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

2003

• 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, DOI: http://dx.doi.org/10.18235/0011277.
• 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.
• Nick Webber & Claudia Ribeiro, 2003, "A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge," Computing in Economics and Finance 2003, Society for Computational Economics, number 5, Aug.
• Cees Diks & Svetlana Borovkova, 2003, "Conditional distribution resampling for time series," Computing in Economics and Finance 2003, Society for Computational Economics, number 70, Aug.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramirez, 2003, "Estimating nonlinear dynamic economies: A likelihood approach," Computing in Economics and Finance 2003, Society for Computational Economics, number 91, Aug.
• Athina Kanioura & Paul Turner, 2003, "The Error Correction Model as a Test for Cointegration," Working Papers, The University of Sheffield, Department of Economics, number 2003001, Mar, revised Mar 2003.
• Marie-Paule Laurent, 2003, "Indices as diversification instruments in Europe," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-004.RS.
• Marie-Paule Laurent, 2003, "The effect of earnings release for Belgian listed companies," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-005.RS.
• Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003, "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-006.RS, Mar.
• Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit, 2003, "Asset return correlation: The case of automotive lease portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-007.RS.
• Joachim Büschken, 2003, "Wann neue Produkte vorankündigen?," Schmalenbach Journal of Business Research, Springer, volume 55, issue 1, pages 3-22, February, DOI: 10.1007/BF03372696.
• Y. Malevergne & D. Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 4, pages 231-250, DOI: 10.1088/1469-7688/3/4/301.
• Levent Ozbek & Umit Ozlale & Fikri Ozturk, 2003, "Employing Extended Kalman Filter in a Simple Macroeconomic Model," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 1, pages 53-65.
• Felisa J. Vazquez-Abad & Bernd Heidergott, 2003, "Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-057/4, Jul.
• Michaud, P.C., 2003, "Joint Labour Supply Dynamics of Older Couples," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-69.
• Michaud, P.C., 2003, "Joint Labour Supply Dynamics of Older Couples," Other publications TiSEM, Tilburg University, School of Economics and Management, number 68aef700-ea7e-443b-a935-8.
• Andrew C. Harvey & Thomas M. Trimbur, 2003, "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," The Review of Economics and Statistics, MIT Press, volume 85, issue 2, pages 244-255, May.
• Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003, "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/715.
• Sandra Lechner & Anne Rozan & François Laisney, 2003, "A model of the anchoring effect in dichotomous choice valuation with follow-up," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2003-07.
• Luis A. Gil-Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/03, May.
• Morris, Michael D., 2003, "The impact of grants, tax credit and education savings account on parental contributions to college expenses and the educational attainment of children," Working Papers, University of New Orleans, Department of Economics and Finance, number 2003-07, Feb.
• Àlex Costa & Albert Satorra & Eva Ventura, 2003, "An empirical evaluation of small area estimators," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 674, Apr, revised Jun 2003.
• Manuel Moreno & Javier F. Navas, 2003, "Australian Asian options," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 680, Feb.
• Arturo Kohatsu & Shigeyoshi Ogawa, 2003, "A BPE model for the Burgers' equation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 717, Oct.
• Àlex Costa & Albert Satorra & Eva Ventura, 2003, "Using composite estimators to improve both domain and total area estimation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 731, Dec.
• Henrik Amilon, 2003, "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 107, Sep.
• Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003, "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers, University of Verona, Department of Economics, number 07/2003, Sep.
• Imed Drine & Christophe Rault, 2003, "A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-570, Apr.
• Imed Drine & Christophe Rault, 2003, "On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-571, May.
• Dieter Gstach, 2003, "A Statistical Framework for Estimating Output-Specific Efficiencies," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp083, Feb.
• Dieter Gstach & Andrew Somers & Susanne Warning, 2003, "Output specific efficiencies: The case of UK private secondary schools," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp084, Feb.
• Jean‐Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Til Schuermann & Yusuf Jafry, 2003, "Measurement and Estimation of Credit Migration Matrices," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-08, Apr.
• Evzen Kocenda, 2003, "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics, University Library of Munich, Germany, number 0301004, Jan.
• Yoon-Jae Whang, 2003, "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics, University Library of Munich, Germany, number 0310005, Oct.
• Paolo Pellizzari, 2003, "Static Hedging of Multivariate Derivatives by Simulation," Finance, University Library of Munich, Germany, number 0311013, Nov, revised 04 Dec 2003.
• Alex Costa & Albert Satorra & Eva Ventura, 2003, "An Empirical Evaluation of Five Small Area Estimators," General Economics and Teaching, University Library of Munich, Germany, number 0312003, Dec.
• Katarzyna Sznajd-Weron & Rafal Weron, 2003, "How effective is advertising in duopoly markets?," Public Economics, University Library of Munich, Germany, number 0306005, Jun.
• Otero, Jesus & Smith, Jeremy, 2003, "The KPSS Test with Outliers," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 690.
• Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003, "An introduction to simulation of risk processes," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/04.
• Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda, 2003, "Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,01.
• Behr, Andreas, 2003, "A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,05.
• Lux, Thomas, 2003, "Detecting multi-fractal properties in asset returns: The failure of the scaling estimator," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2003-14.
• Gottschalk, Sandra, 2003, "Microdata Disclosure by Resampling: Empirical Findings for Business Survey Data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-55.

2002

• Janecskó, Balázs, 2002, "Portfóliószemléletű hitelkockázat szimulációs meghatározása
  [Simulated determination of credit risk in portfolio terms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 664-676.
• Y.K. Tse & Xibin Zhang & Jun Yu, 2002, "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/02, Sep.
• Roland G. Shami & Catherine S. Forbes, 2002, "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/02, Aug.
• BONTEMPS, Christian & MEDDAHI, Nour, 2002, "Testing Normality : A GMM Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-14.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-17.
• Christian BONTEMPS & Nour MEDDAHI, 2002, "Testing Normality : A Gmm Approach," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2002.
• Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF, 2002, "Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2002.
• I. Robert-Bobée, 2002, "Microsimulation of demographic behaviours using 2 alternative data sources," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2002-10.
• Helmut Elsinger & Alfred Lehar & Martin Summer, 2002, "Risk Assessment for Banking Systems," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 79, Oct.
• Olivier Jeanne & Andrew K. Rose, 2002, "Noise Trading and Exchange Rate Regimes," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 117, issue 2, pages 537-569.
• Pablo Marshall, 2002, "No-Respuesta De Items En Estudios De Mercado," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 5, issue 1, pages 53-76.
• Cooper, Joseph C. & Hanemann, W.M. & Signorello, Giovanni, 2002, "One and One-Half Bound Dichotomous Choice Contingent Valuation," MPRA Paper, University Library of Munich, Germany, number 17190, Nov, revised Nov 2002.
• Calzolari, Giorgio & Neri, Laura, 2002, "Imputation of continuous variables missing at random using the method of simulated scores," MPRA Paper, University Library of Munich, Germany, number 22986, revised 2002.
• Halkos, George & Kevork, Ilias, 2002, "Confidence intervals in stationary autocorrelated time series," MPRA Paper, University Library of Munich, Germany, number 31840.
• Olivera, Javier, 2002, "Determinantes del nivel de pensiones en el Sistema Privado de Pensiones
  [Determinants of the pensions in the Peruvian Private Pension System]," MPRA Paper, University Library of Munich, Germany, number 66683, May.
• Bilgili, Faik, 2002, "VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması
  [A Comparison of Ex-Post Forecast Accuracies for VAR, ARIMA, Exponential Smoothing, Combining and Add-Fac," MPRA Paper, University Library of Munich, Germany, number 75536, revised 2002.
• Gonzalo Camba-Mendez & George Kapetanios, 2002, "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers, Queen Mary University of London, School of Economics and Finance, number 468, Nov.
• George Kapetanios, 2002, "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 469, Nov.
• François Bourguignon & Francisco H.G. Ferreira & Phillipe G. Leite, 2002, "Beyond Oaxaca-Blinder: accounting for differences in household income distributions across countries," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 452, Mar.
• Francisco H. G. Ferreira & Phillippe George Leite, 2002, "Educational expansion and income distribution. A Micro-Simulation for Ceará," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 456, May.
• Albu, Lucian Liviu, 2002, "Sustainability Function," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-14, June.
• Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni, 2006, "Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 97, Nov.
• J. Huston McCulloch & E. Richard Percy, Jr., 2002, "A Spline LR Test for Goodness-of-Fit," Computing in Economics and Finance 2002, Society for Computational Economics, number 123, Jul.
• Romulo A. Chumacero, 2002, "Absolute Convergence, Period," Computing in Economics and Finance 2002, Society for Computational Economics, number 218, Jul.
• K.Y.Szeto & Chiwah Kong, 2002, "Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth," Computing in Economics and Finance 2002, Society for Computational Economics, number 231, Jul.
• B. Frijns & P. Schotman, 2002, "The Dynamics of Dealer Quoting Behavior," Computing in Economics and Finance 2002, Society for Computational Economics, number 235, Jul.
• Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk, 2002, "Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations," Computing in Economics and Finance 2002, Society for Computational Economics, number 248, Jul.
• Claudio Tebaldi, 2002, "Hedging using simulation: a least squares approach," Computing in Economics and Finance 2002, Society for Computational Economics, number 279, Jul.
• Elena Casquel & Ezequiel Uriel, 2002, "An Efficient Monte Carlo Study of Feasible Generalized Least Squares Estimators for Panel Data Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 281, Jul.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002, "Adaptive Polar Sampling," Computing in Economics and Finance 2002, Society for Computational Economics, number 307, Jul.
• Peter Winker & Manfred Gilli, 2002, "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 314, Jul.
• Zsolt Sandor, 2002, "Existence and Uniqueness of Price Equilibrium in Discrete Choice Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 319, Jul.
• P. Palmitesta & C. Provasi, 2002, "Likelihood function optimization of elliptical copula models with financial applications," Computing in Economics and Finance 2002, Society for Computational Economics, number 327, Jul.
• Christian de Peretti, 2002, "unilateral and bilateral bootstrap tests for long memory," Computing in Economics and Finance 2002, Society for Computational Economics, number 334, Jul.
• Fabrizio Lillo & Rosario N. Mantegna, 2002, "Empirical investigation and modeling of a financial market after a crash," Computing in Economics and Finance 2002, Society for Computational Economics, number 339, Jul.
• Alexandru Voicu, 2002, "Employment Dynamics in the Romanian Labor Market. A Markov Chain Monte Carlo Approach," Computing in Economics and Finance 2002, Society for Computational Economics, number 349, Jul.
• J.S. Baixauli & S. Alvarez, 2002, "Testing abnormal performance in event studies with small samples," Computing in Economics and Finance 2002, Society for Computational Economics, number 35, Jul.
• Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel, 2002, "Cultural drift induced diversity in a model for the transmission of culture," Computing in Economics and Finance 2002, Society for Computational Economics, number 351, Jul.
• Lars Rasmusson, 2002, "Evaluating the CDF for m weighted sums of n correlated lognormal random variables," Computing in Economics and Finance 2002, Society for Computational Economics, number 80, Jul.
• Yong Zhao & Kara Maria Kockelman, 2002, "The propagation of uncertainty through travel demand models: An exploratory analysis," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 1, pages 145-163.
• Sylvia Kaufmann, 2002, "Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data," Empirical Economics, Springer, volume 27, issue 2, pages 277-297.
• Patrick J. Coe, 2002, "Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output," Empirical Economics, Springer, volume 27, issue 2, pages 395-401.
• Russell Davidson & James MacKinnon, 2002, "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 4, pages 419-429, DOI: 10.1081/ETC-120015384.
• H. Peter Boswijk & Philip Hans Franses, 2002, "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-002/4, Jan.
• Cees Diks, 2002, "Detecting Serial Dependence in Tail Events," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-079/1, Aug.
• Siem Jan Koopman & Charles S. Bos, 2002, "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-113/4, Nov.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-99.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 416a6d43-3466-47e0-b656-d.
• Joseph C. Cooper & Michael Hanemann & Giovanni Signorello, 2002, "One-and-One-Half-Bound Dichotomous Choice Contingent Valuation," The Review of Economics and Statistics, MIT Press, volume 84, issue 4, pages 742-750, November.
• Martin Wagner, 2002, "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0210, Oct.
• David Bravo & Dante Contreras & Sergio Urzúa, 2002, "Poverty and Inequality in Chile 1990-1998: Learning from Microeconomic Simulations," Working Papers, University of Chile, Department of Economics, number wp198, Oct.
• Stella M. Salvatierra, 2002, "Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/02, Oct.
• Andrew M. Jones & Ángel López-Nicolás, 2002, "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 626, Jun.
• Joseph P. Romano & Michael Wolf, 2002, "Improved nonparametric confidence intervals in time series regressions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 635, Jul.
• Andrew M. Jones & Ángel López-Nicolás, 2002, "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Working Papers, Research Center on Health and Economics, Department of Economics and Business, Universitat Pompeu Fabra, number 626, Jun.
• Bourguignon, Francois & Ferreira, Francisco H. G., 2002, "Beyond Oaxaca-Blinder : accounting for differences in household income distributions across countries," Policy Research Working Paper Series, The World Bank, number 2828, Apr.
• Fran??ois Bourguignon & Francisco H. G. Ferreira & Phillippe G. Leite, 2002, "Beyond Oaxaca-Blinder: Accounting for Differences in Household Income Distributions Across Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 478, Feb.