Research classified by Journal of Economic Literature (JEL) codes

---

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

2006

• 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".
• William T. Ziemba & Raymond G. Vickson, 2006, "Myopic Portfolio Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, 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 23, 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 24, 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 25, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Two-Period Consumption Models And Portfolio Revision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models Of Optimal Capital Accumulation And Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models Of Option Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "The Capital Growth Criterion And Continuous-Time Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, 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 30, 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 31, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Cooperative Extension of the Bayesian Game," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Measurability as Feasibility of Individual Actions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Bayesian Incentive Compatibility as Feasibility of Execution of Contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Descriptive Solution Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Normative Solution Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Comparisons of Several Core Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Existence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Approaches to Information Revelation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Existence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Large Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Core Convergence/Equivalence Theorems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Self-Selection in Anonymous Environments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Cooperative Extensions Of The Bayesian Game".
• Ksenija Dumičić & Nataša Kurnoga Živadinović & Anita Pavković & Marko Slipčević, 2006, "Primjena odabranih statističkih metoda u ispitivanju karakteristika korištenja bankovnih usluga financijskog savjetovanja od strane poduzeća u Hrvatskoj," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 0604, Nov.
• Ksenija Dumičić & Mirjana Čižmešija & Anita Pavković & Ana Andabaka, 2006, "Istraživanje primjene metoda upravljanja financijskim rizicima u hrvatskim poduzećima - anketa na uzorku poduzeća," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 0608, Nov.

2005

• Christin Schäfer & Jörg-Peter Schräpler & Klaus-Robert Müller & Gert G. Wagner, 2005, "Automatic Identification of Faked and Fraudulent Interviews in the German SOEP," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 125, issue 1, pages 183-193.
• José T. A. S. Ferreira & Mark F. J. Steel, 2005, "Modelling directional dispersion through hyperspherical log‐splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 67, issue 4, pages 599-616, September, DOI: 10.1111/j.1467-9868.2005.00518.x.
• Stephen Leybourne & Tae‐Hwan Kim & Paul Newbold, 2005, "Examination of Some More Powerful Modifications of the Dickey–Fuller Test," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 3, pages 355-369, May, DOI: 10.1111/j.1467-9892.2004.00406.x.
• A. Vičánková & J. Kutík, 2005, "Chloroplast ultrastructural development in vascular bundle sheath cells of two different maize (Zea mays L.) genotypes," Plant, Soil and Environment, Czech Academy of Agricultural Sciences, volume 51, issue 11, pages 491-495, DOI: 10.17221/3622-PSE.
• Florence Kondylis, 2005, "Agricultural Returns and Conflict: Quasi-Experimental Evidence from a Policy Intervention Programme in Rwanda," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0709, Dec.
• Claude Lopez, 2005, "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2005-01, revised 2007.
• Francisco J. Delgado, 2005, "Measuring efficiency with neural networks. An application to the public sector," Economics Bulletin, AccessEcon, volume 3, issue 15, pages 1-10.
• Lawrence Dacuycuy, 2005, "On distribution approximation: a simple comparative study on procedural variations of the Zheng test," Economics Bulletin, AccessEcon, volume 3, issue 11, pages 1-10.
• Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2005, "Estimating Long Memory in Volatility," Econometrica, Econometric Society, volume 73, issue 4, pages 1283-1328, July.
• Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2005_03, Mar.
• Feng Dai & Ling Liang, 2005, "The Advance in Partial Distribution: A New Mathematical Tool for Economic Management," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2005_04, Apr.
• Kondylis, Florence, 2005, "Agricultural returns and conflict: quasi-experimental evidence from a policy intervention programme in Rwanda," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19878, Dec.
• John C. Ham & Xianghong Li & Patricia Reagan, 2005, "Propensity score matching, a distance-based measure of migration, and the wage growth of young men," Staff Reports, Federal Reserve Bank of New York, number 212.
• Georges Dionne & Florence Giuliano & Pierre Picard, 2005, "Optimal Auditing with Scoring Theory and Application to Insurance Fraud," Working Papers, HAL, number hal-00243026.
• Sangho Choo & Patricia Mokhtarian & Ilan Salomon, 2005, "Does telecommuting reduce vehicle-miles traveled? An aggregate time series analysis for the U.S," Transportation, Springer, volume 32, issue 1, pages 37-64, January, DOI: 10.1007/s11116-004-3046-7.
• Bruce N. Lehmann, 2005, "The Role of Beliefs in Inference for Rational Expectations Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 11758, Nov.
• Del Brio, Esther & Gómez, Gerardo, 2005, "Insider trading en la banca española," Working Papers "New Trends on Business Administration". Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas"., Interuniversity Research Master and Doctorate Program (with a quality mention of ANECA) on "Business Economics", Universities of Valladolid, Burgos, Salamanca and León (Spain). Until 2008, Interuniversity Doctorate Program (with a quality mention of ANECA) “New trends in Business Administration”, Universities of Valladolid, Burgos, and Salamanca (Spain). Master en Investigación y Programa de Docto, number 2005-13, Dec.
• Mehmet Caner, 2005, "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Paper, Department of Economics, University of Pittsburgh, number 211, Jan, revised Jan 2005.
• Vorobyev, Oleg Yu., 2005, "Eventology of random-fuzzy events," MPRA Paper, University Library of Munich, Germany, number 15870, Feb.
• Artur C. B. da Silva Lopes & Antonio Montanes, 2005, "The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 1, pages 83-108, DOI: 10.1081/ECR-200049141.
• Jayanthakumaran, Kankesu & Sanidas, Elias, 2005, "The Impact of Unilateral and Regional Trade Liberalisation on the Intra-ASEAN 5 Founding Nations' Exports and Export-GDP Nexus," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-14.
• David E. Giles, 2005, "Increasing Returns to Information in the U.S. Popular Music Industry," Econometrics Working Papers, Department of Economics, University of Victoria, number 0510, Jul.
• Rohit Deo & Clifford Hurvich & Yi Lu, 2005, "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics, University Library of Munich, Germany, number 0501002, Jan.
• Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005, "Tracing the Source of Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0501005, Jan.
• Willa Chen & Rohit Deo, 2005, "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics, University Library of Munich, Germany, number 0501006, Jan.
• Dubois, 2005, "Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View," Econometrics, University Library of Munich, Germany, number 0501014, Jan.
• Eric Hillebrand, 2005, "Overlaying Time Scales in Financial Volatility Data," Econometrics, University Library of Munich, Germany, number 0501015, Jan.
• Bragoudakis Zacharias, 2005, "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics, University Library of Munich, Germany, number 0502007, Feb.
• Dmitry, 2005, "Grinkevych's Model of forecasting," Econometrics, University Library of Munich, Germany, number 0502009, Feb.
• Costas Milas & Phil Rothman, 2005, "Multivariate STAR Unemployment Rate Forecasts," Econometrics, University Library of Munich, Germany, number 0502010, Feb.
• Edoardo Otranto, 2005, "Extraction of Common Signal from Series with Different Frequency," Econometrics, University Library of Munich, Germany, number 0502011, Feb.
• Cornelis A. Los, 2005, "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics, University Library of Munich, Germany, number 0502013, Feb.
• adela parra romero & viviana vargas franco & carlos castellar palma, 2005, "Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua," Econometrics, University Library of Munich, Germany, number 0502014, Feb.
• Mukti Diah Riani & Stuart Wattam, 2005, "A link between measures of Gross National Product, and measures of corruption," Econometrics, University Library of Munich, Germany, number 0502015, Feb.
• feng dai, 2005, "Boating Against the Current: Cases, Concepts, Models and Development Power," Econometrics, University Library of Munich, Germany, number 0503003, Mar.
• Matteo M. Pelagatti & Stefania Rondena, 2005, "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics, University Library of Munich, Germany, number 0503007, Mar.
• Matteo M. Pelagatti, 2005, "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics, University Library of Munich, Germany, number 0503008, Mar.
• Giovanis Elephtherios, 2005, "Econometric Analysis for the rural sector in Greek economy," Econometrics, University Library of Munich, Germany, number 0503009, Mar.
• Giovanis Elephtherios, 2005, "Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens," Econometrics, University Library of Munich, Germany, number 0503010, Mar.
• Giovanis Elephtherios, 2005, "The hunting in the Province of Elassona," Econometrics, University Library of Munich, Germany, number 0503011, Mar.
• Giovanis Elephtherios, 2005, "The Inflation In European Union," Econometrics, University Library of Munich, Germany, number 0503012, Mar.
• Amjad D. Al-Nasser, 2005, "Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach," Econometrics, University Library of Munich, Germany, number 0503013, Mar.
• Ozgen Sayginsoy, 2005, "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Econometrics, University Library of Munich, Germany, number 0503014, Mar, revised 11 Mar 2005.
• Jonathan B. Hill, 2005, "Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited," Econometrics, University Library of Munich, Germany, number 0503016, Mar, revised 23 Mar 2005.
• John Tsoukalas, 2005, "Financing Constraints and Firm Inventory Investment: A Reexamination," Econometrics, University Library of Munich, Germany, number 0503019, Mar.
• Ching-Kang Ing, 2005, "Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series," Econometrics, University Library of Munich, Germany, number 0503020, Mar.
• David Chappell & Theodore Panagiotidis, 2005, "Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange," Econometrics, University Library of Munich, Germany, number 0504005, Apr.
• Teck-Hua Ho & Juanjuan Zhang, 2005, "Does Format of Pricing Contract Matter?," Econometrics, University Library of Munich, Germany, number 0504008, Apr.
• Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon, 2005, "Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S," Econometrics, University Library of Munich, Germany, number 0505001, May.
• Jonathan B. Hill, 2005, "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics, University Library of Munich, Germany, number 0505005, May, revised 24 Mar 2006.
• Honggao Cao & Daniel H. Hill, 2005, "Active versus Passive Sample Attrition: The Health and Retirement Study," Econometrics, University Library of Munich, Germany, number 0505006, May.
• Evens SALIES, 2005, "The effect on retail charges of mergers in the GB electricity market," Econometrics, University Library of Munich, Germany, number 0506001, Jun.
• Yixiao Sun, 2005, "Adaptive Estimation of the Regression Discontinuity Model," Econometrics, University Library of Munich, Germany, number 0506003, Jun.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2005, "Another Look At What To Do With Time-Series Cross-Section Data," Econometrics, University Library of Munich, Germany, number 0506004, Jun.
• Gino Santarossa & Marie-Ève Brouard, 2005, "Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000," Econometrics, University Library of Munich, Germany, number 0506005, Jun.
• ZhaoYuan Wang, 2005, "Inspiration About The Economy," Econometrics, University Library of Munich, Germany, number 0506006, Jun.
• zaharey, 2005, "Structural change in Export and economics growth: Analysis for spain (1980-2001)," Econometrics, University Library of Munich, Germany, number 0506007, Jun.
• Supreena Narayanan, 2005, "Liberalisation and it’s effect on inequality in developing countries-A case study on India," Econometrics, University Library of Munich, Germany, number 0506008, Jun.
• Mehmet Dalkir, 2005, "A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra," Econometrics, University Library of Munich, Germany, number 0507001, Jul, revised 07 Jul 2005.
• Stefano Fachin, 2005, "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics, University Library of Munich, Germany, number 0507002, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "A look at the Bonferroni inequality measure in a reliability framework," Econometrics, University Library of Munich, Germany, number 0507004, Jul.
• Giovanni Maria Giorgi & Andrea Pallini, 2005, "About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data," Econometrics, University Library of Munich, Germany, number 0507005, Jul.
• Pier Luigi Conti & Giovanni Maria Giorgi, 2005, "Distribution-free estimation of the Gini inequality index: the kernel method approach," Econometrics, University Library of Munich, Germany, number 0507006, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Econometrics, University Library of Munich, Germany, number 0507007, Jul.
• Giovanni Maria Giorgi & Riccardo Mondani, 2005, "Sampling distribution of the Bonferroni inequality index from exponential population," Econometrics, University Library of Munich, Germany, number 0507008, Jul.
• Giovanni Maria Giorgi, 2005, "Encounter with the Italian Statistical School: A conversation with Carlo Benedetti," Econometrics, University Library of Munich, Germany, number 0507009, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "A proposal of poverty measures based on the Bonferroni inequality index," Econometrics, University Library of Munich, Germany, number 0507010, Jul.
• Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli, 2005, "Regional Empirics for Economic Disparities in Italy: 1951-2001," Econometrics, University Library of Munich, Germany, number 0507011, Jul.
• Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics, University Library of Munich, Germany, number 0507012, Jul.
• Philip Kostov & John Lingard, 2005, "Seasonally specific model analysis of UK cereals prices," Econometrics, University Library of Munich, Germany, number 0507014, Jul.
• Feng Dai & Lin Liang, 2005, "The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management," Econometrics, University Library of Munich, Germany, number 0508001, Aug.
• Isabel Proenca, 2005, "A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian," Econometrics, University Library of Munich, Germany, number 0508006, Aug.
• Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005, "A Bootstrap Test for Single Index Models," Econometrics, University Library of Munich, Germany, number 0508007, Aug.
• Ching-Kang Ing & Ching-Zong Wei, 2005, "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics, University Library of Munich, Germany, number 0508009, Aug.
• Chen Pu & Hsiao Chihying, 2005, "Subsampling Cointegration Ranks in Large Systems," Econometrics, University Library of Munich, Germany, number 0508010, Aug.
• Bhaskara Rao, 2005, "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics, University Library of Munich, Germany, number 0508013, Aug.
• Rana Bose, 2005, "Total Factor Productivity Growth in Finland 1960 − 1999," Econometrics, University Library of Munich, Germany, number 0508014, Aug.
• Miguel Rodrigues, 2005, "Regression with R," Econometrics, University Library of Munich, Germany, number 0508016, Aug.
• Melitón Ramirez Mattos, 2005, "Econometric Model for Cement demand and supply in Bolivia," Econometrics, University Library of Munich, Germany, number 0508019, Aug.
• Giovanni Maria Giorgi, 2005, "A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians," Econometrics, University Library of Munich, Germany, number 0509007, Sep.
• Giovanni Maria Giorgi, 2005, "About a 'new' inequality index," Econometrics, University Library of Munich, Germany, number 0509008, Sep.
• Ahmed Shamiri & Abu Hassan, 2005, "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics, University Library of Munich, Germany, number 0509015, Sep.
• Mehmet Caner, 2005, "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics, University Library of Munich, Germany, number 0509016, Sep.
• Mehmet Caner, 2005, "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics, University Library of Munich, Germany, number 0509017, Sep.
• Mehmet Caner, 2005, "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics, University Library of Munich, Germany, number 0509018, Sep.
• Mehmet Caner, 2005, "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics, University Library of Munich, Germany, number 0509019, Sep.
• Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics, University Library of Munich, Germany, number 0510001, Oct.
• Juan M.C. Larrosa, 2005, "Compositional Time Series: Past and Present," Econometrics, University Library of Munich, Germany, number 0510002, Oct.
• Ravi, 2005, "Open Source Software Development Projects: Determinants of Project Popularity," Econometrics, University Library of Munich, Germany, number 0510003, Oct.
• Ekrem Kilic, 2005, "A Nonparametric Way of Distribution Testing," Econometrics, University Library of Munich, Germany, number 0510006, Oct.
• Ekrem Kilic, 2005, "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics, University Library of Munich, Germany, number 0510007, Oct.
• Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi, 2005, "Economic Growth as a Nonlinear and Discontinuous Process," Econometrics, University Library of Munich, Germany, number 0510008, Oct.
• José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005, "Directional Log-spline Distributions," Econometrics, University Library of Munich, Germany, number 0511001, Nov.
• Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz, 2005, "Simulation des Einflusses der Planung auf die sowjetische Wirtschaft," Econometrics, University Library of Munich, Germany, number 0511002, Nov.
• Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke, 2005, "Production Functions Estimates for Soviet Industry and Some Implications," Econometrics, University Library of Munich, Germany, number 0511003, Nov.
• Giovanni Maria Giorgi, 2005, "Bibliographic portrait of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511004, Nov.
• Giovanni Maria Giorgi, 2005, "A fresh look at the topical interest of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511005, Nov.
• J.M.C. Santos Silva, 2005, "A Note On Influence Assessment In Score Tests," Econometrics, University Library of Munich, Germany, number 0511008, Nov, revised 12 Nov 2005.
• Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005, "Propagation of Memory Parameter from Durations to Counts," Econometrics, University Library of Munich, Germany, number 0511010, Nov.
• Eleftherios Giovanis, 2005, "‘‘Moving Median’’ A New Method Of Forecasting," Econometrics, University Library of Munich, Germany, number 0511013, Nov.
• Guanghua Wan & Ming Lu & Zhao Chen, 2005, "Globalization and Regional Income Inequality--Evidence from within China," Econometrics, University Library of Munich, Germany, number 0511014, Nov.
• Peter Ilmolelian, 2005, "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics, University Library of Munich, Germany, number 0511016, Nov.
• Mogens Fosgerau & Michel Bierlaire, 2005, "A practical test for the choice of mixing distribution in a discrete choice model," Econometrics, University Library of Munich, Germany, number 0512002, Dec.
• Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro, 2005, "Nonparametric estimation of concave production technologies by entropic methods," Econometrics, University Library of Munich, Germany, number 0512003, Dec.
• Guido Travaglini, 2005, "Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis," Econometrics, University Library of Munich, Germany, number 0512006, Dec.
• Mehmet Caner, 2005, "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics, University Library of Munich, Germany, number 0512009, Dec.
• Vik Singh, 2005, "Estimating a third-order translog demand system using Canadian micro-data," Econometrics, University Library of Munich, Germany, number 0512011, Dec.
• Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi, 2005, "How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria," Econometrics, University Library of Munich, Germany, number 0512012, Dec.
• Arns, Jürgen & Bhattacharya, Kaushik, 2005, "Modelling Aggregate Consumption Growth with Time-Varying Parameters," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 15/2005.

2004

• Jane M. Binner & Alicia M. Gazely & Shu‐Heng Chen & Bin‐Tzong Chie, 2004, "Financial Innovation and Divisia Money in Taiwan: Comparative Evidence from Neural Network and Vector Error‐Correction Forecasting Models," Contemporary Economic Policy, Western Economic Association International, volume 22, issue 2, pages 213-224, April, DOI: 10.1093/cep/byh015.
• Robert Dixon & G.C. Lim, 2004, "Underlying Inflation in Australia: Are the Existing Measures Satisfactory?," The Economic Record, The Economic Society of Australia, volume 80, issue 251, pages 373-386, December, DOI: 10.1111/j.1475-4932.2004.00195.x.
• Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold, 2004, "Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 755-764, September, DOI: 10.1111/j.1467-9892.2004.02000.x.
• David Bradford & Rebecca Schlieckert & Stephen H. Shore, 2000, "The Environmental Kuznets Curve: Exploring a Fresh Specification," CESifo Working Paper Series, CESifo, number 367.
• Emmanuel Guerre, 2004, "Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series," Working Papers, Center for Research in Economics and Statistics, number 2004-22.
• Amihud, Yakov & Hurvich, Clifford M., 2004, "Predictive Regressions: A Reduced-Bias Estimation Method," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 4, pages 813-841, December.
• Weber, Andrea Maria, 2004, "Wann kehren junge Mütter auf den Arbeitsmarkt zurück? : eine Verweildaueranalyse für Deutschland," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 22617.
• Christin Schäfer & Jörg-Peter Schräpler & Klaus-Robert Müller & Gert G. Wagner, 2004, "Automatic Identification of Faked and Fraudulent Interviews in Surveys by Two Different Methods," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 441.
• Steven Cook, 2004, "On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition," Economics Bulletin, AccessEcon, volume 3, issue 11, pages 1-9.
• Paulo M. M. Rodrigues & Andrew Tremayne, 2004, "F versus t tests for unit roots: a comment," Economics Bulletin, AccessEcon, volume 3, issue 12, pages 1-7.
• Steven Cook, 2004, "Detecting changes in persistence in linear time series," Economics Bulletin, AccessEcon, volume 3, issue 24, pages 1-11.
• Mehmet Dalkir, 2004, "A new approach to causality in the frequency domain," Economics Bulletin, AccessEcon, volume 3, issue 44, pages 1-14.
• Gholamreza Hajargasht, 2004, "Some New Semiparametric Panel Stochastic Frontier Models," Econometric Society 2004 Australasian Meetings, Econometric Society, number 127, Aug.
• Yoon-Jin Lee & Yongmiao Hong, 2004, "Specification Testing for Multivariate Time Series Volatility Models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 696, Aug.
• Konstantin Tyurin, 2004, "High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 579, Aug.
• Feng Zhao & Robert Jarrow & Haitao Li, 2004, "Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 431, Aug.
• Jean-Yves Pitarakis, 2004, "Least squares estimation and tests of breaks in mean and variance under misspecification," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 32-54, June.
• Andrew Gelman & Iain Pardoe, 2004, "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_04, Apr.
• Andrew Gelman, 2004, "Prior distributions for variance parameters in hierarchical models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_06, Jun.
• Ian Crawford & Isabella Image, 2004, "The Retail Price Index and the Cost-of-Living Index: testing for consistency in theory and practice," Fiscal Studies, Institute for Fiscal Studies, volume 25, issue 1, pages 79-91, March.
• Pierre Collin-Dufresne & Christopher S. Jones & Robert S. Goldstein, 2004, "Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 10756, Sep.
• Salies, Evens, 2004, "On the stability of recursive least squares in the Gauss-Markov model," MPRA Paper, University Library of Munich, Germany, number 52116, Sep, revised 10 Dec 2013.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2004, "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper, University Library of Munich, Germany, number 80487.
• John C. Ham & Xianghong Li & Patricia B. Reagan, 2004, "Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.13, Dec.
• Pedro Telhado Pereira & Pedro Silva Martins, 2004, "Returns to education and wage equations," Applied Economics, Taylor & Francis Journals, volume 36, issue 6, pages 525-531, DOI: 10.1080/0003684042000217571.
• Hans Hoogeveen & Bas van der Klaauw & Gijsbert van Lomwel, 2004, "On the Timing of Marriage, Cattle and Weather Shocks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-073/3, Jul.
• Guanghua Wan & Ming Lu & Zhao Chen, 2004, "Globalization and Regional Income Inequality: Evidence from within China," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2004-10.
• Jonathan B. Hill, 2004, "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics, University Library of Munich, Germany, number 0401004, Jan, revised 05 Jul 2004.
• Horst Entorf, 2004, "Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View," Econometrics, University Library of Munich, Germany, number 0401009, Jan.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403001, Mar.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "A Constructive Representation of Univariate Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403002, Mar.
• feng dai, 2004, "The Partial Distribution: Definition, Properties and Applications in Economy," Econometrics, University Library of Munich, Germany, number 0403008, Mar.
• Gioacchino Fazio & Olivier Hueber, 2004, "On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation," Econometrics, University Library of Munich, Germany, number 0403009, Mar.
• Andrew Gelman, 2004, "Prior distributions for variance parameters in hierarchical models," Econometrics, University Library of Munich, Germany, number 0404001, Apr.
• Andrew Gelman & Iain Pardoe, 2004, "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," Econometrics, University Library of Munich, Germany, number 0404002, Apr.
• Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics, University Library of Munich, Germany, number 0404005, Apr.
• Brian Krauth, 2004, "Simulation-based estimation of peer effects," Econometrics, University Library of Munich, Germany, number 0408002, Aug.
• Christophe Planas & Werner Roeger & Alessandro Rossi, 2004, "How much has labour taxation contributed to European structural unemployment?," Econometrics, University Library of Munich, Germany, number 0408005, Aug.
• Jushan Bai & Serena Ng, 2004, "Evaluating Latent and Observed Factors in Macroeconomics and Financ," Econometrics, University Library of Munich, Germany, number 0408007, Aug.
• Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov, 2004, "How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia," Econometrics, University Library of Munich, Germany, number 0408008, Aug.
• David Cattell & Paul Bowen & Ammar Kaka, 2004, "A model to distribute mark-up amongst quotation component item," Econometrics, University Library of Munich, Germany, number 0408009, Aug.
• Monzur Hossain & M. Ataharul Islam, 2004, "Testing The Significance Of Local Influence," Econometrics, University Library of Munich, Germany, number 0409003, Sep.
• Monzur Hossain & M. Ataharul Islam, 2004, "Application of Local Influence Diagnostics to the Linear Logistic Regression Models," Econometrics, University Library of Munich, Germany, number 0409004, Sep.
• Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004, "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics, University Library of Munich, Germany, number 0409005, Sep.
• J. T. A. S. Ferreira & M. F. J. Steel, 2004, "On Describing Multivariate Skewness: A Directional Approach," Econometrics, University Library of Munich, Germany, number 0409010, Sep.
• Jean-Yves Pitarakis, 2004, "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics, University Library of Munich, Germany, number 0409013, Sep.
• Philip Kostov & Ziping Wu & Seamus McErlean, 2004, "Do Chinese stock markets share common information arrival processes?," Econometrics, University Library of Munich, Germany, number 0410001, Oct.
• Diana Weinhold, 2004, "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics, University Library of Munich, Germany, number 0410003, Oct.
• Juan Miguel Villa, 2004, "Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este," Econometrics, University Library of Munich, Germany, number 0410005, Oct.
• J.T.A.S. Ferreira & M.F.J. Steel, 2004, "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics, University Library of Munich, Germany, number 0410006, Oct.
• Evens SALIES, 2004, "On the stability of recursive least squares in the Gauss-Markov model," Econometrics, University Library of Munich, Germany, number 0410007, Oct.
• Ignacio Díaz-Emparanza, 2004, "TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl," Econometrics, University Library of Munich, Germany, number 0410008, Oct.
• Ignacio Díaz-Emparanza, 2004, "SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device," Econometrics, University Library of Munich, Germany, number 0410009, Oct.