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

1995

• Yin-Wong Cheung & Menzie Chinn, 1995, "Further investigation of the uncertain unit root in GNP," Econometrics, University Library of Munich, Germany, number 9508002, Aug.
• Alain DeSerres & Alain Guay, 1995, "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics, University Library of Munich, Germany, number 9510001, Oct.
• David Longworth & Joseph Atta-Mensah, 1995, "The Canadian Experience with Weighted Monetary Aggregates," Econometrics, University Library of Munich, Germany, number 9511001, Nov.

1994

• Manski, C.F., 1994, "Simulaneity with Downward Sloping Demand," Working papers, Wisconsin Madison - Social Systems, number 9408.
• Horowitz, J.L. & manski, C.F., 1994, "Joint Censoring of regressors and Outcomes: Survey Nonresponse and Attrition," Working papers, Wisconsin Madison - Social Systems, number 9411.
• Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994, "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 371-389, October.
• Jeff Dominitz & Charles F. Manski, 1994, "Eliciting Student Expectations of the Returns to Schooling," NBER Working Papers, National Bureau of Economic Research, Inc, number 4936, Nov.
• Jeff Dominitz & Charles F. Manski, 1994, "Using Expectations Data to Study Subjective Income Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 4937, Nov.
• Sangjoon Kim & Neil Shephard, 1994, "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 3., Nov.
• Linda Babcock & Henry S. Farber & Cynthia Fobian & Eldar Shafir, 1994, "Forming Beliefs about Adjudicated Outcomes: Risk Attitudes, Uncertainty, and Reservation Values," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 704, Jan.
• Hal R. Varian, 1994, "Goodness-of-Fit for Revealed Preference Tests," Econometrics, University Library of Munich, Germany, number 9401001, Jan.
• Mark J. Jensen, 1994, "Wavelet Analysis of Fractionally Integrated Processes," Econometrics, University Library of Munich, Germany, number 9405001, May.
• Robert A. Amano & Tony S. Wirjanto, 1994, "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics, University Library of Munich, Germany, number 9406001, Jun, revised 22 Jun 1994.
• Robert A. Amano & Tony S. Wirjanto, 1994, "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Econometrics, University Library of Munich, Germany, number 9406002, Jun.
• Siddhartha Chib & Edward Greenberg, 1994, "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics, University Library of Munich, Germany, number 9408001, Aug, revised 23 Feb 1995.
• Seth A. Greenblatt, 1994, "Wavelets in Econometrics: An Application to Outlier Testing," Econometrics, University Library of Munich, Germany, number 9410001, Oct.
• Charles F. Manski, 1994, "Simultaneity With Downward Sloping Demand," Econometrics, University Library of Munich, Germany, number 9410002, Oct.
• Joel L. Horowitz & Charles F. Manski, 1994, "Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition," Econometrics, University Library of Munich, Germany, number 9410003, Oct.
• Ahn & Byung Chul, 1994, "Testing the null of stationarity in the presence of structural breaks for multiple time series," Econometrics, University Library of Munich, Germany, number 9411001, Nov, revised 08 Nov 1994.
• Jeff Dominitz & Charles F. Manski, 1994, "Eliciting Student Expectations Of The Returns To Schooling," Econometrics, University Library of Munich, Germany, number 9411002, Nov.
• Jeff Dominitz & Charles F. Manski, 1994, "Using Expectations Data to Study Subjective Income Expectations," Econometrics, University Library of Munich, Germany, number 9411003, Nov.
• Manski, Charles, 1994, "Simultaneity with Downward Sloping Demand," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,29.

1993

• Hajivassiliou, Vassilis A & Ruud, Paul A., 1993, "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt3cg196fr, Oct.
• Goldman, Steven M., 1993, "Nonparametric Multivariate Regression Subject to Constraint," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7r623607, May.
• HÄRDLE, Wolfgang & DIAS PROENCA, sabel M., 1993, "A Bootstrap Test for Single Index Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1993025, Jun.
• Vassilis A. Hajivassiliou & Paul A. Ruud, 1993, "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1051, Jul.
• Vassilis A. Hajivassiliou and Paul A. Ruud., 1993, "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers, University of California at Berkeley, number 93-219, Oct.
• Walter Teets & Robert P. Parks, 1993, "A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies," Econometrics, University Library of Munich, Germany, number 9307001, Jul.
• Edward Greenberg & Robert P. Parks, 1993, "A Predictive Approach to Model Selection and Multicollinearity," Econometrics, University Library of Munich, Germany, number 9308001, Aug.
• S. M. Goldman & P. A. Ruud, 1993, "Nonparametric Multivariate Regression Subject to Constraint," Econometrics, University Library of Munich, Germany, number 9311001, Nov.
• V.A. Hajivassiliou & P. A. Ruud, 1993, "Classical Estimation Methods for LDV Models Using Simulation," Econometrics, University Library of Munich, Germany, number 9311002, Nov.

1992

• Jaime Marquez, 1992, "Spectral estimation of secular and cyclical elasticities for bilateral trade," Finnish Economic Papers, Finnish Economic Association, volume 5, issue 2, pages 91-97, Autumn.

1991

• Varian, H.R., 1991, "Goodness of Fit for Revealed Preference Tests," Papers, Michigan - Center for Research on Economic & Social Theory, number 13.

1989

• Lallmahomed, Naguib & Taubert, Peter, 1989, "What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987," MPRA Paper, University Library of Munich, Germany, number 40900, Feb.

1988

• Franssen, M.M.E. & Peeters, H.M.M., 1988, "Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken
  [Investigating the relationship between physical characteristics and operating costs of Roman Catholic churches]," MPRA Paper, University Library of Munich, Germany, number 28108, May.

1985

• Jeff Dominitz & Charles F. Manski, 1996, "Eliciting Student Expectations of the Returns to Schooling," Journal of Human Resources, University of Wisconsin Press, volume 31, issue 1, pages 1-26.

1981

• Eric P. Bettinger & Bridget Terry Long, 2009, "Addressing the Needs of Underprepared Students in Higher Education: Does College Remediation Work?," Journal of Human Resources, University of Wisconsin Press, volume 44, issue 3.

1980

• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Journal of Human Resources, University of Wisconsin Press, volume 33, issue 2, pages 251-299.

1978

• Graves, Philip E, 1978, "New Evidence on Income and the Velocity of Money," Economic Inquiry, Western Economic Association International, volume 16, issue 1, pages 53-68, January.
• Graves, Philip E., 1978, "New evidence on income and the velocity of money," MPRA Paper, University Library of Munich, Germany, number 19899, Jan.

1972

• Von zur Muehlen, Peter, 1972, "Optimal price adjustment: tests of a price equation in U.S. manufacturing," MPRA Paper, University Library of Munich, Germany, number 44581, Dec.

0

• Niels Haldrup & Antonio Montanés & Andreu Sanso, , "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-8.
• Haldrup, Niels & Nielsen, Morten Oe., , "Estimation of Fractional Integration in the Presence of Data Noise," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-10.
• Gabriel Montes Rojas, 2019, "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2019-44, May.
• Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009, "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Papers, arXiv.org, number 0905.3874, May.
• Vitor Joao Pereira Domingues Martinho, 2011, "Spatial Effects in Convergence of Portuguese Product," Papers, arXiv.org, number 1110.5556, Oct.
• Robert Amano & Tony S. Wirjanto, , "A Further Analysis of Exchange Rate Targeting in Canada," Staff Working Papers, Bank of Canada, number 94-2, DOI: 10.34989/swp-1994-2.
• Robert Amano & Tony S. Wirjanto, , "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Staff Working Papers, Bank of Canada, number 94-6, DOI: 10.34989/swp-1994-6.
• Andrés Felipe García Suaza & .José Eduardo Gómez González, 2009, "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia, Banco de la Republica de Colombia, number 550, Feb, DOI: 10.32468/be.550.
• Daniel Andrés Jaimes Cárdenas & Jair Ojeda Joya, 2010, "Reglas de Taylor y previsibilidad fuera de muestra de la tasa de cambio en Latinoamérica," Borradores de Economia, Banco de la Republica de Colombia, number 619, Aug, DOI: 10.32468/be.619.
• Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2010, "Actualización de la descomposición del BEI cuando se dispone de nueva información," Borradores de Economia, Banco de la Republica de Colombia, number 620, Aug, DOI: 10.32468/be.620.
• Enrique Montes U. & Aarón Garavito & María del Pilar Esguerra U., 2010, "Venezuela como destino de las exportaciones colombianas: Evolución reciente y efecto sobre el panorama exportador y las firmas colombian," Borradores de Economia, Banco de la Republica de Colombia, number 621, Sep, DOI: 10.32468/be.621.
• Tom Doan, 2025, "KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model," Statistical Software Components, Boston College Department of Economics, number RTS00101, revised .
• Tom Doan, 2025, "LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks," Statistical Software Components, Boston College Department of Economics, number RTS00112, revised .
• Tom Doan, 2025, "RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility," Statistical Software Components, Boston College Department of Economics, number RTZ00105, revised .
• Eric JONDEAU & Florian PELGRIN, 2014, "Estimating Aggregate Autoregressive Processes When Only Macro Data are Available," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-43, Jun.
• KONINGS, Jozef & VANDENBUSSCHE, Hylke, 2009, "Heterogeneous responses of firms to trade protection," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2112, Jan, DOI: 10.1016/j.jinteco.2008.08.002.
• Nektarios Aslanidis & Anastasios Xepapadeas, , "Regime Switching and the Shape of the," Working Papers, University of Crete, Department of Economics, number 0206, revised 31 Mar 2003.
• Aaron Sojourner, , "Inference on Peer Effects with Missing Peer Data: Evidence from Project STAR," Working Papers, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus), number 0109.
• P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016, "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/11.
• David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Forecast evaluation tests and negative long-run variance estimates in small samples," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/03, Mar.
• Sangjoon Kim, Neil Shephard & Siddhartha Chib, , "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W26, revised version of W.
• Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, , "Fitting Equilibrium Search Models to Labour Market Data," Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive, number _005.
• J. Dominitz & C. F. Manski, , "Eliciting student expectations of the returns to schooling," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1049-94.
• J. Dominitz & C. F. Manski, , "Using expectations data to study subjective income expectations," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1050-94.
• J. Fitzgerald & P. Gottschalk & R. Moffitt, , "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1156-98.
• Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, , "A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback," Discussion Papers, Department of Economics, University of York, number 00/24.

None

• Manning Alan, 2004, "Instrumental Variables for Binary Treatments with Heterogenous Treatment Effects: A Simple Exposition," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 3, issue 1, pages 1-12, July, DOI: 10.2202/1538-0645.1273.
• Haldrup Niels & Nielsen Morten Ø., 2006, "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1367.