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

2000

• Jean-Marie Dufour & Joann Jasiak, 2000, "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," CIRANO Working Papers, CIRANO, number 2000s-13, Apr.
• Jean-Marie Dufour & Lynda Khalaf, 2000, "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers, CIRANO, number 2000s-15, May.
• Jean-Marie Dufour & Lynda Khalaf, 2000, "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," CIRANO Working Papers, CIRANO, number 2000s-16, May.
• Geert Dhaene & Olivier Scaillet, 2000, "Reversed Score and Likelihood Ratio Tests," Working Papers, Center for Research in Economics and Statistics, number 2000-60.
• González, Martín & Gonzalo, Jesús, 2000, "Econometric implications of non-exact present value models," DE - Documentos de Trabajo. Economía. DE, Universidad Carlos III de Madrid. Departamento de Economía, number 16009, Mar.
• Dhaene, Geert & Scaillet, Olivier, 2000, "Reversed Score and Likelihood Ratio Tests," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000026, Oct.
• Helene Erkel-Rousse & Daniel Mirza, 2000, "Import Price-Elastcities: Reconsidering the Evidence," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0909, Aug.
• Jean-Marie Dufour & Alain Trognon, 2000, "Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1420, Aug.
• Jean-Marie Dufour & Joanna Jasiak, 2000, "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1536, Aug.
• Geert Dhaene & Olivier Scaillet, 2000, "Reversed Score and Likelihood Ratio Tests," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1746, Aug.
• Brunetti, Celso & Gilbert, Christopher L., 2000, "Bivariate FIGARCH and fractional cointegration," Journal of Empirical Finance, Elsevier, volume 7, issue 5, pages 509-530, December.
• Moreau, N., 2000, "Une estimation d'un modele collectif d'offre de travail avec prise en compte de la taxation," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00b03.
• Rolle, J.-D., 2000, "Some Applications of the Poincare Separation Theorem in Data Analysis," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.17.
• Linden, M. & Uusivuori, J., 2000, "Econometric Analysis of Forest Conservation: the Finnish Experience," University of Helsinki, Department of Economics, Department of Economics, number 494.
• Erkel-Rousse, H. & Mirza, D., 2000, "Import Price-Elasticities : Reconsidering the Evidence," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.52.
• Nicolas Moreau, 2000, "Une application d'un modèle collectif d'offre de travail sur données françaises," Post-Print, HAL, number hal-01691956.
• Bender, Stefan & Haas, Anette & Klose, Christoph, 2000, "IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample," IZA Discussion Papers, Institute of Labor Economics (IZA), number 117, Feb.
• Ramses H. ABUL NAGA & Enrico BOLZANI, 2000, "Poverty and Permanent Income : A Methodology for Cross-Section Data," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 00.26, Nov.
• Perron, P. & Rodriguez, G., 2000, "Residual Based Tests for Cointegration with GLS Detrended Data," Working Papers, University of Ottawa, Department of Economics, number 0004e.
• Perron, P. & Rodriguez, G., 2000, "Seraching for Additive Outliers in Nonstationary Time Series," Working Papers, University of Ottawa, Department of Economics, number 0005e.
• David Longworth & Joseph Atta-Mensah, 2000, "The Canadian Experience with Weighted Monetary Aggregates," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, in: Michael T. Belongia & Jane M. Binner, "Divisia Monetary Aggregates", DOI: 10.1057/9780230288232_13.
• Ghassan, Hassan B., 2000, "Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice
  [Forms and Estimation Methods of Panel Recursive Dynamic Systems]," MPRA Paper, University Library of Munich, Germany, number 56432, Mar, revised 08 Oct 2001.
• Nicolas Moreau, 2000, "Une application d'un modèle collectif d'offre de travail sur données françaises," Économie et Prévision, Programme National Persée, volume 146, issue 5, pages 61-71, DOI: 10.3406/ecop.2000.6128.
• Burak Saltoglu, 2000, "Estimating a continuous time portfolio selection model: An application with UK data," Empirical Economics, Springer, volume 25, issue 1, pages 93-109.
• Majid Taghavi, 2000, "Debt, growth and inflation in large European economies: a vector auto-regression analysis," Journal of Evolutionary Economics, Springer, volume 10, issue 1, pages 159-173.
• Norman Fickel, 2000, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," Econometrics, University Library of Munich, Germany, number 0004009, Nov.
• Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000, "A bootstrap test for single index models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,20.

1999

• Robin C. Sickles & Jenny Williams, 1999, "Turning from Crime: A Dynamic Perspective," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1999-08.
• Haigh, Michael S. & Holt, Matthew T., 1999, "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," 1999 Annual meeting, August 8-11, Nashville, TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21625, DOI: 10.22004/ag.econ.21625.
• Haigh, Michael S. & Holt, Matthew T., 1999, "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," Faculty Paper Series, Texas A&M University, Department of Agricultural Economics, number 23997, DOI: 10.22004/ag.econ.23997.
• Serena Ng & Timothy Vogelsang, 1999, "Forecasting Dynamic Time Series in the Presence of Deterministic Components," Boston College Working Papers in Economics, Boston College Department of Economics, number 445, Jul.
• Jensen Mark J., 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 3, issue 4, pages 1-17, January, DOI: 10.2202/1558-3708.1051.
• Mark M. Pitt & Daniel L. Millimet, 1999, "Estimation of Coherent Demand Systems with Many Binding Non-Negativity Constraints," Working Papers, Brown University, Department of Economics, number 99-4, Apr.
• Ranjan Ray & J.V. Meenakshi, 1999, "State-Level Food Demand In India: Some Evidence On Rank-Three Demand Systems," Working papers, Centre for Development Economics, Delhi School of Economics, number 60, Mar.
• Brinda Viswanathan, 1999, "Structural Breaks In Consumption Patterns: India, 1952 To 1991," Working papers, Centre for Development Economics, Delhi School of Economics, number 61, Mar.
• Pami Dua & Aneesa I. Rashid, 1999, "Foreign Direct Investment and Economic Activity in India," Working papers, Centre for Development Economics, Delhi School of Economics, number 62, Mar.
• Laffargue, Jean-Pierre, 1999, "Les conditions de Blanchard et Kahn dans un modèle macro-économétrique à anticipations parfaites," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9921.
• Alain Guay & Olivier Scaillet, 1999, "Indirect Inference, Nuisance Parameter and Threshold Moving Average," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 95, Nov.
• Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999, "Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings," Econometric Theory, Cambridge University Press, volume 15, issue 5, pages 719-752, October.
• Mohammad Hashem Pesaran & Yongcheol Shin, 1999, "Long-Run Structural Modelling," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 44, Apr.
• Gorgens, Tue & Horowitz, Joel L., 1999, "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 155-191, June.
• Moreau, N., 1999, "Une application d'un modele collectif d'offres de travail sur donnees francaises," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b09.
• Katarina Juselius & Elena Gennari, 1999, "Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS," Discussion Papers, University of Copenhagen. Department of Economics, number 99-12, Apr.
• Katarina Juselius & Juan Toro, 1999, "The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain," Discussion Papers, University of Copenhagen. Department of Economics, number 99-22, Sep.
• Ramses ABUL NAGA & Jaya KRISHNAKUMAR, 1999, "Panel Data Estimation of the Intergenerational Correlation of Incomes," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9910, Jul.
• Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 1999, "Econometric Inflation Targeting," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 0502, Apr, revised 30 Oct 2001.
• Kuha, J. & Temple, J., 1999, "Covariate Measurement Error in Quadratic Regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 1999-w2.
• Lord, Montague, 1999, "Modeling ASEAN Global Linkages," MPRA Paper, University Library of Munich, Germany, number 41173, Aug.
• Celso Brunetti & Christopher L. Gilbert, 1999, "Bivariate FIGARCH and Fractional Cointegration," Working Papers, Queen Mary University of London, School of Economics and Finance, number 408, Dec.
• Mark J. Jensen, 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999, Society for Computational Economics, number 1243, Mar.
• Maria Concetta Chiuri, 1999, "Intra-Household Allocation of Time and Resources: Empirical Evidence on a Sample of Italian Households with Young Children," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 15, Feb.
• Dennis Epple & Holger Sieg, 1999, "Estimating Equilibrium Models of Local Jurisdictions," Journal of Political Economy, University of Chicago Press, volume 107, issue 4, pages 645-681, August, DOI: 10.1086/250074.
• Ravikumar, B. & Ray, Surajit & Savin, N.E., 1999, "CAPM Reconsidered: A Robust Finite Sample Evaluation," Working Papers, University of Iowa, Department of Economics, number 99-04, May.
• Eric Blankmeyer, 1999, "Best Log-linear Index Numbers: Extensions and Applications," Econometrics, University Library of Munich, Germany, number 9904001, Apr.
• Eric Blankmeyer, 1999, "L-scaling," Econometrics, University Library of Munich, Germany, number 9904002, Apr.
• Eric Blankmeyer, 1999, "A Heisenberg Bound for Stationary Time Series," Econometrics, University Library of Munich, Germany, number 9904003, Apr.
• Daniela del Boca, 1999, "Participation and Fertility Behavior of Italian Women: The Role of Market Rigidities," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp10_00, Sep.
• Cerveró, Susana G., 1999, "An eclectic approach to real exchange rate: Determination," Research Notes, Deutsche Bank Research, number 99-6.

1998

• Walter Engert & Scott Hendry, 1998, "Forecasting Inflation with the M1-VECM: Part Two," Staff Working Papers, Bank of Canada, number 98-6, DOI: 10.34989/swp-1998-6.
• Marga Peeters, 1998, "Persistence, Asymmetries and Interrelation in Factor Demand," Scandinavian Journal of Economics, Wiley Blackwell, volume 100, issue 4, pages 747-764, December, DOI: 10.1111/1467-9442.00134.
• Horowitz, Joel L. & Manski, Charles F., 1998, "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 37-58, May.
• Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998, "Posterior simulation and Bayes factors in panel count data models," Journal of Econometrics, Elsevier, volume 86, issue 1, pages 33-54, June.
• Kleibergen, F.R. & Zivot, E., 1998, "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9835, Nov.
• Costas Kyritsis & Petros Kiochos, 1998, "Stochastic Refinement of The Pecorino's Optimal Inflation-Rate Model," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 41-60, October -.
• Christopher J. Erceg & Dale W. Henderson & Andrew T. Levin, 1998, "Tradeoffs between inflation and output-gap variances in an optimizing-agent model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 627.
• Erceg, C.J. & Henderson, D.W. & Levin, A.T., 1998, "Tradeoffs Between Inflation and Output-Gap Variances in an Optimizing-Agent Model," Papers, Stockholm - International Economic Studies, number 650.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0063, Aug.
• Olivier Hueber & Gioacchino Fazio, 1998, "On the Role of Wages in the Ukrainian Transition Process: An empirical Investigation," Post-Print, HAL, number hal-00440939, Nov.
• Guy Lacroix & Michel Picot & Catherine Sofer, 1998, "The extent of labour specialization in the extended family: A theoretical and empirical analysis," Post-Print, HAL, number halshs-00367144, May, DOI: 10.1007/s001480050066.
• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of income Dynamics," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 379.
• Andreas Beyer, 1998, "Monetary Transmission in Germany: Evidence From a Structural Econometric Model," Discussion Papers, University of Copenhagen. Department of Economics, number 98-05, Mar.
• Andreas Beyer, 1998, "European Money Demand and the Role of UK for its Stability: A Cointegration Analysis," Discussion Papers, University of Copenhagen. Department of Economics, number 98-07, Jun.
• DUFOUR, Jean-Marie & JASIAK, Joanna, 1998, "Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9812.
• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0220, Feb.
• Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1998, "Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 65, issue 3, pages 361-393.
• Peeters, Marga, 1998, "Persistence, asymmetries and interrelation in factor demand," MPRA Paper, University Library of Munich, Germany, number 23864.
• Bilgili, Faik, 1998, "The effects of tax-cuts and government bonds on aggregate demand," MPRA Paper, University Library of Munich, Germany, number 75606.
• Catherine Sofer & Guy Lacroix & Michel Picot, 1998, "The extent of labour specialization in the extended family: A theoretical and empirical analysis," Journal of Population Economics, Springer;European Society for Population Economics, volume 11, issue 2, pages 223-237.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers, University of Washington, Department of Economics, number 0063, Aug.
• Mark J. Jensen, 1998, "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics, University Library of Munich, Germany, number 9802003, Feb, revised 21 Jun 1999.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics, University Library of Munich, Germany, number 9812002, Dec.
• Omar Marashdeh, 1998, "The Demand for Money in an Open Economy: the Case of Malaysia," International Finance, University Library of Munich, Germany, number 9801001, Jan.
• Omar Marashdeh, 1998, "Is the Malaysian Foreign Exchange Market Efficient?," International Finance, University Library of Munich, Germany, number 9801002, Jan.
• Hyung, Namwon, 1998, "Linking series generated at different frequencies and its applications," Research Notes, Deutsche Bank Research, number 99-1.

1997

• Cheung, Yin-Wong & Chinn, Menzie D, 1997, "Further Investigation of the Uncertain Unit Root in GNP," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 1, pages 68-73, January.
• Serena Ng & Pierre Perron, 1997, "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics, Boston College Department of Economics, number 369, May, revised 01 Sep 2000.
• Serena Ng & Timothy J. Vogelsang, 1997, "Analysis of Vector Autoregressions in the Presence of Shifts in Mean," Boston College Working Papers in Economics, Boston College Department of Economics, number 379, Sep.
• Epple, Dennis & Sieg, Holger, 1997, "Estimating Equilibrium Models of Local Jurisdictions," Working Papers, Duke University, Department of Economics, number 97-05.
• Sieg, Holger, 1997, "Estimating a Dynamic Model of Household Choices in the Presence ofIncome Taxation," Working Papers, Duke University, Department of Economics, number 97-11.
• Ingrid Bracke & Eric Meyermans, 1997, "Working Paper 03-97 - Specification and estimation of an allocation system for private consumption in Europe," Working Papers, Federal Planning Bureau, Belgium, number 199703, Jul.
• Ghatak, A., 1997, "Vector Autoregression Modelling and Forecasting Growth of South Korea," Department of Economics, De Montford University, Department of Economics, De Montfort University, number 97-02.
• Kenneth A. Kavajecz & Elizabeth R. Odders-White, , "An Examination of Changes in Specialists' Posted Price Schedules," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-97.
• Greenberg, Edward & Parks, Robert P, 1997, "A Predictive Approach to Model Selection and Multicollinearity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 67-75, Jan.-Feb..
• Lacroix, Guy & Sofer, Catherine & Picot, Michel, 1997, "The Extent of Labour Specialization in the Extended Family: a Theoretical and Empirical Analysis," Cahiers de recherche, Université Laval - Département d'économique, number 9707.
• Leif Brubakk, 1997, "Estimation of Price Elasticities from Norwegian Household Survey Data," Discussion Papers, Statistics Norway, Research Department, number 202, Sep.
• Huntley Schaller & Simon Van Norden, 1997, "Regime switching in stock market returns," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 2, pages 177-191, DOI: 10.1080/096031097333745.
• Chihwa Kao & Min-Hsien Chiang, 1997, "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Econometrics, University Library of Munich, Germany, number 9703001, Mar.
• Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997, "Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings," Econometrics, University Library of Munich, Germany, number 9711001, Nov, revised 04 Mar 1998.
• Anil K. Bera & Philip Garcia & Jae-Sun Roh, 1997, "Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches," Finance, University Library of Munich, Germany, number 9712007, Dec.
• William J. Crowder, 1997, "The U.S. Intertemporal Budget Constraint: Restoring Equilibrium Through Increased Revenues or Decreased Spending?," Macroeconomics, University Library of Munich, Germany, number 9702002, Feb, revised 25 Feb 1997.
• Schimmelpfennig, Axel, 1997, "Die deutsche Vereinigung und das Leistungsbilanzdefizit: Eine ökonometrische Analyse der USA und Deutschlands," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 788.

1996

• Chib, Siddhartha & Greenberg, Edward, 1996, "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometric Theory, Cambridge University Press, volume 12, issue 3, pages 409-431, August.
• Kalaba, Robert & Tesfatsion, Leigh, 1996, "A multicriteria approach to model specification and estimation," Computational Statistics & Data Analysis, Elsevier, volume 21, issue 2, pages 193-214, February.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1996, "A Multicriteria Approach to Model Specification and Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 1684, Jan.
• Kalaba, Robert & Tesfatsion, Leigh, 1996, "A multicriteria approach to model specification and estimation," ISU General Staff Papers, Iowa State University, Department of Economics, number 199601010800001026, Jan.
• van Norden, Simon, 1996, "Regime Switching as a Test for Exchange Rate Bubbles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 219-251, May-June.
• Mariam Camarero & Cecilio Tamarit, 1996, "Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC," Open Economies Review, Springer, volume 7, issue 1, pages 61-76, January, DOI: 10.1007/BF01886129.
• Kenneth Rogoff & Charles Wyplosz, 1996, "International Seminar on Macroeconomics 1995," NBER Books, National Bureau of Economic Research, Inc, number rogo96-1, September.
• Robert A. Moffitt, 1996, "Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0187, May.
• James H. Stock & Jonathan Wright, 1996, "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0198, Jul.
• Alexander W. Hoffmaister & Carlos A. Végh, 1996, "Disinflation and The Recession-Now-versus-Recession-Later Hypothesis: Evidence from Uruguay," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 2, pages 355-394, June.
• William A. Barnett & Milka Kirova & Meenakshi Pasupathy, 1996, "Technology Modeling: Curvature is not Sufficient for Regularity," Econometrics, University Library of Munich, Germany, number 9602002, Feb, revised 24 Jun 1999.
• Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, 1996, "Fitting Equilibrium Search Models to Labor Market Data," Econometrics, University Library of Munich, Germany, number 9602006, Feb, revised 05 Mar 1996.
• Joel L. Horowitz & Charles F. Manski, 1996, "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics, University Library of Munich, Germany, number 9602007, Feb, revised 06 Mar 1996.
• George Neumann, 1996, "Search Models and Duration Data," Econometrics, University Library of Munich, Germany, number 9602008, Feb, revised 07 Mar 1996.
• Joel L. Horowitz, 1996, "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics, University Library of Munich, Germany, number 9602009, Feb, revised 05 Mar 1996.
• Tue Gorgens & Joel L. Horowitz, 1996, "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics, University Library of Munich, Germany, number 9603001, Mar.
• Joel L. Horowitz, 1996, "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics, University Library of Munich, Germany, number 9603003, Mar.
• Simon van Norden & Robert Vigfusson, 1996, "Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures," Econometrics, University Library of Munich, Germany, number 9603004, Mar.
• Francisco F. R. Ramos, 1996, "The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market," Econometrics, University Library of Munich, Germany, number 9604002, Apr.
• Siddhartha Chib & Edward Greenberg, 1996, "Bayesian Analysis of Multivariate Probit Models," Econometrics, University Library of Munich, Germany, number 9608002, Aug.
• Siddhartha Chib & Edward Greenberg & Rainer Winkelmann, 1996, "Posterior Simulation and Bayes Factors in Panel Count Data Models," Econometrics, University Library of Munich, Germany, number 9608003, Aug, revised 25 Nov 1996.
• Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996, "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics, University Library of Munich, Germany, number 9610002, Oct.

1995

• Danny Quah & Shaun Vahey, 1995, "Measuring Core Inflation," Bank of England working papers, Bank of England, number 31, Apr.
• Pesaran,H.M. & Shin,Y., 1995, "Long-Run Structural Modelling," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9419.
• Danny Quah & Danny Quah & Shaun P. Vahey, 1995, "Measuring Core Inflation," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0254, Jul.
• Quah, Danny, 1995, "Measuring Core Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1153, Mar.
• Quah, Danny & Vahey, Shaun P, 1995, "Measuring Core Inflation?," Economic Journal, Royal Economic Society, volume 105, issue 432, pages 1130-1144, September.
• Mr. Carlos A. Végh Gramont & Mr. Willy A Hoffmaister, 1995, "Disinflation and the Recession-Now-Versus-Recession-Later Hypothesis: Evidence From Uruguay," IMF Working Papers, International Monetary Fund, number 1995/099, Oct.
• Kalaba, Robert & Tesfatsion, Leigh, 1995, "A Multi-Criteria Approach To Model Specification And Estimation," ISU General Staff Papers, Iowa State University, Department of Economics, number 199501010800001026, Jan.
• Rodney Thom, 1995, "The influence of Sterling on Irish interest rates," Open Access publications, School of Economics, University College Dublin, number 10197/715.
• Silvapulle, P., 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers, University of Iowa, Department of Economics, number 95-08.
• Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers, University of Iowa, Department of Economics, number 95-12.
• Horowitz, J. & Gorgens, T., 1995, "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers, University of Iowa, Department of Economics, number 95-15.
• Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1995, "Fitting Equilibrium Search Models to Labor Market Data," Working Papers, University of Iowa, Department of Economics, number 95-17.
• Robert Kalaba & Leigh Tesfatsion, 1995, "A Multicriteria Approach to Model Specification and Estimation," Econometrics, University Library of Munich, Germany, number 9501001, Jan.
• Simon van Norden, 1995, "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics, University Library of Munich, Germany, number 9502001, Feb, revised 09 Aug 1995.
• Simon van Norden & Huntley Schaller & ), 1995, "Regime Switching in Stock Market Returns," Econometrics, University Library of Munich, Germany, number 9502002, Feb.
• Simon van Norden & Huntley Schaller & ), 1995, "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics, University Library of Munich, Germany, number 9502003, Feb.
• Simon van Norden & Huntley Schaller & ), 1995, "Fads or Bubbles?," Econometrics, University Library of Munich, Germany, number 9502004, Feb, revised 06 Jun 1995.
• Robert A. Amano & Simon van Norden, 1995, "Unit Root Tests and the Burden of Proof," Econometrics, University Library of Munich, Germany, number 9502005, Feb.
• Kevin Flesher & Eduardo Ley, 1995, "A Frontier Model for Landscape Ecology: The Tapir in Honduras," Econometrics, University Library of Munich, Germany, number 9503002, Mar, revised 29 Feb 2004.
• G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari, 1995, "Bartlett Corrections for One-Parameter Exponential Family Models," Econometrics, University Library of Munich, Germany, number 9506001, Jun.
• Mark J. Jensen, 1995, "OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels," Econometrics, University Library of Munich, Germany, number 9506002, Jun.
• Francisco Cribari-Neto & Spyros Zarkos, 1995, "Improved Test Statistics for Multivariate Regression," Econometrics, University Library of Munich, Germany, number 9506003, Jun.
• Eric Rasmusen, 1995, "Observed Choice, Estimation, and Optimism About Policy Changes," Econometrics, University Library of Munich, Germany, number 9506004, Jun, revised 16 Jun 1995.
• Param Silvapulle, 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics, University Library of Munich, Germany, number 9506005, Jun, revised 16 Jun 1995.
• F. Cribari-Neto & G.M. Cordeiro, 1995, "On Bartlett and Bartlett-Type Corrections," Econometrics, University Library of Munich, Germany, number 9507001, Jul.
• Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto, 1995, "Improved Score Tests for One-parameter Exponential Family Models," Econometrics, University Library of Munich, Germany, number 9508001, Aug.
• Yin-Wong Cheung & Menzie Chinn, 1995, "Further investigation of the uncertain unit root in GNP," Econometrics, University Library of Munich, Germany, number 9508002, Aug.
• Alain DeSerres & Alain Guay, 1995, "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics, University Library of Munich, Germany, number 9510001, Oct.
• David Longworth & Joseph Atta-Mensah, 1995, "The Canadian Experience with Weighted Monetary Aggregates," Econometrics, University Library of Munich, Germany, number 9511001, Nov.

1994

• Manski, C.F., 1994, "Simulaneity with Downward Sloping Demand," Working papers, Wisconsin Madison - Social Systems, number 9408.
• Horowitz, J.L. & manski, C.F., 1994, "Joint Censoring of regressors and Outcomes: Survey Nonresponse and Attrition," Working papers, Wisconsin Madison - Social Systems, number 9411.
• Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994, "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 371-389, October.
• Jeff Dominitz & Charles F. Manski, 1994, "Eliciting Student Expectations of the Returns to Schooling," NBER Working Papers, National Bureau of Economic Research, Inc, number 4936, Nov.
• Jeff Dominitz & Charles F. Manski, 1994, "Using Expectations Data to Study Subjective Income Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 4937, Nov.
• Sangjoon Kim & Neil Shephard, 1994, "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 3., Nov.
• Thom Rodney, 1994, "The influence of Sterling on Irish interest rates," Working Papers, School of Economics, University College Dublin, number 199424, Nov.
• Hal R. Varian, 1994, "Goodness-of-Fit for Revealed Preference Tests," Econometrics, University Library of Munich, Germany, number 9401001, Jan.
• Mark J. Jensen, 1994, "Wavelet Analysis of Fractionally Integrated Processes," Econometrics, University Library of Munich, Germany, number 9405001, May.
• Robert A. Amano & Tony S. Wirjanto, 1994, "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics, University Library of Munich, Germany, number 9406001, Jun, revised 22 Jun 1994.
• Robert A. Amano & Tony S. Wirjanto, 1994, "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Econometrics, University Library of Munich, Germany, number 9406002, Jun.
• Siddhartha Chib & Edward Greenberg, 1994, "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics, University Library of Munich, Germany, number 9408001, Aug, revised 23 Feb 1995.
• Seth A. Greenblatt, 1994, "Wavelets in Econometrics: An Application to Outlier Testing," Econometrics, University Library of Munich, Germany, number 9410001, Oct.
• Charles F. Manski, 1994, "Simultaneity With Downward Sloping Demand," Econometrics, University Library of Munich, Germany, number 9410002, Oct.
• Joel L. Horowitz & Charles F. Manski, 1994, "Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition," Econometrics, University Library of Munich, Germany, number 9410003, Oct.
• Ahn & Byung Chul, 1994, "Testing the null of stationarity in the presence of structural breaks for multiple time series," Econometrics, University Library of Munich, Germany, number 9411001, Nov, revised 08 Nov 1994.
• Jeff Dominitz & Charles F. Manski, 1994, "Eliciting Student Expectations Of The Returns To Schooling," Econometrics, University Library of Munich, Germany, number 9411002, Nov.
• Jeff Dominitz & Charles F. Manski, 1994, "Using Expectations Data to Study Subjective Income Expectations," Econometrics, University Library of Munich, Germany, number 9411003, Nov.
• Manski, Charles, 1994, "Simultaneity with Downward Sloping Demand," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,29.

1993

• Hajivassiliou, Vassilis A & Ruud, Paul A., 1993, "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt3cg196fr, Oct.
• Goldman, Steven M., 1993, "Nonparametric Multivariate Regression Subject to Constraint," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7r623607, May.
• HÄRDLE, Wolfgang & DIAS PROENCA, sabel M., 1993, "A Bootstrap Test for Single Index Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1993025, Jun.
• Calzolari, Giorgio & Sampoli, Letizia, 1993, "A Curious Result on Exact FIML and Instrumental Variables," Econometric Theory, Cambridge University Press, volume 9, issue 2, pages 296-309, April.
• Vassilis A. Hajivassiliou & Paul A. Ruud, 1993, "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1051, Jul.
• Kalaba, Robert E. & Tesfatsion, Leigh, 1993, "A Multicriteria Approach to Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11179, Jan.
• Vassilis A. Hajivassiliou and Paul A. Ruud., 1993, "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers, University of California at Berkeley, number 93-219, Oct.
• Walter Teets & Robert P. Parks, 1993, "A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies," Econometrics, University Library of Munich, Germany, number 9307001, Jul.
• Edward Greenberg & Robert P. Parks, 1993, "A Predictive Approach to Model Selection and Multicollinearity," Econometrics, University Library of Munich, Germany, number 9308001, Aug.
• S. M. Goldman & P. A. Ruud, 1993, "Nonparametric Multivariate Regression Subject to Constraint," Econometrics, University Library of Munich, Germany, number 9311001, Nov.
• V.A. Hajivassiliou & P. A. Ruud, 1993, "Classical Estimation Methods for LDV Models Using Simulation," Econometrics, University Library of Munich, Germany, number 9311002, Nov.

1992

• Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S., 1992, "Linear and Nonlinear Associative Memories for Parameter Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11182, Apr.
• Patricia M. Anderson, 1992, "Linear Adjustment Costs and Seasonal Labour Demand: Unemployment Insurance Experience Rating in Retail Trade," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 673, Jan.

1991

• Varian, H.R., 1991, "Goodness of Fit for Revealed Preference Tests," Papers, Michigan - Center for Research on Economic & Social Theory, number 13.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1991, "Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11184, Nov.
• Tesfatsion, Leigh S., 1991, "Work by Robert Kalaba on Multicriteria Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11188, Sep.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1991, "A Unified Approach to Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11189, Sep.

1990

• Tesfatsion, Leigh & Veitch, John M., 1990, "U.S. money demand instability A flexible least squares approach," Journal of Economic Dynamics and Control, Elsevier, volume 14, issue 1, pages 151-173, February.
• Kalaba, R. & Tesfatsion, L., 1990, "A further note on flexible least squares and Kalman filtering," Journal of Economic Dynamics and Control, Elsevier, volume 14, issue 1, pages 183-185, February.
• Calzolari, Giorgio & Panattoni, Lorenzo, 1990, "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, volume 6, issue 3, pages 317-326, October.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "Flexible Least Squares for Approximately Linear Systems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11190, Jan.