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

2007

• Agustin, PEREZ BARAHONA, 2007, "Capital Accumulation and Non-Renewable Energy Resources : a Special Functions Case," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007008, Jan.
• Andrews, Donald W.K. & Soares, Gustavo, 2007, "Rank Tests For Instrumental Variables Regression With Weak Instruments," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1033-1082, December.
• Cavaliere, Giuseppe & Georgiev, Iliyan, 2007, "Testing For Unit Roots In Autoregressions With Multiple Level Shifts," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1162-1215, December.
• Peter C.B. Phillips, 2007, "Exact Distribution Theory in Structural Estimation with an Identity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1613, Jun.
• Xiaohong Chen & Markus Reiss, 2007, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1626, Sep.
• Pham The Anh, 2007, "Nominal Rigidities and The Real Effects of Monetary Policy in a Structural VAR Model," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 06, Jun.
• Michel, TENENHAUS, 2007, "Structural Equation Modelling for small samples," HEC Research Papers Series, HEC Paris, number 885, Dec.
• Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007, "Asset prices, exchange rates and the current account," Working Paper Series, European Central Bank, number 790, Aug.
• Russell Davidson & James G. MacKinnon, 2007, "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, volume 10, issue 3, pages 541-553, November.
• Elias Papaioannou & Gregorios Siourounis, 2007, "Democratization And Growth," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 07-13, Oct.
• Vittadini, Giorgio & Minotti, Simona C. & Fattore, Marco & Lovaglio, Pietro G., 2007, "On the relationships among latent variables and residuals in PLS path modeling: The formative-reflective scheme," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5828-5846, August.
• Kiviet, Jan F. & Niemczyk, Jerzy, 2007, "The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3296-3318, April.
• Smith, Richard J., 2007, "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, volume 138, issue 2, pages 430-460, June.
• Dedola, Luca & Neri, Stefano, 2007, "What does a technology shock do? A VAR analysis with model-based sign restrictions," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 512-549, March.
• William A. Barnett & Ikuyasu Usui, 2007, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Functional Structure Inference", DOI: 10.1016/S1571-0386(07)18006-6.
• Laurens CHERCHYE & Bram DE ROCK & Arthur LEWBEL & Frederic VERMEULEN, 2012, "Sharing rule identification for general collective consumption models," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces12.05, May.
• Petr Teply & Milan Matejašák, 2007, "Regulation of Bank Capital and Behavior of Banks: Assessing the US and the EU-15 Region Banks in the 2000-2005 Period," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/23, Aug, revised Aug 2007.
• Gervais, J.P. & Bonroy, O. & Couture, S., 2007, "A province-level analysis of economies of scale in Canadian food processing," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 200710, DOI: 10.1007/s11149-008-9058-z.
• Alkhamisi, M.A. & Shukur, Ghazi, 2007, "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 80, Jan.
• Elisa Luciano, 2007, "Copulas and Dependence models in Credit Risk: Diffusions versus Jumps," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 31-2007, Mar.
• Xiaohong Chen & Markus Reiss, 2007, "On rate optimality for ill-posed inverse problems in econometrics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/07, Sep.
• Enrique Lopez-Bazo & Rosina Moreno, 2007, "Does Human Capital Stimulate Investment In Physical Capital? Evidence From A Cost System Framework," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200717, Dec, revised Dec 2007.
• Pagan, Adrian & Pesaran, M. Hashem, 2007, "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2634, Feb.
• Maurer, Jürgen & Klein, Roger & Vella, Francis, 2007, "Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-Specific Effects," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3257, Dec.
• Horácio Faustino & Nuno Leitão, 2007, "Intra-Industry Trade: A Static and Dynamic Panel Data Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 313-333, August, DOI: 10.1007/s11294-007-9097-8.
• Kanak Patel & Ricardo Pereira, 2007, "Expected Default Probabilities in Structural Models: Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 1, pages 107-133, January, DOI: 10.1007/s11146-007-9006-1.
• Duncan Fong & Wayne DeSarbo, 2007, "A Bayesian methodology for simultaneously detecting and estimating regime change points and variable selection in multiple regression models for marketing research," Quantitative Marketing and Economics (QME), Springer, volume 5, issue 4, pages 427-453, December, DOI: 10.1007/s11129-007-9030-8.
• Hela Dahen & Georges Dionne, 2007, "Scaling Models for the Severity and Frequency of External Operational Loss Data," Cahiers de recherche, CIRPEE, number 0702.
• Georges Dionne & Hela Dahen, 2007, "What about Underevaluating Operational Value at Risk in the Banking Sector?," Cahiers de recherche, CIRPEE, number 0723.
• Russell Davidson & James G. MacKinnon, 2007, "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers, McGill University, Department of Economics, number 2007-14, Aug.
• C.L. Skeels, 2007, "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series, The University of Melbourne, number 1020.
• Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2007, "Testing for co-integration in vector autoregressions with non-stationary volatility," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 07/02, Aug.
• Jaroslav Borovicka, 2007, "Banking Efficiency and Foreign Ownership in Transition: Is There Evidence of a Cream-Skimming Effect?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 13, pages 68-82.
• Bo E. Honore & Aureo de Paula, 2007, "Interdependent Durations, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-044, Apr, revised 01 Nov 2008.
• Carton, Christine, 2007, "Un modèle de croissance cumulative étendu á l’éducation: une validation empirique pour la région asiatique
  [A model of cumulative growth extended to education: an empirical assessment for the Asian region]," MPRA Paper, University Library of Munich, Germany, number 20549, Nov.
• Puah, Chin-Hong & Jayaraman, T. K., 2007, "Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji," MPRA Paper, University Library of Munich, Germany, number 37671.
• Zabbini, Enza & Grandi, Silvia & Dallari, Fiorella, 2007, "Relative remote rural areas (RRRA)in developed regions: an analysis of the Emilia-Romagna region to support policy decision making," MPRA Paper, University Library of Munich, Germany, number 4661, Jul.
• Mishra, SK, 2007, "A Brief History of Production Functions," MPRA Paper, University Library of Munich, Germany, number 5254, Oct.
• Chung, Heejung, 2007, "Do countries matter? Explaining the variation in the use of numerical flexibility arrangements across European companies using a Multi-level model," MPRA Paper, University Library of Munich, Germany, number 5449, Oct.
• Raposo, Mário & Alves, Helena, 2007, "A model of university choice: an exploratory approach," MPRA Paper, University Library of Munich, Germany, number 5523, Oct.
• Stevans, Lonnie, 2007, "The Effect of Right-to-Work Laws on Business and Economic Conditions: A Multivariate Approach," MPRA Paper, University Library of Munich, Germany, number 5638, Nov.
• Lucarelli, Caterina & Palomba, Giulio, 2007, "Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach," MPRA Paper, University Library of Munich, Germany, number 7034, Nov.
• Petri Böckerman & Pekka Ilmakunnas, 2007, "Unemployment and self-assessed health: Evidence from panel data," Working Papers, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE, number 227, Sep.
• Carol Alexander & Aanand Venkatramanan, 2007, "Analytic Approximations for Spread Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-06, Aug, revised Jun 2009.
• Marno Verbeek, 2007, "A Guide to Modern Econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 8, issue 4, pages 125-132.
• Mikhail Lokshin & Zurab Sajaia, 2007, "The Economic Cost of Smoking: Differences in Wages between Smokers and Non-smokers in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 6, issue 2, pages 60-80.
• Hela Dahen & Georges Dionne, 2007, "Scaling models for the severity and frequency of external operational loss data," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 07-1, Jan.
• Georges Dionne & Hela Dahen, 2007, "What about underevaluating operational value at risk in the banking sector?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 07-5, Jun.
• Anastasia Hernández Alemán & Carmelo J. León, 2007, "Analysis of the determinant factors of the decision to migrate towards the Canary Islands," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 11, pages 93-112.
• Josep-Maria Arauzo-Carod, 2007, "Determinants of population and jobs at a local level," The Annals of Regional Science, Springer;Western Regional Science Association, volume 41, issue 1, pages 87-104, March, DOI: 10.1007/s00168-006-0058-6.
• Uwe Cantner & Andreas Meder, 2007, "Technological proximity and the choice of cooperation partner," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 1, pages 45-65, June, DOI: 10.1007/s11403-007-0018-y.
• Anna Zhu, 2007, "The Effect of Maternal Employment on the Likelihood of a Child Being Overweight," Discussion Papers, School of Economics, The University of New South Wales, number 2007-17, Jun.
• Silvia Balia, 2007, "Reporting expected longevity and smoking: evidence from the SHARE," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/10, Jul.
• Aßmann, Christian, 2007, "Determinants and Costs of Current Account Reversals under Heterogeneity and Serial Correlation," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-17.
• Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2007, "An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/04.

2006

• Davidson, Russell & MacKinnon, James, 2006, "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273460, Feb, DOI: 10.22004/ag.econ.273460.
• Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers, Yale University, Economic Growth Center, number 28395, DOI: 10.22004/ag.econ.28395.
• Matteo PICCHIO, 2006, "Wage Differentials between Temporary and Permanent Workers in Italy," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 257, Apr.
• Giuseppe Cavaliere & Iliyan Georgiev, 2006, "Testing for unit roots in autoregressions with multiple level shifts," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Giuseppe Cavaliere & Iliyan Georgiev, 2006, "Testing for unit roots in autoregressions with multiple level shifts," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 2.
• Laurent Weill, 2006, "Propriété étrangère et efficience technique des banques dans les pays en transition. Une analyse par la méthode dea," Revue économique, Presses de Sciences-Po, volume 57, issue 5, pages 1093-1108.
• Kevin Hoover & Selva Demiralp & Stephen J. Perez, 2006, "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Working Papers, University of California, Davis, Department of Economics, number 233, Mar.
• Germán Coloma, 2006, "Estimation of demand systems based on elasticities of substitution," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 322, Jun.
• FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien, 2006, "Instrumental regression in partially linear models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006025, Mar.
• Lucchetti, Riccardo, 2006, "Identification Of Covariance Structures," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 235-257, April.
• Forchini, G., 2006, "On The Bimodality Of The Exact Distribution Of The Tsls Estimator," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 932-946, October.
• Phillips, Peter C.B., 2006, "A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 947-960, October.
• Donald W.K. Andrews & Gustavo Soares, 2006, "Rank Tests for Instrumental Variables Regression with Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1564, Mar.
• Dedola, Luca & Neri, Stefano, 2006, "What does a technology shock do? A VAR analysis with model-based sign restrictions," Working Paper Series, European Central Bank, number 705, Dec.
• Dhrymes, Phoebus J. & Lleras-Muney, Adriana, 2006, "Estimation of models with grouped and ungrouped data by means of "2SLS"," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 1-29, July.
• Radchenko, Stanislav & Tsurumi, Hiroki, 2006, "Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 31-49, July.
• Kleibergen, Frank & Paap, Richard, 2006, "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 97-126, July.
• Los, Cornelis A., 2006, "System identification in noisy data environments: An application to six Asian stock markets," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 1997-2024, July.
• Gilbert, Scott & Zemcík, Petr, 2006, "Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example," Journal of Multivariate Analysis, Elsevier, volume 97, issue 4, pages 925-945, April.
• Clark, Andrew E. & Senik, Claudia, 2006, "The (unexpected) structure of "rents" on the French and British labour markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 35, issue 2, pages 180-196, April.
• Svedberg, Peter & Tilton, John E., 2006, "The real, real price of nonrenewable resources: copper 1870-2000," World Development, Elsevier, volume 34, issue 3, pages 501-519, March.
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the ALMP test for multivariate normality," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-02, revised .
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers, Economic Growth Center, Yale University, number 946, Oct.
• de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006, "Gibbs sampling in econometric practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-13, Mar.
• Monika Sedenkova & Jiri Horak, 2006, "Multivariate and Multicriteria Evaluation of Labour Market Situation," Working Papers, Fondazione Eni Enrico Mattei, number 2006.67, Apr.
• Andrew E. Clark & Claudia Senik, 2006, "The (Unexpected) Structure of Rents" on the French and British Labour Markets," Post-Print, HAL, number halshs-00754158, Apr, DOI: 10.1016/j.socec.2005.11.010.
• Andrew E. Clark, 2006, "A note on unhappiness and unemployment duration," PSE Working Papers, HAL, number halshs-00590444, Sep.
• Andrew E. Clark, 2006, "A note on unhappiness and unemployment duration," Working Papers, HAL, number halshs-00590444, Sep.
• Seyfettin ARTAN, 2006, "Gelişmiş Ve Gelişmekte Olan Ülkelerde Enflasyon Ve Büyüme: Yatay-Kesit Ve Panel Veri Analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 239, pages 108-124.
• Vedat KAYA & Ömer YILMAZ, 2006, "Bölgesel enflasyon bölgesel büyüme ilişkisi: Türkiye için zaman serisi ve panel veri analizleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 247, pages 62-78.
• Huffman, Wallace, 2006, "Understanding Post-War Changes in U.S. Household Production: A Full-Income Demand-System Perspective," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12696, Nov.
• Huffman, Wallace, 2006, "Understanding Post-War Changes in U.S. Household Production: A Full-Income Demand-System Perspective," ISU General Staff Papers, Iowa State University, Department of Economics, number 200611010800001243, Nov.
• Klein, Roger & Vella, Francis, 2006, "Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2378, Oct.
• Clark, Andrew E., 2006, "A Note on Unhappiness and Unemployment Duration," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2406, Oct.
• James G. MacKinnon & Russell Davidson, 2006, "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 827-833, DOI: 10.1002/jae.873.
• Uwe Cantner & Andreas Meder, 2006, "Determinants influencing the choice of a cooperation partner," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 20/2006, Jun.
• Matteo Manera, 2006, "Modelling factor demands with SEM and VAR: an empirical comparison," Journal of Productivity Analysis, Springer, volume 26, issue 2, pages 121-146, October, DOI: 10.1007/s11123-006-0009-3.
• Shaun Bond & Mardi Dungey & Renée Fry, 2006, "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 32, issue 3, pages 253-274, May, DOI: 10.1007/s11146-006-6800-0.
• Xavier Fageda, 2006, "Measuring Conduct and Cost Parameters in the Spanish Airline Market," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 28, issue 4, pages 379-399, June, DOI: 10.1007/s11151-006-9104-x.
• Martin Browning & Jesus Carro, 2006, "Heterogeneity and Microeconometrics Modelling," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2006-03, Jan.
• Sarstedt, Marko, 2006, "Sample- and segment-size specific Model Selection in Mixture Regression Analysis," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1252.
• George Milunovich, 2006, "Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia," Research Papers, Macquarie University, Department of Economics, number 0610, Dec.
• Russell Davidson & James MacKinnon, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers, McGill University, Department of Economics, number 2006-21, Sep.
• Russell Davidson & James MacKinnon, 2006, "Moments Of Iv And Jive Estimators," Departmental Working Papers, McGill University, Department of Economics, number 2006-22, Sep.
• Giovanni Forchini, 2006, "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/06, Jan.
• Giovanni Forchini, 2006, "Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/06, Nov.
• Dennis Epple & Bennett T. Mccallum, 2006, "Simultaneous Equation Econometrics: The Missing Example," Economic Inquiry, Western Economic Association International, volume 44, issue 2, pages 374-384, April.
• Doron Avramov & Tarun Chordia & Amit Goyal, 2006, "The Impact of Trades on Daily Volatility," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1241-1277.
• Martin Browning & Pierre-Andre Chiappori & Arthur Lewbel, 2006, "Estimating Consumption Economies of Scale, Adult Equivalence Scales, and Household Bargaining Power," Economics Series Working Papers, University of Oxford, Department of Economics, number 289, Oct.
• Mehmet Caner & Dan Berkowitz & Ying Fang, 2006, "Are Nearly Exogenous Instruments Reliable?," Working Paper, Department of Economics, University of Pittsburgh, number 207, Jan, revised Jan 2006.
• Daniel Berkowitz & Mehmet Caner & Ying Fang, 2006, "Are "Nearly Exogenous" Instruments Reliable?," Working Paper, Department of Economics, University of Pittsburgh, number 219, Jan, revised Jan 2006.
• Henningsen, Arne, 2006, "Modellierung von Angebots- und Nachfrageverhalten zur Analyse von Agrarpolitiken: Theorie, Methoden und empirische Anwendungen," MPRA Paper, University Library of Munich, Germany, number 1374, Aug.
• Henningsen, Arne & Hamann, Jeff, 2006, "systemfit: A Package to Estimate Simultaneous Equation Systems in R," MPRA Paper, University Library of Munich, Germany, number 1421, Mar.
• Barnett, William A. & Usui, Ikuyasu, 2006, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper, University Library of Munich, Germany, number 410, Oct.
• Gomez-Sorzano, Gustavo, 2006, "The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019," MPRA Paper, University Library of Munich, Germany, number 539, Oct.
• Luciano, Elisa, 2006, "Copulas and dependence models in credit risk: diffusions versus jumps," MPRA Paper, University Library of Munich, Germany, number 59638.
• Gervais, Jean-Philippe & Bonroy, Olivier & Couture, Steve, 2006, "Economies of Scale in the Canadian Food Processing Industry," MPRA Paper, University Library of Munich, Germany, number 64, Aug.
• James G. MacKinnon & Russell Davidson, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper, Economics Department, Queen's University, number 1024, Feb.
• Duo Qin, 2006, "VAR Modelling Approach and Cowles Commission Heritage," Working Papers, Queen Mary University of London, School of Economics and Finance, number 557, Mar.
• Sergei Aivazian & Boris Brodsky, 2006, "Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 2, issue 2, pages 85-111.
• Abdulnasser Hatemi-J & Eduardo Roca & Jia Qiu Qiu, 2006, "Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 3, pages 295-316.
• G. Lanine & R. Vander Vennet, 2006, "Microeconomic determinants of acquisitions of Eastern European banks by Western European banks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/414, Sep.
• Minoas Koukouritakis, 2006, "EU Accession Effects on Export Prformance: The Case of Greece," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 4, issue 2, pages 147-166.
• Pu Chen & Joachim Frohn, 2006, "On the specification and estimation of large scale simultaneous structural macroeconometric models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 9-25, March, DOI: 10.1007/s10182-006-0218-0.
• Georg Fassott, 2006, "Operationalisierung latenter Variablen in Strukturgleichungsmodellen: Eine Standortbestimmung," Schmalenbach Journal of Business Research, Springer, volume 58, issue 1, pages 67-88, February, DOI: 10.1007/BF03371644.
• Petri Böckerman & Pekka Ilmakunnas, 2006, "Elusive Effects of Unemployment on Happiness," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 79, issue 1, pages 159-169, October, DOI: 10.1007/s11205-005-4609-5.
• Jun Yu & Renate Meyer, 2006, "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 361-384, DOI: 10.1080/07474930600713465.
• Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006, "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-076/4, Aug.
• Jan F. Kiviet & Jerzy Niemczyk, 2006, "The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-078/4, Sep.
• Martijn Brons & Peter Nijkamp & Eric Pels & Piet Rietveld, 2006, "A Meta-analysis of the Price Elasticity of Gasoline Demand. A System of Equations Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-106/3, Nov.
• José Luis Groizard & Joan Llull, 2006, "Skilled migration and growth. Testing brain drain and brain gain theories," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 20.
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006, "Estimating liquidity using information on the multivariate trading process," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 10, May.
• Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2006, "Estimating liquidity using information on the multivariate trading process," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 06/04.
• Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2006, "A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 06/06.

2005

• Toma, Luiza & Mathijs, Erik, 2005, "Determinants of Romanian Farmers' Participation in Agri-Environmental Programmes," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24574, DOI: 10.22004/ag.econ.24574.
• Dilek Altas & Selay Giray, 2005, "Determining Of Financial Failures With Multivariate Statistical Methods," Anadolu University Journal of Social Sciences, Anadolu University, volume 5, issue 2, pages 13-28, December.
• Carlo A. Favero & Massimiliano Marcellino, 2005, "Modelling and Forecasting Fiscal Variables for the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 755-783, December, DOI: 10.1111/j.1468-0084.2005.00140.x.
• Piotr Wdowinski, 2005, "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series, CESifo, number 1557.
• Jürgen Matthes & Christoph Schröder, 2005, "Business Regulation in International Comparison – Aggregating World Bank “Doing Business” Data," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 6, issue 01, pages 42-49, April.
• Luis Miguel Tovar Cuevas, 2005, "Determinantes del estado de salud de la población colombiana," Economía, Gestión y Desarrollo, Universidad Javeriana - Cali, number 2326, Oct.
• Luis Eduardo Girón Cruz & Daniel Enrique González Gómez, 2005, "Determinantes del rendimiento académico y la deserción estudiantil, en el programa de Economía de la Pontificia Universidad Javeriana de Cali," Economía, Gestión y Desarrollo, Universidad Javeriana - Cali, number 2328, Oct.
• Luis Miguel Tovar Cuevas & Fabio Alberto Arias Arbel�ez, 2005, "Determinantes Del Estado De Salud De La Población Colombiana," Documentos de Trabajo, Universidad del Valle, CIDSE, number 2323, Feb.
• Favero, Carlo A. & Marcellino, Massimiliano, 2005, "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5294, Oct.
• Jansen, Marion & Piermartini, Roberta, 2005, "The Impact of Mode 4 Liberalization on Bilateral Trade Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5382, Nov.
• Minoas Koukouritakis, 2005, "EU Accession Effects on the Demand for Manufactures: the Case of Greece," Working Papers, University of Crete, Department of Economics, number 0506, 00.
• Minoas Koukouritakis, 2005, "EU Accession Effects on Export Performance: The Case of Greece," Working Papers, University of Crete, Department of Economics, number 0516, 00.
• Edoardo Lorenzetti, 2005, "Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200502, Jun.
• Mario Coccia & Secondo Rolfo, 2005, "Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200503, Jun.
• Songnian Chen & Yahong Zhou, 2005, "A Simple Matching Method for Estimating Sample Selection Models Using Experimental Data," Annals of Economics and Finance, Society for AEF, volume 6, issue 1, pages 155-167, May.
• Smith, Richard J., 2005, "Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 158-170, February.
• Donald W.K. Andrews & Vadim Marmer, 2005, "Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1501, Mar.
• Donald W.K. Andrews & James H. Stock, 2005, "Inference with Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1530, Aug.
• Peter C. B. Phillips, 2005, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1540, Dec.
• Panayiotis Diacos & Spyros Hadjidakis, 2005, "An econometric study of the beef meat sector in Cyprus," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 8, issue 2, pages 210-240, Winter.
• Marion Jansen, 2005, "The Impact of Mode 4 Liberalization on Bilateral Trade Flows," Working Papers, eSocialSciences, number id:290.
• Joaquim J.S. Ramalho & Richard J. Smith, 2005, "Goodness of Fit Tests for Moment Condition Models," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 5_2005.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005, "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp159, Oct.
• Matteo Manera, 2005, "Modeling Factor Demands with SEM and VAR: An Empirical Comparison," Working Papers, Fondazione Eni Enrico Mattei, number 2005.47, Apr.
• Saarimaa, Tuukka, 2005, "Taxation and Debt Financing of Home Acquisition: Evidence from the Finnish 1993 Tax Reform," Discussion Papers, VATT Institute for Economic Research, number 366.
• Gabor Bekes & Balazs Murakozy, 2005, "Firm behaviour and public infrastructure - The Case of Hungary," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0504, Jun.
• Haldrup, Niels & Møllgaard, Peter & Nielsen, Claus Kastberg, 2005, "Sequential versus simultaneous market," Working Papers, Copenhagen Business School, Department of Economics, number 02-2005, Mar.
• Gråsjö, Urban, 2005, "Accessibility to R&D and Patent Production," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 37, Aug.
• Karlsson, Charlie & Andersson, Martin, 2005, "The Location of Industry R&D and the Location of University R&D - How are They related?," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 38, Oct.
• Cúrdia, Vasco & Finocchiaro, Daria, 2005, "An Estimated DSGE Model for Sweden with a Monetary Regime Change," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 740, Oct.
• Roger Klein & Francis Vella, 2005, "Estimating a class of triangular simultaneous equations models without exclusion restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/05, Jul.
• Richard Smith, 2005, "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/05, Oct.
• Richard Smith, 2005, "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/05, Oct.
• Richard Smith, 2005, "Local GEL methods for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/05, Nov.
• Carlo Favero & Massimiliano Marcellino, 2005, "Modelling and Forecasting Fiscal Variables for the Euro Area," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 298.
• Noemi Lendvai, 2005, "Central and east European social policy and European union accession - time for reflections," Financial Theory and Practice, Institute of Public Finance, volume 29, issue 1, pages 1-12.
• Claudia Cicconi, 2005, "Building smooth indicators nearly free of end-of-sample revisions," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 49, May.
• William Barnett, 2005, "Consumer Demand and Labor Supply (scanned out-of-print 1981 Elsevier book)," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200521, Nov.
• 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.
• D.S. Poskitt & C.L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series, The University of Melbourne, number 948.
• Giovanni Forchini, 2005, "On the Bimodality of the Exact Distribution of the TSLS Estimator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/05, May.
• G. Forchini, 2005, "Some Properties of Tests for Possibly Unidentified Parameters," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/05, Sep.
• D. S. Poskitt & C. L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/05, Feb.
• Tin-Chun Lin, 2005, "The Determinants of Parental Choice of Education: The Case of Pennsylvania," Journal of Economic Insight, Missouri Valley Economic Association, volume 31, issue 2, pages 45-59.
• Donald W.K. Andrews & James H. Stock, 2005, "Inference with Weak Instruments," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0313, Aug.
• Aguado, Itziar, 2005, "La Agenda 21 Local como instrumento de desarrollo sostenible
  [The Local Agenda 21 as an instrument for sustainable development (Ph.D.)]," MPRA Paper, University Library of Munich, Germany, number 19009, Nov.
• Benkovskis, Konstantins, 2005, "Econometric analysis and forecasting of Latvia's balance of payments," MPRA Paper, University Library of Munich, Germany, number 23274, Apr.
• Petri Böckerman & Pekka Ilmakunnas, 2005, "Elusive Effects of Unemployment on Happiness," Working Papers, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE, number 210, Jan.
• Alessio Caldarera & Celso Brunetti, 2005, "Asset Prices and Asset Correlations in Illiquid Markets," 2005 Meeting Papers, Society for Economic Dynamics, number 288.
• Minoas Koukouritakis, 2005, "EU Accession Effects on the Demand for Manufactures: the Case of Greece," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 58, issue 4, pages 471-488.
• Panos Fousekis, 2005, "A Mixed Input Demand System with Generalized Marginal Cost Shares: An Application to the Agricultural Sector in Greece," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 58, issue 3, pages 307-326.