Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C8: Data Collection and Data Estimation Methodology; Computer Programs
/ / / C80: General
/ / / C81: Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
/ / / C82: Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
/ / / C83: Survey Methods; Sampling Methods
/ / / C87: Econometric Software
/ / / C88: Other Computer Software
/ / / C89: Other
This JEL code is mentioned in the following RePEc Biblio entries:
2003
- Frank Kleibergen & Eric Zivot, 2003, "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers, University of Washington, Department of Economics, number UWEC-2002-21-P, May.
- Jose Ramos Pires Manso, 2003, "Innovation And Technological Evolution In A Western European Country – The Case Of Portugal," Econometrics, University Library of Munich, Germany, number 0301002, Jan.
- Diego Iribarren, 2003, "From Economic Activity to Understanding Spaces," Econometrics, University Library of Munich, Germany, number 0303008, Mar.
- Gregory C. Chow, 2003, "Estimating Economic Effects of Political Movements in China," Econometrics, University Library of Munich, Germany, number 0306002, Jun.
- Gregory C. Chow, 2003, "Economic Effects of Political Movements in China: Lower Bound Estimates," Econometrics, University Library of Munich, Germany, number 0306003, Jun.
- Gregory C. Chow, 2003, "Econometrics and Economic Policy," Econometrics, University Library of Munich, Germany, number 0306004, Jun.
- Zaka Ratsimalahelo, 2003, "Strongly Consistent Determination of the Rank of Matrix," Econometrics, University Library of Munich, Germany, number 0307007, Jul.
- Arthur S. Goldberger, 2003, "Structural Equation Models in Human Behavior Genetics," Econometrics, University Library of Munich, Germany, number 0308003, Aug.
- Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics, University Library of Munich, Germany, number 0310003, Oct.
- Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics, University Library of Munich, Germany, number 0310006, Oct, revised 24 Oct 2003.
- David Harris & Steve Leybourne & Brendan McCabe, 2003, "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics, University Library of Munich, Germany, number 0311005, Nov.
- Steve Leybourne & David Harvey, 2003, "On Unit Root Tests and the Initial Observation," Econometrics, University Library of Munich, Germany, number 0311006, Nov.
- Steve Leybourne & Paul Newbold & Tae-Hwan Kim, 2003, "Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test," Econometrics, University Library of Munich, Germany, number 0311007, Nov.
- Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003, "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics, University Library of Munich, Germany, number 0311008, Nov.
- Brendan McCabe & Stephen Leybourne & David Harris, 2003, "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics, University Library of Munich, Germany, number 0311009, Nov.
- Marina Resta & Davide Sciutti, 2003, "Spot price dynamics in deregulated power markets," Econometrics, University Library of Munich, Germany, number 0312002, Dec.
- Jean-Yves Pitarakis, 2003, "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics, University Library of Munich, Germany, number 0312004, Dec.
2002
- Temel, Tugrul T. & Janssen, Willem & Karimov, Fuad, 2002, "Systems Analysis by Graph-theoretic Techniques: Assessment of Institutional Linkages in the Agricultural Innovation System of Azerbaijan," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists, number 24845, DOI: 10.22004/ag.econ.24845.
- Goldberger,A.S., 2002, "Structural equation models in human behavior genetics," Working papers, Wisconsin Madison - Social Systems, number 22.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002, "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 1, pages 69-87, January.
- Egginton, Donald & Andreas Pick & Shaun P. Vahey, 2002, "Keep It Real!: A Real-time UK Macro Data Set," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 69, Aug.
- Egginton, Don M. & Pick, Andreas & Vahey, Shaun P., 2002, "'Keep it real!': a real-time UK macro data set," Economics Letters, Elsevier, volume 77, issue 1, pages 15-20, September.
- Filer, Randall K. & Hanousek, Jan, 2002, "Survey-Based Estimates of Biases in Consumer Price Indices during Transition: Evidence from Romania," Journal of Comparative Economics, Elsevier, volume 30, issue 3, pages 476-487, September.
- Iori, Giulia, 2002, "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Journal of Economic Behavior & Organization, Elsevier, volume 49, issue 2, pages 269-285, October.
- Robert J. Tetlow & Peter Von zur Muehlen, 2002, "Avoiding Nash inflation: Bayesian and robust responses to model uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-9.
- Riccardo Fiorito & Lorenzo Pecchi & Giorgio Valente, 2002, "The Market Value of Italian Government Debt, 1970-1996," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 61, issue 1, pages 1-28, June.
- Gillian Paull, 2002, "Biases in the reporting of labour market dynamics," IFS Working Papers, Institute for Fiscal Studies, number W02/10, Jun.
- Se-Hak Chun & Steven H. Kim, 2002, "Financial Forecasting Through Data Mining : A Comparative Evaluation of Probabilistic Neural Networks and Other Models," Korean Economic Review, Korean Economic Association, volume 18, pages 159-175.
- Ariel Pakes, 2002, "A Reconsideration of Hedonic Price Indices with an Application to PC's," NBER Working Papers, National Bureau of Economic Research, Inc, number 8715, Jan.
- Mark Coppejans & Holger Sieg, 2002, "Price Uncertainty, Tax Policy, and Addiction: Evidence and Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 9073, Jul.
- Rainer Winkelmann, 2002, "Subjektive Daten in der empirischen Wirtschaftsforschung: Probleme und Perspektiven," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0207, Jul, revised Jul 2002.
- Franco Peracchi, 2002, "The European Community Household Panel: A review," Empirical Economics, Springer, volume 27, issue 1, pages 63-90.
- Alfonso Novales, 2002, "The Role of Simulation Methods in Macroeconomics," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0227.
- M. Reichenbach & T. Grzebiela & T. Koltzsch & I. Pippow, 2002, "Individual Risk Management for Digital Payment Systems," Computational Economics, University Library of Munich, Germany, number 0204001, Apr.
- Timo Kuosmanen, 2002, "Modeling Blank Data Entries in Data Envelopment Analysis," Econometrics, University Library of Munich, Germany, number 0210001, Oct.
2001
- Jan Hanousek & Randall K. Filer, 2001, "Survey-based Estimates of Biases in Consumer Price Indices During Transition: Evidence from Romania," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp178, May.
- Shaun P. Vahey & Andreas Pick & Don M. Egginton, 2001, ""Keep it real!": A real-time UK macro data set," Economics Bulletin, AccessEcon, volume 28, issue 18, pages 1.
- Skouras, Spyros, 2001, "Financial returns and efficiency as seen by an artificial technical analyst," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 1-2, pages 213-244, January.
- Norman Fickel, 2001, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2001_09, Oct.
- Cherchye, L. & Post, G.T., 2001, "Methodological Advances in Dea," 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-2001-53-F&A, Sep.
- Razavi, T., 2001, "Self-Report Measures: An Overview of Concerns and Limitations of Questionnaire Use in Occupational Stress Research," Papers, University of Southampton - Department of Accounting and Management Science, number 01-175.
- Prieger, James E, 2001, "Telecommunications Regulation and New Services: A Case Study at the State Level," Journal of Regulatory Economics, Springer, volume 20, issue 3, pages 285-305, November.
- Giovanni Maria Giorgi & Michele Crescenzi, 2001, "A proposal of poverty measures based on the Bonferroni inequality index," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, volume 0, issue 3-4, pages 3-16.
- David J. Hand & Heikki Mannila & Padhraic Smyth, 2001, "Principles of Data Mining," MIT Press Books, The MIT Press, number 026208290x, edition 1, ISBN: ARRAY(0x691482e8), December.
- David M. Cutler & Ernst R. Berndt, 2001, "Medical Care Output and Productivity," NBER Books, National Bureau of Economic Research, Inc, number cutl01-1, January.
- Ernst R. Berndt & David M. Cutler & Richard Frank & Zvi Griliches & Joseph P. Newhouse & Jack E. Triplett, 2001, "Price Indexes for Medical Care Goods and Services -- An Overview of Measurement Issues," NBER Chapters, National Bureau of Economic Research, Inc, "Medical Care Output and Productivity".
- Debra Dwyer, 2001, "Measurement Error in the Reported Reasons for Entry into the Foster Care System," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 01-01.
- Jiahui Wang, 2001, "Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence," Computing in Economics and Finance 2001, Society for Computational Economics, number 107, Apr.
- Stefan Kooths, Eric Ringhut, 2001, "Complex dynamics and adaptive fuzzy rule-based expectations - economic simulations with GENEFER," Computing in Economics and Finance 2001, Society for Computational Economics, number 179, Apr.
- Baoline Chen, 2001, "Estimation of Poorly-Measured Service-Industry Output," Computing in Economics and Finance 2001, Society for Computational Economics, number 203, Apr.
- Malte Sieveking, 2001, "Hamilton-Jacobi-Bellman equation with multiple equilibria," Computing in Economics and Finance 2001, Society for Computational Economics, number 68, Apr.
- G. M. Giorgi & M. Crescenzi, 2001, "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 10, issue 1, pages 41-48, January, DOI: 10.1007/BF02511638.
- Paramsothy Silvapulle, 2001, "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 85-104, DOI: 10.1081/ETC-100104081.
- Mark Schreiner, 2001, "Audit Sampling Microfinance Portfolio-at-Risk," Computational Economics, University Library of Munich, Germany, number 0109001, Sep.
- Randall K. Filer & Jan Hanousek, 2001, "Survey-based Estimates of Biases in Consumer Price Indices During," Econometrics, University Library of Munich, Germany, number 0106001, Jun.
- William A. Barnett & Ke- Hong Choi & Tara M. Sinclair, 2001, "The Differential Approach to Superlative Index Number Theory," Econometrics, University Library of Munich, Germany, number 0111002, Nov, revised 28 Dec 2001.
- Randall K. Filer & Jan Hanousek, 2001, "Output Changes and Inflationary Bias in Transition," Macroeconomics, University Library of Munich, Germany, number 0012010, Feb.
2000
- Filippo Altissimo & Domenico J. Marchetti & Gian Paolo Oneto, 2000, "The Italian Business Cycle; Coincident and Leading Indicators and Some Stylized Facts," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 377, Oct.
- Jan Hanousek & Randall K. Filer, 2000, "Output Changes and Inflationary Bias in Transition," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp167, Dec.
- Pierre Villa, 2000, "Evolution sur longue periode de l’intensite energetique," Economie Internationale, CEPII research center, issue 82, pages 167-200.
- Setnes, M. & Kaymak, U., 2000, "Fuzzy Modeling of Client Preference in Data-Rich Marketing Environments," 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-2000-49-LIS, Nov.
- Kaymak, U. & Setnes, M., 2000, "Extended Fuzzy Clustering Algorithms," 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-2000-51-LIS, Nov.
- Rita De Siano, 2000, "Financial Variables as Leading Indicators: Evidence from the G7 Countries," STUDI ECONOMICI, FrancoAngeli Editore, volume 2000, issue 72.
- Tomáš Cahlík, 2000, "The Marketplace of New Economic Ideas," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 11, pages 586-587, November.
- Altissimo, F. & Marchetti, D.J. & Oneto, G.P., 2000, "The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts," Papers, Banca Italia - Servizio di Studi, number 377.
- Sundaresan, S.M., 2000, "Continuous-Time Methods in Finance: A Review and an Assessment," Papers, Columbia - Graduate School of Business, number 00-03.
- Albert Greco, 2000, "Market Concentration Levels in the U.S. Consumer Book Industry: 1995–1996," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 24, issue 4, pages 321-336, November, DOI: 10.1023/A:1007654222498.
- David Longworth & Joseph Atta-Mensah, 2000, "The Canadian Experience with Weighted Monetary Aggregates," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, in: Michael T. Belongia & Jane M. Binner, "Divisia Monetary Aggregates", DOI: 10.1057/9780230288232_13.
- Agapie, Adriana, 2000, "Prior Information In Econometric Global Optimization Problems: A Bootstrap Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 110-121, December.
- Alfonso Novales, 2000, "The role of simulation methods in Macroeconomics," Spanish Economic Review, Springer;Spanish Economic Association, volume 2, issue 3, pages 155-181.
- Norman Fickel, 2000, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," Econometrics, University Library of Munich, Germany, number 0004009, Nov.
- Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000, "A bootstrap test for single index models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,20.
1999
- Jackson, Thomas E. & Irwin, Scott H. & Good, Darrel L., 1999, "1997 Pricing Performance Of Market Advisory Services For Corn And Soybeans," AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, number 14780, DOI: 10.22004/ag.econ.14780.
- Bertoli, Roberto & Zuluaf, Carl R. & Irwin, Scott H. & Jackson, Thomas E. & Good, Darrel L., 1999, "The Marketing Style Of Advisory Services For Corn And Soybeans In 1995," AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, number 14792, DOI: 10.22004/ag.econ.14792.
- Jensen Mark J., 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 3, issue 4, pages 1-17, January, DOI: 10.2202/1558-3708.1051.
- Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999, "Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings," Econometric Theory, Cambridge University Press, volume 15, issue 5, pages 719-752, October.
- Wynne, Mark A., 1999, "Core inflation: a review of some conceptual issues," Working Paper Series, European Central Bank, number 5, May.
- N. E. Savin & A. H. Wurtz, 1999, "Power of Tests in Binary Response Models," Econometrica, Econometric Society, volume 67, issue 2, pages 413-422, March.
- Gorgens, Tue & Horowitz, Joel L., 1999, "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 155-191, June.
- Paloma Sánchez & Cristina Chaminade & Carmen Escobar, 1999, "En busca de una teoría sobre la medición y gestión de los intangibles en la empresa: una aproximación metodológica," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 45, issue 03, pages 188-213.
- Mark A. Wynne, 1999, "Core inflation: a review of some conceptual issues," Working Papers, Federal Reserve Bank of Dallas, number 9903.
- Christopher J. Neely & Amlan Roy & Charles H. Whiteman, 1999, "Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM," Working Papers, Federal Reserve Bank of St. Louis, number 1995-002, DOI: 10.20955/wp.1995.002.
- Brigitte C. Madrian & Lars John Lefgren, 1999, "A Note on Longitudinally Matching Current Population Survey (CPS) Respondents," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0247, Nov.
- Mark J. Jensen, 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999, Society for Computational Economics, number 1243, Mar.
- Когаловский М.Р. (ed.), 1999, "Предисловие Научного Редактора К Монографии А.Саймона "Стратегические Технологии Баз Данных"," Монографии сотрудников ИПР РАН, Socionet;Институт проблем рынка РАН, number book-13.
- Manfred M. Fischer & Katerina Hlavácková-Schindler & Martin Reismann, 1999, "articles: A global search procedure for parameter estimation in neural spatial interaction modelling," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 119-134.
- John Rust & Joseph Traub & Henryk Wozniakowski, 1999, "No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case," Computational Economics, University Library of Munich, Germany, number 9902001, Feb.
- 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.
- Giulia Iori, 1999, "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Finance, University Library of Munich, Germany, number 9905005, May.
- Gallo, Giampiero M. & Granger, Clive William John & Jeon, Yongil, 1999, "The impact of the use of forecasts in information sets," Research Notes, Deutsche Bank Research, number 99-7.
1998
- Tesfatsion, Leigh, 1998, "Teaching Agent-Based Computational Economics To Graduate Students," Economic Reports, Iowa State University, Department of Economics, number 18193, DOI: 10.22004/ag.econ.18193.
- Tesfatsion, Leigh, 1998, "Gale-Shapley Matching In An Evolutionary Trade Network Game," Economic Reports, Iowa State University, Department of Economics, number 18200, DOI: 10.22004/ag.econ.18200.
- Good, Darrel L. & Irwin, Scott H. & Jackson, Thomas E., 1998, "Development Of A Market Benchmark Price For Agmas Performance Evaluations," AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, number 14783, DOI: 10.22004/ag.econ.14783.
- 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.
- Pierre Villa, 1998, "Evolution sur longue période de l'intensité énergétique," Working Papers, CEPII research center, number 1998-08, Sep.
- Joel L. Horowitz, 1998, "Bootstrap Methods for Median Regression Models," Econometrica, Econometric Society, volume 66, issue 6, pages 1327-1352, November.
- 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.
- Milka Kirova & Robert E. Lipsey, 1998, "Measuring real investment: trends in the United States and international comparisons," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-18.
- Ernst R. Berndt & David M. Cutler & Richard G. Frank & Zvi Griliches & Joseph P. Newhouse & Jack E. Triplett, 1998, "Price Indexes for Medical Care Goods and Services: An Overview of Measurement Issues," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1851.
- 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.
- Tesfatsion, Leigh, 1998, "Gale-Shapley Matching in an Evolutionary Trade Network Game," ISU General Staff Papers, Iowa State University, Department of Economics, number 199804010800001041, Apr.
- Tesfatsion, Leigh, 1998, "Teaching Agent-Based Computational Economics to Graduate Students," ISU General Staff Papers, Iowa State University, Department of Economics, number 199807010700001043, Jul.
- Cheng, John Q & Wellman, Michael P, 1998, "The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes," Computational Economics, Springer;Society for Computational Economics, volume 12, issue 1, pages 1-24, August.
- Milka S. Kirova & Robert S. Lipsey, 1998, "Measuring Real Investment: Trends in the United States and International Comparisons," NBER Working Papers, National Bureau of Economic Research, Inc, number 6404, Feb.
- Ernst R. Berndt & Susan H. Busch & Richard G. Frank, 1998, "Price Indexes for Acute Phase Treatment of Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 6799, Nov.
- Ernst R. Berndt & David M. Cutler & Richard G. Frank & Zvi Griliches & Joseph P. Newhouse, 1998, "Price Indexes for Medical Care Goods and Services: An Overview of Measurement Issues," NBER Working Papers, National Bureau of Economic Research, Inc, number 6817, Nov.
- 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.
- Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers, University of Washington, Department of Economics, number 0063, Aug.
- Neely, C.J. & Roy, A. & Whiteman, C.H., 1998, "Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM," Working Papers, University of Iowa, Department of Economics, number 98-08, Aug.
- T.D. Stanley & Stephen B. Jarrell, 1998, "Gender Wage Discrimination Bias? A Meta-Regression Analysis," Journal of Human Resources, University of Wisconsin Press, volume 33, issue 4, pages 947-973.
- Mustafa Babiker, 1998, "The CO2 Abatement Game: Costs, Incentives and the Stability of a Sub-Global Coalition," Computational Economics, University Library of Munich, Germany, number 9807002, Jul.
- Leigh Tesfatsion, 1998, "Teaching Agent-Based Computational Economics to Graduate Students," Computational Economics, University Library of Munich, Germany, number 9809001, Sep, revised 16 Nov 1998.
- 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.
- P. Pellizzari, 1998, "Efficient Monte Carlo Pricing of Basket Options," Finance, University Library of Munich, Germany, number 9801001, Jan.
- Spyros Skouras, 1998, "Financial Returns and Efficiency as seen by an Artificial Technical Analyst," Finance, University Library of Munich, Germany, number 9808001, Aug, revised 24 Aug 1998.
- Leigh Tesfatsion, 1998, "Gale-Shapley Matching in an Evolutionary Trade Network Game," Game Theory and Information, University Library of Munich, Germany, number 9805004, Jun, revised 26 Jul 1998.
- Teo Jasic, 1998, "Testing for Nonlinearity and Deterministic Chaos in Monthly Japanese Stock Market Data," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 1, issue 1, pages 61-81, May.
1997
- 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.
- Ramses H. Abul Naga, 1997, "Prediction and Sufficiency in the Model Factor Analysis," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 31, Nov.
- Pierre Villa, 1997, "Cycles de production industrielle : une analyse historique dans le domaine des fréquences," Working Papers, CEPII research center, number 1997-16, Nov.
- John Rust, 1997, "Using Randomization to Break the Curse of Dimensionality," Econometrica, Econometric Society, volume 65, issue 3, pages 487-516, May.
- Abul Naga, Ramses H., 1997, "Prediction and sufficiency in the model factor analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6597, Nov.
- 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..
- Jensen, Mark J, 1997, "A Homotopy Approach to Solving Nonlinear Rational Expectation Problems," Computational Economics, Springer;Society for Computational Economics, volume 10, issue 1, pages 47-65, February.
- Eli Berman & Linda T. Bui, 1997, "band Labor Demand: Evidence from the South Coast Air Basin," NBER Working Papers, National Bureau of Economic Research, Inc, number 6299, Dec.
- 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.
- John Rust, 1997, "A Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-random, and Deterministic Discretizations," Computational Economics, University Library of Munich, Germany, number 9704001, Apr.
- Pedro Cosme, 1997, "SEARCH, Variable Sample Size, A Computational Solution," Computational Economics, University Library of Munich, Germany, number 9706001, Jun.
- William L. Goffe, 1997, "A Toolkit for Optimizing Functions in Economics," Computational Economics, University Library of Munich, Germany, number 9707001, Jul.
- Jacek B. Krawczyk & Alistair Windsor, 1997, "An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains," Computational Economics, University Library of Munich, Germany, number 9710001, 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.
- 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.
- William A. Barnett, 1997, "The Current State of Research on Dynamic Economics, A Review Article of Giancarlo Gandolfo's, Economic Dynamics, third edition," Macroeconomics, University Library of Munich, Germany, number 9702004, Feb.
- William A. Barnett, 1997, "Editorial Policy and Editorial, to appear at the front of the first issue of the new Cambridge University Press journal, Macroeconomic Dynamics," Macroeconomics, University Library of Munich, Germany, number 9703001, Mar.
- Genser, Bernd & Winker, Peter, 1997, "Measuring the fiscal revenue loss of VAT exemption in commercial banking," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 342.
1996
- Strauss, John & Thomas, Duncan, 1996, "Measurement and Mismeasurement of Social Indicators," American Economic Review, American Economic Association, volume 86, issue 2, pages 30-34, May.
- 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.
- Fare, Rolf & Grosskopf, Shawna, 1996, "Productivity and intermediate products: A frontier approach," Economics Letters, Elsevier, volume 50, issue 1, pages 65-70, January.
- Strauss, J & Thomas, D, 1996, "Measurment and Mismeasurement of Social Indicators," Papers, RAND - Reprint Series, number 96-15.
- 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.
- Bos, Frits, 1996, "The future of the national accounts," MPRA Paper, University Library of Munich, Germany, number 5956.
- J. Peter Neary, 1996, "Theoretical foundations of the "Geary method" for international comparisons of purchasing power and real incomes," Working Papers, School of Economics, University College Dublin, number 199603, Jan.
- John Rust, 1996, "Dealing with the Complexity of Economic Calculations," Computational Economics, University Library of Munich, Germany, number 9610002, Oct, revised 21 Oct 1997.
- 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
- 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.
- Bos, Frits, 1995, "Economic theory and national accounting," MPRA Paper, University Library of Munich, Germany, number 5955.
- 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.
- Leigh Tesfatsion, 1995, "How Economists Can Get Alife: Abbreviated Version," Computational Economics, University Library of Munich, Germany, number 9501001, Jan, revised 21 Jun 1998.
- Rolf Fare & Shawna Grosskopf, 1995, "Productivity and Intermediate Products: A Frontier Approach," Computational Economics, University Library of Munich, Germany, number 9506001, Jun.
- Mark J. Jensen, 1995, "A Homotopy Approach to Solving Nonlinear Rational Expectation Problems," Computational Economics, University Library of Munich, Germany, number 9506002, Jun.
- John Q. Cheng & Michael P. Wellman, 1995, "The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes," Computational Economics, University Library of Munich, Germany, number 9508001, Aug.
- 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.
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