Research classified by Journal of Economic Literature (JEL) codes

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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

1990

• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "A Further Note on Flexible Least Squares and Kalman Filtering," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11192, Feb.
• Tesfatsion, Leigh S. & Veitch, J., 1990, "U.S. Money Demand Instability: A Flexible Least Squares Approach," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11193, Feb.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "An Organizing Principle for Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11194, Mar.

1989

• Kalaba, Robert & Rasakhoo, Nima & Tesfatsion, Leigh, 1989, "A FORTRAN program for time-varying linear regression via flexible least squares," Computational Statistics & Data Analysis, Elsevier, volume 7, issue 3, pages 291-309, February.
• Kalaba, R. & Tesfatsion, L., 1989, "A Multicriteria Approach To Dynamic Estimation," Papers, Southern California - Department of Economics, number 8904.
• Kalaba, R. & Lichtenstein, Z. & Tesfatsion, L., 1989, "Linear And Nonlinear Associative Memories For Parameter Estimation," Papers, Southern California - Department of Economics, number m8913.
• Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S., 1989, "A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11195, Feb.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1989, "Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11196, Jan.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1989, "Sequential Nonlinear Estimation With Nonaugmented Priors," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11197, Jan.
• Calzolari, Giorgio & Sampoli, Letizia, 1989, "Instrumental variables interpretations of FIML and nonlinear FIML," MPRA Paper, University Library of Munich, Germany, number 29024, Sep.

1988

• Kalaba, Robert & Tesfatsion, Leigh, 1988, "The flexible least squares approach to time-varying linear regression," Journal of Economic Dynamics and Control, Elsevier, volume 12, issue 1, pages 43-48, March.
• Emilio Fontela & Antonio Pulido & Ana del Sur, 1988, "Enlace de modelos econométricos regionales," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 95-104.
• Kalaba, R. & Rasakhoo, N. & Tesfatsion, L., 1988, "A Fortran Program For Time-Varying Linear Regression Via Flexible Least Squares," Papers, Southern California - Department of Economics, number m8730.
• Tesfatsion, L. & Veitch, J., 1988, "U.S. Money Demand Instability: A Flexible Least Squares Approach," Papers, Southern California - Department of Economics, number m8809.
• Kalaba, R. & Tesfatsion, L., 1988, "An Organizing Principle For Dynamic Estimation," Papers, Southern California - Department of Economics, number m8818.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1988, "The Flexible Least Squares Approach to Time-Varying Linear Regression," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11198, Mar.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1988, "Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11199, Jan.
• Franssen, M.M.E. & Peeters, H.M.M., 1988, "Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken
  [Investigating the relationship between physical characteristics and operating costs of Roman Ca," MPRA Paper, University Library of Munich, Germany, number 28108, May.
• Calzolari, Giorgio & Panattoni, Lorenzo, 1988, "Coherent Forecast with Nonlinear Econometric Models," MPRA Paper, University Library of Munich, Germany, number 28802, Jun.
• Calzolari, Giorgio & Panattoni, Lorenzo, 1988, "Mode predictors in nonlinear systems with identities," MPRA Paper, University Library of Munich, Germany, number 28845, Sep.

1986

• Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1986, "Coherent optimal prediction with large nonlinear systems: an example based on a French model," MPRA Paper, University Library of Munich, Germany, number 29057, Sep.
• Fusari, Angelo, 1986, "A development model of a dualistic economy. The Italian case," MPRA Paper, University Library of Munich, Germany, number 74175, revised 1986.

1985

• Iñigo Garayalde & L. Rodríguez de Yurre, 1985, "Perspectivas del mercado de trabajo en la C.A.P.V. Aplicación de un modelo de simulación ad hoc," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 1, issue 04, pages 169-196.
• Calzolari, Giorgio & Panattoni, Lorenzo, 1985, "Gradient methods in FIML estimation of econometric models," MPRA Paper, University Library of Munich, Germany, number 24843.
• Jeff Dominitz & Charles F. Manski, 1996, "Eliciting Student Expectations of the Returns to Schooling," Journal of Human Resources, University of Wisconsin Press, volume 31, issue 1, pages 1-26.

1984

• Calzolari, Giorgio & Panattoni, Lorenzo, 1984, "A Simulation Study on FIML Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 28804, Sep.
• Calzolari, Giorgio & Panattoni, Lorenzo, 1984, "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 28806, Jul.

1983

• Calzolari, Giorgio & Panattoni, Lorenzo, 1983, "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper, University Library of Munich, Germany, number 28847, Aug.
• Bianchi, Carlo & Calzolari, Giorgio, 1983, "Confidence intervals of forecasts from nonlinear econometric models," MPRA Paper, University Library of Munich, Germany, number 29025, Jun.
• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1983, "Analysis and measurement of the uncertainty in Mini-Dms model for the French economy," MPRA Paper, University Library of Munich, Germany, number 29056, Aug.

1982

• Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo, 1982, "Uncertainty of policy recommendations for nonlinear econometric models: some empirical results," MPRA Paper, University Library of Munich, Germany, number 28846, Jun.

1981

• Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S., 1981, "A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11215, Jan.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1981, "Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11216, Jan.

1980

• Kalaba, Robert E. & Tesfatsion, Leigh S., 1980, "A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11222, Jan.
• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1980, "Significance of the characteristic roots of linearized econometric models," MPRA Paper, University Library of Munich, Germany, number 24882, Jun.
• John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998, "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Journal of Human Resources, University of Wisconsin Press, volume 33, issue 2, pages 251-299.

1978

• Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi, 1978, "Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models," MPRA Paper, University Library of Munich, Germany, number 24880, Dec.
• Bianchi, Carlo & Calzolari, Giorgio, 1978, "La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana
  [The variance of forecast errors in econometric models: application to a," MPRA Paper, University Library of Munich, Germany, number 29121, Oct.

1976

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno, 1976, "Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects," MPRA Paper, University Library of Munich, Germany, number 28944.

1975

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1975, "DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici
  [DMS/2: a system for interactive solution and simulation of econometric models]," MPRA Paper, University Library of Munich, Germany, number 24881, Oct.

1971

• Kuzmin, Anton, 1971, "A Structural Model of Exchange Rate Dynamics," MPRA Paper, University Library of Munich, Germany, number 64614, Oct.

0

• Graham Elliott & Michael Jansson, , "Testing for Unit Roots with Stationary Covariates," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-6.
• Svarer, Michael & Verner, Mette, , "Do Children Stabilize Marriages?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-3.
• Berry, James & Fischer, Greg & Guiteras, Raymond P., , "Eliciting and Utilizing Willingness-to-Pay: Evidence from Field Trials in Northern Ghana," CEnREP Working Papers, North Carolina State University, Department of Agricultural and Resource Economics, number 273077, DOI: 10.22004/ag.econ.273077.
• Eberechi Bernadine Ikwuagwu & Kingsley Onyekachi Onyele & Charity Onyekachi Onyele, , "The effect of remittances on economic growth of Nigeria," Review of Socio - Economic Perspectives, Reviewsep, number 202337, DOI: https://doi.org/10.19275/RSEP180.
• Robert Amano & Tony S. Wirjanto, , "A Further Analysis of Exchange Rate Targeting in Canada," Staff Working Papers, Bank of Canada, number 94-2, DOI: 10.34989/swp-1994-2.
• Robert Amano & Tony S. Wirjanto, , "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Staff Working Papers, Bank of Canada, number 94-6, DOI: 10.34989/swp-1994-6.
• Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar, 2015, "Financial Soundness Index for the Private Corporate Sector in Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 82, Jul, DOI: 10.32468/tef.82.
• Tom Doan, 2025, "KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model," Statistical Software Components, Boston College Department of Economics, number RTS00101, revised .
• Tom Doan, 2025, "RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility," Statistical Software Components, Boston College Department of Economics, number RTZ00105, revised .
• Tom Doan, 2025, "RATS programs to replicate Quah and Vahey core inflation estimation," Statistical Software Components, Boston College Department of Economics, number RTZ00139, revised .
• Maksim Isakin & Apostolos Serletis, , "User Costs, the Financial Firm, and Monetary and Regulatory Policy," Working Papers, Department of Economics, University of Calgary, number 2015-14, revised 01 Jan 2015.
• Apostolos Serletis & Ali Jadidzadeh, , "The Demand for Assets and Optimal Monetary Aggregation," Working Papers, Department of Economics, University of Calgary, number 2018-05, revised 26 Jun 2018.
• Apostolos Serletis & Maksim Isakin, , "User Costs, the Financial Firm, and Monetary and Regulatory Policy," Working Papers, Department of Economics, University of Calgary, number 2018-12, revised 14 Oct 2018.
• Apostolos Serletis & Maksim Isakin, , "Banking Technology in a Markov Switching Economy," Working Papers, Department of Economics, University of Calgary, number 2018-18, revised 15 Nov 2018.
• Apostolos Serletis & Libo Xu, , "Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors," Working Papers, Department of Economics, University of Calgary, number 2019-06, revised 28 Jun 2019.
• Hongyi Chen & Kenneth Chow & Peter Tillmann, , "The effectiveness of monetary policy in China: Evidence from a Qual VAR," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_022.
• Ionut PURICA, 2010, "Predicting Discontinuity in the Decision to Allocate Funds to Credit Memes with a Fokker-Planck Equation Based Model," EcoMod2010, EcoMod, number 259600136, May.
• Marek RADVANSKÝ & Karol FRANK, 2010, "Modelling the Impact of Postponed Implementation of EU Structural Funds," EcoMod2010, EcoMod, number 259600137, May.
• Haykel HADJ SALEM, 2001, "Various Methods of Balancing of the Macro SAM of Tunisia during the Year 2000," Middle East and North Africa, EcoMod, number 330400035, Jan.
• BEFFY Pierre-Olivier & BONNET Xavier & DARRACQ-PARRIES Matthieu & MONFORT Brieuc, 2010, "MZE: A Small Macro-model for the Euro Area," EcoMod2003, EcoMod, number 330700011, Jan.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li, 2018, "Forecasts of the Lost Recovery," Liberty Street Economics, Federal Reserve Bank of New York, number 20180509, May.
• Kevin D. Hoover & Oscar Jorda, , "Measuring Systematic Monetary Policy," Department of Economics, California Davis - Department of Economics, number 00-05.
• Juan S. Lemus-Esquivel & Carlos A. Quicazán-Morenoy & Jorge L. Hurtado-Guarínz & Angélica Lizarazo-Cuéllarx, 2015, "Financial Soundness Index for the Private Corporate Sector in Colombia," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2015, Mar.
• Shin KINOSHITA & Masayuki SATO & Takanori IDA, 2022, "Bayesian Probability Revision and Infection Prevention Behavior in Japan : A Quantitative Analysis of the First Wave of COVID-19," Discussion papers, Graduate School of Economics , Kyoto University, number e-22-004, Aug.
• P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016, "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/11.
• Abhiruchi Rathi & Naveen Srinivasan, 2020, "The Unnatural Rate of Unemployment: Reflections on the Barro-Gordon and Natural Rate Paradigms," Working Papers, Madras School of Economics,Chennai,India, number 2020-191, Jun.
• Aaron G. Grech, , "An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy," CBM Working Papers, Central Bank of Malta, number WP/01/2014.
• Sangjoon Kim, Neil Shephard & Siddhartha Chib, , "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W26, revised version of W.
• Benedikt Janzen & Doina Radulescu, 0, "Electricity Use as a Real-Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," CESifo Economic Studies, CESifo Group, volume 66, issue 4, pages 303-321.
• Giovanni Angelini & Luca Fanelli & Marco M. Sorge, 2022, "Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 653, Sep.
• Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, , "Fitting Equilibrium Search Models to Labour Market Data," Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive, number _005.
• J. Dominitz & C. F. Manski, , "Eliciting student expectations of the returns to schooling," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1049-94.
• J. Dominitz & C. F. Manski, , "Using expectations data to study subjective income expectations," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1050-94.
• J. Fitzgerald & P. Gottschalk & R. Moffitt, , "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1156-98.

None

• Chattopadhyay Sudip & Taylor Emily, 2012, "Do Smart Growth Strategies Have a Role in Curbing Vehicle Miles Traveled? A Further Assessment Using Household Level Survey Data," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 12, issue 1, pages 1-29, September, DOI: 10.1515/1935-1682.3224.
• Iglesias Emma M., 2011, "Constrained k-class Estimators in the Presence of Weak Instruments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-13, September, DOI: 10.2202/1558-3708.1816.
• Chen Xiaohong & White Halbert, 2002, "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-55, April, DOI: 10.2202/1558-3708.1000.
• Arabinda Basistha & Alexander Kurov & Marketa Halova Wolfe, None, "Volatility forecasting: the role of internet search activity and implied volatility," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Anneke Kosse & Zhentong Lu & Gabriel Xerri, None, "Predicting payment migration in Canada," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.