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Citations for "Pseudo maximum likelihood methods : theory"

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  1. Loriano Mancini & Fabio Trojani, 2005. "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series 07-31, Swiss Finance Institute, revised Oct 2007.
  2. Thilmany, Dawn D. & Espey, Molly, 1998. "Farm Labor Demand And Supply: A Meta-Analysis Of Wage Elasticities," 1998 Annual meeting, August 2-5, Salt Lake City, UT 21001, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  3. Vijverberg, Wim P. & Hasebe, Takuya, 2015. "GTL Regression: A Linear Model with Skewed and Thick-Tailed Disturbances," IZA Discussion Papers 8898, Institute for the Study of Labor (IZA).
  4. Harald Oberhofer & Michael Pfaffermayr, 2012. "Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)," Contemporary Economics, University of Finance and Management in Warsaw, vol. 6(3), September.
  5. Amine JALAL & Michael ROCKINGER, 2004. "Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data," FAME Research Paper Series rp115, International Center for Financial Asset Management and Engineering.
  6. De Rassenfosse, Gaétan & Wastyn, Annelies, 2012. "Selection bias in innovation studies: A simple test," ZEW Discussion Papers 12-012, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  7. Wang, Jian & Hicks, Diana, 2015. "Scientific teams: Self-assembly, fluidness, and interdependence," Journal of Informetrics, Elsevier, vol. 9(1), pages 197-207.
  8. Ramdan Dridi & Eric Renault, 2000. "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series 392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  9. Hagmann, M. & Scaillet, O., 2007. "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, vol. 141(1), pages 213-249, November.
  10. Rebecca B. Morton & Daniel Mueller & Lionel Page & Benno Torgler, 2013. "Exit Polls, Turnout, and Bandwagon Voting: Evidence from a Natural Experiment," QuBE Working Papers 008, QUT Business School.
  11. Kevin E. Staub & Rainer Winkelmann, 2013. "Consistent Estimation Of Zero‐Inflated Count Models," Health Economics, John Wiley & Sons, Ltd., vol. 22(6), pages 673-686, 06.
  12. Santos Silva, J.M.C & Tenreyro, Silvana & Wei, Kehai, 2015. "Estimating the Extensive Margin of Trade," CEPR Discussion Papers 10787, C.E.P.R. Discussion Papers.
  13. G. Donald Jud & Terry G. Seaks & Daniel T. Winkler, 1996. "Time on the Market: The Impact of Residential Brokerage," Journal of Real Estate Research, American Real Estate Society, vol. 12(3), pages 447-458.
  14. Justin Falk, 2012. "Comparing Wages in the Federal Government and the Private Sector: Working Paper 2012-03," Working Papers 42922, Congressional Budget Office.
  15. Boes, Stefan & Gerfin, Michael, 2013. "Does Full Insurance Increase the Demand for Health Care?," IZA Discussion Papers 7689, Institute for the Study of Labor (IZA).
  16. Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007. "On the link between credibility and frequency premium," Working Papers hal-00243063, HAL.
  17. Gloria Gonzalez-Rivera & Wei Lin, 2015. "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers 201505, University of California at Riverside, Department of Economics.
  18. Cassese, Gianluca & Guidolin, Massimo, 2006. "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, vol. 15(2), pages 145-178.
  19. Keith Head & Thierry Mayer & John Ries, 2008. "How Remote is the Offshoring Threat ?," Sciences Po publications info:hdl:2441/10143, Sciences Po.
  20. Thomas Downes & Shane Greenstein, 2006. "Understanding Why Universal Service Obligations May Be Unnecessary: The Private Development of Local Internet Access Markets," Discussion Papers Series, Department of Economics, Tufts University 0615, Department of Economics, Tufts University.
  21. John Mullahy, 2010. "Multivariate Fractional Regression Estimation of Econometric Share Models," NBER Working Papers 16354, National Bureau of Economic Research, Inc.
  22. Dimitrios Christelis & Dimitris Georgarakos, 2009. "Household Economic Decisions under the Shadow of Terrorism," CSEF Working Papers 213, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  23. Gerhard Arminger, 1992. "Analyzing Panel Data with Non-Metric Dependent Variables: Probit Models, Generalized Estimating Equations, Missing Data and Absorbing States," Discussion Papers of DIW Berlin 59, DIW Berlin, German Institute for Economic Research.
  24. Lamiraud, Karine & Moatti,, Jean-Paul & Raffi, François & Carrieri, Maria-Patrizia & Protopopescu, Camelia & Michelet, Christian & Schneider, Luminita & Collin, Fideline & Leport, Catherine & Spire, B, 2011. "Adherence to and effectiveness of Highly Active Antiretroviral Treatment for HIV infection : assessing the bidirectional relationship," ESSEC Working Papers WP1110, ESSEC Research Center, ESSEC Business School.
  25. Dionne, G. & Gagne, R. & Gagnon, F. & Vanasse, C., 1993. "Debt, Moral Hazard and Airline Safety : An Empirical Evidence," Cahiers de recherche 9309, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  26. Ivaldi, Marc & Monier-Dilhan, Sylvette & Simioni, Michel, 1995. "Stochastic production frontiers and panel data: A latent variable framework," European Journal of Operational Research, Elsevier, vol. 80(3), pages 534-547, February.
  27. Scott French, 2015. "The Composition of Trade Flows and the Aggregate Effects of Trade Barriers," Discussion Papers 2015-24, School of Economics, The University of New South Wales.
  28. Montserrat Guillen & Manuel Artis, 1994. "Count Data Models For A Credit Scoring System," Risk and Insurance 9407004, EconWPA.
  29. Forte, Francesco & Magazzino, Cosimo & Mantovani, Michela, 2010. "On the failure of European planning for less developed regions. The case of Calabria," MPRA Paper 25527, University Library of Munich, Germany.
  30. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  31. Kasparis, Ioannis & Phillips, Peter C.B., 2012. "Dynamic misspecification in nonparametric cointegrating regression," Journal of Econometrics, Elsevier, vol. 168(2), pages 270-284.
  32. P. Bentler, 1986. "Structural modeling and psychometrika: An historical perspective on growth and achievements," Psychometrika, Springer;The Psychometric Society, vol. 51(1), pages 35-51, March.
  33. Hyytinen, Ari & Takalo, Tuomas, 2004. "Multihoming in the market for payment media : evidence from young Finnish consumers," Research Discussion Papers 25/2004, Bank of Finland.
  34. repec:dau:papers:123456789/4598 is not listed on IDEAS
  35. Koen Jochmans, 2015. "Two-way models for gravity," Sciences Po publications info:hdl:2441/75dbbb2hc59, Sciences Po.
  36. Pupashenko, Daria & Ruckdeschel, Peter & Kohl, Matthias, 2015. "L2 differentiability of generalized linear models," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 155-164.
  37. Asche, Frank & Tveteras, Ragnar, 1999. "Modeling Production Risk With A Two-Step Procedure," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(02), December.
  38. Christopher Bollinger & Martin H. David, 2000. "Estimation with Response Error and Non-Response: Food Stamp Participation in the SIPP," Econometric Society World Congress 2000 Contributed Papers 0198, Econometric Society.
  39. Nour Meddahi & Éric Renault, 1998. "Quadratic M-Estimators for ARCH-Type Processes," CIRANO Working Papers 98s-29, CIRANO.
  40. Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer;The Psychometric Society, vol. 57(3), pages 333-349, September.
  41. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
  42. Geweke, John & Amisano, Gianni, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 0831, European Central Bank.
  43. repec:zbw:rwirep:0296 is not listed on IDEAS
  44. Kniesner, Thomas J. & Delgado, Miguel A., 1994. "Count data models with variance of unknown form: an application to a hedonic model of worker absenteeism," DES - Working Papers. Statistics and Econometrics. WS 3959, Universidad Carlos III de Madrid. Departamento de Estadística.
  45. Dirk Czarnitzki & Thorsten Doherr & Katrin Hussinger & Paula Schliessler & Andrew A. Toole, 2016. " Knowledge creates markets: The influence of entrepreneurial support and patent rights on academic entrepreneurship," Working Papers Department of Managerial Economics, Strategy and Innovation (MSI) 540553, KU Leuven, Faculty of Economics and Business, Department of Managerial Economics, Strategy and Innovation (MSI).
  46. Crepon, B. & Duguet, E., 1995. "Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity," Papiers d'Economie Mathématique et Applications 95.08, Université Panthéon-Sorbonne (Paris 1).
  47. Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo, 1993. "Alternative estimators of the covariance matrix in GARCH models," MPRA Paper 24433, University Library of Munich, Germany.
  48. James D. Shilling & Kerry D. Vandell & Ruslan Koesman & Zhenguo Lin, 2006. "How Tax Credits Have Affected the Rehabilitation of the Boston Office Market," Journal of Real Estate Research, American Real Estate Society, vol. 28(4), pages 321-348.
  49. Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio, 2014. "Wealth shocks, unemployment shocks and consumption in the wake of the Great Recession," CFS Working Paper Series 471, Center for Financial Studies (CFS).
  50. Dermine, J. & Neto de Carvalho, C., 2008. "Bank loan-loss provisioning, central bank rules vs. estimation: The case of Portugal," Journal of Financial Stability, Elsevier, vol. 4(1), pages 1-22, April.
  51. Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
  52. Jorge González-Chapela, 2010. "Things that make us different: analysis of variance in the use of time," Working Papers. Serie AD 2010-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  53. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  54. Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2013. "Option pricing with discrete time jump processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964950, HAL.
  55. Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFS Working Paper Series 2010/01, Center for Financial Studies (CFS).
  56. Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995. "Analytic Derivatives and the Computation of Garch Estimates," Papers 9519, Centro de Estudios Monetarios Y Financieros-.
  57. María Luisa Recalde & Luis Marcelo Florensa & Iván Iturralde, 2008. "Gravity Equation and Trade Agreements: A Different Econometric Approach," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 0(2), pages 83-104, July.
  58. Daniel Hellerstein, 1993. "Intertemporal data and travel cost analysis," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 3(2), pages 193-207, April.
  59. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR).
  60. repec:dau:papers:123456789/4223 is not listed on IDEAS
  61. Filip Zikes & Vít Bubák, 2006. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 223-245, May.
  62. Javier Alvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation Of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
  63. Dakshina G. De Silva & Robert Mccomb, 2012. "Research Universities And Regional High‐Tech Firm Start‐Up And Exit," Economic Inquiry, Western Economic Association International, vol. 50(1), pages 112-130, 01.
  64. Charles Bellemare & Bruce S. Shearer, 2006. "Sorting, Incentives and Risk Preferences: Evidence from a Field Experiment," Cahiers de recherche 0631, CIRPEE.
  65. Valeriano Martínez-San Román & Marta Bengoa-Calvo & Blanca Sánchez-Robles Rute, 2013. "The Trade-FDI Nexus: Evidence from the European Union," Working Papers 2013/15, Economics Department, Universitat Jaume I, Castellón (Spain).
  66. Erhan Artuç & John McLaren, 2012. "Trade Policy and Wage Inequality: A Structural Analysis with Occupational and Sectoral Mobility," NBER Working Papers 18503, National Bureau of Economic Research, Inc.
  67. Riadh Ben Jelili & Salima Hamouche & Ferhat Mihoubi, 1994. "Le pseudo-maximum de vraisemblance théorique et simulé. Application au cas des modèles de déséquilibre," Économie et Prévision, Programme National Persée, vol. 112(1), pages 149-174.
  68. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2009. "Clicks, Discontinuities, and Firm Demand Online," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 18(4), pages 935-975, December.
  69. Thomas Bassetti & Raul Caruso & Darwin Cortés, 2015. "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," DOCUMENTOS DE TRABAJO 013823, UNIVERSIDAD DEL ROSARIO.
  70. Pierre-André Chiappori & Bernard Salanié, 2002. "Testing Contract Theory : A Survey of Some Recent Work," Working Papers 2002-11, Centre de Recherche en Economie et Statistique.
  71. Cafiero, Carlo & Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2011. "The empirical relevance of the competitive storage model," Journal of Econometrics, Elsevier, vol. 162(1), pages 44-54, May.
  72. Blackburn, McKinley L., 2007. "Estimating wage differentials without logarithms," Labour Economics, Elsevier, vol. 14(1), pages 73-98, January.
  73. Francesco Bartolucci & Federico Belotti & Franco Peracchi, 2013. "Testing for Time-Invariant Unobserved Heterogeneity in Generalized Linear Models for Panel Data," EIEF Working Papers Series 1312, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
  74. Lejeune, Bernard, 2009. "A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 507-523, June.
  75. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2005. "Estimating Firm-Level Demand at a Price Comparison Site: Accounting for Shoppers and the Number of Competitors," Microeconomics 0504005, EconWPA.
  76. Guy Melard, 1994. "Modèles linéaires et non linéaires," ULB Institutional Repository 2013/13804, ULB -- Universite Libre de Bruxelles.
  77. Chevallier, Julien, 2009. "Carbon futures and macroeconomic risk factors: A view from the EU ETS," Energy Economics, Elsevier, vol. 31(4), pages 614-625, July.
  78. Babcock, Michael W. & Gayle, Philip G., 2009. "State Variation in the Determinants of Motor Vehicle Fatalities," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 48(3).
  79. Roberto Leon-Gonzalez & Daniel Montolio, 2012. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers 12-08, National Graduate Institute for Policy Studies.
  80. Joshua K. Abbott & Alan C. Haynie & Matthew N. Reimer, 2015. "Hidden Flexibility: Institutions, Incentives, and the Margins of Selectivity in Fishing," Land Economics, University of Wisconsin Press, vol. 91(1), pages 169-195.
  81. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
  82. Kraft, Kornelius & Czarnitzki, Dirk, 2001. "Firm leadership and innovative performance: evidence from seven EU Countries," ZEW Discussion Papers 01-35, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  83. BROZE, Laurence & GOURIEROUX, Christian, . "Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators," CORE Discussion Papers RP 1319, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  84. Vassilis A. Hajivassiliou and Paul A. Ruud., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers 93-219, University of California at Berkeley.
  85. Bhatti, Chad R., 2010. "The Birnbaum–Saunders autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2062-2078.
  86. Wang, Zhu & Wolman, Alexander L., 2014. "Payment Choice and the Future of Currency: Insights from Two Billion Retail Transactions," Working Paper 14-9, Federal Reserve Bank of Richmond.
  87. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012. "Parametric Inference and Dynamic State Recovery from Option Panels," Global COE Hi-Stat Discussion Paper Series gd12-266, Institute of Economic Research, Hitotsubashi University.
  88. Kim, C.S. & Hallahan, Charles B. & Schaible, Glenn D. & Leath, Mack N., 2000. "A Decomposed Regression Model For Measuring Structural Changes In The Flour Milling Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL 21834, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  89. Maria Pacurar, 2008. "Autoregressive Conditional Duration Models In Finance: A Survey Of The Theoretical And Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 22(4), pages 711-751, 09.
  90. Joao A. Bastos, 2009. "Forecasting bank loans loss-given-default," CEMAPRE Working Papers 0901, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  91. Ginés Guirao Pérez & Victor Javier Cano Fernández & Marta Isabel López Yurda & María Carolina Rodríguez Donate & Margarita Esther Romero Rodríguez, 2004. "Relación entre la frecuencia de consumo de vino y algunas características socioeconómicas de los individuos," Documentos de trabajo conjunto ULL-ULPGC 2004-01, Facultad de Ciencias Económicas de la ULPGC.
  92. Calzolari, G. & Fiorentini, G. & Sentana, E., 2000. "Constrained EMM and Indirect Inference Estimation," Papers 0005, Centro de Estudios Monetarios Y Financieros-.
  93. Park, Chongsun & Weisberg, Sanford, 1998. "Fisher consistency of GEE models under link misspecification," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 229-235, April.
  94. Khieu, Hinh D. & Mullineaux, Donald J. & Yi, Ha-Chin, 2012. "The determinants of bank loan recovery rates," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 923-933.
  95. Dirk Czarnitzki & Thorsten Doherr & Katrin Hussinger & Paula Schliessler & Andrew A. Toole, 2015. " Individual versus institutional ownership of university-discovered inventions," Working Papers Department of Managerial Economics, Strategy and Innovation (MSI) 482370, KU Leuven, Faculty of Economics and Business, Department of Managerial Economics, Strategy and Innovation (MSI).
  96. Demos, Antonis & Sentana, Enrique, 1998. "Testing for GARCH effects: a one-sided approach," Journal of Econometrics, Elsevier, vol. 86(1), pages 97-127, June.
  97. Harald Oberhofer & Michael Pfaffermayr, 2014. "Two-Part Models for Fractional Responses Defined as Ratios of Integers," WIFO Working Papers 472, WIFO.
  98. Christian Francq & Jean-Michel Zakoïan, 2013. "Optimal predictions of powers of conditionally heteroscedastic processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 345-367, 03.
  99. Ana Cardoso & Elsa Fontainha & Chiara Monfardini, 2010. "Children’s and parents’ time use: empirical evidence on investment in human capital in France, Germany and Italy," Review of Economics of the Household, Springer, vol. 8(4), pages 479-504, December.
  100. Mencía, Javier & Sentana, Enrique, 2015. "Volatility-related exchange traded assets: an econometric investigation," CEPR Discussion Papers 10444, C.E.P.R. Discussion Papers.
  101. João Cotter Salvado, 2008. "The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(III), pages 437-458, September.
  102. McCarthy, Michael D., 1998. "Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 239-262.
  103. Engle, Robert F & Sheppard, Kevin K, 2001. "Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH," University of California at San Diego, Economics Working Paper Series qt5s2218dp, Department of Economics, UC San Diego.
  104. Bierings, H. & Sneek, K., 1989. "Pseudo maximum likelihood techniques in a simple rationing model of the Dutch labour market," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  105. Cohen-Zada, Danny & Justman, Moshe, 2012. "Affinity and tension between religious denominations: Evidence from private school enrolment," Regional Science and Urban Economics, Elsevier, vol. 42(6), pages 950-960.
  106. Abdallah, Anas & Boucher, Jean-Philippe & Cossette, Hélène, 2016. "Sarmanov family of multivariate distributions for bivariate dynamic claim counts model," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 120-133.
  107. Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," SSE/EFI Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004.
  108. Mario Jovanovic, 2011. "Financial Uncertainty in Germany and its Impact on Western European Terrorism," Ruhr Economic Papers 0296, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  109. Jonathan Eaton & Samuel S. Kortum & Sebastian Sotelo, 2012. "International Trade: Linking Micro and Macro," NBER Working Papers 17864, National Bureau of Economic Research, Inc.
  110. Wolak, Frank A., 1996. "Can universal service survive in a competitive telecommunications environment? Evidence from the United States consumer expenditure survey," Information Economics and Policy, Elsevier, vol. 8(3), pages 163-203, September.
  111. Patton, Andrew J, 2001. "Estimation of Copula Models for Time Series of Possibly Different Length," University of California at San Diego, Economics Working Paper Series qt3fc1c8hw, Department of Economics, UC San Diego.
  112. Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, . "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series 11-41, Swiss Finance Institute.
  113. Franses, Philip Hans & Kloek, Teun & Lucas, Andre, 1998. "Outlier robust analysis of long-run marketing effects for weekly scanning data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 293-315, November.
  114. Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
  115. Andries, Petra & Hünermund, Paul, 2014. "Staging innovation projects: (when) does it pay off?," ZEW Discussion Papers 14-091, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  116. Kelly, Clare & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Royal Economic Society Annual Conference 2002 112, Royal Economic Society.
  117. repec:hhs:bofrdp:2004_025 is not listed on IDEAS
  118. Prehn, Sören & Brümmer, Bernhard, 2011. "Estimation issues in disaggregate gravity trade models," DARE Discussion Papers 1107, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
  119. Hirokazu Ishise & Miwa Matsuo, 2015. "US–Canada border effect between 1993 and 2007: smaller, less asymmetrical, and declining," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 151(2), pages 291-308, May.
  120. Justin Falk, 2012. "Comparing Benefits and Total Compensation in the Federal Government and the Private Sector: Working Paper 2012-04," Working Papers 42923, Congressional Budget Office.
  121. Hainen, Alexander M. & Remias, Stephen M. & Bullock, Darcy M. & Mannering, Fred L., 2013. "A hazard-based analysis of airport security transit times," Journal of Air Transport Management, Elsevier, vol. 32(C), pages 32-38.
  122. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA.
  123. Komunjer, Ivana, 2001. "Consistent Estimation for Aggregated GARCH," University of California at San Diego, Economics Working Paper Series qt1fp2v3q7, Department of Economics, UC San Diego.
  124. Cardoso, Ana Rute & Fontainha, Elsa & Monfardini, Chiara, 2008. "Children and Parents Time Use: Empirical Evidence on Investment in Human Capital in France, Italy and Germany," IZA Discussion Papers 3815, Institute for the Study of Labor (IZA).
  125. Chevallier, Julien, 2010. "The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis," Energy Policy, Elsevier, vol. 38(8), pages 3910-3921, August.
  126. Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  127. Wang, Hua & Fang, Ke & Shi, Yuyan, 2010. "Economic valuation of development projects : a case study of a non-motorized transport project in India," Policy Research Working Paper Series 5422, The World Bank.
  128. Jean-Marie Dufour & Alain Trognon, 2000. "Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments," Econometric Society World Congress 2000 Contributed Papers 1420, Econometric Society.
  129. de Luna, Xavier & Johansson, Per, 2006. "Exogeneity in structural equation models," Journal of Econometrics, Elsevier, vol. 132(2), pages 527-543, June.
  130. Puhani, Patrick A., 2001. "Wage rigidities in Western Germany? Microeconometric evidence from the 1990s," ZEW Discussion Papers 01-36, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  131. Ådne Cappelen & Arvid Raknerud & Marina Rybalka, 2008. "The effects of R&D tax credits on patenting and innovations," Discussion Papers 565, Statistics Norway, Research Department.
  132. Irem Guceri & Li Liu, 2015. "Effectiveness of fiscal incentives for R&D: quasi-experimental evidence," Working Papers 1512, Oxford University Centre for Business Taxation.
  133. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  134. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna
    [Estimation of nonlinear simultaneous equations: a survey]
    ," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
  135. Lucas, André, 1997. "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda 0056, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
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