# EconWPA

# Econometrics

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**Series handle:**repec:wpa:wuwpem

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### 2004

**0410005 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este***by*Juan Miguel Villa**0410004 Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets***by*Alfonso Mendoza**0410003 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data***by*Diana Weinhold**0410002 Multifractal analysis of Power Markets. Some empirical evidence***by*Marina Resta**0410001 Do Chinese stock markets share common information arrival processes?***by*Philip Kostov & Ziping Wu & Seamus McErlean**0409013 Model Selection Uncertainty and Detection of Threshold Effecs***by*Jean-Yves Pitarakis**0409012 Arguing A Case For The Cobb-Douglas Production Function***by*K V Bhanu Murthy**0409011 Demand Pull And Supply Push In Portuguese Cable Television***by*João Leitão**0409010 On Describing Multivariate Skewness: A Directional Approach***by*J. T. A. S. Ferreira & M. F. J. Steel**0409009 Surprise Volume and Heteroskedasticity in Equity Market Returns***by*Niklas Wagner & Terry A. Marsh**0409007 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption***by*Philip Kostov & John Lingard**0409006 Confessions of an International Forecaster***by*Thomas M Fullerton Jr**0409005 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models***by*Chi-Young Choi & Nelson C. Mark & Donggyu Sul**0409004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models***by*Monzur Hossain & M. Ataharul Islam**0409003 Testing The Significance Of Local Influence***by*Monzur Hossain & M. Ataharul Islam**0409002 Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains***by*Miroslav Verbic**0409001 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power***by*Evzen Kocenda & Lubos Briatka**0408009 A model to distribute mark-up amongst quotation component item***by*David Cattell & Paul Bowen & Ammar Kaka**0408008 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia***by*Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov**0408007 Evaluating Latent and Observed Factors in Macroeconomics and Financ***by*Jushan Bai & Serena Ng**0408006 Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor***by*Jushan Bai & Serena Ng**0408005 How much has labour taxation contributed to European structural unemployment?***by*Christophe Planas & Werner Roeger & Alessandro Rossi**0408004 Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes***by*Victor Aguirregabiria**0408003 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach***by*Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho**0408002 Simulation-based estimation of peer effects***by*Brian Krauth**0408001 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market***by*Stanislav Radchenko**0407002 Une lecture probabiliste du cycle d’affaires américain***by*Benoit Bellone**0407001 Detecting Turning Points with Many Predictors through Hidden Markov Models***by*Benoit Bellone & David Saint-Martin**0406004 MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models***by*Benoit Bellone**0406003 The consumption of ordinary wines in France : the effect of administered prices***by*Evens SALIES**0406002 A note on the modelling of hyper-inflations***by*Evens SALIES & Peter MOFFATT**0406001 Lags in the response of gasoline prices to changes in crude oil***by*Stanislav Radchenko**0405004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates***by*Paulo M. M. Rodrigues & Antonio Rubia**0405003 The Nonlinear Skeletons in the Closet***by*William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy**0405002 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots***by*Ricardo Gonçalves Silva**0405001 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections***by*Christian Bayer**0404005 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers***by*Jose T.A.S. Ferreira & Mark F.J. Steel**0404004 The long memory story of ex post real interest rates. Can it be supported?***by*Ioannis A. Venetis & Agustin Duarte & Ivan Paya**0404002 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models***by*Andrew Gelman & Iain Pardoe**0404001 Prior distributions for variance parameters in hierarchical models***by*Andrew Gelman**0403009 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation***by*Gioacchino Fazio & Olivier Hueber**0403008 The Partial Distribution: Definition, Properties and Applications in Economy***by*feng dai**0403007 On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates***by*Tommaso Proietti**0403006 Characterising the Business Cycle for Accession Countries***by*Michael Artis & Massimiliano Marcellino & Tommaso Proietti**0403005 Policy Makers Priors and Inflation Density Forecasts***by*Marco Vega**0403004 An Estimation Of Disposable Personal Income Of The Spanish Municipalities In 1997***by*Coro Chasco-Yrigoyen**0403003 Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia***by*Coro Chasco-Yrigoyen & Fernando López-Hernández**0403002 A Constructive Representation of Univariate Skewed Distributions***by*Jose T.A.S. Ferreira & Mark F.J. Steel**0403001 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions***by*Jose T.A.S. Ferreira & Mark F.J. Steel**0402010 Mexico’s Industrial Engine of Growth: Cointegration and Causality***by*Alejandro Diaz-Bautista**0402009 Classifying the Markets Volatility with ARMA Distance Measures***by*Edoardo Otranto**0402008 The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach***by*Giancarlo bruno & Edoardo Otranto**0402007 Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?***by*Artur C. B. da Silva Lopes**0402006 Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español***by*José María Casado García & F.Javier Trívez**0402005 Cointegration in Frequency Domain***by*Daniel Levy**0402004 Consistent Model Specification Tests Against Smooth Transition Alternatives***by*Jonathan B. Hill**0402003 Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems***by*Victor Aguirregabiria**0402002 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited***by*Jonathan B. Hill**0402001 Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures***by*Bakhodir A Ergashev**0401009 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View***by*Horst Entorf**0401008 Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes***by*Niklas Wagner & Terry A. Marsh**0401007 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications***by*Markus Junker & Alexander Szimayer & Niklas Wagner**0401006 Unit Roots, Nonlinear Cointegration and Purchasing Power Parity***by*Alfred A. Haug & Syed A. Basher**0401005 Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries***by*Jesus Clemente & Antonio Montañes & Marcelo Reyes**0401004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study***by*Jonathan B. Hill**0401003 Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints***by*Tommaso Proietti & Filippo Moauro**0401002 Forecasting and Signal Extraction with Misspecified Models***by*Tommaso Proietti**0401001 Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes***by*Jonathan B. Hill

### 2003

**0312005 Offensive Performance, Omitted Variables, and the Value of Speed in Baseball***by*Theodore L. Turocy**0312004 Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification***by*Jean-Yves Pitarakis**0312003 Dating the Italian Business Cycle: A Comparison of Procedures***by*Giancarlo Bruno & Edoardo Otranto**0312002 Spot price dynamics in deregulated power markets***by*Marina Resta & Davide Sciutti**0312001 Tests for the consistency of three-level nested logit models with utility maximization***by*María José Gil-Moltó & Arne Risa Hole**0311009 Testing for Stochastic Cointegration and Evidence for Present Value Models***by*Brendan McCabe & Stephen Leybourne & David Harris**0311008 Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification***by*Steve Leybourne & Tae-Hwan Kim & Paul Newbold**0311007 Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test***by*Steve Leybourne & Paul Newbold & Tae-Hwan Kim**0311006 On Unit Root Tests and the Initial Observation***by*Steve Leybourne & David Harvey**0311005 Panel Stationarity Tests with Cross-sectional Dependence***by*David Harris & Steve Leybourne & Brendan McCabe**0311004 Testing and Estimating Persistence in Canadian Unemployment***by*Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa**0311003 Mutual information: a dependence measure for nonlinear time series***by*Andreia Dionisio & Rui Menezes & Diana A. Mendes**0311002 Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter***by*Roberto Iannaccone & Edoardo Otranto**0311001 the Multi-State Markov Switching Model***by*Edoardo Otranto**0310006 An Improved Panel Unit Root Test Using GLS-Detrending***by*Claude Lopez**0310005 Smoothed Empirical Likelihood Methods for Quantile Regression Models***by*Yoon-Jae Whang**0310004 Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison***by*Luciano Gutierrez**0310003 An Improved Panel Unit Root Test Using GLS-Detrending***by*Claude Lopez**0310002 Japanese Public Support For Official Development Assistance***by*M. J. Gagen**0310001 MyQuestLight User’s Guide***by*Plamen Yossifov**0309004 Central regions and dependency***by*K. Mosler**0309003 Maximum Probability/Entropy translating of contiguous categorical observations into frequencies***by*Marian Grendar Jr & Marian Grendar**0309002 A SETAR model with long-memory dynamics***by*Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE**0309001 Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model***by*Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON**0308005 A Self-Consistent Model for the Forward Price Dynamics***by*Vlad Makhankov**0308004 Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials***by*Daniel Kaufmann & Gil Mehrez & Tugrul Gurgur**0308003 Structural Equation Models in Human Behavior Genetics***by*Arthur S. Goldberger**0308002 Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong***by*Hai-Chin YU & Ming-Chang Huang**0308001 Tests of Conditional Predictive Ability***by*Raffaella Giacomini & Halbert White**0307007 Strongly Consistent Determination of the Rank of Matrix***by*Zaka Ratsimalahelo**0307006 On Priors for Impulse Responses in Bayesian Structural VAR Models***by*Andrzej Kociêcki**0307005 Effects of STAR and TAR types nonlinearities on order selection criteria***by*Venus Khim-sen Liew & Terence Tai- leung Chong**0307004 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach***by*Ryan SULEIMANN**0307003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach***by*Ryan SULEIMANN**0307002 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach***by*Ryan SULEIMANN**0307001 Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation***by*Kyongwook Choi & Eric Zivot**0306009 On Ranking and Selection from Independent Truncated Normal Distributions***by*William C. Horrace**0306008 Rank Test Based On Matrix Perturbation Theory***by*Zaka Ratsimalahelo**0306007 Testing for Unit Roots: Mexico's GDP***by*Alejandro Diaz-Bautista & Ramon A. Castillo Ponce**0306006 Identifying the Predictors for Financial Crisis Using Gibbs Sampler***by*Jin-Lung Lin & Chung-Shu Wu**0306005 Modeling lunar calendar effects in taiwan***by*Jin-Lung Lin & Tian- Syh Liu**0306004 Econometrics and Economic Policy***by*Gregory C. Chow**0306003 Economic Effects of Political Movements in China: Lower Bound Estimates***by*Gregory C. Chow**0306002 Estimating Economic Effects of Political Movements in China***by*Gregory C. Chow**0306001 Term Structure of Interest Rates.Emergence of Power Laws and Scaling Laws***by*Thomas Alderweireld & Jean Nuyts**0305004 Long memory and the relation between implied and realized volatility***by*Federico Bandi & Benoit Perron**0305003 Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime***by*Rafal Weron**0305002 Parametric Estimation Of Diffusion Processes Sampled At First Exit Time***by*Jaime A. Londoño**0305001 A Method for Assigning Letter Grades: Multi-Curve Grading***by*Alex Strashny**0304002 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis***by*Helle Bunzel & Timothy Vogelsang**0304001 Modeling the Behavior of Prague Stock Exchange Index (PX-50)***by*Martina Hornikova**0303008 From Economic Activity to Understanding Spaces***by*Diego Iribarren**0303007 Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market***by*Rafal Weron & Ingve Simonsen & Piotr Wilman**0303006 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")***by*Eric JONDEAU & Herve LE BIHAN**0303005 Housing Demand in Portugal***by*Pedro Guedes Carvalho**0303004 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")***by*Eric JONDEAU & Hervé LE BIHAN**0303003 Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001)***by*Hugo J. Reis & J.M.C. Santos Silva**0303002 Identification with averaged data and implications for hedonic regression studies***by*J.A.F. Machado & J.M.C. Santos Silva**0303001 Quantiles for Counts***by*J.A.F. Machado & J. M. C. Santos Silva**0302002 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico***by*Carlos A. Rodríguez Ramos**0302001 International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach***by*Luciano Gutierrez & Michele Gutierrez**0301004 An Alternative to the BDS Test: Integration Across The Correlation Integral***by*Evzen Kocenda**0301003 Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models***by*Eric Hillebrand**0301002 Innovation And Technological Evolution In A Western European Country – The Case Of Portugal***by*Jose Ramos Pires Manso

### 2002

**0301001 Parametric Estimation of Quadratic Term Structure Models of Interest Rate***by*Li Chen & H. Vincent Poor**0211003 On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111***by*Luciano Gutierrez**0211002 The Impact of Education on Economic Growth in Guatemala: A Time- Series Analysis Applying an Error-Correction Methodology***by*Ludger J. Loening**0211001 On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture***by*Gauthier Lanot**0210001 Modeling Blank Data Entries in Data Envelopment Analysis***by*Timo Kuosmanen**0209002 Some Reflections on Trend-Cycle Decompositions with Correlated Components***by*Tommaso Proietti**0209001 Semiparametric Bayesian Inference for Stochastic Frontier Models***by*Jim E. Griffin & Mark F.J. Steel**0207003 A New Scoring Algorithm for Multiple-Choice Tests: Conditional Knowledge Model***by*Alex Strashny**0207002 The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?***by*Catherine Baumont & Cem Ertur & Julie Le Gallo**0207001 The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence***by*Vincenzo Di Maro**0206007 Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k***by*William C. Horrace**0206006 Confidence Statements for Efficiency Estimates from Stochastic Frontier Models***by*William C. Horrace & Peter Schmidt**0206005 Selection Procedures for Order Statistics in Empirical Economic Studies***by*William C. Horrace**0206004 Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming***by*Viliam Druska & William C. Horrace**0206003 On the Ranking Uncertainty of Labor Market Wage Gaps***by*William C. Horrace**0206002 New Wine in Old Bottles: A Sequential Estimation Technique for the LPM***by*William C. Horrace & Ronald L. Oaxaca**0206001 Dynamic paths of the European economy: simulations using an EU aggregate model***by*Alberto Bagnai & Francesco Carlucci**0205001 The Inconsistency of the Breusch-Pagan Test***by*Asad Zaman**0204001 Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment***by*G.E. Bijwaard**0203005 An information-theoretic extension to structural VAR modelling***by*Nikolaus A. Siegfried**0203004 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic***by*Jan Hanousek & Gerard Roland**0203003 Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models***by*Pavel Cizek**0203002 Development of Ownership Structure and its Effect on Performance: Czech Firms from Mass Privatization***by*Evzen Kocenda**0203001 Robust Estimation with Discrete Explanatory Variables***by*Pavel Cizek**0201003 Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?***by*Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood**0201002 Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility***by*James E. Griffin & Mark F.J. Steel**0201001 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture***by*Carmen Fernandez & Gary Koop & Mark F.J. Steel

### 2001

**0112002 Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)***by*Nikolai Svetlov**0112001 Regularity Of The Generalized Quadratic Production Model: A Counterexample***by*William A. Barnett & Meenakshi Pasupathy**0111004 A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria***by*Godwin Nwaobi**0111003 Assessing GMM Estimates of the Federal Reserve Reaction Function***by*Clémentine Florens & Eric Jondeau & Hervé Le Bihan**0111002 The Differential Approach to Superlative Index Number Theory***by*William A. Barnett & Ke- Hong Choi & Tara M. Sinclair**0111001 A Conversation with Henri (Hans) Theil: His Experiences in the Netherlands during the Second World War***by*William A. Barnett**0110007 Fellow's Opinion: Tastes and Technology, Curvature is not Sufficient for Regularity***by*William A. Barnett**0110006 Estimating Sampling Variance from the Current Population Survey: A Synthetic Design Approach to Correcting Standard Errors***by*Dean Jolliffe**0110005 Interpretation of Regressions with Multiple Proxies***by*Darren Lubotsky & Martin Wittenberg**0110004 Forecasting Industrial Production and the Early Detection of Turning Points***by*Giancarlo Bruno & Claudio Lupi**0110003 Bayesian Modelling of Catch in a Northwest Atlantic Fishery***by*Carmen Fernandez & Eduardo Ley & Mark Steel**0110002 Model uncertainty in cross-country growth regressions***by*Carmen Fernandez & Eduardo Ley & Mark Steel**0110001 Statistical Inference as a Bargaining Game***by*Eduardo Ley**0108003 Lag Length Estimation in Large Dimensional Systems***by*Jesus Gonzalo & Jean-Yves Pitarakis**0108002 Lag Length Estimation in Large Dimensional Systems***by*Jesus Gonzalo & Jean-Yves Pitarakis**0108001 Exogenous impact and conditional quantile functions***by*Andrew Chesher**0107001 Rate-optimal data-driven specification testing in regression models***by*Emmanuel Guerre & Pascal Lavergne**0106001 Survey-based Estimates of Biases in Consumer Price Indices During***by*Randall K. Filer & Jan Hanousek**0103001 The Fatality Risks of Sport-Utility Vehicles, Vans, and Pickups***by*Ted Gayer**0012004 Model Selection and Simplification Using Lattices***by*Jaromir Antoch & Jan Hanousek**0012003 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths***by*Joel Huber & Kenneth Train**0012002 Halton Sequences for Mixed Logit***by*Kenneth Train**0012001 Customer-Specific Taste Parameters and Mixed Logit: Households' Choice of Electricity Supplier***by*David Revelt & Kenneth Train

### 2000

**0004010 A Multivariate GARCH Model with Time-Varying correlations***by*Y. K. Tse & Albert K. C. Tsui**0004009 Sequential Regression: A Neodescriptive Approach to Multicollinearity***by*Norman Fickel**0004008 A supply side approach for estimating a Neo-classical fixed investment model for the South African economy***by*Ackerman Maarten**0004007 A Multivariate GARCH Model with Time-Varying Correlations***by*Y.K. Tse & Albert K.C. Tsui**0004006 Approaching the losses caused by imperfect short-term financing at the Russian farms***by*Irina V. Bezlepkina & Nikolai M. Svetlov**0004005 Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test***by*Ignacio Díaz-Emparanza**0004004 Poverty, Inequality and Growth in Zambia during the 1990s***by*Neil McCulloch & Bob Baulch & Milasoa Cherel-Robson**0004003 Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan***by*Neil McCulloch & Bob Baulch**0004002 Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach***by*Jim Engle-Warnick**0004001 The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations***by*Hannes Leeb & Benedikt M. Poetscher

### 1999

**9907001 The variance of an integrated process need not diverge to infinity***by*Hannes Leeb & Benedikt Poetscher**9905001 Improved Inference for the Instrumental Variable Estimator***by*Richard Startz & Charles Nelson & Eric Zivot**9904003 A Heisenberg Bound for Stationary Time Series***by*Eric Blankmeyer**9904002 L-scaling***by*Eric Blankmeyer**9904001 Best Log-linear Index Numbers: Extensions and Applications***by*Eric Blankmeyer**9903003 Model uncertainty in cross-country growth regressions***by*Carmen Fernandez & Eduardo Ley & Mark Steel**9903002 A Time Series Model of Multiple Structural changes in Level, Trend and Variance***by*Jiahui Wang & Eric Zivot**9902001 Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years***by*Bronwyn H. Hall & Jacques Mairesse & Benoit Mulkay & Jacques Mairesse