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

2003

• Jean-Yves Pitarakis, 2003, "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics, University Library of Munich, Germany, number 0312004, Dec.
• Wälde, Klaus & Woitek, Ulrich, 2003, "R&D expenditure in G7 countries and implications for endogenous fluctuations and growth," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 03/03.

2002

• Moffitt, L. Joe, 2002, "Characterizing Uncertain Outcomes With The Restricted Ht Transformation," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 34, issue 3, pages 1-13, December, DOI: 10.22004/ag.econ.15074.
• Kathleen M. Day & R. Quentin Grafton, 2002, "Growth and the Environment in Canada: An Empirical Analysis," Economics and Environment Network Working Papers, Australian National University, Economics and Environment Network, number 0207, Apr.
• Goldberger,A.S., 2002, "Structural equation models in human behavior genetics," Working papers, Wisconsin Madison - Social Systems, number 22.
• Martha Misas Arango & Enrique López Enciso & Pablo Querubín Borrero, 2002, "La inflación en Colombia: una aproximación desde las redes neuronales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 20, issue 41-42, pages 143-214, June, DOI: 10.32468/Espe.41-4203.
• Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002, "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 1, pages 69-87, January.
• Hélène Erkel-Rousse & Daniel Mirza, 2002, "Import price elasticities: reconsidering the evidence," Canadian Journal of Economics, Canadian Economics Association, volume 35, issue 2, pages 282-306, May, DOI: 10.1111/1540-5982.00131.
• Martha Misas Arango & Enrique L�pez Enciso & Pablo Querub�n Borrero, 2002, "La Inflaci�n en Colombia: Una Aproximaci�n desde las Redes Neuronales," Borradores de Economia, Banco de la Republica, number 3029, Feb.
• Martha Misas Arango & Enrique L�pez Enciso & Pablo Querub�n Borrero, 2002, "La inflación en Colombia: una aproximación desde las redes neuronales," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 20, issue 41-42, pages 143-214, DOI: 10.32468/Espe.41-4203.
• René Fahr & Uwe Sunde, 2002, "On the Effects of Career Choice: Matching Efficiency of Different Occupations and Education Levels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B1-1, Mar.
• Serena Ng & Pierre Perron, 2002, "PPP May not Hold Afterall: A Further Investigation," Annals of Economics and Finance, Society for AEF, volume 3, issue 1, pages 43-64, May.
• Serena Ng & Pierre Perron, 2002, "PPP May not Hold Afterall: A Further Investigation," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 83, May.
• Elena Casquel & Ezequiel Uriel, 2002, "An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models," Economics Bulletin, AccessEcon, volume 3, issue 23, pages 1-10.
• Hans-Eggert Reimers & Helmut Herwartz, 2002, "Testing Growth Ratios via Pooled Error Correction Models," Economics Bulletin, AccessEcon, volume 3, issue 15, pages 1-11.
• Dimitris Christopoulos & Eftymios Tsionas, 2002, "Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests," Economics Bulletin, AccessEcon, volume 3, issue 12, pages 1-5.
• Theodore Panagiotidis, 2002, "Testing the assumption of Linearity," Economics Bulletin, AccessEcon, volume 3, issue 29, pages 1-9.
• George Hondroyiannis & Evangelia Papapetrou, 2002, "Demographic Transition In Europe," Economics Bulletin, AccessEcon, volume 10, issue 3, pages 1-8.
• Rehme, G¸nther, 2002, "Why Run a Million Regressions? Endogenous Policy and Cross-Country Growth Empirics," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 157, Aug.
• Vuri, Daniela, 2002, "Propensity Score Estimates of the Effect of Fertility on Marital Dissolution," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 180, Aug.
• Ralph W. Bailey & A. M. Robert Taylor, 2002, "An optimal test against a random walk component in a non-orthogonal unobserved components model," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 520-532, June.
• Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002, "Estimating the Euler equation for output," Working Papers, Federal Reserve Bank of Boston, number 02-3.
• Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002, "Estimating the Euler equation for output," Working Paper Series, Federal Reserve Bank of San Francisco, number 2002-12, Sep, DOI: 10.24148/wp2002-12.
• Karine Michalon, 2002, "Impact des interruptions de cotation sur la microstructure du marché boursier français," Post-Print, HAL, number halshs-00142776.
• Fève, Frédérique & Fève, Patrick & Florens, Jean-Pierre, 2002, "Attribute Choices and Structural Econometrics of Price Elasticity of Demand," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 155, revised 2003.
• Frode Steen, 2002, "Vertical Industry Linkages: Sources of Productivity Gains and Cumulative Causation?," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 21, issue 1, pages 3-20, August, DOI: 10.1023/A:1016014320951.
• Gauthier Lanot, 2002, "On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2002/07, Jul.
• Ramses H. Abul Naga, 2002, "Quantity Constraints, Poverty Lines and Poverty Orderings," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 02.11, Jun.
• J.G. Hirschberg & D.J. Slottje, 2002, "Bounding Estimates of Wage Discrimination," Department of Economics - Working Papers Series, The University of Melbourne, number 854.
• James H. Stock & Motohiro Yogo, 2002, "Testing for Weak Instruments in Linear IV Regression," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0284, Nov.
• Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2002, "An Evaluation of Instrumental Variable Strategies for Estimating the Effects of Catholic Schools," NBER Working Papers, National Bureau of Economic Research, Inc, number 9358, Dec.
• Leo Krippner, 2002, "Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/01, Mar.
• Leon, Jorge & Muñoz, Evelyn & Madrigal, Roger, 2002, "Un Enfoque Monetario de los Efectos Sobre Precios y Tasas de Interés del Tipo de Cambio Fijo
  [A Monetary Approach about the Effects of a Fixed Exchange Rate Regime on Prices and Interest Rates]," MPRA Paper, University Library of Munich, Germany, number 44525, revised 2002.
• Serena Ng & Timothy Vogelsang, 2002, "Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 3, pages 353-381, DOI: 10.1081/ETC-120015788.
• Edoardo Otranto & Giampiero Gallo, 2002, "A Nonparametric Bayesian Approach To Detect The Number Of Regimes In Markov Switching Models," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 4, pages 477-496, DOI: 10.1081/ETC-120015387.
• Pushkar Maitra & Ranjan Ray, 2002, "The Joint Estimation of Child Participation in Schooling and Employment: Comparative Evidence from Three Continents," Oxford Development Studies, Taylor & Francis Journals, volume 30, issue 1, pages 41-62, DOI: 10.1080/136008101200114895.
• Athanasios Orphanides & Simon van Norden, 2002, "The Unreliability of Output-Gap Estimates in Real Time," The Review of Economics and Statistics, MIT Press, volume 84, issue 4, pages 569-583, November.
• Yanrui Wu, 2002, "Technical Efficiency and Its Determinants in Chinese Manufacturing Sector," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 02-15.
• Hélène Erkel‐Rousse & Daniel Mirza, 2002, "Import price elasticities: reconsidering the evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 35, issue 2, pages 282-306, May, DOI: 10.1111/1540-5982.00131.
• Asad Zaman, 2002, "The Inconsistency of the Breusch-Pagan Test," Econometrics, University Library of Munich, Germany, number 0205001, May.
• Vladimir Z. Nuri, 2002, "Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto," Macroeconomics, University Library of Munich, Germany, number 0203005, Mar.
• Miroslav Verbic, 2002, "Theoretical Aspects of Retirement Decisions," Microeconomics, University Library of Munich, Germany, number 0201004, Jan.

2001

• Paris, Quirino, 2001, "Mele: Maximum Entropy Leuven Estimators," Working Papers, University of California, Davis, Department of Agricultural and Resource Economics, number 11991, DOI: 10.22004/ag.econ.11991.
• Serena Ng & Pierre Perron, 2001, "A Note on the Selection of Time Series Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 500, Jun.
• Richard Duhautois & Stéphanie Jamet, 2001, "Hétérogénéité des comportements d'investissement et fluctuations de l'investissement agrégé," Economie & Prévision, La Documentation Française, volume 149, issue 3, pages 103-115.
• Pascale Roux, 2001, "Dynamiques organisationnelles, interactions localisées et innovation technologique. Une investigation empirique," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 1, pages 75-96.
• Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers, CIRANO, number 2001s-25, Apr.
• Ling, S. & McAleer, M., 2001, "Regression Quantiles for Unstable Autoregressive Models," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0526, Jan.
• Steven Cook, 2001, "Asymmetric unit root tests in the presence of structural breaks under the null," Economics Bulletin, AccessEcon, volume 3, issue 6, pages 1-10.
• Quirino Paris, 2001, "Multicollinearity and maximum entropy estimators," Economics Bulletin, AccessEcon, volume 3, issue 11, pages 1-9.
• Efthymios Tsionas & Dimitris Christopoulos, 2001, "Efficiency measurement with nonstationary variables: an application of panel cointegration techniques," Economics Bulletin, AccessEcon, volume 3, issue 14, pages 1-7.
• Serena Ng & Pierre Perron, 2001, "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, volume 69, issue 6, pages 1519-1554, November.
• Manning, Willard G. & Mullahy, John, 2001, "Estimating log models: to transform or not to transform?," Journal of Health Economics, Elsevier, volume 20, issue 4, pages 461-494, July.
• Norman Fickel, 2001, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2001_09, Oct.
• Arantza Beitia & Javier Bilbao & Ana Fernández Sainz, 2001, "El papel de la calidad en la demanda universitaria de transporte público," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 46, issue 01, pages 268-283.
• Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee, 2001, "Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2001_03, Oct.
• Edoardo Otranto & Giampiero M. Gallo, 2001, "A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2001_04.
• Odile Chagny & Jörg Döpke & Mathieu Plane & Rainer Schmidt, 2001, "Labour Supply and Labour Force Participation in Europe – A Discussion of Some Recent Developments and Projections," Sciences Po Economics Publications (main), HAL, number hal-03458548, May.
• Odile Chagny & Jörg Döpke & Mathieu Plane & Rainer Schmidt, 2001, "Labour Supply and Labour Force Participation in Europe – A Discussion of Some Recent Developments and Projections," Working Papers, HAL, number hal-03458548, May.
• Serena Ng & Pierre Perron, 2001, "PPP May not Hold After all: A Further Investigation," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 466, Feb.
• Giovanni Maria Giorgi & Michele Crescenzi, 2001, "A proposal of poverty measures based on the Bonferroni inequality index," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, volume 0, issue 3-4, pages 3-16.
• Fountas, Stilianos & Alexandra,Ioannidid, 2001, "Inflation, Inflation Uncertainty, and a Common European Monetary Policy," Working Papers, National University of Ireland Galway, Department of Economics, number 0054, revised 2001.
• Kathleen Day & R. Quentin Grafton, 2001, "Economic Growth and the Environment: A Canadian Perspective," Working Papers, University of Ottawa, Department of Economics, number 0101E.
• Quentin Grafton & Stephen Knowles & P. Dorian Owen, 2001, "Social Divergence and Economic Performance," Working Papers, University of Ottawa, Department of Economics, number 0103E.
• Gabriel Rodriguez, 2001, "Estimation of the Taylor Rule for Canada Under Multiple Structural Changes," Working Papers, University of Ottawa, Department of Economics, number 0107E.
• Ranjan Ray, 2001, "Child Labour and Child Schooling in South Asia: A Cross Country Study of their Determinants," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2001-09, Sep.
• Rolando A. Danao, 2001, "Short-run Demand for Residential Electricity in Rural Electric Cooperatives Franchise Area," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 38, issue 2, pages 67-82, December.
• Bose, Sukanya, 2001, "Monetary Policy and the Credit Channel: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 28486.
• Richard Duhautois & Stéphanie Jamet, 2001, "Hétérogénénéité des comportements d'investissement et fluctuations de l'investissement agrégé," Économie et Prévision, Programme National Persée, volume 149, issue 3, pages 103-115, DOI: 10.3406/ecop.2001.6295.
• Malte Sieveking, 2001, "Hamilton-Jacobi-Bellman equation with multiple equilibria," Computing in Economics and Finance 2001, Society for Computational Economics, number 68, Apr.
• Michael Wüger & Gerhard Thury, 2001, "The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function," Empirical Economics, Springer, volume 26, issue 2, pages 325-341.
• G. M. Giorgi & M. Crescenzi, 2001, "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 10, issue 1, pages 41-48, January, DOI: 10.1007/BF02511638.
• Mumtaz Hussain & Oscar Brookins, 2001, "On the determinants of national saving: An extreme-bounds analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 137, issue 1, pages 150-174, March, DOI: 10.1007/BF02707604.
• Chunrong Ai, 2001, "A Modified Average Derivatives Estimator," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 113-131, DOI: 10.1081/ETC-100104083.
• Paramsothy Silvapulle, 2001, "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 85-104, DOI: 10.1081/ETC-100104081.
• Döpke, Jörg, 2001, "The "Employment Intensity" of Growth in Europe," Kiel Working Papers, Kiel Institute for the World Economy, number 1021.
• Plane, Mathieu & Döpke, Jörg & Chagny, Odile & Schmidt, Rainer, 2001, "Labour supply and labour force participation in Europe: a discussion of some recent developments and projections," Kiel Working Papers, Kiel Institute for the World Economy, number 1049.
• Blum, Ulrich, 2001, "Borders matter!: Regional integration in Europe and North America," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 08/01.

2000

• Athanasios Orphanides & Simon Van_Norden, 2000, "The Reliability of Output Gap Estimates in Real Time," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0768, Aug.
• Helene Erkel-Rousse & Daniel Mirza, 2000, "Import Price-Elastcities: Reconsidering the Evidence," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0909, Aug.
• Dinda, Soumyananda & Coondoo, Dipankor & Pal, Manoranjan, 2000, "Air quality and economic growth: an empirical study," Ecological Economics, Elsevier, volume 34, issue 3, pages 409-423, September.
• Brunetti, Celso & Gilbert, Christopher L., 2000, "Bivariate FIGARCH and fractional cointegration," Journal of Empirical Finance, Elsevier, volume 7, issue 5, pages 509-530, December.
• Knarvik, K.H.M. & Steen, F., 2000, "Vertical Industry Linkages: Sources of Productivity Gains and Cumulative Causation?," Papers, Norwegian School of Economics and Business Administration-, number 1/2000.
• Erkel-Rousse, H. & Mirza, D., 2000, "Import Price-Elasticities : Reconsidering the Evidence," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.52.
• Horácio C. Faustino & J. R. Silva & Rita V. Carvalho, 2000, "Testing Intra-Industry Trade Between Portugal and Spain [1990-1996]," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2000/06.
• Brännäs, Kurt, 2000, "Estimation in a Duration Model for Evaluating Educational Programs," IZA Discussion Papers, IZA Network @ LISER, number 103, Jan.
• Bender, Stefan & Haas, Anette & Klose, Christoph, 2000, "IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample," IZA Discussion Papers, IZA Network @ LISER, number 117, Feb.
• Ramses H. ABUL NAGA & Enrico BOLZANI, 2000, "Poverty and Permanent Income : A Methodology for Cross-Section Data," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 00.26, Nov.
• Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, 2000, "A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback," Working Papers, National University of Ireland Galway, Department of Economics, number 0047, revised 2000.
• Perron, P. & Rodriguez, G., 2000, "Residual Based Tests for Cointegration with GLS Detrended Data," Working Papers, University of Ottawa, Department of Economics, number 0004e.
• Perron, P. & Rodriguez, G., 2000, "Seraching for Additive Outliers in Nonstationary Time Series," Working Papers, University of Ottawa, Department of Economics, number 0005e.
• David Longworth & Joseph Atta-Mensah, 2000, "The Canadian Experience with Weighted Monetary Aggregates," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, in: Michael T. Belongia & Jane M. Binner, "Divisia Monetary Aggregates", DOI: 10.1057/9780230288232_13.
• Pushkar Maitra & Ranjan Ray, 2000, "The Joint Estimation of Child Participation in Schooling and Employment: Comparative Evidence from Three Continents," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2000-04, Nov.
• Uwe Jensen, 2000, "Is it efficient to analyse efficiency rankings?," Empirical Economics, Springer, volume 25, issue 2, pages 189-208.
• Jalal U. Siddiki, 2000, "Black market exchange rates in India: an empirical analysis," Empirical Economics, Springer, volume 25, issue 2, pages 297-313.
• Ranjan Ray, 2000, "Analysis of child labour in Peru and Pakistan: A comparative study," Journal of Population Economics, Springer;European Society for Population Economics, volume 13, issue 1, pages 3-19.
• Vincenzo Atella & Furio Camillo Rosati, 2000, "Uncertainty about children's survival and fertility: A test using indian microdata," Journal of Population Economics, Springer;European Society for Population Economics, volume 13, issue 2, pages 263-278.
• P. Feve & Y. Le Pen, 2000, "On modelling convergence clubs," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 5, pages 311-314, DOI: 10.1080/135048500351456.
• Andrea Weber, 2000, "Vacancy durations - a model for employer's search," Applied Economics, Taylor & Francis Journals, volume 32, issue 8, pages 1069-1075, DOI: 10.1080/000368400322129.
• Norman Fickel, 2000, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," Econometrics, University Library of Munich, Germany, number 0004009, Nov.
• Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000, "A bootstrap test for single index models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,20.

1999

• Serena Ng & Timothy Vogelsang, 1999, "Forecasting Dynamic Time Series in the Presence of Deterministic Components," Boston College Working Papers in Economics, Boston College Department of Economics, number 445, Jul.
• Jensen Mark J., 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 3, issue 4, pages 1-17, January, DOI: 10.2202/1558-3708.1051.
• Pami Dua & Tapas Mishra, 1999, "Presence of Persistence in Industrial Production: The Case of India," Working papers, Centre for Development Economics, Delhi School of Economics, number 63, Apr.
• Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999, "Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings," Econometric Theory, Cambridge University Press, volume 15, issue 5, pages 719-752, October.
• Gorgens, Tue & Horowitz, Joel L., 1999, "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 155-191, June.
• Athanasios Orphanides & Simon van Norden, 1999, "The reliability of output gap estimates in real time," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-38.
• Pami Dua & Tapas Mishra, 1999, "Presence of Persistence in Industrial Production : The Case of India," Post-Print, HAL, number hal-00279501.
• John Mullahy, 1999, "Interaction Effects and Difference-in-Difference Estimation in Loglinear Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0245, Nov.
• Willard G. Manning & John Mullahy, 1999, "Estimating Log Models: To Transform or Not to Transform?," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0246, Nov.
• Kuha, J. & Temple, J., 1999, "Covariate Measurement Error in Quadratic Regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 1999-w2.
• Dinda, Soumyananda & Coondoo, Dipankor & Pal, Manoranjan, 1999, "Air Quality and Economic Growth: An Empirical Study," MPRA Paper, University Library of Munich, Germany, number 109325, Mar, revised May 1999.
• Lord, Montague, 1999, "Modeling ASEAN Global Linkages," MPRA Paper, University Library of Munich, Germany, number 41173, Aug.
• Celso Brunetti & Christopher L. Gilbert, 1999, "Bivariate FIGARCH and Fractional Cointegration," Working Papers, Queen Mary University of London, School of Economics and Finance, number 408, Dec.
• Mark J. Jensen, 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999, Society for Computational Economics, number 1243, Mar.
• Eric Blankmeyer, 1999, "Best Log-linear Index Numbers: Extensions and Applications," Econometrics, University Library of Munich, Germany, number 9904001, Apr.
• Eric Blankmeyer, 1999, "L-scaling," Econometrics, University Library of Munich, Germany, number 9904002, Apr.
• Eric Blankmeyer, 1999, "A Heisenberg Bound for Stationary Time Series," Econometrics, University Library of Munich, Germany, number 9904003, Apr.
• Anders Johansen & Didier Sornette & Olivier Ledoit, 1999, "Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes," Finance, University Library of Munich, Germany, number 9903006, Mar.
• Athanasios Orphanides & Simon van Norden, 1999, "The Reliability of Output Gap Estimates in Real Time," Macroeconomics, University Library of Munich, Germany, number 9907006, Jul.
• Gottschling, Andreas & Kreuter, Christof, 1999, "Approximation properties of the neuro-fuzzy minimum function," Research Notes, Deutsche Bank Research, number 99-3.
• Cornwell, Christopher Mark & Wächter, Jens-Uwe, 1999, "Productivity convergence and economic growth: A frontier production function approach," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 06-1999.
• Cornwell, Christopher Mark & Wächter, Jens-Uwe, 1999, "Comovement and catch-up in productivity across sectors: Evidence from the OECD," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 07-1999.

1998

• 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.
• Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998, "Posterior simulation and Bayes factors in panel count data models," Journal of Econometrics, Elsevier, volume 86, issue 1, pages 33-54, June.
• Kleibergen, F.R. & Zivot, E., 1998, "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9835, Nov.
• Christopher J. Erceg & Dale W. Henderson & Andrew T. Levin, 1998, "Tradeoffs between inflation and output-gap variances in an optimizing-agent model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 627.
• Erceg, C.J. & Henderson, D.W. & Levin, A.T., 1998, "Tradeoffs Between Inflation and Output-Gap Variances in an Optimizing-Agent Model," Papers, Stockholm - International Economic Studies, number 650.
• Ray, R., 1998, "Analysis of Child Labour in Peru and Pakistan: a Comparative Study," Papers, Tasmania - Department of Economics, number 1998-05.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0063, Aug.
• Olivier Hueber & Gioacchino Fazio, 1998, "On the Role of Wages in the Ukrainian Transition Process: An empirical Investigation," Post-Print, HAL, number hal-00440939, Nov.
• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of income Dynamics," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 379.
• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0220, Feb.
• John Mullahy, 1998, "Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0228, Mar.
• Dan Ben-David & Robin L. Lumsdaine & David H. Papell, 1998, "Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks," NBER Working Papers, National Bureau of Economic Research, Inc, number 6397, Feb.
• Leo Krippner, 1998, "Testing the predictive power of New Zealand bank bill futures rates," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G98/8, Jun.
• Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1998, "Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 65, issue 3, pages 361-393.
• Bilgili, Faik, 1998, "Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies," MPRA Paper, University Library of Munich, Germany, number 75967.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers, University of Washington, Department of Economics, number 0063, Aug.
• Mark J. Jensen, 1998, "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics, University Library of Munich, Germany, number 9802003, Feb, revised 21 Jun 1999.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics, University Library of Munich, Germany, number 9812002, Dec.
• SangKun Bae & Mark J. Jensen, 1998, "Long-Run Neutrality in a Long-Memory Model," Macroeconomics, University Library of Munich, Germany, number 9809006, Sep, revised 21 Apr 1999.
• Dankenbring, Henning, 1998, "Volatility estimates of the short term interest rate with an application to German data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,96.
• Kukuk, Martin, 1998, "Indirect estimation of linear models with ordinal regressors: A Monte Carlo study and some empirical illustrations," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 155.

1997

• 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.
• Serena Ng & Pierre Perron, 1997, "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics, Boston College Department of Economics, number 369, May, revised 01 Sep 2000.
• Serena Ng & Timothy J. Vogelsang, 1997, "Analysis of Vector Autoregressions in the Presence of Shifts in Mean," Boston College Working Papers in Economics, Boston College Department of Economics, number 379, Sep.
• Weber, Andrea, 1997, "Vacancy Durations - A Model for Employer's Search," Economics Series, Institute for Advanced Studies, number 41, Jan.
• Greenberg, Edward & Parks, Robert P, 1997, "A Predictive Approach to Model Selection and Multicollinearity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 67-75, Jan.-Feb..
• Eli Berman & Linda T. Bui, 1997, "band Labor Demand: Evidence from the South Coast Air Basin," NBER Working Papers, National Bureau of Economic Research, Inc, number 6299, Dec.
• Huntley Schaller & Simon Van Norden, 1997, "Regime switching in stock market returns," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 2, pages 177-191, DOI: 10.1080/096031097333745.
• Chihwa Kao & Min-Hsien Chiang, 1997, "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Econometrics, University Library of Munich, Germany, number 9703001, Mar.
• Frieder Knuepling, 1997, "Testing between Different Types of Switching Regression Models," Econometrics, University Library of Munich, Germany, number 9710001, Oct.
• Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997, "Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings," Econometrics, University Library of Munich, Germany, number 9711001, Nov, revised 04 Mar 1998.

1996

• Chib, Siddhartha & Greenberg, Edward, 1996, "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometric Theory, Cambridge University Press, volume 12, issue 3, pages 409-431, August.
• Kalaba, Robert & Tesfatsion, Leigh, 1996, "A multicriteria approach to model specification and estimation," Computational Statistics & Data Analysis, Elsevier, volume 21, issue 2, pages 193-214, February.
• Kalaba, Robert & Tesfatsion, Leigh, 1996, "A multicriteria approach to model specification and estimation," ISU General Staff Papers, Iowa State University, Department of Economics, number 199601010800001026, Jan.
• van Norden, Simon, 1996, "Regime Switching as a Test for Exchange Rate Bubbles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 219-251, May-June.
• Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, 1996, "Fitting Equilibrium Search Models to Labor Market Data," Econometrics, University Library of Munich, Germany, number 9602006, Feb, revised 05 Mar 1996.
• Joel L. Horowitz & Charles F. Manski, 1996, "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics, University Library of Munich, Germany, number 9602007, Feb, revised 06 Mar 1996.
• George Neumann, 1996, "Search Models and Duration Data," Econometrics, University Library of Munich, Germany, number 9602008, Feb, revised 07 Mar 1996.
• Joel L. Horowitz, 1996, "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics, University Library of Munich, Germany, number 9602009, Feb, revised 05 Mar 1996.
• Tue Gorgens & Joel L. Horowitz, 1996, "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics, University Library of Munich, Germany, number 9603001, Mar.
• Joel L. Horowitz, 1996, "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics, University Library of Munich, Germany, number 9603003, Mar.
• Simon van Norden & Robert Vigfusson, 1996, "Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures," Econometrics, University Library of Munich, Germany, number 9603004, Mar.
• Francisco F. R. Ramos, 1996, "The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market," Econometrics, University Library of Munich, Germany, number 9604002, Apr.
• Siddhartha Chib & Edward Greenberg, 1996, "Bayesian Analysis of Multivariate Probit Models," Econometrics, University Library of Munich, Germany, number 9608002, Aug.
• Siddhartha Chib & Edward Greenberg & Rainer Winkelmann, 1996, "Posterior Simulation and Bayes Factors in Panel Count Data Models," Econometrics, University Library of Munich, Germany, number 9608003, Aug, revised 25 Nov 1996.
• Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996, "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics, University Library of Munich, Germany, number 9610002, Oct.

1995

• Kalaba, Robert & Tesfatsion, Leigh, 1995, "A Multi-Criteria Approach To Model Specification And Estimation," ISU General Staff Papers, Iowa State University, Department of Economics, number 199501010800001026, Jan.
• Melvyn Fuss & Reuben Gronau & Ariel Pakes, 1995, "Essays in Applied Economics: A Volume in Honor of Zvi Griliches," NBER Books, National Bureau of Economic Research, Inc, number fuss95-1, January.
• Silvapulle, P., 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers, University of Iowa, Department of Economics, number 95-08.
• 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.
• Horowitz, J. & Gorgens, T., 1995, "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers, University of Iowa, Department of Economics, number 95-15.
• Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1995, "Fitting Equilibrium Search Models to Labor Market Data," Working Papers, University of Iowa, Department of Economics, number 95-17.
• Robert Kalaba & Leigh Tesfatsion, 1995, "A Multicriteria Approach to Model Specification and Estimation," Econometrics, University Library of Munich, Germany, number 9501001, Jan.
• Simon van Norden, 1995, "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics, University Library of Munich, Germany, number 9502001, Feb, revised 09 Aug 1995.
• Simon van Norden & Huntley Schaller & ), 1995, "Regime Switching in Stock Market Returns," Econometrics, University Library of Munich, Germany, number 9502002, Feb.
• Simon van Norden & Huntley Schaller & ), 1995, "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics, University Library of Munich, Germany, number 9502003, Feb.
• Simon van Norden & Huntley Schaller & ), 1995, "Fads or Bubbles?," Econometrics, University Library of Munich, Germany, number 9502004, Feb, revised 06 Jun 1995.
• Robert A. Amano & Simon van Norden, 1995, "Unit Root Tests and the Burden of Proof," Econometrics, University Library of Munich, Germany, number 9502005, Feb.
• Kevin Flesher & Eduardo Ley, 1995, "A Frontier Model for Landscape Ecology: The Tapir in Honduras," Econometrics, University Library of Munich, Germany, number 9503002, Mar, revised 29 Feb 2004.
• G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari, 1995, "Bartlett Corrections for One-Parameter Exponential Family Models," Econometrics, University Library of Munich, Germany, number 9506001, Jun.
• Mark J. Jensen, 1995, "OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels," Econometrics, University Library of Munich, Germany, number 9506002, Jun.
• Francisco Cribari-Neto & Spyros Zarkos, 1995, "Improved Test Statistics for Multivariate Regression," Econometrics, University Library of Munich, Germany, number 9506003, Jun.
• Eric Rasmusen, 1995, "Observed Choice, Estimation, and Optimism About Policy Changes," Econometrics, University Library of Munich, Germany, number 9506004, Jun, revised 16 Jun 1995.
• Param Silvapulle, 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics, University Library of Munich, Germany, number 9506005, Jun, revised 16 Jun 1995.
• F. Cribari-Neto & G.M. Cordeiro, 1995, "On Bartlett and Bartlett-Type Corrections," Econometrics, University Library of Munich, Germany, number 9507001, Jul.
• Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto, 1995, "Improved Score Tests for One-parameter Exponential Family Models," Econometrics, University Library of Munich, Germany, number 9508001, Aug.