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Research classified by Journal of Economic Literature (JEL) codes

/ 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

This topic is covered by the following reading lists:
  1. Technology Assessment
  2. SOEP based publications

Most recent items first, undated at the end.
  • 2015 Volatility returns with vengeance: Financial markets vs. commodities
    by Aboura, Sofiane & Chevallier, Julien

  • 2015 Bad Behavior : Delinquency, Arrest and Early School Leaving
    by Ward, Shannon & Williams, J. & van Ours, Jan

  • 2015 Impact de productivité des infrastructures: Une application au Québec
    by Dorothée Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard

  • 2015 Functional generalized autoregressive conditional heteroskedasticity
    by Aue, Alexander & Horvath, Lajos & Pellatt, Daniel

  • 2015 Wave function in economics
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2015 Indonesia embraces the Data Science
    by Situngkir, Hokky

  • 2015 Decomposition of the European GDP based on Singular Spectrum Analysis
    by Leon, Costas

  • 2015 New Fractional Dickey and Fuller Test
    by Bensalma, Ahmed

  • 2015 Publication Bias in Measuring Anthropogenic Climate Change
    by Reckova, Dominika & Irsova, Zuzana

  • 2015 Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina
    by Mendez Parra, Maximiliano

  • 2015 Intervalling-effect bias and evidences for competition policy
    by Fotis, Panagiotis & Pekka, Victoria & Polemis, Michael

  • 2015 The Online Supplement to “International R&D Spillovers and other Unobserved Common Spillovers and Shocks”
    by Ruge-Leiva, Diego-Ivan

  • 2015 Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis
    by Hina, Hafsa & Qayyum, Abdul

  • 2015 On the decomposition of Generalized Additive Independence models
    by Michel Grabisch & Christophe Labreuche

  • 2015 Bad Behavior: Delinquency, Arrest and Early School Leaving
    by Ward, Shannon & Williams, Jenny & van Ours, Jan C.

  • 2015 Analyzing Nutritional Impacts of Price and Income Related Shocks in Malawi: Simulating Household Entitlements to Food
    by Kenneth Harttgen & Stephan Klasen & Ramona Rischke

  • 2015 Could they grow faster? An explorative and counterfactual exercise of the Firms’ Core during the Golden Age in Italy
    by Fabrizio Cipollini & Camilla Ferretti & Piero Ganugi & Renato Giannetti

  • 2015 Space-time (in)consistency in the national accounts: causes and cures
    by Nicholas Oulton

  • 2015 Bad Behavior: Delinquency, Arrest and Early School Leaving
    by van Ours, Jan C. & Ward, Shannon & Williams, Jenny

  • 2015 Labor Market Policies and Self-Employment Transitions of Older Workers
    by Dimitris Christelis & Raquel Fonseca Benito

  • 2015 Econometric Approach To The Demand Function
    by Dominika Crnjac Milic

  • 2015 Optimisation Of Operations Using A Transportation Model
    by Martina Bris Alic & Mirko Cobovic & Alen ALIC

  • 2015 Global Macroeconomic Performance: A Comparative Study Based on Composite Scores
    by Somnath Chattopadhyay & Suchismita Bose

  • 2015 Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables
    by Ming He & Kuan-Pin Lin

  • 2015 Forecasting Interest Rates Using Geostatistical Techniques
    by Giuseppe Arbia & Michele Di Marcantonio

  • 2015 Counterfactual Distributions in Bivariate Models—A Conditional Quantile Approach
    by Javier Alejo & Nicolás Badaracco

  • 2015 Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individuals’ Position Is Geo-Masked for Confidentiality
    by Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

  • 2015 Is Benford’s Law a Universal Behavioral Theory?
    by Sofia B. Villas-Boas & Qiuzi Fu & George Judge

  • 2015 A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models
    by Masamune Iwasawa

  • 2015 On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study
    by Antonio F. Galvao & Gabriel Montes-Rojas

  • 2015 A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index
    by Jose Olmo

  • 2015 Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
    by Stanislav Anatolyev & Stanislav Khrapov

  • 2015 A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts
    by Hossein Hassani & Emmanuel Sirimal Silva

  • 2015 A Spectral Model of Turnover Reduction
    by Zura Kakushadze

  • 2015 A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise
    by Yang Zu

  • 2015 New Graphical Methods and Test Statistics for Testing Composite Normality
    by Marc S. Paolella

  • 2015 Efficient Estimation in Heteroscedastic Varying Coefficient Models
    by Chuanhua Wei & Lijie Wan

  • 2015 Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects
    by Guangjie Li

  • 2015 A New Approach to Model Verification, Falsification and Selection
    by Andrew J. Buck & George M. Lady

  • 2015 Bayesian Approach to Disentangling Technical and Environmental Productivity
    by Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas

  • 2015 Strategic Interaction Model with Censored Strategies
    by Nazgul Jenish

  • 2015 Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
    by Shew Fan Liu & Zhenlin Yang

  • 2015 A Jackknife Correction to a Test for Cointegration Rank
    by Marcus J. Chambers

  • 2015 The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms
    by Ghassen El Montasser

  • 2015 The SAR Model for Very Large Datasets: A Reduced Rank Approach
    by Sandy Burden & Noel Cressie & David G. Steel

  • 2015 Selection Criteria in Regime Switching Conditional Volatility Models
    by Thomas Chuffart

  • 2015 Nonparametric Regression Estimation for Multivariate Null Recurrent Processes
    by Biqing Cai & Dag Tjøstheim

  • 2015 Detecting Location Shifts during Model Selection by Step-Indicator Saturation
    by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

  • 2015 A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models
    by Umberto Triacca

  • 2015 Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States
    by Hassan Mohammadi & Yuting Tan

  • 2015 Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data
    by Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

  • 2015 Information Recovery in a Dynamic Statistical Markov Model
    by Douglas J. Miller & George Judge

  • 2015 Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems
    by George Judge

  • 2015 Finding Starting-Values for the Estimation of Vector STAR Models
    by Frauke Schleer

  • 2015 On the Interpretation of Instrumental Variables in the Presence of Specification Errors
    by P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

  • 2015 Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity
    by Isao Ishida & Virmantas Kvedaras

  • 2015 A Joint Chow Test for Structural Instability
    by Bent Nielsen & Andrew Whitby

  • 2015 Two-Step Lasso Estimation of the Spatial Weights Matrix
    by Achim Ahrens & Arnab Bhattacharjee

  • 2015 Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term
    by Osman DoÄŸan

  • 2015 Acknowledgement to Reviewers of Econometrics in 2014
    by Econometrics Editorial Office

  • 2015 Volatility returns with vengeance: Financial markets vs. commodities
    by Aboura, Sofiane & Chevallier, Julien

  • 2015 War and local collective action in Sierra Leone: A comment on the use of coefficient stability approaches
    by González, Felipe & Miguel, Edward

  • 2015 Risk-return characteristics of Islamic equity indices: Multi-timescales analysis
    by Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi

  • 2015 How do banks perform under Basel III? Tracing lending rates and loan quantity
    by Gavalas, Dimitris

  • 2015 Growing stars: A laboratory analysis of network formation
    by Rong, Rong & Houser, Daniel

  • 2015 Breaks, trends, and unit roots in spot prices for crude oil and petroleum products
    by Sun, Jingwei & Shi, Wendong

  • 2015 Modeling and testing smooth structural changes with endogenous regressors
    by Chen, Bin

  • 2015 Technical, Economical and Environmental Assessments of the Solar Photovoltaic Technology in Southeast Sulawesi, a Developing Province in Eastern Indonesia
    by Aditya Rachman & Usman Rianse & Mustarum Musaruddin & Kurniati Ornam

  • 2015 Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks
    by Katsuhiro Sugita

  • 2015 Too much public expenditures, less economic growt
    by Itchoko motande Mondjeli mwa ndjokou

  • 2015 Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?
    by Franck Martin & Mai lan Nguyen

  • 2015 Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity
    by Kazumitsu Nawata

  • 2015 Partial efficient estimation of SUR models
    by Hailong Qian & Heather L. Bednarek

  • 2015 Is there a causal relationship between unemployment and informal economy in Tunisia: evidence from linear and non-linear Granger causality
    by Sami Saafi & Meriem Haj mohamed & Abdeljelil Farhat

  • 2015 Data Mining as Support to Knowledge Management in Marketing
    by Marijana Zekić-Sušac & Adela Has

  • 2015 The Entrepreneur`s Role in the Performance Growth of the Financial Audit Activity in Romania
    by Cristina Raluca Popescu & Veronica Adriana Popescu & Gheorghe N. Popescu

  • 2014 Cross-Market Spillovers with 'Volatility Surprise'
    by Aboura, Sofiane & Chevallier, Julien

  • 2014 When the U.S. Stock Market Becomes Extreme?
    by Aboura, Sofiane

  • 2014 Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations
    by Tae-Hwy Lee & Zhou Xi & Ru Zhang

  • 2014 The convenient calculation of some test statistics in models of discrete choice
    by Darryl Holden & Roger Perman

  • 2014 Semiiparametric Selection Models with Binary Outcomes
    by Roger Klein & Chan Shen & Francis Vella

  • 2014 Historical trade integration: Globalization and the distance puzzle in the long 20th century
    by Samuel Standaert & Stijn Ronsse & Benjamin Vandermarliere

  • 2014 Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios
    by Genest, benoit & Fares, Ziad

  • 2014 Inflation and Inflation Uncertainty in Turkey
    by dogru, bulent

  • 2014 Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework
    by Sinha, Pankaj & Sharma, Sakshi

  • 2014 Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan
    by Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

  • 2014 Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction
    by Bayram, Deniz & Dayé, Modeste

  • 2014 Tests for High Dimensional Generalized Linear Models
    by Chen, Song Xi & Guo, Bin

  • 2014 How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?
    by Bouoiyour, Jamal & Selmi, Refk

  • 2014 An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth
    by Zareen, Shumaila & Qayyum, Abdul

  • 2014 Properties of time averages in a risk management simulation
    by Bell, Peter Newton

  • 2014 Analyzing and Forecasting Movements of the Philippine Economy using the Dynamic Factor Models (DFM)
    by Mapa, Dennis S. & Simbulan, Maria Christina

  • 2014 The laffer curve and the debt-growth link in low-income Sub-Saharan African economies
    by Megersa, kelbesa

  • 2014 Golden Rule of Forecasting: Be conservative
    by Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

  • 2014 Applications of Information Measures to Assess Convergence in the Central Limit Theorem
    by Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar

  • 2014 A Journey Home: What Drives How Long People Are Homeless?
    by Cobb-Clark, Deborah A. & Herault, Nicolas & Scutella, Rosanna & Tseng, Yi-Ping

  • 2014 An empirical analysis of energy demand in Tunisia
    by Besma Talbi & Duc Khuong Nguyen

  • 2014 Cross-Market Spillovers with Volatility Surprise
    by Sofiane Aboura & Julien Chevallier

  • 2014 Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?
    by Muhammad Shahbaz & Kishwar Nawaz & Mohamed Arouri & Frédéric Teulon & Gazi Salah Uddin

  • 2014 A Journey Home: What Drives How Long People Are Homeless?
    by Deborah A. Cobb-Clark & Nicolas Herault & Rosanna Scutella & Yi-Ping Tseng

  • 2014 Measuring Gender Differences in Information Sharing Using Network Analysis: the Case of the Austrian Interlocking Directorship Network in 2009
    by Carlo Drago & Livia Amidani Aliberti & Davide Carbonai

  • 2014 Cross-Market Spillovers with ‘Volatility Surprise’
    by Sofiane Aboura & Julien Chevallier

  • 2014 Reasonable Sample Sizes for Convergence to Normality
    by Carsten Schröder & Shlomo Yitzhaki

  • 2014 Regularization for Spatial Panel Time Series Using the Adaptive LASSO
    by Clifford Lam & Pedro Souza

  • 2014 Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance
    by E. Agliardi & M. Pinar & T. Stengos

  • 2014 Predicting Financial Stress Events: A Signal Extraction Approach
    by Ian Christensen & Fuchun Li

  • 2014 Las competencias genéricas en la Universidad de A Coruña: un análisis factorial
    by Carlos Pais Montes & Maria Jesús Freire Seoane & Mercedes Teijeiro Alvarez

  • 2014 “Mathiness” ve İstatistik, Ulusal Gelir Hesapları, Matematik ve Ekonometri Konusunda Keynes
    by Ercan Uygur

  • 2014 Transaction Costs in International Armaments Cooperation
    by Vladan Holcner & Marek Sedlačik & Jaroslav Michálek & Jakub Odehnal

  • 2014 The Biggest Myth in Spatial Econometrics
    by James P. LeSage & R. Kelley Pace

  • 2014 Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test
    by Francesca Di Iorio & Umberto Triacca

  • 2014 Success at the Summer Olympics: How Much Do Economic Factors Explain?
    by Pravin K. Trivedi & David M. Zimmer

  • 2014 A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model
    by Michael Pfaffermayr

  • 2014 Asymmetry and Leverage in Conditional Volatility Models
    by Michael McAleer

  • 2014 Two-Part Models for Fractional Responses Defined as Ratios of Integers
    by Harald Oberhofer & Michael Pfaffermayr

  • 2014 A Fast, Accurate Method for Value-at-Risk and Expected Shortfall
    by Jochen Krause & Marc S. Paolella

  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner

  • 2014 Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach
    by Richard A. Ashley & Kwok Ping Tsang

  • 2014 Bias-Correction in Vector Autoregressive Models: A Simulation Study
    by Tom Engsted & Thomas Q. Pedersen

  • 2014 Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    by Dennis Fok & Richard Paap & Philip Hans Franses

  • 2014 Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach
    by Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

  • 2014 Measuring the monetary value of social relations: A hedonic approach
    by Colombo, Emilio & Stanca, Luca

  • 2014 Cross-market spillovers with ‘volatility surprise’
    by Aboura, Sofiane & Chevallier, Julien

  • 2014 Semi-parametric regression models and economies of scale in the presence of an endogenous variable
    by Cohen, Jeffrey P. & Osleeb, Jeffrey P. & Yang, Ke

  • 2014 On the income–nuclear energy–CO2 emissions nexus revisited
    by Baek, Jungho & Pride, Dominique

  • 2014 Testing multiple inequality hypotheses: A smoothed indicator approach
    by Chen, Le-Yu & Szroeter, Jerzy

  • 2014 A unified approach to validating univariate and multivariate conditional distribution models in time series
    by Chen, Bin & Hong, Yongmiao

  • 2014 Testing a linear dynamic panel data model against nonlinear alternatives
    by Lee, Yoon-Jin

  • 2014 A new perspective on the issue of selection bias in randomized controlled field experiments
    by Belot, Michèle & James, Jonathan

  • 2014 The economic impact of Swiss smoking bans on the hospitality sector
    by Marti, Joachim & Schläpfer, Jörg

  • 2014 Measuring business cycles: Empirical Mode Decomposition of economic time series
    by Kožić, Ivan & Sever, Ivan

  • 2014 Analysis of the Decomposition of Energy Intensity in Tunisia
    by Amira Ben Hammamia & Ahlem Dakhlaoui & Abdessalem Abbassi

  • 2014 Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?
    by Franck Martin & Jiangxingyun Zhang

  • 2014 European equity fund managers: luck or skill?!
    by Enareta Kurtbegu & Juliana Caicedo-llano

  • 2014 A flexible descriptive model for the size distribution of incomes
    by Masato Okamoto

  • 2014 The stochastic volatility model with random jumps and its application to BRL/USD exchange rate
    by Márcio P. Laurini & Roberto B. Mauad

  • 2014 On the implicit uniform BIC prior
    by Richard Startz

  • 2014 An Empirical Analysis of Energy Demand in Tunisia
    by Besma Talbi & Duc Khuong Nguyen

  • 2014 A multivariate evaluation of German output growth and inflation forecasts
    by Jens J. Krüger

  • 2014 Oil prices and trade balance: A frequency domain analysis for India
    by Aviral Kumar Tiwari & Mohamed Arouri & Frédéric Teulon

  • 2014 The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis
    by Ewa M. Syczewska

  • 2014 The Concept of Probability in the Work of Lord Keynes
    by Alberto Landro

  • 2014 Statistical Testing of Key Effectiveness Indicators of the Companies (Case for Ukraine in 2012)
    by Vladimir Ponomarenko & Oleksandr Dorokhov & Iryna Gontareva

  • 2013 A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series
    by Bin Chen & Yongmiao Hong

  • 2013 Detecting for Smooth Structural Changes in GARCH Models
    by Bin Chen & Yongmiao Hong

  • 2013 Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri
    by Bin Chen & Yongmiao Hong

  • 2013 Leverage vs. Feedback: Which Effect Drives the Oil Market ?
    by Chevallier, Julien & Aboura, Sofiane

  • 2013 Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market
    by Aboura, Sofiane

  • 2013 Economic Evaluation of Human Losses from Disasters
    by B. Porfiriev.

  • 2013 On the Finite Sample Properties of Pre-test Estimators of Spatial Models
    by Gianfranco Piras & Ingmar R. Prucha

  • 2013 Impact Estimates for Static Spatial Panel Data Models in R
    by Gianfranco Piras

  • 2013 Comparing Implementations of Estimation Methods for Spatial Econometrics
    by Roger Bivand & Gianfranco Piras

  • 2013 A New Index of Environmental Quality Based on Greenhouse Gas Emissions
    by Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

  • 2013 Modelling the Demand for Bank Loans by Private Business Sector in Pakistan
    by Hassan, Faiza & Qayyum, Abdul

  • 2013 Do high customer bank deposits incite management fraud? Examining causes of management fraud in the Nigerian banking sector
    by ojeaga, paul & Ikpefan, o & Odejimi, Deborah

  • 2013 Finance and growth: New evidence from Meta-analysis
    by Asongu, Simplice A

  • 2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Does economic prosperity bring about a happier society? Empirical remarks on the Easterlin Paradox debate sans Happiness Adaptation
    by Beja Jr., Edsel

  • 2013 Natural Gas Consumption and Economic Growth Nexus: The Role of Exports, Capital and Labor in France
    by Shahbaz, Muhammad & Farhani, Sahbi & Rahman, Mohammad Mafizur

  • 2013 Coal Consumption, Industrial Production and CO2 Emissions in China and India
    by Shahbaz, Muhammad & Farhani, Sahbi & Ozturk, Ilhan

  • 2013 Causality between Trade Openness and Energy Consumption: What Causes What in High, Middle and Low Income countries
    by Shahbaz, Muhammad & Nasreen, Samia & Ling, Chong Hui & Sbia, Rashid

  • 2013 On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Does economic prosperity bring about a happier society? Empirical remarks on the Easterlin Paradox debate
    by Beja Jr., Edsel

  • 2013 Exploiting Zero-Inflated Consumption Data using Propensity Score Matching and the Infrequency of Purchase Model, with Application to Climate Change Policy
    by Bardsley, Nicholas & Buechs, Milena

  • 2013 Bubbles, shocks and elementary technical trading strategies
    by Fry, John

  • 2013 Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
    by Chen, Songxi & Peng, Liang & Yu, Cindy

  • 2013 Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study
    by Chen, Songxi

  • 2013 A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions
    by HASAN, HAMID & Rehman, Attiqur

  • 2013 Foundations of the economic and social history of the United States: Metaphysical
    by Albers, Scott

  • 2013 Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes
    by Johnson, Joseph F.

  • 2013 Measuring the Monetary Value of Social Relations: a Hedonic Approach
    by Emilio Colombo & Luca Stanca

  • 2013 Testing the Statistical Significance of Microsimulation Results: Often Easier than You Think. A Technical Note
    by Tim Goedemé & Karel Van den Bosch & Lina Salanauskaite & Gerlinde Verbist

  • 2013 Is sprawling residential behavior influenced by climate?
    by Cyrus Grout & Jean Cavailhès & Cécile Detang-Dessendre & Alban Thomas

  • 2013 Finance and growth: New evidence from Meta-analysis
    by Asongu Simplice

  • 2013 Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis
    by Asongu Simplice

  • 2013 A foreign investment project of an autoparts firm: Real options versus financial valuation
    by María Luisa Saavedra García & Máximo Jorge Saavedra García & Deyanira Bernal Domínguez

  • 2013 Using Linear Programming in order to Optimize the Allocation of Resources for Investment
    by Rodica Gherghina & Ioana Duca

  • 2013 Predicción de quiebras empresariales en economías emergentes: uso de un modelo logístico mixto || Bankruptcy Prediction in Emerging Economies: Use of a Mixed Logistic Model
    by Caro, Norma Patricia & Díaz, Margarita & Porporato, Marcela

  • 2013 A two-step selective editing procedure based on contamination models
    by Marco Di Zio & Ugo Guarnera

  • 2013 Academic Rankings with RePEc
    by Christian Zimmermann

  • 2013 Polynomial Regressions and Nonsense Inference
    by Daniel Ventosa-Santaulà ria & Carlos Vladimir Rodríguez-Caballero

  • 2013 Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    by Chia-Lin Chang & Michael McAleer

  • 2013 The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process
    by Umberto Triacca

  • 2013 Structural Panel VARs
    by Peter Pedroni

  • 2013 Parametric and Nonparametric Frequentist Model Selection and Model Averaging
    by Aman Ullah & Huansha Wang

  • 2013 Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging
    by Naoya Sueishi

  • 2013 Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments
    by Fei Jin & Lung-fei Lee

  • 2013 Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
    by Søren Johansen & Bent Nielsen

  • 2013 Constructing U.K. Core Inflation
    by Terence C. Mills

  • 2013 Forecasting Value-at-Risk Using High-Frequency Information
    by Huiyu Huang & Tae-Hwy Lee

  • 2013 Ten Things You Should Know about the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin & Michael McAleer

  • 2013 On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations
    by Yongning Wang & Ruey S. Tsay

  • 2013 Testing for collusion in asymmetric first-price auctions
    by Aryal, Gaurab & Gabrielli, Maria F.

  • 2013 The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets
    by Chiang, Shu-Mei & Chen, Hsin-Fu & Lin, Chi-Tai

  • 2013 Leverage vs. feedback: Which Effect drives the oil market?
    by Aboura, Sofiane & Chevallier, Julien

  • 2013 Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil
    by Quintino, Derick David & David, Sergio Adriani

  • 2013 Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countries
    by Karimu, Amin & Brännlund, Runar

  • 2013 A note on bounding average treatment effects
    by Lafférs, Lukáš

  • 2013 On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models
    by Lee, Taewook

  • 2013 On the validity of the Keynesian Absolute Income hypothesis in Pakistan: An ARDL bounds testing approach
    by Shahbaz, Muhammad & Nawaz, Kishwar & Arouri, Mohamed & Teulon, Frédéric & Uddin, Gazi Salah

  • 2013 Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach
    by Sriananthakumar, Sivagowry

  • 2013 Trade liberalisation and manufacturing wage premiums: Evidence from Thailand
    by Jayanthakumaran, Kankesu & Sangkaew, Piyapong & O’Brien, Martin

  • 2013 Oil prices and trade balance: A wavelet based analysis for India
    by Aviral Kumar Tiwari & Olaolu Richard Olayeni

  • 2013 The Fall of Bretton Woods: Which Geography Matters?
    by Leila Ali & Marie Lebreton

  • 2013 Pair Copula Construction based Expected Shortfall estimation
    by Marcelo Brutti Righi & Paulo Sergio Ceretta

  • 2013 A new estimator of the Box-Cox transformation model using moment conditions
    by Kazumitsu Nawata

  • 2013 Empirical Analysis of the Interconnection between Structural Changes and Labour Productivity
    by Rossitsa Rangelova

  • 2012 Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis
    by Raynaud, Franck & Lautier, Delphine

  • 2012 Systemic Risk in Derivative Markets: an Empirical Assessment Through Network Analysis
    by Lautier, Delphine & Simon, Yves

  • 2012 Heredity, Family, and Inequality: A Critique of Social Sciences
    by Beenstock, Michael

  • 2012 Is Collusion Proof Auction Expensive? Estimates from Highway Procurements
    by Aryal, Gaurab & Gabrielli, Maria F.

  • 2012 Another Look at the Interaction Between Oil Price Uncertainty and Exchange Rate Volatility: The Case of Small Open Economies
    by Selmi, Refk & Bouoiyour, Jamal & Ayachi, Fethi

  • 2012 Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation
    by Qiu, Yumou & Chen, Songxi

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  • 2012 Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence?
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  • 2011 The Audit of Accounting Information System Infrastructure
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  • 2011 The exchange value of the Pakistan rupee & Pakistan trade balance:an ARDL bounds testing approach
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  • 2011 Subprime mortgage default
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  • 2011 Regime-switching effects of debt on real GDP per capita the case of Latin American and Caribbean countries
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  • 2011 Measuring stock market volatility in oecd economy
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  • 2011 An empirical study between government sectoral expenditure and indian economic growth
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  • 2011 Extreme values dependence of risk in Latin American markets
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  • 2011 Bayesian Factor Selection in Dynamic Term Structure Models
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  • 2011 A Note on Shock Persistence in Total Factor Productivity Growth
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  • 2011 Spatial Autoregressive Models for House Price Dynamics in Italy
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  • 2011 Noise traders or Fundamentalists? A Wavelet approach
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  • 2011 Computationally efficient approximation for the double bootstrap mean bias correction
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  • 2011 The "spurious regression problem" in the classical regression model framework
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  • 2011 Calidad Del Trabajo: Aproximaciones Teóricas Y Estimación De Un Índice Compuesto
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  • 2010 Assessing Innovations in International Research and Development Practice
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  • 2010 A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models
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  • 2010 Applying a CART-based approach for the diagnostics of mass appraisal models
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  • 2010 Un MEDAF à plusieurs moments réalisés
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  • 2010 A Household-Based Human Development Index
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  • 2010 Long-range dependence in returns and volatility of Central European Stock Indices
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  • 2010 Disentangling crashes from tail events
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  • 2010 Systemic risk in derivative markets: A graph-theory analysis
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  • 2010 Success: talent, intelligence or beauty ?
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  • 2010 Minimax Regression Quantiles
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  • 2010 Examination of Portfolio Currency Risk Estimation by Means of Lévy Models
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  • 2010 Hermite regression analysis of multi-modal count data
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  • 2010 Financial development and economic growth: evidence from West Africa
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  • 2010 Does a student's preference for a teacher's instructional style matter? An analysis of an economic approach
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  • 2010 Causal order between money, income and price through graph theoretic approach for Pakistan
    by Zahid Asghar & Nighat Jahandad

  • 2010 Household food vulnerability dynamics in monga prone areas of bangladesh: a bivariate probit analysis
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  • 2010 A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques
    by Dominique Guégan & Patrick Rakotomarolahy

  • 2010 Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka
    by Siow-hooi Tan & Muzafar-shah Habibullah & Roy-wye-leong Khong

  • 2010 Estimating the distribution of inflation expectations
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  • 2010 Incorporating the Basic Elements of a First-degree Fuzzy Logic and Certain Elments of Temporal Logic for Dynamic Management Applications
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  • 2010 Long-range dependence in returns and volatility of Central European Stock Indices
    by Ladislav Kristoufek

  • 2010 Will the poor of today be the poor of tomorrow? The determinants of poverty and vulnerability in Cartagena, Colombia
    by Fabio Rueda & Aaron Espinosa

  • 2010 GDP as a Measurer of the Economic Growth – Methodological Specifics and Trends
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  • 2009 Macro-Governance aspects of monetary policy accomodation under varying regimes: An assessment using greek data
    by Christos F. Stournaras

  • 2009 Determining the Causes of the Rising South African Unemployment Rate: An Age, Period and Generational Analysis
    by Rulof Burger & Dieter von Fintel

  • 2009 The risk of catastrophic terrorism: an extreme value approach
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  • 2009 Optimal auditing with scoring: theory and application to insurance fraud
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  • 2009 Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
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  • 2009 The Impacts of Inward and Outward FDI on Firm Investment in Korea
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  • 2009 An Analysis of Relative Income and Life Satisfaction in Korea
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  • 2009 ¿Los pobres de hoy seran los pobres del mañana? Determinantes de la pobreza y magnitud de la vulnerabilidad en Cartagena de Indias
    by Fabio Rueda de Vivero & Aaron Espinosa Espinosa

  • 2009 Demand of children in Colombia: guessing or planning
    by Gamboa, Luis Fernando & Forero Ramírez, Nohora

  • 2009 Omitted variables in the measure of a labour quality index: the case of Spain
    by Aitor Lacuesta & Sergio Puente & Pilar Cuadrado

  • 2009 Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations
    by José E. Gómez-González & Nicholas M. Kiefer.

  • 2009 A Cross-Spectral Analysis Of Romania’S Foreign Trade In Agricultural Products
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  • 2009 Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga
    by Helena Veiga

  • 2009 A residual-based bootstrap test for panel cointegration
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  • 2009 A characterization of the composite price variable to approximate a price aggregator function in the Quadratic Almost Ideal Demand System
    by Amita Majumder

  • 2009 An Alternative Identification of the Economic Shocks in SVAR Models
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  • 2009 Some evidence about the evolution of the size distribution of Italian firms by age
    by Pasquale Cirillo

  • 2009 The impact of inflation on heterogeneous groups of households: an application to italy
    by Francesco Chelli & Chiara Gigliarano & Elvio Mattioli

  • 2009 Family Size in Colombia: Guessing or Planning? Intended vs. Actual Family Size in Colombia
    by Nohora Forero & Luis Fernando Gamboa

  • 2009 Economic Forecasts Based on Econometric Models Using EViews 5
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  • 2009 Stage of Development of the Social Subject of Labor in the Agricultural Production Cooperatives
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  • 2009 French economic cycles: a wavelet analysis of French retrospective GNP series
    by Patrice Baubeau & Bernard Cazelles

  • 2008 Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
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  • 2008 Small-area estimation with spatial similarity
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  • 2008 Hedge fund portfolio selection with modified expected shortfall
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  • 2008 Choice and Effectiveness of Private and Public Schools in six countries. A reanalysis of three PISA data sets
    by Dronkers, J & Avram, S

  • 2008 Empirical Assessment of the Existence of Taxable Agglomeration Rents
    by Souleymane COULIBALY

  • 2008 Business Cycle Measurement with Semantic Filtering: A Micro Data Approach
    by Christian Müller & Eva Köberl

  • 2008 Sectoral Transformation Ratios (ISIC Revise 2 and Revise 3)
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  • 2008 Bank Competition and Efficiency in the FYR Macedonia
    by Alessandro Giustiniani & Kevin Ross

  • 2008 Role of Random Numbers in Simulations of Economic Processes
    by Dominika Crnjac Milic & Ljiljanka Kvesic

  • 2008 Selection of Optimal Portfolio by Use of Risk Diversification Method
    by Martina Bris & Ivan Kristek & Ivo Mijoc

  • 2008 How effective are fiscal incentives to attract FDI to Sub-Saharan Africa?
    by Emmanuel Cleeve

  • 2007 Feasible inference for realised variance in the presence of jumps
    by Almut Elisabeth Dorothea Veraart

  • 2007 Financial markets in continuous time
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  • 2007 Understanding Stakeholder Values Using Cluster Analysis
    by Pamela Kaval

  • 2007 Understanding Stakeholder Values Using Cluster Analysis
    by Pamela Kaval

  • 2007 On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics
    by Nikias Sarafoglou & Jean H.P. Paelinck

  • 2007 Distribution-Preserving Statistical Disclosure Limitation
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  • 2007 Feasible inference for realised variance in the presence of jumps
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  • 2007 Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices
    by Richard T. Baillie & Young-Wook Han & Robert J. Myers & Jeongseok Song

  • 2007 Unit Root Tests with Wavelets
    by Gencay, Ramazan & Fan, Yanqin

  • 2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit
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  • 2007 Misallocation and manufacturing TFP in China and India
    by Chang, Tai Hsieh & Peter, J- Klenow

  • 2007 Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism
    by Bhati, Avinash

  • 2007 Quelques bénéfices heuristiques d’une redéfinition du profit
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  • 2007 The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data
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  • 2007 Detecting Misspecifications in Autoregressive Conditional Duration Models
    by Yongmiao Hong & Yoon-Jin Lee

  • 2007 How can innovation economics benefit from complex network analysis?
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  • 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
    by Ensar Yesilyurt

  • 2007 An Alternative Methodology for Estimating Credit Quality Transition Matrices
    by Jose Eduardo Gómez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio

  • 2007 Evidence of non-Markovian behavior in the process of bank rating migrations
    by José E. Gómez González & Nicholas M. Kiefer

  • 2007 Evidence of non-Markovian behavior in the process of bank rating migrations
    by José E. Gómez-Gonzalez & Nicholas M. Kiefer

  • 2007 Hedonic Housing Price Indices: The Turinese Experience
    by Piermassimo Pavese

  • 2007 Economic Convergence. Applications - Second Part -
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  • 2007 Factor productivity in the Argentinean agriculture
    by Alberto Herrou Aragón

  • 2007 Oil rents and the tenure of the leaders in Africa
    by Omgba Luc Désiré

  • 2007 Compensating The Poor Out Of Traditional Healing In Cameroon: A Nested Logit Analysis
    by KAMGNIA, Dia B.

  • 2007 Qualitative Response Models:A Survey Of Methodology And Illustrative Applications
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  • 2006 Public and Private Capital Productivity Puzzle: A Nonparametric Approach
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  • 2006 Istraživanje primjene metoda upravljanja financijskim rizicima u hrvatskim poduzećima - anketa na uzorku poduzeća
    by Ksenija Dumičić & Mirjana Čižmešija & Anita Pavković & Ana Andabaka

  • 2006 Primjena odabranih statističkih metoda u ispitivanju karakteristika korištenja bankovnih usluga financijskog savjetovanja od strane poduzeća u Hrvatskoj
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  • 2006 Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme
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  • 2006 Distribution-Preserving Statistical Disclosure Limitation
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  • 2006 Untalented but successful
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  • 2006 Econometrics: A Bird’s Eye View
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  • 2006 Econometrics: A Bird's Eye View
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  • 2006 Econometrics: A Bird’s Eye View
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  • 2006 Wavelet Estimation of Time Series Regression with Long Memory Processes
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  • 2006 Compensating the Poor out of Traditional Healing in Cameroon: A Nested Logit Analysis
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  • 2005 Automatic Identification of Faked and Fraudulent Interviews in the German SOEP
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  • 2005 How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria
    by Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi

  • 2005 Estimating a third-order translog demand system using Canadian micro-data
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  • 2005 M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data
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  • 2005 Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis
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  • 2005 Nonparametric estimation of concave production technologies by entropic methods
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  • 2005 A practical test for the choice of mixing distribution in a discrete choice model
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  • 2005 The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation
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  • 2005 Globalization and Regional Income Inequality--Evidence from within China
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  • 2005 ‘‘Moving Median’’ A New Method Of Forecasting
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  • 2005 Propagation of Memory Parameter from Durations to Counts
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  • 2005 A Note On Influence Assessment In Score Tests
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  • 2005 A fresh look at the topical interest of the Gini concentration ratio
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  • 2005 Bibliographic portrait of the Gini concentration ratio
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  • 2005 Production Functions Estimates for Soviet Industry and Some Implications
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  • 2005 Simulation des Einflusses der Planung auf die sowjetische Wirtschaft
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  • 2005 Directional Log-spline Distributions
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  • 2005 Economic Growth as a Nonlinear and Discontinuous Process
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  • 2005 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models
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  • 2005 A Nonparametric Way of Distribution Testing
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  • 2005 Open Source Software Development Projects: Determinants of Project Popularity
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  • 2005 Compositional Time Series: Past and Present
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  • 2005 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
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  • 2005 Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators

  • 2005 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics

  • 2005 Exponential Tilting with Weak Instruments: Estimation and Testing

  • 2005 Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases

  • 2005 Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities
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  • 2005 About a 'new' inequality index
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  • 2005 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians
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  • 2005 Econometric Model for Cement demand and supply in Bolivia
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  • 2005 Regression with R
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  • 2005 Total Factor Productivity Growth in Finland 1960 − 1999
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  • 2005 Estimating Short and Long Run Relationships: A Guide to the Applied Economist
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  • 2005 Subsampling Cointegration Ranks in Large Systems
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  • 2005 A maximal moment inequality for long range dependent time series with applications to estimation and model selection
    by Ching-Kang Ing & Ching-Zong Wei

  • 2005 A Bootstrap Test for Single Index Models
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  • 2005 A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian
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  • 2005 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management
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  • 2005 Seasonally specific model analysis of UK cereals prices
    by Philip Kostov & John Lingard

  • 2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
    by Feng Dai & Hui Liu & Ying Wang

  • 2005 Regional Empirics for Economic Disparities in Italy: 1951-2001
    by Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli

  • 2005 A proposal of poverty measures based on the Bonferroni inequality index
    by Giovanni Maria Giorgi & Michele Crescenzi

  • 2005 Encounter with the Italian Statistical School: A conversation with Carlo Benedetti
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  • 2005 Sampling distribution of the Bonferroni inequality index from exponential population
    by Giovanni Maria Giorgi & Riccardo Mondani

  • 2005 Bayesian estimation of the Bonferroni index from a Pareto-type I population
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  • 2005 Distribution-free estimation of the Gini inequality index: the kernel method approach
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  • 2005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data
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  • 2005 A look at the Bonferroni inequality measure in a reliability framework
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  • 2005 Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
    by Stefano Fachin

  • 2005 A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra
    by Mehmet Dalkir

  • 2005 Liberalisation and it’s effect on inequality in developing countries-A case study on India
    by Supreena Narayanan

  • 2005 Structural change in Export and economics growth: Analysis for spain (1980-2001)
    by zaharey

  • 2005 Inspiration About The Economy
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  • 2005 Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000
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  • 2005 Another Look At What To Do With Time-Series Cross-Section Data
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  • 2005 Adaptive Estimation of the Regression Discontinuity Model
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  • 2005 The effect on retail charges of mergers in the GB electricity market
    by Evens SALIES

  • 2005 Active versus Passive Sample Attrition: The Health and Retirement Study
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  • 2005 On Tail Index Estimation for Dependent, Heterogenous Data
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  • 2005 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S
    by Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon

  • 2005 Does Format of Pricing Contract Matter?
    by Teck-Hua Ho & Juanjuan Zhang

  • 2005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange
    by David Chappell & Theodore Panagiotidis

  • 2005 Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series
    by Ching-Kang Ing

  • 2005 Financing Constraints and Firm Inventory Investment: A Reexamination
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  • 2005 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited
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  • 2005 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis
    by Ozgen Sayginsoy

  • 2005 Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach
    by Amjad D. Al-Nasser

  • 2005 The Inflation In European Union
    by Giovanis Elephtherios

  • 2005 The hunting in the Province of Elassona
    by Giovanis Elephtherios

  • 2005 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens
    by Giovanis Elephtherios

  • 2005 Econometric Analysis for the rural sector in Greek economy
    by Giovanis Elephtherios

  • 2005 Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications
    by Matteo M. Pelagatti

  • 2005 Dynamic Conditional Correlation with Elliptical Distributions
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  • 2005 Boating Against the Current: Cases, Concepts, Models and Development Power
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  • 2005 A link between measures of Gross National Product, and measures of corruption
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  • 2005 Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua
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  • 2005 Multivariate STAR Unemployment Rate Forecasts
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  • 2005 Grinkevych's Model of forecasting
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  • 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
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  • 2005 Overlaying Time Scales in Financial Volatility Data
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  • 2005 Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View
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  • 2005 GMM Estimation for Long Memory Latent Variable Volatility and Duration Models
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  • 2005 Tracing the Source of Long Memory in Volatility
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  • 2005 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment
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  • 2005 Increasing Returns to Information in the U.S. Popular Music Industry
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  • 2005 The Impact of Unilateral and Regional Trade Liberalisation on the Intra-ASEAN 5 Founding Nations' Exports and Export-GDP Nexus
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  • 2005 Eventology of random-fuzzy events
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  • 2005 Insider trading en la banca espa¤ola
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  • 2005 The Role of Beliefs in Inference for Rational Expectations Models
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  • 2005 Agricultural returns and conflict: quasi-experimental evidence from a policy intervention programme in Rwanda
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  • 2005 The Advance in Partial Distribution: A New Mathematical Tool for Economic Management
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  • 2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
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  • 2005 Agricultural Returns and Conflict: Quasi-Experimental Evidence from a Policy Intervention Programme in Rwanda
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  • 2005 Modelling Aggregate Consumption Growth with Time-Varying Parameters
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  • 2005 The Value of Information in Bayesian Decision Analysis
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  • 2005 On distribution approximation: a simple comparative study on procedural variations of the Zheng test
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  • 2005 Measuring efficiency with neural networks. An application to the public sector
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  • 2004 Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men
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  • 2004 The Retail Price Index and the Cost-of-Living Index: testing for consistency in theory and practice
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  • 2004 Wann kehren junge Mütter auf den Arbeitsmarkt zurück? Eine Verweildaueranalyse für Deutschland
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  • 2004 Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men
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  • 2004 HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India
    by Puja Guha

  • 2004 Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile
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  • 2004 Asymptotics for Duration-Driven Long Range Dependent Processes
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  • 2004 Predictive Regressions: A Reduced-Bias Estimation Method
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  • 2004 Semiparametric Estimation of Fractional Cointegrating Subspaces
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  • 2004 Estimating Long Memory in Volatility
    by Clifford Hurvich & Eric Moulines & Philippe Soulier

  • 2004 Threshold Cointegration between Stock Returns : An application of STECM Models
    by Jawadi Fredj & Koubaa Yousra

  • 2004 On the Estimation of Nonlinearly Aggregated Mixed Models
    by Tommaso Proietti

  • 2004 The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
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  • 2004 Data-Driven Rate-Optimal Specification Testing In Regression Models
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  • 2004 Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series
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  • 2004 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
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  • 2004 SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device
    by Ignacio Díaz-Emparanza

  • 2004 TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl
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  • 2004 On the stability of recursive least squares in the Gauss-Markov model
    by Evens SALIES

  • 2004 Modelling Directional Dispersion Through Hyperspherical Log- Splines
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  • 2004 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este
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  • 2004 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data
    by Diana Weinhold

  • 2004 Do Chinese stock markets share common information arrival processes?
    by Philip Kostov & Ziping Wu & Seamus McErlean

  • 2004 Model Selection Uncertainty and Detection of Threshold Effecs
    by Jean-Yves Pitarakis

  • 2004 On Describing Multivariate Skewness: A Directional Approach
    by J. T. A. S. Ferreira & M. F. J. Steel

  • 2004 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
    by Chi-Young Choi & Nelson C. Mark & Donggyu Sul

  • 2004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models

  • 2004 Testing The Significance Of Local Influence

  • 2004 A model to distribute mark-up amongst quotation component item
    by David Cattell & Paul Bowen & Ammar Kaka

  • 2004 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia
    by Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov

  • 2004 Evaluating Latent and Observed Factors in Macroeconomics and Financ
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  • 2004 How much has labour taxation contributed to European structural unemployment?
    by Christophe Planas & Werner Roeger & Alessandro Rossi

  • 2004 Simulation-based estimation of peer effects
    by Brian Krauth

  • 2004 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
    by Jose T.A.S. Ferreira & Mark F.J. Steel

  • 2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
    by Andrew Gelman & Iain Pardoe

  • 2004 Prior distributions for variance parameters in hierarchical models
    by Andrew Gelman

  • 2004 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation
    by Gioacchino Fazio & Olivier Hueber

  • 2004 The Partial Distribution: Definition, Properties and Applications in Economy
    by feng dai

  • 2004 A Constructive Representation of Univariate Skewed Distributions
    by Jose T.A.S. Ferreira & Mark F.J. Steel

  • 2004 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
    by Jose T.A.S. Ferreira & Mark F.J. Steel

  • 2004 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View
    by Horst Entorf

  • 2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
    by Jonathan B. Hill

  • 2004 On the Timing of Marriage, Cattle and Weather Shocks
    by Hans Hoogeveen & Bas van der Klaauw & Gijsbert van Lomwel

  • 2004 On the stability of recursive least squares in the Gauss-Markov model
    by Salies, Evens

  • 2004 Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility
    by Pierre Collin-Dufresne & Christopher S. Jones & Robert S. Goldstein

  • 2004 Prior distributions for variance parameters in hierarchical models
    by Andrew Gelman

  • 2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
    by Andrew Gelman & Iain Pardoe

  • 2004 Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?
    by Feng Zhao & Robert Jarrow & Haitao Li

  • 2004 High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market
    by Konstantin Tyurin

  • 2004 Specification Testing for Multivariate Time Series Volatility Models
    by Yoon-Jin Lee & Yongmiao Hong

  • 2004 Some New Semiparametric Panel Stochastic Frontier Models
    by Gholamreza Hajargasht

  • 2004 Automatic Identification of Faked and Fraudulent Interviews in Surveys by Two Different Methods
    by Christin Schäfer & Jörg-Peter Schräpler & Klaus-Robert Müller & Gert G. Wagner

  • 2004 A new approach to causality in the frequency domain
    by Mehmet Dalkir

  • 2004 Detecting changes in persistence in linear time series
    by Steven Cook

  • 2004 F versus t tests for unit roots: a comment
    by Paulo M. M. Rodrigues & Andrew Tremayne

  • 2004 On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition
    by Steven Cook

  • 2003 Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification
    by Jean-Yves Pitarakis

  • 2003 Spot price dynamics in deregulated power markets
    by Marina Resta & Davide Sciutti

  • 2003 Testing for Stochastic Cointegration and Evidence for Present Value Models
    by Brendan McCabe & Stephen Leybourne & David Harris

  • 2003 Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification
    by Steve Leybourne & Tae-Hwan Kim & Paul Newbold

  • 2003 Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test
    by Steve Leybourne & Paul Newbold & Tae-Hwan Kim

  • 2003 On Unit Root Tests and the Initial Observation
    by Steve Leybourne & David Harvey

  • 2003 Panel Stationarity Tests with Cross-sectional Dependence
    by David Harris & Steve Leybourne & Brendan McCabe

  • 2003 An Improved Panel Unit Root Test Using GLS-Detrending
    by Claude Lopez

  • 2003 An Improved Panel Unit Root Test Using GLS-Detrending
    by Claude Lopez

  • 2003 Central regions and dependency
    by K. Mosler

  • 2003 Structural Equation Models in Human Behavior Genetics
    by Arthur S. Goldberger

  • 2003 Econometrics and Economic Policy
    by Gregory C. Chow

  • 2003 Economic Effects of Political Movements in China: Lower Bound Estimates
    by Gregory C. Chow

  • 2003 Estimating Economic Effects of Political Movements in China
    by Gregory C. Chow

  • 2003 From Economic Activity to Understanding Spaces
    by Diego Iribarren

  • 2003 Wavelet Estimation of Integrated Volatility
    by Asger Lunde & Esben Hoeg

  • 2003 An Empirical Study of Darwin's Theory of Mate Choice
    by Linda Y. Wong

  • 2003 Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time GDP Forecast System
    by Kitchen, John & Monaco, Ralph

  • 2003 On the New Notion of the Set-Expectation for a Random Set of Events
    by Vorobyev, Oleg Yu. & Vorobyev, Alexey O.

  • 2003 Zvi Griliches' Contribution to the Theory of Human Capital
    by Reuben Gronau

  • 2003 Underlying Inflation in Australia: Are the Existing Measures Satisfactory?
    by Robert Dixon & Guay Lim

  • 2003 Identification, Characteristics and Impact of Faked Interviews in Surveys: An Analysis by Means of Genuine Fakes in the Raw Data of SOEP
    by Schraepler, Joerg-Peter & Wagner, Gert G.

  • 2003 Identification, Characteristics and Impact of Faked Interviews in Surveys An analysis by means of genuine fakes in the raw data of SOEP
    by Schraepler, Joerg-Peter & Wagner, Gert G.

  • 2003 Empirical Labor Search: A Survey
    by Eckstein, Zvi & van den Berg, Gerard J.

  • 2003 Empirical Labor Search: A Survey
    by Eckstein, Zvi & van den Berg, Gerard J.

  • 2003 Measuring Labor Market Frictions: A Cross-Country Comparison
    by Ridder, Geert & van den Berg, Gerard J.

  • 2003 Measuring Labor Market Frictions: A Cross-Country Comparison
    by Ridder, Geert & van den Berg, Gerard J.

  • 2003 From Economic Activity to Understanding Spaces
    by Diego Iribarren

  • 2003 Another look at the Regression Discontinuity Design
    by Battistin, Erich & Enrico Rettore

  • 2003 Identification, Characteristics and Impact of Faked Interviews in Surveys: An Analysis by Means of Genuine Fakes in the Raw Data of SOEP
    by Joerg-Peter Schraepler & Gert G. Wagner

  • 2003 Identifying and Forecasting the Turns of the Japanese Business Cycle
    by Konstantin A., Kholodilin

  • 2003 The Response of Term Rates to Monetary Policy Uncertainty
    by Oscar Jorda & Kevin Salyer

  • 2003 Efectos del grado de apertura económica en las productividades industriales de los departamentos colombianos, 1967-1998
    by Liliana Yaned Franco Vásquez & José Alfredo Vásquez Paniagua

  • 2002 Smooth Iterative Projection Methods for Recursive Economies
    by Olivier Morand & Kevin Reffett

  • 2002 Nonparametric specification testing for continuous-time models with application to spot interest rates
    by Hong, Yongmiao & Li, Haitao

  • 2002 On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture
    by Gauthier Lanot

  • 2002 An investigation of the relationship between job characteristics and the gender wage gap
    by Jaume Garcia Villar & Pedro J. Hernández & Ángel López-Nicolás

  • 2002 Disentangling the Age, Period, and Cohort Effects using a Modeling Approach
    by France Portrait & Rob Alessie & Dorly Deeg

  • 2002 The Origins of Logistic Regression
    by J.S. Cramer

  • 2002 A Test for Correlation between Signal and Noise within the Errors in Variables Model
    by Ramses H. ABUL NAGA

  • 2002 On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture
    by Gauthier Lanot

  • 2002 Self-Selection, Earnings, and Out-Migration: A Longitudinal Study of Immigrants to Germany
    by Constant, Amelie F. & Massey, Douglas S.

  • 2002 Self-Selection, Earnings, and Out-Migration: A Longitudinal Study of Immigrants to Germany
    by Constant, Amelie & Massey, Douglas S.

  • 2002 Un Sistema de Indicadores Líderes del Nivel de Actividad para la Economía Peruana
    by Javier Escobal & Javier Torres

  • 2002 Modelling Inflation in EU Accession Countries: The Case of the Czech Republic, Hungary and Poland
    by Roberto Golinelli & Renzo Orsi

  • 2002 Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism
    by Konstantin A. KHOLODILIN

  • 2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
    by Konstantin, KHOLODILIN

  • 2002 Asset Allocation Using Extreme Value Theory
    by Younes Bensalah

  • 2002 The European Community Household Panel: A review
    by Franco Peracchi

  • 2002 Nonlinearities in Swiss macroeconomic data
    by Annette Detken

  • 2002 Precancelaciones hipotecarias en Argentina: evidencias empíricas a partir de modelos de duración
    by Mariano Selvaggi

  • 2002 Using different null hypotheses to test for seasonal unit roots in economic time series
    by Antonio Aguirre & Andreu Sansó

  • 2002 Money, Inflation and Growth in Germany-A Vector-Error-Correction-P-Star Model
    by Joerg Clostermann & Franz Seitz

  • 2001 Evolutionary Strategies vs. Neural Networks; New Evidence from Taiwan on the Divisia Index Debate
    by Graham Kendall, Jane Binner and Alicia Gazely

  • 2001 Degeneracy in Data Envelopment Analysis
    by Mar-Molinero, C. & Mancebon, M.J.

  • 2001 Deposit Insurance Scheme (DIS) and a Comparison of Features of the DIS Concerning Likelihood of Banking Crises
    by Md. Anichul Hoque, K.

  • 2001 Estimation of Diffusions using Wavelet scaling methods
    by Esben Hoeg

  • 2001 Optimal Income Support Targeting
    by Sebastian Galiani & Stefan De Wachter

  • 2001 Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change
    by Gabriel Rodriguez & Yiagadeesen Samy

  • 2001 Household Electricity Demand, Revisited
    by Peter C. Reiss & Matthew W. White

  • 2001 Returns to Education and Wage Equations
    by Pereira, Pedro Telhado & Martins, Pedro Silva

  • 2001 Returns to Education and Wage Equations
    by Pereira, Pedro T. & Martins, Pedro S.

  • 2001 Sequential Regression: A Neodescriptive Approach to Multicollinearity
    by Norman Fickel

  • 2001 Evaluating Core Inflation
    by C.R. Marques & P.D. Neves & L.M. Sarmento

  • 2001 Underlying Inflation Measures in Spain
    by L.J. �lvarez & M de los Llanos Matea

  • 2001 Pensent-ils différemment ? La "voix des pauvres" à travers les enquêtes statistiques
    by Mireille Razafindrakoto & François Roubaud

  • 2001 Pensent-ils différemment : la « voix des pauvres » à travers les enquêtes statistiques
    by Razafindrakoto, Mireille & Roubaud, François

  • 2001 The Unreliability of Output Gap Estimates in Real Time
    by Athanasios Orphanides & Simon van Norden

  • 2001 How wide is the gap? An investigation of gender wage differences using quantile regression
    by Angel López-Nicolás & Jaume García & Pedro J. Hernández

  • 2001 Assessing Aggregate Welfare: Growth and Inequality in Argentina
    by Leonardo Gasparini & Walter Sosa

  • 2000 Optimal Income Support Targeting
    by De Watchter, S. & Galiani, S.

  • 2000 Internal Labor Markets, Jobs and Promotions in France
    by Lemistre, P.

  • 2000 Sequential Regression: A Neodescriptive Approach to Multicollinearity
    by Norman Fickel

  • 2000 Optimal Income Support Targeting
    by Stefan De Wachter & Sebastian Galiani

  • 2000 The Environmental Kuznets Curve: Exploring A Fresh Specification
    by David F. Bradford & Rebecca Schlieckert & Stephen H. Shore

  • 2000 Assessing Aggregate Welfare: Growth and Inequality in Argentina
    by Leonardo Gasparini & Walter Sosa Escudero

  • 2000 Steps in Applying Extreme Value Theory to Finance: A Review
    by Younes Bensalah

  • 2000 Threshold Relationships among Inflation, Financial Market Development and Growth
    by Michelle L. Barnes

  • 2000 Is it efficient to analyse efficiency rankings?
    by Uwe Jensen

  • 2000 Un análisis comparativo del impacto distributivo del impuesto inflacionario y de un impuesto sobre el consumo
    by Hildegart Ahumada & Alfredo Canavese & Facundo Gonzalez Alvaredo

  • 2000 A note on the Statistical Significance of Changes in Inequality
    by Walter Sosa Escudero & Leonardo Gasparini

  • 2000 Assesing HP Filter Performance for Argentina and U.S. Macro Aggregates
    by Hildegart Ahumada & María Lorena Garegnani

  • 1999 Financing constraints and the timing of innovations in the German services sector
    by Kukuk, Martin & Stadler, Manfred

  • 1999 Approximation properties of the neuro-fuzzy minimum function
    by Gottschling, Andreas & Kreuter, Christof

  • 1999 A Heisenberg Bound for Stationary Time Series
    by Eric Blankmeyer

  • 1999 L-scaling
    by Eric Blankmeyer

  • 1999 Best Log-linear Index Numbers: Extensions and Applications
    by Eric Blankmeyer

  • 1999 Estimation of Coherent Demand Systems with Many Binding Non-Negativity Constraints
    by Mark M. Pitt & Daniel L. Millimet

  • 1999 Detecting self-organisational change in economic processes exhibiting logistic growth
    by John Foster & Phillip Wild

  • 1999 Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie
    by Peter Winker & Kai-Tai Fang

  • 1998 Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique
    by Bolgot, S. & Meyfredi, J.-C.

  • 1998 Time Deformation: Definition and Comparisons
    by Le Fol, Gaëlle & Mercier, Ludovic

  • 1998 Indirect estimation of linear models with ordinal regressors: A Monte Carlo study and some empirical illustrations
    by Kukuk, Martin

  • 1998 Linking series generated at different frequencies and its applications
    by Hyung, Namwon

  • 1998 Bayesian and Classical Approaches to Instrumental Variables Regression
    by Frank Kleibergen & Eric Zivot

  • 1998 An Approximate Wavelet MLE of Short and Long Memory Parameters
    by Mark J. Jensen

  • 1998 Results and problems of five years of incomes policy: an initial quantitative evaluation
    by Silvia Fabiani & Alberto Locarno & Gianpaolo Oneto & Paolo Sestito

  • 1998 Technical Note: Does Core Inflation Help Forecast Total Inflation? Evidence from Colombia
    by John Thornton

  • 1997 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
    by Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo

  • 1997 Testing between Different Types of Switching Regression Models
    by Frieder Knuepling

  • 1997 On the Estimation and Inference of a Cointegrated Regression in Panel Data
    by Chihwa Kao & Min-Hsien Chiang

  • 1997 Prediction and sufficiency in the model factor analysis
    by Ramses H. Abul Naga

  • 1997 Variance Optimal Cap Pricing Models
    by Laurent, J.P. & Scaillet, O.

  • 1997 Multiregime Term Structure Models
    by Gouriéroux, C. & Scaillet, O.

  • 1997 Parametric and non-parametric approaches to price and tax reform
    by Angus Deaton & Serena Ng

  • 1997 Multilevel Interactions with a Keynesian Flavour in a Stochastic Macroeconomic Model
    by Edoardo GAFFEO

  • 1996 Measuring Productivity Differences in Equilibrium Search Models
    by Lanot, G & Neumann, G-R

  • 1996 Axiomatic Characterization of the Quadratic Scoring Rule
    by Selten, Reinhard

  • 1996 Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
    by Sangjoon Kim & Neil Shephard & Siddhartha Chib

  • 1996 Posterior Simulation and Bayes Factors in Panel Count Data Models
    by Siddhartha Chib & Edward Greenberg & Rainer Winkelmann

  • 1996 Bayesian Analysis of Multivariate Probit Models
    by Siddhartha Chib & Edward Greenberg

  • 1996 The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market
    by Francisco F. R. Ramos

  • 1996 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
    by Simon van Norden & Robert Vigfusson

  • 1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
    by Joel L. Horowitz

  • 1996 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
    by Tue Gorgens & Joel L. Horowitz

  • 1996 Bootstrap Methods in Econometrics: Theory and Numerical Performance
    by Joel L. Horowitz

  • 1996 Search Models and Duration Data
    by George Neumann

  • 1996 Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations
    by Joel L. Horowitz & Charles F. Manski

  • 1996 Fitting Equilibrium Search Models to Labor Market Data
    by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

  • 1996 Parametric and Non-Parametric Approaches to Price and Tax Reform
    by Angus Deaton & Serena Ng

  • 1996 Permanent income hypothesis and variability of consumption
    by Timo Koivumäki

  • 1995 The Canadian Experience with Weighted Monetary Aggregates
    by David Longworth & Joseph Atta-Mensah

  • 1995 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
    by Alain DeSerres & Alain Guay

  • 1995 Further investigation of the uncertain unit root in GNP
    by Yin-Wong Cheung & Menzie Chinn

  • 1995 Improved Score Tests for One-parameter Exponential Family Models
    by Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto

  • 1995 On Bartlett and Bartlett-Type Corrections
    by F. Cribari-Neto & G.M. Cordeiro

  • 1995 A Score Test for Seasonal Fractional Integration and Cointegration
    by Param Silvapulle

  • 1995 Observed Choice, Estimation, and Optimism About Policy Changes
    by Eric Rasmusen

  • 1995 Improved Test Statistics for Multivariate Regression
    by Francisco Cribari-Neto & Spyros Zarkos

  • 1995 OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels
    by Mark J. Jensen

  • 1995 Bartlett Corrections for One-Parameter Exponential Family Models
    by G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari

  • 1995 A Frontier Model for Landscape Ecology: The Tapir in Honduras
    by Kevin Flesher & Eduardo Ley

  • 1995 Unit Root Tests and the Burden of Proof
    by Robert A. Amano & Simon van Norden

  • 1995 Fads or Bubbles?
    by Simon van Norden & Huntley Schaller & )

  • 1995 Speculative Behaviour, Regime-Switching, and Stock Market Crashes
    by Simon van Norden & Huntley Schaller & )

  • 1995 Regime Switching in Stock Market Returns
    by Simon van Norden & Huntley Schaller & )

  • 1995 Regime Switching as a Test for Exchange Rate Bubbles
    by Simon van Norden

  • 1995 A Multicriteria Approach to Model Specification and Estimation
    by Robert Kalaba & Leigh Tesfatsion

  • 1995 Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+
    by Jørgen Aasness & Erik Biørn & Terje Skjerpen

  • 1995 Time Series Analysis of Macroeconomic Conditions in Open Economies
    by Barja, Gover

  • 1995 Bootstrap Estimation for Nonparametric Efficiency Estimates
    by WILSON, Paul & SIMAR, Leopold

  • 1994 Using Expectations Data to Study Subjective Income Expectations
    by Jeff Dominitz & Charles F. Manski

  • 1994 Eliciting Student Expectations Of The Returns To Schooling
    by Jeff Dominitz & Charles F. Manski

  • 1994 Testing the null of stationarity in the presence of structural breaks for multiple time series
    by Ahn & Byung Chul

  • 1994 Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition
    by Joel L. Horowitz & Charles F. Manski

  • 1994 Simultaneity With Downward Sloping Demand
    by Charles F. Manski

  • 1994 Wavelets in Econometrics: An Application to Outlier Testing
    by Seth A. Greenblatt

  • 1994 Markov Chain Monte Carlo Simulation Methods in Econometrics
    by Siddhartha Chib & Edward Greenberg

  • 1994 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation
    by Robert A. Amano & Tony S. Wirjanto

  • 1994 A Further Analysis of Exchange Rate Targeting in Canada
    by Robert A. Amano & Tony S. Wirjanto

  • 1994 Wavelet Analysis of Fractionally Integrated Processes
    by Mark J. Jensen

  • 1994 Goodness-of-Fit for Revealed Preference Tests
    by Hal R. Varian

  • 1994 Incentives, Team Production, Transaction Costs, and the Optimal Contract: Estimates of an Agency Model using Payroll Records
    by Christopher Ferrall & Bruce Shearer

  • 1994 Employment Structure and Wage Levels in Namibia: A Report based on Establishment Survey 1992/93
    by Mohammad, Irfan

  • 1994 Can Measurement Errors or Seasonal Adjustments Explain the Negative Autocorrelation of U.S. Monthly Consumption Changes?
    by Luigi Ermini

  • 1994 Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically
    by Pedro Gozalo & Oliver Linton

  • 1994 Incentives, Team Production, Transaction Costs and the Optimal Contract: Estimates of an Agency Model using Payroll Records
    by Christopher Ferrall & Bruce S. Shearer

  • 1993 Classical Estimation Methods for LDV Models Using Simulation
    by V.A. Hajivassiliou & P. A. Ruud

  • 1993 Nonparametric Multivariate Regression Subject to Constraint
    by S. M. Goldman & P. A. Ruud

  • 1993 A Predictive Approach to Model Selection and Multicollinearity
    by Edward Greenberg & Robert P. Parks

  • 1993 A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies
    by Walter Teets & Robert P. Parks

  • 1993 Canonical Factorization and World Representation of Wide-Sense Stationary Series Under Sampling
    by Luigi Ermini

  • 1993 Can Measurement Errors or Seasonal Adjustments Explain the Negative Autocorrelation of Monthly Consumption Changes?
    by Luigi Ermini

  • 1992 A Comparative Analysis of Unemployment in Canada and the United States
    by David Card

  • 1992 A Kit of Results For Sampled and Temporally Aggregated Models
    by Luigi Ermini

  • 1992 Testing for Credibility Effects
    by Pierre-Richard Agénor & Mark P. Taylor

  • 1991 Documentation for Microsimulation Models: A Review of TRIM2, MATH, and HITSM
    by Kevin Hollenbeck

  • 1989 Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score
    by Peeters, H.M.M.

  • 1983 Fertility Levels, Trends and Differentials in Pakistan: Evidence from the Population, Labour Force and Migration Survey 1979-80
    by Alam, Iqbal & Mohammad, Irfan & Farooqi, Naseem Iqbal & Sheikh, Khalid Hameed & Siyal, H. B. & Syed, Tariq Ahmad & Nasir, Zafar Mueen & Haq, Rashida

  • 1983 Reproductive behaviour in Pakistan: insights from the population, labour force, and migration survey 1979-80
    by Sathar, Zeba A. & Mohammad, Irfan

  • 1982 Bilateral and multilateral exchange rate and purchasing power parity indexes: the aggregation problem
    by Galy, Michel

  • Benefit Entitlement and the Labor Market: Evidence from a Large-Scale Policy Change
    by Rafael Lalive & Josef Zweimüller

  • Path Dependence, its critics, and the quest for 'historical economics'
    by Paul A. David

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.