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

1998

• 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.
• Calia & 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.
• Andersson, Michael K. & Nydahl, Stefan, 1998, "Rational Bubbles and Fractional Alternatives," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 266, Oct.
• Skalin, Joakim, 1998, "Testing linearity against smooth transition autoregression using a parametric bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 276, Oct, revised 13 Dec 1998.
• Jacobson, Tor & Nessen, Marianne, 1998, "World-Wide Purchasing Power Parity," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 75, Dec.
• Bask, Mikael, 1998, "Essays on Exchange Rates: Deterministic Chaos and Technical Analysis," Umeå Economic Studies, Umeå University, Department of Economics, number 465, May.
• Brännäs, Kurt & Hall, Andreia, 1998, "Estimation in integer - valued moving average models," Umeå Economic Studies, Umeå University, Department of Economics, number 477, Oct.
• Bergström, Pål, 1998, "On Bootstrap Standard Errors in Dynamic Panel Data Models," Working Paper Series, Uppsala University, Department of Economics, number 1997:23, Aug.
• Algers, Staffan & Bergström, Pål & Dahlberg, Matz & Lindqvist Dillén, Johanna, 1998, "Mixed Logit Estimation of the Value of Travel Time," Working Paper Series, Uppsala University, Department of Economics, number 1998:15, Aug.
• Evans, Paul, 1998, "Using Panel Data to Evaluate Growth Theories," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 2, pages 295-306, May.
• Otrok, Christopher & Whiteman, Charles H, 1998, "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 997-1014, November.
• Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998, "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 2, pages 129-143.
• Bettina Kuon & Abdolkarim Sadrieh & Reinhard Selten, 1998, "Bonn Workshop 1997—Theories of Bounded Rationality," Experimental Economics, Springer;Economic Science Association, volume 1, issue 2, pages 161-161, December, DOI: 10.1023/A:1009903417134.
• Bettina Kuon & Abdolkarim Sadrieh & Reinhard Selten, 1998, "Bonn Workshop 1997—Theories of Bounded Rationality," Experimental Economics, Springer;Economic Science Association, volume 1, issue 3, pages 255-255, December, DOI: 10.1023/A:1009915506721.

1997

• Rachid Boumahdi & Alban Thomas, 1997, "Estimation des modèles de données de panel avec régresseurs temporels," Annals of Economics and Statistics, GENES, issue 46, pages 23-48.
• Marmol, F. & Reboredo, J.C., 1997, "On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 379.97.
• Marie-Josée Godbout & Simon van Norden, 1997, "Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples," Staff Working Papers, Bank of Canada, number 97-1, DOI: 10.34989/swp-1997-1.
• Cheung, Yin-Wong & Chinn, Menzie D, 1997, "Further Investigation of the Uncertain Unit Root in GNP," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 1, pages 68-73, January.
• Alexander Michaelides & Serena Ng, 1997, "Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators," Boston College Working Papers in Economics, Boston College Department of Economics, number 373, Jun.
• HÄRDLE, Wolfgang & HAFNER, Christian, 1997, "Discrete time option pricing with flexible volatility estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997047, Jun.
• BAUWENS, LUC & LUBRANO, Michel, 1997, "Bayesian option pricing using asymmetric GARCH," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997059, Aug.
• Canova, Fabio & de Nicolò, Gianni, 1997, "Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 1614, Mar.
• Estrin, Saul & Urga, Giovanni, 1997, "Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995," CEPR Discussion Papers, Centre for Economic Policy Research, number 1616, Apr.
• S, Pastorello & E, Renault & N, Touzi, 1997, "Statistical Inference for Random Variance Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 97-60.
• Donald W.K. Andrews & Moshe Buchinsky, 1997, "On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1141R, Aug.
• Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997, "A single-blind controlled competition among tests for nonlinearity and chaos," Journal of Econometrics, Elsevier, volume 82, issue 1, pages 157-192.
• Bauwens, L. & Lubrano, M., 1997, "Bayesian Option Pricing Using Asymmetric GARCH," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a40.
• Sentana, E. & Fiorentini, G., 1997, "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model," Papers, Centro de Estudios Monetarios Y Financieros-, number 9709.
• Broadie, M. & Glasserman, P., 1997, "A Sotchastic Mesh Method for Pricing High-Dimensional American Options," Papers, Columbia - Graduate School of Business, number 98-04.
• Chauveau, J.-M., 1997, "La gestion des donnees imprecises," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 97/134.
• Kilian, L. & Demiroglu, U., 1997, "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers, Michigan - Center for Research on Economic & Social Theory, number 97-14.
• Bruneau, C. & Duval-Kieffer, C. & Nicolai, J.P., 1997, "Managing Funds in the US Market: How to Distinguish Between Transitory Distortions and Structural Changes in the Stock Prices?," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9727.
• Bergstrom, P., 1997, "On Bootstrap Standard Errors in Dynamic Panel Data Models ," Papers, Uppsala - Working Paper Series, number 1997-23.
• Karlsson, Sune & Löthgren, Mickael, 1997, "Computationally Efficient Double Bootstrap Variance Estimation," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 151, Jan.
• Hagerud, Gustaf E., 1997, "Specification Tests for Asymmetric GARCH," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 163, Mar.
• Hagerud, Gustaf E., 1997, "Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 165, Mar.
• Löthgren, Mickael, 1997, "On the Consistency of the DEA-based Average Technical Efficiency Bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 179, Aug.
• Andersson, Michael K. & Gredenhoff, Mikael P., 1997, "Bootstrap Testing for Fractional Integration," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 188, Aug.
• Löthgren, Mickael, 1997, "Bootstrapping the Malmquist Productivity Index: A Simulation Study," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 204, Nov, revised 08 Nov 1997.
• Säfvenblad, Patrik, 1997, "On the Damodaran Estimator of Price Adjustment Coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 208, Nov.
• Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo, 1997, "Testing Linearity against Nonlinear Moving Average Models," Umeå Economic Studies, Umeå University, Department of Economics, number 405, Aug.
• Brännäs, Kurt & de Luna, Xavier, 1997, "Generalized Method of Moment and Indirect Estimation of the ARASMA Model," Umeå Economic Studies, Umeå University, Department of Economics, number 436, Dec.
• Bergström, Pål & Dahlberg, Matz & Johansson, Eva, 1997, "GMM Bootstrapping and Testing in Dynamic Panels," Working Paper Series, Uppsala University, Department of Economics, number 1997:10, Apr.
• Dahlberg, Matz & Johansson, Eva, 1997, "An Examination of the Dynamic Behavior of Local Governments Using GMM Bootstrapping Methods," Working Paper Series, Uppsala University, Department of Economics, number 1997:11, Apr.
• Kocenda, Evzen & Papell, David H, 1997, "Inflation Convergence within the European Union: A Panel Data Analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 2, issue 3, pages 189-198, July.
• Gabriele Fiorentini & Giorgio Calzolari, 1997, "A tobit model with garch errors," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1997-13, Apr.
• Gabriele Fiorentini & Enrique Sentana Iváñez, 1997, "Identification, estimation and testing of conditionally heteroskedastic factor models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1997-22, Oct.
• Kadiyala, K Rao & Karlsson, Sune, 1997, "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 99-132, March-Apr.
• Belsley, David A, 1997, "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computational Economics, Springer;Society for Computational Economics, volume 10, issue 3, pages 197-229, August.
• Creedy, J, 1997, "Inequality, Mobility and Income Distribution Comparisons," Department of Economics - Working Papers Series, The University of Melbourne, number 555.
• Creedy, J, 1997, "Income Taxation and the Accounting Period : A Simulation Analysis," Department of Economics - Working Papers Series, The University of Melbourne, number 556.
• Keane, Michael, 1997, "Current Issues in Discrete Choice Modeling," MPRA Paper, University Library of Munich, Germany, number 52515.
• Michael Harrison & Glenn Treacy, 1997, "On the Small Sample Distribution of the R/S Statistic," Economics Technical Papers, Trinity College Dublin, Department of Economics, number 976.
• Fernández, C. & Ley, E. & Steel, M.F.J., 1997, "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-111.
• Fernández, C. & Ley, E. & Steel, M.F.J., 1997, "Statistical Modelling of Fishing Activities in the North Atlantic," Other publications TiSEM, Tilburg University, School of Economics and Management, number 20eee0e0-9a7e-40e2-8b1a-b.
• Parks, R.W. & Savin, N.E. & Wurtz, A.H., 1997, "The Power of Hessian and Outer Product Based Wald and LM Tests," Working Papers, University of Iowa, Department of Economics, number 97-02.
• Oswaldo Terán & Carlos Domingo, 1997, "Simulation of structural changes and scenario analysis," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 22, issue 13, pages 197-210, January-D.
• Elizabeth Torres Rivas, 1997, "The distribution of the agreement index in diagnostics," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 22, issue 13, pages 211-232, January-D.
• Fabio Canova & Gianni de Nicolo, 1997, "Stock returns, term structure, inflation and real activity: An international perspective," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 203, Jan.
• Pedro Delicado & Iolanda Placencia, 1997, "Comparing and validating hypothesis test procedures: Graphical and numerical tools," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 210, Apr.
• Ventura, Gustavo, 1997, "Flat Tax Reform: A Quantitative Exploration," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9706.
• Aguirregabiria, Victor, 1997, "Estimation of Dynamic Programming Models with Censored Dependent Variables," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9711.
• Hanzon, Bernard & Ober, Raimund J., 1997, "A state-space calculus for rational probability density functions and applications to non-Gaussian filtering," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0021.
• Franses, Philip Hans & Lucas, André, 1997, "Outlier robust cointegration analysis," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0045.
• Saul Estrin & Geovanni Urga, 1997, "Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 30, Feb.
• Mark J. Jensen, 1997, "An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets," Econometrics, University Library of Munich, Germany, number 9709002, Sep.
• Mark J. Jensen, 1997, "Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter," Econometrics, University Library of Munich, Germany, number 9710002, Oct.
• Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997, "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics, University Library of Munich, Germany, number 9712001, Dec.
• Katarzyna Sznajd-Weron & Rafal Weron, 1997, "Evolution in a changing environment," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/97/01.
• Inkmann, Joachim, 1997, "Circumventing multiple integration: A comparison of GMM and SML estimators for the panel probit model," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 339.
• Härdle, Wolfgang & Hafner, Christian M., 1997, "Discrete time option pricing with flexible volatility estimation," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,56.
• Liesenfeld, Roman, 1997, "Trading volume and the short and long-run components of volatility," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 102.

1996

• Snyder, R.D. & Grose, S., 1996, "Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/96.
• King, M.L. & Forbes, C.S. & Morgan, A., 1996, "Improved Small Sample Midel selection Procedures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/96.
• Smith, M. & Wong, C.M. & Kohn, R., 1996, "Additive Nonparametric Regression with Autocorrelated Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/96.
• Korosi, G. & Longmire, R. & Matyas, L., 1996, "Aggregation and Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/96.
• Harris, M.N. & Matyas, L., 1996, "A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/96.
• Kalb, G., 1996, "Using the EM Algorithm with Complete, but Scrambled, data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/96.
• Laskar, M.R. & King, M.L., 1996, "Estimation of Regression Disturbances Based on Minimum Message Length," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/96.
• Silvapulle, P. & Evans, M., 1996, "Testing for Serial Correlation in the of Dynamic Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/96.
• Harris, M.N. & Longmire, R.J. & Matyas, L., 1996, "The Robustness of Estimators for Dynamic Panel Data Models to Misspecification," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/96.
• Gilbert E. Metcalf, 1996, "Specification Testing in Panel Data With Instrumental Variables," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0123, Jun.
• Matthew D. Shapiro & David W. Wilcox, 1996, "Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0196, May.
• Yin-Wong Cheung & Menzie D. Chinn, 1996, "Further Investigation of the Uncertain Unit Root in GNP," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0206, Nov.
• Robert A. Feldman & Vincent Reinhart, 1996, "Auction Format Matters: Evidence on Bidding Behavior and Seller Revenue," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 2, pages 395-418, June.
• Weron, Rafal, 1996, "Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"," MPRA Paper, University Library of Munich, Germany, number 20761, revised 2010.
• Kocenda, Evzen & Papell, David, 1996, "Inflation Convergence Within the European Union: A Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 70509, Sep.
• Kocenda, Evzen, 1996, "An Alternative to the BDS Test: Integration Across the Correlation Integral," MPRA Paper, University Library of Munich, Germany, number 70510, Sep.
• David Gruen & Tro Kortian, 1996, "Why Does the Australian Dollar Move so Closely with the Terms of Trade?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9601, May.
• Leung, S.F. & Yu, S., 1996, "Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins and Remedies," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 419.
• Bruce Mizrach, 1996, "Did Option Prices Predict the ERM Crises?," Departmental Working Papers, Rutgers University, Department of Economics, number 199610, Aug.
• Donaldson, R.G. & Kamstra, M., 1996, "Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles," Discussion Papers, Department of Economics, Simon Fraser University, number dp96-02.
• Farshid Jamshidian & Yu Zhu, 1996, "Scenario Simulation: Theory and methodology (*)," Finance and Stochastics, Springer, volume 1, issue 1, pages 43-67.
• Otrok, C. & Whiteman, C.H., 1996, "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," Working Papers, University of Iowa, Department of Economics, number 96-14.
• Giampaolo Orlandoni Merli, 1996, "Re-engineering and the dynamic of systems," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 21, issue 11, pages 105-121, January-D.
• Pedro Delicado & Manuel del Rio, 1996, "Weighted Kernel regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 164, Mar, revised Apr 1997.
• Fabio Canova & Eva Ortega, 1996, "Testing calibrated general equilibrium models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 166, Mar.
• Albert Satorra, 1996, "Fusion of data sets in multivariate linear regression with errors-in-variables," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 183, Oct.
• Eva Ventura, 1996, "Nonlinear models and small sample performance of the generalized method of moments," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 186, Sep.
• William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 1996, "A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos," Econometrics, University Library of Munich, Germany, number 9602005, Feb, revised 29 Jan 1997.
• Kenneth E. Train, 1996, "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Econometrics, University Library of Munich, Germany, number 9605001, May.
• Wolfgang Keller, 1996, "Are International R&D Spillovers Trade-related? Analyzing Spillovers among Randomly Matched Trade Partners," International Trade, University Library of Munich, Germany, number 9608002, Aug.
• Smith, J.C. & Otero, J., 1996, "The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 456.
• Rafal Weron, 1996, "Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables"," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/96/01.
• Aleksander Janicki & Zbigniew Michna & Aleksander Weron, 1996, "Approximation of stochastic differential equations driven by alpha-stable Levy motion," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/96/02.
• Dohse, Dirk, 1996, "The transmission of knowledge spillovers and its impact on regional economic growth," Kiel Working Papers, Kiel Institute for the World Economy, number 774.
• Linton, O. & Gozalo, P., 1996, "Testing Additivity in Generalized Nonparametric Regression Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,47.
• Schmid, Friedrich & Trede, Mark, 1996, "Nonparametric inference for second order stochastic dominance," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/96.
• Juan J. Dolado & Francisco Mármol, 1996, "Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes," Working Papers, Banco de España, number 9617.
• West, Kenneth D & Wilcox, David W, 1996, "A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 281-293, July.
• Chistiano, Lawrence J & den Haan, Wouter J, 1996, "Small-Sample Properties of GMM for Business-Cycle Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 309-327, July.
• Gregory, Allan W & Hansen, Bruce E, 1996, "Tests for Cointegration in Models with Regime and Trend Shifts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 3, pages 555-560, August.
• David A. Belsley, 1996, "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Boston College Working Papers in Economics, Boston College Department of Economics, number 331., Jan.
• BAUWENs, Luc & LUBRANO , Michel, 1996, "Bayesian Inference on GARCH Models using the Gibbs Sampler," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1996027, May.
• Oliver Linton & Pedro Gozalo, 1996, "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1140, Nov.
• Gregory, Allan W. & Smith, Gregor W., 1996, "Measuring business cycles with business-cycle models," Journal of Economic Dynamics and Control, Elsevier, volume 20, issue 6-7, pages 1007-1025.
• Gregory, Allan W. & Hansen, Bruce E., 1996, "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 99-126, January.
• Metcalf, Gilbert E., 1996, "Specification testing in panel data with instrumental variables," Journal of Econometrics, Elsevier, volume 71, issue 1-2, pages 291-307.
• Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996, "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a09.
• Bauwens, L. & Lubrano, M., 1996, "Bayesian Inference on GARCH Models Using the Gibbs Sampler," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a21.
• Broadie, M. & Glasserman, P., 1996, "Pricing American-Style Securities Using Simulation," Papers, Columbia - Graduate School of Business, number 96-12.
• Rolle, J.D., 1996, "Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.25.
• Florens, J.P. & Richard, J.F. & Rolin, J.M., 1996, "Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative," Papers, Toulouse - GREMAQ, number 96.436.
• Boumahdi, R. & Thomas, A., 1996, "Estimation des Modeles de Donnees de Panel avec Regresseurs Temporels," Papers, Toulouse - GREMAQ, number 96.437.
• Bewley, R. & Yang, M., 1996, "On the Size and Power of System Tests for Cointegration," Papers, New South Wales - School of Economics, number 96/9.
• Swanson, N.R. & Ozyildirim, A. & Pisu, M., 1996, "A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables," Papers, Pennsylvania State - Department of Economics, number 4-96-4.
• Swanson, N.R. & Zeng, T., 1996, "Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection," Papers, Pennsylvania State - Department of Economics, number 4-96-5.
• Löthgren, Mickael & Tambour, Magnus, 1996, "Scale Efficiency and Scale Elasticity in DEA-models - A Bootstrapping Approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 91, Jan.
• Jacobson, Tor & Larsson, Rolf, 1996, "Bartlett Corrections in Cointegration Testing," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 134, Nov.
• Seierstad, A., 1996, "Nonsmooth Infinit Horizon Control Problem," Memorandum, Oslo University, Department of Economics, number 1996_033.
• Raj, Baldev & Veall, Michael R., 1996, "The Energy-Capital Complementarity Debate: An Example of a Bootstrapped Sensitivity Analysis," Economics Series, Institute for Advanced Studies, number 23, Feb.

1995

• Paul Schulstad & Ángel Serrat, 1995, "An Empirical Examination of a Multilateral Target Zone," Working Papers, Banco de España, number 9532.
• Train, Kenneth E., 1995, "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt94h8x4gd, Jun.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1995, "Models and Priors for Multivariate Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-18, Mar.
• KLEIN HANEVELD, Willem K. & STOUGIE, Leen & VAN der VLERK, M.H., 1995, "On the Convex Hull of the Composition of a Separable and a Linear Function," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995070, Dec.
• Canova, Fabio & de Nicolò, Gianni, 1995, "The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination," CEPR Discussion Papers, Centre for Economic Policy Research, number 1119, Jan.
• Oliver Linton & Pedro Gozalo, 1995, "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1106, Jun.
• Tor Jacobson, 1995, "Simulating small-sample properties of the maximum likelihood cointegration method : estimation and testing," Finnish Economic Papers, Finnish Economic Association, volume 8, issue 2, pages 96-107, Autumn.
• Lawrence J. Christiano & Wouter J. Den Haan, 1995, "Small sample properties of GMM for business cycle analysis," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 95-3.
• Lawrence J. Christiano & Wouter J. Den Haan, 1995, "Small sample properties of GMM for business cycle analysis," Staff Report, Federal Reserve Bank of Minneapolis, number 199, DOI: 10.21034/sr.199.
• Pastorello, S. & Renault, E. & Touzi, N., 1995, "Statistical Inference for Random Variance Option Pricing," Papers, Toulouse - GREMAQ, number 95.403.
• Bertsched, I & Lechner, M, 1995, "GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments," Papers, Catholique de Louvain - Institut de statistique, number 9504.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, , "Stochastic Volatility: Univariate and Multivariate Extensions," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-95.
• Mudholkar, G.S. & Freimer, M. & Hutson, A.D., 1995, "On the Efficiencies of Some Common Quick Estimators," Papers, Rochester, Business - Quantitative Methods Working Paper Series, number 95-01.
• Löthgren, Mickael & Tambour, Magnus, 1995, "Bootstrapping DEA-based Efficiency Measures and Malmquist Productivity Indices. A Study of Swedish Eye-Care Service Provision," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 78, Oct.
• Martos, Béla & Augusztinovics, Mária, 1995, "Számítások és következtetések nyugdíjreformra
  [The reform of the pension system: computations and conclusions]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 993-1023.
• Kenneth D. West & David W. Wilcox, 1995, "A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0176, Mar.
• Lawrence J. Christiano & Wouter J. Den Haan, 1995, "Small Sample Properties of GMM for Business Cycle Analysis," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0177, Mar.
• Neil Shephard & Michael K Pitt, 1995, "Likelihood analysis of non-Gaussian parameter driven models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 15 & 108., Oct.
• Shephard, N. & Pitt, M.K., 1995, "Likelihood Analysis of Non-Gaussian Parameter-Driven Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 108.
• Wang, Weiren & Zhou, Mai, 1995, "Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach," MPRA Paper, University Library of Munich, Germany, number 46981, Jul.
• Elrod, Terry & Keane, Michael, 1995, "A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data," MPRA Paper, University Library of Munich, Germany, number 52434, Feb.
• Steinar Holden & Dag Kolsrud & Birger Vikøren, 1995, "Noisy signals in target zone regimes Theory and Monte Carlo experiments," Discussion Papers, Statistics Norway, Research Department, number 160, Dec.
• Kenneth E. Train., 1995, "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Economics Working Papers, University of California at Berkeley, number 95-237, Jun.
• Albert Satorra, 1995, "Asymptotic robustness in multi-sample analysis of multivariate linear relations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 126, Aug.
• Fabio Canova & Gianni De Nicolo, 1995, "The equity premium and the risk free rate: A cross country, cross maturity examination," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 136, Apr.
• Fisher, J.D.M. & Hornstein, A., 1995, "(S,s)Inventory Policies in General Equilibrium," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9514.
• Michelis, L., 1995, "Non-Nested Pretest Tests," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9520.