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
2005
- Klaus Abberger, 2005, "The Use of Qualitative Business Tendency Surveys for Forecasting Business Investment in Germany," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number No.13.
- Songnian Chen & Yahong Zhou, 2005, "A Simple Matching Method for Estimating Sample Selection Models Using Experimental Data," Annals of Economics and Finance, Society for AEF, volume 6, issue 1, pages 155-167, May.
- Marco Caliendo & Sabine Kopeinig, 2005, "Some Practical Guidance for the Implementation of Propensity Score Matching," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 485.
- Álvarez, Luis J. & Burriel, Pablo & Hernando, Ignacio, 2005, "Do decreasing hazard functions for price changes make any sense?," Working Paper Series, European Central Bank, number 461, Mar.
- Frondel, Manuel & Schmidt, Christoph M., 2005, "Evaluating environmental programs: The perspective of modern evaluation research," Ecological Economics, Elsevier, volume 55, issue 4, pages 515-526, December.
- Bhargava, Alok & Chowdhury, Sadia & Singh, K.K., 2005, "Healthcare infrastructure, contraceptive use and infant mortality in Uttar Pradesh, India," Economics & Human Biology, Elsevier, volume 3, issue 3, pages 388-404, December.
- Lindquist, Matthew J. & Böhlmark, Anders, 2005, "Life-Cycle Variations in the Association between Current and Lifetime Income: Country, Cohort and Gender Comparisons," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 4/2005, Aug.
- Caliendo, Marco & Kopeinig, Sabine, 2005, "Some Practical Guidance for the Implementation of Propensity Score Matching," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1588, May.
- Caliendo, Marco & Hujer, Reinhard, 2005, "The Microeconometric Estimation of Treatment Effects - An Overview," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1653, Jul.
- Dr Martin Weale, 2005, "Survey Expectations," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 260, Jul.
- Raúl Pérez-Reyes Espejo & Raúl Lizardo García Carpio, 2005, "El Costo de Capital en Industrias Reguladas: Una aplicación a la Distribución de Electricidad en el Perú," Working Papers, Osinergmin, Gerencia de Políticas y Análisis Económico, number 19, Aug.
- Yves Atchade, 2005, "An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift," RePAd Working Paper Series, Département des sciences administratives, UQO, number LRSP-WP1, Mar.
- Raluca Balan & Kulik, 2005, "Self-Normalized Weak Invariance Principle for Mixing Sequences," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS417, Mar.
- T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2005, "A Long Range Dependence Stable Process and an Infinite Variance Branching System," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS425, Nov.
- T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2005, "Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS426, Nov.
- Herrera Gómez, Marcos & Aráoz, M. Florencia & de Lafuente, Gisela & D'jorge, Lucrecia & Granado, M. José & Michel Rivero, Andrés & Paz Terán, Corina, 2005, "Técnicas para datos multinivel: Aplicación a los determinantes del rendimiento educativo
[Techniques for multilevel data: Application to the determinants of educational performance]," MPRA Paper, University Library of Munich, Germany, number 38736. - Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005, "The Australian Business Cycle: A Coincident Indicator Approach," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Christopher Kent & David Norman, "The Changing Nature of the Business Cycle".
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005, "The Australian Business Cycle: A Coincident Indicator Approach," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2005-07, Oct.
- Alvaro Veiga & Gustavo Santos Raposo, 2005, "Exponential Multivariate Autoregressive Conditional High Frequency Data Model," Computing in Economics and Finance 2005, Society for Computational Economics, number 346, Nov.
- M. Hashem Pesaran & Martin Weale, 2005, "Survey Expectations," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.30, Jul.
- Céline Azizieh & Vincent Denolin & Thierry Metens, 2005, "New insights into the mechanisms of signal formation in RF-spoiled gradient echo sequences," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 05-006.RS.
- Marcelo Fernandes & Paulo Monteiro, 2005, "Central limit theorem for asymmetric kernel functionals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 57, issue 3, pages 425-442, September, DOI: 10.1007/BF02509233.
- Shawn Knabb, 2005, "The contribution of institutions, trade, and geography to the development process: How robust is the empirical evidence to variations in the sample?," Empirical Economics, Springer, volume 30, issue 2, pages 393-409, September, DOI: 10.1007/s00181-005-0239-7.
- Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot, 2005, "Correcting for Primary Study Misspecifications in Meta-Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-029/3, Mar, revised 31 Jan 2013.
- Cizek, P. & Härdle, W.K., 2005, "Robust Estimation of Dimension Reduction Space," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-31.
- Cizek, P. & Härdle, W.K., 2005, "Robust Estimation of Dimension Reduction Space," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7b2ac092-61fc-482e-a59c-2.
- Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 957, Feb.
- Chen Pu & Hsiao Chihying, 2005, "Testing Cointegration Rank in Large Systems," Econometrics, University Library of Munich, Germany, number 0504002, Apr.
- Eleftherios Giovanis, 2005, "‘‘Moving Median’’ A Method Of Autocorrelation Solution," Econometrics, University Library of Munich, Germany, number 0511011, Nov.
- Eleftherios Giovanis, 2005, "Application Of Mean Propensity To Consumption And Interest Rate Of Keynes Theory And The Application Of Cobb-Douglas Model And Solow Theory In The Greek Rural Economy," Econometrics, University Library of Munich, Germany, number 0511012, Nov.
- Ferda Halicioglu, 2005, "Can We Predict The Outcome Of The International Football Tournaments : The Case Of Euro 2000?," Microeconomics, University Library of Munich, Germany, number 0503008, Mar.
- Ferda Halicioglu, 2005, "Do We Need a New Point System in Professional Football Leagues?," Others, University Library of Munich, Germany, number 0503004, Mar.
- Čίžek, Pavel & Härdle, Wolfgang Karl, 2005, "Robust estimation of dimension reduction space," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-015.
- Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005, "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-047.
2004
- Eckstein, Zvi & Van den Berg, Gerard, 2004, "Empirical Labour Search: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4199, Jan.
- Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso, 2004, "Characterizing the Business Cycle for Accession Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4457, Jun.
- Pennings, Enrico, 2004, "The Hazard Rate of Foreign Direct Investment in Transition Countries: A Direct Estimation of a Real Option Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4801, Dec.
- Darolles, Serge & Florens, Jean-Pierre & Gourieroux, Christian, 2004, "Kernel-based nonlinear canonical analysis and time reversibility," Journal of Econometrics, Elsevier, volume 119, issue 2, pages 323-353, April.
- Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan L., 2004, "New evidence on the effects of job creation schemes in Germany--a matching approach with threefold heterogeneity," Research in Economics, Elsevier, volume 58, issue 4, pages 257-302, December.
- Frederic L. Pryor, 2004, "Economic Systems of OECD Nations: Impact and Evolution," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2004-14, Oct.
- Fernandes, Marcelo & Monteiro, Paulo Klinger, 2004, "Central limit theorem for asymmetric kernel functionals," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 522, Feb.
- Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp508, Sep.
- Dinah Rosenberg & Nicolas Vieille & Eilon Solan, 2004, "Approximating a sequence of observations by a simple process," Post-Print, HAL, number hal-00464946, Dec, DOI: 10.1214/009053604000000643.
- Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 2004, "Kernel-based nonlinear canonical analysis and time reversibility," Post-Print, HAL, number halshs-00678062, Jun, DOI: 10.1016/S0304-4076(03)00199-4.
- Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004, "Characterising the Business Cycle for Accession Countries," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 261.
- Lechner, Michael, 2004, "Sequential Matching Estimation of Dynamic Causal Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1042, Mar.
- Krug Walter, 2004, "Zum Vertrauen in die Statistik / As to the Confidence in Statistics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 1-2, pages 91-102, February, DOI: 10.1515/jbnst-2004-1-208.
- Daniel A. Griffith, 2004, "Distributional properties of georeferenced random variables based on the eigenfunction spatial filter," Journal of Geographical Systems, Springer, volume 6, issue 3, pages 263-288, October, DOI: 10.1007/s10109-004-0134-3.
- Bo E. Honoré & Adriana Lleras-Muney, 2004, "Bounds in Competing Risks Models and the War on Cancer," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2004-08, Apr.
- Giuseppe PORRO & Stefano Maria IACUS, 2004, "Average treatment effect estimation via random recursive partitioning," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-028, Jan.
- Giuseppe PORRO & Stefano Maria IACUS, 2004, "Average treatment effect estimation via random recursive partitioning," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-28, Jan.
- Joseph G. Hirschberg & Jenny N. Lye, 2004, "Inferences for the Extremum of Quadratic Regression Models," Department of Economics - Working Papers Series, The University of Melbourne, number 906.
- Bo E. Honore & Adriana Lleras Muney, 2004, "Bounds in Competing Risks Models and the War on Cancer," NBER Working Papers, National Bureau of Economic Research, Inc, number 10963, Dec.
- Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk, 2004, "Sub-fractional Brownian motion and its relation to occupation times," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS376, Jun.
- Yong-Kab Choi, 2004, "Path properties of (N;d)-Gaussian random fields," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS393, Apr.
- Yong-Kab Choi & Hwa-Sang Sung & Kyo-Shin Hwang & Hee-Jin Moon, 2004, "On the Csorgo-Révész increments of finite dimensional Gaussian random fields," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS395, Apr.
- Wei Huang, 2004, "Precise Rates in the Law of the Logarithm in the Hilbert Space," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS396, Apr.
- R. M. Balan & Ioana Schiopu-Kratina, 2004, "Asymptotic Results with Generalized Estimating Equations for Longitudinal data II," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS398, Mar.
- Luis G. Gorostiza & Reyla A. Navarro & Eliane R. Rodrigues, 2004, "Some Long-Range Dependence Processes Arising from Fluctuations of Particle Systems," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS401, Jan.
- T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2004, "Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS402, Jul.
- Raluca Balan & George Stoica, 2004, "A Weighted Weak Law of Large Numbers for Free Random Variables," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS403, Aug.
- T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2004, "Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS404, Sep.
- Valentina Meliciani & Franco Peracchi, 2004, "Convergence in Per-capita GDP Across European Regions: A Reappraisal," CEIS Research Paper, Tor Vergata University, CEIS, number 58, Oct.
- D. Widijanto & S. Nagornii, 2004, "Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization," Computing in Economics and Finance 2004, Society for Computational Economics, number 160, Aug.
- Daniel Ramirez A. & Juan M. Gómez G., 2004, "Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation," Computing in Economics and Finance 2004, Society for Computational Economics, number 246, Aug.
- Renato G. Flores Jr & Gustavo M. de Athayde, 2004, "A Strategy for Including Odd and Even-Numbered Higher Moments in Portfolio Selection," Computing in Economics and Finance 2004, Society for Computational Economics, number 341, Aug.
- Ahmed Loulit, 2004, "Asymptotic approximation of the hitting-time and evaluation of a risky bond," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 04-029.RS.
- Michael Lechner, 2004, "Sequential Matching Estimation of Dynamic Causal Models," University of St. Gallen Department of Economics working paper series 2004, Department of Economics, University of St. Gallen, number 2004-06, Jun.
- Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004, "Characterising the Business Cycle for Accession Countries," Econometrics, University Library of Munich, Germany, number 0403006, Mar.
- Daniel Levy & Hashem Dezhbakhsh, 2004, "On the Typical Spectral Shape of an Economic Variable," Macroeconomics, University Library of Munich, Germany, number 0402017, Feb.
- Philip Kostov & John Lingard, 2004, "Recurrence analysis techniques for non-stationary and non-linear data," Microeconomics, University Library of Munich, Germany, number 0409003, Sep.
- Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2004, "Evaluation der Eingliederungseffekte von Arbeitsbeschaffungsmaßnahmen in reguläre Beschäftigung für Teilnehmer in Deutschland," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-46.
2003
- Luis Eduardo Arango & Ana María Iregui & Luis Fernando Melo, 2003, "Recent Behavior of Output, Unemployment, Wages and Prices in Colombia:What went Wrong?," Borradores de Economia, Banco de la Republica de Colombia, number 249, Jun, DOI: 10.32468/be.249.
- Luis Eduardo Arango & Carlos Esteban Posada & Alejandro Charry, 2003, "La Participación Laboral en Colombia según la Nueva Encuesta: ¿Cambian sus determinantes?," Borradores de Economia, Banco de la Republica de Colombia, number 250, Jun, DOI: 10.32468/be.250.
- Luis Eduardo Arango & Carlos Esteban Posada & Alejandro Charry, 2003, "La Participaci�n Laboral en Colombia Seg�n la Nueva Encuesta: � Cambian sus Determinantes?," Borradores de Economia, Banco de la Republica, number 3048, Jun.
- Luis Eduardo Arango & Ana Mar�a Iregui & Luis Fernando Melo, 2003, "Recent Behavior of Outpout , Unemployment, Wages and Prices in Colombia: What went wrong?," Borradores de Economia, Banco de la Republica, number 3417, Jun.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003, "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24755, Dec.
- Acevedo , Ernesto & Aguilar, Marlon, 2003, "Un sistema de advertencia oportuna de crisis cambiarias para México," El Trimestre Económico, Fondo de Cultura Económica, volume 70, issue 279, pages 613-634, julio-sep.
- C. Guermat & K. Hadri & C. C. Kucukozmen, 2003, "Forecasting Value at Risk in Emerging Arab Stock Markets," Discussion Papers, University of Exeter, Department of Economics, number 0303, Dec.
- Kaifeng CHEN & Alexander PASSOW, 2003, "Quantitative Selection of Long-Short Hedge Funds," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp94, Jul.
- Daniel Levy & Hashem Dezhbakhsh, 2003, "On the typical spectral shape of an economic variable," Post-Print, HAL, number hal-02386554, May, DOI: 10.1080/1350485032000102187.
- Jonsson, Robert, 2003, "On the problem of optimal inference for time heterogeneous data with error components regression structure," Working Papers in Economics, University of Gothenburg, Department of Economics, number 110, Oct.
- Darcy Fuenzalida O'Shee & Mauricio Nash Sarquis, 2003, "Efecto De La Ley De Opa En El Retorno De La Acción En Chile," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 2, issue 4, pages 305-320, Diciembre.
- Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan L., 2003, "New Evidence on the Effects of Job Creation Schemes in Germany - A Matching Approach with Threefold Heterogeneity," IZA Discussion Papers, Institute of Labor Economics (IZA), number 750, Apr.
- Sheynin Oscar, 2003, "Social Statistics: Its History and Some Modern Issues / Zur Geschichte der Sozialstatistik und einiger moderner Probleme," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 1, pages 91-112, February, DOI: 10.1515/jbnst-2003-0105.
- R.M. Balan, 2003, "A Strong Invariance Principle for Associated Random Fields," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS390, Oct.
- Hao Yu, 2003, "Hierarchical equilibria of branching populations," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS391, Jan.
- Jani Bekő, 2003, "Causality between exports and economic growth: empirical estimates for slovenia," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 2, pages 169-186, DOI: 10.18267/j.pep.213.
- Nathan L. Joseph & Gilles Daniel & David S. Bree, 2003, "Goodness-of-fit of the Heston model," Computing in Economics and Finance 2003, Society for Computational Economics, number 281, Aug.
- Daniel Levy & Hashem Dezhbakhsh, 2003, "On the typical spectral shape of an economic variable," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 7, pages 417-423, DOI: 10.1080/1350485032000102187.
- Ruth Miquel, 2003, "Identification of Effects of Dynamic Treatments with a Difference-in-Differences Approach," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-06, Feb.
- Marian Grendar Jr & Marian Grendar, 2003, "Maximum Probability/Entropy translating of contiguous categorical observations into frequencies," Econometrics, University Library of Munich, Germany, number 0309003, Sep.
2002
- Wolfgang Becker & Juergen Dietz, 2002, "Implikationen unterschiedlicher Ausgangs- bzw. Rahmenbedingungen auf das Innovationsverhalten von neugegruendeten und etablierten Unternehmen," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 230, Oct.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002, "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers, Institute for Fiscal Studies, number 03/02, Dec, DOI: 10.1920/wp.cem.2002.0302.
- D. Levy, 2002, "Cointegration in frequency domain," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 3, pages 333-339, May, DOI: 10.1111/1467-9892.00267.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 433, Mar.
- AMIR, Rabah, 2002, "Impact-adjusted citations as a measure of journal quality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002074, Dec.
- Gonçalves, Sílvia & White, Halbert, 2002, "The Bootstrap Of The Mean For Dependent Heterogeneous Arrays," Econometric Theory, Cambridge University Press, volume 18, issue 6, pages 1367-1384, December.
- VIEILLE, Nicolas & ROSENBERG, Dinah & SOLAN, Eilon, 2002, "Approximating a sequence of observations by a simple process," HEC Research Papers Series, HEC Paris, number 756, Apr.
- TENENHAUS, Michel & BASTIEN, Philippe & ESPOSITO VINZI, Vincenzo, 2002, "Régression linéaire généralisée PLS," HEC Research Papers Series, HEC Paris, number 766, Mar.
- Michael Gerfin & Michael Lechner, 2002, "A Microeconometric Evaluation of the Active Labour Market Policy in Switzerland," Economic Journal, Royal Economic Society, volume 112, issue 482, pages 854-893, October.
- Pierre-Olivier Gourinchas & Jonathan A. Parker, 2002, "Consumption Over the Life Cycle," Econometrica, Econometric Society, volume 70, issue 1, pages 47-89, January.
- Filippo Altissimo & Valentina Corradi, 2002, "Bounds for inference with nuisance parameters present only under the alternative," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 494-519, June.
- Rockinger, Michael & Jondeau, Eric, 2002, "Entropy densities with an application to autoregressive conditional skewness and kurtosis," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 119-142, January.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp407, Feb.
- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2002, "Approximating a Sequence of Observations by a Simple Process," Working Papers, HAL, number hal-00593643, Apr.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002, "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/02, Dec.
- Thierry Post & Laurens Cherchye & Timo Kuosmanen, 2002, "Nonparametric Efficiency Estimation In Stochastic Environments," Operations Research, INFORMS, volume 50, issue 4, pages 645-655, August, DOI: 10.1287/opre.50.4.645.2854.
- Benedek, Gábor & Kóbor, Ádám & Pataki, Attila, 2002, "A kapcsolatszorosság mérése m-dimenziós kopulákkal és értékpapírportfólió-alkalmazások
[Measuring dependence with m-dimensional copulas and applications of this]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 105-125. - B. M. Golam Kibria & A.K.Md. E. Saleh, 2002, "Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS364, Mar.
- Ricardas Zitikis, 2002, "Analysis Of Indices Of Economic Inequality From A Mathematical Point Of View," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS366, Jul.
- William A. Massey & Raj Srinivasan, 2002, "Steady State Analysis and Heavy Traffic Limits for Regulated Markov Chains," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS374, Jun.
- Matias Salibian-Barrera & Ruben H. Zamar, 2002, "Uniform asymptotics for robust location estimates when the scale is unknown," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS375, Jun.
- Ruth Miquel, 2002, "Identification of Dynamic Treatment Effects by Instrumental Variables," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-11, May.
- K. Tobias Winther, 2002, "Value Creation and Profit Optimization," Microeconomics, University Library of Munich, Germany, number 0206001, Jun, revised 08 Dec 2003.
- Levy, Daniel, 2002, "Cointegration in Frequency Domain," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 23, issue 3, pages 333-339.
- Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002, "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,75.
2001
- Michael Rockinger & Eric Jondeau, 2001, "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers, Banque de France, number 79.
- Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin, 2001, "Combining Bond Rating Forecasts Using Logit," The Financial Review, Eastern Finance Association, volume 36, issue 2, pages 75-96, May.
- Silvia Gonçalves & Halbert White, 2001, "The Bootstrap of the Mean for Dependent Heterogeneous Arrays," CIRANO Working Papers, CIRANO, number 2001s-19, Mar.
- Schmidt, Christoph, 2001, "Knowing What Works. The Case for Rigorous Programme Evaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2826, Jul.
- Lechner, Michael & Gerfin, Michael, 2001, "A Microeconometric Evaluation of Active Labour Market Policy in Switzerland," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2993, Oct.
- Alok Bhargava, 2001, "Stochastic specification and the international GDP series," Econometrics Journal, Royal Economic Society, volume 4, issue 2, pages 1-7.
- Bhargava, Alok & Jamison, Dean T. & Lau, Lawrence J. & Murray, Christopher J. L., 2001, "Modeling the effects of health on economic growth," Journal of Health Economics, Elsevier, volume 20, issue 3, pages 423-440, May.
- Kuosmanen, T. & Post, G.T., 2001, "Non-Parametric Tests for Firm Efficiency in Case of Errors-in-Variables," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-06-F&A, Feb.
- Cherchye, L. & Post, G.T., 2001, "Nonparametric Efficiency Estimation in Stochastic Environments (II)," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-26-F&A, May.
- Greene, W., 2001, "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 01-01.
- Greene, W., 2001, "Estimating Econometric Models with Fixed Effects," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 01-10.
- Grilli, V., 1988, "Seigniorage In Europe," Papers, Yale - Economic Growth Center, number 565.
- Cruz Rambaud, Salvador & García Pérez, José, 2001, "The Aggregate Opinion Of Several Experts In The Fuzzy And Pert Methodologies," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 23-49, November.
- Frondel, Manuel & Schmidt, Christoph M., 2001, "Evaluating Environmental Programs: The Perspective of Modern Evaluation Research," IZA Discussion Papers, Institute of Labor Economics (IZA), number 397, Nov.
- GONÇALVES, Silvia & WHITE, Halbert, 2001, "The Bootstrap of Mean for Dependent Heterogeneous Arrays," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-19.
- Goncalves, S. & White, H., 2001, "The Bootstrap of Mean for Dependent Heterogeneous Arrays," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-19.
- Donald A. Dawson & Zenghu Li & Hao Wang, 2001, "Superprocesses with Dependent Spatial Motion and General Branching Densities," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS346, Jan.
- Yiqiang Q. Zhao, & Wei Li & W. John Braun, 2001, "Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS355, Jun.
- Michael A. Kouritzin & Hongwei Long, 2001, "Convergence Of Markov Chain Approximations To Stochastic Reaction Diffusion Equations," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS361, Jan.
- Donald A. Dawson & Luis G. Gorostiza, 2001, "Non-local Branching Superprocesses and Some Related Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS363, Jan.
- Susana Rubin-Bleuer & Ioana Schiopu Kratina, 2001, "On the two-phase framework for joint model and design-based inference," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS382, Jan.
- William Greene, 2001, "Fixed and Random Effects in Nonlinear Models," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 01-01.
- William Greene, 2001, "Estimating Econometric Models With Fixed Effects," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 01-10.
- Neil McCulloch & Bob Baulch & Milasoa Cherel-Robson, 2001, "Poverty, Inequality and Growth in Zambia During the 1990s," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2001-123.
- Frondel, Manuel & Schmidt, Christoph M., 2001, "Evaluating environmental programs: the perspective of modern evaluation research," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-59.
2000
- Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 2000, "Kernel Based Nonlinear Canonical Analysis and Time Reversibility," Working Papers, Center for Research in Economics and Statistics, number 2000-18.
- Johansen, Søren, 2000, "A Bartlett Correction Factor For Tests On The Cointegrating Relations," Econometric Theory, Cambridge University Press, volume 16, issue 5, pages 740-778, October.
- ROCKINGER, Michael & JONDEAU, Eric, 2000, "Entropy densities," HEC Research Papers Series, HEC Paris, number 709, Feb.
- Russell Davidson & Jean-Yves Duclos, 2000, "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," Econometrica, Econometric Society, volume 68, issue 6, pages 1435-1464, November.
- Anas, Alex & Arnott, Richard J. & Small, Kenneth A., 2000, "The Panexponential Monocentric Model," Journal of Urban Economics, Elsevier, volume 47, issue 2, pages 165-179, March.
- de Jong, C.M. & Huisman, R., 2000, "From Skews to a Skewed-t," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2000-12-F&A, May.
- Fernandes, M., 2000, "Central Limit Theorem for Asymmetric Kernel Functionals," Economics Working Papers, European University Institute, number eco2000/1.
- Altissimo, F. & Corradi, V., 2000, "Bounds for Inference with Nuisance Parameters Present only under the Alternative," Discussion Papers, University of Exeter, Department of Economics, number 0013.
- Virén, Matti, 2000, "Modelling Crime and Punishment," Discussion Papers, VATT Institute for Economic Research, number 244.
- Michael Rockinger & Eric Jondeau, 2000, "Entropy Densities," Working Papers, HAL, number hal-00601485, Feb.
- Hujer, Reinhard & Wellner, Marc, 2000, "The Effects of Public Sector Sponsored Training on Individual Employment Performance in East Germany," IZA Discussion Papers, Institute of Labor Economics (IZA), number 141, Apr.
- Gerfin, Michael & Lechner, Michael, 2000, "Microeconometric Evaluation of the Active Labour Market Policy in Switzerland," IZA Discussion Papers, Institute of Labor Economics (IZA), number 154, May.
- Renjun Ma & Daniel Krewski & Richard T. Burnett, 2000, "Random Effects Cox Models: A Poisson Modelling Approach," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS338, Feb.
- R.M. Balan, 2000, "A Strong Markov Property For Set-Indexed Processes," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS345b, Oct.
- Tomasz Bojdecki & Luis G. Gorostiza, 2000, "Trajectorial Fluctuations Of Cox Systems Of Independent Motions," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS349, Jan.
- Michael A. Kouritzin & Bruno Remillard, 2000, "Explicit Strong Solutions Of Multidimensional Stochastic Differential Equations," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS368, Jan.
- Miklos Csorgo & Barbara Szyszkowicz & Lihong Wang, 2000, "Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS387, Jan.
- D.A. Dawson & L.G. Gorostiza & A. Wakolbinger, 2000, "Hierarchical equilibria of branching populations," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS389, Jan.
- Yew-Kwang Ng & Guang-Zhen Sun, 2000, "The measurement of structural differences between economies: An axiomatic characterization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 2, pages 313-321.
- Neil McCulloch & Bob Baulch & Milasoa Cherel-Robson, 2000, "Poverty, Inequality and Growth in Zambia during the 1990s," Econometrics, University Library of Munich, Germany, number 0004004, Aug.
1999
- Eric Jondeau & Michael Rockinger, 1999, "Estimating Gram-Charlier Expansions with Positivity Constraints," Working papers, Banque de France, number 56.
- Johansen, S., 1999, "A Bartlett Correction Factor for Tests on the Cointegrating Relations," Economics Working Papers, European University Institute, number eco99/10.
- Archontakis, F., 1999, "Jordan Matrices on the Equivalence of the I(1) Conditions for VAR Systems," Economics Working Papers, European University Institute, number eco99/12.
- Triplett, J.E., 1999, "Should the Cost-of-Leaving Index Provide the Conceptual Framework for a Consumer Price Index?," Papers, Brookings Institution - Working Papers, number 8.
- Bobadilla, G.F., 1999, "Choosing the Right Error in Term Structure Models," Papers, Centro de Estudios Monetarios Y Financieros-, number 9904.
- Ombao, H. & Raz, J. & von Sachs, R. & Malow, B., 1999, "Automatic Statistical Analysis of Bivariate Non-Stationary Time Series," Papers, Catholique de Louvain - Institut de statistique, number 9908.
- Bergstrom, P., 1999, "Bootstrap Methods and Applications in Econometrics -a Brief Survey," Papers, Uppsala - Working Paper Series, number 1999:2.
- Bergström, Pål, 1999, "Bootstrap Methods and Applications in Econometrics - A Brief Survey," Working Paper Series, Uppsala University, Department of Economics, number 1999:2, Jan.
- Schmidt, Christoph M., 1999, "Knowing What Works: The Case for Rigorous Program Evaluation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 77, Dec.
- Lechner, Michael, 1999, "Identification and Estimation of Causal Effects of Multiple Treatments Under the Conditional Independence Assumption," IZA Discussion Papers, Institute of Labor Economics (IZA), number 91, Dec.
- Strachan, R.W. & Inder, B., 1999, "Bayesian Trace Statistics for the Reduced Rank Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/99, Oct.
- Snyder, R.D. & Forbes, C.S., 1999, "Understanding the Kalman Filter: an Object Oriented Programming Perspective," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/99, Dec.
- McLean, A., 1999, "The Predictive Approach to Teaching Statistics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/99, Mar.
- Rien Wagenvoort & Paul Schure, 1999, "The Recursive Thick Frontier Approach to Estimating Efficiency," Economic and Financial Reports, European Investment Bank, Economics Department, number 1999/2, Jul.
- Antonio Estache & Martín Rossi, 1999, "Estimación de una frontera de costos estocástica para empresas del sector agua en Asia y Región del Pacífico," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 4_1999, Mar.
- Martín Rodríguez Pardina & Martín Rossi & Christian Ruzzier, 1999, "Consistency Conditions: Efficiency Measures for the Electricity Distribution Sector in South America," UADE Working Papers, Instituto de Economía, Universidad Argentina de la Empresa, number 5_1999, May.
1998
- Eva Ortega, 1998, "Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models," Working Papers, Banco de España, number 9820.
- Adamu, S.O. & Ajiferuke, I.S.Y., Ogunkola, E.O., 1998, "Improving African Economic Statistics," Papers, African Economic Research Consortium, number 73.
- Davidson, R. & Duclos, J.-Y., 1998, "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98a14.
- Anas, A. & Arnott, R.J. & Small, K.A., 1998, ""The Panexponential Monocentric Model"," Papers, California Irvine - School of Social Sciences, number 98-99-09.
- Paterson, Iain, 1998, "Vote Weighting in the European Union," East European Series, Institute for Advanced Studies, number 54, Jan.
- Russell Davidson & Jean-Yves Duclos, 1998, "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 181, Apr.
- Davidson, Russell & Duclos, Jean-Yves, 1998, "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," Cahiers de recherche, Université Laval - Département d'économique, number 9805.
- DUFOUR, Jean-Marie & KHALAF, Lynda, 1998, "Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9813.
- Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998, "Combining Bond Rating Forecasts Using Logit," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-10.
- John V. Pepper, 1998, "Using Performance Standards to Evaluate Social Programs with Incomplete Outcome Data: General Issues and Application to a Higher Education Block Grant Program," Virginia Economics Online Papers, University of Virginia, Department of Economics, number 312, Aug.
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