## 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**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Rolling window correlation procedure**

*by*Vladimir Arcabic

**Numerical implementation of the QuEST function**

*by*Olivier Ledoit & Michael Wolf

**Estimation Of Star-Garch Models With Iteratively Weighted Least Squares**

*by*Murat Midilic

**Spatial panel data models using Stata**

*by*Federico Belotti & Gordon Hughes & Andrea Piano Mortari

**Panel Data Analysis with Stata Part 1 Fixed Effects and Random Effects Models**

*by*Pillai N., Vijayamohanan

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Does economic growth really depend on the magnitude of debt? A threshold model approach**

*by*Osińska, Magdalena & Kufel, Tadeusz & Blazejowski, Marcin & Kufel, Pawel

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets**

*by*Felix Pretis & James Reade & Genaro Sucarrat

**Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models**

*by*Dobromił Serwa & Piotr Wdowiński

**Assessing Public Spending Efficiency in 20 OECD Countries**

*by*António Afonso, & Mina Kazemi

**A Simple Command to Calculate Travel Distance and Travel Time**

*by*Sylvain Weber & Martin Peclat

**Using Recursive Partitioning to Account for Parameter Heterogeneity in Multinomial Processing Tree Models**

*by*Florian Wickelmaier & Achim Zeileis

**On the Estimation of Standard Errors in Cognitive Diagnosis Models**

*by*Michel Philipp & Carolin Strobl & Jimmy de la Torre & Achim Zeileis

**A Toolkit for Stability Assessment of Tree-Based Learners**

*by*Michel Philipp & Achim Zeileis & Carolin Strobl

**Score-Based Tests of Differential Item Functioning in the Two-Parameter Model**

*by*Ting Wang & Carolin Strobl & Achim Zeileis & Edgar C. Merkle

**xtdcce: Estimating Dynamic Common Correlated Effects in Stata**

*by*Jan Ditzen

**Q3-D3-Lsa**

*by*Lukas Borke & Wolfgang K. Härdle &

**Creating HTML or Markdown documents from within Stata using webdoc**

*by*Ben Jann

**Estimating Lorenz and concentration curves in Stata**

*by*Ben Jann

**Structural Change in (Economic) Time Series**

*by*Christian Kleiber

**On some remarks about SEATS signal extraction**

*by*Guy Mélard

**Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples**

*by*Mozharovskyi, Pavlo & Vogler, Jan

**Cost-Benefit Analysis of Renewable Power under Full Subsidy Targeting Law Enforcement Conditions in Iran**

*by*Mehdi Barimani

**The Relationship between Exchange Rate and Inflation: An Empirical Study of Turkey**

*by*Abderezak Ali Abdurehman & Samet Hacilar

**Macroeconomic Performances Under Inflation Targeting. The Case Of Romania**

*by*Bogdan IFTIMIE & Simona-Mihaela CHIRU

**Panel times series. A review of methodological developments**

*by*Tamara Burdisso & Máximo Sangiácomo

**European Union’s Standards and Food Exports from Africa: Implications of the Comprehensive Africa Agricultural Development Program for Coffee and Fish**

*by*Olayinka Idowu Kareem

**The Impact of Payments for Reforestation in the Mexican State Michoacán**

*by*Cardona Santos, Elsa Maria & Willy, Daniel Kyalo & Holm-Müller, Karin

**Research Ideas for the Journal of Informatics and Data Mining: Opinion**

*by*Michael McAleer

**npbr: A Package for Nonparametric Boundary Regression in R**

*by*Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk

**The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

**R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models**

*by*Abonazel, Mohamed R.

**VARsignR: Estimating VARs using sign restrictions in R**

*by*Danne, Christian

**Object-Oriented Econometrics with Ox**

*by*Kulaksizoglu, Tamer

**Detecting Treatment-Subgroup Interactions in Clustered Data with Generalized Linear Mixed-Effects Model Trees**

*by*Marjolein Fokkema & Niels Smits & Achim Zeileis & Torsten Hothorn & Henk Kelderman

**Size Distribution of Portuguese Firms between 2006 and 2012**

*by*Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

**Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say "Usually Not"**

*by*Chang, Andrew C. & Li, Phillip

**Research Ideas for the Journal of Informatics and Data Mining: Opinion**

*by*McAleer, M.J.

**Creating LaTeX documents from within Stata using texdoc**

*by*Ben Jann

**Assessing inequality using percentile shares**

*by*Ben Jann

**Panel Time Series. Review of the Methodological Evolution**

*by*Tamara Burdisso & Máximo Sangiácomo

**Assessment Of Approaches To Building An Analytical Crm System**

*by*Yanka Aleksandrova

**Analysis of the labour market in Romania in relation with working time**

*by*Nicoleta Caragea & Ciprian Alexandru

**Factors of life quality material dimension**

*by*Andreea Cambir

**Determinants of Labor Force Potential in Romania**

*by*Silvia Pisica & Nicoleta Caragea

**Fast methods for jackknifing inequality indices**

*by*Karoly, Lynn & Schröder, Carsten

**Determinants of Corporate Dividend Payout in Nepal**

*by*Nabaraj Adhikari, Ph.D.

**On the Ability to Disentangle the Two Errors in the Normal/Half-Normal Stochastic Frontier Model /Sobre la capacidad de separar los dos errores en el modelo de frontera estocástica normal/half-normal**

*by*GAVILAN, JOSE M. & ORTEGA IRIZO, FCO. JAVIER

**Centralized vs. Distributed Databases. Case Study**

*by*Nicoleta Magdalena Iacob & Mirela Liliana Moise

**Unit-Linked Life Insurance Products Versus Other Alternative Investments**

*by*Cristina Ciumas & Diana-Maria Chis

**Long-term Stochastic Forecasting of the Nuclear Energy Global Market**

*by*Vladimir Kharitonov & Uliana Kurelchuk & Sergey Masterov

**The Capital Markets Research Based on the Financial Quantitative Models**

*by*Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA

**Analysis Models for Territorial Variation of Demographic Phenomena. The Case of Romania**

*by*Mariana NICOLAE-BALAN & Raluca Ioana IORGULESCU

**Evaluating locally-based policies in the presence of neighbourhood effects: The case of touristic accommodation in the Garda district of Trentino**

*by*Giovanni Cerulli & Roberto Gabriele & Enrico Tundis

**The Impact of Public Support Intensity on Business R&D: Evidence from a Dose-Response Approach**

*by*Giovanni Cerulli & Bianca PotÃ¬

**MATLAB for Economics and Econometrics A Beginners Guide**

*by*John C Frain &

**The Relationship between Inflation Targeting and Exchange Rate Pass-Through in Turkey with a Model Averaging Approach**

*by*Ferhat Arslaner & Dogan Karaman & Nuran Arslaner & Suleyman Hilmi Kal

**The European Union Sanitary and Phytosanitary Measures and Africa’s Exports**

*by*Olayinka Idowu Kareem

**ivporbit:An R package to estimate the probit model with continuous endogenous regressors**

*by*Zaghdoudi, Taha

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Institutions and Economic Growth in the MENA Countries: An Empirical Investigation by Using Panel data model**

*by*Becherair, Amrane

**A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986-2009 with X-12-ARIMA**

*by*Medel, Carlos A.

**What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?**

*by*Mishra, Sudhanshu K

**Robust standard error estimators for panel models: a unifying approach**

*by*Millo, Giovanni

**Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Reweight: a stata module to reweight survey data to external totals**

*by*Daniele Pacifico

**Visualizing Count Data Regressions Using Rootograms**

*by*Christian Kleiber & Achim Zeileis

**partykit: A Modular Toolkit for Recursive Partytioning in R**

*by*Torsten Hothorn & Achim Zeileis

**Practical Correlation Bias Correction in Two-way Fixed Effects Linear Regression**

*by*Gaure, Simen

**Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison**

*by*António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal

**Stochastic Volatility Estimation with GPU Computing**

*by*António Alberto Santos & João Andrade

**Pattern Of Financial Savings In A Romanian Bank – A Statistical Analysis**

*by*Nicoleta CARAGEA & Antoniade Ciprian ALEXANDRU & Ana Maria DOBRE

**Fast Methods for Jackknifing Inequality Indices**

*by*Lynn A. Karoly & Carsten Schröder

**LinRegInteractive: An R Package for the Interactive Interpretation of Linear Regression Models**

*by*Martin Meermeyer

**Multilevel model analysis using R**

*by*Nicolae-Marius Jula

**Modelling the Confidence in Industry in Romania and other European Member Countries Using the Ordered Logit Model**

*by*Gagea, Mariana

**Pricing And Assessing Unit-Linked Insurance Contracts With Investment Guarantees**

*by*Ciumas Cristina & Chis Diana-Maria

**Uluslararasý Portföy Yönetiminde Rejim Geçiþken Karar Destek Modelleri: Geliþmekte Olan Menkul Kýymet Piyasalarý Üzerine Bir Uygulama**

*by*Kadir Tuna & Mehmet Tuna & Alper Ozun

**Business Intelligence Adoption In Large Romanian Companies**

*by*Flavia CAIA

**Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods**

*by*Walid Mensi & Makram Beljid & Shunsuke Managi

**Fast methods for jackknifing inequality indices**

*by*Karoly, Lynn & Schröder, Carsten

**A fast fractional difference algorithm**

*by*Andreas Noack Jensen & Morten Ã˜rregaard Nielsen

**Temporal Disaggregation of Time Series**

*by*Sax, Christoph & Steiner, Peter

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Statistical Analysis of International Migration Using R Software**

*by*Dobre, Ana Maria

**Bayesian Model Averaging and Jointness Measures for gretl**

*by*Blazejowski, Marcin & Kwiatkowski, Jacek

**A fast fractional difference algorithm**

*by*Andreas Noack Jensen & Morten Ørregaard Nielsen

**gateveys – An R Toolbox for Re-traceable Aggregation of Business Tendency Survey Data**

*by*Matthias Bannert

**Note on Lilien and Modified Lilien Index**

*by*Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco

**Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications**

*by*Hannah Frick & Carolin Strobl & Achim Zeileis

**Score-Based Tests of Measurement Invariance: Use in Practice**

*by*Ting Wang & Edgar C. Merkle & Achim Zeileis

**Merger Simulation with Nested Logit Demand - Implementation using Stata**

*by*Björnerstedt, Jonas & Verboven, Frank

**Simultaneous-equations Analysis in Regional Science and Economic Geography**

*by*Mitze, Timo & Stephan, Andreas

**Manipulation Of Large Databases With "R"**

*by*Ana Maria Dobre & Andreea Gagiu

**Profile Of Migrants In Romania – A Statistical Analysis Using "R"**

*by*Nicoleta Caragea & Ana Maria Dobre & Antoniade Ciprian Alexandru

**Seasonal Stability Tests in gretl. An Application to International Tourism Data**

*by*Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz

**Understanding and Teaching Within-Cluster Correlation in Complex Surveys**

*by*Humberto Barreto & Manu Raghav

**Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena**

*by*Miruna MAZURENCU MARINESCU

**Stress indicator construction for internal money market**

*by*Isakov , Alexander

**R versus Other Statistical Software**

*by*Dobre Ana Maria & Caragea Nicoleta & Alexandru Ciprian Antoniade

**Interbank Market Structure and Accurate Estimation of an Aggregate Liquidity Shock**

*by*Isakov, A.

**Localización espacial de la actividad económica en Medellín, 2005-2010. Un enfoque de economía urbana**

*by*Vanessa Galeano Duque

**Localización espacial de la actividad económica en Medellín, 2005-2010 Un enfoque de economía urbana**

*by*Vanessa Galeano

**SPECTRAN, a set of Matlab programs for Spectral analysis**

*by*Marczak, Martyna & Gómez, Víctor

**Technical Efficiency of Thai Manufacturing SMEs: a Comparative Study of North-eastern Provinces**

*by*Teerawat Charoenrat & Charles Harvie

**Estimation of Discount Factor and Coefficient of Relative Risk Aversion in Selected Countries**

*by*Waqas Ahmed & Adnan Haider & Javed Iqbal

**Stochastic frontier analysis using Stata**

*by*Federico Belotti & Silvio Daidone & Giuseppe Ilardi & Vincenzo Atella

**Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania**

*by*Caragea, Nicoleta & Alexandru, Ciprian Antoniade & Dobre, Ana Maria

**Simplifying the estimation of difference in differences treatment effects with Stata**

*by*Villa, Juan M.

**Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets**

*by*Ardliansyah, Rifqi

**Global optimization of some difficult benchmark functions by cuckoo-hostco-evolution meta-heuristics**

*by*Mishra, SK

**Indirect estimation of GARCH models with alpha-stable innovations**

*by*Parrini, Alessandro

**Numerical accuracy of Ox 6.2**

*by*Kulaksizoglu, Tamer

**On whether foreign direct investment catalyzes economic development in Nigeria**

*by*OKPARA, GODWIN CHIGOZIE

**Comparing performance of statistical models for individual’s ability index and ranking**

*by*Iqbal, Javed

**Structured Additive Regression Models: An R Interface to BayesX**

*by*Nikolaus Umlauf & Daniel Adler & Thomas Kneib & Stefan Lang & Achim Zeileis

**Hierarchical Archimedean Copulae: The HAC Package**

*by*Ostap Okhrin & Alexander Ristig &

**A continuous treatment model for estimating a Dose Response Function under endogeneity and heterogeneous response to observable confounders: Description and implementation via the Stata module “ctreatreg”**

*by*Giovanni Cerulli

**Ivtreatreg: a new STATA routine for estimating binary treatment models with heterogeneous response to treatment under observable and unobservable selection**

*by*Giovanni Cerulli

**Zróżnicowanie odpowiedzi respondentów testu koniunktury w świetle miar entropii [Differentiation of Business Tendency Survey Responses: Application of Measures of Entropy]**

*by*Emilia Tomczyk

**Using analytics for understanding the consumer online**

*by*Iulia-Adina ZARA & Bogdan Calin VELICU & Maria-Cristiana MUNTHIU & Mihaela TUTA

**Global Financial Crisis And Unit-Linked Insurance Markets Efficiency: Empirical Evidence From Central And Eastern European Countries**

*by*Ciumas Cristina & Chis Diana-Maria & Botos Horia Mircea

**Food Responsibility - A National Challenge. Case Study - Implementation Of A Social Campaign In Bucharest Schools**

*by*STOICA, Ivona & DUMITRU, Nicoleta Rossela

**Crude oil market efficiency: An empirical investigation via the Shannon entropy**

*by*Walid Mensi & Chaker Alaoui & Khuong Nguyen

**Economic loss of chronic kidney disease in Chun district, Phayao province**

*by*Metawee Supakarnkhamjon & Watcharee Prugsiganont

**Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values**

*by*David E. Giles & Ryan T. Godwin

**Measuring the economic efficiency of Italian agricultural enterprises**

*by*Darina Zaimova

**Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala**

*by*Van Tongeren, J.W. & Magnus, J.R.

**Asymmetric unemployment rate dynamics in Australia**

*by*Gunnar Bardsen & Stan Hurn & Zoe McHugh

**Nonlinearity In Inflation, A Case of Pakistan**

*by*Iqbal, Javed & Rehman, Muhammad & Ur-Rehman, Hafeez

**Estimation of a system of national accounts: implementation with mathematica**

*by*Temel, Tugrul

**Effect of employment guarantee on access to credit: Evidence from rural India**

*by*Saraswat, Deepak

**Roaring Food Prices in India**

*by*Mukherjee, Soumyatanu

**Technical efficiency of hospital psychiatric care in Bulgaria – assessment using Data Envelopment Analysis**

*by*Kundurjiev, T. & Salchev, Petko

**Bayesian Model Averaging in R**

*by*Shahram Amini & Christopher F. Parmeter

**A Review of the `BMS' Package for R**

*by*Shahram Amini & Christopher F. Parmeter

**Robust estimates of exporter productivity premia in German business services enterprises**

*by*Alexander Vogel & Joachim Wagner

**Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector**

*by*Meilan Yan & Maximilian J. B. Hall & Paul Turner

**Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned**

*by*Bettina Grün & Ioannis Kosmidis & Achim Zeileis

**Flexible Rasch Mixture Models with Package psychomix**

*by*Hannah Frick & Carolin Strobl & Friedrich Leisch & Achim Zeileis

**evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in R**

*by*Thomas Grubinger & Achim Zeileis & Karl-Peter Pfeiffer

**On heterogeneous latent class models with applications to the analysis of rating scores**

*by*AurÃ©lie Bertrand & Christian M. Hafner

**After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics**

*by*Bivand, Roger

**Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets**

*by*Fernández Macho, Francisco Javier

**Understanding and Teaching Unequal Probability of Selection**

*by*Humberto Barreto & Manu Raghav

**Econometría para la evaluación de políticas públicas con Stata: introducción y análisis de datos**

*by*Carlos Giovanni González Espitia

**Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series**

*by*Agustín Maravall Herrero & Domingo Pérez Cañete

**An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution**

*by*Guerrero de Lizardi, Carlos

**A Strategic Framework of Liberalising Trade in Services for Pakistan**

*by*Ahmed Gulzar

**Interlinked Factor Markets and Allocative Efficiency: Evidence from Rural West Bengal, India**

*by*Arindam Laha & Pravat Kumar Kuri

**Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model**

*by*Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel

**Internet of Things – Analysis and Challenges**

*by*Dimiter G. Velev

**Determinantes de la temporalidad en el mercado laboral ecuatoriano**

*by*Yannira Chávez & Paúl Medina

**A Teaching Tool For Computing Stock Returns, Risk And Beta**

*by*Roger Shelor & Scott Wright

**Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure**

*by*Christian Pfarr & Andreas Schmid & Udo Schneider

**Creativity In Conscience Society**

*by*Ion Gh. Rosca & Dumitru Todoroi

**Maximum likelihood estimator for the uneven power distribution: application to DJI returns**

*by*Krzysztof Kontek

**Introduction to STATA with Econometrics in Mind**

*by*John C Frain

**An Introduction to Matlab for Econometrics**

*by*John C Frain

**The impact of the global economic crisis on non-oil operations of ports in Iran**

*by*Ahmadzadeh Mashinchi, Sina

**Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure**

*by*Pfarr, Christian & Schmid, Andreas & Schneider, Udo

**Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure**

*by*Pfarr, Christian & Schmid, Andreas & Schneider, Udo

**Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors**

*by*Eric M. Aldrich & Jesús Fernández-Villaverde & Ronald Gallant & Juan F. Rubio-Ramírez

**Automatic Selection for Non-linear Models**

*by*Jennifer Castle & David Hendry

**Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors**

*by*Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez

**Valuing the Environment in Developing Countries: Modeling the Impact of Distrust in Public Authorities’ Ability to Deliver on the Citizens’ Willingness to Pay for Improved Environmental Quality**

*by*Ekin Birol & Sukanya Das

**Productivity premia for German manufacturing firms exporting to the Euro-area and beyond: First evidence from robust fixed effects estimations**

*by*Vincenzo Verardi & Joachim Wagner

**Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium**

*by*Vincenzo Verardi & Joachim Wagner

**Productivity Premia for German Manufacturing Firms Exporting to the Euro-Area and Beyond: First Evidence from Robust Fixed Effects Estimations**

*by*Verardi, Vincenzo & Wagner, Joachim

**Productivity Premia for German Manufacturing Firms Exporting to the Euro-Area and Beyond: First Evidence from Robust Fixed Effects Estimations**

*by*Verardi, Vincenzo & Wagner, Joachim

**Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium**

*by*Verardi, Vincenzo & Wagner, Joachim

**Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium**

*by*Verardi, Vincenzo & Wagner, Joachim

**Comparing estimation methods for spatial econometrics techniques using R**

*by*Bivand, Roger

**Exploiting Parallelization in Spatial Statistics: an Applied Survey using R**

*by*Bivand, Roger

**Computing the Jacobian in spatial models: an applied survey**

*by*Bivand, Roger

*by*Christian Pfarr & Andreas Schmid & Udo Schneider

**The Value of Improved Public Services : An Application of the Choice Experiment Method to Estimate the Value of Improved Wastewater Treatment Infrastructure in India**

*by*Ekin Birol & Sukanya Das

**PanelWhiz - Efficient Data Extraction of Complex Panel Data Sets: An Example Using the German SOEP**

*by*John P. Haisken-DeNew & Markus H. Hahn

**Using Stata for Applied Research: Reviewing its Capabilities**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Asymmetric unemployment rate dynamics in Australia**

*by*Gunnar Bårdsen & Stan Hurn & Zoë McHugh

**Business Intelligence as a Support of E-commerce Systems in Connection with Decision Making and Cross-Border Online Shopping**

*by*Petr SUCHÃ NEK

**Numerical Parallel Algorithms For Large Scale Macroeconometric Models**

*by*Bogdan Oancea & Tudorel Andrei & Stelian Stancu & Andreea Iluzia Iacob

**The Role Of Individual Values In Personal Development**

*by*Mariana Gagea & Andreea Iacobuta

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Gary Koop & Dimitris Korobilis

**Использование Case-Технологий При Моделировании Организации Предпринимательской Деятельности В Агропромышленном Комплексе**

*by*Karpov, Valery & Mozzherina, Nadezhda & Andreeva, Elena

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**Communication and Procedural Models of the E-commerce Systems**

*by*Suchánek, Petr

**Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application**

*by*Aguirregabiria, Victor

**The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization**

*by*Mishra, SK

**Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory**

*by*D.S. Poskitt

**Covariate Augmented Dickey-Fuller Tests with R**

*by*Lupi, Claudio

**(String Matching Algorithms,An Applicatione ti ISAE and ISTAT Firms's Registers)**

*by*Emma De Angelis & Carmine Pappalardo

**Instrumental variable estimation of a nonlinear Taylor rule**

*by*Zisimos Koustas & Jean-Francois Lamarche

**Seasonal adjustment of bank deposits and loans**

*by*Andrea Silvestrini

**SNM Guide**

*by*Michael Creel & Dennis Kristensen

**Credit and Income: Co-Integration Dynamics of the US Economy**

*by*Athanasios Athanasenas

**Inflation Control in Central and Eastern European Countries**

*by*Fabrizio Iacone & Renzo Orsi

**Health Service Management Using Goal Programming**

*by*Anna-Maria Mouza

**Toward a Theory of Japanese Organizational Culture and Corporate Performance**

*by*Victoria Miroshnik

**Enterprise Modeling and Integration: Review and New Directions**

*by*Nikitas Spiros Koutsoukis

**Cheap-Talk Multiple Equilibria and Pareto — Improvement in an Environmental Taxation Games**

*by*Chirstophe Deissenberg & Pavel Ševčík

**The Advantages of Fiscal Leadership in an Economy with Independent Monetary Policies**

*by*Andrew Hughes Hallet

**Time Varying Responses of Output to Monetary and Fiscal Policy**

*by*Dipak R. Basu & Alexis Lazaridis

**A Novel Method of Estimation Under Co-Integration**

*by*Alexis Lazaridis

**Some Unresolved Problems of Mathematical Programming**

*by*Olav Bjerkholt

**PelicanHPC**

*by*Michael Creel

**Economic Models:Methods, Theory and Applications**

*by*

**Econometrics with gretl. Proceedings of the gretl Conference 2009**

*by*

**Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility**

*by*Necula Ciprian & Radu Alina-Nicoleta

**A report on using parallel MATLAB for solutions to stochastic optimal control problems**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek B.

**A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek B.

**Robust Two-Stage Least Squares: some Monte Carlo experiments**

*by*Mishra, SK

**InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek

**Contrôle des systèmes de modélisation : un exemple de codage et de traçabilité des données**

*by*Buda, Rodolphe

**A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores**

*by*Mishra, SK

**JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models**

*by*Viktor Winschel & Markus Krätzig

**Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality**

*by*Viktor Winschel & Markus Krätzig

**Marginal effects in the probit model with a triple dummy variable interaction term**

*by*Cornelissen, Thomas & Sonderhof, Katja

**A Stata implementation of the Blinder-Oaxaca decomposition**

*by*Ben Jann

**Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières**

*by*Kourouvakalis, Stylianos

**Mixture Models of Choice Under Risk**

*by*Anna Conte & John D Hey & Peter G Moffatt

**Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019**

*by*Gomez-Sorzano, Gustavo

**Using a finite horizon numerical optimisation method for a periodic optimal control problem**

*by*Azzato, Jeffrey D. & Krawczyk, Jacek

**Information content of exchange rate volatility: Turkish experience**

*by*Levent, Korap

**Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?**

*by*Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan

**Enhanced routines for instrumental variables/GMM estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice**

*by*Dirk Temme & Marcel Paulssen & Till Dannewald

**Estimation with the Nested Logit Model: Specifications and Software Particularities**

*by*Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt

**Computational Statistics and Data Visualization**

*by*Antony Unwin & Chun-houh Chen & Wolfgang Härdle

**Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend**

*by*Rodolphe Buda

**Enhanced routines for instrumental variables/GMM estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**GRAN8: Gauss procedure to generate standard EPD (GED) random numbers**

*by*Urzúa, Carlos M.

**GRAN7: Gauss procedure to generate lognormal random numbers**

*by*Urzúa, Carlos M.

**GRAN6: Gauss procedure to generate Pareto-distributed random numbers**

*by*Urzúa, Carlos M.

**GRAN5: Gauss procedure to generate heteroskedastic normal random numbers**

*by*Urzúa, Carlos M.

**GRAN4: Gauss procedure to generate Laplace-distributed random numbers**

*by*Urzúa, Carlos M.

**GRAN3: Gauss procedure to generate stable random numbers**

*by*Urzúa, Carlos M.

**GRAN2: Gauss procedure to generate t-distributed random numbers**

*by*Urzúa, Carlos M.

**GRAN1: Gauss procedure to generate normal random numbers**

*by*Urzúa, Carlos M.

**PySAL: A Python Library of Spatial Analytical Methods**

*by*Rey, Sergio J. & Anselin, Luc

**How much the Rounding Errors could affect the Computer Results**

*by*Stefanescu, Stefan

**Determinación econométrica del tipo de cambio en México**

*by*Navarro, José César Lenin & Santos, Jessica

**A dynamic analysis of education and economic growth in Nigeria**

*by*Ndem Ayara Ndiyo

**Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix**

*by*Michael Creel & Universitat AutÃ²noma de Barcelona

**Vector Autoregression and Error Correction Models**

*by*Bannikov, V.

**Einfï¿½hrung in die Statistiksoftware STATA**

*by*Andreas Kuhnn & Oliver Ruf

**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**

*by*Satoguina, Honorat

**High wage workers and low wage firms : negative assortative matching or statistical artefact?**

*by*Andrews, Martyn J. & Gill, Len & Schank, Thorsten & Upward, Richard

**A Data Set Generation Algorithm in Combinatorial Auctions**

*by*Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia

**The miracle of the Septuagint and the promise of data mining in economics**

*by*Stan du Plessis

**NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints**

*by*Krawczyk, Jacek & Azzato, Jeffrey

**SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem**

*by*Azzato, Jeffrey & Krawczyk, Jacek

**Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation**

*by*Lorenzo Cappellari & Stephen P. Jenkins

**Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation**

*by*Cappellari, Lorenzo & Jenkins, Stephen P.

**PLS Path Modeling – A Software Review**

*by*Dirk Temme & Henning Kreis & Lutz Hildebrandt

**Estimation with the Nested Logit Model: Specifications and Software Particularities**

*by*Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt

**Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis**

*by*Gauri Khanna

**Bilateral FDI Stocks by sector**

*by*Nico van Leeuwen & Arjan Lejour

**How to Do xtabond2: An Introduction to "Difference" and "System" GMM in Stata**

*by*David Roodman

**How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World**

*by*Lubos Briatka

**Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix**

*by*Michael Creel

**A Back-of-the-Envelope Rule to Identify Atheoretical VARs**

*by*Urzúa, Carlos M.

**Detection of Key Sectors within a Social Accounting Matrix (GAMS code)**

*by*Ferran Sancho

**Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand**

*by*I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam

**Practical estimation methods for linked employer-employee data**

*by*Upward, Richard & Schank, Thorsten & J. Andrews, Martyn

**An intuitive guide to wavelets for economists**

*by*Patrick M. Crowley

**An intuitive guide to wavelets for economists**

*by*Patrick Crowley

**Unit Roots and Cointegrating Matrix Estimation using Subspace Methods**

*by*Alfredo Garcia Hiernaux & Miguel Jerez & José Casals

**Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management**

*by*Buda, Rodolphe

**Relevance of an accuracy control module - implementation into an economic modelling software**

*by*Buda, Rodolphe

**The determinants of the Harare Stock Exchange (HSE) market capitalisation**

*by*Ilmolelian, Peter

**Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables**

*by*Alfonso Miranda & Sophia Rabe-Hesketh

**A two state model for noise-induced resonance in bistable systems with delay**

*by*Markus Fischer & Peter Imkeller

**Working with the XQC**

*by*Wolfgang Härdle & Heiko Lehmann

**Standard errors of marginal effects in the heteroskedastic probit model**

*by*Cornelißen, Thomas

**Capital humano e crescimento: impactos diretos e indiretos**

*by*Luciano Nakabashi & Lízia de Figueiredo

**A little bit of Stata programming goes a long way..**

*by*Christopher F. Baum

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Periodic Autoregressive Time Series Models in R: The partsm Package**

*by*Javier López-de-Lacalle

**ParallelKnoppix**

*by*Michael Creel

**Challenges of trending time series econometrics**

*by*Phillips, Peter C.B.

**Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages**

*by*Giuseppe Bruno

**Validating multiple structural change models : A case study**

*by*Kleiber, Christian & Zeileis, Achim

**Practical estimation methods for linked employer-employee data**

*by*Andrews, Martyn J. & Schank, Thorsten & Upward, Richard

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm**

*by*Mishra, SK

**On generating correlated random variables with a given valid or invalid Correlation matrix**

*by*Mishra, SK

**L'AED et SAS/INSIGHT : visualisations dynamiques des données**

*by*Monique Le Guen

**Dynamic Conditional Correlation with Elliptical Distributions**

*by*Matteo Pelagatti & Stefania Rondena

**Practical estimation methods for linked employer-employee data**

*by*Andrews, Martyn & Schank, Thorsten & Upward, Richard

**Challenges of Trending Time Series Econometrics**

*by*Peter C.B. Phillips

**Automated Discovery in Econometrics**

*by*Peter C.B. Phillips

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**‘Estimation of Discrete Choice Models Using DCM for Ox’**

*by*Eklöf, M. & Weeks, M.

**Stata: The language of choice for time series analysis?**

*by*Christopher F. Baum

**Unconstrained Optimization with MINTOOLKIT for GNU Octave**

*by*Michael Creel

**A Comparative Analysis Of Alternative Econometric Packages For The Unbalanced Two-Way Error Component Model**

*by*Giuseppe Bruno

**Time Series Modelling using TSMod 3.24**

*by*Charles S. Bos

**Laws and Limits of Econometrics**

*by*Peter C.B. Phillips

**A review of Stata 8.1 and its time series capabilities**

*by*Christopher F. Baum

**Perturbation method at order k: A recursive algorithm**

*by*Michel Juillard

**A smooth-transition model of the Australian unemployment rate**

*by*Gunnar Bårdsen & Stan Hurn & Zoë McHugh

**Instrumental variables and GMM: Estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Facilitating Applied Economic Research with Stata**

*by*Christopher F Baum

**Diagnosing Failure: When is an Estimation Problem Too Large for a PC?**

*by*B. D. McCullough and H. D. Vinod

**Solving and Estimating Finite Mixture Models in Parallel**

*by*Christopher Ferrall

**Metagrowth 1.0, a computer program for robustness analysis**

*by*Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M.

**G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models**

*by*S»bastien Laurent and Jean-Philippe Peters

**Les algorithmes de la modélisation : une analyse critique pour la modélisation économique**

*by*Buda, Rodolphe

**Using R to Teach Econometrics**

*by*Racine, J & Hyndman, R.J.

**An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series**

*by*Agustín Maravall & Fernando J. Sánchez

**GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide**

*by*Kichian, Maral

**Corrigenda: The Numerical Reliability of Econometric Software**

*by*H. D. Vinod & B. D. McCullough

**The Numerical Reliability of Econometric Software**

*by*H. D. Vinod & B. D. McCullough

**Bandwidth Selection for Kernel Conditional Density Estimation**

*by*Bashtannyk, D.M. & Hyndman, R.J.

**TPS 4.4 An Old But Powerful Econometric Software**

*by*Lubrano, M.

**Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)**

*by*Víctor Gómez & Agustín Maravall

**Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case**

*by*Bolduc, Denis & Bonin, Sylvie

**A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem**

*by*Alistair Windsor & Jacek B. Krawczyk

**Relaxation Algorithms in Finding Nash Equilibria**

*by*Jacek B. Krawczyk & Steffan Berridge

**MKSTRSN: Stata modules to format Social Security number variables**

*by*William Gould

**Estimation Through The Imprecise Goal Programming Model**

*by*Aouni, B & Kettani, O & Martel, J-M

**Fixed and Changeable Hierarchical Problems in Multiple Obective Dynamic Programming**

*by*Trzaskalik, T

**Statistical and Econometrics Software: TRAMO and SEATS**

*by*Agustín Maravall & Victor Gómez & Gianluca Caporello

**La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement**

*by*Buda, Rodolphe

**Econometric Software: A User's View**

*by*Jeffrey K. MacKie-Mason

**The behavior of trust-region methods in FIML estimation**

*by*Weihs, Claus & Calzolari, Giorgio & Panattoni, Lorenzo

**Testing the Response of Consumption Change**

*by*Joseph G. Altonji & Aloysius Siow

**Asymptotic properties of dynamic multipliers in nonlinear econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo

**CONRAD – A Maximum Likelihood Program for Estimation of Simultaneous Equations Models that are Non-Linear in the Parameters**

*by*Jansson, Leif & Mellander, Erik

**A simulation approach to some dynamic properties of econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio

**Condensed version of the OECD foreign trade by commodities tapes**

*by*Bianchi, Carlo & Calzolari, Giorgio

**A manageable support for the O.E.C.D. data on foreign trade by commodities**

*by*Bianchi, Carlo & Calzolari, Giorgio & Lischi, Pierluigi

**Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi

**Stochastic simulation of econometric models: installation procedures and user's instructions**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**Stochastic simulation: a package for Monte Carlo experiments on econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno

**Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971**

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**Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models**

*by*Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo

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*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**Utilizing a program loaded into the user program area to load another module in the same user program area**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

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*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**Interactive management of time series**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**Interactive management of time series**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paoli

**Interactive management for time series**

*by*Calzolari, Giorgio

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*by*Calzolari, Giorgio