, L., 1996. "The Robustness of Estimators for Dynamic Panel Data Models to Misspecification," Monash Econometrics and Business Statistics Working Papers 9/96, Monash University, Department of Econometrics and Business Statistics.
        • Perron, Pierre & Ng, Serena, 1998. "An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests," Econometric Theory, Cambridge University Press, vol. 14(5), pages 560-603, October.
          • Perron, P. & Ng, S., 1996. "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche 9611, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Perron, P. & Ng, S., 1996. "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche 9611, Universite de Montreal, Departement de sciences economiques.
        • Perron, Pierre & Ng, Serena, 1998. "An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests," Econometric Theory, Cambridge University Press, vol. 14(5), pages 560-603, October.
          • Perron, P. & Ng, S., 1996. "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche 9611, Universite de Montreal, Departement de sciences economiques.
          • Perron, P. & Ng, S., 1996. "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche 9611, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Ait-Sahalia, Yacine, 1998. "Dynamic equilibrium and volatility in financial asset markets," Journal of Econometrics, Elsevier, vol. 84(1), pages 93-127, May.
          • Yacine Aït-Sahalia, "undated". "Dynamic Equilibrium and Volatility in Financial Asset Markets," CRSP working papers 331, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
          • Yacine Ait-Sahalia, 1996. "Dynamic Equilibrium and Volatility in Financial Asset Markets," NBER Working Papers 5479, National Bureau of Economic Research, Inc.
        • Spady, R.H., 1996. "Nonparametric Inference by Quasi-Likelihood Methods," Economics Papers 111, Economics Group, Nuffield College, University of Oxford.
        • Soliman, Ibrahim & Ewaida, Osama, 1996. "Impact of technological changes and economic liberalization on agricultural labor employment and Productivity," MPRA Paper 31165, University Library of Munich, Germany, revised 29 Dec 1996.
          • Soliman, Ibrahim, 2018. "Impact of Technological Changes and Economic Liberalization on Agricultural Labor Employment and Productivity," MPRA Paper 114577, University Library of Munich, Germany.
        • Greene, W.H., 1996. "Marginal Effects in the Bivariate Probit Model," Working Papers 96-11, New York University, Leonard N. Stern School of Business, Department of Economics.
        • Horowitz, J., 1996. "Bootstrap Methods for Median Regression Models," Working Papers 96-11, University of Iowa, Department of Economics.
        • Albert Satorra, 1996. "Fusion of data sets in multivariate linear regression with errors-in-variables," Economics Working Papers 183, Department of Economics and Business, Universitat Pompeu Fabra.
        • Marta Horvath & Gábor Lugosi, 1996. "A data-dependent skeleton estimate and a scale-sensitive dimension for classification," Economics Working Papers 199, Department of Economics and Business, Universitat Pompeu Fabra.
        • Mukhtar M. Ali, 1996. "Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model," Econometrics 9604001, University Library of Munich, Germany.
        • Kenneth Train, "undated". "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers _009, University of California at Berkeley, Econometrics Laboratory Software Archive.
          • Kenneth E. Train, 1996. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Econometrics 9605001, University Library of Munich, Germany.
          • Train, Kenneth E., 1995. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Department of Economics, Working Paper Series qt94h8x4gd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
          • Kenneth E. Train., 1995. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Economics Working Papers 95-237, University of California at Berkeley.
        • Mukhtar M. Ali, 1996. "Distribution of the Least Squares Estimator in a First-Order Autoregressive Model," Econometrics 9610004, University Library of Munich, Germany.
        • Pin-Huang Chou, 1996. "Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio," Finance 9609002, University Library of Munich, Germany.
        • Schmid, Friedrich & Trede, Mark, 1996. "Nonparametric inference for second order stochastic dominance," Discussion Papers in Econometrics and Statistics 2/96, University of Cologne, Institute of Econometrics and Statistics.

        1995

        • MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
          • James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
          • James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
          • Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
        • Masao Ogaki & Carmen M. Reinhart, 1998. "Measuring Intertemporal Substitution: The Role of Durable Goods," Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 1078-1098, October.
          • Reinhart, Carmen & Ogaki, Masao, 1995. "Measuring intertemporal substitution: The role of durable goods," MPRA Paper 13690, University Library of Munich, Germany.
          • Ogaki, M & Reinhart, C-M, 1995. "Measuring Intertemporal Substitution : The Role of Durable Goods," RCER Working Papers 404, University of Rochester - Center for Economic Research (RCER).
        • Kenneth Train, "undated". "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers _009, University of California at Berkeley, Econometrics Laboratory Software Archive.
          • Kenneth E. Train., 1995. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Economics Working Papers 95-237, University of California at Berkeley.
          • Train, Kenneth E., 1995. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Department of Economics, Working Paper Series qt94h8x4gd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
          • Kenneth E. Train, 1996. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Econometrics 9605001, University Library of Munich, Germany.
        • Horowitz, Joel L. & Manski, Charles F., 1998. "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May.
          • Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers 9525, Wisconsin Madison - Social Systems.
          • Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers 95-12, University of Iowa, Department of Economics.
          • Joel L. Horowitz & Charles F. Manski, 1996. "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics 9602007, University Library of Munich, Germany, revised 06 Mar 1996.
        • Graciela Moret Ramírez, 1995. "Food related aspects of Merida’s I.N.A.M," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 20(10), pages 87-114, January-D.
        • Kelejian, Harry H & Prucha, Ingmar R, 1999. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
          • Harry H. Kelejian & Ingmar R. Prucha, 1995. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," Electronic Working Papers 95-001, University of Maryland, Department of Economics, revised Mar 1997.
        • Albert Satorra, 1995. "Asymptotic robustness in multi-sample analysis of multivariate linear relations," Economics Working Papers 126, Department of Economics and Business, Universitat Pompeu Fabra.
        • Simonoff, Jeffrey S. & Udina, Frederic, 1997. "Measuring the stability of histogram appearance when the anchor position is changed," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 335-353, January.
          • Jeffrey S. Simonoff & Frederic Udina, 1995. "Measuring the stability of histogram appearance when the anchor position is changed," Economics Working Papers 133, Department of Economics and Business, Universitat Pompeu Fabra.
        • William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.
          • William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
          • Brock, W.A., 1995. "A Rational Route to Randomness," Working papers 9530, Wisconsin Madison - Social Systems.
          • William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
          • Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
          • Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
        • Bertsched, I & Lechner, M, 1995. "GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments," Papers 9504, Catholique de Louvain - Institut de statistique.
          • Bertschek, I. & Lechner, M., 1995. "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," SFB 373 Discussion Papers 1995,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
        • MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
          • James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
          • MacKinnon, James G. & Smith, Anthony A., 1995. "Approximate Bias Correction in Econometrics," Queen's Economics Department Working Papers 273323, Queen's University - Department of Economics.
          • Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
          • James G. MacKinnon & Anthony A. Smith Jr., 1995. "Approximate Bias Correction in Econometrics," Working Papers 919, Queen's University, Department of Economics.
        • William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.
          • William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
          • Brock, W.A., 1995. "A Rational Route to Randomness," Working papers 9530, Wisconsin Madison - Social Systems.
          • Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
          • William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
          • Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
        • Horowitz, Joel L. & Manski, Charles F., 1998. "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May.
          • Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers 95-12, University of Iowa, Department of Economics.
          • Joel L. Horowitz & Charles F. Manski, 1996. "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics 9602007, University Library of Munich, Germany, revised 06 Mar 1996.
          • Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers 9525, Wisconsin Madison - Social Systems.
        • William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
          • Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
          • Brock, W.A., 1995. "A Rational Route to Randomness," Working papers 9530, Wisconsin Madison - Social Systems.
          • William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
          • Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
        • Sheldon, M., 1995. "Estimation and Inference in Cointegrated Systems Under Near-Integration," Discussion Papers 95-29, Department of Economics, University of Birmingham.
        • Kenneth Train, "undated". "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers _009, University of California at Berkeley, Econometrics Laboratory Software Archive.
          • Train, Kenneth E., 1995. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Department of Economics, Working Paper Series qt94h8x4gd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
          • Kenneth E. Train., 1995. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Economics Working Papers 95-237, University of California at Berkeley.
          • Kenneth E. Train, 1996. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Econometrics 9605001, University Library of Munich, Germany.
        • Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
        • Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Eric Ghysels, 1995. "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers 95s-16, CIRANO.
          • Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Universite de Montreal, Departement de sciences economiques.
        • Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
          • Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
          • Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO.
          • Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Eric Ghysels & Joann Jasiak, 1995. "Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects," CIRANO Working Papers 95s-31, CIRANO.
          • Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Universite de Montreal, Departement de sciences economiques.
        • Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995. "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers 95s-32, CIRANO.
          • Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Universite de Montreal, Departement de sciences economiques.
        • Anderson, Matthew J. & Sunder, Shyam, 1995. "Professional Traders as Intuitive Bayesians," Organizational Behavior and Human Decision Processes, Elsevier, vol. 64(2), pages 185-202, November.
          • Anderson, M.J. & Sunder, S., 1989. "Professional Traders As Intuitive Bayesians," GSIA Working Papers 88-89-51, Carnegie Mellon University, Tepper School of Business.
          • Anderson, M.J. & Sunder, S., 1995. "Professional Traders as Intuitive Bayesians," GSIA Working Papers 1995-05, Carnegie Mellon University, Tepper School of Business.
        • Faynzilberg, P.S., 1995. "Statistical Mechanics of Choice: Maxent Estimation of Population Heterogeneity," GSIA Working Papers 1995-06, Carnegie Mellon University, Tepper School of Business.
        • Faynzilberg, P.S., 1995. "Maximum-Entrophy Acceptable -Likelihood Estimation of Population Heterogeneity," GSIA Working Papers 1995-07, Carnegie Mellon University, Tepper School of Business.
        • DESCHAMPS , Philippe J., 1995. "Full Sample Maximum Likelihood Estimation of Dynamic Demand Models," LIDAM Discussion Papers CORE 1995049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
        • Anderson, Matthew J. & Sunder, Shyam, 1995. "Professional Traders as Intuitive Bayesians," Organizational Behavior and Human Decision Processes, Elsevier, vol. 64(2), pages 185-202, November.
          • Anderson, M.J. & Sunder, S., 1989. "Professional Traders As Intuitive Bayesians," GSIA Working Papers 88-89-51, Carnegie Mellon University, Tepper School of Business.
          • Anderson, M.J. & Sunder, S., 1995. "Professional Traders as Intuitive Bayesians," GSIA Working Papers 1995-05, Carnegie Mellon University, Tepper School of Business.
        • Magdalinos, M.A. & Mitsopoulos, G.P., 1995. "Pearson M-Estimators in Regression Analysis," Discussion Papers 9517, University of Exeter, Department of Economics.
        • Hylleberg, S. & Pagan, A. R., 1997. "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, vol. 13(3), pages 329-340, September.
          • Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
        • Fiorentini, Gabriele & Calzolari, Giorgio & Panattoni, Lorenzo, 1996. "Analytic Derivatives and the Computation of GARCH Estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 399-417, July-Aug..
          • Gabriele Fiorentini & Giorgio Calzolari & Lorenzo Panattoni, 1995. "Analytic Derivatives and the Computation of GARCH Estimates," Working Papers wp1995_9519, CEMFI.
          • Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995. "Analytic Derivatives and the Computation of Garch Estimates," Papers 9519, Centro de Estudios Monetarios Y Financieros-.
        • Sturman, M. & Judge, T., 1995. "Utility Analysis for Multiple Selection Devices and Multiple Outcomes," Papers 95-12, Cornell - Center for Advanced Human Resource Studies.
        • Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
          • Guido W Imbens, Phillip Johnson & Richard H Spady, "undated". "Information theoretic approaches to inference in moment condition model," Economics Papers W12., Economics Group, Nuffield College, University of Oxford.
          • Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," Harvard Institute of Economic Research Working Papers 1736, Harvard - Institute of Economic Research.
          • Imbens, G.W. & Johnson, P. & Spady, R.H., 1995. "Information Theoretic Approaches to Inference in Movement Condition Models," Economics Papers 99, Economics Group, Nuffield College, University of Oxford.
          • Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," NBER Technical Working Papers 0186, National Bureau of Economic Research, Inc.
        • Bertschek, I. & Lechner, M., 1995. "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," SFB 373 Discussion Papers 1995,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
          • Bertsched, I & Lechner, M, 1995. "GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments," Papers 9504, Catholique de Louvain - Institut de statistique.
        • Engel, J & Kneip, A, 1995. "Model Estimation in Nonlinear Regression," Papers 9510, Catholique de Louvain - Institut de statistique.
        • Crepon, B. & Duguet, E. & Kabla, I., 1995. "A Moderate Support to Schumpeterian Conjectures from Various Innovation Measures," Papiers d'Economie Mathématique et Applications 95.06, Université Panthéon-Sorbonne (Paris 1).
        • Crepon, Bruno & Duguet, Emmanuel, 1997. "Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity," Journal of Econometrics, Elsevier, vol. 79(2), pages 355-378, August.
          • Crepon, B. & Duguet, E., 1995. "Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity," Papiers d'Economie Mathématique et Applications 95.08, Université Panthéon-Sorbonne (Paris 1).
        • Terza, J.V. & Tsai, W.D., 1995. "FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect," Papers 11-95-2, Pennsylvania State - Department of Economics.
        • Terza, J.V. & Neslusan, C.A., 1995. "Exponential Regression with Endogenous Polychotomous Treatment Effects: Applications in Health Economics," Papers 9-95-1, Pennsylvania State - Department of Economics.
        • McGeary, K.A. & Terza, J.V., 1995. "A Flexible-Form Nonnegative Regression Model Accommodating Zeros and Endogenous Switching," Papers 9-95-2, Pennsylvania State - Department of Economics.
        • de Palma,A. & Rochat,D., 1995. "Etude Empirique du Choix de l'Heure de Depart au Travail," Papers 9522, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
        • Mudholkar, G.S. & Freimer, M. & Hutson, A.D., 1995. "On the Efficiencies of Some Common Quick Estimators," Papers 95-01, Rochester, Business - Quantitative Methods Working Paper Series.
        • Vuong, Q. & Lavergne, P., 1995. "Selecting Regressors Using Nonparametric Estimators," Papers 9501, Southern California - Department of Economics.
        • Vuong, Q. & Laffont, J.J. & Elyakime, B. & Loisel, P., 1995. "Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices," Papers 9502, Southern California - Department of Economics.
        • Guerre, E. & Perrigne, I. & Vuong, Q., 1995. "Nonparametric Estimation of First-Price Auctions: Technical Appendices," Papers 9503, Southern California - Department of Economics.
        • Guerre, E. & Perrigne, I. & Vuong, Q., 1995. "Nonparametric Estimation of First-Price Auctions," Papers 9504, Southern California - Department of Economics.
        • Björk, Tomas & Johansson, Björn, 1996. "Parameter estimation and reverse martingales," Stochastic Processes and their Applications, Elsevier, vol. 63(2), pages 235-263, November.
          • Björk, Tomas & Johansson, Bjorn, 1995. "Parameter Estimation and Reverse Martingales," SSE/EFI Working Paper Series in Economics and Finance 79, Stockholm School of Economics.
        • Blundell, Richard & Bond, Stephen, 1998. "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
          • R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
          • Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
          • Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
        • Galasi, Péter, 1995. "Munkanélküliek piaci munkakínálata és a munkanélküliségi mérőszámok értékelése [Labour market supply of the unemployed - evaluation of the indicators of unemployment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 236-255.
        • Lackó, Mária, 1995. "Rejtett gazdaság nemzetközi összehasonlításban [Hidden economy by international comparison - A method of estimation based on the bouseholds' energy consumption]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 486-510.
        • Achille VERNIZZI & Rino GOLLER & Paolo SAIS, 1995. "On the Use of Shrinkage Estimators in Filtering Extraneous Information," Departmental Working Papers 1995-15, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, revised 12 May 2016.
        • David Genesove & Wallace P. Mullin, 1995. "Validating the Conjectural Variation Method: The Sugar Industry, 1890- 1914," NBER Working Papers 5314, National Bureau of Economic Research, Inc.
          • David Genesove & Wallace P. Mullin, 1995. "Validating the Conjectural Variation Method: The Sugar Industry, 1890-1914," Working papers 95-20, Massachusetts Institute of Technology (MIT), Department of Economics.
        • Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
          • Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO.
          • Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
          • Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Universite de Montreal, Departement de sciences economiques.
          • Eric Ghysels, 1995. "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers 95s-16, CIRANO.
        • Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995. "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers 95s-32, CIRANO.
          • Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Universite de Montreal, Departement de sciences economiques.
          • Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
          • Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
          • Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO.
        • Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Universite de Montreal, Departement de sciences economiques.
          • Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Eric Ghysels, 1995. "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers 95s-16, CIRANO.
        • Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995. "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers 95s-32, CIRANO.
          • Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Universite de Montreal, Departement de sciences economiques.
        • Melvyn Fuss & Reuben Gronau & Ariel Pakes, 1995. "Essays in Applied Economics: A Volume in Honor of Zvi Griliches," NBER Books, National Bureau of Economic Research, Inc, number fuss95-1, May.
        • Whitney K. Newey & Kenneth D. West, 1994. "Automatic Lag Selection in Covariance Matrix Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(4), pages 631-653.
          • Newey, W.K. & West, K.D., 1992. "Automatic Lag Selection in Covariance Matrix Estimation," Working papers 9220, Wisconsin Madison - Social Systems.
          • Kenneth D. West & Whitney K. Newey, 1995. "Automatic Lag Selection in Covariance Matrix Estimation," NBER Technical Working Papers 0144, National Bureau of Economic Research, Inc.
        • West, Kenneth D & Wilcox, David W, 1996. "A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 281-293, July.
          • Kenneth D. West & David W. Wilcox, 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Macroeconomics 9410001, University Library of Munich, Germany.
          • Kenneth D. West & David W. Wilcox, 1995. "A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model," NBER Technical Working Papers 0176, National Bureau of Economic Research, Inc.
          • West, K.D. & Wilcox, D.W., 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Working papers 9414, Wisconsin Madison - Social Systems.
        • James J. Heckman, 1995. "Randomization as an Instrumental Variable," NBER Technical Working Papers 0184, National Bureau of Economic Research, Inc.
        • David Genesove & Wallace P. Mullin, 1995. "Validating the Conjectural Variation Method: The Sugar Industry, 1890-1914," Working papers 95-20, Massachusetts Institute of Technology (MIT), Department of Economics.
          • David Genesove & Wallace P. Mullin, 1995. "Validating the Conjectural Variation Method: The Sugar Industry, 1890- 1914," NBER Working Papers 5314, National Bureau of Economic Research, Inc.
        • Blundell, Richard & Bond, Stephen, 1998. "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
          • R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
          • Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
          • Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
        • Jushan, Bai, 1995. "Estimation of multiple-regime regressions with least absolutes deviation," MPRA Paper 32916, University Library of Munich, Germany, revised Feb 1998.
        • Wang, Weiren & Zhou, Mai, 1995. "Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach," MPRA Paper 46981, University Library of Munich, Germany.

        1994

        • Frank A Cowell & Maria-Pia Victoria-Feser, 1994. "Robustness properties of poverty indices," STICERD - Distributional Analysis Research Programme Papers 08, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
          • Cowell, Frank & Victoria-Feser, Maria-Pia, 1994. "Robustness properties of poverty indices," LSE Research Online Documents on Economics 2158, London School of Economics and Political Science, LSE Library.
        • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 249-298, November.
          • Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607609, HAL.
          • Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607608, HAL.
          • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," CEMA Working Papers 503, China Economics and Management Academy, Central University of Finance and Economics.
          • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc.
        • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 249-298, November.
          • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc.
          • Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607609, HAL.
          • Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607608, HAL.
          • Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," CEMA Working Papers 503, China Economics and Management Academy, Central University of Finance and Economics.
        • Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
          • Eric Ghysels & Joann Jasiak, 1995. "Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects," CIRANO Working Papers 95s-31, CIRANO.
          • Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Universite de Montreal, Departement de sciences economiques.
        • Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Universite de Montreal, Departement de sciences economiques.
          • Eric Ghysels & Joann Jasiak, 1995. "Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects," CIRANO Working Papers 95s-31, CIRANO.
          • Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
        • Michael T. K. Horvath & Mark W. Watson, 1994. "Testing for Cointegration When Some of the Contributing Vectors are Known," NBER Technical Working Papers 0171, National Bureau of Economic Research, Inc.
        • Whitney K. Newey & Kenneth D. West, 1994. "Automatic Lag Selection in Covariance Matrix Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(4), pages 631-653.
          • Newey, W.K. & West, K.D., 1992. "Automatic Lag Selection in Covariance Matrix Estimation," Working papers 9220, Wisconsin Madison - Social Systems.
          • Kenneth D. West & Whitney K. Newey, 1995. "Automatic Lag Selection in Covariance Matrix Estimation," NBER Technical Working Papers 0144, National Bureau of Economic Research, Inc.
        • Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.
        • Anindya Banerjee, 1994. "Dynamic Specification And Testing For Unit Roots And Co-integration," Working Paper 914, Economics Department, Queen's University.
        • Yngve Willassen & Tor Jakob Klette, 1994. "Correlated Measurement Errors, Bounds on Parameters, and a Model of Producer Behavior," Discussion Papers 112, Statistics Norway, Research Department.
        • Burdett, Kenneth & Coles, Melvyn G & van Ours, Jan C, 1994. "Temporal Aggregation Bias in Stock-Flow Models," CEPR Discussion Papers 967, C.E.P.R. Discussion Papers.
          • van Ours, J. C. & Burdett, K. & Coles, M., 1994. "Temporal Aggregation Bias in Stock-Flow Models," Other publications TiSEM 993a7da0-0d67-4900-b529-6, Tilburg University, School of Economics and Management.
        • Anindya Banerjee, 1994. "Dynamic Specification and Testing for Unit Roots and Co-Integration," Working Papers 914, Queen's University, Department of Economics.
          • Banerjee, Anindya, 1994. "Dynamic Specification and Testing for Unit Roots and Co-Integration," Queen's Economics Department Working Papers 273318, Queen's University - Department of Economics.
        • West, Kenneth D & Wilcox, David W, 1996. "A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 281-293, July.
          • Kenneth D. West & David W. Wilcox, 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Macroeconomics 9410001, University Library of Munich, Germany.
          • West, K.D. & Wilcox, D.W., 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Working papers 9414, Wisconsin Madison - Social Systems.
          • Kenneth D. West & David W. Wilcox, 1995. "A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model," NBER Technical Working Papers 0176, National Bureau of Economic Research, Inc.
        • Jushan Bai, 1994. "Least Squares Estimation Of A Shift In Linear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(5), pages 453-472, September.
          • Bai, Jushan, 1993. "Least squares estimation of a shift in linear processes," MPRA Paper 32878, University Library of Munich, Germany.
        • Cowell, Frank & Victoria-Feser, Maria-Pia, 1994. "Robustness properties of poverty indices," LSE Research Online Documents on Economics 2158, London School of Economics and Political Science, LSE Library.
          • Frank A Cowell & Maria-Pia Victoria-Feser, 1994. "Robustness properties of poverty indices," STICERD - Distributional Analysis Research Programme Papers 08, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
        • Maureen T. Rimmer & Alan A. Powell, 1994. "Engel Flexibility in Household Budget Studies: Non-parametric Evidence versus Standard Functional Forms," Centre of Policy Studies/IMPACT Centre Working Papers op-79, Victoria University, Centre of Policy Studies/IMPACT Centre.
        • van Ours, J. C. & Burdett, K. & Coles, M., 1994. "Temporal Aggregation Bias in Stock-Flow Models," Other publications TiSEM 993a7da0-0d67-4900-b529-6, Tilburg University, School of Economics and Management.
          • Burdett, Kenneth & Coles, Melvyn G & van Ours, Jan C, 1994. "Temporal Aggregation Bias in Stock-Flow Models," CEPR Discussion Papers 967, C.E.P.R. Discussion Papers.

        1993

        • Engel,Joachim & Herrmann,Eva & Gasser,Theo, 1993. "An iterative bandwidth selector for Kernel estimation of densities and their derivatives," Discussion Paper Serie A 414, University of Bonn, Germany.
        • Victoria-Feser, Maria-Pia, 1993. "Robust estimation of personal income distribution models," LSE Research Online Documents on Economics 6633, London School of Economics and Political Science, LSE Library.
          • Maria-Pia Victoria-Feser, 1993. "Robust estimation of personal income distribution models," STICERD - Distributional Analysis Research Programme Papers 04, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
        • Cowell, Frank & Victoria-Feser, Maria-Pia, 1993. "Robustness properties of inequality measures : the influence function and the principle of transfers," LSE Research Online Documents on Economics 2141, London School of Economics and Political Science, LSE Library.
        • Maria-Pia Victoria-Feser, 1993. "Robust estimation of personal income distribution models," STICERD - Distributional Analysis Research Programme Papers 04, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
          • Victoria-Feser, Maria-Pia, 1993. "Robust estimation of personal income distribution models," LSE Research Online Documents on Economics 6633, London School of Economics and Political Science, LSE Library.
        • Calzolari, Giorgio & Fiorentini, Gabriele, 1993. "Estimating variances and covariances in a censored regression model," MPRA Paper 22598, University Library of Munich, Germany, revised 1993.
        • Lang, Kevin, 1993. "Ability Bias, Discount Rate Bias and the Return to Education," MPRA Paper 24651, University Library of Munich, Germany.
        • Jushan Bai, 1994. "Least Squares Estimation Of A Shift In Linear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(5), pages 453-472, September.
          • Bai, Jushan, 1993. "Least squares estimation of a shift in linear processes," MPRA Paper 32878, University Library of Munich, Germany.
        • Joel L. Horowitz & Marianthi Markatou, 1993. "Semiparametric Estimation Of Regression Models For Panel Data," Econometrics 9309001, University Library of Munich, Germany.

        1992

        • Whitney K. Newey & Kenneth D. West, 1994. "Automatic Lag Selection in Covariance Matrix Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(4), pages 631-653.
          • Newey, W.K. & West, K.D., 1992. "Automatic Lag Selection in Covariance Matrix Estimation," Working papers 9220, Wisconsin Madison - Social Systems.
          • Kenneth D. West & Whitney K. Newey, 1995. "Automatic Lag Selection in Covariance Matrix Estimation," NBER Technical Working Papers 0144, National Bureau of Economic Research, Inc.
        • Maravall, Agustín & Peña, Daniel, 1992. "Missing observations and additive outliers in time series models," UC3M Working papers. Economics 2888, Universidad Carlos III de Madrid. Departamento de Economía.
          • Agustín Maravall & Daniel Peña, 1996. "Missing Observations and Additive Outliers in Time Series Models," Working Papers 9612, Banco de España.
        • Nadeem A. Burney & Ashfaque H. Khan, 1992. "Household Size, its Composition and Consumption Patterns in Pakistan: An Empirical Analysis using Micro Data," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 27(1), pages 57-72, July.

        1991

        • Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.
        • Donald W.K. Andrews, 1991. "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers 975, Cowles Foundation for Research in Economics, Yale University.
        • Peter C.B. Phillips, 1991. "The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 999, Cowles Foundation for Research in Economics, Yale University.

        1990

        • Michael Creel, 2009. "A Data Mining Approach to Indirect Inference," UFAE and IAE Working Papers 788.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 25 Oct 2009.
        • Klaus J. Utikal, 1990. "Markovian interval processes I: Nonparametric inference," Discussion Paper Serie A 486, University of Bonn, Germany.
        • Klaus J. Utikal, 1990. "A New Method for Detecting Neural Interconnectivity," Discussion Paper Serie A 505, University of Bonn, Germany.
        • Klaus J. Utikal, 1990. "Invariant points of low dimensional curve families," Discussion Paper Serie A 516, University of Bonn, Germany.
        • Vassilis A. Hajivassiliou & Daniel McFadden, 1990. "The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis," Cowles Foundation Discussion Papers 967, Cowles Foundation for Research in Economics, Yale University.

        1989

        • Anderson, Matthew J. & Sunder, Shyam, 1995. "Professional Traders as Intuitive Bayesians," Organizational Behavior and Human Decision Processes, Elsevier, vol. 64(2), pages 185-202, November.
          • Anderson, M.J. & Sunder, S., 1989. "Professional Traders As Intuitive Bayesians," GSIA Working Papers 88-89-51, Carnegie Mellon University, Tepper School of Business.
          • Anderson, M.J. & Sunder, S., 1995. "Professional Traders as Intuitive Bayesians," GSIA Working Papers 1995-05, Carnegie Mellon University, Tepper School of Business.

        1988

        • Boyle, Kevin J. & Welsh, Michael P. & Bishop, Richard C., 1988. "Validation of empirical measures of welfare change: comment," MPRA Paper 31237, University Library of Munich, Germany.

        1987

        • Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
          • Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
          • Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.

        1986

        • Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
          • Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
          • Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
        • Fusari, Angelo, 1986. "A development model of a dualistic economy. The Italian case," MPRA Paper 74175, University Library of Munich, Germany, revised 1986.

        1980

        • Cobb, Loren, 1980. "Estimation Theory for the Cusp Catastrophe Model," MPRA Paper 37548, University Library of Munich, Germany, revised 05 Jun 2010.

        1979

        • Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
          • Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-161, January.

        1977

        • Chris M. Alaouze & John S. Marsden & John Zeitsch, 1977. "Estimates of the Elasticity of Substitution Between Imported and Domestically Produced Commodities at the Four Digit ASIC Level," Centre of Policy Studies/IMPACT Centre Working Papers o-11, Victoria University, Centre of Policy Studies/IMPACT Centre.
        • Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Paper 257, Economics Department, Queen's University.

        1976

        • Vern Caddy, 1976. "Empirical Estimation of the Elasticity of Substitution : A Review," Centre of Policy Studies/IMPACT Centre Working Papers op-09, Victoria University, Centre of Policy Studies/IMPACT Centre.

        1974

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        • Carlos Esteban Posada & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 5388, Banco de la Republica.
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