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

2000

• 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.
• Michaelides, Alexander & Ng, Serena, 2000, "Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators," Journal of Econometrics, Elsevier, volume 96, issue 2, pages 231-266, June.
• Inkmann, Joachim, 2000, "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 227-259, August.
• Smith, Michael & Kohn, Robert, 2000, "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, volume 98, issue 2, pages 257-281, October.
• Dufour, Jean-Marie & Torres, Olivier, 2000, "Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes," Journal of Econometrics, Elsevier, volume 99, issue 2, pages 255-289, December.
• Michaelides, Alexander & Ng, Serena, 2000, "Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 198, Jun.
• Berry, Steve & Linton, Oliver & Pakes, Ariel, 2000, "Limit theorems for estimating the parameters of differentiated product demand systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2032, Jul.
• Dridi, Ramdan, 2000, "Simulated asymptotic least squares theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6861, Jun.
• Dridi, Ramdan & Renault, Eric, 2000, "Semi-parametric indirect inference," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6864, May.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-25/A, Aug.
• P. Jenkins, Stephen & Cappellari, Lorenzo, 2006, "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," ISER Working Paper Series, Institute for Social and Economic Research, number 2006-16, Apr.
• Richard Dennis, 2000, "Steps Toward Identifying Central Bank Policy Preferences," Working Paper Series, Federal Reserve Bank of San Francisco, number 2000-13, Dec, DOI: 10.24148/wp2000-13.
• Davidson, R., 2000, "Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a09.
• Bauwens, L. & Lubrano, M., 2000, "Bayesian Option Pricing using Asymmetric Garch Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a18.
• Tsionas, E.G., 2000, "Bayesian Inference in the Non-Central Student-T Model," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 119.
• Evstigneev, I.V. & Flam, S.D., 2000, "Stochastic Programming: Non-Anticipativity and Lagrange Multipliers," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 1100.
• Calzolari, G. & Fiorentini, G. & Sentana, E., 2000, "Constrained EMM and Indirect Inference Estimation," Papers, Centro de Estudios Monetarios Y Financieros-, number 0005.
• Rolle, J.-D., 2000, "Two-Dimensional Graphical Representations of Regression Submodels," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.15.
• Saphores, J.D. & Khalaf, L. & Pelletier, D., 2000, "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Papers, Laval - Recherche en Energie, number 00-03.
• Khalaf, L. & Saphores, J. & Bilodeau, J.F., 2000, "Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices," Papers, Laval - Recherche en Energie, number 00-04.
• Li, J.X. & Winker, P., 2000, "Time Series Simulation With Quasi Monte Carlo Methods," Papers, Pennsylvania State - Department of Economics, number 9-00-1.
• Klevmarken, A. & Lupton, J. & Stafford, F., 2000, "Wealth Dynamics in the 1980' and 1990's: Sweden and the U.S," Papers, Uppsala - Working Paper Series, number 2000-18.
• Klevmarken, A. & Lupton, J. & Stafford, F., 2000, "Wealth Dynamics in the 1980' and 1990's: Sweden and the U.S," Papers, Uppsala - Working Paper Series, number 2000:18.
• Romeo, C.J., 2000, "A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data," Papers, U.S. Department of Justice - Antitrust Division, number 00-6.
• Larsson, Rolf & Lyhagen, Johan, 2000, "Testing for common cointegrating rank in dynamic panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 378, Apr.
• Graflund, Andreas, 2000, "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers, Lund University, Department of Economics, number 2000:8, Oct, revised 30 Jan 2002.
• Amilon , Henrik & Byström , Hans, 2000, "The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?," Working Papers, Lund University, Department of Economics, number 2000:18, Nov.
• Andersson, Michael K. & Gredenhoff, Mikael P., 2000, "Improving Fractional Integration Tests With Bootstrap Distributions," Working Papers, National Institute of Economic Research, number 74, Jun.
• Klevmarken, Anders & Lupton, Joseph & Stafford, Frank, 2000, "Wealth Dynamics in the 1980’s and 1990’s: Sweden and the U.S," Working Paper Series, Uppsala University, Department of Economics, number 2000:18, Nov.
• Fabio Canova & Matteo Ciccarelli, 2000, "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-05, Mar.
• Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000, "Constrained Emm And Indirect Inference Estimation," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-26, Nov.
• Matz Dahlberg & Eva Johansson, 2000, "An examination of the dynamic behaviour of local governments using GMM bootstrapping methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 4, pages 401-416.
• Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000, "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 671-696.
• Rässler Susanne, 2000, "Ergänzung fehlender Daten in Umfragen / Imputation of Missing Data in Surveys," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 1, pages 64-94, February, DOI: 10.1515/jbnst-2000-0106.
• Knautz Henning, 2000, "Comparing Interval Restricted Estimators in Hedonic Pricing / Ein Vergleich intervallrestringierter Schätzverfahren in der hedonischen Preismessung," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 5, pages 552-564, October, DOI: 10.1515/jbnst-2000-0505.
• Siu Fai Leung & Shihti Yu, 2000, "Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies," Computational Economics, Springer;Society for Computational Economics, volume 15, issue 3, pages 173-199, June.

1999

• Anthony W. Hughes, 1999, "Hypothesis Testing in the Presence of One-sided Nuisance Parameters," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1999-07.
• MacKinnon, James & Davidson, Russell, 1999, "Artificial Regressions," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273406, Jan, DOI: 10.22004/ag.econ.273406.
• Kapetanios, G., 1999, "Model Selection in Threshold Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9906, Jan.
• Silvia Gonçalves & Lutz Kilian, 2003, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers, CIRANO, number 2003s-17, Apr.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers, CIRANO, number 99s-26, Jul.
• BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999, "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999057, Oct.
• Delicado, Pedro & Romo, Juan, 1999, "Constant coefficient tests for random coefficient regression," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6271, Mar.
• Donald W.K. Andrews, 1999, "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1230, Jul.
• Donald W.K. Andrews, 1999, "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1230R, Jul, revised Jan 2001.
• Sieg, Holger, 1999, "Estimating a Bargaining Model with Asymmetric Information: Evidence from Medical Malpractice Disputes," Working Papers, Duke University, Department of Economics, number 99-02.
• Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999, "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, volume 2, issue 1, pages 107-160.
• Yongcheol Shin & Andy Snell, 1999, "Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 70, Dec.
• Jacobson, Tor & Larsson, Rolf, 1999, "Bartlett corrections in cointegration testing," Computational Statistics & Data Analysis, Elsevier, volume 31, issue 2, pages 203-225, August.
• Hadri, Kaddour & Phillips, Garry D. A., 1999, "The accuracy of the higher order bias approximation for the 2SLS estimator," Economics Letters, Elsevier, volume 62, issue 2, pages 167-174, February.
• Holden, Steinar & Kolsrud, Dag, 1999, "Noisy signals in target zone regimes:: Theory and Monte Carlo experiments," European Economic Review, Elsevier, volume 43, issue 8, pages 1531-1567, August.
• Victor Lavy & Michael Palumbo & Steven Stern, 1999, "Simulation Of Multinomial Probit Probabilities And Imputation Of Missing Data," Advances in Econometrics, Emerald Group Publishing Limited, "Messy Data", DOI: 10.1108/S0731-9053(1999)0000013008.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999, "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9936/A, Oct.
• Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 99-082/4, Oct.
• Philippe De Vreyer & Sylvie Lambert & Thierry Magnac, 1999, "Educating Children : a Look at Household Behaviour in Côte d’Ivoire," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 99-13.
• Hadri, K. & Phillips, G.D.A., 1999, "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers, University of Exeter, Department of Economics, number 9906.
• Guermat, C. & Hadri, K., 1999, "Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis," Discussion Papers, University of Exeter, Department of Economics, number 9914.
• Guermat, C. & Hadri, K., 1999, "Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison," Discussion Papers, University of Exeter, Department of Economics, number 9916.
• Pinuccia Calia & Elisabetta Strazzera, 1999, "Bias and Efficiency of Single vs Double Bound Models for Contingent Valuation Studies.A Monte Carlo Analysis," Working Papers, Fondazione Eni Enrico Mattei, number 1999.10, Jan.
• Giorgio Calzolari & F. Di Iorio & G. Fiorentini, 1999, "Indirect Estimation of Just-Identified Models with Control Variates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number quaderno46.
• Darolles, S. & Florens, J.-P. & Gourieroux, C., 1999, "Kernel Based Nonlinear Canonical Analysis," Papers, Toulouse - GREMAQ, number 99.514.
• Tan, B. & Yilmaz, K., 1999, "Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation," Papers, Koc University, number 99/03.
• Rault, C., 1999, "Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.44.
• Wei, J.Z. & Duan, J.C., 1999, "Pricing Foreign Currency and Cross-Currency Options Under GARCH," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-01.
• Karlsson, Sune & Löthgren, Mickael, 1999, "On the power and interpretation of panel unit root tests," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 299, Feb.
• Andersson, Michael K. & Karlsson, Sune, 1999, "Bootstrapping Error Component Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 304, Feb, revised 30 Jun 2000.
• Eliasson, Ann-Charlotte, 1999, "Detecting equilibrium correction with smoothly time-varying strength," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 329, Sep.
• Larsson, Rolf & Lyhagen, Johan, 1999, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 331, Sep.
• Dhawan, Rajeev & Jochumzen, Peter, 1999, "Stochastic Frontier Production Function With Errors-In-Variables," Working Papers, Lund University, Department of Economics, number 1999:007, Sep.
• Kittelsen,S.A.C., 1999, "Monte Carlo simulations of DEA efficiency measures and hypothesis tests," Memorandum, Oslo University, Department of Economics, number 09/1999.
• Teruo Nakatsuma, 1999, "Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a368, Mar.
• Darolles, Serge & Florens, Jean-Pierre & Gouriéroux, Christian, 1999, "Kernel Based Nonlinear Canonical Analysis," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 83, revised 2001.
• Fortin, Ines & Kuzmics, Christoph, 1999, "Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation," Economics Series, Institute for Advanced Studies, number 62, Feb.
• Wagner, Martin, 1999, "VAR Cointegration in VARMA Models," Economics Series, Institute for Advanced Studies, number 65, May.
• Wagner, Martin, 1999, "Bierens' and Johansen's Method - Complements or Substitutes?," Economics Series, Institute for Advanced Studies, number 74, Oct.
• MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999, "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 563-577, Sept.-Oct.
• Darvas, Zsolt, 1999, "Az árfolyamsávok empirikus modelljei és a devizaárfolyam sávon belüli előrejelezhetetlensége
  [Empirical models of exchange rate target zones]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 507-529.
• Benedek, Gábor, 1999, "Opcióárazás numerikus módszerekkel
  [Option pricing by numerical methods]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 905-929.
• Olivier Chanel & Stéphanie Vincent, 1999, "The Declining Price Effect in Sequential Auctions: What Theory Does Not Predict," CIE Discussion Papers, University of Copenhagen. Department of Economics. Centre for Industrial Economics, number 1999-13, Sep.
• Christelle Lecourt, 1999, "Dépendance de court et de long terme des rendements de taux de change," Christelle Lecourt Working Papers, Université de Lille 2 (France) Faculté des Sciences juridiques, politiques et sociales de Lille, number 990609, Jun.
• Olivier Jeanne & Andrew K Rose, 1999, "Noise trading and exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G99/2, Mar.
• Buda, Rodolphe, 1999, "Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis," MPRA Paper, University Library of Munich, Germany, number 4196, revised 2000.
• Geweke, John & Houser, Dan & Keane, Michael, 1999, "Simulation Based Inference for Dynamic Multinomial Choice Models," MPRA Paper, University Library of Munich, Germany, number 54279, Jul.
• Bilgili, Faik, 1999, "Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi
  [An evaluation of New Classical arguments on budget policies]," MPRA Paper, University Library of Munich, Germany, number 80771.
• João Nicolau, 1999, "Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate," Working Papers, Banco de Portugal, Economics and Research Department, number w199904.
• Francisco de Hollanda Guimarães Ferreira & Ricardo Paes de Barros, 1999, "The slippery slope: explaining the increase in extreme poverty in urban Brazil, 1976-1996," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 404, Apr.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999, Society for Computational Economics, number 112, Mar.
• M. Utku Ünver, 1999, "Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets," Computing in Economics and Finance 1999, Society for Computational Economics, number 1132, Mar.
• Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999, "Stock market prices and long-range dependence," Finance and Stochastics, Springer, volume 3, issue 1, pages 1-13.
• S. Elwood & Ehsan Ahmed & J. Rosser, 1999, "State-space estimation of rational bubbles in the Yen/Deutsche Mark exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 2, pages 317-331, June, DOI: 10.1007/BF02707258.
• N. Coulibaly & B. Wade Brorsen, 1999, "Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 2, pages 195-209, DOI: 10.1080/07474939908800439.
• F. Cribari-Neto & S. G. Zarkos, 1999, "Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 2, pages 211-228, DOI: 10.1080/07474939908800440.
• Winfried G. Hallerbach, 1999, "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-034/2, May.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-078/4, Oct.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-082/4, Nov.
• Harvey, A.C. & Koopman, S.J.M., 1999, "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-44.
• Harvey, A.C. & Koopman, S.J.M., 1999, "Signal Extraction and the Formulation of Unobserved Components Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 44688527-92c9-4c46-ac53-f.
• Arturo Kohatsu, 1999, "Weak approximations. A Malliavin calculus approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 358, Feb.
• Arturo Kohatsu & D. Márquez Carreras & M. Sanz Solé, 1999, "Asymptotic behaviour of the density in a parabolic SPDE," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 371, Apr.
• Albert Satorra, 1999, "Scaled and adjusted restricted tests in multi-sample analysis of moment structures," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 395, Jul.
• Albert Satorra & Peter M. Bentler, 1999, "A scaled difference chi-square test statistic for moment structure analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 412, Aug.
• Fabio Canova & Matteo Ciccarelli, 1999, "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 443, Oct.
• Shinn-Juh Lin & Jian Yang, 1999, "Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 30, Dec.
• Joachim Inkmann, 1999, "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Finance, University Library of Munich, Germany, number 9904003, Apr.
• M. Utku Unver, 1999, "Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets," Game Theory and Information, University Library of Munich, Germany, number 9907001, Jul, revised 09 Feb 2004.
• Inkmann, Joachim, 1999, "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/04.
• Hafner, Christian M. & Herwartz, Helmut, 1999, "Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,58.

1998

• Bolduc, Denis & Bonin, Sylvie, 1998, "Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case," Cahiers de recherche, Université Laval - Département d'économique, number 9802.
• Smith, M. & Kohn, R., 1998, "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/98.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998, "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9811.
• Elerian, O. & Chib, S. & Shephard, N., 1998, "Likelihood INference for Discretely Observed Non-linear Diffusions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 146.
• Allan Gregory & Alfred Haug, 1998, "Conflicts Among Tests For Cointegration," Working Paper, Economics Department, Queen's University, number 973, Aug.
• Chae-Shick Chung, 1998, "The Determinants of won/dollar Exchange Rate Volatility and Policy Recommendations," East Asian Economic Review, Korea Institute for International Economic Policy, volume 2, issue 3, pages 27-48, DOI: 10.11644/KIEP.JEAI.1998.2.3.23.
• Kamstra, M., 1998, "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-05.
• Giorgio Calzolari & Gabriele Fiorentini, 1998, "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 1, pages 85-104, DOI: 10.1080/07474939808800404.
• Zacharias Psaradakis, 1998, "Bootstrap-based evaluation of markov-switching time series models," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 3, pages 275-288, DOI: 10.1080/07474939808800416.
• Durbin, J. & Koopman, S.J.M., 1998, "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-142.
• Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998, "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-141.
• Durbin, J. & Koopman, S.J.M., 1998, "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6338af09-6f2c-46d0-985b-d.
• Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998, "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8fe36759-6517-4c66-86fa-e.
• Ronald Bewley & Minxian Yang, 1998, "On The Size And Power Of System Tests For Cointegration," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 675-679, November.
• Dasgupta, I. & Palmer-Jones, R. & Parikh, A., 1998, "Between Cultures and Markets: an Eclectic Analysis of Juvenile Gender Ratios in India," University of East Anglia Discussion Papers in Economics, School of Economics, University of East Anglia, Norwich, UK., number 9809.
• Horowitz, J.L. & Savin, N.E., 1998, "Empirically Relevant Critical Values For Hypothesis Tests: The Bootstrap to the Rescue," Working Papers, University of Iowa, Department of Economics, number 98-07, Jul.
• Àngel J. Gil & Carles Capdevila & Antoni Arcas, 1998, "On the efficiency and sensitivity of a pyramidal classification algorithm," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 270, Mar.
• Fabio Antonelli & Arturo Kohatsu, 1998, "Rate of convergence of a particle method to the solution of the Mc Kean-Vlasov's equation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 311, Aug.
• Pedro Delicado & Juan Romo, 1998, "Constant coefficient tests for random coefficient regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 329, Nov.
• D. Gruen & T. Kortian, 1998, "Why does the Australian Dollar Move so Closely with the Terms of Trade?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 98-26.
• Steven Stern & Victor Lavy & Michael Palumbo, 1998, "Simulation of Multinomial Probit Probabilities and Imputation of Missing Data," Virginia Economics Online Papers, University of Virginia, Department of Economics, number 388.
• Dieter Gstach, 1998, "Small Sample Performance of Two Approaches to Technical Efficiency Estimation with Multiple Outputs," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp058, Jun.
• Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998, "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics, University Library of Munich, Germany, number 9802001, Feb, revised 06 May 1998.
• Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998, "Benchmark Priors for Bayesian Model Averaging," Econometrics, University Library of Munich, Germany, number 9804001, Apr, revised 08 Oct 2001.
• Anthony W. Hughes, 1998, "Variable Selection in the Linear Regression Model with One-Sided Information and a Small Sample," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-13.
• Eva Ortega, 1998, "Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models," Working Papers, Banco de España, number 9820.
• Sidika Basci & Asad Zaman, 1998, "Variance Estimates and Model Selection," Working Papers, Department of Economics, Bilkent University, number 9814.
• Tor Jacobson & Anders Vredin & Anders Warne, 1998, "Are Real Wages and Unemployment Related?," Economica, London School of Economics and Political Science, volume 65, issue 257, pages 69-96, February, DOI: 10.1111/1468-0335.00114.
• Michael Smith & Chi‐Ming Wong & Robert Kohn, 1998, "Additive nonparametric regression with autocorrelated errors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 60, issue 2, pages 311-331, DOI: 10.1111/1467-9868.00127.
• Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998, "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9826, Nov.
• P. Calia & E. Strazzera, 1998, "Bias and efficiency of single vs. double bound models for contingent valuation studies: a Monte Carlo Analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 199801.
• ALBANO, Gian Luigi & JOUNEAU, Fréféric, 1998, "A Bayesian approach to the econometrics of first-price auctions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998031, Apr.
• Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 1998, "Kernel Based Nonlinear Canonical Analysis," Working Papers, Center for Research in Economics and Statistics, number 98-55.
• Hassler, Uwe & Mármol, Francesc, 1998, "Fractional cointegrating regressions in the presence of linear time trends," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 9794, Jan.
• Crawford, Gregory S. & Shum, Matthew, 1998, "Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs," Working Papers, Duke University, Department of Economics, number 98-11.
• Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998, "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 154-173.
• Luc Bauwens & Michel Lubrano, 1998, "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 23-46.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 26, Apr.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 66, Apr.
• Keller, Wolfgang, 1998, "Are international R&D spillovers trade-related?: Analyzing spillovers among randomly matched trade partners," European Economic Review, Elsevier, volume 42, issue 8, pages 1469-1481, September.
• Cabrera Castellanos, Luis Fernando & Wallace, Frederick H. & Shelley, Gary L., 2011, "La paridad de poder de compra en México (1930-1960)," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 675-693, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Christodoulakis, G.A. & Satchell, S.E., 1998, "Forecasting (LOG) Volatility Models," Discussion Papers, University of Exeter, Department of Economics, number 9814.
• Chanel, O. & Vincent, S., 1998, "Price Decline in Sequential Auction: Reasons and Measures," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98b05.
• Glasserman, P. & Zhao, X., 1998, "Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models," Papers, Columbia - Graduate School of Business, number 98-09.
• Kilian, L., 1998, "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-04.
• Kilian, L. & Chang, P.L., 1998, "How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks?," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-06.
• Aalouze & C.M., 1998, "Some Monte Carlo Results for the Modified Logit Model," Papers, New South Wales - School of Economics, number 98-17.
• Algers, S. & Bergstrom, P. & Dahlberg, M. & Dillen, J.L., 1998, "Mixed Logit Estimation of the Value of Travel Time," Papers, Uppsala - Working Paper Series, number 1998:15.
• Andersson, Michael K. & Gredenhoff, Mikael P., 1998, "Robust Testing for Fractional Integration Using the Bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 218, Jan.
• Löthgren, Mickael, 1998, "How to Bootstrap DEA Estimators: A Monte Carlo Comparison," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 223, Feb.
• Andersson, Michael K., 1998, "On the Effects of Imposing or Ignoring Long Memory when Forecasting," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 225, Feb.
• Kumbhakar, Subal C. & Löthgren, Mickael, 1998, "A Monte Carlo Analysis of Technical Inefficiency Predictors," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 229, Mar.
• Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998, "Likelihood-Based Cointegration Tests in Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 250, Aug, revised 27 Aug 1998.