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
/ / / C19: Other

2005

• André Lucas & Siem Jan Koopman, 2005, "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 311-323, DOI: 10.1002/jae.833.
• Wagner Joachim, 2005, "Anonymized Firm Data under Test: Evidence from a Replication Study," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 5, pages 584-591, October, DOI: 10.1515/jbnst-2005-0507.
• Ognyan Simeonov & Maya Lambovska, 2005, "Theoretical Principles of Internal Standard for Measurement and Evaluation of Threats to the Organizations," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 97-120, December.
• Gilles Duranton & Henry G. Overman, 2005, "Testing for Localization Using Micro-Geographic Data," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 4, pages 1077-1106.
• Caiado, Jorge & Crato, Nuno, 2005, "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper, University Library of Munich, Germany, number 2076.
• Pavlopoulos, Dimitris & Muffels, Ruud & Vermunt, Jeroen-K., 2005, "Wage Mobility in Europe. A Comparative Analysis Using restricted Multinomial Logit Regression," MPRA Paper, University Library of Munich, Germany, number 229, Oct.
• Alisdair McKay & Bart Hobijn, 2005, "Spurious Investment Specific Technological Change," 2005 Meeting Papers, Society for Economic Dynamics, number 652.
• Sergio Torres Valdivieso & Rafael Guillermo García Cáceres & John Jairo Quintero, 2005, "Formas de contratación de los servicios de urgencias: una aproximación desde la economía de los costos de transacción," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 7, issue 12, pages 209-237, January-J.
• Alejandro F. Mercado & Jorge G. M. Leitón-Quiroga & Marcelo F. Chacón, 2005, "El Crecimiento Económico en Bolivia 1952 – 2003," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 2/2005, Feb.
• Ece Oral & Dilara Ece & Turknur Hamsici, 2005, "Building Up a Real Sector Business Confidence Index for Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 5, issue 1, pages 23-54.
• Tomoya Mori & Koji Nishikimi & Tony E. Smith, 2005, "A Divergence Statistic for Industrial Localization," The Review of Economics and Statistics, MIT Press, volume 87, issue 4, pages 635-651, November.
• Elisa Alòs & Christian-Olivier Ewald, 2005, "A note on the Malliavin differentiability of the Heston volatility," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 880, Aug.
• Michael Greenacre & Rafael Pardo, 2005, "Multiple correspondence analysis of a subset of response categories," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 881, Aug.
• Michael Greenacre, 2005, "From correspondence analysis to multiple and joint correspondence analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 883, Sep.
• Michael Greenacre & Oleg Nenadic, 2005, "Computation of multiple correspondence analysis, with code in R," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 887, Sep.
• Michael Greenacre & Paul Lewi, 2005, "Distributional equivalence and subcompositional coherence in the analysis of contingency tables, ratio-scale measurements and compositional data," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 908, Dec, revised Aug 2007.
• Siem Jan Koopman & André Lucas, 2005, "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 311-323, DOI: 10.1002/jae.833.
• Patrick Crowley, 2005, "An intuitive guide to wavelets for economists," Econometrics, University Library of Munich, Germany, number 0503017, Mar.
• Chen Pu & Hsiao Chihying, 2005, "Testing Cointegration Rank in Large Systems," Econometrics, University Library of Munich, Germany, number 0504002, Apr.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance, University Library of Munich, Germany, number 0502021, Feb.
• Patrick M. Crowley, 2005, "An intuitive guide to wavelets for economists," GE, Growth, Math methods, University Library of Munich, Germany, number 0508009, Aug.
• Crowley, Patrick M., 2005, "An intuitive guide to wavelets for economists," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2005.
• Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2005, "Integrable e-lements for statistics education," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-058.

2004

• Baum, Sabine & Trapp, Christian & Weingarten, Peter, 2004, "Typology Of Rural Areas In The Central And Eastern European Eu New Member States," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 14906, DOI: 10.22004/ag.econ.14906.
• DE SCHEPPER, Ann & HEIJNEN, Bart, 2004, "On the pricing of options under limited information," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2004004, Mar.
• Marco Moscadelli, 2004, "The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 517, Jul.
• David Fernando Tobon Orozco & Germ�n Dar�o Valencia & Danny Garc�a Callejas & Guillermo Perez, 2004, "Institucionalidad e incentivos en la educación básica y media en Colombia," Borradores del CIE, Universidad de Antioquia, CIE, number 2880, Feb.
• Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004, "Characterising the Business Cycle for Accession Countries," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 261.
• Nanak Kakwani, 2004, "Methods in measuring poverty matter: an Indian story," One Pager, International Policy Centre, number 2, Sep.
• Tomoya Mori & Koji Nishikimi & Tony E. Smith, 2004, "A Divergence Statistic for Industrial Localization," KIER Working Papers, Kyoto University, Institute of Economic Research, number 587, Mar.
• Maya Lambovska, 2004, "On the Matter of Competency Evaluation of the Experts from Budget Committees," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 329-367, May.
• Aurora A. C. Teixeira, 2004, "Measuring aggregate human capital in Portugal. An update up to 2001," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 152, Aug.
• Aurora A. C. Teixeira, 2004, "How Has the Portuguese Innovation Capability Evolved? Estimating a Time Series of the Stock of Technological Knowledge, 1960-2001," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 153, Sep.
• Mishra, SK, 2004, "Generalization of regression analysis to the spatial context," MPRA Paper, University Library of Munich, Germany, number 2970, Apr.
• John R. Roy & Jean-Claude Thill, 2004, "Spatial interaction modelling," Advances in Spatial Science, Springer, in: Raymond J. G. M. Florax & David A. Plane, "Fifty Years of Regional Science", DOI: 10.1007/978-3-662-07223-3_15.
• Raats, V.M. & Moors, J.J.A. & van der Genugten, B.B., 2004, "A Mixed Model for Double Checking Fallible Auditors," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-82.
• Michael Greenacre, 2004, "Weighted metric multidimensional scaling," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 777, Sep.
• Michael Greenacre & Rafael Pardo, 2004, "Subset correspondence analysis: Visualizing relationships among a selected set of response categories from a questionnaire survey," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 791, Nov.
• David E. Giles & Chad N. Stroomer, 2004, "Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering," Econometrics Working Papers, Department of Economics, University of Victoria, number 0406, Dec.
• Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004, "Characterising the Business Cycle for Accession Countries," Econometrics, University Library of Munich, Germany, number 0403006, Mar.
• Cornelis A. Los, 2004, "Visualization of Chaos for Finance Majors," Finance, University Library of Munich, Germany, number 0409035, Sep.
• Ugo Fratesi, 2004, "Measuring and Explaining Localisation: Evidence from two British Sectors," Urban/Regional, University Library of Munich, Germany, number 0407003, Jul.
• Baum, Sabine & Trapp, Christian & Weingarten, Peter, 2004, "Typology of rural areas in the Central and Eastern European EU new member States," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 72.
• Pédussel Wu, Jennifer, 2004, "Measuring and explaining levels of regional economic integration," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 12-2004.

2003

• George Athanasopoulos & Farshid Vahid, 2003, "Statistical Inference and Changes in Income Inequality in Australia," The Economic Record, The Economic Society of Australia, volume 79, issue 247, pages 412-424, December, DOI: 10.1111/j.1475-4932.2003.00141.x.
• Duranton, Gilles & Henry G Overman, 2003, "Testing for Localisation Using Micro-Geographic Data," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 69, Jun.
• Post, G.T., 2003, "Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-017-F&A, Mar.
• Post, G.T. & van Vliet, P., 2003, "Risk Aversion and Skewness Preference: a comment," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-009-F&A, Apr.
• Post, G.T., 2003, "Asset prices and omitted moments; A stochastic dominance analysis of market efficiency," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-017-F&A, Jun.
• Koning, A.J. & Franses, Ph.H.B.F., 2003, "Confidence Intervals for Cronbach's Coefficient Alpha Values," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-041-MKT, Jun.
• Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2003, "Stress Testing with Student's t Dependence," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-056-F&A, Sep.
• John R. Hanson, 2003, "Proxies in the New Political Economy: Caveat Emptor," Economic Inquiry, Western Economic Association International, volume 41, issue 4, pages 639-646, October.
• Charles, Coleman, 2003, "Loss Functions for Detecting Outliers in Panel Data: An Introduction," MPRA Paper, University Library of Munich, Germany, number 77844.
• Richard Taylor & David E. Giles, 2003, "Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve," Computing in Economics and Finance 2003, Society for Computational Economics, number 101, Aug.
• Miguel A. Costa-Gomes & Klaus G. Zauner, 2003, "Learning, non-equilibrium beliefs, and non-pecuniary payoffs in an experimental game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 2, pages 263-288, September, DOI: 10.1007/s00199-002-0295-6.
• Ercan Karadas & Fethi Ogunc, 2003, "An Analysis of Inflation Expectations of the Turkish Private Manufacturing Industry," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 2, pages 57-83.
• Siem Jan Koopman & André Lucas, 2003, "Business and Default Cycles for Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-062/2, Jul, revised 09 Jan 2003.
• Michel Van de Velden & Tammo Bijmolt, 2003, "Generalized canonical correlation analysis of matrices with different row and column orders," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 696, Jun.

2002

• Angel de la Fuente & Rafael Dom?ech, 2002, "Human capital in growth regressions: how much difference does data quality make? An update and further results," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 537.02, Aug.
• John Aitchison & Michael Greenacre, 2002, "Biplots of compositional data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 51, issue 4, pages 375-392, October, DOI: 10.1111/1467-9876.00275.
• Gilles Duranton & Henry Overman, 2002, "Testing for Localisation Using Micro-Geographic Data," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0540, Aug.
• Lucas, Andre & Klaassens, Pieter & Spreij, Peter & Straetmans, Stefan, 2002, "Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" [Journal of Banking and Finance 25, no. 9, pp. 1635-1664]," Journal of Banking & Finance, Elsevier, volume 26, issue 1, pages 201-202, January.
• Duranton, Gilles & Overman, Henry G., 2002, "Testing for localisation using micro-geographic data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 20071, Aug.
• Post, G.T., 2002, "A Stochastic Dominance Approach to Spanning," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-01-F&A, Feb.
• Post, G.T., 2002, "Testing for Third-Order Stochastic Dominance with Diversification Possibilities," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-02-F&A, Feb.
• George Athanasopoulos & Farshid Vahid, 2002, "Statistical Inference on Changes in Income Inequality in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/02, Aug.
• Nicolae, Mariana, 2002, "Study Of Labour Dynamics Using The Semi-Markovian Processes," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 116-124, December.
• K.Y.Szeto & Chiwah Kong, 2002, "Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth," Computing in Economics and Finance 2002, Society for Computational Economics, number 231, Jul.
• Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo, 2002, "Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies," Computing in Economics and Finance 2002, Society for Computational Economics, number 239, Jul.
• Zeng-Hua Lu & Maxwell King, 2002, "Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 2, pages 149-165, DOI: 10.1081/ETC-120014346.
• Siem Jan Koopman & André Lucas & Pieter Klaassen, 2002, "Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-107/2, Oct.
• Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002, "Multivariate Regression with Monotone Missing Observation of the Dependent Variables," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-63.
• Michael Greenacre, 2002, "Ratio maps and correspondence analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 598, Jan.
• Michael Greenacre & Anna Torres, 2002, "Measuring asymmetries in brand associations using correspondence analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 630, Jul.
• Krämer, Walter & Ziebach, Thorsten, 2002, "The weak Pareto law and regular variation in the tails," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,47.

2001

• M. Pitsillis & S. Satchell, 2001, "Improving the Estimates of the Risk Premia - Application in the UK Financial Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0109, Jul.
• Costa-Gomes, Miguel & Zauner, Klaus G., 2001, "Ultimatum Bargaining Behavior in Israel, Japan, Slovenia, and the United States: A Social Utility Analysis," Games and Economic Behavior, Elsevier, volume 34, issue 2, pages 238-269, February.
• Lucas, Andre & Klaassen, Pieter & Spreij, Peter & Straetmans, Stefan, 2001, "An analytic approach to credit risk of large corporate bond and loan portfolios," Journal of Banking & Finance, Elsevier, volume 25, issue 9, pages 1635-1664, September.
• William A. Brock & Cars H. Hommes, 2001, "A Rational Route to Randomness," Chapters, Edward Elgar Publishing, chapter 16, in: W. D. Dechert, "Growth Theory, Nonlinear Dynamics and Economic Modelling".
• van den Berg, J.H. & van den Bergh, W.-M. & Kaymak, U., 2001, "Probabilistic and Statistical Fuzzy Set Foundations of Competitive Exception Learning," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-40-LIS, Jul.
• Post, G.T., 2001, "Spanning and Intersection: a stochastic dominance approach," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-63-F&A, Nov.
• Donkers, A.C.D. & Franses, Ph.H.B.F. & Verhoef, P.C., 2001, "Using Selective Sampling for Binary Choice Models to Reduce Survey Costs," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-67-MKT, Jan.
• Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R., 2001, "Deriving Target Selection Rules from Endogenously Selected Samples," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-68-MKT, Jan.
• Viktor Kotlán, 2001, "Nobel Memorial Prize in Economics for the year 2000," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 5, pages 309-311, May.
• Kluve, Jochen, 2001, "On the Role of Counterfactuals in Inferring Causal Effects of Treatments," IZA Discussion Papers, Institute of Labor Economics (IZA), number 354, Sep.
• Michael Greenacre, 2001, "Analysis of matched matrices," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 539, Mar.
• J. Aitchison & Michael Greenacre, 2001, "Biplots of compositional data," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 557, Jun.
• Anna Torres, 2001, "Correspondence analysis and categorical conjoint measurement," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 569, Aug.
• Marschinski, Robert & Matassini, Lorenzo, 2001, "Financial markets as a complex system: A short time scale perspective," Research Notes, Deutsche Bank Research, number 01-4.

2000

• 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.
• 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.
• Lones Smith & Peter Sorensen, 2000, "Pathological Outcomes of Observational Learning," Econometrica, Econometric Society, volume 68, issue 2, pages 371-398, March.
• Evis Këllezi & Manfred Gilli, 2000, "Extreme Value Theory for Tail-Related Risk Measures," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp18, Oct.
• Blix, Mårten & Sellin, Peter, 2000, "A Bivariate Distribution for Inflation and Output Forecasts," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 102, Feb.
• Vogel Friedrich & Kiesl Hans, 2000, "Deskriptive und induktive Eigenschaften zweier Streuungsmaße für nominale Merkmale / Descriptive and Inferential Properties of Two Measures of Dispersion for Nominal Variables," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 4, pages 471-496, August, DOI: 10.1515/jbnst-2000-0407.
• Körber-Weik Margot & Schmidt Diana, 2000, "Leistungsorientierte Hochschulfinanzierung in Baden-Württemberg. Reflektionen zur statistischen Adäquation im politischen Prozess / Formula Funding in Higher Education in Baden-Wuerttemberg. Reflectio," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 6, pages 715-730, December, DOI: 10.1515/jbnst-2000-0607.
• Wiegert Rolf, 2000, "Veränderungsraten und ihre statistische Messung. Reminiszenzen und erneuerte Betrachtung / Statistical Measurement of Growth Rates. Reminiscence and the Problem Revisited," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 6, pages 793-806, December, DOI: 10.1515/jbnst-2000-0612.
• Jorgen Mortensen & Sandor Richter, 2000, "Measurement of Costs and Benefits of Accession to the European Union for Selected Countries in Central and Eastern Europe," wiiw Research Reports, The Vienna Institute for International Economic Studies, wiiw, number 263, Jan.

1999

• Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.
• Davidson, Russell & MacKinnon, James G., 1999, "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, volume 15, issue 3, pages 361-376, June.
• Maravall, Agustin & Planas, Christophe, 1999, "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, volume 92, issue 2, pages 325-353, October.
• Fliers, Frits, 1999, "Fehlende Werte in SAS 6.12, US-Version
  [Missing Values in SAS 6.12, US-Version]," MPRA Paper, University Library of Munich, Germany, number 15320, Jun.
• Michael Greenacre & Anna Torres, 1999, "A note on the dual scaling of dominance data and its relationship to correspondence analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 430, Dec.
• Lucas, André & Klaassen, Pieter & Spreij, Peter, 1999, "An analytic approach to credit risk of large corporate bond and loan portfolios," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0018.

1998

• Perron, Pierre & Ng, Serena, 1998, "An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests," Econometric Theory, Cambridge University Press, volume 14, issue 5, pages 560-603, October.
• Horowitz, Joel L. & Manski, Charles F., 1998, "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 37-58, May.
• MacKinnon, James G. & Smith Jr., Anthony A., 1998, "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, volume 85, issue 2, pages 205-230, August.
• Kamionka, T., 1998, "SML Estimation in Transition Models (revision du 96.10.413)," Papers, Toulouse - GREMAQ, number 98.a.
• Carling, Kenneth, 1998, "Resistant outlier rules and the non-Gaussian case," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2001:7, Sep.
• Torben Mark Pedersen, 1998, "How Long are Business Cycles? Reconsidering Fluctuations and Growth," Discussion Papers, University of Copenhagen. Department of Economics, number 98-24, Dec.
• Laskar, M.R. & King, M.L., 1998, "Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/98.
• PERRON, Pierre & VODOUNOU, Cosme, 1998, "Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9816.
• Jean-Jacques Laffont & David Martimort, 1998, "Collusion and Delegation," RAND Journal of Economics, The RAND Corporation, volume 29, issue 2, pages 280-305, Summer.
• 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.
• Horowitz, J.L., 1998, "Internet Based Econometric Computing," Working Papers, University of Iowa, Department of Economics, number 98-06, Jul.
• Michael Greenacre & José G. Clavel, 1998, "Correspondence analysis of two transition tables," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 298, Jun.

1997

• Jean-Pierre Amigues & Pascal Favard & Gérard Gaudet & Michel Moreaux, 1997, "De l'usage optimal de divers types de ressources naturelles," Annals of Economics and Statistics, GENES, issue 48, pages 147-189.
• 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.
• William A. Brock & Cars H. Hommes, 1997, "A Rational Route to Randomness," Econometrica, Econometric Society, volume 65, issue 5, pages 1059-1096, September.
• Eeckhoudt, Louis & Gollier, Christian & Schlesinger, Harris, 1997, "The no-loss offset provision and the attitude towards risk of a risk-neutral firm," Journal of Public Economics, Elsevier, volume 65, issue 2, pages 207-217, August.
• 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.
• James Davidson & Robert de Jong, 1997, "Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results," Econometric Reviews, Taylor & Francis Journals, volume 16, issue 3, pages 251-279, DOI: 10.1080/07474939708800387.

1996

• Davidson, Russell & MacKinnon, James G., 1996, "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics, number 273347, Oct, DOI: 10.22004/ag.econ.273347.
• Brock, W.A. & Hommes, C.H., 1996, "A Rational Route to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9530r.
• Agustín Maravall & Cristophe Planas, 1996, "Estimation Error and the Specification of Unobserved Component Models," Working Papers, Banco de España, number 9608.
• 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.
• Gilli, M., 1996, "Learning Standards of Social Behaviour in a Stationary Society," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9610.
• Laffont, Jean-Jacques & Tirole, Jean, 1996, "Pollution permits and environmental innovation," Journal of Public Economics, Elsevier, volume 62, issue 1-2, pages 127-140, October.
• Laffont, Jean-Jacques & Tirole, Jean, 1996, "Pollution permits and compliance strategies," Journal of Public Economics, Elsevier, volume 62, issue 1-2, pages 85-125, October.
• Mackinnon, J.G. & Smith, A.A., 1996, "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a14.
• Davidson, R. & Mackinnon, J.G., 1996, "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a15.
• Aragon, Y. & Saracco, J., 1996, "Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing," Papers, Toulouse - GREMAQ, number 95.392.
• Eeckhoudt, L. & Gollier, C. & Schlesinger, H., 1996, "The No Loss Offset Provision and the Attitude Towards Risk of a Risk-Neutral Firm," Papers, Toulouse - GREMAQ, number 96.409.
• Gollier, C. & Zeckhauser, R.J., 1996, "Time Horizon Length and Risk Aversion," Papers, Toulouse - GREMAQ, number 96.410.
• Gollier, C. & Kimball, M.S., 1996, "New Methods in the Classical Economics of Uncertainty: Comparing Risks," Papers, Toulouse - GREMAQ, number 96.412.
• Kamionka, T., 1996, "SML Estimation in Transition Models," Papers, Toulouse - GREMAQ, number 96.413.
• 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.
• Molinero, C.M. & Oreja, J.R., 1996, "A Graphical Interpretation of Regression with an Application to Tourism," Papers, University of Southampton - Department of Accounting and Management Science, number 96-128.
• Forsyth, M, 1996, "The Economics of Testing Potential Environmental Hazards," Working Papers, University of Guelph, Department of Economics and Finance, number 1996-5.
• Schweder, T. & Hjort, N.L., 1996, "Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?," Memorandum, Oslo University, Department of Economics, number 1996_013.
• Bai, J., 1996, "A Note on Spurious Break and Regime Shift in Cointegrating Relationship," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-13.
• Bai, J., 1996, "An Inequality for Vector-Valued Martingales and Its Applications," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-16.
• Smith, L. & Sorensen, P., 1996, "Pathological Outcomes of Observational Learning," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-19.
• Pagan, A.R., 1996, "Simulation Based Estimation of Some Factor Models in Econometrics," Department of Economics - Working Papers Series, The University of Melbourne, number 521.
• Deaton, A. & Ng, S., 1996, "Parametric and Nonparametric Approaches to Price and Tax Reform," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9601.
• Perron, P. & Ng, S., 1996, "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9611.
• Deaton, A. & Ng, S., 1996, "Parametric and Nonparametric Approaches to Price and Tax Reform," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9601.
• Perron, P. & Ng, S., 1996, "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9611.
• John Gower & Michael Greenacre, 1996, "Unfolding a symmetric matrix," Journal of Classification, Springer;The Classification Society, volume 13, issue 1, pages 81-105, March, DOI: 10.1007/BF01202583.
• John C. Gower & Michael Greenacre, 1996, "Unfolding a symmetric matrix," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 154, Jan.
• Michael Greenacre, 1996, "An adaptation of correspondence analysis for square tables," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 189, Dec.
• Francisco F. R. Ramos, 1996, "A Time Series Analysis to Asymmetric Marketing Competition Within a Market Structure," Microeconomics, University Library of Munich, Germany, number 9601001, Jan.
• 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.
• Bode, Eckhardt, 1996, "Konvergieren oder divergieren die regionalen Pro-Kopf-Einkommen in Westdeutschland? Eine empirische Untersuchung anhand von Markov-Ketten," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 776.

1995

• Brock, W.A. & Hommes, C.H., 1995, "Rational Routes to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9506.
• Akdeniz, L. & Dechert, W.D., 1995, "A Numerical Solution of the Stochastic Growth Model," Working papers, Wisconsin Madison - Social Systems, number 9514.
• Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers, Wisconsin Madison - Social Systems, number 9525.
• Brock, W.A., 1995, "A Rational Route to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9530.
• Marmol,F., 1995, "Spurious Multicointegration," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 302.95.
• GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995, "Stochastic Volatility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995069, Dec.
• Bontemps, C. & Florens, J.P., 1995, "A Global Encompassing Criterion for Nonparametric Encompassing," Papers, Toulouse - GREMAQ, number 95.386.
• Laffont, J.J. & Tirole, J., 1995, "Pollution Permits and Compliance Strategies," Papers, Toulouse - GREMAQ, number 95.395.
• Laffont, J.J. & Tirole, J., 1995, "Pollution Permits and Environmental Innovation," Papers, Toulouse - GREMAQ, number 95.396.
• Laffont, J.J. & Martimort, D., 1995, "Collusion and Delegation," Papers, Toulouse - GREMAQ, number 95.397.
• Brundin, I., 1995, "Collusion in a Debt Contract," Papers, Toulouse - GREMAQ, number 95.398.
• Amigues, J.P. & Favard, P. & Gaudet, G. & Moreaux, M., 1995, "De l'usage optimal de divers types de ressources naturelles," Papers, Toulouse - GREMAQ, number 95.399.
• Ghysels, E. & Harvey, A. & Renault, E., 1995, "Stochastic Volatility," Papers, Toulouse - GREMAQ, number 95.400.
• Fouquet-Bastie, F., 1995, "Contrat avec aversion pout le risque et risque moral: une application a l'industrie spatiale," Papers, Toulouse - GREMAQ, number 95.401.
• Amigues, J.P. & Favard, P. & Gaudet, G. & Moreaux, M., 1995, "Les ressources les moins couteuses ne sont pas necessairement celles qu'il faut exploiter en priorite," Papers, Toulouse - GREMAQ, number 95.402.
• Pastorello, S. & Renault, E. & Touzi, N., 1995, "Statistical Inference for Random Variance Option Pricing," Papers, Toulouse - GREMAQ, number 95.403.
• Crepon, B. & Duguet, E. & Kabla, I., 1995, "A Moderate Support to Schumpeterian Conjectures from Various Innovation Measures," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 95.06.
• Laffont, Jean-Jacques & Martimort, David, 1995, "Collusion and Delegation," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 54.
• Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers, University of Iowa, Department of Economics, number 95-12.
• William A. Brock & Cars H. Hommes, 1995, "Rational Routes to Randomness," Working Papers, Santa Fe Institute, number 95-03-029, Mar.

1994

• McCall, Brian P., 1994, "Specification diagnostics for duration models : A martingale approach," Journal of Econometrics, Elsevier, volume 60, issue 1-2, pages 293-312.
• Laffont, Jean-Jacques & Tirole, Jean, 1994, "Pollution Permits and Compliance Strategies," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 39.
• J-J. Laffont & J. Tirole, 1994, "Pollution Permits and Compliance Strategies," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 95-9, Jul.
• Alan B. Krueger, 1994, "Observations on Employment-Based Government Mandates, With Particular Reference to Health Insurance," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 702, Jan.

1992

• McCall, B.P., 1992, "Specification Diagnostics for Duration Models : A Martingale Approach," Papers, Minnesota - Industrial Relations Center, number 92-14.

1987

• Newey, Whitney K & West, Kenneth D, 1987, "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, volume 55, issue 3, pages 703-708, May.