Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
/ / / C51: Model Construction and Estimation
/ / / C52: Model Evaluation, Validation, and Selection
/ / / C53: Forecasting and Prediction Models; Simulation Methods
/ / / C54: Quantitative Policy Modeling
/ / / C55: Large Data Sets: Modeling and Analysis
/ / / C57: Econometrics of Games and Auctions
/ / / C58: Financial Econometrics
/ / / C59: Other

2006

• William T. Ziemba & Raymond G. Vickson, 2006, "The Capital Growth Criterion And Continuous-Time Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Cooperative Extension of the Bayesian Game," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Measurability as Feasibility of Individual Actions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Bayesian Incentive Compatibility as Feasibility of Execution of Contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Descriptive Solution Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Normative Solution Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Comparisons of Several Core Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Existence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Approaches to Information Revelation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Existence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Large Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Core Convergence/Equivalence Theorems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Cooperative Extensions Of The Bayesian Game".
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Self-Selection in Anonymous Environments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Cooperative Extensions Of The Bayesian Game".
• Mehl, Arnaud, 2006, "The yield curve as a predictor and emerging economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 18/2006.
• Detlefsen, Kai & Härdle, Wolfgang Karl, 2006, "Forecasting the term structure of variance swaps," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-052.
• Stefan Reimann, 2006, "An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 271, Feb.
• Stefan Reimann, 2006, "The Process of price formation and the skewness of asset returns," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 276, Feb.

2005

• Arns, Jürgen & Bhattacharya, Kaushik, 2005, "Modelling Aggregate Consumption Growth with Time-Varying Parameters," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 15/2005.
• Paas, Tiiu & Tafenau, Egle, 2005, "European trade integration in the Baltic Sea Region - A gravity model based analysis," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 331.
• Paas, Tiiu & Tafenau, Egle, 2005, "European Trade Integration in the Baltic Sea Region - A Gravity Model Based Analysis," Discussion Paper Series, Hamburg Institute of International Economics, number 26263, DOI: 10.22004/ag.econ.26263.
• Chavas, Jean-Paul & Kim, Kwansoo, 2005, "An Econometric Analysis of Price Dynamics in the Presence of a Price Floor: The Case of American Cheese," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 37, issue 01, pages 1-15, April, DOI: 10.22004/ag.econ.43628.
• Holmes, Mark & Grimes, Arthur, 2005, "Is there long-run convergence of regional house prices in the UK?," Motu Working Papers, Motu Economic and Public Policy Research, number 292891, Aug, DOI: 10.22004/ag.econ.292891.
• Maria da Conceição Sampaio de Sousa & Silvane Battaglin Schwengber, 2005, "Efficiency Estimates For Judicial Services In Brazil: Nonparametric Fdh (Free Disposal Hull) And The Expected Order- M Efficiency Scores For Rio Grande Do Sul Courts´," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 053.
• Frédérick Demers & Annie De Champlain, 2005, "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers, Bank of Canada, number 05-44, DOI: 10.34989/swp-2005-44.
• Patrick Bajari & Matthew E. Kahn, 2005, "Estimating Housing Demand With an Application to Explaining Racial Segregation in Cities," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 20-33, January.
• Patrick Fève, 2005, "La Modélisation Macro Econométrique Dynamique," Working papers, Banque de France, number 129.
• Bernd Hayo & Ali M. Kutan, 2005, "The impact of news, oil prices, and global market developments on Russian financial markets," The Economics of Transition, The European Bank for Reconstruction and Development, volume 13, issue 2, pages 373-393, April, DOI: 10.1111/j.1468-0351.2005.00214.x.
• José T. A. S. Ferreira & Mark F. J. Steel, 2005, "Modelling directional dispersion through hyperspherical log‐splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 67, issue 4, pages 599-616, September, DOI: 10.1111/j.1467-9868.2005.00518.x.
• Stephen Leybourne & Tae‐Hwan Kim & Paul Newbold, 2005, "Examination of Some More Powerful Modifications of the Dickey–Fuller Test," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 3, pages 355-369, May, DOI: 10.1111/j.1467-9892.2004.00406.x.
• Serena Ng & Pierre Perron, 2005, "A Note on the Selection of Time Series Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 1, pages 115-134, February, DOI: 10.1111/j.1468-0084.2005.00113.x.
• Christopher Knittel & Dae-Wook Kim, 2005, "Biases in Static Oligopoly Models?:Evidence from the California Electricity Market," Working Papers, University of California, Davis, Department of Economics, number 17, Sep.
• Jerome Fillol, 2005, "Modelisation multifractale du taux de change dollar/euro," Economie Internationale, CEPII research center, issue 104, pages 135-150.
• Claude Lopez, 2005, "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2005-01, revised 2007.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2005, "Convergence Properties of the Likelihood of Computed Dynamic Models," Levine's Bibliography, UCLA Department of Economics, number 122247000000000822, Jan.
• Tetlow, Robert J. & Ironside, Brian, 2005, "Real-Time Model Uncertainty in the United States: the Fed from 1996-2003," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5305, Oct.
• Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005, "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005006, Mar.
• Chavas, Jean-Paul & Kim, Kwansoo, 2005, "An Econometric Analysis of Price Dynamics in the Presence of a Price Floor: The Case of American Cheese," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 37, issue 1, pages 21-35, April.
• Georg Zachmann, 2005, "Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 512.
• Mateo, M.C. & García-Cortijo, M.C., 2005, "El análisis econométrico desde la perspectiva de sistemas de información: un cambio de configuración," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 5, issue 1.
• Bildirici, M. & Cosar, N., 2005, "Budget Deficits and Indirect Taxes during the Political Instability Periods in Turkey: Cointegration Analysis and EC Model Estimation, 1985-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 1, pages 69-88.
• Guisan, M.C. & Aguayo, E., 2005, "Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 21-30.
• Guisan, M.C. & Exposito, P., 2005, "Industry and Foreign Trade in India, China and OECD countries: an analysis of causality, 1960-2002," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 3, pages 5-16.
• Sunil Sapra, 2005, ""A regression error specification test (RESET) for generalized linear models"," Economics Bulletin, AccessEcon, volume 3, issue 1, pages 1-6.
• BARHOUMI Karim, 2005, "Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation," Economics Bulletin, AccessEcon, volume 3, issue 26, pages 1-14.
• Thierry Warin & Phanindra Wunnava & Hubert P. Janicki, 2005, "Endogenous OCA Theory: Using the Gravity Model to Test Mundell's Intuition," Economics Bulletin, AccessEcon, volume 28, issue 6, pages 1.
• Dimitris Hatzinikolaou & Athanassios Stavrakoudis, 2005, "A New Variant of RESET for Distributed Lag Models," Economics Bulletin, AccessEcon, volume 3, issue 56, pages 1-4.
• Alexander Gorobets, 2005, "The Optimal Prediction Simultaneous Equations Selection," Economics Bulletin, AccessEcon, volume 3, issue 36, pages 1-8.
• Boriss Siliverstovs, 2005, "The Bi-parameter Smooth Transition Autoregressive model," Economics Bulletin, AccessEcon, volume 3, issue 23, pages 1-11.
• Tsangyao Chang & Chi-Wei Su & Hsiao-Ping Chu & Hsu-Ling Chang, 2005, "Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test," Economics Bulletin, AccessEcon, volume 3, issue 41, pages 1-9.
• Robert W. Turner & Laura Noddin & Alita Giuda, 2005, "Estimating nonuse values using conjoint analysis," Economics Bulletin, AccessEcon, volume 17, issue 7, pages 1-15.
• Ehrmann, Michael & Fratzscher, Marcel & Rigobon, Roberto, 2005, "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Working Paper Series, European Central Bank, number 452, Mar.
• Villetelle, Jean-Pierre & Boissay, Frédéric, 2005, "The French block of the ESCB multi-country model," Working Paper Series, European Central Bank, number 456, Mar.
• Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2005, "Estimating Long Memory in Volatility," Econometrica, Econometric Society, volume 73, issue 4, pages 1283-1328, July.
• Rasmus Kattai, 2005, "EMMA - A Quarterly Model of the Estonian Economy," Bank of Estonia Working Papers, Bank of Estonia, number 2005-12, Dec, revised 12 Dec 2005.
• Diks, Cees & van der Weide, Roy, 2005, "Herding, a-synchronous updating and heterogeneity in memory in a CBS," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 4, pages 741-763, April.
• Clark, Todd E. & Kozicki, Sharon, 2005, "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, volume 16, issue 3, pages 395-413, December.
• Pesaran, M. Hashem & Timmermann, Allan, 2005, "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, volume 129, issue 1-2, pages 183-217.
• Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2005_03, Mar.
• Feng Dai & Ling Liang, 2005, "The Advance in Partial Distribution: A New Mathematical Tool for Economic Management," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2005_04, Apr.
• William A. Brock & Steven N. Durlauf & Kenneth D. West, 2005, "Model uncertainty and policy evaluation: some theory and empirics," Proceedings, Federal Reserve Bank of San Francisco.
• Refet S. Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-26, Sep.
• Eric Meyermans & Patrick Van Brusselen, 2005, "Working Paper 06-05 - The Macroeconomic Effects of an Oil Price Shock on the World Economy : A Simulation with the NIME Model," Working Papers, Federal Planning Bureau, Belgium, number 200506, Apr.
• Eric Meyermans & Patrick Van Brusselen, 2005, "Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model," Working Papers, Federal Planning Bureau, Belgium, number 200517, Dec.
• Andros Gregoriou & Alexandros Kontonikas, 2005, "Modeling The Non-Linear Behaviour of Inflation Deviations From The Target," Working Papers, Business School - Economics, University of Glasgow, number 2005_12, Sep.
• Timothy J Halliday, 2005, "Heterogeneity, State Dependence and Health," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200503.
• Roger Guesnerie, 2005, "Assessing Rational Expectations 2: eductive stability in economics," Post-Print, HAL, number halshs-00754853, Apr.
• Undp, 2005, "HDR 2005 - International cooperation at a crossroads: Aid, trade and security in an unequal world," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2005, September.
• Mr. Frederick L Joutz & Mr. Yasser Abdih, 2005, "Relating the Knowledge Production Function to Total Factor Productivity: An Endogenous Growth Puzzle," IMF Working Papers, International Monetary Fund, number 2005/074, Apr.
• Francisco G. Carneiro & Joao R. Faria & Boubacar S. Barry, 2005, "Government Revenues And Expenditures In Guinea-Bissau: Causality And Cointegration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 30, issue 1, pages 107-117, June.
• Jeffrey Edwards, 2005, "The Great Growth Debate: A Statistical Look at Mankiw, Romer, and Weil, versus Islam," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 33, issue 1, pages 71-92, March, DOI: 10.1007/s11293-005-1646-z.
• Utku Utkulu & Durmus Özdemir, 2005, "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey," Economic Change and Restructuring, Springer, volume 37, issue 3, pages 245-266, September, DOI: 10.1007/s10644-005-8080-8.
• Marilena Biey & Roberto Zanola, 2005, "The Market for Picasso Prints: A Hybrid Model Approach," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 29, issue 2, pages 127-136, May, DOI: 10.1007/s10824-005-8133-x.
• Sangho Choo & Patricia Mokhtarian & Ilan Salomon, 2005, "Does telecommuting reduce vehicle-miles traveled? An aggregate time series analysis for the U.S," Transportation, Springer, volume 32, issue 1, pages 37-64, January, DOI: 10.1007/s11116-004-3046-7.
• Hye-Jung Kang, 2005, "The Impact of Farm Consolidation on Productive Efficiency in Korean Agriculture: Analysis of Farm-Level Panel Data," Korean Economic Review, Korean Economic Association, volume 21, pages 147-162.
• Mette Ejrnæs & Karl Gunnar Persson, 2005, "The Nature and Costs of Dis-Equilibrium Trade: The Case of Transatlantic Grain Exports in the 19th Century," Discussion Papers, University of Copenhagen. Department of Economics, number 05-02, Feb.
• Roger Guesnerie, 2005, "Assessing Rational Expectations 2: "Eductive" Stability in Economics," MIT Press Books, The MIT Press, number 0262072580, edition 1, ISBN: ARRAY(0x69e6a1d0), December.
• Torsten Persson & Guido Tabellini, 2005, "The Economic Effects of Constitutions," MIT Press Books, The MIT Press, number 0262661926, edition 1, ISBN: ARRAY(0x6861d688), December.
• Mark J. Holmes & Arthur Grimes, 2005, "Is there long-run convergence of regional house prices in the UK?," Motu Working Papers, Motu Economic and Public Policy Research, number 05_11, Aug.
• Philippe Jeanfils & Koen Burggraeve, 2005, "Noname - A new quarterly model for Belgium," Working Paper Research, National Bank of Belgium, number 68, May.
• Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel, 2005, "Structural Econometric Models in Forecasting Inflation at the National Bank of Poland," NBP Working Papers, Narodowy Bank Polski, number 31.
• Refet Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2005".
• Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005, "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers, National Bureau of Economic Research, Inc, number 11166, Mar.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2005, "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11312, May.
• David S. Lee, 2005, "Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 11721, Oct.
• Bruce N. Lehmann, 2005, "The Role of Beliefs in Inference for Rational Expectations Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 11758, Nov.
• Haakon O. Aa. Solheim, 2005, "Evaluating Macroeconometric Modelling with Regard to Usefulness: a Survey," Nordic Journal of Political Economy, Nordic Journal of Political Economy, volume 31, pages 3-15.
• Álvarez, Antonio & Arias, Carlos & Greene, William, 2005, "Accounting for Unobservables in Production Models: Management and Inefficiency," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2005/07.
• Joseph Friedman & Yochanan Shachmurove, 2005, "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-028, Oct.
• Mehmet Caner, 2005, "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Paper, Department of Economics, University of Pittsburgh, number 211, Jan, revised Jan 2005.
• B. da Silva Lopes, Artur C., 2005, "Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests," MPRA Paper, University Library of Munich, Germany, number 125, Oct, revised May 2006.
• Lord, Montague, 2005, "A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications," MPRA Paper, University Library of Munich, Germany, number 41161, Feb.
• Yalincak, Orhun Hakan, 2005, "Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula)," MPRA Paper, University Library of Munich, Germany, number 63208.
• Keane, Michael, 2005, "Comment on "Multinational Firms and Backward Linkages" by Ping Lin and Kamal Saggi," MPRA Paper, University Library of Munich, Germany, number 63475, Apr.
• Ignazio Visco, 2005, "Dalla teoria alla pratica nei modelli macroeconomici: l’eclettismo post-keynesiano," Moneta e Credito, Economia civile, volume 58, issue 230-231, pages 71-96.
• José Brandão de Brito, 2005, "SEAM: A Small-Scale Euro Area Model With Forward-Looking Elements," Working Papers, Banco de Portugal, Economics and Research Department, number w200501.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu, 2005, "Income Disparity and Economic Growth: Evidence from China," Working Papers, Queen Mary University of London, School of Economics and Finance, number 548, Nov.
• Walter Labys, 2005, "Commodity Price Fluctuations: A Century of Analysis," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2005-01.
• Brian Cushing, 2005, "Specification of Functional Form in Models of Population Migration," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2005-05, Apr.
• Maria De Mello & Kevin Nell, 2005, "The forecasting ability of a cointegrated VAR system of the UK tourism demand for France, Spain and Portugal," Empirical Economics, Springer, volume 30, issue 2, pages 277-308, September, DOI: 10.1007/s00181-005-0241-0.
• Tiiu Paas & Egle Tafenau, 2005, "Regional Trade Clusters in Promoting Eastward Enlargement of European Union," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 12, issue 1, pages 77-90, July, DOI: 10.1007/s11300-005-0036-1.
• Artur C. B. da Silva Lopes & Antonio Montanes, 2005, "The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 1, pages 83-108, DOI: 10.1081/ECR-200049141.
• Patrick Bajari & Ali Hortacsu, 2005, "Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data," Journal of Political Economy, University of Chicago Press, volume 113, issue 4, pages 703-741, August, DOI: 10.1086/432138.
• Pedro Francisco Páez, 2005, "Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2005_07.
• Ayyagari, Meghana & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2005, "How well do institutional theories explain firms'perceptions of property rights?," Policy Research Working Paper Series, The World Bank, number 3709, Sep.
• Rohit Deo & Clifford Hurvich & Yi Lu, 2005, "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics, University Library of Munich, Germany, number 0501002, Jan.
• Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005, "Tracing the Source of Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0501005, Jan.
• Willa Chen & Rohit Deo, 2005, "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics, University Library of Munich, Germany, number 0501006, Jan.
• Dubois, 2005, "Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View," Econometrics, University Library of Munich, Germany, number 0501014, Jan.
• Eric Hillebrand, 2005, "Overlaying Time Scales in Financial Volatility Data," Econometrics, University Library of Munich, Germany, number 0501015, Jan.
• Bragoudakis Zacharias, 2005, "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics, University Library of Munich, Germany, number 0502007, Feb.
• Dmitry, 2005, "Grinkevych's Model of forecasting," Econometrics, University Library of Munich, Germany, number 0502009, Feb.
• Costas Milas & Phil Rothman, 2005, "Multivariate STAR Unemployment Rate Forecasts," Econometrics, University Library of Munich, Germany, number 0502010, Feb.
• Edoardo Otranto, 2005, "Extraction of Common Signal from Series with Different Frequency," Econometrics, University Library of Munich, Germany, number 0502011, Feb.
• Cornelis A. Los, 2005, "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics, University Library of Munich, Germany, number 0502013, Feb.
• adela parra romero & viviana vargas franco & carlos castellar palma, 2005, "Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua," Econometrics, University Library of Munich, Germany, number 0502014, Feb.
• Mukti Diah Riani & Stuart Wattam, 2005, "A link between measures of Gross National Product, and measures of corruption," Econometrics, University Library of Munich, Germany, number 0502015, Feb.
• feng dai, 2005, "Boating Against the Current: Cases, Concepts, Models and Development Power," Econometrics, University Library of Munich, Germany, number 0503003, Mar.
• Matteo M. Pelagatti & Stefania Rondena, 2005, "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics, University Library of Munich, Germany, number 0503007, Mar.
• Matteo M. Pelagatti, 2005, "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics, University Library of Munich, Germany, number 0503008, Mar.
• Giovanis Elephtherios, 2005, "Econometric Analysis for the rural sector in Greek economy," Econometrics, University Library of Munich, Germany, number 0503009, Mar.
• Giovanis Elephtherios, 2005, "Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens," Econometrics, University Library of Munich, Germany, number 0503010, Mar.
• Giovanis Elephtherios, 2005, "The hunting in the Province of Elassona," Econometrics, University Library of Munich, Germany, number 0503011, Mar.
• Giovanis Elephtherios, 2005, "The Inflation In European Union," Econometrics, University Library of Munich, Germany, number 0503012, Mar.
• Amjad D. Al-Nasser, 2005, "Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach," Econometrics, University Library of Munich, Germany, number 0503013, Mar.
• Ozgen Sayginsoy, 2005, "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Econometrics, University Library of Munich, Germany, number 0503014, Mar, revised 11 Mar 2005.
• Jonathan B. Hill, 2005, "Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited," Econometrics, University Library of Munich, Germany, number 0503016, Mar, revised 23 Mar 2005.
• John Tsoukalas, 2005, "Financing Constraints and Firm Inventory Investment: A Reexamination," Econometrics, University Library of Munich, Germany, number 0503019, Mar.
• Ching-Kang Ing, 2005, "Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series," Econometrics, University Library of Munich, Germany, number 0503020, Mar.
• David Chappell & Theodore Panagiotidis, 2005, "Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange," Econometrics, University Library of Munich, Germany, number 0504005, Apr.
• Teck-Hua Ho & Juanjuan Zhang, 2005, "Does Format of Pricing Contract Matter?," Econometrics, University Library of Munich, Germany, number 0504008, Apr.
• Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon, 2005, "Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S," Econometrics, University Library of Munich, Germany, number 0505001, May.
• Jonathan B. Hill, 2005, "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics, University Library of Munich, Germany, number 0505005, May, revised 24 Mar 2006.
• Honggao Cao & Daniel H. Hill, 2005, "Active versus Passive Sample Attrition: The Health and Retirement Study," Econometrics, University Library of Munich, Germany, number 0505006, May.
• Evens SALIES, 2005, "The effect on retail charges of mergers in the GB electricity market," Econometrics, University Library of Munich, Germany, number 0506001, Jun.
• Yixiao Sun, 2005, "Adaptive Estimation of the Regression Discontinuity Model," Econometrics, University Library of Munich, Germany, number 0506003, Jun.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2005, "Another Look At What To Do With Time-Series Cross-Section Data," Econometrics, University Library of Munich, Germany, number 0506004, Jun.
• Gino Santarossa & Marie-Ève Brouard, 2005, "Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000," Econometrics, University Library of Munich, Germany, number 0506005, Jun.
• ZhaoYuan Wang, 2005, "Inspiration About The Economy," Econometrics, University Library of Munich, Germany, number 0506006, Jun.
• zaharey, 2005, "Structural change in Export and economics growth: Analysis for spain (1980-2001)," Econometrics, University Library of Munich, Germany, number 0506007, Jun.
• Supreena Narayanan, 2005, "Liberalisation and it’s effect on inequality in developing countries-A case study on India," Econometrics, University Library of Munich, Germany, number 0506008, Jun.
• Mehmet Dalkir, 2005, "A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra," Econometrics, University Library of Munich, Germany, number 0507001, Jul, revised 07 Jul 2005.
• Stefano Fachin, 2005, "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics, University Library of Munich, Germany, number 0507002, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "A look at the Bonferroni inequality measure in a reliability framework," Econometrics, University Library of Munich, Germany, number 0507004, Jul.
• Giovanni Maria Giorgi & Andrea Pallini, 2005, "About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data," Econometrics, University Library of Munich, Germany, number 0507005, Jul.
• Pier Luigi Conti & Giovanni Maria Giorgi, 2005, "Distribution-free estimation of the Gini inequality index: the kernel method approach," Econometrics, University Library of Munich, Germany, number 0507006, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Econometrics, University Library of Munich, Germany, number 0507007, Jul.
• Giovanni Maria Giorgi & Riccardo Mondani, 2005, "Sampling distribution of the Bonferroni inequality index from exponential population," Econometrics, University Library of Munich, Germany, number 0507008, Jul.
• Giovanni Maria Giorgi, 2005, "Encounter with the Italian Statistical School: A conversation with Carlo Benedetti," Econometrics, University Library of Munich, Germany, number 0507009, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "A proposal of poverty measures based on the Bonferroni inequality index," Econometrics, University Library of Munich, Germany, number 0507010, Jul.
• Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli, 2005, "Regional Empirics for Economic Disparities in Italy: 1951-2001," Econometrics, University Library of Munich, Germany, number 0507011, Jul.
• Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics, University Library of Munich, Germany, number 0507012, Jul.
• Philip Kostov & John Lingard, 2005, "Seasonally specific model analysis of UK cereals prices," Econometrics, University Library of Munich, Germany, number 0507014, Jul.
• Feng Dai & Lin Liang, 2005, "The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management," Econometrics, University Library of Munich, Germany, number 0508001, Aug.
• Isabel Proenca, 2005, "A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian," Econometrics, University Library of Munich, Germany, number 0508006, Aug.
• Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005, "A Bootstrap Test for Single Index Models," Econometrics, University Library of Munich, Germany, number 0508007, Aug.
• Ching-Kang Ing & Ching-Zong Wei, 2005, "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics, University Library of Munich, Germany, number 0508009, Aug.
• Chen Pu & Hsiao Chihying, 2005, "Subsampling Cointegration Ranks in Large Systems," Econometrics, University Library of Munich, Germany, number 0508010, Aug.
• Bhaskara Rao, 2005, "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics, University Library of Munich, Germany, number 0508013, Aug.
• Rana Bose, 2005, "Total Factor Productivity Growth in Finland 1960 − 1999," Econometrics, University Library of Munich, Germany, number 0508014, Aug.
• Miguel Rodrigues, 2005, "Regression with R," Econometrics, University Library of Munich, Germany, number 0508016, Aug.
• Melitón Ramirez Mattos, 2005, "Econometric Model for Cement demand and supply in Bolivia," Econometrics, University Library of Munich, Germany, number 0508019, Aug.
• Giovanni Maria Giorgi, 2005, "A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians," Econometrics, University Library of Munich, Germany, number 0509007, Sep.
• Giovanni Maria Giorgi, 2005, "About a 'new' inequality index," Econometrics, University Library of Munich, Germany, number 0509008, Sep.
• Ahmed Shamiri & Abu Hassan, 2005, "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics, University Library of Munich, Germany, number 0509015, Sep.
• Mehmet Caner, 2005, "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics, University Library of Munich, Germany, number 0509016, Sep.
• Mehmet Caner, 2005, "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics, University Library of Munich, Germany, number 0509017, Sep.
• Mehmet Caner, 2005, "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics, University Library of Munich, Germany, number 0509018, Sep.
• Mehmet Caner, 2005, "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics, University Library of Munich, Germany, number 0509019, Sep.
• Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics, University Library of Munich, Germany, number 0510001, Oct.
• Juan M.C. Larrosa, 2005, "Compositional Time Series: Past and Present," Econometrics, University Library of Munich, Germany, number 0510002, Oct.
• Ravi, 2005, "Open Source Software Development Projects: Determinants of Project Popularity," Econometrics, University Library of Munich, Germany, number 0510003, Oct.
• Ekrem Kilic, 2005, "A Nonparametric Way of Distribution Testing," Econometrics, University Library of Munich, Germany, number 0510006, Oct.
• Ekrem Kilic, 2005, "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics, University Library of Munich, Germany, number 0510007, Oct.
• Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi, 2005, "Economic Growth as a Nonlinear and Discontinuous Process," Econometrics, University Library of Munich, Germany, number 0510008, Oct.
• José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005, "Directional Log-spline Distributions," Econometrics, University Library of Munich, Germany, number 0511001, Nov.
• Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz, 2005, "Simulation des Einflusses der Planung auf die sowjetische Wirtschaft," Econometrics, University Library of Munich, Germany, number 0511002, Nov.
• Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke, 2005, "Production Functions Estimates for Soviet Industry and Some Implications," Econometrics, University Library of Munich, Germany, number 0511003, Nov.
• Giovanni Maria Giorgi, 2005, "Bibliographic portrait of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511004, Nov.
• Giovanni Maria Giorgi, 2005, "A fresh look at the topical interest of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511005, Nov.
• J.M.C. Santos Silva, 2005, "A Note On Influence Assessment In Score Tests," Econometrics, University Library of Munich, Germany, number 0511008, Nov, revised 12 Nov 2005.
• Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005, "Propagation of Memory Parameter from Durations to Counts," Econometrics, University Library of Munich, Germany, number 0511010, Nov.
• Eleftherios Giovanis, 2005, "‘‘Moving Median’’ A New Method Of Forecasting," Econometrics, University Library of Munich, Germany, number 0511013, Nov.