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

1999

• Eric Blankmeyer, 1999, "Best Log-linear Index Numbers: Extensions and Applications," Econometrics, University Library of Munich, Germany, number 9904001, Apr.
• Eric Blankmeyer, 1999, "L-scaling," Econometrics, University Library of Munich, Germany, number 9904002, Apr.
• Eric Blankmeyer, 1999, "A Heisenberg Bound for Stationary Time Series," Econometrics, University Library of Munich, Germany, number 9904003, Apr.

1998

• Walter Engert & Scott Hendry, 1998, "Forecasting Inflation with the M1-VECM: Part Two," Staff Working Papers, Bank of Canada, number 98-6, DOI: 10.34989/swp-1998-6.
• Lobato, Ignacio N & Savin, N E, 1998, "Real and Spurious Long-Memory Properties of Stock-Market Data," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 3, pages 261-268, July.
• Christoffersen, Peter F & Diebold, Francis X, 1998, "Cointegration and Long-Horizon Forecasting," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 4, pages 450-458, October.
• Bertil Holmlund, 1998, "Unemployment Insurance in Theory and Practice," Scandinavian Journal of Economics, Wiley Blackwell, volume 100, issue 1, pages 113-141, March, DOI: 10.1111/1467-9442.00093.
• Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998, "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9823, Nov.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers, CIRANO, number 98s-02, Feb.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 98-10.
• Joel L. Horowitz, 1998, "Bootstrap Methods for Median Regression Models," Econometrica, Econometric Society, volume 66, issue 6, pages 1327-1352, November.
• Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998, "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 8, Oct.
• Douven, Rudy & Peeters, Marga, 1998, "GDP-spillovers in multi-country models," Economic Modelling, Elsevier, volume 15, issue 2, pages 163-195, April.
• Horowitz, Joel L. & Manski, Charles F., 1998, "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 37-58, May.
• Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998, "Posterior simulation and Bayes factors in panel count data models," Journal of Econometrics, Elsevier, volume 86, issue 1, pages 33-54, June.
• Kleibergen, F.R. & Zivot, E., 1998, "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9835, Nov.
• Francis Bossier & Sophie Mertens & Eric Meyermans & Patrick Van Brusselen, 1998, "Working Paper 08-98 - An Evaluation of Fiscal Measures for Energy Products in the European Union," Working Papers, Federal Planning Bureau, Belgium, number 199808, Oct.
• Berganza, J.C., 1998, "Two Roles for Elections: Discipling the Incumbent and Selecting a Competent Candidate," Papers, Centro de Estudios Monetarios Y Financieros-, number 9810.
• Lever, M.H.C. & Nieuwenhuijsen, H.R. & van Stel, A.J., 1998, "The Degree of Collusion in Construction," Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM, number 9810/e.
• Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-079, Aug.
• Peter F. Christoffersen & Francis X. Diebold, 1998, "How Relevant is Volatility Forecasting for Financial Risk Management?," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-080, Oct.
• Chateauneuf, A. & Wakker, P., 1998, "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.51.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0063, Aug.
• Olivier Hueber & Gioacchino Fazio, 1998, "On the Role of Wages in the Ukrainian Transition Process: An empirical Investigation," Post-Print, HAL, number hal-00440939, Nov.
• Undp, 1998, "HDR 1998 - Consumption for Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1998, September.
• Tae Hoon Kang, 1998, "EGARCH Option Pricing with Assymetries in the Mean Equation," Korean Economic Review, Korean Economic Association, volume 14, pages 79-98.
• Andreas Beyer, 1998, "European Money Demand and the Role of UK for its Stability: A Cointegration Analysis," Discussion Papers, University of Copenhagen. Department of Economics, number 98-07, Jun.
• Henry, O.T., 1998, "The Volatility of U.S. Term Structure Term Premia 1952-1991," Department of Economics - Working Papers Series, The University of Melbourne, number 620.
• DUFOUR, Jean-Marie & JASIAK, Joanna, 1998, "Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9812.
• Peter F. Christoffersen & Francis X. Diebold, 1998, "How Relevant is Volatility Forecasting for Financial Risk Management?," NBER Working Papers, National Bureau of Economic Research, Inc, number 6844, Dec.
• Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 6845, Dec.
• Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1998, "Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 65, issue 3, pages 361-393.
• Douven, Rudy & Peeters, Marga, 1998, "GDP-spillovers in multi-country models," MPRA Paper, University Library of Munich, Germany, number 28506.
• Dobrescu, Emilian, 1998, "Macromodels of the Romanian transition economy, Second edition," MPRA Paper, University Library of Munich, Germany, number 35825, Apr.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers, University of Washington, Department of Economics, number 0063, Aug.
• David E.A. Giles, 1998, "The Underground Economy: Minimizing the Size of Government," Department Discussion Papers, Department of Economics, University of Victoria, number 9801, Mar.
• David E. A. Giles, 1998, "Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records," Department Discussion Papers, Department of Economics, University of Victoria, number 9803, Jun.
• David E.A. Giles, 1998, "The Underground Economy: Minimizing the Size of Government," Econometrics Working Papers, Department of Economics, University of Victoria, number 9801, Mar.
• David E. A. Giles, 1998, "Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records," Econometrics Working Papers, Department of Economics, University of Victoria, number 9803, Jun.
• Patrick J. Caragata, & David E. A. Giles, 1998, "Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand," Econometrics Working Papers, Department of Economics, University of Victoria, number 9804, Jun.
• David E. A. Giles, & Patrick J. Caragata, 1998, "The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand," Econometrics Working Papers, Department of Economics, University of Victoria, number 9805, May.
• David E. A. Giles, 1998, "Measuring The Hidden Economy: Implications for Econometric Modelling," Econometrics Working Papers, Department of Economics, University of Victoria, number 9809, Sep.
• David E. A. Giles, 1998, "Modelling the Hidden Economy and the Tax-Gap in New Zealand," Econometrics Working Papers, Department of Economics, University of Victoria, number 9810, Nov.
• Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-05, Aug.
• Mark J. Jensen, 1998, "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics, University Library of Munich, Germany, number 9802003, Feb, revised 21 Jun 1999.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics, University Library of Munich, Germany, number 9812002, Dec.
• William A. Barnett & Haiyang Xu, 1998, "Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation," Macroeconomics, University Library of Munich, Germany, number 9803004, Mar.
• Hyung, Namwon, 1998, "Linking series generated at different frequencies and its applications," Research Notes, Deutsche Bank Research, number 99-1.

1997

• Holmlund, B., 1997, "Unemployment Insurance in Theory and Practice," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 380.
• Cheung, Yin-Wong & Chinn, Menzie D, 1997, "Further Investigation of the Uncertain Unit Root in GNP," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 1, pages 68-73, January.
• Serena Ng & Pierre Perron, 1997, "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics, Boston College Department of Economics, number 369, May, revised 01 Sep 2000.
• Serena Ng & Timothy J. Vogelsang, 1997, "Analysis of Vector Autoregressions in the Presence of Shifts in Mean," Boston College Working Papers in Economics, Boston College Department of Economics, number 379, Sep.
• John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1997, "Waves and Persistence in Merger and Acquisition Activity," Boston College Working Papers in Economics, Boston College Department of Economics, number 396, Dec, revised 14 Dec 1999.
• Angrist, Joshua D., 1997, "Conditional independence in sample selection models," Economics Letters, Elsevier, volume 54, issue 2, pages 103-112, February.
• Johansen, S., 1997, "Mathematical and Statistical Modelling of Cointegration," Economics Working Papers, European University Institute, number eco97/14.
• Lu, M. & Mizon, G. E., 1997, "Mutual Encompassing and Model Equivalence," Economics Working Papers, European University Institute, number eco97/17.
• Peter F. Christoffersen & Francis X. Diebold, 1997, "Cointegration and long-horizon forecasting," Working Papers, Federal Reserve Bank of Philadelphia, number 97-14.
• Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997, "Evaluating density forecasts," Working Papers, Federal Reserve Bank of Philadelphia, number 97-6.
• Ingrid Bracke & Eric Meyermans, 1997, "Working Paper 03-97 - Specification and estimation of an allocation system for private consumption in Europe," Working Papers, Federal Planning Bureau, Belgium, number 199703, Jul.
• Callan, T. & Harmon, C.P., 1997, "The Economic Return to Schooling in Ireland," Papers, College Dublin, Department of Political Economy-, number 97/23.
• Undp, 1997, "HDR 1997 - Human Development to Eradicate Poverty," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1997, September.
• Holmlund, Bertil, 1997, "Unemployment Insurance in Theory and Practice," Working Paper Series, Uppsala University, Department of Economics, number 1997:25.
• Weber, Andrea, 1997, "Vacancy Durations - A Model for Employer's Search," Economics Series, Institute for Advanced Studies, number 41, Jan.
• Mr. Francis X. Diebold & Mr. Peter F. Christoffersen, 1997, "Cointegration and Long-Horizon Forecasting," IMF Working Papers, International Monetary Fund, number 1997/061, May.
• Greenberg, Edward & Parks, Robert P, 1997, "A Predictive Approach to Model Selection and Multicollinearity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 67-75, Jan.-Feb..
• James McIntosh & William A. Sims, 1997, "Duality Theory And the Consistent Estimation Of Technological Parameters: Why Cost Function Estimation Can Be Wrong," Discussion Papers, University of Copenhagen. Department of Economics, number 98-01, Dec.
• Smith, L., 1997, "A Graphical Depiction of the Rubinstein-Stahl Bargaining Solution," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 97-1.
• Shimer, R. & Smith, L., 1997, "Assortative Matching and Search," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 97-2a.
• Shimer, R. & Smith, L., 1997, "Assortative Matching and Search," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 97-2b.
• Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997, "Evaluating Density Forecasts," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0215, Oct.
• Peter F. Christoffersen & Francis X. Diebold, 1997, "Cointegration and Long-Horizon Forecasting," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0217, Oct.
• Sensier, M., 1997, "Inventories and Asymmetric Business Cycle Fluctuations in the UK," Economics Series Working Papers, University of Oxford, Department of Economics, number 99192.
• Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul, 1997, "Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors," MPRA Paper, University Library of Munich, Germany, number 664, revised 01 Jun 1997.
• Leif Brubakk, 1997, "Estimation of Price Elasticities from Norwegian Household Survey Data," Discussion Papers, Statistics Norway, Research Department, number 202, Sep.
• Huntley Schaller & Simon Van Norden, 1997, "Regime switching in stock market returns," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 2, pages 177-191, DOI: 10.1080/096031097333745.
• Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997, "Evaluating Density Forecasts," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-37, Aug.
• Peter F. Christoffersen & Francis X. Diebold, 1997, "How Relevant is Volatility Forecasting for Financial Risk Management?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-45, Oct.
• Chihwa Kao & Min-Hsien Chiang, 1997, "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Econometrics, University Library of Munich, Germany, number 9703001, Mar.
• William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997, "Nonlinear and Complex Dynamics in Economics," Econometrics, University Library of Munich, Germany, number 9709001, Sep.
• Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997, "Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings," Econometrics, University Library of Munich, Germany, number 9711001, Nov, revised 04 Mar 1998.
• Roger Koppl & Carlo Nardone, 1997, "The Angular Distribution of Asset Returns in Delay Space," Finance, University Library of Munich, Germany, number 9703001, Mar.
• Thomas Cool, 1997, "An estimator for the road freight handling factor," Urban/Regional, University Library of Munich, Germany, number 9703001, Mar.

1996

• Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor, 1996, "Does Inflation Matter for Growth?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1503, Dec.
• Chib, Siddhartha & Greenberg, Edward, 1996, "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometric Theory, Cambridge University Press, volume 12, issue 3, pages 409-431, August.
• Kalaba, Robert & Tesfatsion, Leigh, 1996, "A multicriteria approach to model specification and estimation," Computational Statistics & Data Analysis, Elsevier, volume 21, issue 2, pages 193-214, February.
• Undp, 1996, "HDR 1996 - Economic Growth and Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1996, September.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1996, "A Multicriteria Approach to Model Specification and Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 1684, Jan.
• Kalaba, Robert & Tesfatsion, Leigh, 1996, "A multicriteria approach to model specification and estimation," ISU General Staff Papers, Iowa State University, Department of Economics, number 199601010800001026, Jan.
• van Norden, Simon, 1996, "Regime Switching as a Test for Exchange Rate Bubbles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 219-251, May-June.
• Angrist, J.D., 1996, "Conditional Independance in Sample Selection Models," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-27.
• Francis X. Diebold & Jose A. Lopez, 1996, "Forecast Evaluation and Combination," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0192, Mar.
• Dobrescu, Emilian, 1996, "Macromodels of the Romanian transition Economy," MPRA Paper, University Library of Munich, Germany, number 35810, Sep.
• Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, 1996, "Fitting Equilibrium Search Models to Labor Market Data," Econometrics, University Library of Munich, Germany, number 9602006, Feb, revised 05 Mar 1996.
• Joel L. Horowitz & Charles F. Manski, 1996, "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics, University Library of Munich, Germany, number 9602007, Feb, revised 06 Mar 1996.
• George Neumann, 1996, "Search Models and Duration Data," Econometrics, University Library of Munich, Germany, number 9602008, Feb, revised 07 Mar 1996.
• Joel L. Horowitz, 1996, "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics, University Library of Munich, Germany, number 9602009, Feb, revised 05 Mar 1996.
• Tue Gorgens & Joel L. Horowitz, 1996, "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics, University Library of Munich, Germany, number 9603001, Mar.
• Joel L. Horowitz, 1996, "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics, University Library of Munich, Germany, number 9603003, Mar.
• Simon van Norden & Robert Vigfusson, 1996, "Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures," Econometrics, University Library of Munich, Germany, number 9603004, Mar.
• Francisco F. R. Ramos, 1996, "The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market," Econometrics, University Library of Munich, Germany, number 9604002, Apr.
• I.N. Lobato & N.E. Savin, 1996, "Real and Spurious Long Memory Properties of Stock Market Data," Econometrics, University Library of Munich, Germany, number 9605004, May, revised 26 Sep 1996.
• N.E. Savin & Allan Wurtz, 1996, "Power of Tests in Binary Response Models," Econometrics, University Library of Munich, Germany, number 9606001, Jun, revised 05 Jul 1996.
• N.E. Savin & Allan Wurtz, 1996, "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Econometrics, University Library of Munich, Germany, number 9606002, Jun.
• Gathier Lanot & George Neumann, 1996, "Measuring Productivity Differences in Equilibrium Search Models," Econometrics, University Library of Munich, Germany, number 9606003, Jun.
• Joel L. Horowitz & Tim Loughran & N. E. Savin, 1996, "A Spline Analysis of the Small Firm Effect: Does Size Really Matter?," Econometrics, University Library of Munich, Germany, number 9608001, Aug.
• Siddhartha Chib & Edward Greenberg, 1996, "Bayesian Analysis of Multivariate Probit Models," Econometrics, University Library of Munich, Germany, number 9608002, Aug.
• Siddhartha Chib & Edward Greenberg & Rainer Winkelmann, 1996, "Posterior Simulation and Bayes Factors in Panel Count Data Models," Econometrics, University Library of Munich, Germany, number 9608003, Aug, revised 25 Nov 1996.
• Joel L. Horowitz, 1996, "Bootstrap Methods for Median Regression Models," Econometrics, University Library of Munich, Germany, number 9608004, Aug.
• Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996, "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics, University Library of Munich, Germany, number 9610002, Oct.
• Joel L. Horowitz, 1996, "Bootstrap Methods For Covariance Structures," Econometrics, University Library of Munich, Germany, number 9610003, Oct.

1995

• Francis X. Diebold & Jose A. Lopez, 1995, "Forecast evaluation and combination," Research Paper, Federal Reserve Bank of New York, number 9525.
• Undp, 1995, "HDR 1995 - Gender and Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1995, September.
• Kalaba, Robert & Tesfatsion, Leigh, 1995, "A Multi-Criteria Approach To Model Specification And Estimation," ISU General Staff Papers, Iowa State University, Department of Economics, number 199501010800001026, Jan.
• Orazio P. Attanasio, 1995, "Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules," NBER Working Papers, National Bureau of Economic Research, Inc, number 5282, Sep.
• Buda, Rodolphe, 1995, "Robert E. Lucas Jr., Prix Nobel d'Économie 1995
  [Robert E. Lucas Jr., Nobel Prize in Economics 1995]," MPRA Paper, University Library of Munich, Germany, number 9716, Oct.
• Leif Andreassen, 1995, "A Framework for Estimating Disequilibrium Models with Many Markets," Discussion Papers, Statistics Norway, Research Department, number 138, Feb.
• Leif Andreassen, 1995, "Aggregation when Markets do not Clear," Discussion Papers, Statistics Norway, Research Department, number 139, Feb.
• Jørgen Aasness & Erik Biørn & Terje Skjerpen, 1995, "Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+," Discussion Papers, Statistics Norway, Research Department, number 149, Aug.
• Silvapulle, P., 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers, University of Iowa, Department of Economics, number 95-08.
• Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers, University of Iowa, Department of Economics, number 95-12.
• Horowitz, J. & Gorgens, T., 1995, "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers, University of Iowa, Department of Economics, number 95-15.
• Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1995, "Fitting Equilibrium Search Models to Labor Market Data," Working Papers, University of Iowa, Department of Economics, number 95-17.
• Robert Kalaba & Leigh Tesfatsion, 1995, "A Multicriteria Approach to Model Specification and Estimation," Econometrics, University Library of Munich, Germany, number 9501001, Jan.
• Simon van Norden, 1995, "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics, University Library of Munich, Germany, number 9502001, Feb, revised 09 Aug 1995.
• Simon van Norden & Huntley Schaller & ), 1995, "Regime Switching in Stock Market Returns," Econometrics, University Library of Munich, Germany, number 9502002, Feb.
• Simon van Norden & Huntley Schaller & ), 1995, "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics, University Library of Munich, Germany, number 9502003, Feb.
• Simon van Norden & Huntley Schaller & ), 1995, "Fads or Bubbles?," Econometrics, University Library of Munich, Germany, number 9502004, Feb, revised 06 Jun 1995.
• Robert A. Amano & Simon van Norden, 1995, "Unit Root Tests and the Burden of Proof," Econometrics, University Library of Munich, Germany, number 9502005, Feb.
• Kevin Flesher & Eduardo Ley, 1995, "A Frontier Model for Landscape Ecology: The Tapir in Honduras," Econometrics, University Library of Munich, Germany, number 9503002, Mar, revised 29 Feb 2004.
• S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto, 1995, "Second and Third Order Bias Reduction for One-Parameter Family Models," Econometrics, University Library of Munich, Germany, number 9505002, May.
• G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari, 1995, "Bartlett Corrections for One-Parameter Exponential Family Models," Econometrics, University Library of Munich, Germany, number 9506001, Jun.
• Mark J. Jensen, 1995, "OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels," Econometrics, University Library of Munich, Germany, number 9506002, Jun.
• Francisco Cribari-Neto & Spyros Zarkos, 1995, "Improved Test Statistics for Multivariate Regression," Econometrics, University Library of Munich, Germany, number 9506003, Jun.
• Eric Rasmusen, 1995, "Observed Choice, Estimation, and Optimism About Policy Changes," Econometrics, University Library of Munich, Germany, number 9506004, Jun, revised 16 Jun 1995.
• Param Silvapulle, 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics, University Library of Munich, Germany, number 9506005, Jun, revised 16 Jun 1995.
• F. Cribari-Neto & G.M. Cordeiro, 1995, "On Bartlett and Bartlett-Type Corrections," Econometrics, University Library of Munich, Germany, number 9507001, Jul.
• Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto, 1995, "Improved Score Tests for One-parameter Exponential Family Models," Econometrics, University Library of Munich, Germany, number 9508001, Aug.
• Yin-Wong Cheung & Menzie Chinn, 1995, "Further investigation of the uncertain unit root in GNP," Econometrics, University Library of Munich, Germany, number 9508002, Aug.
• Alain DeSerres & Alain Guay, 1995, "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics, University Library of Munich, Germany, number 9510001, Oct.
• David Longworth & Joseph Atta-Mensah, 1995, "The Canadian Experience with Weighted Monetary Aggregates," Econometrics, University Library of Munich, Germany, number 9511001, Nov.

1994

• Manski, C.F., 1994, "Simulaneity with Downward Sloping Demand," Working papers, Wisconsin Madison - Social Systems, number 9408.
• Horowitz, J.L. & manski, C.F., 1994, "Joint Censoring of regressors and Outcomes: Survey Nonresponse and Attrition," Working papers, Wisconsin Madison - Social Systems, number 9411.
• Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994, "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 371-389, October.
• Pedro Gozalo & Oliver Linton, 1994, "Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1075, Aug.
• Craig Burnside & Martin S. Eichenbaum, 1994, "Small sample properties of generalized method of moments based Wald tests," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-12.
• M.-A. Jamar de Bolsée & Joost Verlinden, 1994, "Planning paper 67 - Projet MODTRIM - Description du modèle dans sa version actuelle," Planning Papers, Federal Planning Bureau, Belgium, number 67, Mar.
• Undp, 1994, "HDR 1994 - New Dimensions of Human Security," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1994, September.
• Winand Emons, 1994, "Market power, uncertainty, and the level of trade," Open Economies Review, Springer, volume 5, issue 3, pages 261-274, July, DOI: 10.1007/BF01000912.
• Craig Burnside & Martin Eichenbaum, 1994, "Small Sample Properties of Generalized Method of Moments Based Wald Tests," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0155, May.
• Jeff Dominitz & Charles F. Manski, 1994, "Eliciting Student Expectations of the Returns to Schooling," NBER Working Papers, National Bureau of Economic Research, Inc, number 4936, Nov.
• Jeff Dominitz & Charles F. Manski, 1994, "Using Expectations Data to Study Subjective Income Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 4937, Nov.
• Sangjoon Kim & Neil Shephard, 1994, "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 3., Nov.
• Buda, Rodolphe, 1994, "La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement," MPRA Paper, University Library of Munich, Germany, number 3995, Apr, revised May 1997.
• Fusari, Angelo, 1994, "Paths of economic development: modelling factors of endogenous growth," MPRA Paper, University Library of Munich, Germany, number 75165, Aug, revised 1994.
• Hal R. Varian, 1994, "Goodness-of-Fit for Revealed Preference Tests," Econometrics, University Library of Munich, Germany, number 9401001, Jan.
• Mark J. Jensen, 1994, "Wavelet Analysis of Fractionally Integrated Processes," Econometrics, University Library of Munich, Germany, number 9405001, May.
• Robert A. Amano & Tony S. Wirjanto, 1994, "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics, University Library of Munich, Germany, number 9406001, Jun, revised 22 Jun 1994.
• Robert A. Amano & Tony S. Wirjanto, 1994, "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Econometrics, University Library of Munich, Germany, number 9406002, Jun.
• Siddhartha Chib & Edward Greenberg, 1994, "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics, University Library of Munich, Germany, number 9408001, Aug, revised 23 Feb 1995.
• Seth A. Greenblatt, 1994, "Wavelets in Econometrics: An Application to Outlier Testing," Econometrics, University Library of Munich, Germany, number 9410001, Oct.
• Charles F. Manski, 1994, "Simultaneity With Downward Sloping Demand," Econometrics, University Library of Munich, Germany, number 9410002, Oct.
• Joel L. Horowitz & Charles F. Manski, 1994, "Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition," Econometrics, University Library of Munich, Germany, number 9410003, Oct.
• Ahn & Byung Chul, 1994, "Testing the null of stationarity in the presence of structural breaks for multiple time series," Econometrics, University Library of Munich, Germany, number 9411001, Nov, revised 08 Nov 1994.
• Jeff Dominitz & Charles F. Manski, 1994, "Eliciting Student Expectations Of The Returns To Schooling," Econometrics, University Library of Munich, Germany, number 9411002, Nov.
• Jeff Dominitz & Charles F. Manski, 1994, "Using Expectations Data to Study Subjective Income Expectations," Econometrics, University Library of Munich, Germany, number 9411003, Nov.
• Manski, Charles, 1994, "Simultaneity with Downward Sloping Demand," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,29.

1993

• Hajivassiliou, Vassilis A & Ruud, Paul A., 1993, "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt3cg196fr, Oct.
• Goldman, Steven M., 1993, "Nonparametric Multivariate Regression Subject to Constraint," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7r623607, May.
• HÄRDLE, Wolfgang & DIAS PROENCA, sabel M., 1993, "A Bootstrap Test for Single Index Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1993025, Jun.
• Vassilis A. Hajivassiliou & Paul A. Ruud, 1993, "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1051, Jul.
• Undp, 1993, "HDR 1993 - People's Participation," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1993, September.
• Kalaba, Robert E. & Tesfatsion, Leigh, 1993, "A Multicriteria Approach to Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11179, Jan.
• Winand Emons, 1993, "Market Power, Uncertainty, and the Level of Trade," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp9309, Jun.
• Vassilis A. Hajivassiliou and Paul A. Ruud., 1993, "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers, University of California at Berkeley, number 93-219, Oct.
• Walter Teets & Robert P. Parks, 1993, "A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies," Econometrics, University Library of Munich, Germany, number 9307001, Jul.
• Edward Greenberg & Robert P. Parks, 1993, "A Predictive Approach to Model Selection and Multicollinearity," Econometrics, University Library of Munich, Germany, number 9308001, Aug.
• S. M. Goldman & P. A. Ruud, 1993, "Nonparametric Multivariate Regression Subject to Constraint," Econometrics, University Library of Munich, Germany, number 9311001, Nov.
• V.A. Hajivassiliou & P. A. Ruud, 1993, "Classical Estimation Methods for LDV Models Using Simulation," Econometrics, University Library of Munich, Germany, number 9311002, Nov.

1992

• Luigi Ermini, 1992, "A Kit of Results For Sampled and Temporally Aggregated Models," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199205.
• Undp, 1992, "HDR 1992 - Global Dimensions of Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1992, September.
• Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S., 1992, "Linear and Nonlinear Associative Memories for Parameter Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11182, Apr.
• Craig A. Olson, 1992, "The Impact of Permanent Job Loss on Health Insurance Benefits," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 684, Jul.

1991

• Varian, H.R., 1991, "Goodness of Fit for Revealed Preference Tests," Papers, Michigan - Center for Research on Economic & Social Theory, number 13.
• Undp, 1991, "HDR 1991 - Financing Human Development," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr1991, September.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1991, "Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11184, Nov.
• Tesfatsion, Leigh S., 1991, "Work by Robert Kalaba on Multicriteria Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11188, Sep.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1991, "A Unified Approach to Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11189, Sep.
• Charles Adams & Bankim Chadha, 1991, "On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates," IMF Staff Papers, Palgrave Macmillan, volume 38, issue 4, pages 901-920, December.
• Haq, Rashida, 1991, "Estimating demand and supply of edible oil in Pakistan," MPRA Paper, University Library of Munich, Germany, number 38948.

1990

• FORGES, Françoise, 1990, "Sunspot equilibrium as a game-theoretical solution concept," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990029, Jan.