Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Bootstrap Methods

2005

• HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005029, 00.
• BAUWENS, Luc & ROMBOUTS, Jeroen V.K., 2005, "Bayesian inference for the mixed conditional heteroskedasticity model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005085, Dec.
• Halpern, László & Égert, Balázs, 2005, "Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 4869, Jan.
• Harhoff, Dietmar & Wagner, Stefan, 2005, "Modelling the duration of patent examination at the European Patent Office," CEPR Discussion Papers, Centre for Economic Policy Research, number 5283, Oct.
• Giovanni S.F. Bruno, 2005, "Estimation and inference in dynamic unbalanced panel data models with a small number of individuals," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 165, Jun, revised Jun 2005.
• Luc, Bauwens & J.V.K., ROMBOUTS, 2005, "Bayesian inference for the mixed conditional heteroskedasticity model," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005058, Dec.
• 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, volume 21, issue 4, pages 795-837, August.
• Klose, Steven L. & Outlaw, Joe L., 2005, "Financial and Risk Management Assistance: Decision Support for Agriculture," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 37, issue 2, pages 415-423, August.
• Richardson, James W. & Outlaw, Joe L., 2005, "Web Delivery of a Monte Carlo Simulation Model: The Base and Yield Analyzer Experience," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 37, issue 2, pages 425-431, August.
• Robert L. Hicks & Kurt Schnier, 2005, "Dynamic Discrete Choice Modeling: Monte Carlo Analysis," Working Papers, Economics Department, William & Mary, number 18, Jun.
• Francisco Haimovich & Hernán Winkler, 2005, "Pobreza Rural y Urbana en Argentina: Un Análisis de Descomposiciones," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0024, Jun.
• Enrico Tanuwidjaja & Choy Keen Meng, 2005, "Central Bank Credibility and Monetary Policy : Evidence from Small Scale Macroeconomic Model of Indonesia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22576, Jan.
• Calza, Alessandro & Sousa, João, 2005, "Output and inflation responses to credit shocks: are there threshold effects in the euro area?," Working Paper Series, European Central Bank, number 481, Apr.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005, "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-4, Feb.
• Sanford, Andrew D. & Martin, Gael M., 2005, "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 527-554, April.
• Tebaldi, Claudio, 2005, "Hedging using simulation: a least squares approach," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 8, pages 1287-1312, August.
• Duncombe, William & Yinger, John, 2005, "How much more does a disadvantaged student cost?," Economics of Education Review, Elsevier, volume 24, issue 5, pages 513-532, October.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2005, "Testing for seasonal unit roots in heterogeneous panels," Economics Letters, Elsevier, volume 86, issue 2, pages 229-235, February.
• Bontemps, Christian & Meddahi, Nour, 2005, "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, volume 124, issue 1, pages 149-186, January.
• Yu, Jun, 2005, "On leverage in a stochastic volatility model," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 165-178, August.
• Gonzalo, Jesus & Wolf, Michael, 2005, "Subsampling inference in threshold autoregressive models," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 201-224, August.
• Dalla, Violetta & Hidalgo, Javier, 2005, "A parametric bootstrap test for cycles," Journal of Econometrics, Elsevier, volume 129, issue 1-2, pages 219-261.
• Pellizzari, P., 2005, "Static hedging of multivariate derivatives by simulation," European Journal of Operational Research, Elsevier, volume 166, issue 2, pages 507-519, October.
• Voicu, Alexandru, 2005, "Employment dynamics in the Romanian labor market. A Markov chain Monte Carlo approach," Journal of Comparative Economics, Elsevier, volume 33, issue 3, pages 604-639, September.
• Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005, "Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-15, Jun.
• Salnykov Mykhaylo & Zelenyuk Valentin, 2005, "Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 05-06e, Jun.
• López-Calva, Luis F. & Meléndez, Alvaro & Rascón, Ericka G. & Rodríguez-Chammusy, Lourdes & Székely, Miguel, 2005, "Poniendo a la pobreza de ingresos y a la desigualdad en el mapa de México," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2005-05, May.
• Altissimo, Filippo & Mele, Antonio, 2005, "Simulated nonparametric estimation of dynamic models with applications to finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24658, May.
• Dalla, Violetta & Hidalgo, Javier, 2005, "A parametric bootstrap test for cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6829, Feb.
• Seo, Myung Hwan, 2005, "Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6836, Jan.
• Silverberg, G. & Verspagen, B., 2005, "Self-organization of R&D search in complex technology spaces," Working Papers, Eindhoven Center for Innovation Studies, number 05.07.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-12, Mar.
• Strachan, R.W. & van Dijk, H.K., 2005, "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-40, Nov.
• Fabien A Roques & William J. Nuttall & David M. Newbery & Richard de Neufville, 2005, "Nuclear Power: A Hedge against Uncertain Gas and Carbon Prices?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0509, Nov.
• Jaroslava Hlouskova & Martin Wagner, 2005, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Economics Working Papers, European University Institute, number ECO2005/05.
• Christophe Rault, 2005, "Further Results on Weak-Exogeneity in Vector Error Correction Models," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-12.
• Imed Drine & Christophe Rault, 2005, "La PPA est-elle vérifiée pour les pays développés et en développement ? Un ré-examen par l’économétrie des panels non-stationnaires," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-13.
• Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2005, "The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-15.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005, "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp135, Mar.
• Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005, "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp144, May.
• Olivier Scaillet & Nikolas Topaloglou, 2005, "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp154, Jul.
• Järviö, Maija-Liisa & Luoma, Kalevi & Räty, Tarmo & Aaltonen, Juho, 2005, "Productivity and its Drivers in Finnish Primary Care 1988-2003," Research Reports, VATT Institute for Economic Research, number 118.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005, "Downside risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
• Eric Meyermans & Patrick Van Brusselen, 2005, "Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model," Working Papers, Federal Planning Bureau, Belgium, number 200517, Dec.
• Emmanuel Duguet & Pascale Petit, 2005, "Hiring Discrimination in the French Financial Sector: An Econometric Analysis on Field Experiment Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-04265055, Apr, DOI: 10.2307/20079129.
• Christian Bontemps & Nour Meddahi, 2005, "Testing normality: a GMM approach," Post-Print, HAL, number hal-02875105, Jan, DOI: 10.1016/j.jeconom.2004.02.014.
• Emmanuel Duguet & Pascale Petit, 2005, "Hiring Discrimination in the French Financial Sector: An Econometric Analysis on Field Experiment Data," Post-Print, HAL, number hal-04265055, Apr, DOI: 10.2307/20079129.
• González, Andrés & Teräsvirta, Timo, 2005, "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 603, Aug.
• Gaspar, Raquel M. & Slinko, Irina, 2005, "Correlation Between Intensity and Recovery in Credit Risk Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 614, Nov.
• Åslund, Olof & Nordström Skans, Oskar, 2005, "Measuring conditional segregation: methods and empirical examples," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2005:12, May.
• Queijo, Virginia, 2005, "How Important are Financial Frictions in the U.S. and Euro Area?," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 738, Aug.
• Westerlund, Joakim, 2005, "Panel Cointegration Tests of the Fisher Hypothesis," Working Papers, Lund University, Department of Economics, number 2005:10, Jan.
• Jönsson, Kristian, 2005, "Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results," Working Papers, Lund University, Department of Economics, number 2005:16, Feb.
• Holden, Steinar & Wulfsberg, Fredrik, 2005, "Downward Nominal Wage Rigidity in the OECD," Memorandum, Oslo University, Department of Economics, number 10/2005, Mar.
• Gaure, Simen & Røed, Knut & Zhang, Tao, 2005, "Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach," Memorandum, Oslo University, Department of Economics, number 19/2005, Aug.
• Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol, 2005, "Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction," Ratio Working Papers, The Ratio Institute, number 66, Jan.
• Amilon, Henrik, 2005, "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 177, Jan.
• Hellström, Jörgen & Nordström, Jonas, 2005, "Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach," Umeå Economic Studies, Umeå University, Department of Economics, number 648, Feb.
• Welz, Peter & Österholm, Pär, 2005, "Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests," Working Paper Series, Uppsala University, Department of Economics, number 2005:14, Mar.
• Hans Genberg & Astrit Sulstarova, 2005, "Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads," Working Papers, Hong Kong Institute for Monetary Research, number 182005, Oct.
• Gartner, Hermann & Rässler, Susanne, 2005, "Analyzing the changing gender wage gap based on multiply imputed right censored wages," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200505.
• Jensen, Uwe & Rässler, Susanne, 2005, "Where have all the data gone? Stochastic production frontiers with multiply imputed German establishment data," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200515.
• Gabriel Jiménez Zambrano, 2005, "Modified maximum likelihood estimation of Tobit models with fixed effects: theory and an application to earnings equations," Investigaciones Economicas, Fundación SEPI, volume 29, issue 3, pages 575-607, September.
• Emanuel Vespa, 2005, "¿Es el ingreso suficiente para explicar cambios en la elección de carrera?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 20, issue 2, pages 63-90, December.
• Raquel Andres & Samuel Calonge, 2005, "Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 09, Nov.
• Nanak Kakwani & Hyun H. Son, 2005, "On assessing pro-poorness of government programmes: international comparisons," Working Papers, International Policy Centre, number 6, May.
• Roberto Basile & Mauro Costantini & Sergio Destefanis, 2005, "Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 53, Jun.
• Aylin Aktükün, 2005, "Asal Bilesenler Analizine Bootstrap Yaklasimi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 1, issue 1, pages 1-10, May.
• Enis Siniksaran & Aylin Aktükün, 2005, "Rastlantisal seritler ile En Kucuk Medyan Kareler Dogrusunun Bulunmasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 1, issue 1, pages 11-20, May.
• Coskun Kus, 2005, "Ýlerleyen Tür Týp-Ii Saðdan Sansürlü Örnekleme Dayali Düzgün Daðilimin Parametrelerýnýn Jackknýfe Tahmýn Edýcýsý," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 2, issue 1, pages 1-15, NOV.
• Ivan Paya & David A. Peel, 2005, "The Process Followed By Ppp Data. On The Properties Of Linearity Tests," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-23, Jun.
• Alicia Pérez Alon & Silvestro Di Sanzo, 2005, "Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-34, Dec.
• Ahituv, Avner & Lerman, Robert I., 2005, "Job Turnover, Wage Rates, and Marital Stability: How Are They Related?," IZA Discussion Papers, IZA Network @ LISER, number 1470, Jan.
• Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty, 2005, "Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S," IZA Discussion Papers, IZA Network @ LISER, number 1521, Mar.
• Prowse, Victoria L., 2005, "State Dependence in a Multi-State Model of Employment Dynamics," IZA Discussion Papers, IZA Network @ LISER, number 1623, Jun.
• Prowse, Victoria L., 2005, "How Damaging Is Part-Time Employment to a Woman's Occupational Prospects?," IZA Discussion Papers, IZA Network @ LISER, number 1648, Jul.
• Zhao, Zhong, 2005, "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers, IZA Network @ LISER, number 1873, Dec.
• Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 7, pages 891-910, DOI: 10.1002/jae.814.
• 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, volume 225, issue 5, pages 529-543, October, DOI: 10.1515/jbnst-2005-0504.
• Gottschalk Sandra, 2005, "Microdata Disclosure Control by Resampling - Effects on Regression Results," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 5, pages 567-583, October, DOI: 10.1515/jbnst-2005-0506.
• Jesús Otero & Jeremy Smith, 2005, "The KPSS Test with Outliers," Computational Economics, Springer;Society for Computational Economics, volume 26, issue 3, pages 59-67, November, DOI: 10.1007/s10614-005-9008-0.
• Luis Gil-Alana, 2005, "Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 257-266, August, DOI: 10.1007/s11294-005-6624-3.
• Al-Amin Ussif & Leif Sandal & Stein Steinshamn, 2005, "Assimilation of Time Series Data into a Dynamic Bioeconomic Fisheries Model: An Application to the North East Arctic Cod Stock," Journal of Bioeconomics, Springer, volume 7, issue 2, pages 179-195, January, DOI: 10.1007/s10818-004-4143-6.
• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2005, "Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Journal of Financial Services Research, Springer;Western Finance Association, volume 28, issue 1, pages 43-75, October, DOI: 10.1007/s10693-005-4356-4.
• Dunrie A. Greiling & Geoffrey M. Jacquez & Andrew M. Kaufmann & Robert G Rommel, 2005, "Space-time visualization and analysis in the Cancer Atlas Viewer," Journal of Geographical Systems, Springer, volume 7, issue 1, pages 67-84, October, DOI: 10.1007/s10109-005-0150-y.
• Nikolaus Hautsch, 2005, "The latent factor VAR model: Testing for a common component in the intraday trading process," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/03, Mar.
• Martha Misas & Enrique López & Juana Téllez & José Fernando Escobar, 2005, "Underlying Inflation in Colombia: a common stochastic trend approach associated with structural restriction vectorial error correction model (SVEC)," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 63, pages 187-230, Julio-Dic.
• Rodney W. Strachan & Herman K. van Dijk, 2005, "Improper priors with well defined Bayes Factors," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/4, Mar.
• Ruijun Bu & Kaddour Hadri, 2005, "Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options," Working Papers, University of Liverpool, Department of Economics, number 200510.
• Michel Truchon, 2005, "Aggregation of Rankings: a Brief Review of Distance-Based Rules," Cahiers de recherche, CIRPEE, number 0534.
• 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, Center for Policy Research, Maxwell School, Syracuse University, number 75, Dec.
• Kamhon Kan & Chihwa Kao, 2005, "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 76, Dec.
• John Stachurski, 2005, "Computing the Distributions of Economic Models Via Simulation," Department of Economics - Working Papers Series, The University of Melbourne, number 949.
• Kirsten Lommatzsch & Balazs Egert & Amina Lahreche-Revil, 2005, "The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies:," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 14, Sep.
• Georgios Chortareas & George Kapetanios, 2005, "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 36, Sep.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-03.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-04.
• DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-07.
• DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-12.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2005.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 04-2005.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2005.
• DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 16-2005.
• David A. Penn, 2005, "Determinants of Self-Reported Financial Security for Oklahoma County Households – An Application of Multiple Imputation," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200504, Jul.
• David A. Penn, 2005, "Financial Well-Being in an Urban Setting: An Application of Multiple Imputation," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200506, Jul.
• Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos, 2005, "Convergence Properties of the Likelihood of Computed Dynamic Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0315, Oct.
• Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2005, "Edgeworth Expansions for Realized Volatility and Related Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0319, Oct.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005, "Downside Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11824, Dec.
• M. Duée, 2005, "Modelling Demographic Events in the Microsimulation Model DESTINIE," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2005-15.
• Victoria Prowse, 2005, "How Damaging is Part-time Employment to a Woman's Occupational Prospects?," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W19, Aug.
• Victoria Prowse, 2005, "State Dependence in a Multi-state Model of Employment," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W20, Aug.
• Kul B. Luintel & Mosahid Khan, 2005, "An Empirical Contribution to Knowledge Production and Economic Growth," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2005/10, Dec, DOI: 10.1787/861778011460.
• Balázs Égert & László Halpern & Ronald MacDonald, 2005, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 106, Nov.
• Guglielmo Maria Caporale, 2005, "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 2, pages 282-309.
• Giorgio E. Primiceri, 2005, "Time Varying Structural Vector Autoregressions and Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 3, pages 821-852.
• Allan W. Gray & Joshua D. Detre & Brian C. Briggeman, 2005, "Valuing Limited Information in Decision Making Under Uncertainty," Working Papers, Purdue University, College of Agriculture, Department of Agricultural Economics, number 05-02, Apr.
• Augusto Castillo R. & Rafael Aguila, 2005, "Estrategias Optimas De Cobertura En Presencia De Incertidumbre En Costos Y Cantidad," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 8, issue 2, pages 88-110.
• Ana Oliveira-Brochado & Francisco Vitorino Martins, 2005, "Assessing the Number of Components in Mixture Models: a Review," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 194, Nov.
• Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005, "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper, University Library of Munich, Germany, number 10423.
• Eruygur, H. Ozan, 2005, "Generalized maximum entropy (GME) estimator: formulation and a monte carlo study," MPRA Paper, University Library of Munich, Germany, number 12459, May.
• Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca, 2005, "Indirect estimation of Markov switching models with endogenous switching," MPRA Paper, University Library of Munich, Germany, number 22983, revised 2005.
• Geweke, John & Keane, Michael, 2005, "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996," MPRA Paper, University Library of Munich, Germany, number 54281.
• Geweke, John & Keane, Michael, 2005, "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices," MPRA Paper, University Library of Munich, Germany, number 54286.
• Buda, Rodolphe, 2005, "Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management," MPRA Paper, University Library of Munich, Germany, number 9145, revised 2007.
• Пигнастый, Олег, 2005, "Инженерно-Производственная Функция Предприятия С Серийным Или Массовым Выпуском Продукции
  [Engineering and production function of a firm with serial or mass production]," MPRA Paper, University Library of Munich, Germany, number 99986, Apr, revised 14 Apr 2005.
• António Antunes, 2005, "Analysis of delinquent firms using multi-state transitions," Working Papers, Banco de Portugal, Economics and Research Department, number w200505.
• Jason Allen, 2005, "Size Matters: Covariance Matrix Estimation Under The Alternative," Working Paper, Economics Department, Queen's University, number 1091, Aug.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2005, "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper, Economics Department, Queen's University, number 1189, Jul.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2005, "Finite Sample Accuracy Of Integrated Volatility Estimators," Working Paper, Economics Department, Queen's University, number 1225, Jan.
• George Kapetanios, 2005, "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 533, May.
• George Kapetanios, 2005, "Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 534, May.
• George Kapetanios, 2005, "Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 535, May.
• Gonzalo Camba-Mendez & George Kapetanios, 2005, "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers, Queen Mary University of London, School of Economics and Finance, number 541, May.
• George Kapetanios, 2005, "A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 551, Dec.
• Bonnet, C., 2005, "Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200512.
• Timothy Cogley, 2005, "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 2, pages 420-451, April, DOI: 10.1016/j.red.2005.01.004.
• Kevin X.D. Huang & Zheng Liu, 2005, "Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey," 2005 Meeting Papers, Society for Economic Dynamics, number 770.
• Lawrence Christiano & Martin Eichenbaum, 2005, "Assessing the Usefulness of Structural Vector Autoregressions," 2005 Meeting Papers, Society for Economic Dynamics, number 902.
• Pizer, William & Newell, Richard, 2005, "Carbon Mitigation Costs for the Commercial Sector: Discrete-Continuous Choice Analysis of Multifuel Energy Demand," RFF Working Paper Series, Resources for the Future, number dp-05-13, Jun.
• Chi-Young Choi & Ling Hu & Masao Ogaki, 2005, "Structural Spurious Regressions and A Hausman-type Cointegration Test," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 517, May.
• Sergio Perelman & Daniel Santin, 2005, "On the generation of a regular multi-input multi-output technology using parametric output distance functions," CREPP Working Papers, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège, number 0507.
• Roberto Basile & Mauro Costantini & Sergio Destefanis, 2005, "Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 94, May.
• Rault, Christophe, 2005, "Further Results on Weak Exogeneity in Vector Error Correction Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 25, issue 2, November.
• Rita L. D'Ecclesia & Robert G. Tompkins, 2005, "Estimating default probabilities using a non parametric approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 116, Nov.
• Rita L. D’Ecclesia & Rosella Castellano, 2005, "Long Swings in the US-Dollar: a Stochastic Control Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 117, Nov.
• Fabio Trojani & Francesco Audrino, 2005, "Accurate Yield Curve Scenarios Generation using Functional Gradient Descent," Computing in Economics and Finance 2005, Society for Computational Economics, number 14, Nov.
• Giuseppe Bruno, 2005, "Limited Dependet Panel Data: a Bayesian Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 161, Nov.
• Christoph Schleicher & Francisco Barillas, 2005, "Common Trends and Common Cycles in Canadian Sectoral Output," Computing in Economics and Finance 2005, Society for Computational Economics, number 214, Nov.
• Martijn van Hasselt, 2005, "Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 241, Nov.
• Youwei Li & Xue-Zhong (Tony) He, 2005, "Heterogeneity, Profitability and Autocorrelations," Computing in Economics and Finance 2005, Society for Computational Economics, number 244, Nov.
• Michel Juillard, 2005, "The accuracy of welfare computations," Computing in Economics and Finance 2005, Society for Computational Economics, number 272, Nov.
• Cees Diks & Valentyn Panchenko, 2005, "Test for serial independence based on quadratic forms," Computing in Economics and Finance 2005, Society for Computational Economics, number 279, Nov.
• Miguel A. Arranz, 2005, "Bootstrap inference on a nonlinear time series model of advertising effects," Computing in Economics and Finance 2005, Society for Computational Economics, number 319, Nov.
• Kai Christoffel, 2005, "Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 359, Nov.
• Giorgio Primiceri & Alejandro Justiniano, 2005, "Stochastic Volatility in DSGE models," Computing in Economics and Finance 2005, Society for Computational Economics, number 367, Nov.
• Simon Lysbjerg Hansen, 2005, "A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Computing in Economics and Finance 2005, Society for Computational Economics, number 391, Nov.
• Stefano Eusepi & Stefania D'Amico, 2005, "Estimating the Deep Parameters of RBC Model with Learning," Computing in Economics and Finance 2005, Society for Computational Economics, number 404, Nov.
• Bernardo A. Huberman & Scott H. Clearwater, 2005, "Swing Options: A Mechanism for Pricing Peak IT Demand," Computing in Economics and Finance 2005, Society for Computational Economics, number 43, Nov.
• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," Computing in Economics and Finance 2005, Society for Computational Economics, number 445, Nov.
• Stephen Ryan & Patrick Bajari & Han Hong, 2005, "Identification and Estimation of Discrete Games of Complete Information," Computing in Economics and Finance 2005, Society for Computational Economics, number 53, Nov.
• Ghulam Sorwar, 2005, "Estimating Single Factor Jump Diffusion Interest Rate Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 56, Nov.