Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C30: General
/ / / C31: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
/ / / C33: Models with Panel Data; Spatio-temporal Models
/ / / C34: Truncated and Censored Models; Switching Regression Models
/ / / C35: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
/ / / C36: Instrumental Variables (IV) Estimation
/ / / C38: Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
/ / / C39: Other
2005
- Feng Dai & Ling Liang, 2005, "The Advance in Partial Distribution: A New Mathematical Tool for Economic Management," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2005_04, Apr.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005, "A, B, C’s, (and D’s) for understanding VARs," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-09.
- Martin D. D. Evans(Georgetown University and NBER), 2005, "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-02, May.
- Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 3, December.
- Isabel Mendes & Isabel Proença, 2005, "Estimating the Recreation Value of Ecosystems by Using a Travel Cost Method Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/08.
- Del Boca, Daniela & Vuri, Daniela, 2005, "Labor Supply and Child Care Costs: The Effect of Rationing," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1779, Sep.
- Jan Bentzen & Erik Madsen & Valdemar Smith & Mogens Dilling-Hansen, 2005, "Persistence in Corporate Performance? Empirical Evidence from Panel Unit Root Tests," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 32, issue 2, pages 217-230, June, DOI: 10.1007/s10663-004-6728-7.
- Daniela Del Boca & Marilena Locatelli & Daniela Vuri, 2005, "Child-Care Choices by Working Mothers: The Case of Italy," Review of Economics of the Household, Springer, volume 3, issue 4, pages 453-477, December, DOI: 10.1007/s11150-005-4944-y.
- Sangho Choo & Patricia Mokhtarian & Ilan Salomon, 2005, "Does telecommuting reduce vehicle-miles traveled? An aggregate time series analysis for the U.S," Transportation, Springer, volume 32, issue 1, pages 37-64, January, DOI: 10.1007/s11116-004-3046-7.
- BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-04.
- DUFOUR, Jean-Marie & TAREK, Jouini, 2005, "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-09.
- DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005, "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-17.
- BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 04-2005.
- DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2005.
- DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 22-2005.
- Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent, 2005, "A, B, C's (and D)'s for Understanding VARs," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0308, Jun.
- Atsushi Inoue & Gary Solon, 2005, "Two-Sample Instrumental Variables Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0311, Jun.
- Martin D.D. Evans, 2005, "Where Are We Now? Real-Time Estimates of the Macro Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 11064, Jan.
- Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 11285, May.
- Jeffrey Grogger, 2005, "Welfare Reform, Returns to Experience, and Wages: Using Reservation Wages to Account for Sample Selection Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 11621, Sep.
- Bruce N. Lehmann, 2005, "The Role of Beliefs in Inference for Rational Expectations Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 11758, Nov.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005, "Dynamic Seemingly Unrelated Cointegrating Regressions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 3, pages 797-820.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005, "A, B, C’s (And D’s) For Understanding VARS," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-018, May.
- Joseph Friedman & Yochanan Shachmurove, 2005, "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-028, Oct.
- Mehmet Caner, 2005, "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Paper, Department of Economics, University of Pittsburgh, number 211, Jan, revised Jan 2005.
- Munadi, Ernawati & Safa, Mohammad Samaun, 2005, "Business cycle transmission between the USA and Indonesia: A vector error correction model," MPRA Paper, University Library of Munich, Germany, number 10755, Dec.
- Groom, Ben & Koundouri, Phoebe & Panopoulou, Ekaterini & Pantelidis, Theologos, 2005, "Declining Discount Rates: Evidence from the UK," MPRA Paper, University Library of Munich, Germany, number 122402, Jan.
- Koundouri, Phoebe & Nauges, Celine & Tzouvelekas, Vangelis, 2005, "Endogenous Technology Adoption Under Production Risk: Theory and Application to Irrigation Technology," MPRA Paper, University Library of Munich, Germany, number 122403.
- Nzingoula, Gildas, 2005, "LES déterminants des dépenses de santé des ménages pauvres au CAMEROUN
[THE determinants of health expenditure of poor households in CAMEROUN]," MPRA Paper, University Library of Munich, Germany, number 40601, Sep. - Lord, Montague, 2005, "A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications," MPRA Paper, University Library of Munich, Germany, number 41161, Feb.
- Kaufmann, Daniel, 2005, "Myths and Realities of Governance and Corruption," MPRA Paper, University Library of Munich, Germany, number 8089, Oct.
- Rangan Gupta, 2005, "Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest," Working Papers, University of Pretoria, Department of Economics, number 200503, Sep.
- José Brandão de Brito, 2005, "SEAM: A Small-Scale Euro Area Model With Forward-Looking Elements," Working Papers, Banco de Portugal, Economics and Research Department, number w200501.
- Walter Labys, 2005, "Commodity Price Fluctuations: A Century of Analysis," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2005-01.
- Viktor Winschel, 2005, "The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 465, Nov.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_9.
- Artur C. B. da Silva Lopes & Antonio Montanes, 2005, "The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 1, pages 83-108, DOI: 10.1081/ECR-200049141.
- Niels Haldrup & Peter Mollgaard & Claus Kastberg Nielsen, 2005, "Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2005-02, Feb.
- Carmen Raluca Stoian & Roger Vickerman, 2005, "The Interplay Between Foreign Direct Investment, Security and European Integration: The Case of the Central and Eastern European Countries," Studies in Economics, School of Economics, University of Kent, number 0509, Nov.
- M. Christopher Auld, 2005, "Causal effect of early initiation on adolescent smoking patterns," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 38, issue 3, pages 709-734, August, DOI: 10.1111/j.0008-4085.2005.00299.x.
- Rohit Deo & Clifford Hurvich & Yi Lu, 2005, "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics, University Library of Munich, Germany, number 0501002, Jan.
- Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005, "Tracing the Source of Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0501005, Jan.
- Willa Chen & Rohit Deo, 2005, "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics, University Library of Munich, Germany, number 0501006, Jan.
- Dubois, 2005, "Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View," Econometrics, University Library of Munich, Germany, number 0501014, Jan.
- Eric Hillebrand, 2005, "Overlaying Time Scales in Financial Volatility Data," Econometrics, University Library of Munich, Germany, number 0501015, Jan.
- Bragoudakis Zacharias, 2005, "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics, University Library of Munich, Germany, number 0502007, Feb.
- Dmitry, 2005, "Grinkevych's Model of forecasting," Econometrics, University Library of Munich, Germany, number 0502009, Feb.
- Costas Milas & Phil Rothman, 2005, "Multivariate STAR Unemployment Rate Forecasts," Econometrics, University Library of Munich, Germany, number 0502010, Feb.
- Edoardo Otranto, 2005, "Extraction of Common Signal from Series with Different Frequency," Econometrics, University Library of Munich, Germany, number 0502011, Feb.
- Cornelis A. Los, 2005, "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics, University Library of Munich, Germany, number 0502013, Feb.
- adela parra romero & viviana vargas franco & carlos castellar palma, 2005, "Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua," Econometrics, University Library of Munich, Germany, number 0502014, Feb.
- Mukti Diah Riani & Stuart Wattam, 2005, "A link between measures of Gross National Product, and measures of corruption," Econometrics, University Library of Munich, Germany, number 0502015, Feb.
- feng dai, 2005, "Boating Against the Current: Cases, Concepts, Models and Development Power," Econometrics, University Library of Munich, Germany, number 0503003, Mar.
- Matteo M. Pelagatti & Stefania Rondena, 2005, "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics, University Library of Munich, Germany, number 0503007, Mar.
- Matteo M. Pelagatti, 2005, "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics, University Library of Munich, Germany, number 0503008, Mar.
- Giovanis Elephtherios, 2005, "Econometric Analysis for the rural sector in Greek economy," Econometrics, University Library of Munich, Germany, number 0503009, Mar.
- Giovanis Elephtherios, 2005, "Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens," Econometrics, University Library of Munich, Germany, number 0503010, Mar.
- Giovanis Elephtherios, 2005, "The hunting in the Province of Elassona," Econometrics, University Library of Munich, Germany, number 0503011, Mar.
- Giovanis Elephtherios, 2005, "The Inflation In European Union," Econometrics, University Library of Munich, Germany, number 0503012, Mar.
- Amjad D. Al-Nasser, 2005, "Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach," Econometrics, University Library of Munich, Germany, number 0503013, Mar.
- Ozgen Sayginsoy, 2005, "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Econometrics, University Library of Munich, Germany, number 0503014, Mar, revised 11 Mar 2005.
- Jonathan B. Hill, 2005, "Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited," Econometrics, University Library of Munich, Germany, number 0503016, Mar, revised 23 Mar 2005.
- John Tsoukalas, 2005, "Financing Constraints and Firm Inventory Investment: A Reexamination," Econometrics, University Library of Munich, Germany, number 0503019, Mar.
- Ching-Kang Ing, 2005, "Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series," Econometrics, University Library of Munich, Germany, number 0503020, Mar.
- David Chappell & Theodore Panagiotidis, 2005, "Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange," Econometrics, University Library of Munich, Germany, number 0504005, Apr.
- Teck-Hua Ho & Juanjuan Zhang, 2005, "Does Format of Pricing Contract Matter?," Econometrics, University Library of Munich, Germany, number 0504008, Apr.
- Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon, 2005, "Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S," Econometrics, University Library of Munich, Germany, number 0505001, May.
- Jonathan B. Hill, 2005, "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics, University Library of Munich, Germany, number 0505005, May, revised 24 Mar 2006.
- Honggao Cao & Daniel H. Hill, 2005, "Active versus Passive Sample Attrition: The Health and Retirement Study," Econometrics, University Library of Munich, Germany, number 0505006, May.
- Evens SALIES, 2005, "The effect on retail charges of mergers in the GB electricity market," Econometrics, University Library of Munich, Germany, number 0506001, Jun.
- Yixiao Sun, 2005, "Adaptive Estimation of the Regression Discontinuity Model," Econometrics, University Library of Munich, Germany, number 0506003, Jun.
- Xiujian Chen & Shu Lin & W. Robert Reed, 2005, "Another Look At What To Do With Time-Series Cross-Section Data," Econometrics, University Library of Munich, Germany, number 0506004, Jun.
- Gino Santarossa & Marie-Ève Brouard, 2005, "Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000," Econometrics, University Library of Munich, Germany, number 0506005, Jun.
- ZhaoYuan Wang, 2005, "Inspiration About The Economy," Econometrics, University Library of Munich, Germany, number 0506006, Jun.
- zaharey, 2005, "Structural change in Export and economics growth: Analysis for spain (1980-2001)," Econometrics, University Library of Munich, Germany, number 0506007, Jun.
- Supreena Narayanan, 2005, "Liberalisation and it’s effect on inequality in developing countries-A case study on India," Econometrics, University Library of Munich, Germany, number 0506008, Jun.
- Mehmet Dalkir, 2005, "A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra," Econometrics, University Library of Munich, Germany, number 0507001, Jul, revised 07 Jul 2005.
- Stefano Fachin, 2005, "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics, University Library of Munich, Germany, number 0507002, Jul.
- Giovanni Maria Giorgi & Michele Crescenzi, 2005, "A look at the Bonferroni inequality measure in a reliability framework," Econometrics, University Library of Munich, Germany, number 0507004, Jul.
- Giovanni Maria Giorgi & Andrea Pallini, 2005, "About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data," Econometrics, University Library of Munich, Germany, number 0507005, Jul.
- Pier Luigi Conti & Giovanni Maria Giorgi, 2005, "Distribution-free estimation of the Gini inequality index: the kernel method approach," Econometrics, University Library of Munich, Germany, number 0507006, Jul.
- Giovanni Maria Giorgi & Michele Crescenzi, 2005, "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Econometrics, University Library of Munich, Germany, number 0507007, Jul.
- Giovanni Maria Giorgi & Riccardo Mondani, 2005, "Sampling distribution of the Bonferroni inequality index from exponential population," Econometrics, University Library of Munich, Germany, number 0507008, Jul.
- Giovanni Maria Giorgi, 2005, "Encounter with the Italian Statistical School: A conversation with Carlo Benedetti," Econometrics, University Library of Munich, Germany, number 0507009, Jul.
- Giovanni Maria Giorgi & Michele Crescenzi, 2005, "A proposal of poverty measures based on the Bonferroni inequality index," Econometrics, University Library of Munich, Germany, number 0507010, Jul.
- Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli, 2005, "Regional Empirics for Economic Disparities in Italy: 1951-2001," Econometrics, University Library of Munich, Germany, number 0507011, Jul.
- Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics, University Library of Munich, Germany, number 0507012, Jul.
- Philip Kostov & John Lingard, 2005, "Seasonally specific model analysis of UK cereals prices," Econometrics, University Library of Munich, Germany, number 0507014, Jul.
- Feng Dai & Lin Liang, 2005, "The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management," Econometrics, University Library of Munich, Germany, number 0508001, Aug.
- Isabel Proenca, 2005, "A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian," Econometrics, University Library of Munich, Germany, number 0508006, Aug.
- Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005, "A Bootstrap Test for Single Index Models," Econometrics, University Library of Munich, Germany, number 0508007, Aug.
- Ching-Kang Ing & Ching-Zong Wei, 2005, "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics, University Library of Munich, Germany, number 0508009, Aug.
- Chen Pu & Hsiao Chihying, 2005, "Subsampling Cointegration Ranks in Large Systems," Econometrics, University Library of Munich, Germany, number 0508010, Aug.
- Bhaskara Rao, 2005, "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics, University Library of Munich, Germany, number 0508013, Aug.
- Rana Bose, 2005, "Total Factor Productivity Growth in Finland 1960 − 1999," Econometrics, University Library of Munich, Germany, number 0508014, Aug.
- Miguel Rodrigues, 2005, "Regression with R," Econometrics, University Library of Munich, Germany, number 0508016, Aug.
- Melitón Ramirez Mattos, 2005, "Econometric Model for Cement demand and supply in Bolivia," Econometrics, University Library of Munich, Germany, number 0508019, Aug.
- Giovanni Maria Giorgi, 2005, "A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians," Econometrics, University Library of Munich, Germany, number 0509007, Sep.
- Giovanni Maria Giorgi, 2005, "About a 'new' inequality index," Econometrics, University Library of Munich, Germany, number 0509008, Sep.
- Ahmed Shamiri & Abu Hassan, 2005, "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics, University Library of Munich, Germany, number 0509015, Sep.
- Mehmet Caner, 2005, "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics, University Library of Munich, Germany, number 0509016, Sep.
- Mehmet Caner, 2005, "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics, University Library of Munich, Germany, number 0509017, Sep.
- Mehmet Caner, 2005, "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics, University Library of Munich, Germany, number 0509018, Sep.
- Mehmet Caner, 2005, "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics, University Library of Munich, Germany, number 0509019, Sep.
- Apostolos Serletis & Asghar Shahmoradi, 2005, "A Note on Imposing Local Curvature on Generalized Leontief Models," Econometrics, University Library of Munich, Germany, number 0509020, Sep.
- Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics, University Library of Munich, Germany, number 0510001, Oct.
- Juan M.C. Larrosa, 2005, "Compositional Time Series: Past and Present," Econometrics, University Library of Munich, Germany, number 0510002, Oct.
- Ravi, 2005, "Open Source Software Development Projects: Determinants of Project Popularity," Econometrics, University Library of Munich, Germany, number 0510003, Oct.
- Ekrem Kilic, 2005, "A Nonparametric Way of Distribution Testing," Econometrics, University Library of Munich, Germany, number 0510006, Oct.
- Ekrem Kilic, 2005, "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics, University Library of Munich, Germany, number 0510007, Oct.
- Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi, 2005, "Economic Growth as a Nonlinear and Discontinuous Process," Econometrics, University Library of Munich, Germany, number 0510008, Oct.
- José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005, "Directional Log-spline Distributions," Econometrics, University Library of Munich, Germany, number 0511001, Nov.
- Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz, 2005, "Simulation des Einflusses der Planung auf die sowjetische Wirtschaft," Econometrics, University Library of Munich, Germany, number 0511002, Nov.
- Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke, 2005, "Production Functions Estimates for Soviet Industry and Some Implications," Econometrics, University Library of Munich, Germany, number 0511003, Nov.
- Giovanni Maria Giorgi, 2005, "Bibliographic portrait of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511004, Nov.
- Giovanni Maria Giorgi, 2005, "A fresh look at the topical interest of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511005, Nov.
- William A. Barnett & Jane Binner & W. Erwin Diewert, 2005, "Functional Structure and Approximation in Econometrics (book front matter)," Econometrics, University Library of Munich, Germany, number 0511006, Nov.
- J.M.C. Santos Silva, 2005, "A Note On Influence Assessment In Score Tests," Econometrics, University Library of Munich, Germany, number 0511008, Nov, revised 12 Nov 2005.
- Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005, "Propagation of Memory Parameter from Durations to Counts," Econometrics, University Library of Munich, Germany, number 0511010, Nov.
- Eleftherios Giovanis, 2005, "‘‘Moving Median’’ A New Method Of Forecasting," Econometrics, University Library of Munich, Germany, number 0511013, Nov.
- Guanghua Wan & Ming Lu & Zhao Chen, 2005, "Globalization and Regional Income Inequality--Evidence from within China," Econometrics, University Library of Munich, Germany, number 0511014, Nov.
- Miroslav Verbic, 2005, "A Quarterly Econometric Model of the Slovenian Economy," Econometrics, University Library of Munich, Germany, number 0511015, Nov.
- Peter Ilmolelian, 2005, "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics, University Library of Munich, Germany, number 0511016, Nov.
- Mogens Fosgerau & Michel Bierlaire, 2005, "A practical test for the choice of mixing distribution in a discrete choice model," Econometrics, University Library of Munich, Germany, number 0512002, Dec.
- Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro, 2005, "Nonparametric estimation of concave production technologies by entropic methods," Econometrics, University Library of Munich, Germany, number 0512003, Dec.
- Guido Travaglini, 2005, "Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis," Econometrics, University Library of Munich, Germany, number 0512006, Dec.
- Mehmet Caner, 2005, "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics, University Library of Munich, Germany, number 0512009, Dec.
- Vik Singh, 2005, "Estimating a third-order translog demand system using Canadian micro-data," Econometrics, University Library of Munich, Germany, number 0512011, Dec.
- Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi, 2005, "How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria," Econometrics, University Library of Munich, Germany, number 0512012, Dec.
- Apostolos Serletis & Asghar Shahmoradi, 2005, "A Note on Imposing Local Curvature in Generalized Leontief Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0509005, Sep.
- Aleksander Aristovnik, 2005, "Twin Deficits Hypothesis And Horioka-Feldstein Puzzle In Transition Economies," International Finance, University Library of Munich, Germany, number 0510020, Oct.
- Daniela Del Boca & Daniela Vuri, 2005, "Labor Supply and Child Care Costs: The Effect of Rationing," Labor and Demography, University Library of Munich, Germany, number 0510016, Oct.
- Edgar L. Feige, 2005, "Expectations And Adjustments In The Monetary Sector," Macroeconomics, University Library of Munich, Germany, number 0502005, Feb.
- Alejandro Diaz-Bautista, 2005, "Agglomeration Economies, Economic Growth and the New Economic Geography in Mexico," Urban/Regional, University Library of Munich, Germany, number 0508001, Aug.
- Daniela Del Boca & Silvia Pasqua, 2005, "Social Policies and Employment of Married Women in Europe," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp19_05, Dec.
2004
- Paris, Quirino & Caputo, Michael R., 2004, "Efficient Estimates Of A Model Of Production And Cost," 2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20358, DOI: 10.22004/ag.econ.20358.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2004, "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 3, pages 1-10, December, DOI: 10.22004/ag.econ.43447.
- Paris, Quirino & Caputo, Michael R., 2004, "Efficient Estimates of a Model of Production and Cost," Working Papers, University of California, Davis, Department of Agricultural and Resource Economics, number 93742, Aug, DOI: 10.22004/ag.econ.93742.
- Paris, Quirino & Caputo, Michael R., 2004, "A Nonlinear Generalized Additive Error Model of Production and Cost," Working Papers, University of California, Davis, Department of Agricultural and Resource Economics, number 93743, DOI: 10.22004/ag.econ.93743.
- Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold, 2004, "Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 755-764, September, DOI: 10.1111/j.1467-9892.2004.02000.x.
- David E. A. Giles, 2004, "Calculating a Standard Error for the Gini Coefficient: Some Further Results," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 3, pages 425-433, July, DOI: 10.1111/j.1468-0084.2004.00086.x.
- José M. Albala‐Bertrand & Emmanuel C. Mamatzakis, 2004, "The Impact of Public Infrastructure on the Productivity of the Chilean Economy," Review of Development Economics, Wiley Blackwell, volume 8, issue 2, pages 266-278, May, DOI: 10.1111/j.1467-9361.2004.00232.x.
- Clifford Attfield, 2004, "Stochastic Trends, Demographics and Demand Systems," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/563, Apr.
- Clifford Attfield, 2004, "A Comparison of the Translog and Almost Ideal Demand Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/564, Jul.
- Paul J.J. Welfens & Dora Borbély, 2004, "Exchange Rate Developments and Stock Market Dynamics in Transition Countries: Theory and Empirical Analysis," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei126, Nov.
- Paula Andrea Garizado Román & Harold Herney Londono, 2004, "Canales de Transmisión de la Política Monetaria: Una Revisión Para El Caso Colombiano," Revista de Economía y Administración, Universidad Autónoma de Occidente.
- Emmanuel Guerre, 2004, "Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series," Working Papers, Center for Research in Economics and Statistics, number 2004-22.
- Dimitris N. Politis, 2004, "A Heavy-Tailed Distribution for ARCH Residuals with Application to Volatility Prediction," Annals of Economics and Finance, Society for AEF, volume 5, issue 2, pages 283-298, November.
- Murphy, Elizabeth & Norwood, Bailey & Wohlgenant, Michael, 2004, "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 36, issue 3, pages 549-558, December.
- Amihud, Yakov & Hurvich, Clifford M., 2004, "Predictive Regressions: A Reduced-Bias Estimation Method," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 4, pages 813-841, December.
- Huang Weihong & Zhang Yang, 2004, "Estimating Structural Change in Linear Simultaneous Equations," Econometric Society 2004 Australasian Meetings, Econometric Society, number 110, Aug.
- Xueyan Zhao & Mark Harris & Preety Ramful, 2004, "Alcohol Consumption in Australia: An Application of the Ordered Generalised Extreme Value Model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 301, Aug.
- Eyob Fissuh & Mark Harris, 2004, "Determinants of Poverty in Eritrea: A Household level Analysis," Econometric Society 2004 Australasian Meetings, Econometric Society, number 364, Aug.
- Yang Yang & Tae-Hwy Lee, 2004, "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 512, Aug.
- Sung Jin Kang, 2004, "Overseas Entry Decision and Ownership Strategy of Japanese Companies: Institution and Corporate Governance," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 587, Aug.
- Jushan Bai; Josep LluÃs Carrion-i-Silvestre, 2004, "Structural changes, common stochastic trends and unit roots in panel data," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 345, Aug.
- Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee, 2004, "Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 356, Aug.
- Jean-Yves Pitarakis, 2004, "Least squares estimation and tests of breaks in mean and variance under misspecification," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 32-54, June.
- Bergin, Paul R. & Jorda, Oscar, 2004, "Measuring monetary policy interdependence," Journal of International Money and Finance, Elsevier, volume 23, issue 5, pages 761-783, September.
- Ling, Shiqing & McAleer, Michael, 2004, "Regression quantiles for unstable autoregressive models," Journal of Multivariate Analysis, Elsevier, volume 89, issue 2, pages 304-328, May.
- Andrew Gelman & Iain Pardoe, 2004, "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_04, Apr.
- Andrew Gelman, 2004, "Prior distributions for variance parameters in hierarchical models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_06, Jun.
- Stéphane MUssard, Virginie Terraza, 2004, "Parametric and Non-Parametric Measures of Volatility : Risk Estimation via the Gini Decompostion and Comparison with the Value-at-Risk," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 2, pages 141-156, December.
- Todd E. Clark & Sharon Kozicki, 2004, "Estimating equilibrium real interest rates in real time," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 04-08.
- Bratti, Massimiliano & Del Bono, Emilia & Vuri, Daniela, 2004, "New Mothers' Labour Force Participation in Italy: The Role of Job Characteristics," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1111, Apr.
- Del Boca, Daniela & Pasqua, Silvia & Pronzato, Chiara D., 2004, "Why Are Fertility and Women's Employment Rates So Low in Italy? Lessons from France and the U.K," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1274, Aug.
- Del Boca, Daniela & Locatelli, Marilena & Vuri, Daniela, 2004, "Child Care Choices by Italian Households," IZA Discussion Papers, Institute of Labor Economics (IZA), number 983, Jan.
- Ramses Abul Naga, 2004, "Quantity Constraints, Poverty Lines and Poverty Orderings," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 2, issue 1, pages 31-43, April, DOI: 10.1023/B:JOEI.0000028406.00861.ab.
- Michael Svarer & Mette Verner, 2004, "Do Children Stabilize Danish Marriages?," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2004-16, Oct.
- Daniel Parent, 2004, "The Effect of High School Employment on Educational Attainment in Canada," Cahiers de recherche, CIRPEE, number 0413.
- Mark N. Harris & Xueyan Zhao, 2004, "Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/04, Aug.
- Jonathan Dark, 2004, "Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/04, Mar.
- Masao Ogaki & Nelson Mark & Donggyu Sul, 2004, "Dynamic Seemingly Unrelated Cointegrating Regression," Working Papers, Ohio State University, Department of Economics, number 04-02, Jun.
- Michael L. Nieswiadomy & Mark C. Strazicich, 2004, "Are Political Freedoms Converging?," Economic Inquiry, Western Economic Association International, volume 42, issue 2, pages 323-340, April.
- Dasgupta, Madhuchhanda & Mishra, SK, 2004, "Least absolute deviation estimation of linear econometric models: A literature review," MPRA Paper, University Library of Munich, Germany, number 1781, Jun.
- Moretti, Luigi, 2004, "I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1
[Macroeconomic Models Used for the Impact Evaluation of the Structural Funds in Objective," MPRA Paper, University Library of Munich, Germany, number 18868. - Salies, Evens, 2004, "On the stability of recursive least squares in the Gauss-Markov model," MPRA Paper, University Library of Munich, Germany, number 52116, Sep, revised 10 Dec 2013.
- Kharlamov, Mikhail, 2004, "Управление Экономической Системой В Условиях Неопределенности: Извлечение Уроков
[Control in economic system with indefinite parameters. History lessons]," MPRA Paper, University Library of Munich, Germany, number 53221, Sep. - Degiannakis, Stavros & Xekalaki, Evdokia, 2004, "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper, University Library of Munich, Germany, number 80487.
- Kaufmann, Daniel, 2004, "Corruption, Governance and Security: Challenges for the Rich Countries and the World," MPRA Paper, University Library of Munich, Germany, number 8207, Oct.
- Guanghua Wan & Ming Lu & Zhao Chen, 2004, "Globalization and Regional Income Inequality: Evidence from within China," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2004-10.
- Garett Jones & Ali Kutan, 2004, "Volatile Interest Rates, Volatile Crime Rates: A new argument for interest-rate smoothing," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-694, May.
- Haykel Hadj Salem, 2004, "Various methods of balancing of the macro SAM of Tunisia during the year 2000," Computational Economics, University Library of Munich, Germany, number 0410005, Oct.
- Jonathan B. Hill, 2004, "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics, University Library of Munich, Germany, number 0401004, Jan, revised 05 Jul 2004.
- Horst Entorf, 2004, "Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View," Econometrics, University Library of Munich, Germany, number 0401009, Jan.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403001, Mar.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "A Constructive Representation of Univariate Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403002, Mar.
- feng dai, 2004, "The Partial Distribution: Definition, Properties and Applications in Economy," Econometrics, University Library of Munich, Germany, number 0403008, Mar.
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