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
/ / / C87: Econometric Software

2009

• Michael Creel & Dennis Kristensen, 2009, "SNM Guide," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 793.09, Nov.
• Michael Creel, 2009, "PelicanHPC," Grecs Computer Code, Research Group in Computation and Simulations (GRECS), number 005.09, revised .
• Andrea Silvestrini, 2009, "Seasonal adjustment of bank deposits and loans," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 42, Mar.
• Zisimos Koustas & Jean-Francois Lamarche, 2009, "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers, Brock University, Department of Economics, number 0909, Dec, revised Jul 2010.
• Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009, "Econometrics with gretl. Proceedings of the gretl Conference 2009," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 01, edition 1, ISBN: ARRAY(0x69788638), June.
• Emma De Angelis & Carmine Pappalardo, 2009, "(String Matching Algorithms,An Applicatione ti ISAE and ISTAT Firms's Registers)," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 115, Jun.
• Lupi, Claudio, 2009, "Covariate Augmented Dickey-Fuller Tests with R," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09051, Mar.
• D.S. Poskitt, 2009, "Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/09, Nov.
• Necula Ciprian & Radu Alina-Nicoleta, 2009, "Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 610-615, May.
• Mishra, SK, 2009, "The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization," MPRA Paper, University Library of Munich, Germany, number 12723, Jan.
• Aguirregabiria, Victor, 2009, "Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application," MPRA Paper, University Library of Munich, Germany, number 17329, Sep.
• Suchánek, Petr, 2009, "Communication and Procedural Models of the E-commerce Systems," MPRA Paper, University Library of Munich, Germany, number 19248, Oct, revised 2009.
• Koop, Gary & Korobilis, Dimitris, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 20125, Sep.
• Karpov, Valery & Mozzherina, Nadezhda & Andreeva, Elena, 2009, "Использование Case-Технологий При Моделировании Организации Предпринимательской Деятельности В Агропромышленном Комплексе
  [Using CASE-technologies in the simulation of business organization in the ," MPRA Paper, University Library of Munich, Germany, number 59375, Dec.
• Gary Koop & Dimitris Korobilis, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series, Rimini Centre for Economic Analysis, number 47_09, Jan.
• David Roodman, 2009, "How to do xtabond2: An introduction to difference and system GMM in Stata," Stata Journal, StataCorp LLC, volume 9, issue 1, pages 86-136, March.
• Dipak Basu (ed.), 2009, "Economic Models:Methods, Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7085, ISBN: ARRAY(0x650ed1c8), March.
• Olav Bjerkholt, 2009, "Some Unresolved Problems of Mathematical Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Alexis Lazaridis, 2009, "A Novel Method of Estimation Under Co-Integration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Dipak R. Basu & Alexis Lazaridis, 2009, "Time Varying Responses of Output to Monetary and Fiscal Policy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Andrew Hughes Hallet, 2009, "The Advantages of Fiscal Leadership in an Economy with Independent Monetary Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Chirstophe Deissenberg & Pavel Ševčík, 2009, "Cheap-Talk Multiple Equilibria and Pareto — Improvement in an Environmental Taxation Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Nikitas Spiros Koutsoukis & Athanassios Mihiotis & Nikos Konidaris, 2009, "Enterprise Modeling and Integration: Review and New Directions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Victoria Miroshnik, 2009, "Toward a Theory of Japanese Organizational Culture and Corporate Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Anna-Maria Mouza, 2009, "Health Service Management Using Goal Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Fabrizio Iacone & Renzo Orsi, 2009, "Inflation Control in Central and Eastern European Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Athanasios Athanasenas, 2009, "Credit and Income: Co-Integration Dynamics of the US Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Dipak Basu, "Economic Models Methods, Theory and Applications".

2008

• Ben Jann, 2008, "OAXACA: Stata module to compute the Blinder-Oaxaca decomposition," Statistical Software Components, Boston College Department of Economics, number S456936, revised 24 Apr 2023.
• Geman, Hélyette (ed.), 2008, "Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/116.
• Ben Jann, 2008, "A Stata implementation of the Blinder-Oaxaca decomposition," ETH Zurich Sociology Working Papers, ETH Zurich, Chair of Sociology, number 5, May, revised 14 May 2008.
• Cornelissen, Thomas & Sonderhof, Katja, 2008, "Marginal effects in the probit model with a triple dummy variable interaction term," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-386, Jan.
• Rodolphe Buda, 2008, "Two Dimensional Aggregation Procedure: An Alternative to the Matrix Algebraic Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 4, pages 397-408, May, DOI: 10.1007/s10614-008-9123-9.
• Mishra, SK, 2008, "A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores," MPRA Paper, University Library of Munich, Germany, number 12419, Dec.
• Buda, Rodolphe, 2008, "Contrôle des systèmes de modélisation : un exemple de codage et de traçabilité des données
  [Modelling System Checking : An Example of Data Encoding and Traceability]," MPRA Paper, University Library of Munich, Germany, number 47209.
• Azzato, Jeffrey D. & Krawczyk, Jacek, 2008, "InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem," MPRA Paper, University Library of Munich, Germany, number 8374, Apr.
• Mishra, SK, 2008, "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9737, Jul.
• Azzato, Jeffrey D. & Krawczyk, Jacek B., 2008, "A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem," MPRA Paper, University Library of Munich, Germany, number 9993, Aug.
• Azzato, Jeffrey D. & Krawczyk, Jacek B., 2008, "A report on using parallel MATLAB for solutions to stochastic optimal control problems," MPRA Paper, University Library of Munich, Germany, number 9994, Aug.
• Winschel, Viktor & Krätzig, Markus, 2008, "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-018.
• Winschel, Viktor & Krätzig, Markus, 2008, "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-034.

2007

• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007, "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 667, May, revised 05 Sep 2007.
• Rodolphe Buda, 2007, "Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2007-9.
• Urzúa, Carlos M., 2007, "GRAN1: Gauss procedure to generate normal random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-02, revised .
• Urzúa, Carlos M., 2007, "GRAN2: Gauss procedure to generate t-distributed random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-03, revised .
• Urzúa, Carlos M., 2007, "GRAN3: Gauss procedure to generate stable random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-04, revised .
• Urzúa, Carlos M., 2007, "GRAN4: Gauss procedure to generate Laplace-distributed random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-05, revised .
• Urzúa, Carlos M., 2007, "GRAN5: Gauss procedure to generate heteroskedastic normal random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-06, revised .
• Urzúa, Carlos M., 2007, "GRAN6: Gauss procedure to generate Pareto-distributed random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-07, revised .
• Urzúa, Carlos M., 2007, "GRAN7: Gauss procedure to generate lognormal random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-08, revised .
• Urzúa, Carlos M., 2007, "GRAN8: Gauss procedure to generate standard EPD (GED) random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-09, revised .
• Rodolphe Buda, 2007, "Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend," Working Papers, HAL, number hal-04139234.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007, "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0706.
• Ndem Ayara Ndiyo, 2007, "A dynamic analysis of education and economic growth in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 1, pages 1-16, September.
• Giovanni Baiocchi, 2007, "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 1, pages 19-40, August, DOI: 10.1007/s10614-007-9084-4.
• Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan, 2007, "Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?," Working Papers, NET Institute, number 07-32, Sep, revised Sep 2007.
• Levent, Korap, 2007, "Information content of exchange rate volatility: Turkish experience," MPRA Paper, University Library of Munich, Germany, number 19598, Apr.
• Azzato, Jeffrey D. & Krawczyk, Jacek, 2007, "Using a finite horizon numerical optimisation method for a periodic optimal control problem," MPRA Paper, University Library of Munich, Germany, number 2298, Feb.
• Gomez-Sorzano, Gustavo, 2007, "Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019," MPRA Paper, University Library of Munich, Germany, number 5655, Apr, revised 07 Nov 2007.
• José César Lenin Navarro & Jessica Santos, 2007, "Determinación econométrica del tipo de cambio en México," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 9-27.
• Stefanescu, Stefan, 2007, "How much the Rounding Errors could affect the Computer Results," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 2, pages 87-96, June.
• Anna Conte & John D Hey & Peter G Moffatt, 2007, "Mixture Models of Choice Under Risk," Discussion Papers, Department of Economics, University of York, number 07/06, Apr.
• Unwin, Antony & Chen, Chun-houh & Härdle, Wolfgang Karl, 2007, "Computational statistics and data visualization," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-020.
• Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2007, "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-046.
• Temme, Dirk & Paulssen, Marcel & Dannewald, Till, 2007, "Integrating latent variables in discrete choice models: How higher-order values and attitudes determine consumer choice," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-065.

2006

• Michael Creel, 2006, "Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 657.06, Feb.
• Ferran Sancho, 2006, "Detection of Key Sectors within a Social Accounting Matrix (GAMS code)," Grecs Computer Code, Research Group in Computation and Simulations (GRECS), number 004.06, revised .
• Lubos Briatka, 2006, "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp308, Sep.
• David Roodman, 2006, "How to Do xtabond2: An Introduction to "Difference" and "System" GMM in Stata," Working Papers, Center for Global Development, number 103, Nov.
• Nico van Leeuwen & Arjan Lejour, 2006, "Bilateral FDI Stocks by sector," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 164, Sep.
• Urzúa, Carlos M., 2006, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-01, revised .
• Gauri Khanna, 2006, "Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 15-2006, Oct.
• Cappellari, Lorenzo & Jenkins, Stephen P., 2006, "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2112, May.
• M. Andrews & L. Gill & R. Upward, 2006, "High wage workers and low wage firms: Negative assortative matching or statistical artefact?," Economics Discussion Paper Series, Economics, The University of Manchester, number 0615.
• Azzato, Jeffrey & Krawczyk, Jacek, 2006, "SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem," MPRA Paper, University Library of Munich, Germany, number 1179.
• Krawczyk, Jacek & Azzato, Jeffrey, 2006, "NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints," MPRA Paper, University Library of Munich, Germany, number 1195.
• V. Bannikov, 2006, "Vector Autoregression and Error Correction Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 3, issue 3, pages 96-129.
• Michael Creel & Universitat Autònoma de Barcelona, 2006, "Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix," Computing in Economics and Finance 2006, Society for Computational Economics, number 202, Jul.
• Göran Kauermann, 2006, "Nonparametric models and their estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 137-152, March, DOI: 10.1007/s10182-006-0226-0.
• Stan du Plessis, 2006, "The miracle of the Septuagint and the promise of data mining in economics," Working Papers, Stellenbosch University, Department of Economics, number 15/2006.
• Lorenzo Cappellari & Stephen P. Jenkins, 2006, "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," Stata Journal, StataCorp LLC, volume 6, issue 2, pages 156-189, June.
• Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia, 2006, "A Data Set Generation Algorithm in Combinatorial Auctions," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 01-2006, Jan.
• Andrews, Martyn J. & Gill, Len & Schank, Thorsten & Upward, Richard, 2006, "High wage workers and low wage firms : negative assortative matching or statistical artefact?," Discussion Papers, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics, number 42.
• Satoguina, Honorat, 2006, "Energy Demand and Supply Issues - Scenario 2020 and Implications for CDM in West African Economic and Monetary Union. Case Study: Benin, Burkina Faso, Niger and Togo," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 357.
• Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2006, "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-017.
• Temme, Dirk & Kreis, Henning & Hildebrandt, Lutz, 2006, "PLS path modeling: A software review," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-084.
• Andreas Kuhnn & Oliver Ruf, 2006, "Einf�hrung in die Statistiksoftware STATA," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 277, Mar.

2005

• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 637.05, Jan.
• Michael Creel, 2005, "ParallelKnoppix," Grecs Computer Code, Research Group in Computation and Simulations (GRECS), number 003.05, revised .
• Christopher F. Baum, 2005, "A little bit of Stata programming goes a long way..," Boston College Working Papers in Economics, Boston College Department of Economics, number 612, Jun.
• Christopher F. Baum, 2005, "A little bit of Stata programming goes a long way..," United Kingdom Stata Users' Group Meetings 2005, Stata Users Group, number 16, Mar, revised 08 Jun 2005.
• Luciano Nakabashi & Lízia de Figueiredo, 2005, "Capital humano e crescimento: impactos diretos e indiretos," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td267, Jun.
• Phillips, Peter C.B., 2005, "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 3-20, February.
• Phillips, Peter C.B., 2005, "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 68, issue 5, pages 401-416, DOI: 10.1016/j.matcom.2005.02.010.
• Javier López-de-Lacalle, 2005, "Periodic Autoregressive Time Series Models in R: The partsm Package," BILCODEC, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number bc2005-01, revised .
• Cornelißen, Thomas, 2005, "Standard errors of marginal effects in the heteroskedastic probit model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-320, Aug.
• Jorge Ludlow Wiechers & Beatríz Mota Aragón, 2005, "La Dinámica De La Volatilidad Del Ipc Y Sus Componentes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 4, issue 2, pages 149-173, Junio 200.
• Christian Kleiber & Achim Zeileis, 2005, "Validating multiple structural change models-a case study," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 5, pages 685-690, DOI: 10.1002/jae.856.
• Alfonso Miranda & Sophia Rabe-Hesketh, 2005, "Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/14, Dec.
• Ilmolelian, Peter, 2005, "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper, University Library of Munich, Germany, number 1418, Nov.
• Buda, Rodolphe, 2005, "Relevance of an accuracy control module - implementation into an economic modelling software," MPRA Paper, University Library of Munich, Germany, number 36520.
• Buda, Rodolphe, 2005, "Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management," MPRA Paper, University Library of Munich, Germany, number 9145, revised 2007.
• I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam, 2005, "Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand," Computing in Economics and Finance 2005, Society for Computational Economics, number 26, Nov.
• Evzen Kocenda & Lubos Briatka, 2005, "Optimal Range for the iid Test Based on Integration Across the Correlation Integral," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 3, pages 265-296, DOI: 10.1080/07474930500243001.
• Christopher F Baum, 2005, "Stata: The language of choice for time-series analysis?," Stata Journal, StataCorp LLC, volume 5, issue 1, pages 46-63, March.
• Alfredo Garcia Hiernaux & Miguel Jerez & José Casals, 2005, "Unit Roots and Cointegrating Matrix Estimation using Subspace Methods," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0512.
• Patrick Crowley, 2005, "An intuitive guide to wavelets for economists," Econometrics, University Library of Munich, Germany, number 0503017, Mar.
• Patrick M. Crowley, 2005, "An intuitive guide to wavelets for economists," GE, Growth, Math methods, University Library of Munich, Germany, number 0508009, Aug.
• Crowley, Patrick M., 2005, "An intuitive guide to wavelets for economists," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2005.
• Upward, Richard & Schank, Thorsten & J. Andrews, Martyn, 2005, "Practical estimation methods for linked employer-employee data," Discussion Papers, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics, number 29 [rev.].

2004

• Michael Creel, 2004, "Unconstrained Optimization with MINTOOLKIT for GNU Octave," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 607.04, Mar.
• Christopher F. Baum, 2004, "Stata: The language of choice for time series analysis?," Boston College Working Papers in Economics, Boston College Department of Economics, number 598, Jul.
• Eklöf, M. & Weeks, M., 2004, "‘Estimation of Discrete Choice Models Using DCM for Ox’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0427, Apr.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp235, Sep.
• Peter C.B. Phillips, 2004, "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1469, Jul.
• Peter C.B. Phillips, 2004, "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1472, Jul.
• Baum, Christopher F., 2004, "A review of Stata 8.1 and its time series capabilities," International Journal of Forecasting, Elsevier, volume 20, issue 1, pages 151-161.
• Bos, Charles S, 2004, "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, volume 20, issue 3, pages 515-522.
• Monique Le Guen, 2004, "L'AED et SAS/INSIGHT, Visualisations dynamiques des données," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00288575.
• Monique Le Guen, 2004, "L'AED et SAS/INSIGHT, Visualisations dynamiques des données," Post-Print, HAL, number halshs-00288575.
• Andrews, Martyn & Schank, Thorsten & Upward, Richard, 2004, "Practical estimation methods for linked employer-employee data," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200403.
• Monique Le Guen, 2004, "L'AED et SAS/INSIGHT : visualisations dynamiques des données," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number r04001b, Jan.
• Mishra, SK, 2004, "On generating correlated random variables with a given valid or invalid Correlation matrix," MPRA Paper, University Library of Munich, Germany, number 1782, Aug.
• Mishra, SK, 2004, "Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm," MPRA Paper, University Library of Munich, Germany, number 1783, Aug.
• Giuseppe Bruno, 2004, "Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages," Computing in Economics and Finance 2004, Society for Computational Economics, number 41, Aug.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics, University Library of Munich, Germany, number 0409001, Sep.
• Andrews, Martyn J. & Schank, Thorsten & Upward, Richard, 2004, "Practical estimation methods for linked employer-employee data," Discussion Papers, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics, number 29.
• Kleiber, Christian & Zeileis, Achim, 2004, "Validating multiple structural change models : A case study," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,34.

2003

• Christopher F. Baum, 2003, "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics, Boston College Department of Economics, number 581, Oct.
• Peter C.B. Phillips, 2003, "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1397, Feb.
• Lorenzo Cappellari & Stephen P. Jenkins, 2006, "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 584.
• Peter C. B. Phillips, 2003, "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, volume 113, issue 486, pages 26-52, March.
• Giuseppe Bruno, 2003, "A Comparative Analysis Of Alternative Econometric Packages For The Unbalanced Two-Way Error Component Model," Computing in Economics and Finance 2003, Society for Computational Economics, number 30, Aug.
• Charles S. Bos, 2003, "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-091/4, Dec.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003, "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, volume 3, issue 1, pages 1-31, March.

2002

• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003, Stata Users Group, number 05, Dec.
• Christopher F Baum, 2002, "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics, Boston College Department of Economics, number 531, Jan.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 545, Nov, revised 14 Feb 2003.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003, Stata Users Group, number 02, Dec.
• Jeff Racine & Rob Hyndman, 2002, "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 2, pages 175-189.
• Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002, "A smooth-transition model of the Australian unemployment rate," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 1002, May, revised 01 Jul 2003.
• Michel Juillard, 2002, "Perturbation method at order k: A recursive algorithm," Computing in Economics and Finance 2002, Society for Computational Economics, number 257, Jul.

2001

• Bashtannyk, David M. & Hyndman, Rob J., 2001, "Bandwidth selection for kernel conditional density estimation," Computational Statistics & Data Analysis, Elsevier, volume 36, issue 3, pages 279-298, May.
• Racine, J & Hyndman, R.J., 2001, "Using R to Teach Econometrics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/01, Nov.
• Buda, Rodolphe, 2001, "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper, University Library of Munich, Germany, number 3926, Jul, revised Jul 2004.
• S»bastien Laurent and Jean-Philippe Peters, 2001, "G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 123, Apr.
• Christopher Ferrall, 2001, "Solving and Estimating Finite Mixture Models in Parallel," Computing in Economics and Finance 2001, Society for Computational Economics, number 137, Apr.
• B. D. McCullough and H. D. Vinod, 2001, "Diagnosing Failure: When is an Estimation Problem Too Large for a PC?," Computing in Economics and Finance 2001, Society for Computational Economics, number 246, Apr.
• Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M., 2001, "Metagrowth 1.0, a computer program for robustness analysis," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0031.

2000

• Maral Kichian, 2000, "GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide," Staff Working Papers, Bank of Canada, number 00-2, DOI: 10.34989/swp-2000-2.
• Agustín Maravall & Fernando J. Sánchez, 2000, "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Working Papers, Banco de España, number 0014.
• P. Jenkins, Stephen & Cappellari, Lorenzo, 2006, "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," ISER Working Paper Series, Institute for Social and Economic Research, number 2006-16, Apr.
• Klaus Göggelmann & Peter Winker & Martin Schellhorn & Wolfgang Franz, 2000, "Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994," Empirical Economics, Springer, volume 25, issue 2, pages 247-259.

1999

• H. D. Vinod & B. D. McCullough, 1999, "The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, volume 37, issue 2, pages 633-665, June, DOI: 10.1257/jel.37.2.633.
• H. D. Vinod & B. D. McCullough, 1999, "Corrigenda: The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, volume 37, issue 4, pages 1565-1565, December.
• D. Ormoneit & H. White, 1999, "An efficient algorithm to compute maximum entropy densities," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 2, pages 127-140, DOI: 10.1080/07474939908800436.

1998

• Víctor Gómez & Agustín Maravall, 1998, "Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)," Working Papers, Banco de España, number 9805.
• Lubrano, M., 1998, "TPS 4.4 An Old But Powerful Econometric Software," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98b02.
• Bolduc, Denis & Bonin, Sylvie, 1998, "Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case," Cahiers de recherche, Université Laval - Département d'économique, number 9802.
• Bashtannyk, D.M. & Hyndman, R.J., 1998, "Bandwidth Selection for Kernel Conditional Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/98.

1997

• Jacek B. Krawczyk & Steffan Berridge, 1997, "Relaxation Algorithms in Finding Nash Equilibria," Computational Economics, University Library of Munich, Germany, number 9707002, Jul.
• Alistair Windsor & Jacek B. Krawczyk, 1997, "A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem," Computational Economics, University Library of Munich, Germany, number 9710002, Oct.

1996

• Agustín Maravall & Victor Gómez & Gianluca Caporello, 1996, "Statistical and Econometrics Software: TRAMO and SEATS," Statistical and Econometrics Software, Banco de España, number tramoseats, revised 2015.
• Trzaskalik, T, 1996, "Fixed and Changeable Hierarchical Problems in Multiple Obective Dynamic Programming," Papers, Laval - Faculte des sciences de administration, number 96-55.
• Aouni, B & Kettani, O & Martel, J-M, 1996, "Estimation Through The Imprecise Goal Programming Model," Papers, Laval - Faculte des sciences de administration, number 96-65.

1994

• 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.

1992

• Jeffrey K. MacKie-Mason, 1992, "Econometric Software: A User's View," Journal of Economic Perspectives, American Economic Association, volume 6, issue 4, pages 165-187, Fall.

1987

• Joseph G. Altonji & Aloysius Siow, 1987, "Testing the Response of Consumption to Income Changes with (Noisy) Panel Data," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 102, issue 2, pages 293-328.

1986

• Joseph G. Altonji & Aloysius Siow, 1986, "Testing the Response of Consumption to Income Changes with (Noisy) PanelData," NBER Working Papers, National Bureau of Economic Research, Inc, number 2012, Sep.
• Weihs, Claus & Calzolari, Giorgio & Panattoni, Lorenzo, 1986, "The behavior of trust-region methods in FIML estimation," MPRA Paper, University Library of Munich, Germany, number 24122, revised 1987.

1985

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1985, "Asymptotic properties of dynamic multipliers in nonlinear econometric models," MPRA Paper, University Library of Munich, Germany, number 24401.
• Joseph G. Altonji & Aloysius Siow, 1985, "Testing the Response of Consumption to Income Changes with (Noisy) Panel Data," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 566, Apr.

1984

• Jansson, Leif & Mellander, Erik, 1984, "CONRAD – A Maximum Likelihood Program for Estimation of Simultaneous Equations Models that are Non-Linear in the Parameters," Working Paper Series, Research Institute of Industrial Economics, number 131, Sep.

1980

• Bianchi, Carlo & Calzolari, Giorgio, 1980, "A simulation approach to some dynamic properties of econometric models," MPRA Paper, University Library of Munich, Germany, number 24421.

1979

• Bianchi, Carlo & Calzolari, Giorgio, 1979, "Condensed version of the OECD foreign trade by commodities tapes," MPRA Paper, University Library of Munich, Germany, number 23074, Oct, revised Oct 1979.

1978

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978, "Stochastic simulation: a package for Monte Carlo experiments on econometric models," MPRA Paper, University Library of Munich, Germany, number 23073, Mar, revised Mar 1978.
• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978, "Stochastic simulation of econometric models: installation procedures and user's instructions," MPRA Paper, University Library of Munich, Germany, number 24173.