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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.
  • 2018 ARDL model as a remedy for spurious regression: problems, performance and prospectus
    by Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur

  • 2018 Impact Of Foreign Direct Investment On Environment Degradation: Evidence From SIDS Countries
    by B. Jugurnath & A. Emrith

  • 2018 Acknowledgement to Reviewers of Econometrics in 2017
    by Econometrics Editorial Office

  • 2017 Testing for breaks in the weighting matrix
    by Ana Angulo & Peter Burridge & Jesús Mur

  • 2017 The Joint Distribution of Income and Wealth in Uruguay
    by Graciela Sanroman & Guillermo Santos

  • 2017 Measuring the Strength of the Theories of Government Size
    by Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou

  • 2017 More Unequal Yet More Alike: The Changing Anatomy of Constituent Canadian Income Distributions in the 21st Century
    by Gordon Anderson & Jasmin Thomas

  • 2017 Asymmetric Exchange Rate Pass-through: Evidence from the Philippines
    by Vic Delloro & Eloisa T. Glindro & Sarah Jane Alarcon

  • 2017 Behavior Mining in h-index Ranking Game
    by Tagiew, Rustam & Ignatov, Dmitry I.

  • 2017 Handbook of Game Theory and Industrial Organization, Volume I: Theory. An Introduction
    by Corchon, Luis & Marini, Marco A.

  • 2017 Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure
    by Yang, Bill Huajian

  • 2017 Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach
    by Erard, Brian

  • 2017 CDS Rate Construction Methods by Machine Learning Techniques
    by Brummelhuis, Raymond & Luo, Zhongmin

  • 2017 Improving Clinical Guidelines and Decisions under Uncertainty
    by Charles F. Manski

  • 2017 Follow-the-leader? Measuring the internalisation of law
    by Shaun Larcom & Luca A. Panzone & Timothy Swanson

  • 2017 Model economic phenomena with CART and Random Forest algorithms
    by Benjamin David

  • 2017 Identifying the Social Structure and the Inequality in Monetary Income of Russian Population
    by Vyacheslav Bobkov & Igor Kolmakov

  • 2017 A note on testing instrument validity for the identification of LATE
    by Lukas Laffers & Giovanni Mellace

  • 2017 Identifying the robust economic, geographical and political determinants of FDI: an Extreme Bounds Analysis
    by Melisa Chanegriha & Chris Stewart & Christopher Tsoukis

  • 2017 Moving To Greener Pastures: Untangling The Evidence About Fdi And Environmental Regulation In Eu Countries
    by B. Jugurnath Author-Name: B. Roucheet Author-Name: V. Teeroovengadum

  • 2017 Satisfaction In Border Tourism: An Analysis With Structural Equations
    by Jimber del Río, Juan Antonio & Orgaz Agüera, Francisco & Moral Cuadra, Salvador & Cañero Morales, Pablo

  • 2017 Recent Developments in Cointegration
    by Katarina Juselius

  • 2017 Time-Varying Window Length for Correlation Forecasts
    by Yoontae Jeon & Thomas H. McCurdy

  • 2017 Reducing Approximation Error in the Fourier Flexible Functional Form
    by Tristan D. Skolrud

  • 2017 Synthetic Control and Inference
    by Jinyong Hahn & Ruoyao Shi

  • 2017 Business Time Sampling Scheme with Applications to Testing Semi-Martingale Hypothesis and Estimating Integrated Volatility
    by Yingjie Dong & Yiu-Kuen Tse

  • 2017 Inequality and Poverty When Effort Matters
    by Martin Ravallion

  • 2017 Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models
    by Jurgen A. Doornik & Rocco Mosconi & Paolo Paruolo

  • 2017 Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
    by Alain Hecq & Sean Telg & Lenard Lieb

  • 2017 Bayesian Analysis of Bubbles in Asset Prices
    by Andras Fulop & Jun Yu

  • 2017 Non-Causality Due to Included Variables
    by Umberto Triacca

  • 2017 An Interview with William A. Barnett
    by Apostolos Serletis

  • 2017 Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis
    by Antoni Espasa & Eva Senra

  • 2017 Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations
    by Ronald W. Butler & Marc S. Paolella

  • 2017 Announcement of the 2017 Econometrics Young Researcher Award
    by Econometrics Editorial Office

  • 2017 Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels
    by Jae H. Kim & In Choi

  • 2017 Short-Term Expectation Formation Versus Long-Term Equilibrium Conditions: The Danish Housing Market
    by Andreas Hetland & Simon Hetland

  • 2017 Evaluating Forecasts, Narratives and Policy Using a Test of Invariance
    by Jennifer L. Castle & David F. Hendry & Andrew B. Martinez

  • 2017 Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development
    by P. Dorian Owen

  • 2017 The Turkish Spatial Wage Curve
    by Haci Mevlut Karatas

  • 2017 Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models
    by Søren Johansen & Morten Nyboe Tabor

  • 2017 Building News Measures from Textual Data and an Application to Volatility Forecasting
    by Massimiliano Caporin & Francesco Poli

  • 2017 Recent Developments in Copula Models
    by Jean-David Fermanian

  • 2017 Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity
    by Junrong Liu & Robin C. Sickles & E. G. Tsionas

  • 2017 On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply
    by P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & Peter von zur Muehlen

  • 2017 On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment
    by Burkhard Raunig

  • 2017 Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge
    by Katarina Juselius

  • 2017 Modeling Real Exchange Rate Persistence in Chile
    by Leonardo Salazar

  • 2017 Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems
    by H. Peter Boswijk & Paolo Paruolo

  • 2017 Sustainable Financial Obligations and Crisis Cycles
    by Mikael Juselius & Moshe Kim

  • 2017 The Realized Hierarchical Archimedean Copula in Risk Modelling
    by Ostap Okhrin & Anastasija Tetereva

  • 2017 Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles
    by Massimo Franchi & Søren Johansen

  • 2017 A Spatial Econometric Analysis of the Calls to the Portuguese National Health Line
    by Paula Simões & M. Lucília Carvalho & Sandra Aleixo & Sérgio Gomes & Isabel Natário

  • 2017 Dependence between Stock Returns of Italian Banks and the Sovereign Risk
    by Fabrizio Durante & Enrico Foscolo & Alex Weissensteiner

  • 2017 Unit Roots and Structural Breaks
    by Pierre Perron

  • 2017 Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting
    by Benedikt Schamberger & Lutz F. Gruber & Claudia Czado

  • 2017 Copula-Based Factor Models for Multivariate Asset Returns
    by Eugen Ivanov & Aleksey Min & Franz Ramsauer

  • 2017 Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions
    by Jurgen A. Doornik

  • 2017 The Univariate Collapsing Method for Portfolio Optimization
    by Marc S. Paolella

  • 2017 Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations
    by Ricardo Quineche & Gabriel Rodríguez

  • 2017 Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

  • 2017 A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators
    by Jochen Heberle & Cristina Sattarhoff

  • 2017 Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models
    by P.A.V.B. Swamy & Jatinder S. Mehta & I-Lok Chang

  • 2017 Acknowledgement to Reviewers of Econometrics in 2016
    by Econometrics Editorial Office

  • 2017 Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation
    by Ragnar Nymoen

  • 2017 Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses
    by Seong Yeon Chang & Pierre Perron

  • 2017 Consistency of Trend Break Point Estimator with Underspecified Break Number
    by Jingjing Yang

  • 2017 Regime Switching Vine Copula Models for Global Equity and Volatility Indices
    by Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stöber

  • 2017 A Simple Test for Causality in Volatility
    by Chia-Lin Chang & Michael McAleer

  • 2017 Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
    by Jan Kiviet & Milan Pleus & Rutger Poldermans

  • 2017 Goodness-of-Fit Tests for Copulas of Multivariate Time Series
    by Bruno Rémillard

  • 2017 Testing for a Structural Break in a Spatial Panel Model
    by Aparna Sengupta

  • 2017 Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries
    by Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes

  • 2017 A Note on Identification of Bivariate Copulas for Discrete Count Data
    by Pravin Trivedi & David Zimmer

  • 2017 Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression
    by Luis J. Álvarez

  • 2017 Cadenas productivas y clusters en la economía regional de Nuevo León. Un análisis con matrices de insumo-producto
    by Gilberto Martínez Sidón & Salvador Corrales Corrales

  • 2017 Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios
    by Wang, Xiaoyu & Xie, Dejun & Jiang, Jingjing & Wu, Xiaoxia & He, Jia

  • 2017 Diversification benefits of commodities: A stochastic dominance efficiency approach
    by Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas

  • 2017 Sensitivity of the bounds on the ATE in the presence of sample selection
    by Lafférs, Lukáš & Nedela, Roman

  • 2017 Nonlinear error correction based cointegration test in panel data
    by Omay, Tolga & Emirmahmutoglu, Furkan & Denaux, Zulal S.

  • 2017 Two-part models are robust to endogenous selection
    by Drukker, David M.

  • 2017 Monitoring parameter change for time series models with conditional heteroscedasticity
    by Huh, Jaewon & Oh, Haejune & Lee, Sangyeol

  • 2017 Testing the Marshall-Lerner condition between the U.S. and other G7 member countries
    by Dong, Fang

  • 2017 Farm-level adaptation to climate and environmental changes: a triple hurdle model of coping strategies
    by Ligane Massamba Sène

  • 2017 Risk Perception: Bed Net Use Against Malaria in Cameroon
    by Liliane Bonnal & Pascal Favard & Domenico Polloni

  • 2017 On log-symmetric duration models applied to high frequency financial data
    by Helton Saulo & Jeremias Leão

  • 2017 Gaussian Quadratures vs. Monte Carlo Experiments for Systematic Sensitivity Analysis of Computable General Equilibrium Model Results
    by Nelson B Villoria & Paul V Preckel

  • 2017 Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking
    by Ion Lapteacru

  • 2016 The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations
    by Tigran Poghosyan & Abdelhak Senhadji & Carlo Cottarelli

  • 2016 Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach
    by Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

  • 2016 Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences
    by Vorobyev, Oleg Yu.

  • 2016 Triangle room paradox of negative probabilities of events
    by Vorobyev, Oleg Yu.

  • 2016 The theory of dual co~event means
    by Vorobyev, Oleg Yu.

  • 2016 Analysis Of Factors Affecting the Electricity Supply in Indonesia
    by Nababan, Tongam Sihol

  • 2016 What's BEPS got to do with it? Exploring the effectiveness of thin capitalisation rules
    by Kayis-Kumar, Ann

  • 2016 Forecasting United States Presidential election 2016 using multiple regression models
    by Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta

  • 2016 Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model
    by Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan

  • 2016 Влияние Организационной Культуры На Уровень Трансакционных Издержек В Аграрной Экономике
    by Виктор, Стукач & Надежда, Аникина

  • 2016 Влияние Организационной Культуры На Уровень Трансакционных Издержек В Аграрной Экономике
    by Виктор, Стукач & Надежда, Аникина

  • 2016 Nonlinearity between RER and Trade Balance: A Case Study of Pakistan
    by Qayyum, Abdul & Nazir, Sidra & Jawad, Muhammad

  • 2016 Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects
    by Abonazel, Mohamed R.

  • 2016 Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties
    by Abonazel, Mohamed R.

  • 2016 Shapley value regression and the resolution of multicollinearity
    by Mishra, SK

  • 2016 Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects
    by Abonazel, Mohamed R.

  • 2016 Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone
    by Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti

  • 2016 Are critical slowing down indicators useful to detect financial crises?
    by Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti

  • 2016 Playing by the rules? Agreement between predicted and observed binary choices Cycle: A Bayesian Evaluation
    by Stephanie Thomas

  • 2016 Indicators in Technology Assessment Passive Choices or Reflected Options?
    by Nuno Filipe França Gouveia Boavida & Stefan Boeschen

  • 2016 Tweet-tales: moods of socio-economic crisis?
    by Grazia Biorci & Antonella Emina & Michelangelo Puliga & Lisa Sella & Gianna Vivaldo

  • 2016 The long-term impact of war on health
    by Michael Palmer & Cuong Nguyen & Sophie Mitra & Daniel Mont & Nora Groce

  • 2016 Exploring the Community Structure of Complex Networks
    by Carlo Drago

  • 2016 Country level efficiency and national systems of entrepreneurship: a data envelopment analysis approach
    by Lafuente, Esteban & Szerb, László & Acs, Zoltan J.

  • 2016 Are Athletes on the Right Track? The Effect of Availability of an All-Weather Athletics Track on Athletics Performance
    by Seamus Hogan & Richard Watt

  • 2016 Distributional Policy Effects with Many Treatment Outcomes
    by Cañón Salazar Carlos Iván

  • 2016 Stromersparnis der Zeitumstellung bei privaten Haushalten
    by Korbinian Blanckenburg & Julian Strauch

  • 2016 Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models
    by David F. Findley & Demetra P. Lytras & Agustin Maravall

  • 2016 A spatial hedonic model application of variance function regression to residential property prices in Beijing
    by Yue Zhang & Robert G. Cromley & Dean M. Hanink

  • 2016 Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework
    by Pankaj Sinha & Sakshi Sharma

  • 2016 Health progress and economic growth in the USA: the continuous wavelet analysis
    by Wen-Yi Chen

  • 2016 Historical trade integration: globalization and the distance puzzle in the long twentieth century
    by Samuel Standaert & Stijn Ronsse & Benjamin Vandermarliere

  • 2016 A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics
    by Jing Dai & Stefan Sperlich & Walter Zucchini

  • 2016 Statistical assessment – as a part of security assessment applied to a block cipher
    by Ioana Roxana Dragomir & Marilena Lazar

  • 2016 Technology transfer and entrepreneurship: cross-national analysis
    by David Audretsch & Rosa Caiazza

  • 2016 Country level efficiency and national systems of entrepreneurship: a data envelopment analysis approach
    by Esteban Lafuente & László Szerb & Zoltan J. Acs

  • 2016 A note on the SG(m) test
    by Fernando A. López & Mariano Matilla-García & Jesús Mur & Antonio Páez & Manuel Ruiz

  • 2016 Fixed- b Inference for Testing Structural Change in a Time Series Regression
    by Cheol-Keun Cho & Timothy J. Vogelsang

  • 2016 The Status of Bridge Principles in Applied Econometrics
    by Bernt P. Stigum

  • 2016 Testing for the Equality of Integration Orders of Multiple Series
    by Man Wang & Ngai Hang Chan

  • 2016 Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency
    by Kyoo il Kim

  • 2016 Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models
    by Richard A. Ashley & Xiaojin Sun

  • 2016 Generalized Information Matrix Tests for Detecting Model Misspecification
    by Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner

  • 2016 Panel Cointegration Testing in the Presence of Linear Time Trends
    by Uwe Hassler & Mehdi Hosseinkouchack

  • 2016 Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation
    by Badi H. Baltagi & Chihwa Kao & Bin Peng

  • 2016 Pair-Copula Constructions for Financial Applications: A Review
    by Kjersti Aas

  • 2016 Social Networks and Choice Set Formation in Discrete Choice Models
    by Bruno Wichmann & Minjie Chen & Wiktor Adamowicz

  • 2016 Oil Price and Economic Growth: A Long Story?
    by María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés

  • 2016 Editorial Announcement
    by Kerry Patterson

  • 2016 Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters
    by Wen Xu

  • 2016 Econometric Information Recovery in Behavioral Networks
    by George Judge

  • 2016 Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited
    by M. Shelton Peiris & Manabu Asai

  • 2016 Nonparametric Regression with Common Shocks
    by Eduardo A. Souza-Rodrigues

  • 2016 Special Issues of Econometrics: Celebrated Econometricians
    by Econometrics Editorial Office

  • 2016 Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets
    by Xin Zhang & Donggyu Kim & Yazhen Wang

  • 2016 Econometrics Best Paper Award 2016
    by Kerry Patterson

  • 2016 Measuring the Distance between Sets of ARMA Models
    by Umberto Triacca

  • 2016 Market Microstructure Effects on Firm Default Risk Evaluation
    by Flavia Barsotti & Simona Sanfelici

  • 2016 Estimation of Gini Index within Pre-Specified Error Bound
    by Bhargab Chattopadhyay & Shyamal Krishna De

  • 2016 Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables
    by Daniel A. Griffith & Yongwan Chun

  • 2016 Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels
    by Masayuki Hirukawa & Mari Sakudo

  • 2016 Continuous and Jump Betas: Implications for Portfolio Diversification
    by Vitali Alexeev & Mardi Dungey & Wenying Yao

  • 2016 Removing Specification Errors from the Usual Formulation of Binary Choice Models
    by P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas

  • 2016 Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability
    by Marc S. Paolella

  • 2016 Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
    by Xibin Zhang & Maxwell L. King & Han Lin Shang

  • 2016 Building a Structural Model: Parameterization and Structurality
    by Michel Mouchart & Renzo Orsi

  • 2016 Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1
    by Charles B. Moss & James F. Oehmke & Alexandre Lyambabaje & Andrew Schmitz

  • 2016 Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series
    by Nunzio Cappuccio & Diego Lubian

  • 2016 Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence
    by Ba Chu & Stephen Satchell

  • 2016 A Method for Measuring Treatment Effects on the Treated without Randomization
    by P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta

  • 2016 Computational Complexity and Parallelization in Bayesian Econometric Analysis
    by Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2016 Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
    by Francesco Audrino & Yujia Hu

  • 2016 Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models
    by Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız

  • 2016 Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth
    by Mustafa Koroglu & Yiguo Sun

  • 2016 Acknowledgement to Reviewers of Econometrics in 2015
    by Econometrics Editorial Office

  • 2016 A Conditional Approach to Panel Data Models with Common Shocks
    by Giovanni Forchini & Bin Peng

  • 2016 Forecasting Value-at-Risk under Different Distributional Assumptions
    by Manuela Braione & Nicolas K. Scholtes

  • 2016 Spatial Econometrics: A Rapidly Evolving Discipline
    by Giuseppe Arbia

  • 2016 Bayesian Calibration of Generalized Pools of Predictive Distributions
    by Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

  • 2016 The Evolving Transmission of Uncertainty Shocks in the United Kingdom
    by Haroon Mumtaz

  • 2016 Timing Foreign Exchange Markets
    by Samuel W. Malone & Robert B. Gramacy & Enrique ter Horst

  • 2016 Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk

  • 2016 Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns
    by Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez

  • 2016 Evolutionary Sequential Monte Carlo Samplers for Change-Point Models
    by Arnaud Dufays

  • 2016 Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM
    by Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

  • 2016 Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP
    by John Geweke

  • 2016 The financial Logos: The framing of financial decision-making by mathematical modelling
    by Walter, Christian

  • 2016 How strong are the linkages between real estate and other sectors in China?
    by Chan, Steven & Han, Gaofeng & Zhang, Wenlang

  • 2016 A journey home: What drives how long people are homeless?
    by Cobb-Clark, Deborah A. & Herault, Nicolas & Scutella, Rosanna & Tseng, Yi-Ping

  • 2016 The double nature of the price of gold—A quantitative analysis based on Ensemble Empirical Mode Decomposition
    by Ming, Lei & Yang, Shenggang & Cheng, Cheng

  • 2016 Objective and subjective foundations for multiple priors
    by Stinchcombe, Maxwell B.

  • 2016 Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective
    by Bee, Marco & Dupuis, Debbie J. & Trapin, Luca

  • 2016 Wild bootstrap Ljung–Box test for cross correlations of multivariate time series
    by Lee, Taewook

  • 2016 Comparing the accuracy of default predictions in the rating industry for different sets of obligors
    by Krämer, Walter & Neumärker, Simon

  • 2016 Joint aggregation over money and credit card services under risk
    by William A. Barnett & Liting Su

  • 2016 Dynamic relationship between tourism and economic growth in MERCOSUR countries: a nonlinear approach based on asymmetric time series models
    by Juan Gabriel Brida & Bibiana Lanzilotta & Fiorella Pizzolon

  • 2016 Bayesian inference in Markov switching vector error correction model
    by Katsuhiro Sugita

  • 2016 Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study
    by Yoshimasa Uematsu & Shinya Tanaka

  • 2016 Historical trade integration: globalization and the distance puzzle in the long twentieth century
    by Samuel Standaert & Stijn Ronsse & Benjamin Vandermarliere

  • 2016-12-30 Predicción de fracaso empresarial en empresas de Argentina, Chile y Perú a través de indicadores contables
    by Caro, Norma Patricia

  • 2015 Rough Sets And Discriminant Analysis Techniques For Business Default Forecasting
    by Cabedo, José David & Tirado, José Miguel

  • 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 Exploring the Community Structure of Complex Networks
    by Drago, Carlo

  • 2015 On The Trade-Off Between Welfare and Peace: Evidence from West African Countries Using a Quantile Regression
    by Zoundi, Zakaria

  • 2015 An Integrated Strategy Framework (ISF) for Combining Porter's 5-Forces, Diamond, PESTEL, and SWOT Analysis
    by Anton, Roman

  • 2015 R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models
    by Abonazel, Mohamed R.

  • 2015 Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach
    by Youssef, Ahmed & Abonazel, Mohamed R.

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

  • 2015 Effects of credit constraints on the productivity of small and medium-sized enterprises in Cameroon
    by Mandiefe Piabuo, Serge & Menjo Baye, Francis & Chupezi Tieguhong, Julius

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

  • 2015 Indonesia embraces the Data Science
    by Situngkir, Hokky

  • 2015 Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting
    by Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios

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

  • 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

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  • 2015 Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables
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  • 2015 A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models
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  • 2015 On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study
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  • 2015 A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index
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  • 2015 Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
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  • 2015 A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts
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  • 2015 A Spectral Model of Turnover Reduction
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  • 2015 A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise
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  • 2015 New Graphical Methods and Test Statistics for Testing Composite Normality
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  • 2015 Efficient Estimation in Heteroscedastic Varying Coefficient Models
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  • 2015 Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects
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  • 2015 A New Approach to Model Verification, Falsification and Selection
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  • 2015 Bayesian Approach to Disentangling Technical and Environmental Productivity
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  • 2015 Strategic Interaction Model with Censored Strategies
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  • 2015 Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
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  • 2015 A Jackknife Correction to a Test for Cointegration Rank
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  • 2015 The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms
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  • 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
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  • 2015 Detecting Location Shifts during Model Selection by Step-Indicator Saturation
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  • 2015 A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models
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  • 2015 Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States
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  • 2015 Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data
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  • 2015 Information Recovery in a Dynamic Statistical Markov Model
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  • 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
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  • 2015 Two-Step Lasso Estimation of the Spatial Weights Matrix
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  • 2015 Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term
    by Osman Doğan

  • 2015 Acknowledgement to Reviewers of Econometrics in 2014
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  • 2015 Sostenere le imprese agro-industriali in Piemonte: un’analisi controfattuale
    by Sara Pavone & Elena Ragazzi & Lisa Sella

  • 2015 Niels Bohr’s Principle of Complementarities in Political Economy
    by Vladilen Sergeevich Afanasyev & Yulia Mihayilovna Medvedeva & Rafael Envarovich Abdulov

  • 2015 Testing between Different Types of Switching Regression Models
    by Frieder Knuepling & Jason Allen

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

  • 2015 Volatility forecast of stock indices by model averaging using high-frequency data
    by Wang, Chengyang & Nishiyama, Yoshihiko

  • 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 A generic model for spouse’s pensions with a view towards the calculation of liabilities
    by Sokol, Alexander

  • 2015 Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach
    by Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled

  • 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 Consistent method of moments estimation of the true fixed effects model
    by Wikström, Daniel

  • 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 Power Attrition of Asymmetric Tail Comovement Test
    by Kaihua Deng

  • 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 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

  • 2015-12-30 Descripción de empresas en crisis financiera: el caso de Argentina en las décadas del 1990 y 2000
    by Caro, Norma Patricia

  • 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 Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices
    by Degiannakis, Stavros & Kiohos, Apostolos

  • 2014 New GMM Estimators for Dynamic Panel Data Models
    by Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R.

  • 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 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 Determinants of inflation in Venezuela: Markup approach
    by José Contreras & Nora Guarata

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

  • 2014 Extending citer analysis to journal impact evaluation
    by Kun Lu & Isola Ajiferuke & Dietmar Wolfram

  • 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

  • 2014 The Relationship Between Bank Loans and Economic Growth In Turkey: 1995-2010
    by Mahmut Zortuk & Mehmet Yunus Çelik

  • 2014 Joinpoint Regression Analysis and an Application on Istanbul Stock-Exchange
    by Huriye Telli & Sinan Saraçlı

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

  • 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 A New Measure of Core Inflation in Pakistan
    by Riaz Riazuddin & Muhammad Amin Khan Lodhi & Muhammad Ashfaq & Behzad Ali Ahmad

  • 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 Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
    by Chu, Ba & Huynh, Kim & Jacho-Chavez, David

  • 2013 The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution
    by Bouaddi, Mohammed & Belhachemi, Rachid & Douch, Mohamed

  • 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 Scholarly publishing in social sciences and humanities, associated probabilities of belonging and its spectrum: a quantitative approach for the Spanish case
    by Jorge Mañana-Rodríguez & Elea Giménez-Toledo

  • 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-Santaulària & 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 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

  • 2012 Estimation in semiparametric models with missing data
    by Chen, Songxi

  • 2012 Two Sample Tests for High Dimensional Covariance Matrices
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  • 2012 Survival prediction based on compound covariate under cox proportional hazard models
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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
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  • 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
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  • 2010 Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka
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  • 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
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  • 2010 Will the poor of today be the poor of tomorrow? The determinants of poverty and vulnerability in Cartagena, Colombia
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  • 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
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  • 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 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
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  • 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
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  • 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
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  • 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
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  • 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
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  • 2008 Sectoral Transformation Ratios (ISIC Revise 2 and Revise 3)
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  • 2008 Multivariate Time Series Analysis And Forecasting
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  • 2008 Car And Affine Processes
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  • 2008 Forecasting Seasonal Time Series
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  • 2008 The University Of Pennsylvania Models For High-Frequency Macroeconomic Modeling
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  • 2008 Forecast Uncertainty, Its Representation And Evaluation
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  • 2008 Econometric Forecasting and High-Frequency Data Analysis

  • 2008 Bank Competition and Efficiency in the FYR Macedonia
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  • 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
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  • 2008 How effective are fiscal incentives to attract FDI to Sub-Saharan Africa?
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  • 2007 Understanding Stakeholder Values Using Cluster Analysis
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  • 2007 Understanding Stakeholder Values Using Cluster Analysis
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  • 2007 On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics
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  • 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 Evaluating Core Inflation Measures in Pakistan
    by Muhammad Amin Khan Lodhi

  • 2007 Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices
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  • 2007 Unit Root Tests with Wavelets
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  • 2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit
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  • 2007 Misallocation and manufacturing TFP in China and India
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  • 2007 Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism
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  • 2007 Quelques bénéfices heuristiques d’une redéfinition du profit
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  • 2007 Detecting Misspecifications in Autoregressive Conditional Duration Models
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  • 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
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  • 2007 An Alternative Methodology for Estimating Credit Quality Transition Matrices
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  • 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
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  • 2007 Economic Convergence. Applications - Second Part -
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  • 2007 Factor productivity in the Argentinean agriculture
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  • 2007 Oil rents and the tenure of the leaders in Africa
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  • 2007 Compensating The Poor Out Of Traditional Healing In Cameroon: A Nested Logit Analysis
    by KAMGNIA, Dia B.

  • 2007 An Analysis on the Characteristics of Recent Business Cycles (in Korean)
    by Nam, Sang-Ho

  • 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
    by Ksenija Dumičić & Nataša Kurnoga Živadinović & Anita Pavković & Marko Slipčević

  • 2006 Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme
    by Pandey, Krishan & Tikkiwal, G.C.

  • 2006 Distribution-Preserving Statistical Disclosure Limitation
    by Woodcock, Simon & Benedetto, Gary

  • 2006 Untalented but successful
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  • 2006 Econometrics: A Bird’s Eye View
    by John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran

  • 2006 Econometrics: A Bird's Eye View
    by Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem

  • 2006 Econometrics: A Bird’s Eye View
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  • 2006 Mind-Expanding Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Computational And Review Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 The Capital Growth Criterion And Continuous-Time Models
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Models Of Option Strategy
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Models Of Optimal Capital Accumulation And Portfolio Selection
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Two-Period Consumption Models And Portfolio Revision
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Introduction
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Mind-Expanding Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Computational And Review Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Myopic Portfolio Policies
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Risk Aversion Over Time Implies Static Risk Aversion
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Models That Have A Single Decision Point
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Introduction
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Mind-Expanding Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Computational And Review Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Effects Of Taxes On Risk Taking
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Existence And Diversification Of Optimal Portfolio Policies
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Mean-Variance And Safety-First Approaches And Their Extensions
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Introduction
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Mind Expanding Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Computational And Review Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Separation Theorems
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Measures Of Risk Aversion
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Stochastic Dominance
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  • 2006 Introduction
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Mind-Expanding Exercises
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Computational And Review Exercises
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  • 2006 Dynamic Programming
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Convexity And The Kuhn-Tucker Conditions
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Expected Utility Theory
    by William T. Ziemba & Raymond G. Vickson

  • 2006 Introduction
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  • 2006 Stochastic Optimization Models in Finance

  • 2006 Cooperative Extensions of the Bayesian Game
    by Tatsuro Ichiishi & Akira Yamazaki

  • 2006 Medición de la eficiencia técnica mediante el método de la frontera estocástica: El caso del sector manufacturero italiano
    by Gabriela Schmidt & Paulina Campión

  • 2006 Wavelet Estimation of Time Series Regression with Long Memory Processes
    by Haibin Wu

  • 2006 Compensating the Poor out of Traditional Healing in Cameroon: A Nested Logit Analysis
    by Kamgnia, D.B.

  • 2005 Automatic Identification of Faked and Fraudulent Interviews in the German SOEP
    by Christin Schäfer & Jörg-Peter Schräpler & Klaus-Robert Müller & Gert G. Wagner

  • 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
    by Vik Singh

  • 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
    by Guido Travaglini

  • 2005 Nonparametric estimation of concave production technologies by entropic methods
    by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro

  • 2005 A practical test for the choice of mixing distribution in a discrete choice model
    by Mogens Fosgerau & Michel Bierlaire

  • 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
    by Guanghua Wan & Ming Lu & Zhao Chen

  • 2005 ‘‘Moving Median’’ A New Method Of Forecasting
    by Eleftherios Giovanis

  • 2005 Propagation of Memory Parameter from Durations to Counts
    by Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang

  • 2005 A Note On Influence Assessment In Score Tests
    by J.M.C. Santos Silva

  • 2005 A fresh look at the topical interest of the Gini concentration ratio
    by Giovanni Maria Giorgi

  • 2005 Bibliographic portrait of the Gini concentration ratio
    by Giovanni Maria Giorgi

  • 2005 Production Functions Estimates for Soviet Industry and Some Implications
    by Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke

  • 2005 Simulation des Einflusses der Planung auf die sowjetische Wirtschaft
    by Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz

  • 2005 Directional Log-spline Distributions
    by José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel

  • 2005 Economic Growth as a Nonlinear and Discontinuous Process
    by Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi

  • 2005 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models
    by Ekrem Kilic

  • 2005 A Nonparametric Way of Distribution Testing
    by Ekrem Kilic

  • 2005 Open Source Software Development Projects: Determinants of Project Popularity
    by Ravi

  • 2005 Compositional Time Series: Past and Present
    by Juan M.C. Larrosa

  • 2005 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by Ugo Colombino & Rolf Aaberge & Tom Wennemo

  • 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
    by Ahmed Shamiri & Abu Hassan

  • 2005 About a 'new' inequality index
    by Giovanni Maria Giorgi

  • 2005 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians
    by Giovanni Maria Giorgi

  • 2005 Econometric Model for Cement demand and supply in Bolivia
    by Melitón Ramirez Mattos

  • 2005 Regression with R
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  • 2005 Total Factor Productivity Growth in Finland 1960 − 1999
    by Rana Bose

  • 2005 Estimating Short and Long Run Relationships: A Guide to the Applied Economist
    by Bhaskara Rao

  • 2005 Subsampling Cointegration Ranks in Large Systems
    by Chen Pu & Hsiao Chihying

  • 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
    by Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca

  • 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
    by Feng Dai & Lin Liang

  • 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
    by Giovanni Maria Giorgi

  • 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
    by Giovanni Maria Giorgi & Michele Crescenzi

  • 2005 Distribution-free estimation of the Gini inequality index: the kernel method approach
    by Pier Luigi Conti & Giovanni Maria Giorgi

  • 2005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data
    by Giovanni Maria Giorgi & Andrea Pallini

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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 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 Eventology of random-fuzzy events
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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 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
    by Weber, Andrea Maria

  • 2004 Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men
    by John C. Ham & Xianghong Li & Patricia B. Reagan

  • 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
    by Guerre

  • 2004 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
    by Cornelis A Los

  • 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 Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review
    by Degiannakis, Stavros & Xekalaki, Evdokia

  • 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 Privatization, Foreign Bank Entry and Bank Efficiency in Croatia: A Fourier-Flexible Function Stochastic Cost Frontier Analysis
    by Evan Kraft & Richard Hofler & James Payne

  • 2002 Efficiency of Banks in Croatia: A DEA Approach
    by Igor Jemrić & Boris Vujčić

  • 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

  • 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. Álvarez & M de los Llanos Matea

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

  • 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

  • 2001 Análisis comparativo de la evolución de la productividad total en el sector agrario vasco (1970-95)
    by Pilar Expósito Díaz & Xosé Antón Rodríguez González

  • 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

  • 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 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 Abul Naga, Ramses H.

  • 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 & W. Craig Riddell

  • 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.

  • 1985 Nota metodológica sobre las distintas fuentes de estadísticas de parados
    by Dirección de Estadística del Gobierno Vasco

  • 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

  • 1970 Exploratory Analysis of Marketing Data: Trees vs. Regression
    by Armstrong, J. Scott & Andress, James G.

  • 1970 How to avoid exploratory research
    by Armstrong, J. Scott

  • 1968 On the interpretation of factor analysis
    by Armstrong, J. Scott & Soelberg, Peer

  • 1967 Derivation of theory by means of factor analysis or Tom Swift and his electric factor analysis machine
    by Armstrong, J. Scott

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

  • 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.