Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C20: General

1998

• 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.
• PERRON, Pierre & MALLET, Sylvie, 1998, "The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9817.
• Gioacchino Fazio & Oliver Hueber, 1998, "On the Role of Wages in the Ukrainian Transition Process: An Empirical Investi¬gation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 51, issue 4, pages 517-529.
• Imad A. Moosa, 1998, "On the Specification of the PPP Hypothesis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 51, issue 3, pages 383-400.
• Hiroki Tsurumi & Chyong L. Chen, 1998, "Testing the Purchasing Power Parity Theory: A Case of the Taiwanese Dollar Exchange Rate," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 13, pages 232-254.
• Hafiz Akhand, 1998, "On income tax functions: an application of robust, regression-based diagnostics to models of conditional means," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 5, pages 317-320, DOI: 10.1080/758524409.
• Pascal Lavergne, 1998, "Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 3, pages 227-273, DOI: 10.1080/07474939808800415.
• Ronald Bewley & Minxian Yang, 1998, "On The Size And Power Of System Tests For Cointegration," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 675-679, November.
• Charles Engel, 1998, "Long-Run PPP May Not Hold After All," Working Papers, University of Washington, Department of Economics, number 0050, Nov.
• Nicolo Cesa Bianchi & Gábor Lugosi, 1998, "On prediction of individual sequences," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 324, Jul.

1997

• Pierre Villa, 1997, "Cycles de production industrielle : une analyse historique dans le domaine des fréquences," Working Papers, CEPII research center, number 1997-16, Nov.
• van der Klaauw, Wilbert, 1997, "A Regression-Discontinuity Evaluation of the Effect of Financial Aid Offers on College Enrollment," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 97-10.
• G. Dionne & R. Gagné, 1997, "The non-optimality of deductible contracts against fraudulent claims : an empirical evidence in automobile insurance," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-23.
• Garcia Cervero, S., 1997, "A Historical Approach to American Skill Differentials," Economics Working Papers, European University Institute, number eco97/25.
• Martin, V.L. & Wilkins, N.P., 1997, "Indirect Estimation of Arfima and Varfima Models," Department of Economics - Working Papers Series, The University of Melbourne, number 547.
• Wilkins, N.P., 1997, "Parametric and Nonparametric Augmented GPH Estimation," Department of Economics - Working Papers Series, The University of Melbourne, number 551.
• Georges Dionne & Robert Gagné, 1997, "The non-optimality of deductible contracts against fraudulent claims: an empirical evidence in automobile insurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 97-5, Jun.
• Hodgson, D.J., 1997, "Semiparametric Efficient Estimation in Time Series," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 442.
• Euwals, R.W., 1997, "Hours Constraints Within and Between Jobs," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-64.
• Banerjee, A.N., 1997, "Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-88.
• John Shea, 1997, "Instrument Relevance in Multivariate Linear Models: A Simple Measure," The Review of Economics and Statistics, MIT Press, volume 79, issue 2, pages 348-352, May.

1996

• El-Gamal, M. & Grether, D.M., 1996, "Unknown Heterogeneity, the EC-EM Algorithm, and Large T Approximation," Working papers, Wisconsin Madison - Social Systems, number 9622.
• Marie-Josée Godbout & Simon van Norden, 1996, "Unit-Root Test and Excess Returns," Staff Working Papers, Bank of Canada, number 96-10, DOI: 10.34989/swp-1996-10.
• Robert Vigfusson & Simon van Norden, 1996, "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Staff Working Papers, Bank of Canada, number 96-11, DOI: 10.34989/swp-1996-11.
• Jamie Armour & Joseph Atta-Mensah & Walter Engert & Scott Hendry, 1996, "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Staff Working Papers, Bank of Canada, number 96-5, DOI: 10.34989/swp-1996-5.
• Stella Cheung, 1996, "Provincial Credit Rating in Canada: An Ordered Probit Analysis," Staff Working Papers, Bank of Canada, number 96-6, DOI: 10.34989/swp-1996-6.
• Juan J. Dolado & Francisco Mármol, 1996, "Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes," Working Papers, Banco de España, number 9617.
• Victor Gómez & Agustín Maravall, 1996, "Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)," Working Papers, Banco de España, number 9628.
• Swanson Norman, 1996, "Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 1, issue 1, pages 1-20, April, DOI: 10.2202/1558-3708.1012.
• Im, K.S., 1996, "Least Square Approach to Non-Normal Disturbances," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9603.
• Granger, C.W.J. & Pesaran, H., 1996, "A Decision_Theoretic Approach to Forecast Evaluation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9618.
• El-Gamal, Mahmoud & Grether, David, 1996, "Unknown Heterogeneity, the EC-EM Algorithm, and the Large T Approximation," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 988, Oct.
• BAUWENs, Luc & LUBRANO , Michel, 1996, "Bayesian Inference on GARCH Models using the Gibbs Sampler," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1996027, May.
• C. Bruneau & E. Jondeau, 1996, "Test of persistent causality with an application of the expectations theory of the term structure," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 96-14.
• Barthelemy, F. & Lubrano, M., 1996, "Properties of Unit Root Tests for Models with Trend and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a01.
• Barthelemy, F. & Lubrano, M., 1996, "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a13.
• Davidson, R. & Kozak, J.J., 1996, "Survival Probabilities of Random Walks on General Lattices with Trapping Sites," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a18.
• Bauwens, L. & Lubrano, M., 1996, "Bayesian Inference on GARCH Models Using the Gibbs Sampler," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a21.
• Hanchane, S. & Joutard, X., 1996, "Une approche empirique de la structure du marche du travail: Salaires, formes de mobilite et formation professionnelle continue," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b01.
• Rinaldi, R. & Tedeschi, R., 1996, "Money Demand in Italy: A System Approach," Papers, Banca Italia - Servizio di Studi, number 267.
• Rolle, J.D., 1996, "Characterization of the Compound Normal Model Thanks to the Laplace-Stieltjes Transform of the Mixing Distributions," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.9.
• Wilson, C.R., 1996, "Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows," Papers, Melbourne - Centre in Finance, number 96-1.
• Davidson, S. & Peker, A., 1996, "Weekends in Malaysia," Papers, Melbourne - Centre in Finance, number 96-2.
• Bewley, R. & Yang, M., 1996, "On the Size and Power of System Tests for Cointegration," Papers, New South Wales - School of Economics, number 96/9.
• Swanson, N.R., 1996, "Forecasting Using First Available Versus Fully Revised Economic Time Series data," Papers, Pennsylvania State - Department of Economics, number 4-96-7.
• Bruneau, C., 1996, "Impulse-Response Analysis in Econometrics," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9613.
• Bruneau, C. & Jondeau, E., 1996, "Test of persistent Causality with an Application of the Expectations Theory of the Term Structure," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9614.
• Bruneau, C., 1996, "Test de causalite indirecte entre deux series extraites d'un modele vectoriel autoregressif stationnaire," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9615.
• Akhand, H.A., 1996, "On Income Tax Functions: An Application of Robust, Regression-Based Diagnostics to Models of Conditional Means," Papers, Regina - Department of Economics, number 66.
• Akhand, H.A., 1996, "Effective federal Individual Income tax Functions: A Further Exploration," Papers, Regina - Department of Economics, number 67.
• Ben-David, D. & Lumsdaine, L.R. & Papell, D.H., 1996, "Unit Roots Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks," Papers, Tel Aviv, number 33-96.
• Engel, C., 1996, "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 96-05.
• Teräsvirta, Timo, 1996, "Modelling Economic Relationships with Smooth Transition Regressions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 131, Nov.
• Greenman, N. & Mairesse, J., 1996, "Computers and Productivity in France: Some Evidence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/96.
• John Shea, 1996, "Instrument Relevance in Multivariate Linear Models: A Simple Measure," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0193, Mar.
• Charles Engel, 1996, "Long-Run PPP May Not Hold After All," NBER Working Papers, National Bureau of Economic Research, Inc, number 5646, Jul.
• Nathalie Greenan & Jacques Mairesse, 1996, "Computers and Productivity in France: Some Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 5836, Nov.
• Engel, C., 1996, "Long-Run PPP May Not Hold After All," Working Papers, University of Washington, Department of Economics, number 96-05.
• Horowitz, J.L., 1996, "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Working Papers, University of Iowa, Department of Economics, number 96-02.
• Simon van Norden & Robert Vigfusson, 1996, "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Meeting papers, University Library of Munich, Germany, number 9603001, Mar.

1995

• Smith, R.J. & Taylor, R., 1995, "Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9529.
• John H. Herbert, 1995, "Measurement Errors in Introductory Econometric Courses," Eastern Economic Journal, Eastern Economic Association, volume 21, issue 1, pages 97-108, Winter.
• Matier, C. & Schule, W., 1995, "Time Series Properties of Canadian real Interest Rates," Working Papers-Department of Finance Canada, Department of Finance Canada, number 1995-07.
• Aprahamian, F. & Peguin-Feissolle, A., 1995, "Detecting Nonlinearity by Modelling the Differenced Series," G.R.E.Q.A.M., Universite Aix-Marseille III, number 95a36.
• Fox, K., 1995, "White Noise and Other Experiments on Augmented Dickey-Fuller," Papers, New South Wales - School of Economics, number 95/45.
• Jonathan Temple, 1995, "Testing the augmented Solow Model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 18 & 106., Nov.
• Temple, J., 1995, "Testing the Augmented Solow Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 106.

1994

• Thomas J. Kane & Cecilia E. Rouse, 1994, "Comment on W. Norton Grubb, 'The Varied Economic Returns to Postsecondary Education: New Evidence from the Class of 1972'," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 705, Jan.

1991

• Soo-Bin Park, 1991, "The Wald and LM Tests for Structural Change in aLinear Simultaneous Equation Model," Carleton Economic Papers, Carleton University, Department of Economics, number 91-06.
• Andersson, Thomas & Brännäs, Kurt, 1991, "Explaining Cross-Country Variation in Nationalization Frequencies," Working Paper Series, Research Institute of Industrial Economics, number 319, Dec.

1978

• Vern Caddy, 1978, "Separability and Substitutability in Australian Manufacturing," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number o-15, Nov.
• Dean J. Parham & G. J. Ryland, 1978, "Models of Skill Substitution and Transformation in an Occupationally Disaggregated Labour Market," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-18, Mar.

1977

• Chris M. Alaouze, 1977, "Estimates of the elasticity of substitution between imported and domestically produced goods classified at the input-output level of aggregation," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number o-13, Oct.
• Vern Caddy, 1977, "The Application of a Random Coefficient Model to the Problem of Estimating Aggregate Production Parameters," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-10, Mar.
• Chris M. Alaouze, 1977, "Estimation of the elasticity of substitution between imported and domestically produced intermediate inputs," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-16, Oct.

1976

• Chris M. Alaouze, 1976, "Estimation of the elasticity of substitution between imported and domestically produced intermediate inputs," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-07, Sep.
• Peter B. Dixon & David P. Vincent & Alan A. Powell, 1976, "Factor Demand and Product Supply Relations in Australian Agriculture : The CRESH/CRETH Production System," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-08, Nov.

1

• Piccolo, Domenico & Capecchi, Stefania & Iannario, Maria & Corduas, Marcella, 2013, "Modelling Consumer Preferences For Extra Virgin Olive Oil: The Italian Case," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, volume 2013, issue 01, March, DOI: 10.22004/ag.econ.165975.

0

• N.P. Vacu & N.M. Odhiambo, , "Examining the Determinants of Import Demand in Tanzania: An ARDL Approach," Working Papers, African Economic and Social Research Institute (AESRI), number 2124.
• Greenan, Nathalie & Mairesse, Jacques, , "Computers and Productivity in France: Some Evidence," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267917, DOI: 10.22004/ag.econ.267917.
• Tom Doan, 2025, "BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes," Statistical Software Components, Boston College Department of Economics, number RTS00013, revised .
• Tom Doan, 2025, "MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis," Statistical Software Components, Boston College Department of Economics, number RTS00138, revised .
• Tom Doan, 2025, "RATS programs to replicate examples of Bai-Perron procedure," Statistical Software Components, Boston College Department of Economics, number RTZ00008, revised .
• Eric JONDEAU & Florian PELGRIN, 2009, "Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-30, Aug.
• Bauwens, L. & Lubrano, M., 1998, "Bayesian inference on GARCH models using the Gibbs sampler," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1307, Jan, DOI: 10.1111/1368-423X.11003.
• Matthew Bell, 2021, "Golden Years - Understanding the New Zealand Superannuation Fund," Treasury Working Paper Series, New Zealand Treasury, number 21/01, Jun.
• John P. Haisken-DeNew & Christoph M. Schmidt, , "Inter-Industry and Inter-Region Differentials: Mechanics and Interpretation," Working Papers, SELAPO Center for Human Resources, number 9504.
• Richard Smith & Robert Taylor, , "Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests," Discussion Papers, Department of Economics, University of York, number 95/43.

None

• Ferraro Paul J & Vossler Christian A, 2010, "The Source and Significance of Confusion in Public Goods Experiments," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-42, July, DOI: 10.2202/1935-1682.2006.