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

• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2004, "Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-19, May.
• Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO, 2004, "The detection of hidden periodicities: A comparison of alternative methods," Economics Working Papers, European University Institute, number ECO2004/10.
• Emmanuel Duguet & Claire Lelarge, 2004, "Does Patenting Increase the Private Incentives to Innovate? A Microeconometric Analysis," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 04-12.
• Tichý Tomáš, 2004, "Replication Methods in the Pricing and Hedging of Barrier Options," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 7-8, pages 305-324, July.
• Igor Melicherèík & Cyril Ungvarský, 2004, "Pension Reform in Slovakia: Fiscal Debt and Pension Levels," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 9-10, pages 391-404, September.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-1.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel S. Santos, 2004, "Convergence properties of the likelihood of computed dynamic models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-27.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-3.
• Antonio Mele & Filippo Altissimo, 2004, "Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns," FMG Discussion Papers, Financial Markets Group, number dp476, Jan.
• Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp508, Sep.
• Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004, "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2048.
• Lacroix, A. & Bel, F. & Mollard, A. & Sauboua, E., 2004, "Interest of site-specific pollution control policies," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 200424.
• Hans Genberg & Astrit Sulstarova, 2004, "Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2004, May.
• Christophe Rault & Imed Drine, 2004, "La PPA est-elle vérifiée pour les pays développés et en développement ? Un ré-examen par l'économétrie des panels non stationnaires," Post-Print, HAL, number hal-02878000, DOI: 10.3917/ecoi.097.0049.
• González Gómez, Andrés, 2004, "A smooth permanent surge process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 572, Dec.
• Jönsson, Kristian, 2004, "Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated," Working Papers, Lund University, Department of Economics, number 2004:17, Jun, revised 26 Nov 2004.
• Eriksson , Åsa, 2004, "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers, Lund University, Department of Economics, number 2004:29, Dec.
• Holden, Steinar & Wulfsberg, Fredrik, 2004, "Downward Nominal Wage Rigidity in Europe," Memorandum, Oslo University, Department of Economics, number 08/2004, Mar.
• Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2004, "Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 162, Apr.
• Kölling, Arnd & Rässler, Susanne, 2004, "Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200405.
• Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-13, Dec.
• Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas, 2004, "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study," Economics Series, Institute for Advanced Studies, number 156, May.
• Caporale, Guglielmo Maria & Pittis, Nikitas, 2004, "Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence," Economics Series, Institute for Advanced Studies, number 157, May.
• Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo, 2004, "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers, International Monetary Fund, number 2004/078, May.
• Manuel Lobato Osario, 2004, "Insider Trading At The Mexican Stock Exchange: Evidence From Data Augmentation," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 2, pages 169-222, Junio 200.
• Augusto Castillo, 2004, "Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 41, issue 124, pages 345-360.
• 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," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-11, Mar.
• Ivan Paya & David A. Peel, 2004, "Nonlinear Ppp Under The Gold Standard," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-24, Jun.
• Bonin, Holger & Schneider, Hilmar, 2004, "Analytical Prediction of Transitions Probabilities in the Conditional Logit Model," IZA Discussion Papers, IZA Network @ LISER, number 1015, Feb.
• Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers, IZA Network @ LISER, number 1196, Jun.
• Vodopivec, Milan, 2004, "A Simulation of an Income Contingent Tuition Scheme in a Transition Economy," IZA Discussion Papers, IZA Network @ LISER, number 1247, Aug.
• Troske, Kenneth & Voicu, Alexandru, 2004, "Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques," IZA Discussion Papers, IZA Network @ LISER, number 1251, Aug.
• Frijters, Paul & van der Klaauw, Bas, 2004, "Job Search with Nonparticipation," IZA Discussion Papers, IZA Network @ LISER, number 1407, Nov.
• Schuhr Roland, 2004, "Ein Prognose- und Simulationswerkzeug zur Unterstützung der kurzfristigen Personalbedarfsplanung in einem Call Center / A Forecasting and Simulation Tool for Personnel Requirement in a Call Center," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 1-2, pages 166-184, February, DOI: 10.1515/jbnst-2004-1-213.
• 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 Registerdaten unter Berücksichtigung des Datenschut," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 1-2, pages 247-259, February, DOI: 10.1515/jbnst-2004-1-217.
• Luis A. Gil-Alana, 2004, "Structural Change and the Order of Integration in Univariate Time Series," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 3, pages 239-254, April.
• Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004, "Searching for the natural rate of interest: a euro area perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 31, issue 2, pages 185-204, June, DOI: 10.1007/s10663-004-0914-5.

2003

• Marsh, Thomas L., 2003, "Elasticities for U.S. Wheat Food Use by Class," 2003 Conference (47th), February 12-14, 2003, Fremantle, Australia, Australian Agricultural and Resource Economics Society, number 57920, Feb, DOI: 10.22004/ag.econ.57920.
• Miller, J. Corey & Barnett, Barry J. & Coble, Keith H., 2003, "Analyzing Producer Preferences for Counter-Cyclical Government Payments," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 3, pages 1-14, December, DOI: 10.22004/ag.econ.43203.
• Hertel, Thomas & Hummels, David & Ivanic, Maros & Keeney, Roman, 2003, "How Confident Can We Be in CGE-Based Assessments of Free Trade Agreements?," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331134.
• Banzhaf, H. Spencer & Smith, V. Kerry, 2003, "Meta Analysis in Model Implementation: Choice Sets and the Valuation of Air Quality Improvements," Discussion Papers, Resources for the Future, number 10453, DOI: 10.22004/ag.econ.10453.
• Otero, Jesus & Smith, Jeremy, , "The KPSS test with outliers," Economic Research Papers, University of Warwick - Department of Economics, number 269574, DOI: 10.22004/ag.econ.269574.
• David Bolder, 2003, "A Stochastic Simulation Framework for the Government of Canada's Debt Strategy," Staff Working Papers, Bank of Canada, number 03-10, DOI: 10.34989/swp-2003-10.
• Francisco Barillas & Christoph Schleicher, 2003, "Common Trends and Common Cycles in Canadian Sectoral Output," Staff Working Papers, Bank of Canada, number 03-44, DOI: 10.34989/swp-2003-44.
• Lynda Khalaf & Maral Kichian, 2003, "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Staff Working Papers, Bank of Canada, number 03-7, DOI: 10.34989/swp-2003-7.
• Andrew Rennison, 2003, "Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach," Staff Working Papers, Bank of Canada, number 03-8, DOI: 10.34989/swp-2003-8.
• Poirier, Dale J & Tobias, Justin L, 2003, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 2, pages 258-268, April.
• Andreas Graflund & Birger Nilsson, 2003, "Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon," European Financial Management, European Financial Management Association, volume 9, issue 2, pages 179-200, June, DOI: 10.1111/1468-036X.00215.
• Luis A. Gil‐Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 4, pages 517-529, September, DOI: 10.1111/1468-0084.t01-1-00048.
• Jacqueline Pradel & Christophe Rault, 2003, "Exogeneity in Vector Error Correction Models with Purely Exogenous Long‐Run Paths," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 5, pages 629-653, December, DOI: 10.1111/j.1468-0084.2003.00065.x.
• Selva Demiralp & Kevin D. Hoover, 2003, "Searching for the Causal Structure of a Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 745-767, December, DOI: 10.1046/j.0305-9049.2003.00087.x.
• Jean‐Marie Dufour & Lynda Khalaf & Marie‐Claude Beaulieu, 2003, "Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 891-906, December, DOI: 10.1046/j.0305-9049.2003.00085.x.
• Fair Ray C, 2003, "Bootstrapping Macroeconometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1110.
• Kapetanios, G. & Weeks, M., 2003, "Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0308, Feb, DOI: 10.17863/CAM.5401.
• Pesaran, M.H., 2003, "A Simple Panel Unit Root Test in the Presence of Cross Section Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0346, Oct.
• Im, K.S. & Pesaran, M.H., 2003, "On The Panel Unit Root Tests Using Nonlinear Instrumental Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0347, Oct, DOI: 10.17863/CAM.5079.
• Contreras, P. & Satchell, S.E., 2003, "A Bayesian Confidence Interval for Value-at-Risk," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0348, Nov.
• Matteo Richiardi, 2003, "The Promises and Perils of Agent-Based Computational Economics," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 29.
• Matteo Richiardi, 2003, "A Search Model of Unemployment and Firm Dynamics," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 30.
• Matteo Richiardi, 2003, "The New Italian Road Code and the Virtues of the ‘Shame Lane’," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 31.
• Kevin Hoover & Selva Demiralp, 2003, "Searching for the Causal Structure of a Vector Autoregression," Working Papers, University of California, Davis, Department of Economics, number 58, Mar.
• Paulo M. M. Rodrigues & A. M. Robert Taylor, 2003, "On Tests for Double Differencing: Some Extensions and the Role of Initial Values," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/23.
• Hsiao-chuan Chang, 2003, "International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan," Journal of Applied Economics, Universidad del CEMA, volume 6, pages 25-48, May.
• Andreas Ortmann & Sergey Slobodyan & Samuel S. Nordberg, 2003, "(The Evolution of) Post-Secondary Education: A Computational Model and Experiments," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp208, Apr.
• Francisco A. Gallego & Christian A. Johnson, 2003, "Building Confidence Intervals for the Band-Pass and Hodrick-Prescott Filters: An Application Using Bootstrapping," Working Papers Central Bank of Chile, Central Bank of Chile, number 202, Feb.
• Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers, CIRANO, number 2003s-33, Mar.
• Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," CIRANO Working Papers, CIRANO, number 2003s-34, Apr.
• Jean-Marie Dufour, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers, CIRANO, number 2003s-49, Jul.
• Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003, "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO, number 2003s-61, Sep.
• Jean-Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Meritxell Albertí & Ángel León & Gerard Llobet, 2003, "Evaluation of a Taxi Sector Reform: A Real Options Approach," Working Papers, CEMFI, number wp2003_0312.
• Carlos Fernando Silva Pena, 2003, "Garant√Ça De Pensi√Ìn M√Çnima En Colombia: El Efecto De La Volatilidad Del Retorno De La Cuenta De Ahorro Individual," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2750, Aug.
• van der Klaauw, Bas & Frijters, Paul, 2003, "Job Search with Nonparticipation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3922, Jun.
• 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, volume 4, issue 1, pages 103-124, May.
• Insik Min & Sheng jang Sheu & Zijun Wang, 2003, "A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 125-136, May.
• Miller, J. Corey & Barnett, Barry J. & Coble, Keith H., 2003, "Analyzing Producer Preferences for Counter-Cyclical Government Payments," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 35, issue 3, pages 671-684, December.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395R2, Jan, revised Dec 2007.
• Lorenzo Cappellari & Stephen P. Jenkins, 2006, "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 584.
• Leonardo Gasparini, 2003, "Argentina´s Distributional Failure: The role of Integration and Public Policies," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0001, Sep.
• Ciccarelli, Matteo & Rebucci, Alessandro, 2003, "Measuring contagion with a Bayesian, time-varying coefficient model," Working Paper Series, European Central Bank, number 263, Sep.
• Gabriel, Vasco J., 2003, "Cointegration and the joint confirmation hypothesis," Economics Letters, Elsevier, volume 78, issue 1, pages 17-25, January.
• Egert, Balazs & Drine, Imed & Lommatzsch, Kirsten & Rault, Christophe, 2003, "The Balassa-Samuelson effect in Central and Eastern Europe: myth or reality?," Journal of Comparative Economics, Elsevier, volume 31, issue 3, pages 552-572, September.
• Sznajd-Weron, K. & Weron, R., 2003, "How effective is advertising in duopoly markets?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 324, issue 1, pages 437-444, DOI: 10.1016/S0378-4371(02)01904-0.
• 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, volume 33, issue 5, pages 557-579, September.
• Hidalgo, Javier, 2003, "An alternative bootstrap to moving blocks for time series regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6850, May.
• Sándor, Z. & András, P., 2003, "Alternate Samplingmethods for Estimating Multivariate Normal Probabilities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-05, Feb.
• Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003, "Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-22, Aug.
• Pouchkarev, I. & Spronk, J. & van Vliet, P., 2003, "Portfolio Return Characteristics of Different Industries," ERIM Report Series Research in Management, 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, number ERS-2003-014-F&A, Feb.
• Franses, Ph.H.B.F. & Vroomen, B.L.K., 2003, "Estimating duration intervals," ERIM Report Series Research in Management, 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, number ERS-2003-031-MKT, Apr.
• Huisman, R. & Huurman, C., 2003, "Fat Tails in Power Prices," ERIM Report Series Research in Management, 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, number ERS-2003-059-F&A, Sep.
• Casten TRENKLER, 2003, "A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," Economics Working Papers, European University Institute, number ECO2003/07.
• Fabian BORNHORST, 2003, "On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP," Economics Working Papers, European University Institute, number ECO2003/24.
• Jacqueline Pradel & Christophe Rault, 2003, "Exogeneity in vector error correction models with purely exogenous long-run paths," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 03-10.
• Gael Dupont & Cyrille Hagnere & Vincent Touzé, 2003, "Dynamic Microsimulation Models Using to Analyze Retirement Systems Reforms: An Essay of Synthesis," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2003-10.
• Pau Rabanal & Juan F. Rubio-Ramirez, 2003, "Comparing New Keynesian models in the Euro area: a Bayesian approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-30.
• Hertel, Thomas & David Hummels & Maros Ivanic & Roman Keeney, 2003, "How Confident Can We Be in CGE-Based Assessments of Free Trade Agreements?," GTAP Working Papers, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University, number 1324.
• Yannick Malevergne & Didier Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Post-Print, HAL, number hal-00520539, DOI: 10.1088/1469-7688/3/4/301.
• Yannick Malevergne & Didier Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependence," Post-Print, HAL, number hal-02312888, Aug.
• Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2003, "The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?," Post-Print, HAL, number hal-02878012, Sep, DOI: 10.1016/S0147-5967(03)00051-9.
• Hansen, Karsten T & Heckman, James J & Mullen, Kathleen J, 2003, "The effect of schooling and ability on achievement test scores," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2003:13, May.
• Westerlund, Joakim, 2003, "Feasible Estimation in Cointegrated Panels," Working Papers, Lund University, Department of Economics, number 2003:12, Aug, revised 10 Nov 2003.
• Zhang, Tao, 2003, "A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity," Memorandum, Oslo University, Department of Economics, number 25/2003, Dec.
• Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2003, "Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 155, Dec.
• Dahlberg, Matz & Eklöf, Matias, 2003, "Relaxing the IIA Assumption in Locational Choice Models: A Comparison Between Conditional Logit, Mixed Logit, and Multinomial Probit Models," Working Paper Series, Uppsala University, Department of Economics, number 2003:9, Feb.
• Eklöf, Matias, 2003, "Assessing Social Costs of Inefficient Procurement Design," Working Paper Series, Uppsala University, Department of Economics, number 2003:12, Feb.
• Österholm, Pär, 2003, "Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions," Working Paper Series, Uppsala University, Department of Economics, number 2003:21, Aug.
• John Creedy & Guyonne Kalb, 2003, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n16, Jun.
• John Creedy & Guyonne Kalb & Rosanna Scutella, 2003, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n21, Aug.
• Gasparini, Leonardo, 2003, "Argentina's Distributional Failure: The Role of Integration and Public Policy," IDB Publications (Working Papers), Inter-American Development Bank, number 3337, Sep.
• Andrew J. Leach, 2003, "SubGame, set and match. Identifying Incentive Response in a Tournament," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-02, Sep.
• Junfu Zhang, 2003, "Revisiting Residential Segregation by Income: A Monte Carlo Test," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 2, issue 1, pages 27-37, April.
• Mr. Alessandro Rebucci & Mr. Matteo Ciccarelli, 2003, "Measuring Contagion with a Bayesian Time-Varying Coefficient Model," IMF Working Papers, International Monetary Fund, number 2003/171, Sep.
• Javier Márquez Diez-Canedo & Carlos E. Nogués Nivón & Viviana Vélez Grajales, 2003, "Un Método Eficiente Para La Simulación De Curvas De Tasas De Interés," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 2, issue 3, pages 257-291, Septiembr.
• Poirier, Dale J & Tobias, Justin, 2003, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12014, Jan.
• Alessandro Rebucci, 2003, "Measuring Contagion With A Bayesian Time-Varying Coefficient Model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-20, Jun.
• Voicu, Alexandru & Buddelmeyer, Hielke, 2003, "Children and Women's Participation Dynamics: Transitory and Long-Term Effects," IZA Discussion Papers, IZA Network @ LISER, number 729, Feb.
• Hansen, Karsten T. & Heckman, James J. & Mullen, Kathleen, 2003, "The Effect of Schooling and Ability on Achievement Test Scores," IZA Discussion Papers, IZA Network @ LISER, number 826, Jul.
• Michaud, Pierre-Carl, 2003, "Joint Labour Supply Dynamics of Older Couples," IZA Discussion Papers, IZA Network @ LISER, number 832, Jul.
• Kölling Arnd & Rässler Susanne, 2003, "Die Einflüsse von Antwortverweigerung und mehrfacher Ergänzung fehlender Daten auf Produktivitätsschätzungen mit dem IAB-Betriebspanel / The Effect of Item-nonresponse and Multiple imputation of Missing Data on the Estimation of Productivity Based on," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 3, pages 279-311, June, DOI: 10.1515/jbnst-2003-0303.
• Jenny Li & Peter Winker, 2003, "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, volume 21, issue 1, pages 23-43, February, DOI: 10.1023/A:1022289509702.
• Jenny X. Li & Peter Winker, 2003, "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, volume 21, issue 1_2, pages 23-43, February.
• L.A. Gil-Alana, 2003, "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 1, pages 23-38, August, DOI: 10.1023/A:1024553430101.
• Barry Boots, 2003, "Developing local measures of spatial association for categorical data," Journal of Geographical Systems, Springer, volume 5, issue 2, pages 139-160, August, DOI: 10.1007/s10109-003-0110-3.
• P. Rietveld & S. van Woudenberg, 2003, "The utility of travelling when destinations are heterogeneous. How much better is the next destination as one travels further?," Journal of Geographical Systems, Springer, volume 5, issue 2, pages 207-222, August, DOI: 10.1007/s10109-003-0098-8.
• Tülin Erdem & Susumu Imai & Michael Keane, 2003, "Brand and Quantity Choice Dynamics Under Price Uncertainty," Quantitative Marketing and Economics (QME), Springer, volume 1, issue 1, pages 5-64, March, DOI: 10.1023/A:1023536326497.
• Manuel Moreno & Javier Navas, 2003, "On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives," Review of Derivatives Research, Springer, volume 6, issue 2, pages 107-128, May, DOI: 10.1023/A:1027340210935.
• A'Hearn, Brian & Komlos, John, 2003, "Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ," Discussion Papers in Economics, University of Munich, Department of Economics, number 51, Jul.
• Chris M. Strickland & Catherine S. Forbes & Gael M. Martin, 2003, "Bayesian Analysis of the Stochastic Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/03, Aug.
• Andrew D. Sanford & Gael M. Martin, 2003, "Simulation-Based Bayesian Estimation of Affine Term Structure Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/03, Sep.
• GONÇALVES, Silvia & KILIAN, Lutz, 2003, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-01.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-08.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-09.
• DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-12.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short run and long run causality in time series: Inference," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-16.
• RUGE-MURCIA, Francisco J., 2003, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-23.
• Gonçalves, Sílvia & KILIAN, Lutz, 2003, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 01-2003.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2003.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2003.
• DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2003.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2003.
• RUGE-MURCIA, Francisco J., 2003, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2003.
• Karsten Hansen & James J. Heckman & Kathleen J. Mullen, 2003, "The Effect of Schooling and Ability on Achievement Test Scores," NBER Working Papers, National Bureau of Economic Research, Inc, number 9881, Aug.
• 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, National Institute of Economic and Social Research, number 213, Mar.
• John Creedy & Guyonne Kalb, 2003, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Treasury Working Paper Series, New Zealand Treasury, number 03/20, Sep.
• Sylvia Kaufmann, 2003, "The business cycle of European countries Bayesian clustering of country - individual IP growth series," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 83, Jul.
• Jesus Crespo Cuaresma & Ernest Gnan & Doris Ritzberger-Grünwald, 2003, "Searching for the Natural Rate of Interest: a Euro-Area Perspective," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 84, Jul.
• Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann, 2003, "Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 85, Jul.
• Fabio Canova & Gianni De Nicoló, 2003, "The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries," IMF Staff Papers, Palgrave Macmillan, volume 50, issue 2, pages 1-4.
• Erdem, Tulin & Imai, Susumu & Keane, Michael, 2003, "Brand and Quantity Choice Dynamics Under Price Uncertainty," MPRA Paper, University Library of Munich, Germany, number 52516.
• Seceleanu, Ioan & Carcea, Filimon & Badea, Ovidiu & Giurgiu, Victor & Ionascu, Gheorghita & Stefan, Bruno, 2003, "Statistical indicator system for forestry and forest exploitation," MPRA Paper, University Library of Munich, Germany, number 65149, revised 2003.
• George Kapetanios & Melvyn Weeks, 2003, "Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests," Working Papers, Queen Mary University of London, School of Economics and Finance, number 490, Apr.
• George Kapetanios, 2003, "Determining the Stationarity Properties of Individual Series in Panel Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 495, Jul.
• George Kapetanios, 2003, "Determining the Poolability of Individual Series in Panel Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 499, Jul.
• Jonathan Kearns & Roberto Rigobon, 2003, "Identifying the Efficacy of Central Bank Interventions: Evidence from Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2003-04, Apr.
• Smith, V. Kerry & Banzhaf, H. Spencer, 2003, "Meta Analysis in Model Implementation: Choice Sets and the Valuation of Air Quality Improvements," RFF Working Paper Series, Resources for the Future, number dp-03-61, Nov.
• Seungho Lee, 2003, "Deviation from Covered Interest Rate Parity in Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 7, issue 1, pages 125-141, DOI: 10.11644/KIEP.JEAI.2003.7.1.104.
• Gustavo Javier Canavire Bacarreza, 2003, "Impacto de la inversión pública en la reducción de la pobreza en Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 1, pages 149-153.
• Matteo Ciccarelli & Alessandro Rebucci, 2003, "BVARs: A Survey of the Recent Literature with an Application to the European Monetary System," Rivista di Politica Economica, SIPI Spa, volume 93, issue 5, pages 47-112, September.
• Christoph Schleicher, 2003, "Structural Time-Series Models with Common Trends and Common Cycles," Computing in Economics and Finance 2003, Society for Computational Economics, number 108, Aug.
• Kevin Burrage & Jamie Alcock & Monica Barbu, 2003, "A Numerical Solution to American Style Options on Commodities," Computing in Economics and Finance 2003, Society for Computational Economics, number 135, Aug.
• Christian A. Johnson & Francisco A. Gallego, 2003, "Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping," Computing in Economics and Finance 2003, Society for Computational Economics, number 15, Aug.
• Noah Williams & Alexei Onatski, 2003, "Robust Monetary Policy Rules for the Short and Long Run," Computing in Economics and Finance 2003, Society for Computational Economics, number 185, Aug.
• Yi Deng, 2003, "A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes," Computing in Economics and Finance 2003, Society for Computational Economics, number 189, Aug.
• Michal Greszta, 2003, "Testing stationarity of AR(1) process with symmetric stable disturbance," Computing in Economics and Finance 2003, Society for Computational Economics, number 217, Aug.
• Gary S. Anderson, 2003, "Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models," Computing in Economics and Finance 2003, Society for Computational Economics, number 250, Aug.
• Lukas, L., 2003, "Variety of Agent-based Models for Computer Simulation of FX Rate," Computing in Economics and Finance 2003, Society for Computational Economics, number 276, Aug.
• Giuseppe Bruno, 2003, "A Comparative Analysis Of Alternative Econometric Packages For The Unbalanced Two-Way Error Component Model," Computing in Economics and Finance 2003, Society for Computational Economics, number 30, Aug.
• Ana-maria Fuertes, 2003, "Robust Bootstrap Inference On Long Run Dependence Using Panels," Computing in Economics and Finance 2003, Society for Computational Economics, number 307, Aug.
• Aaron D Smallwood & Stefan C Norrbin, 2003, "Long Memory Models and Tests for Cointegration: A Synthesizing Study," Computing in Economics and Finance 2003, Society for Computational Economics, number 32, Aug.
• Alexandru Voicu, 2003, "Agriculture: transition buffer or black hole? A three-state model of employment dynamics," Computing in Economics and Finance 2003, Society for Computational Economics, number 35, Aug.
• Nick Webber & Claudia Ribeiro, 2003, "Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge," Computing in Economics and Finance 2003, Society for Computational Economics, number 4, Aug.