Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C40: General
/ / / C41: Duration Analysis; Optimal Timing Strategies
/ / / C42: Survey Methods
/ / / C43: Index Numbers and Aggregation
/ / / C44: Operations Research; Statistical Decision Theory
/ / / C45: Neural Networks and Related Topics
/ / / C46: Specific Distributions
/ / / C49: Other

2011

• Erdem, Erkan & Prada, Sergio I, 2011, "Creation of public use files: lessons learned from the comparative effectiveness research public use files data pilot project," MPRA Paper, University Library of Munich, Germany, number 35478, Sep.
• Fernández-Avilés, G & Montero, JM & Mateu, J, 2011, "Mathematical Genesis of the Spatio-Temporal Covariance Functions," MPRA Paper, University Library of Munich, Germany, number 35874.
• Craigwell, Roland & Moore, Winston & Morris, Diego & Worrell, DeLisle, 2011, "Price Rigidity: A Survey of Evidence From Micro-Level Data," MPRA Paper, University Library of Munich, Germany, number 40927.
• Craigwell, Roland & Moore, Winston & Worrell, DeLisle, 2011, "Does Consumer Price Rigidity Exist in Barbados?," MPRA Paper, University Library of Munich, Germany, number 40928.
• Chang, Jinyuan & Chen, Songxi, 2011, "On the Approximate Maximum Likelihood Estimation for Diffusion Processes," MPRA Paper, University Library of Munich, Germany, number 46279.
• Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R., 2011, "A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model," MPRA Paper, University Library of Munich, Germany, number 49768, Apr.
• Christian Walter, 2011, "Performation et surveillance du système financier," Revue d'Économie Financière, Programme National Persée, volume 101, issue 1, pages 105-116.
• Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2011, "A New Index of Environmental Quality," Working Paper series, Rimini Centre for Economic Analysis, number 31_11, Jul.
• Jesús Mur & Jean Paelinck, 2011, "Deriving the W-matrix via p-median complete correlation analysis of residuals," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 2, pages 253-267, October, DOI: 10.1007/s00168-010-0379-3.
• Emmanuel Anoruo & Luis Gil-Alana, 2011, "Mean reversion and long memory in African stock market prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 296-308, July, DOI: 10.1007/s12197-010-9124-0.
• Reimer, Kerstin & Albers, Sönke, 2011, "Modeling Repeat Purchases in the Internet when RFM Captures Past Influence of Marketing," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 50730.

2010

• Stefan Holst Bache, 2010, "Minimax Regression Quantiles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-54, Aug.
• Rossitsa Rangelova, 2010, "GDP as a Measurer of the Economic Growth – Methodological Specifics and Trends," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-38.
• Mehmet Caner, 2010, "Exponential Tilting with Weak Instruments: Estimation and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 3, pages 307-325, June, DOI: 10.1111/j.1468-0084.2009.00579.x.
• Fabio Rueda & Aar�n Espinosa, 2010, "Will the Poor of Today be the Poor of Tomorrow? The Determinants of Poverty and Vulnerability in Cartagena, Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 4, issue 1, pages 47-71.
• GERGAUD, Olivier & GINSBURGH, Victor, 2010, "Success: talent, intelligence or beauty ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010072, Nov.
• Fan, Yanqin & Gençay, Ramazan, 2010, "Unit Root Tests With Wavelets," Econometric Theory, Cambridge University Press, volume 26, issue 5, pages 1305-1331, October.
• Hill, Jonathan B., 2010, "On Tail Index Estimation For Dependent, Heterogeneous Data," Econometric Theory, Cambridge University Press, volume 26, issue 5, pages 1398-1436, October.
• Vasile MAZILESCU, 2010, "Incorporating the Basic Elements of a First-degree Fuzzy Logic and Certain Elments of Temporal Logic for Dynamic Management Applications," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 43-52.
• Akira Terai, 2010, "Estimating the distribution of inflation expectations," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 315-329.
• Siow-hooi Tan & Muzafar-shah Habibullah & Roy-wye-leong Khong, 2010, "Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 274-281.
• Dominique Guégan & Patrick Rakotomarolahy, 2010, "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 508-518.
• Mazbahul Golam Ahamad, 2010, "Household food vulnerability dynamics in monga prone areas of bangladesh: a bivariate probit analysis," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 1-9.
• Zahid Asghar & Nighat Jahandad, 2010, "Causal order between money, income and price through graph theoretic approach for Pakistan," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2515-2523.
• Tin-chun Lin, 2010, "Does a student's preference for a teacher's instructional style matter? An analysis of an economic approach," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1320-1332.
• Zaka Ratsimalahelo & Mamadou Diang Barry, 2010, "Financial development and economic growth: evidence from West Africa," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2996-3009.
• David E Giles, 2010, "Hermite regression analysis of multi-modal count data," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2936-2945.
• Olivier Gergaud & Victor Ginsburgh, 2010, "Success: Talent, Intelligence or Beauty?," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-046, Dec.
• Ming Lu & Guanghua Wan & Zhao Chen, 2010, "Globalization and Regional Income Inequality: Evidence from within China," Working Papers, eSocialSciences, number id:3179, Nov.
• Ladislav Kristoufek, 2010, "Long-range dependence in returns and volatility of Central European Stock Indices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/03, Feb, revised Feb 2010.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00460472.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00461711, Jan.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00482370, Apr.
• Sofiane Aboura, 2010, "Disentangling crashes from tail events," Working Papers, HAL, number halshs-00638072, Jan.
• Kenneth Harttgen & Stephan Klasen, 2010, "A Household-Based Human Development Index," Human Development Research Papers (2009 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number HDRP-2010-22, Sep.
• Daniel Griffith, 2010, "Modeling spatio-temporal relationships: retrospect and prospect," Journal of Geographical Systems, Springer, volume 12, issue 2, pages 111-123, June, DOI: 10.1007/s10109-010-0120-x.
• Shajari, Parastoo & Mohebi Khah, Bita, 2010, "Early Warning System for Currency and Banking Crisis in Iran (KLR- Signaling Approach)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 2, issue 4, pages 115-152, September.
• Emilio Colombo & Alessandra Michelangeli & Luca Stanca, 2010, "La Dolce Vita: Hedonic Estimates of Quality of Life in Italian Cities," Working Papers, University of Milano-Bicocca, Department of Economics, number 201, Dec, revised Dec 2010.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10033, Apr.
• Reuben Gronau, 2010, "Zvi Griliches' Contribution to the Theory of Human Capital," NBER Chapters, National Bureau of Economic Research, Inc, "Contributions in Memory of Zvi Griliches".
• Emmanuel Anoruo & Luis Alberiko Gil-Alaña, 2010, "Mean reversion and long memory in African stock market prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2011, May.
• Antipov, Evgeny & Pokryshevskaya, Elena, 2010, "Applying a CART-based approach for the diagnostics of mass appraisal models," MPRA Paper, University Library of Munich, Germany, number 27646, Dec.
• Tomáš Tichý, 2010, "Posouzení odhadu měnového rizika portfolia pomocí Lévyho modelů
  [Examination of Portfolio Currency Risk Estimation by Means of Lévy Models]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 504-521, DOI: 10.18267/j.polek.744.
• Loranger, Jean-Guy & Boismenu, Gérard, 2010, "Le passage du fordisme au néolibéralisme au Canada," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 8.
• Peng-Hsuan Ke & Wen-Jen Tsay, 2010, "A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 10-A007, Dec, revised Jan 2012.
• Hugo Pinto & João Guerreiro, 2010, "Innovation regional planning and latent dimensions: the case of the Algarve region," The Annals of Regional Science, Springer;Western Regional Science Association, volume 44, issue 2, pages 315-329, April, DOI: 10.1007/s00168-008-0264-5.
• Luis A. Gil-Alana & Emmanuel Anoruo, 2010, "Mean reversion and long memory in African stock market prices," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/10, Feb.
• Pant, Laxmi P., 2010, "Assessing Innovations in International Research and Development Practice," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2010-043.

2009

• Patrice Baubeau & Bernard Cazelles, 2009, "French economic cycles: a wavelet analysis of French retrospective GNP series," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 3, issue 3, pages 275-300, October, DOI: 10.1007/s11698-008-0033-9.
• Gómez-González, José E. & Acevedo, Paola Morales & García, Fernando Pineda & Gómez, Nancy Zamudio, 2009, "An alternative methodology for estimating credit quality transition matrices," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 2, issue 4, pages 353-364, September.
• Minka Anastasova-Chopeva, 2009, "Stage of Development of the Social Subject of Labor in the Agricultural Production Cooperatives," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 51-67.
• Aitor Lacuesta & Sergio Puente & Pilar Cuadrado, 2009, "Omitted variables in the measure of a labour quality index: the case of Spain," Working Papers, Banco de España, number 0835, Jan.
• R. Aaberge & U. Colombino & T. Wennemo, 2009, "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 3, pages 586-612, July, DOI: 10.1111/j.1467-6419.2008.00573.x.
• Tomescu-Dumitrescu Cornelia, 2009, "Economic Forecasts Based on Econometric Models Using EViews 5," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 1, pages 277-284, May.
• Chang-Tai Hsieh & Peter Klenow, 2009, "Misallocation and Manufacturing TFP in China and India," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 09-04, Feb.
• Nohora Forero & Luis Fernando Gamboa, 2009, "Family Size in Colombia: Guessing or Planning? Intended vs. Actual Family Size in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Luis Fernando Gamboa & Nohora Forero Ram√≠rez, 2009, "Demand of children in Colombia: guessing or planning," Documentos de Trabajo, Universidad del Rosario, number 5936, Oct.
• Fabio Rueda de Vivero & Aaron Espinosa Espinosa, 2009, "¿Los pobres de hoy seran los pobres del manana? Determinantes de la pobreza y magnitud de la vulnerabilidad en Cartagena de Indias," Documentos de Trabajo, Universidad Tecnológica de Bolívar, number 5548, May.
• Francesco Chelli & Chiara Gigliarano & Elvio Mattioli, 2009, "The impact of inflation on heterogeneous groups of households: an application to italy," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1276-1295.
• Pasquale Cirillo, 2009, "Some evidence about the evolution of the size distribution of Italian firms by age," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1723-1730.
• Hassan Belkacem Ghassan & Mohammed Souissi & Mohammed Kbiri Alaoui, 2009, "An Alternative Identification of the Economic Shocks in SVAR Models," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1019-1026.
• Amita Majumder, 2009, "A characterization of the composite price variable to approximate a price aggregator function in the Quadratic Almost Ideal Demand System," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2050-2054.
• Francesca Di Iorio & Stefano Fachin, 2009, "A residual-based bootstrap test for panel cointegration," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 3222-3232.
• Helena Veiga, 2009, "Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2730-2731.
• Woodcock, Simon D. & Benedetto, Gary, 2009, "Distribution-preserving statistical disclosure limitation," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 12, pages 4228-4242, October.
• Mizrach, Bruce, 2009, "Comment on "Modelling nonlinear comovements between time series"," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 212-215, March.
• Christos F. Stournaras, 2009, "Macro-Governance aspects of monetary policy accomodation under varying regimes: An assessment using greek data," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 12, issue 1, pages 11-36, Summer.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-11.
• Enache, Calcedonia, 2009, "A Cross-Spectral Analysis Of Romania’S Foreign Trade In Agricultural Products," Agricultural Economics and Rural Development, Institute of Agricultural Economics, volume 6, issue 1, pages 117-124.
• Sung-jin Kang, 2009, "An Analysis of Relative Income and Life Satisfaction in Korea," Discussion Paper Series, Institute of Economic Research, Korea University, number 0910.
• Sung-jin Kang & Sang-hak Sohn, 2009, "The Impacts of Inward and Outward FDI on Firm Investment in Korea," Discussion Paper Series, Institute of Economic Research, Korea University, number 0911.
• Georges Dionne & Florence Giuliano & Pierre Picard, 2009, "Optimal Auditing with Scoring: Theory and Application to Insurance Fraud," Management Science, INFORMS, volume 55, issue 1, pages 58-70, January, DOI: 10.1287/mnsc.1080.0905.
• José E. Gómez-González & Nicholas M. Kiefer., 2009, "Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 133, pages 33-50.
• Hamid Mohtadi & Antu Panini Murshid, 2009, "Risk of catastrophic terrorism: an extreme value approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 4, pages 537-559, DOI: 10.1002/jae.1066.
• Daniel Griffith & Jean Paelinck, 2009, "Specifying a joint space- and time-lag using a bivariate Poisson distribution," Journal of Geographical Systems, Springer, volume 11, issue 1, pages 23-36, March, DOI: 10.1007/s10109-008-0075-3.
• O. Olesen & N. Petersen, 2009, "Target and technical efficiency in DEA: controlling for environmental characteristics," Journal of Productivity Analysis, Springer, volume 32, issue 1, pages 27-40, August, DOI: 10.1007/s11123-009-0133-y.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 15047, Jun.
• Dionne, Georges & Giuliano, Florence & Picard, Pierre, 2009, "Optimal auditing with scoring: theory and application to insurance fraud," MPRA Paper, University Library of Munich, Germany, number 18374, Jan.
• Mohtadi, Hamid & Murshid, Antu, 2009, "The risk of catastrophic terrorism: an extreme value approach," MPRA Paper, University Library of Munich, Germany, number 25738, Mar.
• M. Lathika & C.E. Ajith Kumar, 2009, "Indian Stakes in the Global Coconut Scenario by the Turn of the Century," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 10, issue 1, pages 209-221, January, DOI: 10.1177/139156140901000109.
• Rulof Burger & Dieter von Fintel, 2009, "Determining the Causes of the Rising South African Unemployment Rate: An Age, Period and Generational Analysis," Working Papers, Stellenbosch University, Department of Economics, number 24/2009.
• Claude Lopez, 2009, "A Panel Unit Root Test with Good Power in Small Samples," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 4, pages 295-313, DOI: 10.1080/07474930802458620.

2008

• John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006, "Econometrics: A Bird’s Eye View," CESifo Working Paper Series, CESifo, number 1870.
• Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2008, "Corrigendum to "Estimating Long Memory in Volatility"," Econometrica, Econometric Society, volume 76, issue 3, pages 661-662, May.
• Caner, Mehmet, 2008, "Nearly-singular design in GMM and generalized empirical likelihood estimators," Journal of Econometrics, Elsevier, volume 144, issue 2, pages 511-523, June.
• Ensar Yesilyurt, 2008, "Sectoral Transformation Ratios (ISIC Revise 2 and Revise 3)," Working Papers, Ege University, Department of Economics, number 0808, Dec.
• Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008, "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-15, Aug.
• J. Scott Armstrong & Kesten C. Green & Willie Soon, 2008, "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," Interfaces, INFORMS, volume 38, issue 5, pages 382-405, October, DOI: 10.1287/inte.1080.0383.
• Emmanuel Cleeve, 2008, "How effective are fiscal incentives to attract FDI to Sub-Saharan Africa?," Journal of Developing Areas, Tennessee State University, College of Business, volume 42, issue 1, pages 135-153, September.
• Christian Mueller & Eva M. Koeberl, 2008, "Business Cycle Measurement with Semantic Filtering: A Micro Data Approach," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-212, Nov, DOI: 10.3929/ethz-a-005717922.
• Souleymane COULIBALY, 2008, "Empirical Assessment of the Existence of Taxable Agglomeration Rents," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 08.01, Jan.
• Martina Bris & Ivan Kristek & Ivo Mijoc, 2008, "Selection of Optimal Portfolio by Use of Risk Diversification Method," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 4, pages 329-343, May.
• Dominika Crnjac Milic & Ljiljanka Kvesic, 2008, "Role of Random Numbers in Simulations of Economic Processes," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 4, pages 562-570, May.
• Poitras, Geoffrey & Heaney, John, 2008, "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper, University Library of Munich, Germany, number 114056, Mar.
• Dronkers, J & Avram, S, 2008, "Choice and Effectiveness of Private and Public Schools in six countries. A reanalysis of three PISA data sets," MPRA Paper, University Library of Munich, Germany, number 21578, revised 2009.
• Boudt, Kris & Peterson, Brian & Carl, Peter, 2008, "Hedge fund portfolio selection with modified expected shortfall," MPRA Paper, University Library of Munich, Germany, number 7126, Feb.
• Jones, Nikoleta & Malesios, Chrisovaladis & Iosifides, Theodoros & Sophoulis, Costas, 2008, "Social capital in Greece: Measurement and comparative perspectives," MPRA Paper, University Library of Munich, Germany, number 99299.
• Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers, University of Pretoria, Department of Economics, number 200827, Jul.
• Chang-Tai Hsieh & Peter J Klenow, 2008, "Misallocation and Manufacturing TFP in China and India," 2008 Meeting Papers, Society for Economic Dynamics, number 121.
• Alessandro Giustiniani & Kevin Ross, 2008, "Bank Competition and Efficiency in the FYR Macedonia," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 6, issue 2, pages 145-167.
• Nikias Sarafoglou & Jean Paelinck, 2008, "On diffusion of ideas in the academic world: the case of spatial econometrics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 2, pages 487-500, June, DOI: 10.1007/s00168-007-0162-2.
• Nicholas Longford, 2008, "Small-area estimation with spatial similarity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1105, Jul, revised Sep 2009.
• Geoffrey Poitras & John Heaney, 2008, ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-27, DOI: 10.1142/S2010495208500012.
• Roberto S Mariano & Yiu-Kuen Tse (ed.), 2008, "Econometric Forecasting and High-Frequency Data Analysis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6664, ISBN: ARRAY(0x5f31cec0), September.
• Kenneth F. Wallis, 2008, "Forecast Uncertainty, Its Representation And Evaluation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Lawrence R. Klein & Suleyman Ozmucur, 2008, "The University Of Pennsylvania Models For High-Frequency Macroeconomic Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Philip Hans Franses, 2008, "Forecasting Seasonal Time Series," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Christian Gourieroux, 2008, "Car And Affine Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
• Manfred Deistler, 2008, "Multivariate Time Series Analysis And Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".

2007

• Aleksandra Nojković, 2007, "Qualitative Response Models:A Survey Of Methodology And Illustrative Applications," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 52, issue 172, pages 55-92, January -.
• Nam, Sang-Ho, 2007, "An Analysis on the Characteristics of Recent Business Cycles (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 13, issue 2, pages 79-109, June.
• Jos� E. G�mez-Gonzalez & Nicholas M. Kiefer, 2007, "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia, Banco de la Republica, number 3961, Jul.
• Jos� E. G�mez Gonz�lez & Nicholas M. Kiefer, 2007, "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia, Banco de la Republica, number 4016, Jul.
• Jose Eduardo G�mez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio, 2007, "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia, Banco de la Republica, number 4395, Dec.
• KAMGNIA, Dia B., 2007, "Compensating The Poor Out Of Traditional Healing In Cameroon: A Nested Logit Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 163-170.
• Omgba Luc Désiré, 2007, "Oil rents and the tenure of the leaders in Africa," Economics Bulletin, AccessEcon, volume 3, issue 42, pages 1-12.
• Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007, "How much has labour taxation contributed to European structural unemployment?," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1359-1375, April.
• Eckstein, Zvi & van den Berg, Gerard J., 2007, "Empirical labor search: A survey," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 531-564, February.
• Caner, Mehmet, 2007, "Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 28-67, March.
• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007, "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 641-673, April.
• Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007, "Asymptotics for duration-driven long range dependent processes," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 913-949, December.
• Ensar Yesilyurt, 2007, "Imalat Sanayi, Madencilik ve Tasocakçiligi ve Enerji Gaz ve Su Sektörlerine Ait ISIC Revize 2-Revize 3 Veri Siniflandirma Sistemlerine Iliskin dönüsüm oranlarinin Hesaplanmasi," Working Papers, Ege University, Department of Economics, number 0706, Jun.
• Paul A. David, 2007, "Path Dependence, its Critics, and the Quest for ‘Historical Economics’," Chapters, Edward Elgar Publishing, chapter 7, in: Geoffrey M. Hodgson, "The Evolution of Economic Institutions".
• Brigitte GAY (LEREPS-GRES), 2007, "How can innovation economics benefit from complex network analysis?," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2007-12.
• Alberto Herrou Aragón, 2007, "Factor productivity in the Argentinean agriculture," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 45, issue 1, pages 7-29, Junio, DOI: 10.55444/2451.7321.2007.v45.n1.3834.
• Yongmiao Hong & Yoon-Jin Lee, 2007, "Detecting Misspecifications in Autoregressive Conditional Duration Models," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-019, Sep.
• Stefano Fachin, 2007, "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 401-428, DOI: 10.1002/jae.907.
• Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro, 2007, "Nonparametric estimation of concave production technologies by entropic methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 795-816, DOI: 10.1002/jae.918.
• Christian Mueller & Eva M. Koeberl, 2007, "The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-170, Jun, DOI: 10.3929/ethz-a-010805525.
• Almut Elisabeth Dorothea Veraart, 2007, "Feasible inference for realised variance in the presence of jumps," Economics Series Working Papers, University of Oxford, Department of Economics, number 2007-FE-02, Feb.
• Kroës, Romain, 2007, "Quelques bénéfices heuristiques d’une redéfinition du profit
  [Some heuristic advantages from redefining of profit]," MPRA Paper, University Library of Munich, Germany, number 11725, Jan.
• Bhati, Avinash, 2007, "Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism," MPRA Paper, University Library of Munich, Germany, number 11850.
• Chang, Tai Hsieh & Peter, J- Klenow, 2007, "Misallocation and manufacturing TFP in China and India," MPRA Paper, University Library of Munich, Germany, number 35084, Jun, revised 15 Jun 2007.
• Armstrong, J. Scott & Green, Kesten C. & Soon, Willie, 2007, "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," MPRA Paper, University Library of Munich, Germany, number 6317, Dec.
• Gencay, Ramazan & Fan, Yanqin, 2007, "Unit Root Tests with Wavelets," MPRA Paper, University Library of Munich, Germany, number 9832, Feb.
• Richard T. Baillie & Young-Wook Han & Robert J. Myers & Jeongseok Song, 2007, "Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 594, Apr.
• Iancu, Aurel, 2007, "Economic Convergence. Applications - Second Part -," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 24-48, December.
• Piermassimo Pavese, 2007, "Hedonic Housing Price Indices: The Turinese Experience," Rivista di Politica Economica, SIPI Spa, volume 97, issue 6, pages 113-148, November-.
• Muhammad Amin Khan Lodhi, 2007, "Evaluating Core Inflation Measures in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 18, Jun.
• Almut Elisabeth Dorothea Veraart, 2007, "Feasible inference for realised variance in the presence of jumps," OFRC Working Papers Series, Oxford Financial Research Centre, number 2007fe02.
• Simon D. Woodcock & Gary Benedetto, 2007, "Distribution-Preserving Statistical Disclosure Limitation," Discussion Papers, Department of Economics, Simon Fraser University, number dp07-15, Sep.
• David Giles, 2007, "Increasing returns to information in the US popular music industry," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 5, pages 327-331, DOI: 10.1080/13504850500461407.
• B. Bhaskara Rao, 2007, "Estimating short and long-run relationships: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, volume 39, issue 13, pages 1613-1625, DOI: 10.1080/00036840600690256.
• Nikias Sarafoglou & Jean H.P. Paelinck, 2007, "On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics," Department of Economics University of Siena, Department of Economics, University of Siena, number 514, Sep.
• Pamela Kaval, 2007, "Understanding Stakeholder Values Using Cluster Analysis," Working Papers in Economics, University of Waikato, number 07/16, Aug.

2006

• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006, "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 823-829, June.
• Pitarakis Jean-Yves, 2006, "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1256.
• Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006, "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0655, Nov.
• Simon D. Woodcock & Gary Benedetto, 2006, "Distribution Preserving Statistical Disclosure Limitation," Longitudinal Employer-Household Dynamics Technical Papers, Center for Economic Studies, U.S. Census Bureau, number 2006-04, Sep.
• Kamgnia, D.B., 2006, "Compensating the Poor out of Traditional Healing in Cameroon: A Nested Logit Analysis," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 3, issue 2, pages 55-66.
• Haibin Wu, 2006, "Wavelet Estimation of Time Series Regression with Long Memory Processes," Economics Bulletin, AccessEcon, volume 3, issue 33, pages 1-10.
• Tsoukalas, John D., 2006, "Financing constraints and firm inventory investment: A reexamination," Economics Letters, Elsevier, volume 90, issue 2, pages 266-271, February.
• Deo, Rohit & Hurvich, Clifford & Lu, Yi, 2006, "Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 29-58.
• Bai, Jushan & Ng, Serena, 2006, "Evaluating latent and observed factors in macroeconomics and finance," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 507-537.
• Krauth, Brian V., 2006, "Simulation-based estimation of peer effects," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 243-271, July.
• Olivier Gergaud & Vincenzo Verardi, 2006, "Untalented but Successful," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00112423, Feb.
• Olivier Gergaud & Vincenzo Verardi, 2006, "Untalented but Successful," Post-Print, HAL, number halshs-00112423, Feb.
• Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006, "Econometrics: A Bird's Eye View," IZA Discussion Papers, IZA Network @ LISER, number 2458, Nov.
• Stefan Wachter & Sebastian Galiani, 2006, "Optimal income support targeting," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 13, issue 6, pages 661-684, November, DOI: 10.1007/s10797-006-6552-z.
• Olivier Gergaud & Vincenzo Verardi, 2006, "Untalented but successful," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06017, Feb.
• Mehmet Caner, 2006, "Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics," Working Paper, Department of Economics, University of Pittsburgh, number 212, Jan, revised Jan 2006.
• Woodcock, Simon & Benedetto, Gary, 2006, "Distribution-Preserving Statistical Disclosure Limitation," MPRA Paper, University Library of Munich, Germany, number 155, Sep.
• Pandey, Krishan & Tikkiwal, G.C., 2006, "Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme," MPRA Paper, University Library of Munich, Germany, number 22783.
• Evan Kraft & Richard Hofler & James Payne, 2006, "Privatization, foreign bank entry and bank efficiency in Croatia: a Fourier-flexible function stochastic cost frontier analysis," Applied Economics, Taylor & Francis Journals, volume 38, issue 17, pages 2075-2088, DOI: 10.1080/00036840500427361.
• Gabriela Schmidt & Paulina Campión, 2006, "Medición de la eficiencia técnica mediante el método de la frontera estocástica: El caso del sector manufacturero italiano," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 23, issue 46, pages 93-126, january-j.
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Cooperative Extensions of the Bayesian Game," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5845, ISBN: ARRAY(0x60e2de80), September.
• William T Ziemba & Raymond G Vickson (ed.), 2006, "Stochastic Optimization Models in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6101, ISBN: ARRAY(0x60b69130), September.
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Expected Utility Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Convexity And The Kuhn-Tucker Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Dynamic Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Stochastic Dominance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Measures Of Risk Aversion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Separation Theorems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mean-Variance And Safety-First Approaches And Their Extensions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Existence And Diversification Of Optimal Portfolio Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Effects Of Taxes On Risk Taking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models That Have A Single Decision Point," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Risk Aversion Over Time Implies Static Risk Aversion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".