## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C4: Econometric and Statistical Methods: Special Topics**

/ / / C40: General

/ / / C41: Duration Analysis; Optimal Timing Strategies

/ / / C42: Survey Methods

/ / / C43: Index Numbers and Aggregation

/ / / C44: Operations Research; Statistical Decision Theory

/ / / C45: Neural Networks and Related Topics

/ / / C46: Specific Distributions

/ / / C49: Other

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Volatility returns with vengeance: Financial markets vs. commodities**

*by*Aboura, Sofiane & Chevallier, Julien

**Intervalling-effect bias and evidences for competition policy**

*by*Fotis, Panagiotis & Pekka, Victoria & Polemis, Michael

**The Online Supplement to “International R&D Spillovers and other Unobserved Common Spillovers and Shocks”**

*by*Ruge-Leiva, Diego-Ivan

**Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis**

*by*Hina, Hafsa & Qayyum, Abdul

**Analyzing Nutritional Impacts of Price and Income Related Shocks in Malawi: Simulating Household Entitlements to Food**

*by*Kenneth Harttgen & Stephan Klasen & Ramona Rischke

**Global Macroeconomic Performance: A Comparative Study Based on Composite Scores**

*by*Somnath Chattopadhyay & Suchismita Bose

**A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models**

*by*Umberto Triacca

**Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States**

*by*Hassan Mohammadi & Yuting Tan

**Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data**

*by*Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

**Information Recovery in a Dynamic Statistical Markov Model**

*by*Douglas J. Miller & George Judge

**Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems**

*by*George Judge

**Finding Starting-Values for the Estimation of Vector STAR Models**

*by*Frauke Schleer

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

**Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity**

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

**Two-Step Lasso Estimation of the Spatial Weights Matrix**

*by*Achim Ahrens & Arnab Bhattacharjee

**Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term**

*by*Osman Doğan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

**Volatility returns with vengeance: Financial markets vs. commodities**

*by*Aboura, Sofiane & Chevallier, Julien

**Risk-return characteristics of Islamic equity indices: Multi-timescales analysis**

*by*Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi

**Modeling and testing smooth structural changes with endogenous regressors**

*by*Chen, Bin

**Partial efficient estimation of SUR models**

*by*Hailong Qian & Heather L. Bednarek

**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

**Cross-Market Spillovers with 'Volatility Surprise'**

*by*Aboura, Sofiane & Chevallier, Julien

**When the U.S. Stock Market Becomes Extreme?**

*by*Aboura, Sofiane

**Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations**

*by*Tae-Hwy Lee & Zhou Xi & Ru Zhang

**The convenient calculation of some test statistics in models of discrete choice**

*by*Darryl Holden & Roger Perman

**Semiiparametric Selection Models with Binary Outcomes**

*by*Roger Klein & Chan Shen & Francis Vella

**Historical trade integration: Globalization and the distance puzzle in the long 20th century**

*by*Samuel Standaert & Stijn Ronsse & Benjamin Vandermarliere

**Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios**

*by*Genest, benoit & Fares, Ziad

**Inflation and Inflation Uncertainty in Turkey**

*by*dogru, bulent

**Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework**

*by*Sinha, Pankaj & Sharma, Sakshi

**Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan**

*by*Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

**Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction**

*by*Bayram, Deniz & Dayé, Modeste

**Tests for High Dimensional Generalized Linear Models**

*by*Chen, Song Xi & Guo, Bin

**How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?**

*by*Bouoiyour, Jamal & Selmi, Refk

**An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth**

*by*Zareen, Shumaila & Qayyum, Abdul

**Properties of time averages in a risk management simulation**

*by*Bell, Peter Newton

**Analyzing and Forecasting Movements of the Philippine Economy using the Dynamic Factor Models (DFM)**

*by*Mapa, Dennis S. & Simbulan, Maria Christina

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**Applications of Information Measures to Assess Convergence in the Central Limit Theorem**

*by*Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar

**A Journey Home: What Drives How Long People Are Homeless?**

*by*Cobb-Clark, Deborah A. & Herault, Nicolas & Scutella, Rosanna & Tseng, Yi-Ping

**An empirical analysis of energy demand in Tunisia**

*by*Besma Talbi & Duc Khuong Nguyen

**Cross-Market Spillovers with Volatility Surprise**

*by*Sofiane Aboura & Julien Chevallier

**Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?**

*by*Muhammad Shahbaz & Kishwar Nawaz & Mohamed Arouri & Frédéric Teulon & Gazi Salah Uddin

**A Journey Home: What Drives How Long People Are Homeless?**

*by*Deborah A. Cobb-Clark & Nicolas Herault & Rosanna Scutella & Yi-Ping Tseng

**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

**Cross-Market Spillovers with ‘Volatility Surprise’**

*by*Sofiane Aboura & Julien Chevallier

**Reasonable Sample Sizes for Convergence to Normality**

*by*Carsten Schröder & Shlomo Yitzhaki

**Regularization for Spatial Panel Time Series Using the Adaptive LASSO**

*by*Clifford Lam & Pedro Souza

**Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance**

*by*E. Agliardi & M. Pinar & T. Stengos

**Predicting Financial Stress Events: A Signal Extraction Approach**

*by*Ian Christensen & Fuchun Li

**Las competencias genéricas en la Universidad de A Coruña: un análisis factorial**

*by*Carlos Pais Montes & Maria Jesús Freire Seoane & Mercedes Teijeiro Alvarez

**Transaction Costs in International Armaments Cooperation**

*by*Vladan Holcner & Marek Sedlačik & Jaroslav Michálek & Jakub Odehnal

**The Biggest Myth in Spatial Econometrics**

*by*James P. LeSage & R. Kelley Pace

**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

**Success at the Summer Olympics: How Much Do Economic Factors Explain?**

*by*Pravin K. Trivedi & David M. Zimmer

**A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model**

*by*Michael Pfaffermayr

**Asymmetry and Leverage in Conditional Volatility Models**

*by*Michael McAleer

**Two-Part Models for Fractional Responses Defined as Ratios of Integers**

*by*Harald Oberhofer & Michael Pfaffermayr

**A Fast, Accurate Method for Value-at-Risk and Expected Shortfall**

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach**

*by*Richard A. Ashley & Kwok Ping Tsang

**Bias-Correction in Vector Autoregressive Models: A Simulation Study**

*by*Tom Engsted & Thomas Q. Pedersen

**Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling**

*by*Dennis Fok & Richard Paap & Philip Hans Franses

**Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach**

*by*Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

**Measuring the monetary value of social relations: A hedonic approach**

*by*Colombo, Emilio & Stanca, Luca

**Cross-market spillovers with ‘volatility surprise’**

*by*Aboura, Sofiane & Chevallier, Julien

**Semi-parametric regression models and economies of scale in the presence of an endogenous variable**

*by*Cohen, Jeffrey P. & Osleeb, Jeffrey P. & Yang, Ke

**On the income–nuclear energy–CO2 emissions nexus revisited**

*by*Baek, Jungho & Pride, Dominique

**Testing multiple inequality hypotheses: A smoothed indicator approach**

*by*Chen, Le-Yu & Szroeter, Jerzy

**A unified approach to validating univariate and multivariate conditional distribution models in time series**

*by*Chen, Bin & Hong, Yongmiao

**Testing a linear dynamic panel data model against nonlinear alternatives**

*by*Lee, Yoon-Jin

**A new perspective on the issue of selection bias in randomized controlled field experiments**

*by*Belot, Michèle & James, Jonathan

**The economic impact of Swiss smoking bans on the hospitality sector**

*by*Marti, Joachim & Schläpfer, Jörg

**Measuring business cycles: Empirical Mode Decomposition of economic time series**

*by*Kožić, Ivan & Sever, Ivan

**Analysis of the Decomposition of Energy Intensity in Tunisia**

*by*Amira Ben Hammamia & Ahlem Dakhlaoui & Abdessalem Abbassi

**Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?**

*by*Franck Martin & Jiangxingyun Zhang

**European equity fund managers: luck or skill?!**

*by*Enareta Kurtbegu & Juliana Caicedo-llano

**A flexible descriptive model for the size distribution of incomes**

*by*Masato Okamoto

**The stochastic volatility model with random jumps and its application to BRL/USD exchange rate**

*by*Márcio P. Laurini & Roberto B. Mauad

**On the implicit uniform BIC prior**

*by*Richard Startz

**An Empirical Analysis of Energy Demand in Tunisia**

*by*Besma Talbi & Duc Khuong Nguyen

**A multivariate evaluation of German output growth and inflation forecasts**

*by*Jens J. Krüger

**Oil prices and trade balance: A frequency domain analysis for India**

*by*Aviral Kumar Tiwari & Mohamed Arouri & Frédéric Teulon

**Statistical Testing of Key Effectiveness Indicators of the Companies (Case for Ukraine in 2012)**

*by*Vladimir Ponomarenko & Oleksandr Dorokhov & Iryna Gontareva

**A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series**

*by*Bin Chen & Yongmiao Hong

**Detecting for Smooth Structural Changes in GARCH Models**

*by*Bin Chen & Yongmiao Hong

**Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri**

*by*Bin Chen & Yongmiao Hong

**Leverage vs. Feedback: Which Effect Drives the Oil Market ?**

*by*Chevallier, Julien & Aboura, Sofiane

**Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market**

*by*Aboura, Sofiane

**Economic Evaluation of Human Losses from Disasters**

*by*B. Porfiriev.

**On the Finite Sample Properties of Pre-test Estimators of Spatial Models**

*by*Gianfranco Piras & Ingmar R. Prucha

**Impact Estimates for Static Spatial Panel Data Models in R**

*by*Gianfranco Piras

**Comparing Implementations of Estimation Methods for Spatial Econometrics**

*by*Roger Bivand & Gianfranco Piras

**A New Index of Environmental Quality Based on Greenhouse Gas Emissions**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Modelling the Demand for Bank Loans by Private Business Sector in Pakistan**

*by*Hassan, Faiza & Qayyum, Abdul

**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

**Finance and growth: New evidence from Meta-analysis**

*by*Asongu, Simplice A

**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.

**Does economic prosperity bring about a happier society? Empirical remarks on the Easterlin Paradox debate sans Happiness Adaptation**

*by*Beja Jr., Edsel

**Natural Gas Consumption and Economic Growth Nexus: The Role of Exports, Capital and Labor in France**

*by*Shahbaz, Muhammad & Farhani, Sahbi & Rahman, Mohammad Mafizur

**Coal Consumption, Industrial Production and CO2 Emissions in China and India**

*by*Shahbaz, Muhammad & Farhani, Sahbi & Ozturk, Ilhan

**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

**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.

**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.

**Does economic prosperity bring about a happier society? Empirical remarks on the Easterlin Paradox debate**

*by*Beja Jr., Edsel

**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

**Bubbles, shocks and elementary technical trading strategies**

*by*Fry, John

**Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions**

*by*Chen, Songxi & Peng, Liang & Yu, Cindy

**Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study**

*by*Chen, Songxi

**A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions**

*by*HASAN, HAMID & Rehman, Attiqur

**Foundations of the economic and social history of the United States: Metaphysical**

*by*Albers, Scott

**Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes**

*by*Johnson, Joseph F.

**Measuring the Monetary Value of Social Relations: a Hedonic Approach**

*by*Emilio Colombo & Luca Stanca

**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

**Is sprawling residential behavior influenced by climate?**

*by*Cyrus Grout & Jean Cavailhès & Cécile Detang-Dessendre & Alban Thomas

**Finance and growth: New evidence from Meta-analysis**

*by*Asongu Simplice

**Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis**

*by*Asongu Simplice

**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

**Using Linear Programming in order to Optimize the Allocation of Resources for Investment**

*by*Rodica Gherghina & Ioana Duca

**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

**A two-step selective editing procedure based on contamination models**

*by*Marco Di Zio & Ugo Guarnera

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chia-Lin Chang & Michael McAleer

**The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process**

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**

*by*Aman Ullah & Huansha Wang

**Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging**

*by*Naoya Sueishi

**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

**Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator**

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

**Forecasting Value-at-Risk Using High-Frequency Information**

*by*Huiyu Huang & Tae-Hwy Lee

**Ten Things You Should Know about the Dynamic Conditional Correlation Representation**

*by*Massimiliano Caporin & Michael McAleer

**On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations**

*by*Yongning Wang & Ruey S. Tsay

**Testing for collusion in asymmetric first-price auctions**

*by*Aryal, Gaurab & Gabrielli, Maria F.

**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

**Leverage vs. feedback: Which Effect drives the oil market?**

*by*Aboura, Sofiane & Chevallier, Julien

**Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil**

*by*Quintino, Derick David & David, Sergio Adriani

**Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countries**

*by*Karimu, Amin & Brännlund, Runar

**A note on bounding average treatment effects**

*by*Lafférs, Lukáš

**On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models**

*by*Lee, Taewook

**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

**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

**Trade liberalisation and manufacturing wage premiums: Evidence from Thailand**

*by*Jayanthakumaran, Kankesu & Sangkaew, Piyapong & O’Brien, Martin

**Oil prices and trade balance: A wavelet based analysis for India**

*by*Aviral Kumar Tiwari & Olaolu Richard Olayeni

**The Fall of Bretton Woods: Which Geography Matters?**

*by*Leila Ali & Marie Lebreton

**Pair Copula Construction based Expected Shortfall estimation**

*by*Marcelo Brutti Righi & Paulo Sergio Ceretta

**A new estimator of the Box-Cox transformation model using moment conditions**

*by*Kazumitsu Nawata

**Empirical Analysis of the Interconnection between Structural Changes and Labour Productivity**

*by*Rossitsa Rangelova

**Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis**

*by*Raynaud, Franck & Lautier, Delphine

**Systemic Risk in Derivative Markets: an Empirical Assessment Through Network Analysis**

*by*Lautier, Delphine & Simon, Yves

**Heredity, Family, and Inequality: A Critique of Social Sciences**

*by*Beenstock, Michael

**Is Collusion Proof Auction Expensive? Estimates from Highway Procurements**

*by*Aryal, Gaurab & Gabrielli, Maria F.

**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

**Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation**

*by*Qiu, Yumou & Chen, Songxi

**Estimation in semiparametric models with missing data**

*by*Chen, Songxi

**Two Sample Tests for High Dimensional Covariance Matrices**

*by*Chen, Songxi

**Survival prediction based on compound covariate under cox proportional hazard models**

*by*Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu

**Indonesian Stock Market Crisis Observation with Spectral and Composite Index**

*by*Situngkir, Hokky

**A Discrete Choice Approach to Estimating Armed Conflicts’ Casualties: Revisiting the Numbers of a ‘Truth Commission’**

*by*Silvio Rendon

**A Discrete Choice Approach to Estimating Armed Conflicts' Casualties: Revisiting the Numbers of a 'Truth Commission'**

*by*Rendon, Silvio

**Testing multiple inequality hypotheses: a smoothed indicator approach**

*by*Le-Yu Chen & Jerzy Szroeter

**Unemployment Reduction Prowess Under Bush versus Obama Years**

*by*Hrishikesh D. Vinod

**The Role of Borders, Languages, and Currencies as Obstacles to Labor Market Integration**

*by*Bartz, Kevin & Fuchs-Schündeln, Nicola

**Why have governments succeeded in reducing French public debt historically and can these successes inspired us for the future? An historical perspective since 1890**

*by*Dufrénot, G. & Triki, K.

**Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence?**

*by*Dufrénot, G. & Triki, K.

**Estimating Revenue Under Collusion-Proof Auctions**

*by*Gaurab Aryal & Maria F. Gabrielli

**Transitional Behavior of Government Debt Ratio on Growth: The Case of OECD Countries**

*by*Chang, Tsangyao & Chiang, Gengnan

**Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory**

*by*Jian Wu & Zhengjun Zhang & Yong Zhao

**Much ado about Hotelling: Beware the ides of Hubbert**

*by*Reynolds, Douglas B. & Baek, Jungho

**Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis**

*by*Fang, Yi

**The role of borders, languages, and currencies as obstacles to labor market integration**

*by*Bartz, Kevin & Fuchs-Schündeln, Nicola

**Quantile regression estimation for discretely observed SDE models with compound Poisson jumps**

*by*Noh, Jungsik & Lee, Seung Y. & Lee, Sangyeol

**Usage of an estimated coefficient as a dependent variable**

*by*Hornstein, Abigail S. & Greene, William H.

**A Note on the Moments of the Skew-Normal Distribution**

*by*Markus Haas

**Exports and FDI: A Granger causality analysis in a heterogeneous panel**

*by*Chaido Dritsaki & Melina Dritsaki

**International Development Aid Allocation Determinants**

*by*Tapas Mishra & Bazoumana Ouattara & Mamata Parhi

**Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function**

*by*Chih-kai Chang & Tsangyao Chang

**Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration**

*by*Tsangyao Chang & Chia-hao Lee & Guochen Pan

**A Study of the Dynamic Relationship between Crude Oil Price and the Steel Price Index**

*by*Ming-Tao Chou & Ya - Ling Yang & Su-Chiung Chang

**Modeling Repeat Purchases in the Internet when RFM Captures Past Influence of Marketing**

*by*Reimer, Kerstin & Albers, Sönke

**A New Index of Environmental Quality**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model**

*by*Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R.

**On the Approximate Maximum Likelihood Estimation for Diffusion Processes**

*by*Chang, Jinyuan & Chen, Songxi

**Does Consumer Price Rigidity Exist in Barbados?**

*by*Craigwell, Roland & Moore, Winston & Worrell, DeLisle

**Price Rigidity: A Survey of Evidence From Micro-Level Data**

*by*Craigwell, Roland & Moore, Winston & Morris, Diego & Worrell, DeLisle

**Mathematical Genesis of the Spatio-Temporal Covariance Functions**

*by*Fernández-Avilés, G & Montero, JM & Mateu, J

**Creation of public use files: lessons learned from the comparative effectiveness research public use files data pilot project**

*by*Erdem, Erkan & Prada, Sergio I

**Agent-based computational economics and African modeling:perspectives and challenges**

*by*Nwaobi, Godwin

**Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis**

*by*Simplice A, Asongu

**Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan**

*by*Mohamed, Issam A.W.

**Introduction to the Macroeconomic Structure of Yemen**

*by*Mohamed, Issam A.W.

**Decision Support Systems and the Economics of Seeding Rate in Crop Yield**

*by*Mohamed, Issam A.W.

**Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial**

*by*Situngkir, Hokky

**Do Countries’ Endowments of Non-renewable Energy Resources Matter For FDI Attraction? A Cross-country Econometric Analysis**

*by*Susana Assunção & Aurora A. C. Teixeira & Rosa Forte

**Systemic risk in derivative markets : a graph-theory analysis**

*by*Lautier, Delphine & Raynaud, Franck

**Estimating US persistent and transitory monetary shocks: implications for monetary policy**

*by*Juan Angel Lafuente & Rafaela Pérez & Jesús Ruiz

**Testing for Collusion in Asymmetric First-Price Auctions**

*by*Gaurab Aryal & Maria F. Gabrielli

**Impact Of Crude Oil Price Volatility On World Equity Markets Beharviur**

*by*Rakesh KUMAR & Mohammad TAMIMI

**Security of the Accounting Information System Infrastructure**

*by*Mihalache D. Arsenie-Samoil

**The Audit of Accounting Information System Infrastructure**

*by*Mihalache D. Arsenie-Samoil

**The exchange value of the Pakistan rupee & Pakistan trade balance:an ARDL bounds testing approach**

*by*Muhammad Shahbaz & Rehmat Ullah Awan & Khalil Ahmad

**Subprime mortgage default**

*by*Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V.

**Regime-switching effects of debt on real GDP per capita the case of Latin American and Caribbean countries**

*by*Chang, Tsangyao & Chiang, Gengnan

**Measuring stock market volatility in oecd economy**

*by*khaled GUESMI & Irfan Kazi & Farhan Akbar

**An empirical study between government sectoral expenditure and indian economic growth**

*by*Amalendu Bhunia

**Extreme values dependence of risk in Latin American markets**

*by*Marcelo Brutti Righi & Paulo Sergio Ceretta

**Bayesian Factor Selection in Dynamic Term Structure Models**

*by*Marcio Laurini

**A Note on Shock Persistence in Total Factor Productivity Growth**

*by*Tapas Mishra & Bazoumana Ouattara & Mamata Parhi

**Spatial Autoregressive Models for House Price Dynamics in Italy**

*by*Tiziana Caliman & Enrico di Bella

**Noise traders or Fundamentalists? A Wavelet approach**

*by*François Benhmad

**Computationally efficient approximation for the double bootstrap mean bias correction**

*by*Rachida Ouysse

**The "spurious regression problem" in the classical regression model framework**

*by*Gueorgui I. Kolev

**Calidad Del Trabajo: Aproximaciones Teóricas Y Estimación De Un Índice Compuesto**

*by*Javier Armando Pineda & Carlos Eduardo Acosta

**Assessing Innovations in International Research and Development Practice**

*by*Pant, Laxmi P.

**A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models**

*by*Peng-Hsuan Ke & Wen-Jen Tsay

**Applying a CART-based approach for the diagnostics of mass appraisal models**

*by*Antipov, Evgeny & Pokryshevskaya, Elena

**Un MEDAF à plusieurs moments réalisés**

*by*Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet

**La Dolce Vita: Hedonic Estimates of Quality of Life in Italian Cities**

*by*Emilio Colombo & Alessandra Michelangeli & Luca Stanca

**A Household-Based Human Development Index**

*by*Kenneth Harttgen & Stephan Klasen

**Long-range dependence in returns and volatility of Central European Stock Indices**

*by*Ladislav Kristoufek

**Disentangling crashes from tail events**

*by*Aboura, Sofiane

**Systemic risk in derivative markets: A graph-theory analysis**

*by*Lautier, Delphine & Raynaud, Franck

**Success: talent, intelligence or beauty ?**

*by*GERGAUD, Olivier & GINSBURGH, Victor

**Minimax Regression Quantiles**

*by*Stefan Holst Bache

**Examination of Portfolio Currency Risk Estimation by Means of Lévy Models**

*by*Tomáš Tichý

**Hermite regression analysis of multi-modal count data**

*by*David E Giles

**Financial development and economic growth: evidence from West Africa**

*by*Zaka Ratsimalahelo & Mamadou Diang Barry

**Does a student's preference for a teacher's instructional style matter? An analysis of an economic approach**

*by*Tin-chun Lin

**Causal order between money, income and price through graph theoretic approach for Pakistan**

*by*Zahid Asghar & Nighat Jahandad

**Household food vulnerability dynamics in monga prone areas of bangladesh: a bivariate probit analysis**

*by*Mazbahul Golam Ahamad

**A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques**

*by*Dominique Guégan & Patrick Rakotomarolahy

**Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka**

*by*Siow-hooi Tan & Muzafar-shah Habibullah & Roy-wye-leong Khong

**Estimating the distribution of inflation expectations**

*by*Akira Terai

**Incorporating the Basic Elements of a First-degree Fuzzy Logic and Certain Elments of Temporal Logic for Dynamic Management Applications**

*by*Vasile MAZILESCU

**Long-range dependence in returns and volatility of Central European Stock Indices**

*by*Ladislav Kristoufek

**Will the poor of today be the poor of tomorrow? The determinants of poverty and vulnerability in Cartagena, Colombia**

*by*Fabio Rueda & Aaron Espinosa

**GDP as a Measurer of the Economic Growth – Methodological Specifics and Trends**

*by*Rossitsa Rangelova

**Macro-Governance aspects of monetary policy accomodation under varying regimes: An assessment using greek data**

*by*Christos F. Stournaras

**Determining the Causes of the Rising South African Unemployment Rate: An Age, Period and Generational Analysis**

*by*Rulof Burger & Dieter von Fintel

**The risk of catastrophic terrorism: an extreme value approach**

*by*Mohtadi, Hamid & Murshid, Antu

**Optimal auditing with scoring: theory and application to insurance fraud**

*by*Dionne, Georges & Giuliano, Florence & Picard, Pierre

**Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology**

*by*Raymond Kan & Cesare Robotti & Jay Shanken

**The Impacts of Inward and Outward FDI on Firm Investment in Korea**

*by*Sung-jin Kang & Sang-hak Sohn

**An Analysis of Relative Income and Life Satisfaction in Korea**

*by*Sung-jin Kang

**¿Los pobres de hoy seran los pobres del mañana? Determinantes de la pobreza y magnitud de la vulnerabilidad en Cartagena de Indias**

*by*Fabio Rueda de Vivero & Aaron Espinosa Espinosa

**Demand of children in Colombia: guessing or planning**

*by*Gamboa, Luis Fernando & Forero Ramírez, Nohora

**Omitted variables in the measure of a labour quality index: the case of Spain**

*by*Aitor Lacuesta & Sergio Puente & Pilar Cuadrado

**Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations**

*by*José E. Gómez-González & Nicholas M. Kiefer.

**A Cross-Spectral Analysis Of Romania’S Foreign Trade In Agricultural Products**

*by*Enache, Calcedonia

**Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga**

*by*Helena Veiga

**A residual-based bootstrap test for panel cointegration**

*by*Francesca Di Iorio & Stefano Fachin

**A characterization of the composite price variable to approximate a price aggregator function in the Quadratic Almost Ideal Demand System**

*by*Amita Majumder

**An Alternative Identification of the Economic Shocks in SVAR Models**

*by*Hassan Belkacem Ghassan & Mohammed Souissi & Mohammed Kbiri Alaoui

**Some evidence about the evolution of the size distribution of Italian firms by age**

*by*Pasquale Cirillo

**The impact of inflation on heterogeneous groups of households: an application to italy**

*by*Francesco Chelli & Chiara Gigliarano & Elvio Mattioli

**Family Size in Colombia: Guessing or Planning? Intended vs. Actual Family Size in Colombia**

*by*Nohora Forero & Luis Fernando Gamboa

**Economic Forecasts Based on Econometric Models Using EViews 5**

*by*Tomescu-Dumitrescu Cornelia

**Stage of Development of the Social Subject of Labor in the Agricultural Production Cooperatives**

*by*Minka Anastasova-Chopeva

**French economic cycles: a wavelet analysis of French retrospective GNP series**

*by*Patrice Baubeau & Bernard Cazelles

**Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments**

*by*Thabo Mokoena & Rangan Gupta & Renee van Eyden

**Small-area estimation with spatial similarity**

*by*Nicholas Longford

**Hedge fund portfolio selection with modified expected shortfall**

*by*Boudt, Kris & Peterson, Brian & Carl, Peter

**Choice and Effectiveness of Private and Public Schools in six countries. A reanalysis of three PISA data sets**

*by*Dronkers, J & Avram, S

**Empirical Assessment of the Existence of Taxable Agglomeration Rents**

*by*Souleymane COULIBALY

**Business Cycle Measurement with Semantic Filtering: A Micro Data Approach**

*by*Christian Müller & Eva Köberl

**Sectoral Transformation Ratios (ISIC Revise 2 and Revise 3)**

*by*Ensar Yesilyurt

**Role of Random Numbers in Simulations of Economic Processes**

*by*Dominika Crnjac Milic & Ljiljanka Kvesic

**Selection of Optimal Portfolio by Use of Risk Diversification Method**

*by*Martina Bris & Ivan Kristek & Ivo Mijoc

**How effective are fiscal incentives to attract FDI to Sub-Saharan Africa?**

*by*Emmanuel Cleeve

**Feasible inference for realised variance in the presence of jumps**

*by*Almut Elisabeth Dorothea Veraart

**Financial markets in continuous time**

*by*Jeanblanc, Monique & Dana, Rose-Anne

**Understanding Stakeholder Values Using Cluster Analysis**

*by*Pamela Kaval

**Understanding Stakeholder Values Using Cluster Analysis**

*by*Pamela Kaval

**On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics**

*by*Nikias Sarafoglou & Jean H.P. Paelinck

**Distribution-Preserving Statistical Disclosure Limitation**

*by*Simon D. Woodcock & Gary Benedetto

**Feasible inference for realised variance in the presence of jumps**

*by*Almut Elisabeth Dorothea Veraart

**Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices**

*by*Richard T. Baillie & Young-Wook Han & Robert J. Myers & Jeongseok Song

**Unit Root Tests with Wavelets**

*by*Gencay, Ramazan & Fan, Yanqin

**Polar Bear Population Forecasts: A Public-Policy Forecasting Audit**

*by*Armstrong, J. Scott & Green, Kesten C. & Soon, Willie

**Misallocation and manufacturing TFP in China and India**

*by*Chang, Tai Hsieh & Peter, J- Klenow

**Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism**

*by*Bhati, Avinash

**Quelques bénéfices heuristiques d’une redéfinition du profit**

*by*Kroës, Romain

**The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data**

*by*Christian Müller & Eva Köberl

**Detecting Misspecifications in Autoregressive Conditional Duration Models**

*by*Yongmiao Hong & Yoon-Jin Lee

**How can innovation economics benefit from complex network analysis?**

*by*Brigitte GAY (LEREPS-GRES)

**Imalat Sanayi, Madencilik ve Tasocakçiligi ve Enerji Gaz ve Su Sektörlerine Ait ISIC Revize 2-Revize 3 Veri Siniflandirma Sistemlerine Iliskin dönüsüm oranlarinin Hesaplanmasi**

*by*Ensar Yesilyurt

**An Alternative Methodology for Estimating Credit Quality Transition Matrices**

*by*Jose Eduardo Gómez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio

**Evidence of non-Markovian behavior in the process of bank rating migrations**

*by*José E. Gómez González & Nicholas M. Kiefer

**Evidence of non-Markovian behavior in the process of bank rating migrations**

*by*José E. Gómez-Gonzalez & Nicholas M. Kiefer

**Hedonic Housing Price Indices: The Turinese Experience**

*by*Piermassimo Pavese

**Economic Convergence. Applications - Second Part -**

*by*Iancu, Aurel

**Factor productivity in the Argentinean agriculture**

*by*Alberto Herrou Aragón

**Oil rents and the tenure of the leaders in Africa**

*by*Omgba Luc DÃ©sirÃ©

**Compensating The Poor Out Of Traditional Healing In Cameroon: A Nested Logit Analysis**

*by*KAMGNIA, Dia B.

**Qualitative Response Models:A Survey Of Methodology And Illustrative Applications**

*by*Aleksandra Nojković

**Public and Private Capital Productivity Puzzle: A Nonparametric Approach**

*by*Daniel J. Henderson & Subal C. Kumbhakar

**Istraživanje primjene metoda upravljanja financijskim rizicima u hrvatskim poduzećima - anketa na uzorku poduzeća**

*by*Ksenija Dumičić & Mirjana Čižmešija & Anita Pavković & Ana Andabaka

**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

**Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme**

*by*Pandey, Krishan & Tikkiwal, G.C.

**Distribution-Preserving Statistical Disclosure Limitation**

*by*Woodcock, Simon & Benedetto, Gary

**Untalented but successful**

*by*Olivier Gergaud & Vincenzo Verardi

**Econometrics: A Bird’s Eye View**

*by*John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran

**Econometrics: A Bird's Eye View**

*by*Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem

**Econometrics: A Bird’s Eye View**

*by*Geweke, J. & Joel Horowitz & Pesaran, M.H.

**Wavelet Estimation of Time Series Regression with Long Memory Processes**

*by*Haibin Wu

**Compensating the Poor out of Traditional Healing in Cameroon: A Nested Logit Analysis**

*by*Kamgnia, D.B.

**Automatic Identification of Faked and Fraudulent Interviews in the German SOEP**

*by*Christin Schäfer & Jörg-Peter Schräpler & Klaus-Robert Müller & Gert G. Wagner

**How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria**

*by*Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi

**Estimating a third-order translog demand system using Canadian micro-data**

*by*Vik Singh

**M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data**

*by*Mehmet Caner

**Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis**

*by*Guido Travaglini

**Nonparametric estimation of concave production technologies by entropic methods**

*by*Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro

**A practical test for the choice of mixing distribution in a discrete choice model**

*by*Mogens Fosgerau & Michel Bierlaire

**The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation**

*by*Peter Ilmolelian

**Globalization and Regional Income Inequality--Evidence from within China**

*by*Guanghua Wan & Ming Lu & Zhao Chen

**‘‘Moving Median’’ A New Method Of Forecasting**

*by*Eleftherios Giovanis

**Propagation of Memory Parameter from Durations to Counts**

*by*Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang

**A Note On Influence Assessment In Score Tests**

*by*J.M.C. Santos Silva

**A fresh look at the topical interest of the Gini concentration ratio**

*by*Giovanni Maria Giorgi

**Bibliographic portrait of the Gini concentration ratio**

*by*Giovanni Maria Giorgi

**Production Functions Estimates for Soviet Industry and Some Implications**

*by*Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke

**Simulation des Einflusses der Planung auf die sowjetische Wirtschaft**

*by*Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz

**Directional Log-spline Distributions**

*by*José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel

**Economic Growth as a Nonlinear and Discontinuous Process**

*by*Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi

**Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models**

*by*Ekrem Kilic

**A Nonparametric Way of Distribution Testing**

*by*Ekrem Kilic

**Open Source Software Development Projects: Determinants of Project Popularity**

*by*Ravi

**Compositional Time Series: Past and Present**

*by*Juan M.C. Larrosa

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*Ugo Colombino & Rolf Aaberge & Tom Wennemo

**Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators**

*by*MEHMET CANER

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

*by*MEHMET CANER

**Exponential Tilting with Weak Instruments: Estimation and Testing**

*by*MEHMET CANER

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

*by*MEHMET CANER

**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

**About a 'new' inequality index**

*by*Giovanni Maria Giorgi

**A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians**

*by*Giovanni Maria Giorgi

**Econometric Model for Cement demand and supply in Bolivia**

*by*Melitón Ramirez Mattos

**Regression with R**

*by*Miguel Rodrigues

**Total Factor Productivity Growth in Finland 1960 − 1999**

*by*Rana Bose

**Estimating Short and Long Run Relationships: A Guide to the Applied Economist**

*by*Bhaskara Rao

**Subsampling Cointegration Ranks in Large Systems**

*by*Chen Pu & Hsiao Chihying

**A maximal moment inequality for long range dependent time series with applications to estimation and model selection**

*by*Ching-Kang Ing & Ching-Zong Wei

**A Bootstrap Test for Single Index Models**

*by*Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca

**A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian**

*by*Isabel Proenca

**The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management**

*by*Feng Dai & Lin Liang

**Seasonally specific model analysis of UK cereals prices**

*by*Philip Kostov & John Lingard

**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

*by*Feng Dai & Hui Liu & Ying Wang

**Regional Empirics for Economic Disparities in Italy: 1951-2001**

*by*Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli

**A proposal of poverty measures based on the Bonferroni inequality index**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Encounter with the Italian Statistical School: A conversation with Carlo Benedetti**

*by*Giovanni Maria Giorgi

**Sampling distribution of the Bonferroni inequality index from exponential population**

*by*Giovanni Maria Giorgi & Riccardo Mondani

**Bayesian estimation of the Bonferroni index from a Pareto-type I population**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Distribution-free estimation of the Gini inequality index: the kernel method approach**

*by*Pier Luigi Conti & Giovanni Maria Giorgi

**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

**A look at the Bonferroni inequality measure in a reliability framework**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units**

*by*Stefano Fachin

**A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra**

*by*Mehmet Dalkir

**Liberalisation and it’s effect on inequality in developing countries-A case study on India**

*by*Supreena Narayanan

**Structural change in Export and economics growth: Analysis for spain (1980-2001)**

*by*zaharey

**Inspiration About The Economy**

*by*ZhaoYuan Wang

**Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000**

*by*Gino Santarossa & Marie-Ève Brouard

**Another Look At What To Do With Time-Series Cross-Section Data**

*by*Xiujian Chen & Shu Lin & W. Robert Reed

**Adaptive Estimation of the Regression Discontinuity Model**

*by*Yixiao Sun

**The effect on retail charges of mergers in the GB electricity market**

*by*Evens SALIES

**Active versus Passive Sample Attrition: The Health and Retirement Study**

*by*Honggao Cao & Daniel H. Hill

**On Tail Index Estimation for Dependent, Heterogenous Data**

*by*Jonathan B. Hill

**Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S**

*by*Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon

**Does Format of Pricing Contract Matter?**

*by*Teck-Hua Ho & Juanjuan Zhang

**Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange**

*by*David Chappell & Theodore Panagiotidis

**Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series**

*by*Ching-Kang Ing

**Financing Constraints and Firm Inventory Investment: A Reexamination**

*by*John Tsoukalas

**Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited**

*by*Jonathan B. Hill

**Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis**

*by*Ozgen Sayginsoy

**Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach**

*by*Amjad D. Al-Nasser

**The Inflation In European Union**

*by*Giovanis Elephtherios

**The hunting in the Province of Elassona**

*by*Giovanis Elephtherios

**Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens**

*by*Giovanis Elephtherios

**Econometric Analysis for the rural sector in Greek economy**

*by*Giovanis Elephtherios

**Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications**

*by*Matteo M. Pelagatti

**Dynamic Conditional Correlation with Elliptical Distributions**

*by*Matteo M. Pelagatti & Stefania Rondena

**Boating Against the Current: Cases, Concepts, Models and Development Power**

*by*feng dai

**A link between measures of Gross National Product, and measures of corruption**

*by*Mukti Diah Riani & Stuart Wattam

**Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua**

*by*adela parra romero & viviana vargas franco & carlos castellar palma

**Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification**

*by*Cornelis A. Los

**Extraction of Common Signal from Series with Different Frequency**

*by*Edoardo Otranto

**Multivariate STAR Unemployment Rate Forecasts**

*by*Costas Milas & Phil Rothman

**Grinkevych's Model of forecasting**

*by*Dmitry

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Bragoudakis Zacharias

**Overlaying Time Scales in Financial Volatility Data**

*by*Eric Hillebrand

**Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View**

*by*Dubois

**GMM Estimation for Long Memory Latent Variable Volatility and Duration Models**

*by*Willa Chen & Rohit Deo

**Tracing the Source of Long Memory in Volatility**

*by*Rohit Deo & Mengchen Hsieh & Clifford Hurvich

**Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment**

*by*Rohit Deo & Clifford Hurvich & Yi Lu

**Increasing Returns to Information in the U.S. Popular Music Industry**

*by*David E. Giles

**The Impact of Unilateral and Regional Trade Liberalisation on the Intra-ASEAN 5 Founding Nations' Exports and Export-GDP Nexus**

*by*Jayanthakumaran, Kankesu & Sanidas, Elias

**Eventology of random-fuzzy events**

*by*Vorobyev, Oleg Yu.

**Insider trading en la banca espa¤ola**

*by*Del Brio, Esther & G¢mez, Gerardo

**The Role of Beliefs in Inference for Rational Expectations Models**

*by*Bruce N. Lehmann

**Agricultural returns and conflict: quasi-experimental evidence from a policy intervention programme in Rwanda**

*by*Florence Kondylis

**The Advance in Partial Distribution: A New Mathematical Tool for Economic Management**

*by*Feng Dai & Ling Liang

**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

*by*Feng Dai & Hui Liu & Ying Wang

**Agricultural Returns and Conflict: Quasi-Experimental Evidence from a Policy Intervention Programme in Rwanda**

*by*Florence Kondylis

**Modelling Aggregate Consumption Growth with Time-Varying Parameters**

*by*Jürgen Arns & Kaushik Bhattacharya

**The Value of Information in Bayesian Decision Analysis**

*by*Vesna Jankovic-Milic & Snezana Radukic

**On distribution approximation: a simple comparative study on procedural variations of the Zheng test**

*by*Lawrence Dacuycuy

**Measuring efficiency with neural networks. An application to the public sector**

*by*Francisco J. Delgado

**The Retail Price Index and the Cost-of-Living Index: testing for consistency in theory and practice**

*by*Ian Crawford & Isabella Image

**Wann kehren junge Mütter auf den Arbeitsmarkt zurück? Eine Verweildaueranalyse für Deutschland**

*by*Weber, Andrea Maria

**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

**HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India**

*by*Puja Guha

**Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile**

*by*Dante Jara

**Asymptotics for Duration-Driven Long Range Dependent Processes**

*by*Mengchen Hsieh & Clifford Hurvich & Philippe Soulier

**Predictive Regressions: A Reduced-Bias Estimation Method**

*by*Yakov Amihud & Clifford Hurvich

**Semiparametric Estimation of Fractional Cointegrating Subspaces**

*by*Willa Chen & Clifford Hurvich

**Estimating Long Memory in Volatility**

*by*Clifford Hurvich & Eric Moulines & Philippe Soulier

**Threshold Cointegration between Stock Returns : An application of STECM Models**

*by*Jawadi Fredj & Koubaa Yousra

**On the Estimation of Nonlinearly Aggregated Mixed Models**

*by*Tommaso Proietti

**The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts**

*by*Artur C. B. da Silva Lopes & Antonio Montañés

**Data-Driven Rate-Optimal Specification Testing In Regression Models**

*by*Emmanuel Guerre & Pascal Lavergne

**Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series**

*by*Guerre

**The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire**

*by*Cornelis A Los

**SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device**

*by*Ignacio Díaz-Emparanza

**TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl**

*by*Ignacio Díaz-Emparanza

**On the stability of recursive least squares in the Gauss-Markov model**

*by*Evens SALIES

**Modelling Directional Dispersion Through Hyperspherical Log- Splines**

*by*J.T.A.S. Ferreira & M.F.J. Steel

**Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este**

*by*Juan Miguel Villa

**A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data**

*by*Diana Weinhold

**Do Chinese stock markets share common information arrival processes?**

*by*Philip Kostov & Ziping Wu & Seamus McErlean

**Model Selection Uncertainty and Detection of Threshold Effecs**

*by*Jean-Yves Pitarakis

**On Describing Multivariate Skewness: A Directional Approach**

*by*J. T. A. S. Ferreira & M. F. J. Steel

**Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models**

*by*Chi-Young Choi & Nelson C. Mark & Donggyu Sul

**Application of Local Influence Diagnostics to the Linear Logistic Regression Models**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**Testing The Significance Of Local Influence**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**A model to distribute mark-up amongst quotation component item**

*by*David Cattell & Paul Bowen & Ammar Kaka

**How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia**

*by*Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov

**Evaluating Latent and Observed Factors in Macroeconomics and Financ**

*by*Jushan Bai & Serena Ng

**How much has labour taxation contributed to European structural unemployment?**

*by*Christophe Planas & Werner Roeger & Alessandro Rossi

**Simulation-based estimation of peer effects**

*by*Brian Krauth

**Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation**

*by*Gioacchino Fazio & Olivier Hueber

**The Partial Distribution: Definition, Properties and Applications in Economy**

*by*feng dai

**A Constructive Representation of Univariate Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View**

*by*Horst Entorf

**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

*by*Jonathan B. Hill

**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

**On the stability of recursive least squares in the Gauss-Markov model**

*by*Salies, Evens

**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

**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?**

*by*Feng Zhao & Robert Jarrow & Haitao Li

**High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market**

*by*Konstantin Tyurin

**Specification Testing for Multivariate Time Series Volatility Models**

*by*Yoon-Jin Lee & Yongmiao Hong

**Some New Semiparametric Panel Stochastic Frontier Models**

*by*Gholamreza Hajargasht

**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

**A new approach to causality in the frequency domain**

*by*Mehmet Dalkir

**Detecting changes in persistence in linear time series**

*by*Steven Cook

**F versus t tests for unit roots: a comment**

*by*Paulo M. M. Rodrigues & Andrew Tremayne

**On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition**

*by*Steven Cook

**Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification**

*by*Jean-Yves Pitarakis

**Spot price dynamics in deregulated power markets**

*by*Marina Resta & Davide Sciutti

**Testing for Stochastic Cointegration and Evidence for Present Value Models**

*by*Brendan McCabe & Stephen Leybourne & David Harris

**Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification**

*by*Steve Leybourne & Tae-Hwan Kim & Paul Newbold

**Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test**

*by*Steve Leybourne & Paul Newbold & Tae-Hwan Kim

**On Unit Root Tests and the Initial Observation**

*by*Steve Leybourne & David Harvey

**Panel Stationarity Tests with Cross-sectional Dependence**

*by*David Harris & Steve Leybourne & Brendan McCabe

**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

**Central regions and dependency**

*by*K. Mosler

**Structural Equation Models in Human Behavior Genetics**

*by*Arthur S. Goldberger

**Econometrics and Economic Policy**

*by*Gregory C. Chow

**Economic Effects of Political Movements in China: Lower Bound Estimates**

*by*Gregory C. Chow

**Estimating Economic Effects of Political Movements in China**

*by*Gregory C. Chow

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**Wavelet Estimation of Integrated Volatility**

*by*Asger Lunde & Esben Hoeg

**An Empirical Study of Darwin's Theory of Mate Choice**

*by*Linda Y. Wong

**Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time GDP Forecast System**

*by*Kitchen, John & Monaco, Ralph

**On the New Notion of the Set-Expectation for a Random Set of Events**

*by*Vorobyev, Oleg Yu. & Vorobyev, Alexey O.

**Zvi Griliches' Contribution to the Theory of Human Capital**

*by*Reuben Gronau

**Underlying Inflation in Australia: Are the Existing Measures Satisfactory?**

*by*Robert Dixon & Guay Lim

**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.

**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.

**Empirical Labor Search: A Survey**

*by*Eckstein, Zvi & van den Berg, Gerard J.

**Empirical Labor Search: A Survey**

*by*Eckstein, Zvi & van den Berg, Gerard J.

**Measuring Labor Market Frictions: A Cross-Country Comparison**

*by*Ridder, Geert & van den Berg, Gerard J.

**Measuring Labor Market Frictions: A Cross-Country Comparison**

*by*Ridder, Geert & van den Berg, Gerard J.

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**Another look at the Regression Discontinuity Design**

*by*Battistin, Erich & Enrico Rettore

**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

**Identifying and Forecasting the Turns of the Japanese Business Cycle**

*by*Konstantin A., Kholodilin

**The Response of Term Rates to Monetary Policy Uncertainty**

*by*Oscar Jorda & Kevin Salyer

**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

**Smooth Iterative Projection Methods for Recursive Economies**

*by*Olivier Morand & Kevin Reffett

**Nonparametric specification testing for continuous-time models with application to spot interest rates**

*by*Hong, Yongmiao & Li, Haitao

**On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture**

*by*Gauthier Lanot

**An investigation of the relationship between job characteristics and the gender wage gap**

*by*Jaume Garcia Villar & Pedro J. Hernández & Ángel López-Nicolás

**A Test for Correlation between Signal and Noise within the Errors in Variables Model**

*by*Ramses H. ABUL NAGA

**On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture**

*by*Gauthier Lanot

**Self-Selection, Earnings, and Out-Migration: A Longitudinal Study of Immigrants to Germany**

*by*Constant, Amelie F. & Massey, Douglas S.

**Self-Selection, Earnings, and Out-Migration: A Longitudinal Study of Immigrants to Germany**

*by*Constant, Amelie & Massey, Douglas S.

**Un Sistema de Indicadores Líderes del Nivel de Actividad para la Economía Peruana**

*by*Javier Escobal & Javier Torres

**Modelling Inflation in EU Accession Countries: The Case of the Czech Republic, Hungary and Poland**

*by*Roberto Golinelli & Renzo Orsi

**Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism**

*by*Konstantin A. KHOLODILIN

**Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator**

*by*Konstantin, KHOLODILIN

**Asset Allocation Using Extreme Value Theory**

*by*Younes Bensalah

**The European Community Household Panel: A review**

*by*Franco Peracchi

**Nonlinearities in Swiss macroeconomic data**

*by*Annette Detken

**Precancelaciones hipotecarias en Argentina: evidencias empíricas a partir de modelos de duración**

*by*Mariano Selvaggi

**Using different null hypotheses to test for seasonal unit roots in economic time series**

*by*Antonio Aguirre & Andreu Sansó

**Money, Inflation and Growth in Germany-A Vector-Error-Correction-P-Star Model**

*by*Joerg Clostermann & Franz Seitz

**Evolutionary Strategies vs. Neural Networks; New Evidence from Taiwan on the Divisia Index Debate**

*by*Graham Kendall, Jane Binner and Alicia Gazely

**Degeneracy in Data Envelopment Analysis**

*by*Mar-Molinero, C. & Mancebon, M.J.

**Deposit Insurance Scheme (DIS) and a Comparison of Features of the DIS Concerning Likelihood of Banking Crises**

*by*Md. Anichul Hoque, K.

**Estimation of Diffusions using Wavelet scaling methods**

*by*Esben Hoeg

**Optimal Income Support Targeting**

*by*Sebastian Galiani & Stefan De Wachter

**Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change**

*by*Gabriel Rodriguez & Yiagadeesen Samy

**Household Electricity Demand, Revisited**

*by*Peter C. Reiss & Matthew W. White

**Returns to Education and Wage Equations**

*by*Pereira, Pedro Telhado & Martins, Pedro Silva

**Returns to Education and Wage Equations**

*by*Pereira, Pedro T. & Martins, Pedro S.

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Evaluating Core Inflation**

*by*C.R. Marques & P.D. Neves & L.M. Sarmento

**Underlying Inflation Measures in Spain**

*by*L.J. �lvarez & M de los Llanos Matea

**Pensent-ils différemment ? La "voix des pauvres" à travers les enquêtes statistiques**

*by*Mireille Razafindrakoto & François Roubaud

**Pensent-ils différemment : la « voix des pauvres » à travers les enquêtes statistiques**

*by*Razafindrakoto, Mireille & Roubaud, François

**The Unreliability of Output Gap Estimates in Real Time**

*by*Athanasios Orphanides & Simon van Norden

**How wide is the gap? An investigation of gender wage differences using quantile regression**

*by*Angel López-Nicolás & Jaume García & Pedro J. Hernández

**Assessing Aggregate Welfare: Growth and Inequality in Argentina**

*by*Leonardo Gasparini & Walter Sosa

**Optimal Income Support Targeting**

*by*De Watchter, S. & Galiani, S.

**Internal Labor Markets, Jobs and Promotions in France**

*by*Lemistre, P.

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Optimal Income Support Targeting**

*by*Stefan De Wachter & Sebastian Galiani

**The Environmental Kuznets Curve: Exploring A Fresh Specification**

*by*David F. Bradford & Rebecca Schlieckert & Stephen H. Shore

**Assessing Aggregate Welfare: Growth and Inequality in Argentina**

*by*Leonardo Gasparini & Walter Sosa Escudero

**Steps in Applying Extreme Value Theory to Finance: A Review**

*by*Younes Bensalah

**Threshold Relationships among Inflation, Financial Market Development and Growth**

*by*Michelle L. Barnes

**Is it efficient to analyse efficiency rankings?**

*by*Uwe Jensen

**Un análisis comparativo del impacto distributivo del impuesto inflacionario y de un impuesto sobre el consumo**

*by*Hildegart Ahumada & Alfredo Canavese & Facundo Gonzalez Alvaredo

**A note on the Statistical Significance of Changes in Inequality**

*by*Walter Sosa Escudero & Leonardo Gasparini

**Assesing HP Filter Performance for Argentina and U.S. Macro Aggregates**

*by*Hildegart Ahumada & María Lorena Garegnani

**Financing constraints and the timing of innovations in the German services sector**

*by*Kukuk, Martin & Stadler, Manfred

**Approximation properties of the neuro-fuzzy minimum function**

*by*Gottschling, Andreas & Kreuter, Christof

**A Heisenberg Bound for Stationary Time Series**

*by*Eric Blankmeyer

**L-scaling**

*by*Eric Blankmeyer

**Best Log-linear Index Numbers: Extensions and Applications**

*by*Eric Blankmeyer

**Estimation of Coherent Demand Systems with Many Binding Non-Negativity Constraints**

*by*Mark M. Pitt & Daniel L. Millimet

**Detecting self-organisational change in economic processes exhibiting logistic growth**

*by*John Foster & Phillip Wild

**Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie**

*by*Peter Winker & Kai-Tai Fang

**Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique**

*by*Bolgot, S. & Meyfredi, J.-C.

**Time Deformation: Definition and Comparisons**

*by*Le Fol, Gaëlle & Mercier, Ludovic

**Indirect estimation of linear models with ordinal regressors: A Monte Carlo study and some empirical illustrations**

*by*Kukuk, Martin

**Linking series generated at different frequencies and its applications**

*by*Hyung, Namwon

**Bayesian and Classical Approaches to Instrumental Variables Regression**

*by*Frank Kleibergen & Eric Zivot

**An Approximate Wavelet MLE of Short and Long Memory Parameters**

*by*Mark J. Jensen

**Results and problems of five years of incomes policy: an initial quantitative evaluation**

*by*Silvia Fabiani & Alberto Locarno & Gianpaolo Oneto & Paolo Sestito

**Technical Note: Does Core Inflation Help Forecast Total Inflation? Evidence from Colombia**

*by*John Thornton

**Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings**

*by*Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo

**Testing between Different Types of Switching Regression Models**

*by*Frieder Knuepling

**On the Estimation and Inference of a Cointegrated Regression in Panel Data**

*by*Chihwa Kao & Min-Hsien Chiang

**Prediction and sufficiency in the model factor analysis**

*by*Ramses H. Abul Naga

**Variance Optimal Cap Pricing Models**

*by*Laurent, J.P. & Scaillet, O.

**Multiregime Term Structure Models**

*by*Gouriéroux, C. & Scaillet, O.

**Parametric and non-parametric approaches to price and tax reform**

*by*Angus Deaton & Serena Ng

**Multilevel Interactions with a Keynesian Flavour in a Stochastic Macroeconomic Model**

*by*Edoardo GAFFEO

**Measuring Productivity Differences in Equilibrium Search Models**

*by*Lanot, G & Neumann, G-R

**Axiomatic Characterization of the Quadratic Scoring Rule**

*by*Selten, Reinhard

**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

*by*Sangjoon Kim & Neil Shephard & Siddhartha Chib

**Posterior Simulation and Bayes Factors in Panel Count Data Models**

*by*Siddhartha Chib & Edward Greenberg & Rainer Winkelmann

**Bayesian Analysis of Multivariate Probit Models**

*by*Siddhartha Chib & Edward Greenberg

**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

*by*Francisco F. R. Ramos

**Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures**

*by*Simon van Norden & Robert Vigfusson

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Joel L. Horowitz

**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

*by*Tue Gorgens & Joel L. Horowitz

**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

*by*Joel L. Horowitz

**Search Models and Duration Data**

*by*George Neumann

**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Joel L. Horowitz & Charles F. Manski

**Fitting Equilibrium Search Models to Labor Market Data**

*by*Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

**Parametric and Non-Parametric Approaches to Price and Tax Reform**

*by*Angus Deaton & Serena Ng

**Permanent income hypothesis and variability of consumption**

*by*Timo Koivumäki

**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

**Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions**

*by*Alain DeSerres & Alain Guay

**Further investigation of the uncertain unit root in GNP**

*by*Yin-Wong Cheung & Menzie Chinn

**Improved Score Tests for One-parameter Exponential Family Models**

*by*Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto

**On Bartlett and Bartlett-Type Corrections**

*by*F. Cribari-Neto & G.M. Cordeiro

**A Score Test for Seasonal Fractional Integration and Cointegration**

*by*Param Silvapulle

**Observed Choice, Estimation, and Optimism About Policy Changes**

*by*Eric Rasmusen

**Improved Test Statistics for Multivariate Regression**

*by*Francisco Cribari-Neto & Spyros Zarkos

**OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels**

*by*Mark J. Jensen

**Bartlett Corrections for One-Parameter Exponential Family Models**

*by*G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari

**A Frontier Model for Landscape Ecology: The Tapir in Honduras**

*by*Kevin Flesher & Eduardo Ley

**Unit Root Tests and the Burden of Proof**

*by*Robert A. Amano & Simon van Norden

**Fads or Bubbles?**

*by*Simon van Norden & Huntley Schaller & )

**Speculative Behaviour, Regime-Switching, and Stock Market Crashes**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching in Stock Market Returns**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching as a Test for Exchange Rate Bubbles**

*by*Simon van Norden

**A Multicriteria Approach to Model Specification and Estimation**

*by*Robert Kalaba & Leigh Tesfatsion

**Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+**

*by*Jørgen Aasness & Erik Biørn & Terje Skjerpen

**Time Series Analysis of Macroeconomic Conditions in Open Economies**

*by*Barja, Gover

**Bootstrap Estimation for Nonparametric Efficiency Estimates**

*by*WILSON, Paul & SIMAR, Leopold

**Using Expectations Data to Study Subjective Income Expectations**

*by*Jeff Dominitz & Charles F. Manski

**Eliciting Student Expectations Of The Returns To Schooling**

*by*Jeff Dominitz & Charles F. Manski

**Testing the null of stationarity in the presence of structural breaks for multiple time series**

*by*Ahn & Byung Chul

**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

*by*Joel L. Horowitz & Charles F. Manski

**Simultaneity With Downward Sloping Demand**

*by*Charles F. Manski

**Wavelets in Econometrics: An Application to Outlier Testing**

*by*Seth A. Greenblatt

**Markov Chain Monte Carlo Simulation Methods in Econometrics**

*by*Siddhartha Chib & Edward Greenberg

**The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation**

*by*Robert A. Amano & Tony S. Wirjanto

**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

*by*Mark J. Jensen

**Goodness-of-Fit for Revealed Preference Tests**

*by*Hal R. Varian

**Incentives, Team Production, Transaction Costs, and the Optimal Contract: Estimates of an Agency Model using Payroll Records**

*by*Christopher Ferrall & Bruce Shearer

**Employment Structure and Wage Levels in Namibia: A Report based on Establishment Survey 1992/93**

*by*Mohammad, Irfan

**Can Measurement Errors or Seasonal Adjustments Explain the Negative Autocorrelation of U.S. Monthly Consumption Changes?**

*by*Luigi Ermini

**Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically**

*by*Pedro Gozalo & Oliver Linton

**Incentives, Team Production, Transaction Costs and the Optimal Contract: Estimates of an Agency Model using Payroll Records**

*by*Christopher Ferrall & Bruce S. Shearer

**Classical Estimation Methods for LDV Models Using Simulation**

*by*V.A. Hajivassiliou & P. A. Ruud

**Nonparametric Multivariate Regression Subject to Constraint**

*by*S. M. Goldman & P. A. Ruud

**A Predictive Approach to Model Selection and Multicollinearity**

*by*Edward Greenberg & Robert P. Parks

**A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies**

*by*Walter Teets & Robert P. Parks

**Canonical Factorization and World Representation of Wide-Sense Stationary Series Under Sampling**

*by*Luigi Ermini

**Can Measurement Errors or Seasonal Adjustments Explain the Negative Autocorrelation of Monthly Consumption Changes?**

*by*Luigi Ermini

**A Comparative Analysis of Unemployment in Canada and the United States**

*by*David Card

**A Kit of Results For Sampled and Temporally Aggregated Models**

*by*Luigi Ermini

**Testing for Credibility Effects**

*by*Pierre-Richard AgÃ©nor & Mark P. Taylor

**Documentation for Microsimulation Models: A Review of TRIM2, MATH, and HITSM**

*by*Kevin Hollenbeck

**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.

**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

**Reproductive behaviour in Pakistan: insights from the population, labour force, and migration survey 1979-80**

*by*Sathar, Zeba A. & Mohammad, Irfan

**Bilateral and multilateral exchange rate and purchasing power parity indexes: the aggregation problem**

*by*Galy, Michel

**Benefit Entitlement and the Labor Market: Evidence from a Large-Scale Policy Change**

*by*Rafael Lalive & Josef Zweimüller

**Path Dependence, its critics, and the quest for 'historical economics'**

*by*Paul A. David