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
/ / / C15: Statistical Simulation Methods: General

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

1. Bootstrap Methods

2004

• Masao Ogaki & Ling Hu & Chi-Young Choi, 2004, "A Spurious Regression Approach to Estimating Structural Parameters," Working Papers, Ohio State University, Department of Economics, number 04-01, Jun.
• 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, volume 71, issue 3, pages 613-654.
• Victoria Prowse, 2004, "Estimating Time Demand Elasticities Under Rationing," Economics Series Working Papers, University of Oxford, Department of Economics, number 209, Oct.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-001, Jan.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-005, Jan.
• Dibartolomeo, Giovanni & Rossi, Lorenza & Tancioni, Massimiliano, 2004, "Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison," MPRA Paper, University Library of Munich, Germany, number 1094, Dec, revised Jun 2006.
• Simar, Leopold & Zelenyuk, Valentin, 2004, "On testing equality of distributions of technical efficiency scores," MPRA Paper, University Library of Munich, Germany, number 28003, Dec.
• Buda, Rodolphe, 2004, "SINGUL 2.0 : les équations et les programmes," MPRA Paper, University Library of Munich, Germany, number 4264.
• Gluschenko, Konstantin, 2004, "Nonlinearly testing for a unit root in the presence of a break in the mean," MPRA Paper, University Library of Munich, Germany, number 678, Aug, revised Sep 2005.
• James G. MacKinnon & Jeff Racine, 2004, "Simulation-based Tests That Can Use Any Number Of Simulations," Working Paper, Economics Department, Queen's University, number 1027, Oct.
• James G. MacKinnon & Russell Davidson, 2004, "The Case Against Jive," Working Paper, Economics Department, Queen's University, number 1031, Sep.
• James G. MacKinnon & Russell Davidson, 2004, "The Power Of Bootstrap And Asymptotic Tests," Working Paper, Economics Department, Queen's University, number 1035, Jul.
• George Kapetanios, 2004, "A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes," Working Papers, Queen Mary University of London, School of Economics and Finance, number 507, Feb.
• George Kapetanios, 2004, "Testing for Exogeneity in Nonlinear Threshold Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 515, Jul.
• George Kapetanios, 2004, "Nonlinear Autoregressive Models and Long Memory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 516, Jul.
• Georgios Chortareas & George Kapetanios, 2004, "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers, Queen Mary University of London, School of Economics and Finance, number 517, Jul.
• Georgios Chortareas & George Kapetanios, 2004, "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers, Queen Mary University of London, School of Economics and Finance, number 522, Oct.
• George Kapetanios, 2004, "A New Method for Determining the Number of Factors in Factor Models with Large Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 525, Oct.
• George Kapetanios, 2004, "On Testing for Diagonality of Large Dimensional Covariance Matrices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 526, Oct.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood," 2004 Meeting Papers, Society for Economic Dynamics, number 59.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf & Jean-Marie Dufour, 2004, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, volume 80, issue 2, pages 501-522.
• Geetesh Bhardwaj & Norman Swanson, 2004, "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers, Rutgers University, Department of Economics, number 200422, Sep.
• Pilar Grau-Carles, 2004, "Test for long memory processes. A bootstrap approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 111, Aug.
• C. J. Tessone & R. Toral, 2004, "Neighborhood models of minority opinion spreading," Computing in Economics and Finance 2004, Society for Computational Economics, number 206, Jul.
• Silvano Bordignon & Davide Raggi, 2004, "Fitting and comparing stochastic volatility models through Monte Carlo simulations," Computing in Economics and Finance 2004, Society for Computational Economics, number 219, Aug.
• Enrico Scalas & Silvano Cincotti, 2004, "A double-auction artificial market with time-irregularly spaced orders," Computing in Economics and Finance 2004, Society for Computational Economics, number 225, Aug.
• Ana-Maria Fuertes & Elena Kalotychou, 2004, "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004, Society for Computational Economics, number 228, Aug.
• Ana-Maria Fuertes & Elena Kalotychou, 2004, "Elements in the Design of an Early Warning System for Sovereign Default," Computing in Economics and Finance 2004, Society for Computational Economics, number 231, Aug.
• Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF, 2004, "Semi-parametric procedures for Unit root and fractional cointegration tests," Computing in Economics and Finance 2004, Society for Computational Economics, number 250, Aug.
• Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr., 2004, "Estimation of the fractionally integrated process with Missing Values: Simulation and Application," Computing in Economics and Finance 2004, Society for Computational Economics, number 251, Aug.
• Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano, 2004, "Speculative option valuation: A supercomputing approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 269, Aug.
• R. Velazquez & Noriega & A., 2004, "International evidence on monetary neutrality under broken trend stationary models," Computing in Economics and Finance 2004, Society for Computational Economics, number 282, Aug.
• Paola Palmitesta & Corrado Provasi, 2004, "Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions," Computing in Economics and Finance 2004, Society for Computational Economics, number 306, Aug.
• Sergey Slobodyan & Andreas Ortmann, 2004, "(The Evolution of) Post-Secondary Education: A Computational Model and Experiments," Computing in Economics and Finance 2004, Society for Computational Economics, number 318, Aug.
• Jan Edman, 2004, "The Use of a Simple Decision Rule in Repeated Oligopoly Games," Computing in Economics and Finance 2004, Society for Computational Economics, number 320, Aug.
• Giuseppe Bruno, 2004, "Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages," Computing in Economics and Finance 2004, Society for Computational Economics, number 41, Aug.
• Lennart F. Hoogerheide & Johan F. Kaashoek, 2004, "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004, Society for Computational Economics, number 74, Aug.
• Michiel D. de Pooter & Rengert Segers, 2004, "Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling," Computing in Economics and Finance 2004, Society for Computational Economics, number 82, Aug.
• Thomas Brenner, 2004, "Cognitive Learning and the Emergence of Cooperation - An Simulation Approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 88, Aug.
• Marek Jarocinski, 2004, "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0287.
• Jun Yu, 2004, "On Leverage in a Stochastic Volatility Model," Working Papers, Singapore Management University, School of Economics, number 13-2004, Apr.
• Jun Yu & Renate Meyer, 2004, "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Working Papers, Singapore Management University, School of Economics, number 23-2004, Nov.
• Jun Yu, 2004, "Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility," Working Papers, Singapore Management University, School of Economics, number 24-2004, Sep.
• Dennis Gaertner & Daniel Halbheer, 2004, "Are There Waves in Merger Activity After All?," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0414, Sep, revised Feb 2006.
• Silvia Fabiani & Ricardo Mestre, 2004, "A system approach for measuring the euro area NAIRU," Empirical Economics, Springer, volume 29, issue 2, pages 311-341, May, DOI: 10.1007/s00181-003-0170-8.
• Bertrand Candelon & Luis A. Gil-Alana, 2004, "Fractional integration and business cycle features," Empirical Economics, Springer, volume 29, issue 2, pages 343-359, May, DOI: 10.1007/s00181-003-0171-7.
• Tor Jacobson & Marianne Nessén, 2004, "Examining world-wide purchasing power parity," Empirical Economics, Springer, volume 29, issue 3, pages 463-476, September, DOI: 10.1007/s00181-003-0176-2.
• Jan F. Bjørnstad & Elinor Ytterstad, 2004, "Two-Stage Sampling from a Prediction Point of View," Discussion Papers, Statistics Norway, Research Department, number 383, Aug.
• Par Osterholm, 2004, "Size properties of cointegration tests in misspecified systems," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 15, pages 919-924, DOI: 10.1080/1350485042000282286.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-015/4, Jan.
• van Beers, W.C.M. & Kleijnen, J.P.C., 2004, "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-63.
• Berridge, S.J. & Schumacher, J.M., 2004, "An Irregular Grid Approach for Pricing High-Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-18.
• Berridge, S.J. & Schumacher, J.M., 2004, "Pricing High-Dimensional American Options Using Local Consistency Conditions," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-19.
• Berridge, S.J. & Schumacher, J.M., 2004, "Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-20.
• van Beers, W.C.M. & Kleijnen, J.P.C., 2004, "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM, Tilburg University, School of Economics and Management, number 372530d0-3a48-43c5-a91a-4.
• Berridge, S.J. & Schumacher, J.M., 2004, "An Irregular Grid Approach for Pricing High-Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7371422b-c2a8-4b71-8749-6.
• Harald Uhlig, 2004, "Do Technology Shocks Lead to a Fall in Total Hours Worked?," Journal of the European Economic Association, MIT Press, volume 2, issue 2-3, pages 361-371, 04/05.
• Gustavo A. Marrero, 2004, "Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0410.
• Evangelia Desli & Subhash Ray, 2004, "A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis," Working papers, University of Connecticut, Department of Economics, number 2004-15, Jul.
• Luis A. Gil-Alana, 2004, "Deterministic Seasonality versus Seasonal Fractional Integration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/04, Apr.
• Luis A. Gil-Alana & Bertrand Candelon, 2004, "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/04, Apr.
• Luis A. Gil-Alana & Bertrand Candelon, 2004, "Fractional Integration and Business Cycles Features," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/04, Apr.
• Lauren Bin Dong & David E. A. Giles, 2004, "An Empirical Likelihood Ratio Test for Normality in Linear Regression," Econometrics Working Papers, Department of Economics, University of Victoria, number 0402, Apr.
• Lauren Bin Dong, 2004, "The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach," Econometrics Working Papers, Department of Economics, University of Victoria, number 0404, Jul.
• Lauren Bin Dong, 2004, "Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach," Econometrics Working Papers, Department of Economics, University of Victoria, number 0405, Dec.
• Marco Percoco, 2004, "A Statistical Model for the Identification of Key Sectors in I-O Models," ERSA conference papers, European Regional Science Association, number ersa04p90, Aug.
• 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, University Library of Munich, Germany, number 0409001, Sep.
• DUGUET Emmanuel & LELARGE Claire, 2004, "Does patenting increase the private incentives to innovate? A microeconometric analysis," Development and Comp Systems, University Library of Munich, Germany, number 0411019, Nov.
• Paulo M. M. Rodrigues & Antonio Rubia, 2004, "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics, University Library of Munich, Germany, number 0405004, May.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics, University Library of Munich, Germany, number 0409001, Sep.
• Miroslav Verbic, 2004, "Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains," Econometrics, University Library of Munich, Germany, number 0409002, Sep.
• Cornelis A. Los, 2004, "Visualization of Chaos for Finance Majors," Finance, University Library of Munich, Germany, number 0409035, Sep.
• Cornelis A. Los & Rossitsa M. Yalamova, 2004, "Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash," Finance, University Library of Munich, Germany, number 0409050, Sep.
• DUGUET Emmanuel & PETIT Pascale, 2004, "Hiring discrimination in the French financial sector: an econometric analysis on field experiment data," Labor and Demography, University Library of Munich, Germany, number 0411006, Nov.
• Fabio Milani, 2004, "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics, University Library of Munich, Germany, number 0401004, Jan.
• Fabio de Andrade & Lyn Thomas, 2004, "Structural Models In Consumer Credit," Risk and Insurance, University Library of Munich, Germany, number 0407001, Jul.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2004, "Testing for Seasonal Unit Roots in Heterogeneous Panels," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 695.
• Virolainen, Kimmo, 2004, "Macro stress testing with a macroeconomic credit risk model for Finland," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2004.
• Chmura, Thorsten & Pitz, Thomas, 2004, "An Extended Reinforcement Algorithm for Estimation of Human Behaviour in Congestion Games," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 24/2004.
• Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004, "Simulation of risk processes," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,01.
• Trenkler, Carsten, 2004, "Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,37.
• Liesenfeld, Roman & Richard, Jean-François, 2004, "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2004-12.
• Winker, Peter & Maringer, Dietmar, 2004, "The Hidden Risks of Optimizing Bond Portfolios under VaR," Research Notes, Deutsche Bank Research, number 13.
• Winker, Peter & Meyer, Mark, 2004, "Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations," Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences, number 2004,001E.
• Thadewald, Thorsten & Büning, Herbert, 2004, "Jarque-Bera test and its competitors for testing normality: A power comparison," Discussion Papers, Free University Berlin, School of Business & Economics, number 2004/9.
• Anderson, John D. & Parkhurst, Gregory M., 2004, "Economic Comparison of Commodity and Conservation Program Benefits: An Example from the Mississippi Delta," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 2, pages 1-10, August, DOI: 10.22004/ag.econ.43390.
• Ibendahl, Gregory A., 2004, "Risk-Adjusted Comparison of Conservation Reserve Program Payments Versus Production Payments for a Corn-Soybean Farmer," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 2, pages 1-10, August, DOI: 10.22004/ag.econ.43391.
• Davis, Todd D., 2004, "Private Decisions and Public Goods: Trade-Offs in the Conservation Programs in the New Farm Bill: Discussion," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 2, pages 1-2, August, DOI: 10.22004/ag.econ.43417.
• Racine, Jeff & MacKinnon, James, 2004, "Simulation-based Tests that can Use Any Number of Simulations," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273465, Oct, DOI: 10.22004/ag.econ.273465.
• Davidson, Russell & MacKinnon, James, 2004, "The Case Against JIVE," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273470, Sep, DOI: 10.22004/ag.econ.273470.
• Davidson, Russell & MacKinnon, James, 2004, "The Power of Bootstrap and Asymptotic Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273505, Jul, DOI: 10.22004/ag.econ.273505.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, , "Testing for seasonal unit roots in heterogeneous panels," Economic Research Papers, University of Warwick - Department of Economics, number 269589, DOI: 10.22004/ag.econ.269589.
• Jean-Stéphane Mésonnier & Jean-Paul Renne, 2004, "règle de Taylor et politique mon taire dans la zone euro," Working papers, Banque de France, number 117.
• Ingo Fender & John Kiff, 2004, "CDO rating methodology: Some thoughts on model risk and its implications," BIS Working Papers, Bank for International Settlements, number 163, Nov.
• 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, volume 66, issue 3, pages 399-424, July, DOI: 10.1111/j.1468-0084.2004.00085.x.
• Steinar Holden & Fredrik Wulfsberg, 2004, "Downward Nominal Wage Rigidity in Europe," Working Paper, Norges Bank, number 2004/5, Mar.
• Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004, "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-14, Oct.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
• Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004, "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-14, Oct.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
• Olivier Chanel & Stéphanie Vincent, 2004, "Computing price trends in sequential auctions," Recherches économiques de Louvain, De Boeck Université, volume 70, issue 4, pages 443-460.
• Eklöf, M. & Weeks, M., 2004, "‘Estimation of Discrete Choice Models Using DCM for Ox’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0427, Apr.
• Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004, "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0433, Jun.
• Rafaela Dios-Palomares & Jose Miguel Martínez Paz, 2004, "A spreading method to improve efficiency prediction," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/31.
• José Angel Roldán Casas & Rafaela Dios-Palomares, 2004, "A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/37.
• Rafaela Dios-Palomares & Jose Miguel Martínez Paz & Federico Martínez-Carrasco Pleite, 2004, "Variables de entorno en el análisis de eficiencia.Un método de tres etapas con variables categóricas," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/78.
• Scott Gilbert & Petr Zemcik, 2004, "Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp223, May.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp235, Sep.
• Steinar Holden & Fredrik Wulfsberg, 2004, "Downward Nominal Wage Rigidity in Europe (new title: The costs of price stability - downward nominal wage rigidity in Europe)," CESifo Working Paper Series, CESifo, number 1177.
• Reinhard Selten & M. Schreckenberg & Thomas Pitz & T. Chmura & S. Kube, 2003, "Experiments and Simulations on Day-to-Day Route Choice-Behaviour," CESifo Working Paper Series, CESifo, number 900.
• Balazs Egert & Amina Lahrèche-Révil & Kirsten Lommatzsch, 2004, "The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies," Working Papers, CEPII research center, number 2004-15, Nov.
• Imed Drine & Christophe Rault, 2004, "La PPA est-elle verifiee pour les pays developpes et en developpement ? Un re-examen par l'econometrie des panels non-stationnaires," Economie Internationale, CEPII research center, issue 97, pages 49-80.
• Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004, "Indirect Estimation of Conditionally Heteroskedastic Factor Models," Working Papers, CEMFI, number wp2004_0409.
• Ángel León & Diego Piñeiro, 2004, "Valuation of a Biotech Company: A Real Options Approach," Working Papers, CEMFI, number wp2004_0420.
• Mariano González, 2004, "Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk," I Simposio Docentes de Finanzas, Politécnico Grancolombiano, number 1991, Jul.
• Héctor Manuel Zarate, 2004, "Modeling the distribution of exchange rate time series and measuring the tail area: an empirical application of the colombian flexible exchange rate," Revista de Economía del Rosario, Universidad del Rosario.
• Cecilia Maya, 2004, "Valuation of financial assets using montecarlo: when the world is not so normal," Revista de Economía del Rosario, Universidad del Rosario.
• Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4636, Sep.
• Halpern, László & Égert, Balázs & MacDonald, Ronald, 2004, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4809, Dec.
• Olivier CHANEL & Stéphanie VINCENT, 2004, "Computing price trends in sequential auctions," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2004043, Dec.
• Anderson, John D. & Parkhurst, Gregory M., 2004, "Economic Comparison of Commodity and Conservation Program Benefits: An Example from the Mississippi Delta," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 36, issue 2, pages 415-424, August.
• Yoon-Jae Whang, 2004, "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1453, Mar.
• Doucouliagos, Hristos & Laroche, Patrice, 2004, "The impact of U.S. unions on productivity: a bootstrap meta-analysis," Working Papers, Deakin University, Department of Economics, number eco_2004_12, Jan.
• Monserrat Bustelo & Leonardo Lucchetti, 2004, "La Pobreza en Argentina: Perfil, Evolución y Determinantes Profundos (1996, 1998 Y 2001)," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0007, Mar.
• Leonardo Gasparini & Mariana Marchionni & Federico Gutierrez, 2004, "Simulating Income Distribution Changes in Bolivia: a Microeconometric Approach," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0012, Aug.
• Monserrat Bustelo, 2004, "Caracterización de los Cambios en la Desigualdad y la Pobreza en Argentina Haciendo Uso de Técnicas de Descomposiciones Microeconometricas (1992-2001)," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0013, Sep.
• Evangelia Desli & Subhash C. Ray, 2004, "A Bootstrap-Regression Procedure to Capture Unit Specific Effects In Data Envelopment Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 39, issue 1, pages 89-110, January.
• Drine, I. & Rault, Ch., 2004, "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 4.
• Tie Wang, 2004, "Market Response Analysis: The Demand System versus Non-Restricted Marketing Models," Econometric Society 2004 Australasian Meetings, Econometric Society, number 116, Aug.
• Rob L. Hyndman & Xibin Zhang & Maxwell L. King,, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Econometric Society 2004 Australasian Meetings, Econometric Society, number 120, Aug.
• Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004, "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings, Econometric Society, number 243, Aug.
• Tilak Abeysinghe & Gulasekaran Rajaguru, 2004, "The Consequences of Systematic Sampling on Granger Causality," Econometric Society 2004 Australasian Meetings, Econometric Society, number 250, Aug.
• Mickael Salabasis & Sune Karlsson, 2004, "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings, Econometric Society, number 268, Aug.
• Gael Martin & Chris Strickland & Catherine Forbes, 2004, "Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data," Econometric Society 2004 Australasian Meetings, Econometric Society, number 324, Aug.
• Denzil Fiebig & Michael Smith & Remy Cottet, 2004, "Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia," Econometric Society 2004 Australasian Meetings, Econometric Society, number 333, Aug.
• Christophe Rault, 2004, "Further results on weak-exogeneity in vector error correction models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 402, Aug.
• Azhar Iqbal, 2004, "Testing the Power of Panel Cointegration Tests When Frequency of the Data Changes: A Simulation Study," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 442, Aug.
• Nigel Wilkins, 2004, "Indirect Estimation of Long Memory Volatility Models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 459, Aug.
• Jun Yu, 2004, "On leverage in a stochastic volatility model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 497, Aug.
• Jun Yu, 2004, "On Leverage in a Stochastic Volatility Model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 506, Aug.
• Chi-Young Choi; Ling Hu; Masao Ogaki, 2004, "A Spurious Regression Approach to Estimating Structural Parameters," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 555, Aug.
• Martin, V. & Dungey & M., 2004, "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 574, Aug.
• Takayuki Morimoto, 2004, "Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 592, Aug.
• Koichi Maekawa & Sangyeol & Lee, 2004, "The Cusum Test for Parameter Change in Regression with ARCH Errors," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 606, Aug.
• Heejoon Kang, 2004, "Inappropriate Detrending and Spurious Cointegration," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 624, Aug.
• Chew Lian Chua & Peter Summers, 2004, "Structural Error Correction Model: A Bayesian Perspective," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 702, Aug.
• Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh, 2004, "Smooth Test For Testing Equality Of Two Densities," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 714, Aug.
• Yoosoon Chang, 2004, "Taking a New Contour: A Novel Approach to Panel Unit Root Tests," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 796, Aug.
• Guillermo Paraje, 2004, "Income Nonresponse and Inequality Measurement," Econometric Society 2004 Latin American Meetings, Econometric Society, number 139, Aug.
• Jesus Otero & Jeremy Smith, 2004, "Testing for seasonal unit roots in heterogeneous panels," Econometric Society 2004 Latin American Meetings, Econometric Society, number 21, Aug.
• Darcy Ribeiro & Maria da Conceição Sampaio de Sousa, 2004, "Jackstrapping Dea Scores For Robust Efficiency Measurement," Econometric Society 2004 Latin American Meetings, Econometric Society, number 217, Aug.
• R. Velazquez & A.E. Noriega & L.M. Soria, 2004, "International Evidence on Monetary Neutrality Under Broken Trend Stationary Models," Econometric Society 2004 Latin American Meetings, Econometric Society, number 57, Aug.
• Robert Taylor & Peter Burridge, 2004, "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 125, Aug.
• Robert M. Sauer & Michael P. Keane, 2004, "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 136, Aug.
• Emma Iglesias & Jean Marie Dufour, 2004, "Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 161, Aug.
• Helle Bunzel, 2004, "Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 219, Aug.
• Dirk Hoorelbeke, 2004, "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 228, Aug.
• Garland Durham, 2004, "Likelihood-based estimation and specification analysis of one- and two-factor SV models with leverage effects," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 294, Aug.
• Yi Deng, 2004, "A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 389, Aug.
• Myunghwan Seo, 2004, "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 494, Aug.
• Ruxandra Prodan, 2004, "Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 90, Aug.
• N. Meddahi & C. Bontemps, 2004, "Testing Distributional Assumptions: A GMM Approach," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 487, Aug.
• Rajaguru, Gulasekaran, 2004, "Impact of systematic sampling on causality in the presence of unit roots," Economics Letters, Elsevier, volume 84, issue 1, pages 127-132, July.
• Chang, Yoosoon, 2004, "Bootstrap unit root tests in panels with cross-sectional dependency," Journal of Econometrics, Elsevier, volume 120, issue 2, pages 263-293, June.
• Canova, Fabio & Ciccarelli, Matteo, 2004, "Forecasting and turning point predictions in a Bayesian panel VAR model," Journal of Econometrics, Elsevier, volume 120, issue 2, pages 327-359, June.
• Hansen, Karsten T. & Heckman, James J. & Mullen, K.J.Kathleen J., 2004, "The effect of schooling and ability on achievement test scores," Journal of Econometrics, Elsevier, volume 121, issue 1-2, pages 39-98.
• 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, volume 122, issue 2, pages 317-347, October.
• Burridge, Peter & Robert Taylor, A. M., 2004, "Bootstrapping the HEGY seasonal unit root tests," Journal of Econometrics, Elsevier, volume 123, issue 1, pages 67-87, November.
• Goncalves, Silvia & Kilian, Lutz, 2004, "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, volume 123, issue 1, pages 89-120, November.
• Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004, "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 201-225, December.
• Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre, 2004, "The impact of risk regulation on price dynamics," Journal of Banking & Finance, Elsevier, volume 28, issue 5, pages 1069-1087, May.
• Gevorgyan Ruben & Melikyan Narine, 2004, "Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 04-03e, Feb.
• Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre, 2004, "The impact of risk regulation on price dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 16628, May.
• Altissimo, Filippo & Mele, Antonio, 2004, "Simulated nonparametric estimation of continuous time models of asset prices and returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24674, Jan.
• William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan, 2004, "A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Functional Structure and Approximation in Econometrics", DOI: 10.1108/S0573-8555(2004)0000261033.
• Strachan, R.W. & van Dijk, H.K., 2004, "Improper priors with well defined Bayes Factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-18, May.