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

2001

• Davidson, Russell, 2001, "Artificial Regressions," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273508, Jan, DOI: 10.22004/ag.econ.273508.
• Cooper, Joseph C. & Hanemann, W. Michael & Signorello, Giovanni, 2001, "One-and-One-Half Bound Dichotomous Choice Contingent Valuation," CUDARE Working Papers, University of California, Berkeley, Department of Agricultural and Resource Economics, number 25003, DOI: 10.22004/ag.econ.25003.
• Gilles Teyssière & Alan Kirman, 2001, "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5A.4, Jan.
• Fuchun Li & Greg Tkacz, 2001, "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers, Bank of Canada, number 01-21, DOI: 10.34989/swp-2001-21.
• Fabio Fornari & Antonio Mele, 2001, "A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 397, Feb.
• Katsuto Tanaka, 2001, "K‐Asymptotics Associated with Deterministic Trends in Integrated and Near‐Integrated Processes," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 1, pages 35-63, March, DOI: 10.1111/1468-5876.00179.
• George Kapetanios, 2001, "Model Selection in Threshold Models," Journal of Time Series Analysis, Wiley Blackwell, volume 22, issue 6, pages 733-754, November, DOI: 10.1111/1467-9892.00251.
• Harvey, A.C. & Trimbur, T.M., 2001, "General Model-based Filters for Extracting Cycles and Trends in Economic Time Series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0113, Jul.
• Rómulo Chumacero, 2001, "Testing for unit roots using economics," Working Papers Central Bank of Chile, Central Bank of Chile, number 102, Jul.
• Arjan Kadareja, 2001, "The Fiscal Stabilization Policy under EMU - An Empirical Assessment," Working Papers, CEPII research center, number 2001-20, Dec.
• Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers, CIRANO, number 2001s-25, Apr.
• Elena Andreou & Eric Ghysels, 2001, "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers, CIRANO, number 2001s-65, Nov.
• Norberto Rodríguez, 2001, "Bayesian estimation and model selection for the weekly Colombian exchange rate," Revista de Economía del Rosario, Universidad del Rosario.
• GRAMMIG, Joachim & HUJER, Reinhard & SCHEIDLER, Michael, 2001, "The econometrics of airline network management," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001055, Dec.
• Canova, Fabio & Ciccarelli, Matteo, 2001, "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2961, Sep.
• Han Hong & Olivier Scaillet & Elie Tamer, 2001, "A Fast Subsampling Method for Nonlinear Dynamic Models," Working Papers, Center for Research in Economics and Statistics, number 2001-39.
• Romano, Joseph P. & Wolf, Michael, 2001, "Improved nonparametric confidence intervals in time series regressions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws010201, Jan.
• Jie Q. Guo & Tong Li, 2001, "Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 101-122, May.
• Chihwa Kao & Lung-fei Lee & Mark M. Pitt, 2001, "Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 215-235, May.
• Qi-Man Shao & Hao Yu & Jun Yu, 2001, "Do Stock Returns Follow a Finite Variance Distribution?," Annals of Economics and Finance, Society for AEF, volume 2, issue 2, pages 467-486, November.
• Donald W.K. Andrews, 2001, "Higher-order Improvements of the Parametric Bootstrap for Markov Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1334, Oct.
• Ray C. Fair, 2001, "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1345, Dec, revised Jun 2003.
• Michael Grimm, 2001, "Macro-economic adjustment socio-demographic change, and the evolution of income distribution in Côte d'Ivoire. A decomposition by microsimulation," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2001/12, Aug.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2001, "Testing the rank of the Hankel matrix: a statistical approach," Working Paper Series, European Central Bank, number 45, Mar.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2001, "Spectral based methods to identify common trends and common cycles," Working Paper Series, European Central Bank, number 62, Apr.
• Fabiani, Silvia & Mestre, Ricardo, 2001, "A system approach for measuring the euro area NAIRU," Working Paper Series, European Central Bank, number 65, May.
• Elerain, Ola & Chib, Siddhartha & Shephard, Neil, 2001, "Likelihood Inference for Discretely Observed Nonlinear Diffusions," Econometrica, Econometric Society, volume 69, issue 4, pages 959-993, July.
• Rolf Larsson & Johan Lyhagen & Mickael Lothgren, 2001, "Likelihood-based cointegration tests in heterogeneous panels," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-41.
• Unver, M. Utku, 2001, "Backward unraveling over time: The evolution of strategic behavior in the entry level British medical labor markets," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 6-7, pages 1039-1080, June.
• Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001, "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, volume 100, issue 2, pages 381-427, February.
• Sentana, Enrique & Fiorentini, Gabriele, 2001, "Identification, estimation and testing of conditionally heteroskedastic factor models," Journal of Econometrics, Elsevier, volume 102, issue 2, pages 143-164, June.
• Hafner, Christian M. & Herwartz, Helmut, 2001, "Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis," Journal of Empirical Finance, Elsevier, volume 8, issue 1, pages 1-34, March.
• Aivazian Sergey & Kolenikov Stanislav, 2001, "Poverty and Expenditure Differentiation of the Russian Population," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 01-01e, Jan.
• Connor, Gregory & Sehgal, Sanjay, 2001, "Tests of the Fama and French model in India," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25057, May.
• Calzorali, Giorgio & Fiorentini, Gabriele & Sentana, Enrique, 2001, "Constrained indirect inference estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25061, Jun.
• Manfred GILLI, & Peter WINKER, 2001, "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp38, Nov.
• Vahid, Farshid & Issler, João Victor, 2001, "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 417, Apr.
• Gabriele Fiorentini & Enrique Sentana, 2001, "Constrained Indirect Inference Estimation," FMG Discussion Papers, Financial Markets Group, number dp384, Jun.
• Poirier, D.J. & Tobias, L., 2001, "Across-Regime Covariance Restrictions in Treatment Response Models," Papers, California Irvine - School of Social Sciences, number 00-01-29.
• Poirier, D.J. & Tobias, J.L., 2001, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Papers, California Irvine - School of Social Sciences, number 00-01-30.
• Hong, H. & Scaillet, O. & Tamer, E., 2001, "A fast Subsampling Method for Nonlinear Dynamic Models," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.09.
• Delaigle, A. & Gijbels, I., 2001, "Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample," Papers, Catholique de Louvain - Institut de statistique, number 0116.
• Winmker, P. & Gilli, M., 2001, "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Papers, Manitoba - Department of Economics, number 38.
• Karame, F., 2001, "Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.39.
• Löf, Mårten, 2001, "Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0439, Mar.
• Lyhagen, Johan, 2001, "A method to generate multivariate data with moments arbitrary close to the desired moments," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 481, Dec.
• de Luna, Xavier & Johansson, Per, 2001, "Testing exogeneity under distributional misspecification," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2001:9, Jul.
• Graflund, Andreas, 2001, "Are the Nordic Stock Markets Mean Reverting?," Working Papers, Lund University, Department of Economics, number 2001:15, Aug.
• Graflund, Andreas, 2001, "Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios," Working Papers, Lund University, Department of Economics, number 2001:16, Sep, revised 29 Jan 2002.
• Matteo Ciccarelli, 2001, "Testing Restrictions In Normal Data Models Using Gibbs Sampling," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2001-17, Jun.
• Augurzky, Boris & Schmidt, Christoph M., 2001, "The Evaluation of Community-Based Interventions: A Monte Carlo Study," IZA Discussion Papers, IZA Network @ LISER, number 270, Mar.
• Augurzky, Boris & Schmidt, Christoph M., 2001, "The Propensity Score: A Means to An End," IZA Discussion Papers, IZA Network @ LISER, number 271, Mar.
• Meier Carsten-Patrick, 2001, "Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland. Eine Anmerkung / Trends and Cycles in Germany’s Real Gross Domestic Product. A Note," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 2, pages 168-178, April, DOI: 10.1515/jbnst-2001-0204.
• Dufour, Jean-Marie & Khalaf, Lynda, 2001, "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche, Université Laval - Département d'économique, number 0111.
• Dufour, Jean-Marie & Khalaf, Lynda, 2001, "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche, GREEN, number 0105.
• van de Ven, J., 2001, "Simulating Cohort Earnings for Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 780.
• Chang, H.-C., 2001, "International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan," Department of Economics - Working Papers Series, The University of Melbourne, number 783.
• Vahid, F. & Issler, J.V., 2001, "The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/01, Mar.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2001, "Downside Risk and the Momentum Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 8643, Dec.
• Vasco J. Gabriel, 2001, "Cointegration and the joint confirmation hypothesis," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2001.
• I. Robert-Bobee, 2001, "Modelling demographic behaviours in the French microsimulation model Destinie: An analysis of future change in completed fertility," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2001-14.
• C. Audenis & P. Biscourp & N. Riedinger, 2001, "Is the transmission of crude oil prices to gasoline prices asymmetric?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2001-17.
• Sylvia Kaufmann, 2001, "Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 45, May.
• Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia, 2001, "Simulation-based estimation of Tobit model with random effects," MPRA Paper, University Library of Munich, Germany, number 22985, revised 2001.
• James G. MacKinnon & Russell Davidson, 2001, "Bootstrap Tests: How Many Bootstraps?," Working Paper, Economics Department, Queen's University, number 1036, Mar.
• James G. MacKinnon, 2001, "Computing Numerical Distribution Functions In Econometrics," Working Paper, Economics Department, Queen's University, number 1037, Dec.
• James G. MacKinnon & Russell Davidson, 2001, "Artificial Regressions," Working Paper, Economics Department, Queen's University, number 1038, Jan.
• Charles J. Romeo, 2001, "A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data," Computing in Economics and Finance 2001, Society for Computational Economics, number 106, Apr.
• Nalan, 2001, "Simulation," Computing in Economics and Finance 2001, Society for Computational Economics, number 124, Apr.
• Nikolay Gospodinov, 2001, "Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity," Computing in Economics and Finance 2001, Society for Computational Economics, number 136, Apr.
• Romulo Chumacero, 2001, "Testing For Unit Roots Using Economics," Computing in Economics and Finance 2001, Society for Computational Economics, number 2, Apr.
• Jonathan Alford and Nick Webber, 2001, "Very High Order Lattice Methods for One Factor Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 26, Apr.
• Jerry Coakley; Ana-Maria Fuertes, 2001, "Bootstrap LR Tests for Sign and Amplitude Asymmetries," Computing in Economics and Finance 2001, Society for Computational Economics, number 262, Apr.
• George Hall and John Rust, Yale University, 2001, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 274, Apr.
• Brian Krauth, 2001, "Small neighborhoods," Computing in Economics and Finance 2001, Society for Computational Economics, number 47, Apr.
• J. Durbin and S.J. Koopman, 2001, "An efficient and simple simulation smoother for state space time series analysis," Computing in Economics and Finance 2001, Society for Computational Economics, number 52, Apr.
• Fagiolo, G. and Dosi, G., 2001, "Endogenous Growth Paths in Economies with Locally Interacting Agents," Computing in Economics and Finance 2001, Society for Computational Economics, number 82, Apr.
• Patrick Waelbroeck, 2001, "Econometric analysis of the sequential probit model with an application to innovation surveys," Computing in Economics and Finance 2001, Society for Computational Economics, number 99, Apr.
• Michael K. Andersson & Sune Karlsson, 2001, "Bootstrapping Error Component Models," Computational Statistics, Springer, volume 16, issue 2, pages 221-231, July, DOI: 10.1007/s001800100061.
• P. Pellizzari, 2001, "Efficient Monte Carlo pricing of European options¶using mean value control variates," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 2, pages 107-126, November, DOI: 10.1007/s102030170002.
• Albert Satorra & Peter Bentler, 2001, "A scaled difference chi-square test statistic for moment structure analysis," Psychometrika, Springer;The Psychometric Society, volume 66, issue 4, pages 507-514, December, DOI: 10.1007/BF02296192.
• Arvid Raknerud, 2001, "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers, Statistics Norway, Research Department, number 295, Mar.
• Nunzio Cappuccio & Diego Lubian, 2001, "Estimation And Inference On Long-Run Equilibria: A Simulation Study," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 61-84, DOI: 10.1081/ETC-100104080.
• Akira Tokihisa & Shigeyuki Hamori, 2001, "Seasonal Integration For Daily Data," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 187-200, DOI: 10.1081/ETC-100103822.
• Evzen Kocenda, 2001, "An Alternative To The Bds Test: Integration Across The Correlation Integral," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 3, pages 337-351, DOI: 10.1081/ETC-100104938.
• Noud P.A. van Giersbergen & Jan F. Kiviet, 2001, "How to implement the Bootstrap in Static or Stable Dynamic Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-119/4, Dec.
• Elena Andreou & Eric Ghysels, 2001, "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 0202, Oct.
• Manuel Moreno & Javier R. Navas, 2001, "On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 543, Apr.
• Frederic Udina & Pedro Delicado, 2001, "Estimating parliamentary composition through electoral polls," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 562, Jul.
• Jesús Gonzalo & Michael Wolf, 2001, "Subsampling inference in threshold autoregressive models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 573, Oct.
• Kurt Brännäs & Andreia Hall, 2001, "Estimation in integer‐valued moving average models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 17, issue 3, pages 277-291, July, DOI: 10.1002/asmb.445.
• Norbert Jobst & Stavros A. Zenios, 2001, "Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-25, Jul.
• Kenneth Train, 2001, "Halton Sequences for Mixed Logit," Econometrics, University Library of Munich, Germany, number 0012002, Jan.
• Joel Huber & Kenneth Train, 2001, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics, University Library of Munich, Germany, number 0012003, Jan.
• Y. Malevergne & D. Sornette, 2001, "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Finance, University Library of Munich, Germany, number 0111003, Nov.
• Pok Man Chak & Neal Madras & J. Barry Smith, 2001, "Consistent Estimation of Shape-Restricted Functions and Their Derivatives," Working Papers, York University, Department of Economics, number 2001_03, Nov.
• K. Sudhir, 2001, "Competitive Pricing Behavior in the US Auto Market: A Structural Analysis," Yale School of Management Working Papers, Yale School of Management, number ysm228, Oct.
• Kern, Markus & Rudolph, Bernd, 2001, "Comparative analysis of alternative credit risk models: An application on German middle market loan portfolios," CFS Working Paper Series, Center for Financial Studies (CFS), number 2001/03.
• Kölling, Arnd & Rässler, Susanne, 2001, "Effekte der multiplen Imputation fehlender Werte am Beispiel von Produktivitätsschätzungen mit dem IAB-Betriebspanel," Discussion Papers, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics, number 40/2001.
• Candelon, Bertrand & Gil-Alaña, Luis A., 2001, "Fractional integration and business cycle features," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,46.
• Gil-Alaña, Luis A., 2001, "The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,66.
• Tamine, Julien, 2001, "Smoothed influence function: Another view at robust nonparametric regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,62.
• Kaiser, Ulrich, 2001, "Moving in and out of financial distress: evidence for newly founded service sector firms," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-09.

2000

• Kóbor, Ádám, 2000, "A feltétel nélküli normalitás egyszerű alternatívái a kockáztatott érték számításában
  [The simple alternatives of unconditional normality in the calculation of value at risk]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 878-898.
• Leonardo Gasparini & Mariana Marchionni & Walter Sosa Escudero, 2000, "Characterization of inequality changes through microeconometric decompositions. The case of Greater Buenos Aires," Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, number 025, Jul.
• Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000, "On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche, Université Laval - Département d'économique, number 0003.
• Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000, "Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity," Cahiers de recherche, Université Laval - Département d'économique, number 0004.
• Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000, "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche, GREEN, number 0003.
• Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000, "Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity," Cahiers de recherche, GREEN, number 0004.
• DUFOUR, Jean-Marie & KHALAF, Lynda, 2000, "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-10.
• DUFOUR, Jean-Marie & KHALAF, Lynda, 2000, "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-11.
• DUFOUR, Jean-Marie & TORRÈS, Olivier, 2000, "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-12.
• Dufour, J.M. & Khalaf, L., 2000, "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-10.
• Dufour, J.M. & Khalaf, L., 2000, "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-11.
• Dufour, J.M. & Torres, O., 2000, "Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-12.
• R. Mahieu & B. Sédillot, 2000, "Microsimulations of the retirement decision: a supply side approach," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2000-07.
• Albu, Lucian-Liviu & Pelinescu, Elena, 2000, "Sustainability of public debt: a theoretical and empirical investigation," MPRA Paper, University Library of Munich, Germany, number 14364, Jan.
• Bilgili, Faik, 2000, "Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods," MPRA Paper, University Library of Munich, Germany, number 75532.
• Christelle Lecourt, 2000, "Dépendance de court et de long terme des rendements de taux de change," Économie et Prévision, Programme National Persée, volume 146, issue 5, pages 127-137, DOI: 10.3406/ecop.2000.6132.
• Chakravarty, Sugato & Li, Kai, 2000, "An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1127, Feb.
• James G. MacKinnon & Russell Davidson, 2000, "Improving The Reliability Of Bootstrap Tests," Working Paper, Economics Department, Queen's University, number 995, Sep.
• Chris Brooks & Gita Persand, 2000, "Value at Risk and Market Crashes," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-01.
• Chris Brooks & Gita Persand & Andrew D. Clare, 2000, "An EVT Approach to calculating Risk Capital Requirements," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-07, Jul.
• Ola Elerian & Siddhartha Chib & Neil Shephard, 2000, "Likelihood inference for discretely observed non-linear diffusions," OFRC Working Papers Series, Oxford Financial Research Centre, number 2000mf02.
• Uwe Hassler & Francesc Marmol & C. Velasco, 2000, "Fractional Cointegrating Regression In The Presence Of Linear Time Trends," Computing in Economics and Finance 2000, Society for Computational Economics, number 138, Jul.
• K. Van Dijk & Luc Bauwens & Charles Bos, 2000, "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000, Society for Computational Economics, number 145, Jul.
• Peter Winker & Jenny Li, 2000, "Time Series Simulation With Quasi-Monte Carlo Methods," Computing in Economics and Finance 2000, Society for Computational Economics, number 151, Jul.
• Maral Kichian & Linda Khalaf, 2000, "Testing The Pricing-To-Market Hypothesis Case Of The Transportation Equipment Industry," Computing in Economics and Finance 2000, Society for Computational Economics, number 58, Jul.
• Michael A. Nolan, 2000, "Spell durations and the impact of censoring," Empirical Economics, Springer, volume 25, issue 4, pages 699-714.
• Christian M. Hafner & Wolfgang HÄrdle, 2000, "Discrete time option pricing with flexible volatility estimation," Finance and Stochastics, Springer, volume 4, issue 2, pages 189-207.
• Asbjørn T. Hansen & Rolf Poulsen, 2000, "A simple regime switching term structure model," Finance and Stochastics, Springer, volume 4, issue 4, pages 409-429.
• F. M. Scherer & Dietmar Harhoff & J, rg Kukies, 2000, "Uncertainty and the size distribution of rewards from innovation," Journal of Evolutionary Economics, Springer, volume 10, issue 1, pages 175-200.
• Russell Davidson & James MacKinnon, 2000, "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 1, pages 55-68, DOI: 10.1080/07474930008800459.
• Moors, J.J.A. & Strijbosch, L.W.G., 2000, "Two-Step Sequential Sampling," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-39.
• Moors, J.J.A. & Strijbosch, L.W.G., 2000, "Two-Step Sequential Sampling," Other publications TiSEM, Tilburg University, School of Economics and Management, number e62bf1db-a1ec-4a37-a765-d.
• Kenneth Train ., 2000, "Halton Sequences for Mixed Logit," Economics Working Papers, University of California at Berkeley, number E00-278, May.
• Joel Huber and Kenneth Train., 2000, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers, University of California at Berkeley, number E00-289, Jul.
• Ignacio Díaz-Emparanza, 2000, "Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test," Econometrics, University Library of Munich, Germany, number 0004005, Sep.
• Meier, Carsten-Patrick, 2000, "Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung," Kiel Working Papers, Kiel Institute for the World Economy, number 993.
• Gil-Alaña, Luis A., 2000, "Testing of fractional cointegration in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,105.
• Gil-Alaña, Luis A., 2000, "Deterministic seasonality versus seasonal fractional integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,106.
• Gil-Alaña, Luis A., 2000, "Modelling seasonality with fractionally integrated processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,16.
• Herwartz, Helmut & Neumann, Michael H., 2000, "Bootstrap inference in single equation error correction models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,87.
• Machiel van Dijk & Önder Nomaler, 2000, "Technological Diffusion Patterns and their Effects on Industrial Dynamics," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 00-6.
• Anthony W. Hughes, 2000, "Testing for Non-Normality in the Presence of One-Sided Slope Parameters," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2000-01.
• Pedro J. F. de Lima & Michelle L. Barnes, 2000, "Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2000-05.
• Cornelis A. Los, 2000, "Visualization of Chaos for Finance Majors," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2000-07.
• Graybeal, Dale K., 2000, "Variation In Marginal Response To Nitrogen Fertilizer Between Locations," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 32, issue 2, pages 1-10, August, DOI: 10.22004/ag.econ.15502.
• MacKinnon, James & Davidson, Russel, 2000, "Improving the Reliability of Bootstrap Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273421, Sep, DOI: 10.22004/ag.econ.273421.
• Leonardo Gasparini & Mariana Marchionni & Walter Sosa Escudero, 2000, "Characterization of inequality changes through microeconometric decompositions. The case of Greater Buenos Aires," IIE, Working Papers, IIE, Universidad Nacional de La Plata, number 025, Jul.
• Dani Gamermam, 2000, "MCMC in econometrics," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 1, issue 1, pages 7-37, January-J.
• Tsionas, E.G., 2000, "Bayesian Inference in the Non-Central Student-T Model," DEOS Working Papers, Athens University of Economics and Business, number 0020-02.
• Lynda Khalaf & Maral Kichian, 2000, "Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry," Staff Working Papers, Bank of Canada, number 00-8, DOI: 10.34989/swp-2000-8.
• Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000, "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Working Papers, Banco de España, number 0005.
• Pastorello, Sergio & Renault, Eric & Touzi, Nizar, 2000, "Statistical Inference for Random-Variance Option Pricing," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 3, pages 358-367, July.
• J. Durbin & S. J. Koopman, 2000, "Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 62, issue 1, pages 3-56, DOI: 10.1111/1467-9868.00218.
• Train, Kenneth, 2000, "Halton Sequences for Mixed Logit," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt6zs694tp, May.
• Huber, Joel & Train, Kenneth, 2000, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7zm4f51b, Jul.
• Ramdan Dridi & Eric Renault, 2000, "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 392, May.
• Steve Berry & Oliver Linton & Ariel Pakes, 2000, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 400, Jul.
• Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000, "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series, CESifo, number 374.
• Jean-Marie Dufour & Lynda Khalaf, 2000, "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers, CIRANO, number 2000s-15, May.
• Jean-Marie Dufour & Lynda Khalaf, 2000, "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," CIRANO Working Papers, CIRANO, number 2000s-16, May.
• Elena Andreou & Eric Ghysels, 2000, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers, CIRANO, number 2000s-19, May.
• COELLI, Tim, 2000, "On the econometric estimation of the distance function representation of a production technology," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000042, Sep.
• Chihwa Kao & Lung-fei Lee & Mark M. Pitt, 2000, "Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 50, May, revised Apr 2001.
• Canova, Fabio & Nicoló, Gianni De, 2000, "Stock Returns, Term Structure, Inflation, And Real Activity: An International Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 3, pages 343-372, September.
• Yoosoon Chang, 2000, "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1251, Mar.
• Hördahl, Peter, 2000, "Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model," Working Paper Series, European Central Bank, number 16, Mar.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0504, Aug.
• Rolf Larsson & Johan Lyhagen, 2000, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1313, Aug.
• Yoosoon Chang, 2000, "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1585, Aug.
• Andrew Harvey & Siem Jan Koopman, 2000, "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, volume 3, issue 1, pages 84-107.
• Karlsson, Sune & Lothgren, Mickael, 2000, "Computationally efficient double bootstrap variance estimation," Computational Statistics & Data Analysis, Elsevier, volume 33, issue 3, pages 237-247, May.
• Jensen, Mark J., 2000, "An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 3, pages 361-387, March.
• Rault, Christophe, 2000, "Non-causality in VAR-ECM models with purely exogenous long-run paths," Economics Letters, Elsevier, volume 66, issue 1, pages 7-15, January.
• Karlsson, Sune & Lothgren, Mickael, 2000, "On the power and interpretation of panel unit root tests," Economics Letters, Elsevier, volume 66, issue 3, pages 249-255, March.
• Rault, Christophe, 2000, "Non-causality in VAR-ECM models with purely exogeneous long-run paths," Economics Letters, Elsevier, volume 67, issue 2, pages 121-129, May.