Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C20: General
/ / / C21: Cross-Sectional Models; Spatial Models; Treatment Effect Models
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
/ / / C23: Models with Panel Data; Spatio-temporal Models
/ / / C24: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
/ / / C25: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
/ / / C26: Instrumental Variables (IV) Estimation
/ / / C29: Other

2005

• Juan M.C. Larrosa, 2005, "Compositional Time Series: Past and Present," Econometrics, University Library of Munich, Germany, number 0510002, Oct.
• Ravi, 2005, "Open Source Software Development Projects: Determinants of Project Popularity," Econometrics, University Library of Munich, Germany, number 0510003, Oct.
• Ekrem Kilic, 2005, "A Nonparametric Way of Distribution Testing," Econometrics, University Library of Munich, Germany, number 0510006, Oct.
• Ekrem Kilic, 2005, "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics, University Library of Munich, Germany, number 0510007, Oct.
• Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi, 2005, "Economic Growth as a Nonlinear and Discontinuous Process," Econometrics, University Library of Munich, Germany, number 0510008, Oct.
• José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005, "Directional Log-spline Distributions," Econometrics, University Library of Munich, Germany, number 0511001, Nov.
• Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz, 2005, "Simulation des Einflusses der Planung auf die sowjetische Wirtschaft," Econometrics, University Library of Munich, Germany, number 0511002, Nov.
• Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke, 2005, "Production Functions Estimates for Soviet Industry and Some Implications," Econometrics, University Library of Munich, Germany, number 0511003, Nov.
• Giovanni Maria Giorgi, 2005, "Bibliographic portrait of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511004, Nov.
• Giovanni Maria Giorgi, 2005, "A fresh look at the topical interest of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511005, Nov.
• J.M.C. Santos Silva, 2005, "A Note On Influence Assessment In Score Tests," Econometrics, University Library of Munich, Germany, number 0511008, Nov, revised 12 Nov 2005.
• Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005, "Propagation of Memory Parameter from Durations to Counts," Econometrics, University Library of Munich, Germany, number 0511010, Nov.
• Eleftherios Giovanis, 2005, "‘‘Moving Median’’ A New Method Of Forecasting," Econometrics, University Library of Munich, Germany, number 0511013, Nov.
• Guanghua Wan & Ming Lu & Zhao Chen, 2005, "Globalization and Regional Income Inequality--Evidence from within China," Econometrics, University Library of Munich, Germany, number 0511014, Nov.
• Peter Ilmolelian, 2005, "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics, University Library of Munich, Germany, number 0511016, Nov.
• Mogens Fosgerau & Michel Bierlaire, 2005, "A practical test for the choice of mixing distribution in a discrete choice model," Econometrics, University Library of Munich, Germany, number 0512002, Dec.
• Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro, 2005, "Nonparametric estimation of concave production technologies by entropic methods," Econometrics, University Library of Munich, Germany, number 0512003, Dec.
• Guido Travaglini, 2005, "Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis," Econometrics, University Library of Munich, Germany, number 0512006, Dec.
• Mehmet Caner, 2005, "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics, University Library of Munich, Germany, number 0512009, Dec.
• Vik Singh, 2005, "Estimating a third-order translog demand system using Canadian micro-data," Econometrics, University Library of Munich, Germany, number 0512011, Dec.
• Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi, 2005, "How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria," Econometrics, University Library of Munich, Germany, number 0512012, Dec.
• Volpe Martincus, Christian & Pédussel Wu, Jennifer, 2005, "Economic integration in a multicone world?," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 07-2005.

2004

• Niels Haldrup & Antonio Montañés & Andreu Sansó, 2004, "Testing for Additive Outliers in Seasonally Integrated Time Series," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2004-14, Dec.
• Niels Haldrup & Morten O. Nielsen, 2004, "A Regime Switching Long Memory Model for Electricity Prices," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2004-2, Apr.
• Junsoo Lee & Mark C. Strazicich, 2004, "Minimum LM Unit Root Test with One Structural Break," Working Papers, Department of Economics, Appalachian State University, number 04-17.
• Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold, 2004, "Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 755-764, September, DOI: 10.1111/j.1467-9892.2004.02000.x.
• S. Fountas & A. Ioannidis & M. Karanasos, 2004, "Inflation, Inflation Uncertainty and a Common European Monetary Policy," Manchester School, University of Manchester, volume 72, issue 2, pages 221-242, March, DOI: 10.1111/j.1467-9957.2004.00390.x.
• Matteo Iacoviello, 2004, "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," Boston College Working Papers in Economics, Boston College Department of Economics, number 589, Jan, revised 13 Sep 2004.
• Sonia Bhalotra, 2004, "Parent Altruism, Cash Transfers and Child Poverty," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/561, Nov.
• Sonia Bhalotra, 2004, "Early Childhood Investments in Human Capital: Parental Resources and Preferences," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/562, Nov.
• Knittel, Christopher R., 2004, "Incompatibility, Product Attributes and Consumer Welfare: Evidence from ATMs," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt4z54r2s3, Dec.
• Alan Manning, 2004, "Instrumental Variables for Binary Treatments with Heterogeneous Treatment Effects: A Simple Exposition," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0619, Feb.
• Alexander Cotte Poveda, 2004, "The model of colombian development and economic growth:1990-2000," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 3612, Oct.
• Alexander Cotte Poveda, 2004, "The political economy of the growth: the Colombian case during the period 1950 -2002," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 3619, Dec.
• Emmanuel Guerre, 2004, "Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series," Working Papers, Center for Research in Economics and Statistics, number 2004-22.
• Nektarios Aslanidis & Anastasios Xepapadeas, 2004, "Smooth ‘inverted-V-shaped’ & smooth ‘N-shaped’ pollution-income paths," Working Papers, University of Crete, Department of Economics, number 0405, May.
• Amihud, Yakov & Hurvich, Clifford M., 2004, "Predictive Regressions: A Reduced-Bias Estimation Method," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 4, pages 813-841, December.
• Shunsuke Managi, 2004, "Unit root cycles in the US unemployment rate," Economics Bulletin, AccessEcon, volume 3, issue 7, pages 1-10.
• Luis Alberiko Gil-Alana, 2004, "A fractionally integrated model for the Spanish real GDP," Economics Bulletin, AccessEcon, volume 3, issue 8, pages 1-6.
• Olivier Darné, 2004, "The effects of additive outliers on stationarity tests: a monte carlo study," Economics Bulletin, AccessEcon, volume 3, issue 16, pages 1-8.
• Stefano Fachin, 2004, "Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment," Economics Bulletin, AccessEcon, volume 3, issue 13, pages 1-8.
• Baotai Wang & Tomson Ogwang, 2004, "Is the Size Distribution of Income in Canada a Random Walk?," Economics Bulletin, AccessEcon, volume 3, issue 29, pages 1-9.
• Valerie Mignon & Gilles Dufrenot, 2004, "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, AccessEcon, volume 3, issue 20, pages 1-16.
• Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004, "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, volume 3, issue 19, pages 1-11.
• Valerie Mignon & Sandrine Lardic, 2004, "The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," Economics Bulletin, AccessEcon, volume 3, issue 21, pages 1-16.
• Venus Khim-Sen Liew, 2004, "Which Lag Length Selection Criteria Should We Employ?," Economics Bulletin, AccessEcon, volume 3, issue 33, pages 1-9.
• Jen-Je Su, 2004, "Testing for no autocorrelation using a modified Lobato test," Economics Bulletin, AccessEcon, volume 3, issue 46, pages 1-9.
• Luis A. Gil-Alana, 2004, "Fractional cointegration in the consumption and income relationship using semiparametric techniques," Economics Bulletin, AccessEcon, volume 3, issue 47, pages 1-8.
• Luis A. Gil-Alana, 2004, "Testing of I(d) processes in the real output," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-6.
• Robert Taylor & Stephen Leybourne, 2004, "Some New Tests for a Change in Persistence," Economics Bulletin, AccessEcon, volume 3, issue 39, pages 1-10.
• Ted Juhl, 2004, "A nonparametric adjustment for tests of changing mean," Economics Bulletin, AccessEcon, volume 3, issue 34, pages 1-11.
• Paulo M. M. Rodrigues & Andrew Tremayne, 2004, "F versus t tests for unit roots: a comment," Economics Bulletin, AccessEcon, volume 3, issue 12, pages 1-7.
• Steven Cook, 2004, "Detecting changes in persistence in linear time series," Economics Bulletin, AccessEcon, volume 3, issue 24, pages 1-11.
• Yukinobu Kitamura & Hiroshi Fujiki, 2004, "The Big Mac Standard: A statistical Illustration," Economics Bulletin, AccessEcon, volume 6, issue 13, pages 1-18.
• Mourre, Gilles, 2004, "Did the pattern of aggregate employment growth change in the euro area in the late 1990s?," Working Paper Series, European Central Bank, number 358, May.
• Maxwell L. King & Jahar L. Bhowmik, 2004, "Maximal Invariant Likelihood Based Testing of Semi-Linear Models," Econometric Society 2004 Australasian Meetings, Econometric Society, number 245, Aug.
• Yoon-Jin Lee & Yongmiao Hong, 2004, "Specification Testing for Multivariate Time Series Volatility Models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 696, Aug.
• SaangJoon Baak, 2004, "Exchange Rate Volatility and Trade among the Asia Pacific Countries," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 724, Aug.
• Philip G. Gayle, 2004, "Does Price Matter? Price and Non-price Competition in the Airline Industry," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 163, Aug.
• G? Rehme, 2004, "Endogenous Policy and Cross-Country Growth Empirics," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 262, Aug.
• Jean-Pierre Florens & Marine Carrasco, 2004, "On the Asymptotic Efficiency of GMM," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 436, Aug.
• Jean-Yves Pitarakis, 2004, "Least squares estimation and tests of breaks in mean and variance under misspecification," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 32-54, June.
• Walde, Klaus & Woitek, Ulrich, 2004, "R&D expenditure in G7 countries and the implications for endogenous fluctuations and growth," Economics Letters, Elsevier, volume 82, issue 1, pages 91-97, January.
• Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004, "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, volume 122, issue 2, pages 317-347, October.
• Iacoviello, Matteo, 2004, "Consumption, house prices, and collateral constraints: a structural econometric analysis," Journal of Housing Economics, Elsevier, volume 13, issue 4, pages 304-320, December.
• Ling, Shiqing & McAleer, Michael, 2004, "Regression quantiles for unstable autoregressive models," Journal of Multivariate Analysis, Elsevier, volume 89, issue 2, pages 304-328, May.
• Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004, "Estimating the Euler equation for output," Journal of Monetary Economics, Elsevier, volume 51, issue 6, pages 1133-1153, September.
• Andrew Gelman & Iain Pardoe, 2004, "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_04, Apr.
• Andrew Gelman, 2004, "Prior distributions for variance parameters in hierarchical models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_06, Jun.
• Manning, Alan, 2004, "Instrumental variables for binary treatments with heterogeneous treatment effects: a simple exposition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19983, Feb.
• Joseph G. Hirschberg & Daniel J. Slottje, 2004, "Bounding Estimates Of Wage Discrimination," Research in Labor Economics, Emerald Group Publishing Limited, "Accounting for Worker Well-Being", DOI: 10.1016/S0147-9121(04)23006-0.
• SaangJoon Baak, 2004, "Exchange Rate Volatility and Trade among the Asia Pacific Countries Econometric Analysis," Working Papers, Research Institute, International University of Japan, number EMS_2004_02, Apr.
• Ramses Abul Naga, 2004, "Quantity Constraints, Poverty Lines and Poverty Orderings," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 2, issue 1, pages 31-43, April, DOI: 10.1023/B:JOEI.0000028406.00861.ab.
• Christopher R. Knittel & Victor Stango, 2004, "Incompatibility, Product Attributes and Consumer Welfare: Evidence from ATMs," Working Papers, NET Institute, number 04-06, Oct, revised Oct 2004.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2004, "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper, University Library of Munich, Germany, number 80487.
• Matteo Iacoviello, 2004, "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," 2004 Meeting Papers, Society for Economic Dynamics, number 201.
• Iacoviello, Matteo, 2004, "Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis," 2004 Meeting Papers, Society for Economic Dynamics, number 207b.
• Stefano Neri & Luca Dedola, 2004, "Are technology shocks contractionary? A Bayesian VAR analysis with priors on impulses responses," 2004 Meeting Papers, Society for Economic Dynamics, number 406.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf & Jean-Marie Dufour, 2004, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, volume 80, issue 2, pages 501-522.
• Jarita Duasa, 2004, "The Malaysian Balance of Payments:Keynesian Approach Versus Monetary Approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 26, Aug.
• Yanrui Wu, 2004, "Openness, productivity and growth in the APEC economies," Empirical Economics, Springer, volume 29, issue 3, pages 593-604, September, DOI: 10.1007/s00181-004-0200-1.
• Rolf Bühner & Patrick Stiller & Anja Tuschke, 2004, "Legitimität und Innovation," Schmalenbach Journal of Business Research, Springer, volume 56, issue 8, pages 715-736, December, DOI: 10.1007/BF03372756.
• Axel Dreher & Tim Krieger, 2004, "Do gasoline prices converge in a unified Europe with non-harmonized tax rates?," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 2.
• Augusto Castillo, 2004, "The announcement effect of bond and equity issues: evidence from Chile," Estudios de Economia, University of Chile, Department of Economics, volume 31, issue 2 Year 20, pages 177-205, December.
• Guanghua Wan & Ming Lu & Zhao Chen, 2004, "Globalization and Regional Income Inequality: Evidence from within China," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2004-10.
• Werner Hölzl & Sögner Leopold, 2004, "Entry and Exit Dynamics in Austrian Manufacturing," Working Papers, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness, number geewp36, Jun.
• Jonathan B. Hill, 2004, "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics, University Library of Munich, Germany, number 0401004, Jan, revised 05 Jul 2004.
• Horst Entorf, 2004, "Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View," Econometrics, University Library of Munich, Germany, number 0401009, Jan.
• Bakhodir A Ergashev, 2004, "Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures," Econometrics, University Library of Munich, Germany, number 0402001, Feb, revised 16 Mar 2004.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403001, Mar.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "A Constructive Representation of Univariate Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403002, Mar.
• feng dai, 2004, "The Partial Distribution: Definition, Properties and Applications in Economy," Econometrics, University Library of Munich, Germany, number 0403008, Mar.
• Gioacchino Fazio & Olivier Hueber, 2004, "On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation," Econometrics, University Library of Munich, Germany, number 0403009, Mar.
• Andrew Gelman, 2004, "Prior distributions for variance parameters in hierarchical models," Econometrics, University Library of Munich, Germany, number 0404001, Apr.
• Andrew Gelman & Iain Pardoe, 2004, "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," Econometrics, University Library of Munich, Germany, number 0404002, Apr.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics, University Library of Munich, Germany, number 0404005, Apr.
• Brian Krauth, 2004, "Simulation-based estimation of peer effects," Econometrics, University Library of Munich, Germany, number 0408002, Aug.
• Christophe Planas & Werner Roeger & Alessandro Rossi, 2004, "How much has labour taxation contributed to European structural unemployment?," Econometrics, University Library of Munich, Germany, number 0408005, Aug.
• Jushan Bai & Serena Ng, 2004, "Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor," Econometrics, University Library of Munich, Germany, number 0408006, Aug.
• Jushan Bai & Serena Ng, 2004, "Evaluating Latent and Observed Factors in Macroeconomics and Financ," Econometrics, University Library of Munich, Germany, number 0408007, Aug.
• Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov, 2004, "How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia," Econometrics, University Library of Munich, Germany, number 0408008, Aug.
• David Cattell & Paul Bowen & Ammar Kaka, 2004, "A model to distribute mark-up amongst quotation component item," Econometrics, University Library of Munich, Germany, number 0408009, Aug.
• Monzur Hossain & M. Ataharul Islam, 2004, "Testing The Significance Of Local Influence," Econometrics, University Library of Munich, Germany, number 0409003, Sep.
• Monzur Hossain & M. Ataharul Islam, 2004, "Application of Local Influence Diagnostics to the Linear Logistic Regression Models," Econometrics, University Library of Munich, Germany, number 0409004, Sep.
• Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004, "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics, University Library of Munich, Germany, number 0409005, Sep.
• J. T. A. S. Ferreira & M. F. J. Steel, 2004, "On Describing Multivariate Skewness: A Directional Approach," Econometrics, University Library of Munich, Germany, number 0409010, Sep.
• Jean-Yves Pitarakis, 2004, "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics, University Library of Munich, Germany, number 0409013, Sep.
• Philip Kostov & Ziping Wu & Seamus McErlean, 2004, "Do Chinese stock markets share common information arrival processes?," Econometrics, University Library of Munich, Germany, number 0410001, Oct.
• Diana Weinhold, 2004, "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics, University Library of Munich, Germany, number 0410003, Oct.
• Juan Miguel Villa, 2004, "Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este," Econometrics, University Library of Munich, Germany, number 0410005, Oct.
• J.T.A.S. Ferreira & M.F.J. Steel, 2004, "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics, University Library of Munich, Germany, number 0410006, Oct.
• Evens SALIES, 2004, "On the stability of recursive least squares in the Gauss-Markov model," Econometrics, University Library of Munich, Germany, number 0410007, Oct.
• Ignacio Díaz-Emparanza, 2004, "TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl," Econometrics, University Library of Munich, Germany, number 0410008, Oct.
• Ignacio Díaz-Emparanza, 2004, "SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device," Econometrics, University Library of Munich, Germany, number 0410009, Oct.
• Cornelis A Los, 2004, "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics, University Library of Munich, Germany, number 0410011, Oct.
• Guerre, 2004, "Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series," Econometrics, University Library of Munich, Germany, number 0411007, Nov.
• Emmanuel Guerre & Pascal Lavergne, 2004, "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics, University Library of Munich, Germany, number 0411008, Nov.
• Artur C. B. da Silva Lopes & Antonio Montañés, 2004, "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics, University Library of Munich, Germany, number 0411010, Nov.
• Tommaso Proietti, 2004, "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics, University Library of Munich, Germany, number 0411012, Nov.
• Jawadi Fredj & Koubaa Yousra, 2004, "Threshold Cointegration between Stock Returns : An application of STECM Models," Econometrics, University Library of Munich, Germany, number 0412001, Dec.
• Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004, "Estimating Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0412006, Dec.
• Willa Chen & Clifford Hurvich, 2004, "Semiparametric Estimation of Fractional Cointegrating Subspaces," Econometrics, University Library of Munich, Germany, number 0412007, Dec.
• Yakov Amihud & Clifford Hurvich, 2004, "Predictive Regressions: A Reduced-Bias Estimation Method," Econometrics, University Library of Munich, Germany, number 0412008, Dec.
• Mengchen Hsieh & Clifford Hurvich & Philippe Soulier, 2004, "Asymptotics for Duration-Driven Long Range Dependent Processes," Econometrics, University Library of Munich, Germany, number 0412009, Dec.
• Dante Jara, 2004, "Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile," Econometrics, University Library of Munich, Germany, number 0412010, Dec.
• Puja Guha, 2004, "HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India," Econometrics, University Library of Munich, Germany, number 0412012, Dec.
• Axel Dreher & Tim Krieger, 2004, "Do gasoline prices converge in a unified Europe with non- harmonized tax rates?," International Finance, University Library of Munich, Germany, number 0411005, Nov.
• Schmiedel, Heiko, 2004, "Performance of international securities markets," Bank of Finland Scientific Monographs, Bank of Finland, number sm2004_028, December.
• Rehme, Günther, 2004, "Why Run a Million Regressions? Endogenous Policy and Cross Country Growth Empirics," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 140.
• Dreher, Axel & Krieger, Tim, 2004, "Do gasoline prices converge in a unified Europe with non-harmonized tax rates?," Arbeitspapiere der Nordakademie, Nordakademie - Hochschule der Wirtschaft, number 2004-04.
• Veltins, Michael A. & Schaller, Armin & Blum, Ulrich, 2004, "The East German Cement Cartel : An Inquiry into Comparable Markets, Industry Structure, and Antitrust Policy," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 04/04.

2003

• Kathleen M. Day & R. Quentin Grafton, 2003, "Growth and the Environment in Canada: An Empirical Analysis," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 51, issue 2, pages 197-216, July.
• Pierre Perron & Gabriel Rodríguez, 2003, "Searching For Additive Outliers In Nonstationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 2, pages 193-220, March, DOI: 10.1111/1467-9892.00303.
• Sanghamitra Bandyopadhyay, 2003, "Convergence Club Empirics: Some Dynamics and Explanations of Unequal Growth across Indian States," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 69, Mar.
• Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2003-06, Oct.
• Alexander Cotte Poveda, 2003, "Violencia, Politica Economica Y Crecimiento Economico En Colombia," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 3764, Oct.
• Tatiana Fic, 2003, "Identifying Determinants of German Inflation: An Eclectic Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 334.
• Gil-Alana, Luis A., 2003, "Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 3, issue 1.
• Valerie Mignon & Sandrine Lardic, 2003, "Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries," Economics Bulletin, AccessEcon, volume 3, issue 14, pages 1-10.
• Steve Cook, 2003, "The properties of asymmetric unit root tests in the presence of mis-specified asymmetry," Economics Bulletin, AccessEcon, volume 3, issue 10, pages 1-10.
• Richard Carter & Arnold Zellner, 2003, "AR Versus MA Disturbance Terms," Economics Bulletin, AccessEcon, volume 3, issue 21, pages 1-3.
• Robert Phillips, 2003, "Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances," Economics Bulletin, AccessEcon, volume 3, issue 15, pages 1-4.
• Christopher Baum & Neslihan Ozkan & Mustafa Caglayan, 2003, "Sectoral fluctuations in U.K. firms' investment expenditures," Economics Bulletin, AccessEcon, volume 5, issue 13, pages 1-10.
• Kyongwook Choi & William Shambora & Chulho Jung, 2003, "Macroeconomic Effects of Inflation Targeting Policy in New Zealand," Economics Bulletin, AccessEcon, volume 5, issue 17, pages 1-6.
• Kleibergen, Frank & Zivot, Eric, 2003, "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, volume 114, issue 1, pages 29-72, May.
• Diego Iribarren, 2003, "From Economic Activity to Understanding Spaces," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2003_01, Jan.
• Pablo M Garcia, 2003, "Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2003_03, Apr.
• Bandyopadhyay, Sanghamitra, 2003, "Convergence club empirics: some dynamics and explanations of unequal growth across Indian states," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6553, Mar.
• S. Chaouachi & G. Dufrenot & V.Mignon, 2003, "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-03.
• S. Lardic & V. Mignon, 2003, "The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-06.
• Christophe Planas & Werner Roeger & Alessandro Rossi, 2003, "How much has labour taxation contributed to European structural unemployment?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 183, Apr.
• Daniela VURI, 2003, "Propensity Score Estimates of the Effects of Fertility on Marital Dissolution," Economics Working Papers, European University Institute, number ECO2003/04.
• Mortehan, Olivier & Pottelsberghe de la Potterie, Bruno van, 2003, "The Impact of Collaborative Agreement on Firms' Performances: The case of the IT industry in the 90's," IIR Working Paper, Institute of Innovation Research, Hitotsubashi University, number 03-14, Aug.
• Carrasco, Marine & Florens, Jean-Pierre, 2003, "On the Asymptotic Efficiency of GMM," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 173.
• Polasek, Wolfgang & Amplatz, Christian, 2003, "The Maastricht Criteria and the Euro. Has the Convergence Continued?," Economics Series, Institute for Advanced Studies, number 133, Jul.
• Abd. Ghafar Ismail and Mohd. Saharudin Shakrani, 2003, "The Conditional Capm And Cross-Sectional Evidence Of Return And Beta For Islamic Unit Trusts In Malaysia," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 11, issue 1, pages 1-20, June.
• SaangJoon Baak & Arif Al-Mahmood & Souksavanh Vixathep, 2003, "Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U. S," Working Papers, Research Institute, International University of Japan, number EMS_2003_01, Jun.
• Blum Ulrich, 2003, "Borders Matter! - Regional Integration in North America / Grenzen sind bedeutsam! - Regionale Integration Nordamerika," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 5, pages 513-531, October, DOI: 10.1515/jbnst-2003-0502.
• Atsushi Otomo & Kao-Lee Liaw, 2003, "An Invitation to Multivariate Analysis: An Example About the Effect of Educational Attainment on Migration Propensities in Japan," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 388, Dec.
• Atsushi Otomo & Kao-Lee Liaw, 2003, "An Invitation to Multivariate Analysis: An Example About the Effect of Educational Attainment on Migration Propensities in Japan," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 113, Dec.
• J.G. Hirschberg & D.J. Slottje, 2003, "Bounding Estimates of Wage Discrimination," Department of Economics - Working Papers Series, The University of Melbourne, number 879.
• Christopher R. Bollinger & Amitabh Chandra, 2003, "Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0289, Mar.
• Emir Emiray & Gabriel Rodriguez, 2003, "Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data," Working Papers, University of Ottawa, Department of Economics, number 0306E.
• Indira Romero & Gabriel Rodriguez, 2003, "Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates," Working Papers, University of Ottawa, Department of Economics, number 0308E.
• Gabriel Rodriguez, 2003, "Are Canadian Regional Business Cycles All Alike?," Working Papers, University of Ottawa, Department of Economics, number 0310E.
• McCauley, Joseph L. & Gunaratne, Gemunu H., 2003, "An empirical model of volatility of returns and option pricing," MPRA Paper, University Library of Munich, Germany, number 2161.
• Pedauga Sánchez, Luis Enrique, 2003, "Modelo de intervención cambiaria para el caso venezolano
  [Exchange intervention model for Venezuelan]," MPRA Paper, University Library of Munich, Germany, number 35407, Feb.
• Karine Michalon, 2003, "Impact des interruptions de cotation sur la microstructure du marché boursier français," Revue d'Économie Financière, Programme National Persée, volume 70, issue 1, pages 253-259, DOI: 10.3406/ecofi.2003.4838.
• Jean-Marc Figuet, 2003, "Le traitement du risque de crédit dans l’Accord de Bâle II : une évaluation," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 277-293, DOI: 10.3406/ecofi.2003.4863.
• Giovanna Tagliabue, 2003, "The Role of Divorce in the Consumption Function: Further Evidence," Rivista di Politica Economica, SIPI Spa, volume 93, issue 5, pages 195-195, September.
• Dan Ben-David & Robin L. Lumsdaine & David H. Papell, 2003, "Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks," Empirical Economics, Springer, volume 28, issue 2, pages 303-319, April, DOI: 10.1007/s001810200132.
• Bijmolt, T.H.A. & Paas, L.J. & Vermunt, J.K., 2003, "Country and Consumer Segmentation : Multi-Level Latent Class Analysis of Financial Product Ownership," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-75.
• Shiqing Ling & Michael McAleer, 2003, "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-205, Mar.
• Xavier Gabaix & Yannis M. Ioannides, 2003, "The Evolution of City Size Distributions," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0310.
• Frank Kleibergen & Eric Zivot, 2003, "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers, University of Washington, Department of Economics, number UWEC-2002-21-P, May.
• Sanghamitra Bandyopadhyay, 2003, "Convergence Club Empirics: Some Dynamics and Explanations of Unequal Growth across Indian States," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2003-77.
• Temel, Tugrul & Lucas, Andre, 2003, "Deepening the measurement of technical inefficiency in private farming in Georgia: locally parametric regression," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0007.
• Diego Iribarren, 2003, "From Economic Activity to Understanding Spaces," Econometrics, University Library of Munich, Germany, number 0303008, Mar.
• Gregory C. Chow, 2003, "Estimating Economic Effects of Political Movements in China," Econometrics, University Library of Munich, Germany, number 0306002, Jun.
• Gregory C. Chow, 2003, "Economic Effects of Political Movements in China: Lower Bound Estimates," Econometrics, University Library of Munich, Germany, number 0306003, Jun.
• Gregory C. Chow, 2003, "Econometrics and Economic Policy," Econometrics, University Library of Munich, Germany, number 0306004, Jun.
• Alejandro Diaz-Bautista & Ramon A. Castillo Ponce, 2003, "Testing for Unit Roots: Mexico's GDP," Econometrics, University Library of Munich, Germany, number 0306007, Jun.
• Arthur S. Goldberger, 2003, "Structural Equation Models in Human Behavior Genetics," Econometrics, University Library of Munich, Germany, number 0308003, Aug.
• Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics, University Library of Munich, Germany, number 0310003, Oct.
• Luciano Gutierrez, 2003, "Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison," Econometrics, University Library of Munich, Germany, number 0310004, Oct.
• Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics, University Library of Munich, Germany, number 0310006, Oct, revised 24 Oct 2003.
• Andreia Dionisio & Rui Menezes & Diana A. Mendes, 2003, "Mutual information: a dependence measure for nonlinear time series," Econometrics, University Library of Munich, Germany, number 0311003, Nov.
• David Harris & Steve Leybourne & Brendan McCabe, 2003, "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics, University Library of Munich, Germany, number 0311005, Nov.
• Steve Leybourne & David Harvey, 2003, "On Unit Root Tests and the Initial Observation," Econometrics, University Library of Munich, Germany, number 0311006, Nov.
• Steve Leybourne & Paul Newbold & Tae-Hwan Kim, 2003, "Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test," Econometrics, University Library of Munich, Germany, number 0311007, Nov.
• Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003, "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics, University Library of Munich, Germany, number 0311008, Nov.
• Brendan McCabe & Stephen Leybourne & David Harris, 2003, "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics, University Library of Munich, Germany, number 0311009, Nov.
• Marina Resta & Davide Sciutti, 2003, "Spot price dynamics in deregulated power markets," Econometrics, University Library of Munich, Germany, number 0312002, Dec.