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Citations for "Pseudo Maximum Likelihood Methods: Theory"

by Gourieroux, Christian & Monfort, Alain & Trognon, Alain

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  1. Dimitrios Christelis & Dimitris Georgarakos & Tullio Jappelli, 2011. "Wealth Shocks, Unemployment Shocks and Consumption in the Wake of the Great Recession," CSEF Working Papers 279, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 19 Nov 2014.
  2. 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.
  3. 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-.
  4. 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.
  5. Gerhard Arminger & Ronald Schoenberg, 1989. "Pseudo maximum likelihood estimation and a test for misspecification in mean and covariance structure models," Psychometrika, Springer, vol. 54(3), pages 409-425, September.
  6. Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers CWP05/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Leslie E. Papke, 1989. "Interstate Business Tax Differentials and New Firm Location: Evidence from Panel Data," NBER Working Papers 3184, National Bureau of Economic Research, Inc.
  8. P. Bentler, 1986. "Structural modeling and psychometrika: An historical perspective on growth and achievements," Psychometrika, Springer, vol. 51(1), pages 35-51, March.
  9. 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.
  10. John Geweke & Gianni Amisano, 2007. "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers 0705, University of Brescia, Department of Economics.
  11. Broze, Laurence & Gourieroux, Christian, 1998. "Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators," Journal of Econometrics, Elsevier, vol. 85(1), pages 75-98, July.
  12. G. Dionne, 1998. "La mesure empirique des problèmes d'information," THEMA Working Papers 98-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  13. Justin Falk, 2012. "Comparing Wages in the Federal Government and the Private Sector: Working Paper 2012-03," Working Papers 42922, Congressional Budget Office.
  14. Chevallier, Julien, 2010. "The impact of Australian ETS news on wholesale spot electricity prices : an exploratory analysis," Economics Papers from University Paris Dauphine 123456789/4219, Paris Dauphine University.
  15. Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Keele Economics Research Papers KERP 2002/14, Centre for Economic Research, Keele University.
  16. Chèze, Benoît & Chevallier, Julien & Alberola, Emilie, 2009. "Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors," Economics Papers from University Paris Dauphine 123456789/4224, Paris Dauphine University.
  17. Alexander Kriwoluzky, 2009. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," Economics Working Papers ECO2009/29, European University Institute.
  18. Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
  19. Emilie Alberola & Benoît Chèze & Julien Chevallier, 2008. "The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices," EconomiX Working Papers 2008-12, University of Paris West - Nanterre la Défense, EconomiX.
  20. Nam, Suhyeon, 2012. "Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables," MPRA Paper 42696, University Library of Munich, Germany.
  21. Jones, A.M, 2010. "Models For Health Care," Health, Econometrics and Data Group (HEDG) Working Papers 10/01, HEDG, c/o Department of Economics, University of York.
  22. Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008. "On the link between credibility and frequency premium," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 209-213, October.
  23. Ana Rute Cardoso & Elsa Fontainha & Chiara Monfardini, 2008. "Children and parents time use: Empirical evidence on investment in human capital in France, Italy and Germany," CHILD Working Papers wp17_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  24. Patrick A. Puhani, 2002. "Wage Rigidities in Western Germany? Microeconometric Evidence from the 1990s," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D3-3, International Conferences on Panel Data.
  25. Nam, Doohee & Mannering, Fred, 2000. "An exploratory hazard-based analysis of highway incident duration," Transportation Research Part A: Policy and Practice, Elsevier, vol. 34(2), pages 85-102, February.
  26. Ferhat Mihoubi & Salima Hamouche & Riadh Ben Jelili, 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.
  27. Bartolucci, Francesco & Belotti, Federico & Peracchi, Franco, 2015. "Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data," Journal of Econometrics, Elsevier, vol. 184(1), pages 111-123.
  28. Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic, 2009. "Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event," Economics Papers from University Paris Dauphine 123456789/4221, Paris Dauphine University.
  29. Johannes Dick & Katrin Hussinger & Boris Blumberg & John Hagedoorn, 2013. "Is success hereditary? Evidence on the performance of spawned ventures," Small Business Economics, Springer, vol. 40(4), pages 911-931, May.
  30. John Mullahy, 2011. "Multivariate Fractional Regression Estimation Of Econometric Share Models," Working Papers 201133, Geary Institute, University College Dublin.
  31. Javier Alvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation Of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
  32. Downes, Tom & Greenstein, Shane, 2007. "Understanding why universal service obligations may be unnecessary: The private development of local Internet access markets," Journal of Urban Economics, Elsevier, vol. 62(1), pages 2-26, July.
  33. Dionne, Georges & Artis, Manuel & Guillen, Montserrat, 1996. "Count data models for a credit scoring system," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 303-325, September.
  34. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
  35. Baye, Michael R & Gatti, J. Rupert J & Kattuman, Paul & Morgan, John, 2006. "Clicks, Discontinuities, and Firm Demand Online," Competition Policy Center, Working Paper Series qt3qg7270w, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley.
  36. 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.
  37. Yacine Ait-Sahalia, 1998. "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach," NBER Technical Working Papers 0222, National Bureau of Economic Research, Inc.
  38. 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.
  39. 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.
  40. Jalal, Amine & Rockinger, Michael, 2008. "Predicting tail-related risk measures: The consequences of using GARCH filters for non-GARCH data," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 868-877, December.
  41. 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).
  42. 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.
  43. Gillen, David & Hasheminia, Hamed, 2013. "Estimating the demand responses for different sizes of air passenger groups," Transportation Research Part B: Methodological, Elsevier, vol. 49(C), pages 24-38.
  44. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441 Elsevier.
  45. Dionne, G. & Gagne, R. & Gagnon, F. & Vanasse, C., 1994. "Debts, moral hazard and airline safety : an empirica evidence," CEPREMAP Working Papers (Couverture Orange) 9419, CEPREMAP.
  46. John A. Curtis, 2002. "Estimating the Demand for Salmon Angling in Ireland," The Economic and Social Review, Economic and Social Studies, vol. 33(3), pages 319-332.
  47. repec:hal:wpaper:halshs-00586005 is not listed on IDEAS
  48. Franco Peracchi, 1988. "Robust M-Estimators," UCLA Economics Working Papers 477, UCLA Department of Economics.
  49. Javier Mencía & Enrique Sentana, 2015. "Volatility-Related Exchange Traded Assets: An Econometric Investigation," Working Papers wp2015_1501, CEMFI.
  50. Willa Chen & Rohit Deo, 2005. "Estimation of mis-specified long memory models," Econometrics 0501004, EconWPA.
  51. 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.
  52. 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.
  53. Moeltner, Klaus, 2003. "Addressing aggregation bias in zonal recreation models," Journal of Environmental Economics and Management, Elsevier, vol. 45(1), pages 128-144, January.
  54. 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.
  55. 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).
  56. Czarnitzki, Dirk & Doherr, Thorsten & Hussinger, Katrin & Schliessler, Paula & Toole, Andrew A., 2015. "Individual versus institutional ownership of university-discovered inventions," ZEW Discussion Papers 15-007, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  57. Partha Deb & Papa Seck, 2009. "Internal Migration, Selection Bias and Human Development: Evidence from Indonesia and Mexico," Human Development Research Papers (2009 to present) HDRP-2009-31, Human Development Report Office (HDRO), United Nations Development Programme (UNDP), revised Jul 2009.
  58. Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011. "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2733-2746, October.
  59. Loriano Mancini & Fabio Trojani, 2011. "Robust Value at Risk Prediction," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(2), pages 281-313, Spring.
  60. 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.
  61. 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.
  62. Peter Christoffersen & Bruno Feunou & Kris Jacobs & Nour Meddahi, 2012. "The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation," Working Papers 12-34, Bank of Canada.
  63. 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.
  64. Bastos, João A., 2010. "Forecasting bank loans loss-given-default," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2510-2517, October.
  65. 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.
  66. MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
  67. Jacquinot, Pascal & Mihoubi, F., 1996. "Dynamique et hétérogénéité de l’emploi en déséquilibre," L'Actualité Economique, Société Canadienne de Science Economique, vol. 72(2), pages 113-148, juin.
  68. Dirk Czarnitzki & Kornelius Kraft, 2004. "Firm Leadership and Innovative Performance: Evidence from Seven EU Countries," Small Business Economics, Springer, vol. 22(5), pages 325-332, 06.
  69. Rock, Steve & Sedo, Stanley & Willenborg, Michael, 2000. "Analyst following and count-data econometrics," Journal of Accounting and Economics, Elsevier, vol. 30(3), pages 351-373, December.
  70. Gerard Gannon, 2004. "Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets," Accounting, Finance, Financial Planning and Insurance Series 2004_09, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  71. Bollinger,C.R. & David,M.H., 1999. "Estimation with response error and non-response : food stamp participation in SIPP," Working papers 20, Wisconsin Madison - Social Systems.
  72. 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.
  73. Harhoff, Dietmar, 1995. "Firm formation and regional spillovers: evidence from Germany," ZEW Discussion Papers 95-11, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  74. Daniel Ventosa, . "A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchang," UFAE and IAE Working Papers 513.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  75. Masao Nakamura & John Hagedoorn & Hans van Kranenburg & Richard N. Osborn, 2003. "Joint patenting amongst companies - exploring the effects of inter-firm R&D partnering and experience," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 24(2-3), pages 71-84.
  76. Emilic Alberola & Julien Chevallier & Benoit Cheze, 2008. "The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices," Economie Internationale, CEPII research center, issue 116, pages 93-126.
  77. Boswijk, H. Peter & Lucas, André, 1997. "Semi-nonparametric cointegration testing," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  78. Guégan, Dominique & Ielpo, Florian & Lalaharison, Hanjarivo, 2013. "Option pricing with discrete time jump processes," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2417-2445.
  79. Charles Bellemare & Bruce S. Shearer, 2006. "Sorting, Incentives and Risk Preferences: Evidence from a Field Experiment," Cahiers de recherche 0631, CIRPEE.
  80. 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.
  81. 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.
  82. 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.
  83. Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.
  84. 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).
  85. 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.
  86. Alwyn Young, 2004. "The Gift of the Dying: The Tragedy of AIDS and the Welfare of Future African Generations," NBER Working Papers 10991, National Bureau of Economic Research, Inc.
  87. Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers 2009-24, University of Paris West - Nanterre la Défense, EconomiX.
  88. de Luna, Xavier & Johansson, Per, 2006. "Exogeneity in structural equation models," Journal of Econometrics, Elsevier, vol. 132(2), pages 527-543, June.
  89. 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.
  90. J. Shonkwiler & Nick Hanley, 2003. "A New Approach to Random Utility Modeling using the Dirichlet Multinomial Distribution," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 26(3), pages 401-416, November.
  91. Bortoluzzo, Adriana B. & Morettin, Pedro A. & Toloi, Clelia M. C., 2008. "Time-Varying Autoregressive Conditional Duration Model," Insper Working Papers wpe_174, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  92. Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January.
  93. Harald Oberhofer & Michael Pfaffermayr, 2014. "Two-Part Models for Fractional Responses Defined as Ratios of Integers," Econometrics, MDPI, Open Access Journal, vol. 2(3), pages 123-144, September.
  94. Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
  95. 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.
  96. Limwattananon, Supon & Neelsen, Sven & O'Donnell, Owen & Prakongsai, Phusit & Tangcharoensathien, Viroj & van Doorslaer, Eddy & Vongmongkol, Vuthiphan, 2015. "Universal coverage with supply-side reform: The impact on medical expenditure risk and utilization in Thailand," Journal of Public Economics, Elsevier, vol. 121(C), pages 79-94.
  97. Ioannis Kasparis & Peter C.B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University.
  98. Blackburn, McKinley L., 2007. "Estimating wage differentials without logarithms," Labour Economics, Elsevier, vol. 14(1), pages 73-98, January.
  99. Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2013. "High-Frequency Risk Measures," Working Papers halshs-00859456, HAL.
  100. DOLADO , Juan J. & RODRIGUEZ-POO, Juan & VEREDAS, David, 2004. "Testing weak exogeneity in the exponential family : an application to financial point processes," CORE Discussion Papers 2004049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  101. 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.
  102. 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.
  103. 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.
  104. 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.
  105. 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.
  106. David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001. "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach," Working Papers 2001-19, Centre de Recherche en Economie et Statistique.
  107. Christelis, Dimitris & Georgarakos, Dimitris, 2009. "Household economic decisions under the shadow of terrorism," CFS Working Paper Series 2008/56, Center for Financial Studies (CFS).
  108. Abadir, Karim M. & Lucas, Andre, 2000. "Quantiles for t-statistics based on M-estimators of unit roots," Economics Letters, Elsevier, vol. 67(2), pages 131-137, May.
  109. Yuan, Ke-Hai, 2009. "Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 1900-1918, October.
  110. Lambert, David K. & Shaw, W. Douglass, 2000. "Agricultural And Recreational Impacts From Surface Flow Changes Due To Gold Mining Operations," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(02), December.
  111. 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.
  112. Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
  113. Jean Abraham & Ashish Arora & Martin Gaynor & Douglas Wholey, 1999. "Enter at Your Own Risk: HMO Participation and Enrollment in the MedicareRisk Market," NBER Working Papers 7385, National Bureau of Economic Research, Inc.
  114. Crepon, Bruno & Duguet, Emmanuel, 1997. "Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity," Journal of Econometrics, Elsevier, vol. 79(2), pages 355-378, August.
  115. Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai, 2014. "Estimating the extensive margin of trade," Journal of International Economics, Elsevier, vol. 93(1), pages 67-75.
  116. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.
  117. 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.
  118. Calzolari, G. & Fiorentini, G. & Sentana, E., 2000. "Constrained EMM and Indirect Inference Estimation," Papers 0005, Centro de Estudios Monetarios Y Financieros-.
  119. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.
  120. 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.
  121. 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.
  122. 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.
  123. Matteo Barigozzi & Alessio Moneta, 2012. "Identifying the Independent Sources of Consumption Variation," LEM Papers Series 2012/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  124. Cappelen, Ådne & Raknerud, Arvid & Rybalka, Marina, 2012. "The effects of R&D tax credits on patenting and innovations," Research Policy, Elsevier, vol. 41(2), pages 334-345.
  125. Xiaoming Li, 2011. "Fixed Effects Estimation in Panel Nonlinear Fractional Response Models," Working papers 2011-11, University of Connecticut, Department of Economics.
  126. Irene Brambilla, 2006. "Multinationals, Technology, and the Introduction of Varieties of Goods," NBER Working Papers 12217, National Bureau of Economic Research, Inc.
  127. Gianluca Cassesse & Massimo Guidolin, 2005. "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers 2005-008, Federal Reserve Bank of St. Louis.
  128. Chen, Yi-Ting & Kuan, Chung-Ming, 2002. "The pseudo-true score encompassing test for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 106(2), pages 271-295, February.
  129. Margarita E. Romero Rodríguez & Enrique Los Arcos & Victor Cano Fernández & Miguel Sánchez Padrón, 2001. "Modelo para datos de recuentro de corte transversal con exceso de ceros. Aplicación a citas patentes," Documentos de trabajo conjunto ULL-ULPGC 2001-05, Facultad de Ciencias Económicas de la ULPGC.
  130. Lindvall, Lars, 2003. "Does Public Spending on Youths Affect Crime Rates?," Working Paper Series 2004:3, Uppsala University, Department of Economics.
  131. Gerard L. Gannon, 2009. "Dispersion of Information or Market Behaviour: General Public Trading in S&P500 Index Futures," Accounting, Finance, Financial Planning and Insurance Series 2009_01, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
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