Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C20: General
2003
- Jenny Li & Peter Winker, 2003, "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, volume 21, issue 1, pages 23-43, February, DOI: 10.1023/A:1022289509702.
- Jenny X. Li & Peter Winker, 2003, "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, volume 21, issue 1_2, pages 23-43, February.
- Khalaf, Lynda & Kichian, Maral, 2003, "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche, GREEN, number 0312.
- H. Baron & P.O. Beffy & N. Fourcade & R. Mahieu, 2003, "The French labour productivity slow-down during the nineties?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2003-07.
- Campos, Javier & Carrasco, Raquel & Requejo, Alejandro, 2003, "Legal form and risk exposure in Spanish firms," MPRA Paper, University Library of Munich, Germany, number 103405, revised 2002.
- Yashkir, Olga & Yashkir, Yuriy, 2003, "Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates," MPRA Paper, University Library of Munich, Germany, number 46391, May.
- Wolfgang Polasek & Christian Amplatz, 2003, "The Maastricht Criteria and the Euro: Has the Convergence Continued?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 18, pages 661-688.
- Thomas Lux, 2003, "The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting," Computing in Economics and Finance 2003, Society for Computational Economics, number 14, Aug.
- 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.
- Erling Røed Larsen & Dag Einar Sommervoll, 2003, "Rising Inequality of Housing? Evidence from Segmented Housing Price Indices," Discussion Papers, Statistics Norway, Research Department, number 363, Nov.
- Dirk Czarnitzki & Alfred Spielkamp, 2003, "Business services in Germany: bridges for innovation," The Service Industries Journal, Taylor & Francis Journals, volume 23, issue 2, pages 1-30, March, DOI: 10.1080/02642060412331300862.
- Magnus, J.R. & Sinha, A.K., 2003, "On Theil's Errors," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-18.
- Magnus, J.R. & Sinha, A.K., 2003, "On Theil's Errors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9a72cd04-4426-470c-8ac1-b.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003, "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, volume 3, issue 1, pages 1-31, March.
- Janez Pra??nikar & Velimir Bole & Ale?? Ahcan & Matja?? Koman, 2003, "Sensitivity of the Exporting Economy on the External Shocks: Evidence from Slovene Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-634, Nov.
- Edward J. Balistreri & Christine A. McDaniel & Eina Vivian Wong, 2003, "An Estimation of U.S. Industry-Level Capital-Labor Substitution," Computational Economics, University Library of Munich, Germany, number 0303001, Mar.
- Ludger J. Loening & Michael Markussen, 2003, "Pobreza, Deforestación y Pérdida de la Biodiversidad en," Development and Comp Systems, University Library of Munich, Germany, number 0301001, Jan.
- Ludger J. Loening & Michael Markussen, 2003, "Pobreza, Deforestación y Pérdida de la Biodiversidad en," Development and Comp Systems, University Library of Munich, Germany, number 0301002, Jan.
- Ludger J. Loening & Michael Markussen, 2003, "Pobreza, Deforestación y Pérdida de la Biodiversidad en Guatemala," Development and Comp Systems, University Library of Munich, Germany, number 0301003, Jan, revised 14 Jan 2003.
- Lux, Thomas, 2003, "The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2003-13.
- Lux, Thomas, 2003, "Detecting multi-fractal properties in asset returns: The failure of the scaling estimator," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2003-14.
2002
- Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002, "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
- Rossitsa Rangelova, 2002, "Medium-Term Forecastings of the Economic Growth in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 3-29.
- Philippe Andrade & Catherine Bruneau, 2002, "Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 64, issue 3, pages 233-256, July, DOI: 10.1111/1468-0084.00021.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003, Stata Users Group, number 05, Dec.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 545, Nov, revised 14 Feb 2003.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003, Stata Users Group, number 02, Dec.
- Francisco Javier LASSO VALDERRAMA, 2002, "Economías de escala en los hogares y pobreza," Archivos de Economía, Departamento Nacional de Planeación, number 2399, Nov.
- Coccia Mario & Rolfo Secondo, 2002, "Size and research performance: Analysis of the Italian National Research Council," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200205, Jun.
- Dufour, Jean-Marie & Khalaf, Lynda, 2002, "Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 143-170, January.
- Dufour, Jean-Marie & Khalaf, Lynda, 2002, "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 303-322, December.
- Alt, Raimund & Fortin, Ines & Weinberger, Simon, 2002, "The Day-of-the-Week Effect Revisited: An Alternative Testing Approach," Economics Series, Institute for Advanced Studies, number 127, Nov.
- Martins Bitans, 2002, "Real Exchange Rate in Latvia (1994-2001)," Working Papers, Latvijas Banka, number 2002/01, Nov.
- Franklin G. Mixon & W. Charles Sawyer & Kamal P. Upadhyaya, 2002, "Unit Root Test Popularity among Economists: Sampling the Literature," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 55, issue 1, pages 37-46.
- Mark J. Holmes, 2002, "Convergence in International Output: Evidence from Panel Data Unit Root Tests," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 826-838.
- Carl Chiarella & Tony He, 2002, "An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies," Computing in Economics and Finance 2002, Society for Computational Economics, number 135, Jul.
- Ivana Komunjer, 2002, "The Alpha-Quantile Distribution Function and its Applications to Financial Modeling," Computing in Economics and Finance 2002, Society for Computational Economics, number 288, Jul.
- Chokri Dridi & Geoffrey Hewings, 2002, "An Investigation of Industry Associations, Association Loops and Economic Complexity: Application to Canada and the United States," Economic Systems Research, Taylor & Francis Journals, volume 14, issue 3, pages 275-296, DOI: 10.1080/0953531022000002512.
- Kazuhiro Ohtani & Alan Wan, 2002, "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 1, pages 121-134, DOI: 10.1081/ETC-120008726.
- Russell Davidson & James MacKinnon, 2002, "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 4, pages 419-429, DOI: 10.1081/ETC-120015384.
- 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.
- Oguz Atuk & Beyza Pinar Ural, 2002, "Seasonal Adjustment Methods : An Application to the Turkish Monetary Aggregates," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 2, issue 1, pages 21-37.
- Danilov, D.L. & Magnus, J.R., 2002, "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-76.
- Danilov, D.L. & Magnus, J.R., 2002, "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM, Tilburg University, School of Economics and Management, number cb9b9b63-40a9-4035-924e-d.
- Pavel Cizek, 2002, "Robust Estimation with Discrete Explanatory Variables," Econometrics, University Library of Munich, Germany, number 0203001, Mar.
- Chokri Dridi & Geoffrey J.D. Hewings, 2002, "An Investigation of Industry Associations, Association Loops, and Economic Complexity: Application to Canada and the United States," Urban/Regional, University Library of Munich, Germany, number 0210001, Oct, revised 23 Feb 2005.
- Kibritçioğlu, Aykut & Rittenberg, Libby & Selçuk, Faruk & Akçay, O. Cevdet & Alper, C. Emre & Berument, M. Hakan & Dibooğlu, Selahattin & Erlat, Haluk & Ertuğrul, Ahmet & Malatyalı, N. Kamuran & Nas, , 2002, "Inflation and Disinflation in Turkey," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 110203.
- Čížek, Pavel, 2002, "Robust estimation with discrete explanatory variables," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,76.
- Czarnitzki, Dirk & Fier, Andreas, 2002, "Do Innovation Subsidies Crowd Out Private Investment? Evidence from the German Service Sector," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-04.
2001
- John DiNardo & Justin L. Tobias, 2001, "Nonparametric Density and Regression Estimation," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 11-28, Fall.
- David Brownstone & Robert Valletta, 2001, "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 129-141, Fall.
- Roger Koenker & Kevin F. Hallock, 2001, "Quantile Regression," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 143-156, Fall.
- Alan B. Krueger, 2001, "Symposium on Econometric Tools," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 3-10, Fall.
- Jeffrey M. Wooldridge, 2001, "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 87-100, Fall.
- Komarek, Lubos & Melecky, Martin, , "Currency Substitution in the Transition Economy: A Case of the Czech Republic 1993-2001," Economic Research Papers, University of Warwick - Department of Economics, number 269383, DOI: 10.22004/ag.econ.269383.
- Komarek, Lubos & Melecky, Martin, , "Demand for Money in the Transition Economy: The Case of the Czech Republic 1993–2001," Economic Research Papers, University of Warwick - Department of Economics, number 269384, DOI: 10.22004/ag.econ.269384.
- Taylor, A M Robert & Smith, Richard J, 2001, "Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 2, pages 192-207, April.
- Pavel Cizek, 2001, "Robust Estimation with Discrete Explanatory Variables," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp183, Nov.
- M. Galeotti & A. Lanza & M. Manera, 2001, "Rockets and feathers revisited: an international comparison on European gasoline markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200112.
- Chunrong Ai, 2001, "Consistent Speciffcation Tests for Regression Models," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 31-58, May.
- David Domeij & Martin Floden, 2001, "Matlab code for The Labor-Supply Elasticity and Borrowing Constraints: Why Estimates are Biased," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 55, revised .
- Charlotte Guénard, 2001, "Inégalités et revenus sur le cycle de vie : Analyse sur des données biographiques malgaches," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2001/20, Dec.
- Ted Gayer, 2001, "The Fatality Risks of Sport-Utility Vehicles, Vans and Pickups," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2001_10, Oct.
- Podevin, M., 2001, "Are Consumers Forward-Looking?," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.22.
- Andersson, B., 2001, "Portfolio Allocation Over the Life Cycle: Evidence from Swedish Household Data," Papers, Uppsala - Working Paper Series, number 2001:04.
- Heshmati, Almas, 2001, "On the Causality between GDP and Health Care Expenditure in Augmented Solow Growth Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 423, Jan.
- Domeij, David & Floden, Martin, 2001, "The labor-supply elasticity and borrowing constraints: Why estimates are biased," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 480, Nov.
- Andersson, Björn, 2001, "Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data," Working Paper Series, Uppsala University, Department of Economics, number 2001:4, Feb.
- Mario Coccia, 2001, "Satisfaction, work involvement and R&D performance," International Journal of Human Resources Development and Management, Inderscience Enterprises Ltd, volume 1, issue 2/3/4, pages 268-282.
- DiNardo, John & Tobias, Justin, 2001, "Nonparametric Density and Regression Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12020, Jan.
- L. A. Gil-Alana & P. M. Robinson, 2001, "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 2, pages 95-114.
- Winkelmann Rainer, 2001, "Zur korrekten Interpretation der Ergebnisse einer log-linearen Regression bei Heteroskedastie. Eine methodische Untersuchung mit einer Anwendung auf die relativen Löhne von Ausländern / Correctly Inte," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 4, pages 418-431, August, DOI: 10.1515/jbnst-2001-0406.
- Banerjee, Anurag N, 2001, "Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 3, pages 203-229, April.
- Martin Schellhorn, 2001, "A Comparison of Alternative Methods to Model Endogeneity in Count Models. An Application to the Demand for Health Care and Health Insurance Choice," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 40, Apr.
- Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001, "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series, The University of Melbourne, number 794.
- DUFOUR, Jean-Marie, 2001, "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-15.
- BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David, 2001, "A Representation Theorem for Domains with Discrete and Continuous Variables," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-16.
- Dufour, J.M., 2001, "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-15.
- Blackorby, C. & Bossert, W. & Donaldson, D., 2001, "A Representation Theorem for Domains with Discrete and Continuous Variables," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-16.
- B. Crã‰Pon & R. Desplatz, 2001, "Evaluation of payroll tax subsidies for low-wage workers," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2001-10.
- Mara Meacci & David Turner, 2001, "Modelling Import Responsiveness for OECD Manufactures Trade," OECD Economics Department Working Papers, OECD Publishing, number 311, Oct, DOI: 10.1787/304013015652.
- Empar Pons & Maria Teresa Gonzalo, 2001, "Returns to Schooling in Spain. How Reliable Are IV Estimates?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 446, Nov.
- Nikolay Gospodinov, 2001, "Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments," Computing in Economics and Finance 2001, Society for Computational Economics, number 150, Apr.
- Thomas Lux, 2001, "The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation," Computing in Economics and Finance 2001, Society for Computational Economics, number 62, Apr.
- Steven D. Levitt & Jack Porter, 2001, "Sample Selection In The Estimation Of Air Bag And Seat Belt Effectiveness," The Review of Economics and Statistics, MIT Press, volume 83, issue 4, pages 603-615, November.
- Ulf‐G. Gerdtham & Pravin K. Trivedi, 2001, "Equity in Swedish health care reconsidered: new results based on the finite mixture model," Health Economics, John Wiley & Sons, Ltd., volume 10, issue 6, pages 565-572, September, DOI: 10.1002/hec.634.
- Ted Gayer, 2001, "The Fatality Risks of Sport-Utility Vehicles, Vans, and Pickups," Econometrics, University Library of Munich, Germany, number 0103001, Apr.
- Komárek Luboš & Melecký Martin, 2001, "Currency Substitution in the Transition Economy : A Case of the Czech Republic 1993-2001," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 613.
- Komárek Luboš & Melecký Martin, 2001, "Demand for Money in the Transition Economy : The Case of the Czech Republic 1993–2001," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 614.
- Czarnitzki, Dirk & Fier, Andreas, 2001, "Do R&D subsidies matter? Evidence for the German service sector," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-19.
2000
- Graybeal, Dale K., 2000, "Variation In Marginal Response To Nitrogen Fertilizer Between Locations," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 32, issue 2, pages 1-10, August, DOI: 10.22004/ag.econ.15502.
- Norman Loayza & Pablo Fajnzylber & Daniel Lederman, 2000, "Crime and Victimization: An Economic Perspective," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2000, pages 219-302.
- KoÄ enda, Evžen, 2000, "Detecting Structural Breaks in Exchange Rates in Transition Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2546, Aug.
- Mario Coccia, 2000, "Satisfaction, Work Involvement and R&D Performance," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200006, Jun.
- Filippo Altissimo & Valentina Corradi, 2000, "Strong Rules for Detecting the Number of Breaks in a Time Series," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0574, Aug.
- John P. Haisken-DeNew & Christoph M. Schmidt, 2000, "Money for Nothing and Your Chips for Free? The Anatomy of the PC Wage Differential," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0859, Aug.
- Ayat, Leila & Burridge, Peter, 2000, "Unit root tests in the presence of uncertainty about the non-stochastic trend," Journal of Econometrics, Elsevier, volume 95, issue 1, pages 71-96, March.
- Dufour, Jean-Marie & Torres, Olivier, 2000, "Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes," Journal of Econometrics, Elsevier, volume 99, issue 2, pages 255-289, December.
- Engel, Charles, 2000, "Long-run PPP may not hold after all," Journal of International Economics, Elsevier, volume 51, issue 2, pages 243-273, August.
- Fajnzylber, Pablo & Lederman, Daniel & Loayza, Norman, 2000, "Crime and victimization: an economic perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123234, Oct.
- Altissimo, F. & Corradi, V., 2000, "Strong Rules for Detecting the Number of Breaks in a Time Series," Discussion Papers, University of Exeter, Department of Economics, number 0011.
- Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B., 2000, "Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.03.
- Tofallis, C., 2000, "Multiple Neutral Regression," Papers, University of Hertfordshire - Business Schoool, number 2000:13.
- Li, J.X. & Winker, P., 2000, "Time Series Simulation With Quasi Monte Carlo Methods," Papers, Pennsylvania State - Department of Economics, number 9-00-1.
- Maitra, P. & Ray, R., 2000, "The Joint Estimation of Child Participation in Schooling and Employement: Comparative Evidence from Three Continents," Papers, Tasmania - Department of Economics, number 2000-08.
- Gerdtham, Ulf-G. & Trivedi, Pravin K., 2000, "Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 365, Mar.
- Heshmati, Almas, 2000, "Productivity Growth, Efficiency and Outsourcing in Manufacturing and Service Industries," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 394, Aug, revised 18 Oct 2001.
- Pagés, Carmen & Heckman, James J., 2000, "The Cost of Job Security Regulation: Evidence from Latin American Labor Markets," IDB Publications (Working Papers), Inter-American Development Bank, number 1094, Aug.
- Carmen Pagés-Serra & James J. Heckman, 2000, "The Cost of Job Security Regulation: Evidence from Latin American Labor Markets," Research Department Publications, Inter-American Development Bank, Research Department, number 4227, Aug.
- Gong, Xiaodong & van Soest, Arthur & Zhang, Ping, 2000, "Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China," IZA Discussion Papers, Institute of Labor Economics (IZA), number 212, Nov.
- Hirschberg, J.G. & Lloyd, P.J., 2000, "An Application of Post-DEA Bootstrap Regression Analysis to the Spillover of the Technology of Foreign-Invested Enterprises in China," Department of Economics - Working Papers Series, The University of Melbourne, number 732.
- DUFOUR, Jean-Marie & KHALAF, Lynda, 2000, "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-10.
- DUFOUR, Jean-Marie & KHALAF, Lynda, 2000, "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-11.
- DUFOUR, Jean-Marie & TORRÈS, Olivier, 2000, "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-12.
- Dufour, J.M. & Khalaf, L., 2000, "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-10.
- Dufour, J.M. & Khalaf, L., 2000, "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-11.
- Dufour, J.M. & Torres, O., 2000, "Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-12.
- James J. Heckman & Carmen Pages, 2000, "The Cost of Job Security Regulation: Evidence from Latin American Labor Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 7773, Jun.
- Keiko Murata & Dave Turner & David Rae & Laurence Le Fouler, 2000, "Modelling Manufacturing Export Volumes Equations: A System Estimation Approach," OECD Economics Department Working Papers, OECD Publishing, number 235, Apr, DOI: 10.1787/308783210136.
- Peter Winker & Jenny Li, 2000, "Time Series Simulation With Quasi-Monte Carlo Methods," Computing in Economics and Finance 2000, Society for Computational Economics, number 151, Jul.
- Hilde Christiane BjÛrnland, 2000, "Detrending methods and stylized facts of business cycles in Norway - an international comparison," Empirical Economics, Springer, volume 25, issue 3, pages 369-392.
- Nathalie Greenana & Jacques Mairesse, 2000, "Computers And Productivity In France: Some Evidence," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 9, issue 3, pages 275-315, DOI: 10.1080/10438590000000011.
- Jorgen Grofi & Simo Puntanen, 2000, "Remark on pseudo-generalized least squares," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 1, pages 139-144, DOI: 10.1080/07474930008800462.
- Gong, X. & van Soest, A.H.O. & Zhang, P., 2000, "Sexual Bias and Household Consumption : A Semiparametic Analysis of Engel curves in Rural China," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-45.
- Gong, X. & van Soest, A.H.O. & Zhang, P., 2000, "Sexual Bias and Household Consumption : A Semiparametic Analysis of Engel curves in Rural China," Other publications TiSEM, Tilburg University, School of Economics and Management, number 896cf4d1-37e5-490b-9e05-4.
- John P. Haisken-DeNew & Christoph M. Schmidt, 2000, "Interindustry and Interregion Differentials: Mechanics and Interpretation," The Review of Economics and Statistics, MIT Press, volume 79, issue 3, pages 516-521, August.
- Hannes Leeb & Benedikt M. Poetscher, 2000, "The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations," Econometrics, University Library of Munich, Germany, number 0004001, Apr.
- Czarnitzki, Dirk & Spielkamp, Alfred, 2000, "Business services in Germany: bridges for innovation," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-52.
1999
- Agustín Maravall, 1999, "An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project," Working Papers, Banco de España, number 9914.
- Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999, "How deep are the deep parameters?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 354, Jun.
- Pesaran, M. H. & Weeks, M., 1999, "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9918, Sep.
- Jean-Marie Dufour, 2001, "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers, CIRANO, number 2001s-40, May.
- Mario Coccia, 1999, "A Mathematical Model for Performance Evaluation in the R&D Laboratories: Theory and Application in Italy," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 199912, Dec.
- John P. Haisken-DeNew & Christoph M. Schmidt, 1999, "Money for Nothing and Your Chips for Free?: The Anatomy of the PC Wage Differential," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 178.
- Martin, Vance L. & Wilkins, Nigel P., 1999, "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 149-175, November.
- Altissimo, F. & Siviero, S. & Terlizzese, D., 1999, "How Deep Are the Deep Parameters?," Papers, Banca Italia - Servizio di Studi, number 354.
- Vaage, K., 1999, "Detection ot Outliers and Level Shifts in Time Series: an Evaluation of Two Alternatives Procedures," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 206.
- Rolle, J.-D., 1999, "Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.11.
- Nason, G.P. & von Sachs, R., 1999, "Wavelets in Time Series Analysis," Papers, Catholique de Louvain - Institut de statistique, number 9901.
- Ombao, H. & Raz, J. & von Sachs, R. & Malow, B., 1999, "Automatic Statistical Analysis of Bivariate Non-Stationary Time Series," Papers, Catholique de Louvain - Institut de statistique, number 9908.
- Glomm, G. & Kaganovich, M., 1999, "Income Distribution Effects of Public Education and Social Security in a Growing Economy," Papers, Michigan State - Econometrics and Economic Theory, number 9901.
- Euwals, Rob, 1999, "Female Labour Supply, Flexibility of Working Hours, and Job Mobility in the Netherlands," IZA Discussion Papers, Institute of Labor Economics (IZA), number 83, Dec.
- de New, John & Schmidt, Christoph M., 1999, "Money for Nothing and Your Chips for Free? The Anatomy of the PC Wage Differential," IZA Discussion Papers, Institute of Labor Economics (IZA), number 86, Dec.
- de New, John & Schmidt, Christoph M., 1999, "Industry Wage Differentials Revisited: A Longitudinal Comparison of Germany and USA (1984-1996)," IZA Discussion Papers, Institute of Labor Economics (IZA), number 98, Dec.
- Herrmann Roland, 1999, "Economic Impacts of the New European Banana Market Regime: The Case of Germany / Ökonomische Auswirkungen der neuen Bananenmarktordnung: Das Beispiel Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 1-2, pages 63-84, February, DOI: 10.1515/jbnst-1999-1-205.
- Goldrian Georg & Lehne Birgit, 1999, "Erkennung eines sich anbahnenden Wendepunkts in der konjunkturellen Bewegung einer Zeitreihe / An Approach to Identify First Signs of a Development toward a Cyclical Turning Point," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 3-4, pages 309-324, June, DOI: 10.1515/jbnst-1999-3-405.
- Stefan Traub & Christian Seidl & Ulrich Schmidt & Peter Grösche, 1999, "Knock-out for descriptive utility or experimental-design error?," Journal of Economics, Springer, volume 70, issue 2, pages 109-126, June, DOI: 10.1007/BF01224765.
- Hayes, K.J. & Hirschberg, J. & Lye, J. & Taylor, L.L., 1999, "Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools," Department of Economics - Working Papers Series, The University of Melbourne, number 692.
- Maharaj, E.A., 1999, "A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/99, Sep.
- LINTON, Olivier & PERRON, Benoît, 1999, "The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9911.
- PERRON, Benoît, 1999, "Jumps in the Volatility of Financial Markets," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9912.
- Marjorie Flavin, 1999, "Robust Estimation of the Joint Consumption / Asset Demand Decision," NBER Working Papers, National Bureau of Economic Research, Inc, number 7011, Mar.
- Steven D. Levitt & Jack Porter, 1999, "Sample Selection in the Estimation of Air Bag and Seat Belt Effectiveness," NBER Working Papers, National Bureau of Economic Research, Inc, number 7210, Jul.
- Antônio Aguirre & Luís A. Aguirre, 1999, "Modelos estatísticos e econométricos para estudo da sazonalidade de preços: o caso do preço da carne e do boi," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 9, issue 1, pages 171-193.
- Özdes, Aysel & Aktas, Erkan & Koc, Ali, 1999, "Konsantre Meyve Suyu Talebinin “Tobit” Modeli Ile Analizi
[Analysis Of Concentrated Fruit Juice Demand Using The Tobit Model]," MPRA Paper, University Library of Munich, Germany, number 8649. - R. F. Phillips, 1999, "Partially adaptive estimation of nonlinear models via a normal mixture," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 2, pages 141-167, DOI: 10.1080/07474939908800437.
- Tran Van Hoa & Chaturvedi, A., 1999, "Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp99-4.
1998
- An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M., 1998, "Approximate Distributions in Essentially Linear Models," Working Papers, Duke University, Department of Economics, number 98-10.
- Luc Bauwens & Michel Lubrano, 1998, "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 23-46.
- Smith, Richard J. & Taylor, A. M. Robert, 1998, "Additional critical values and asymptotic representations for seasonal unit root tests," Journal of Econometrics, Elsevier, volume 85, issue 2, pages 269-288, August.
- Ogawa, Kazuo & Suzuki, Kazuyuki, 1998, "Land Value and Corporate Investment: Evidence from Japanese Panel Data," Journal of the Japanese and International Economies, Elsevier, volume 12, issue 3, pages 232-249, September.
- Ph. Andrade & C. Bruneau, 1998, "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-36.
- Gil-Alana, L., 1998, "Fractional Integration in the Purchasing Power Parity," Economics Working Papers, European University Institute, number eco98/18.
- Gil-Alana, L., 1998, "Multivariate Tests of Fractionally Integrated Hypotheses," Economics Working Papers, European University Institute, number eco98/19.
- Gil-Alana, L. & Robinson, P.M., 1998, "Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income," Economics Working Papers, European University Institute, number eco98/20.
- Gil-Alana, L., 1998, "Nelson and Plosser Revisited: Evidence from Fractional Arima Models," Economics Working Papers, European University Institute, number eco98/21.
- An, M.Y. & Christensen, B.J. & Kiefer, N.M., 1998, "Approximate Distributions in Essentially Linear Models," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-08.
- Kilian, L. & Caner, M., 1998, "Analyzing Unit Root Tests in Finite Samples Using Power Profiles," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-05.
- Sakata, S., 1998, "Instrumental Variable Estimation Based on Mean Absolute Deviation," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-08.
- Aalouze & C.M., 1998, "Some Monte Carlo Results for the Modified Logit Model," Papers, New South Wales - School of Economics, number 98-17.
- Andrade, P. & Bruneau, C., 1998, "Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9836.
- Nicol, C.J., 1998, "The Rank and Model Specification of Demand Systems : An Empirical Analysis Using United States Microdata," Papers, Regina - Department of Economics, number 78.
- Charles Engel, 1998, "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0050, Nov.
- 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.
- Mellander, Erik, 1998, "On Omitted Variable Bias and Measurement Error in Returns to Schooling Estimates," Working Paper Series, Research Institute of Industrial Economics, number 494, Mar.
- Bollen, B. & Inder, B., 1998, "A General Volatility Framework and the Generalised Historical Volatility Estimator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/98.
- Hossain, M.Z. & King, M.L., 1998, "Model Selection when a Key Parameter Is Constrained to Be in an Interval," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/98.
- BAI, Jushan & PERRON, Pierre, 1998, "Computation and Analysis of Multiple Structural-Change Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9807.
- DUFOUR, Jean-Marie & KHALAF, Lynda, 1998, "Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9813.
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