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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50 : General
/ / / C51 : Model Construction and Estimation
/ / / C52 : Model Evaluation and Testing
/ / / C53 : Forecasting and Other Model Applications
/ / / C59 : Other
This topic is covered by the following reading lists: Socio-Economics of Innovation
SOEP based publications
Most recent items first, undated at the end.
2009 Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test by Melike Bildirici & Sadiye Oktay [Downloadable!]
2009 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications by Xiangdong Long & Liangjun Su & Aman Ullah [Downloadable!]
2009 Reform and Competitive Selection in China: An Analysis of Firm Exits by Qing Gong Yang & Paul Temple [Downloadable!]
2009 A Robust LM Test for Spatial Error Components by Zhenlin Yang [Downloadable!]
2009 Calcule de Regresie privind Convergenta Economica si Evidentierea Contributiei Factorului Institutional by Iancu, Aurel & Pecican, Eugen Stefan & Olteanu, Dan [Downloadable!]
2009 Cointegration And Asymmetric Adjustment: Some New Evidence Concerning The Behaviour Of The Us Current Account by Mark J. Holmes & Theodore Panagiotidis [Downloadable!]
2009 New Evidence on the Green Building Rent and Price Premium by Franz Fuerst & Patrick McAllister [Downloadable!]
2009 Are public policies effective in alleviating family income inequality in Iran? by Khiabani, Nasser & Mazyaki, Ali [Downloadable!]
2009 Business and social evaluation of denial of service attacks in view of scaling economic counter-measures by Pau, Louis-François [Downloadable!]
2009 The empirical saddlepoint likelihood estimator applied to two-step GMM by Sowell, Fallaw [Downloadable!]
2009 Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable by Jeffrey E. Harris & Sandra G. Sosa-Rubi [Downloadable!]
2009 Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs by S. Boragan Aruoba & Frank Schorfheide [Downloadable!]
2009 Martingalized historical approach for option pricing by Christophe Chorro & Dominique Guegan & Florian Ielpo [Downloadable!]
2009 A General Method to Create Lorenz Models by ZuXiang Wang & Russell Smyth & Yew-Kwang Ng [Downloadable!]
2009 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting by Julien CHEVALLIER & Benoît SEVI [Downloadable!]
2009 Cointegration and asymmetric adjustment: Some new evidence concerning the behaviour of the US current account by Mark J. Holmes & Theodore Panagiotidis [Downloadable!]
2009 Are the Central European Stock Markets Still Different? A Cointegration Analysis by Rousova, Linda [Downloadable!]
2009 Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009) by Katarina Juselius [Downloadable!]
2009 Health Inequality over the Life-Cycle by Halliday, Timothy [Downloadable!]
2009 Misunderstanding Economic Stimulus Multipliers by Swenson, David A. [Downloadable!]
2009 Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure by Valerie Albouy & Laurent Davezies & Thierry Debrand [Downloadable!]
2009 Health Inequality over the Life-Cycle by Timothy J. Halliday [Downloadable!]
2009 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting by Julien Chevallier & Benoît Sévi [Downloadable!]
2009 Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice by Arie Kapteyn & Federica Teppa [Downloadable!]
2009 Wavelet-based detection of outliers in volatility models by Aurea Grané & Helena Veiga [Downloadable!]
2009 Business Cycles in the Euro Area by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia [Downloadable!]
2009 Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!]
2009 Bond risk premia, macroeconomic fundamentals and the exchange rate by Marcello Pericoli & Marco Taboga [Downloadable!]
2009 The multivariate supOU stochastic volatility model by Ole Eiler Barndorff-Nielsen & Robert Stelzer [Downloadable!]
2009 Stochastic volatility and stochastic leverage by Almut E. D. Veraart & Luitgard A. M. Veraart [Downloadable!]
2009 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast - Autumn Forecast 2009 by Institute for Economic Forecasting
2009 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version Yearly Forecast Summer Forecast 2009 by Institute for Economic Forecasting [Downloadable!]
2009 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version* Yearly Forecast - Spring Forecast 2009 by Institute for Economic Forecasting [Downloadable!]
2009 Empirical Applications of Discrete Choice Dynamic Programming Models by Michael P. Keane & Kenneth I. Wolpin [Downloadable!]
2009 Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data by Vít Bubák & Filip Žikeš [Downloadable!]
2009 Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment by Gomez Zaldivar, M. & Ventosa-Santaularia, D. [Downloadable!]
2009 Government Effectiveness, Education, Economic Development And Well-Being: Analysis Of European Countries In Comparison With The United States And Canada, 2000-2007 by Guisan, M.C. [Downloadable!]
2009 Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account by Mark J. Holmes & Theodore Panagiotidis [Downloadable!]
2008 DSGE Models and Central Banks by Tovar, Camilo Ernesto [Downloadable!]
2008 Testing the Bounds: Empirical Behavior of Target Zone Fundamentals by J. Isaac Miller [Downloadable!]
2008 Forecasting Economic Impact of Climate Policy (in Finnish with an English abstract/summary) by Olavi Rantala [Downloadable!]
2008 Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings by Franz Fuerst & Patrick McAllister [Downloadable!]
2008 Explaining and Forecasting Results of The Self-Sufficiency Project by Christopher Ferrall [Downloadable!]
2008 Forecasting Elections from Voters’ Perceptions of Candidates’ Ability to Handle Issues by Graefe, Andreas & Armstrong, J. Scott [Downloadable!]
2008 The Causal Relationship Between Government Revenue and Expenditure in Namibia by Eita, Joel Hinaunye & Mbazima, Daisy [Downloadable!]
2008 Solution of the Ellsberg paradox by means of the principle of uncertain future by Harin, Alexander [Downloadable!]
2008 Volatility Transmission: What Does Asia-Pacific Markets Expect? by Shamiri, Ahmed [Downloadable!]
2008 Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings by Fuerst, Franz & McAllister, Patrick [Downloadable!]
2008 Identification of relationship between housing difficulty and property values in urban areas by Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo Maria [Downloadable!]
2008 An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch [Downloadable!]
2008 Employment Adjustments in High-Trade-Exposed Manufacturing in Canada by Serge Coulombe [Downloadable!]
2008 Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework by Annabelle Mourougane & Lukas Vogel [Downloadable!]
2008 Speed of Adjustment to Selected Labour Market and Tax Reforms by Annabelle Mourougane & Lukas Vogel [Downloadable!]
2008 Business Cycles in the Euro Area by Domenico Giannone & Michele Lenza & Lucrezia Reichlin [Downloadable!]
2008 Theory and Empirical Work on Imperfectly Competitive Markets by Ariel Pakes [Downloadable!]
2008 The Changing Intra-Household Resource Allocation in Russia by Guy Lacroix & Natalia Radtchenko [Downloadable!]
2008 Pushing Wheat: Why Supply Mattered for the American Grain Invasion of Britain in the Nineteenth Century by Paul Sharp [Downloadable!]
2008 Business Cycle Measurement with Semantic Filtering: A Micro Data Approach by Christian Müller & Eva Köberl [Downloadable!]
2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania by Shombe, Nicolaus Herman [Downloadable!]
2008 The Changing Intra-Household Resource Allocation in Russia by Lacroix, Guy & Radtchenko, Natalia [Downloadable!]
2008 Heterogeneity, State Dependence and Health by Halliday, Timothy [Downloadable!]
2008 Dollarization, Economic Growth, and Employment by Raimundo Soto [Downloadable!]
2008 Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture by Xiaodong Du & David A. Hennessy & William M. Edwards [Downloadable!]
2008 Planting Real Option in Cash Rent Valuation, The by Xiaodong Du & David A. Hennessy [Downloadable!]
2008 Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!]
2008 Monitoring Processes with Changing Variances by Ord [Downloadable!]
2008 Exponential smoothing and non-negative data by Muhammad Akram & Rob J Hyndman & J. Keith Ord [Downloadable!]
2008 Business Cycles in the euro Area by Domenico Giannone & Michele Lenza & Lucrezia Reichlin [Downloadable!]
2008 Forecasting Spanish inflation using information from different sectors and geographical areas by Juan de Dios Tena & Antoni Espasa & Gabriel Pino [Downloadable!]
2008 On-the-Job Search, Minimum Wages, and Labor Market Outcomes in an Equilibrium Bargaining Framework by Christopher Flinn & James Mabli [Downloadable!]
2008 Econometric Asset Pricing Modelling by Bertholon, H. & Monfort, A. & Pegoraro, F. [Downloadable!]
2008 Welfare Implications of Heterogeneous Labor Markets in a Currency Area by Poilly, C. & Sahuc, J-G. [Downloadable!]
2008 The Yield Curve and its Relation with Economic Activity: The Mexican Case by Mario Reyna Cerecero & Diana Salazar Cavazos & Héctor Salgado Banda [Downloadable!]
2008 Econometric Analysis of Cross Section and Panel Data, 2nd Edition by Jeffrey M. Wooldridge
2008 The Development and Testing of Heckscher-Ohlin Trade Models: A Review by Robert E. Baldwin
2008 Financial Modeling, 3rd Edition by Simon Benninga
2008 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast Autumn Forecast by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
2008 A Desirable Scenario For The Romanian Economy During 2008-2013 by Dobrescu, Emilian [Downloadable!]
2008 The "Dobrescu Macromodel" Of The Romanian Market Economy - 2005 Version Yearly Forecast Autumn Forecast by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
2008 The "Dobrescu Macromodel" of the Romanian Market Economy* -2005 Version-Yearly Forecast Scenario for “Increase in foreign capital inflows” by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
2008 Second order effects in population migration by Purica, Ionut [Downloadable!]
2008 The "Dobrescu Macromodel" of the Romanian Market Economy - 2005 Version - Base Scenario for 2008 by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
2008 Employment, Unemployment and Real Wage: An analysis of the Labor Market in Medellín City (1995-2006) by Carlos Andrés Cano Gamboa & Adriana María Ochoa Yepes [Downloadable!]
2008 Purchasing power parity in Central and Eastern European countries by Ahmad Zubaidi Baharumshah & Darja Borsic [Downloadable!]
2008 Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands’ agricultural sector by Stephen Pilgrim & Sunday Iyare [Downloadable!]
2008 Explosive and periodically collapsing bubbles in emerging stockmarkets by Mauricio Nunes & Sergio Da Silva [Downloadable!]
2008 Using business survey in industrial and services sector to nowcast GDP growth:The French case by Olivier Darne [Downloadable!]
2008 Business surveys modelling with Seasonal-Cyclical Long Memory models by Laurent Ferrara & Dominique Guégan [Downloadable!]
2008 Price Convergence in the EU Poultry and Eggs Markets by Panos Fousekis [Downloadable!]
2008 The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results by Manami Ogura [Downloadable!]
2008 Asymmetric price adjustment of Ukrainian feed wheat export prices in relation to U.S. maize exports: A Note by Atanu Ghoshray [Downloadable!]
2008 Impacto De Las Políticas Fiscales Sobre El Producto: El Caso De Reino Unido, Holanda Y Bélgica by ROCA SEGALÉS, Oriol & PEREIRA, Alfredo M. [Downloadable!]
2008 Knowledge-Based Labor Productivity Improvements: Canada Case Study, 1961-2004 by KHAZABI, Massoud & FALLAHI, F. [Downloadable!]
2008 The Effect Of Unionization On Poverty In The Turkish Labor Market by CANKAL,Erhan & SEKMEN,Fuat [Downloadable!]
2008 The Consumption-Wealth Ratio under Asymmetric Adjustment by Vasco J. Gabriel & Fernando Alexandre & Pedro Bação [Downloadable!]
2007 Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions by Weisbrod, Julian & Vollmer, Sebastian & Holzmann, Hajo [Downloadable!]
2007 Using copulas to estimate reduced-form systems of equations by Casey Quinn [Downloadable!]
2007 Improving precision in cost-effectiveness analysis using copulas by Casey Quinn [Downloadable!]
2007 The health-economic applications of copulas: methods in applied econometric research by Casey Quinn [Downloadable!]
2007 On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics by Nikias Sarafoglou & Jean H.P. Paelinck [Downloadable!]
2007 Spatial Spillovers in the Development of Institutions by Harry Kelejian & Peter Murrell & Oleksandr Shepotylo [Downloadable!]
2007 The Dynamics of Art Prices: The Selection Corrected Repeat-Sales Index by Zanola, Roberto [Downloadable!]
2007 Türkiye’de Reel Ücretlerin TAR Modeli ile Analizi ve Birim Kök Sýnamasý by Elcin Aykac Alp [Downloadable!]
2007 Distribution-Preserving Statistical Disclosure Limitation by Simon D. Woodcock & Gary Benedetto [Downloadable!]
2007 Feasible inference for realised variance in the presence of jumps by Almut Elisabeth Dorothea Veraart [Downloadable!]
2007 Long Term Effects of Fiscal Policy on the Size and the Distribution of the Pie in the UK by Xavier Ramos & Oriol Roca-Sagales [Downloadable!]
2007 The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests by Theodore Panagiotidis & Mark J. Holmes & Abhijit Sharma [Downloadable!]
2007 Green House Gas Emissions and the Economic Impacts EU Climate Change Policies (in Finnish with an English abstract/summary) by Olavi Rantala [Downloadable!]
2007 Estimating Multi-country VAR models by Fabio Canova & Matteo Ciccarelli [Downloadable!]
2007 Unit Root Tests with Wavelets by Gencay, Ramazan & Fan, Yanqin [Downloadable!]
2007 Estimating Recovery Rates on Bank’s Historical Loan Loss Data by Bandyopadhyay, Arindam & Singh, Pratima [Downloadable!]
2007 CGE-Microsimulation Modelling: A Survey by Ahmed, Vaqar & O' Donoghue, Cathal [Downloadable!]
2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit by Armstrong, J. Scott & Green, Kesten C. & Soon, Willie [Downloadable!]
2007 Does Financial Growth lead Economic Performance in India? Causality-Cointegration using Unrestricted Vector Error Correction Models by Kamat, Manoj & Kamat, Manasvi [Downloadable!]
2007 Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions by Barnett, William A. & Duzhak, Evgeniya A. [Downloadable!]
2007 A new approach for β-convergence estimation in Italy by De Siano, Rita & D'Uva, Marcella [Downloadable!]
2007 The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K by Tuysuz, Sukriye [Downloadable!]
2007 The Properties of Market-Based and Survey Forecasts for Different Data Releases by Lanne, Markku [Downloadable!]
2007 Les sources des fluctuations marcoéconomiques au Cameroun by ODIA NDONGO, Yves Francis [Downloadable!]
2007 Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach by Francis X. Diebold & Canlin Li & Vivian Z. Yue [Downloadable!]
2007 The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch [Downloadable!]
2007 In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region by Tomer Shachmurove & Yochanan Shachmurove [Downloadable!]
2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação [Downloadable!]
2007 Two New Exponential Families Of Lorenz Curves by ZuXiang Wang & Russell Smyth [Downloadable!]
2007 Revisiting The Ordered Family Of Lorenz Curves by ZuXiang Wang & Yew-Kwang Ng & Russell Smyth [Downloadable!]
2007 Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK by Olan T Henry [Downloadable!]
2007 The sustainability of India’s current account by Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma [Downloadable!]
2007 Proceedings of a LEF seminar - Forest-wood sector modelling: Application for France by Ahmed Barkaoui & Patrice Harou [Downloadable!]
2007 The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data by Christian Müller & Eva Köberl [Downloadable!]
2007 Comparing Quantitative and Qualitative Survey Data by Rolf Schenker [Downloadable!]
2007 Dude, Where’s My Corn? Constraints on the Location of Ethanol Production in the Corn Belt by Eathington, Liesl & Swenson, David A. [Downloadable!]
2007 Estimating Germany's Potential Output by Gustav Horn & Camille Logeay & Silke Tober [Downloadable!]
2007 Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances by Jumah, Adusei & Kunst, Robert M. [Downloadable!]
2007 Forecasting Global Flows by Skriner, Edith [Downloadable!]
2007 Modelling Sovereign Bond Yield Curves of the US, Japan and Germany by Chi-sang Tam & Ip-wing Yu [Downloadable!]
2007 Heterogeneity, State Dependence and Health by Timothy J. Halliday [Downloadable!]
2007 Perspectives on the World Income Distribution - Beyond Twin Peaks Towards Welfare Conclusions by Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod [Downloadable!]
2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment by Vasco Gabriel & Fernando Alexandre & Pedro Bação [Downloadable!]
2007 Transitions CDD - CDI et différentiels de salaire : Résultats économétriques sur l’enquête Emploi by Mohamed Ali Ben Halima & Jean-Yves Lesueur [Downloadable!]
2007 Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend by Rodolphe Buda [Downloadable!]
2007 Examining the Nelson-Siegel Class of Term Structure Models by Michiel De Pooter [Downloadable!]
2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk [Downloadable!]
2007 Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries? by Gilles Dufrenot & Valerie Mignon & Anne Peguin-Feissolle [Downloadable!]
2007 Switching VARMA Term Structure Models - Extended Version by Monfort, A. & Pegoraro, F. [Downloadable!]
2007 Multi-Lag Term Structure Models with Stochastic Risk Premia by Monfort, A. & Pegoraro, F. [Downloadable!]
2007 Pricing and Inference with Mixtures of Conditionally Normal Processes by Bertholon, H. & Monfort, A. & Pegoraro, F. [Downloadable!]
2007 A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects by Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen [Downloadable!]
2007 Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!]
2007 The Minimum Description Length Principle by Peter D. Grünwald
2007 Examining Malaysian Household Expenditure Patterns on Food-Away-From-Home by Helen Lee Siew Heng & Andrew Tan Khee Guan [Downloadable!]
2007 A Dynamic Model of Airline Competition by Ying Fang & Robin C. Sickles [Downloadable!]
2007 Economic Convergence. Applications - Second Part - by Iancu, Aurel [Downloadable!]
2007 The "Dobrescu” Macromodel of the Romanian Market Economy - 2005 version. Yearly Forecast – Preliminary results for 2007 by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
2007 The "Dobrescu" Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - The second actualised scenario by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
2007 The "DOBRESCU” Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - actualised scenario by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina [Downloadable!]
2007 Modelling The Romanian Economy: Some Data Problems by Dobrescu, Emilian [Downloadable!]
2007 The Influence Of The Net-metric And Biblio-metric Variables On The Top Artists Of The Internacional Art Market/La Influencia De Las Variables Red-metricas Y Biblio-metricas En El Mercado Del Arte De Los Principales Artistas A Nivel Internacional by GUADALAJARA, N & DE LA POZA, E. [Downloadable!]
2007 İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri by Cüneyt AKAR
2007 The demand for lottery expenditure in Taiwan: a quantile regression approach by Kung-Cheng Lin & Cho-Min Lin [Downloadable!]
2007 Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad? by Chien-Liang Chiu & Yen-Hsien Lee & Tung-Yueh Pai [Downloadable!]
2007 A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models by Carlos Santos [Downloadable!]
2007 A note on the use of quantile regression in beta convergence analysis by Marcio Laurini [Downloadable!]
2007 The asymptotic global power comparisons of the GMM overidentifying restrictions tests by Sheng-Kai Chang [Downloadable!]
2007 Seasonal fractional integration with structural break. An application to the German GNP data by Luis Gil-Alana [Downloadable!]
2007 The Aggregated Structural-Change Model by Terence Tai-Leung Chong & Isabel Kit-Ming Yan & Guoxin Liu [Downloadable!]
2007 Scale invariance in financial time series by Ranasinghe Malmini [Downloadable!]
2007 Health Expenditure, Poverty and Economic Development in Latin America 2000-2005 by Guisan, M.C. & Aguayo, E. [Downloadable!]
2007 Capital Humano Y Desarrollo Económico Mundial: Modelos Econométricos Y Perspectivas by NEIRA, Isabel [Downloadable!]
2007 Does The Constraint In The Matrix Of Long Run Effects Bias The Ricardian Equivalence Test? by GHASSAN, Hassan [Downloadable!]
2007 Das IMM: ein makroökonometrisches Mehrländermodell by Christian Dreger & Florian Zinsmeister [Downloadable!]
2007 A note on the effect of expected changes in monetary policy on long-term interest rates by Hany S. Guirguis & Christos I. Giannikos [Downloadable!]
2007 Regional and international market integration of a small open economy by Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodríguez [Downloadable!]
2007 Measurement of the Trade Flows between the EU and Mercosur through Gravitation Analysis by Nevena Stancheva [Downloadable!]
2007 Latent-Structural Analysis of the Contentment with the Home Employment in Bulgaria by Plamen Petkov [Downloadable!]
2006 The Process of price formation and the skewness of asset returns by Stefan Reimann [Downloadable!]
2006 An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy by Stefan Reimann [Downloadable!]
2006 The experiment in macroeconometrics by John Aldrich & Anna Staszewska [Downloadable!]
2006 The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity by Metodij Hadzi-Vaskov & Clemens Kool [Downloadable!]
2006 To Combine Forecasts or to Combine Information? by Huiyu Huang & Tae-Hwy Lee [Downloadable!]
2006 Can violence be rational? An empirical analysis of Colombia by Brosio, Giorgio & Zanola, Roberto [Downloadable!]
2006 On Joint Modelling and Testing for Local and Global Spatial Externalities by Zhenlin Yang [Downloadable!]
2006 Estimating Multi-country VAR models by Matteo Ciccarelli & Fabio Canova
2006 Sticky Prices vs. Limited Participation:What Do We Learn From the Data? by Niki Papadopoulou [Downloadable!]
2006 Real-Time Measurement of Business Conditions by Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland
2006 Aggregating Phillips Curves by FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin
2006 Foreign Direct Investment: South Africa’s Elixir of Life? by C.E. Moolman & E.L. Roos & J.C. Le Roux & C. B. Du Toit [Downloadable!]
2006 Cultural Determinants Of Economic Growth: The Case Of European Countries by Dima, Bogdan & Mutascu, Mihai & Enache, Cosmin [Downloadable!]
2006 Forecasting VARMA processes using VAR models and subspace-based state space models by Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan [Downloadable!]
2006 The Empirical Saddlepoint Approximation for GMM Estimators by Sowell, Fallaw [Downloadable!]
2006 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model by Vargas, Gregorio A. [Downloadable!]
2006 The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective by Benbouziane, Mohamed & Benamar, abdelhak [Downloadable!]
2006 Econometric modelling in finance and risk management: An overview by Gao, Jiti & McAleer, Michael & Allen, Dave [Downloadable!]
2006 A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration by Francis X. Diebold & Lei Ji & Canlin Li [Downloadable!]
2006 AQM-06: The Macroeconomic Model of the OeNB by Martin Schneider & Markus Leibrecht [Downloadable!]
2006 Multifrequency Jump-Diffusions: An Equilibrium Approach by Laurent E. Calvet & Adlai J. Fisher [Downloadable!]
2006 Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression by Wayne E. Ferson & Sergei Sarkissian & Timothy Simin [Downloadable!]
2006 On the Heterogeneity of Dowry Motives by Raj Arunachalam & Trevon D. Logan [Downloadable!]
2006 Empirical Models of Auctions by Susan Athey & Philip A. Haile [Downloadable!]
2006 Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program by V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman [Downloadable!]
2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk by Refet Gurkaynak & Justin Wolfers [Downloadable!]
2006 Regression Discontinuity Inference with Specification Error by David S. Lee & David Card [Downloadable!]
2006 Latvia's Macroeconomic Model by Konstantins Benkovskis & Dainis Stikuts [Downloadable!]
2006 The Gains from Improved Market Efficiency: Trade Before and After the Transatlantic Telegraph by Mette Ejrnæs & Karl Gunnar Persson [Downloadable!]
2006 Economic, Demographic and Political Determinants of Pollution Reassessed: A Sensitivity Analysis by Martin Gassebner & Michael Lamla & Jan-Egbert Sturm [Downloadable!]
2006 Econometrics: A Bird’s Eye View by John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran [Downloadable!]
2006 Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter by Maria L. Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri [Downloadable!]
2006 The Economic Impacts of Increased Fruits and Vegetable Consumption in Iowa: Phase II by Swenson, David A. [Downloadable!]
2006 Measuring the Economic Impacts of Buy Local Campaigns in Iowa by Swenson, David A. [Downloadable!]
2006 Input-Outrageous: The Economic Impacts of Modern Biofuels Production by Swenson, David A. [Downloadable!]
2006 The Story Behind the Post-War Decline in Women’s Housework: Prices, Income, Family Size, and Technology Effects in a Demand System by Huffman, Wallace [Downloadable!]
2006 Buying Local in Marshall County and Marshalltown, Iowa: An Economic Impact Assessment by Swenson, David A. [Downloadable!]
2006 Exchange Rate and Inflation: France and Bulgaria in the Interwar Period by Kalina Dimitrova & Nikolay Nenovsky [Downloadable!]
2006 Forecasting the Term Structure of Variance Swaps by Kai Detlefsen & Wolfgang Härdle [Downloadable!]
2006 Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
2006 Foreign Direct Investment and Technology Spillovers: Evidence from The Indian Manufacturing Sector by Sasidharan, Subash [Downloadable!]
2006 Small Islands, New Technologies and Globalization: A Case of ICT adoption by SMEs in Mauritius by Lal, Kaushalesh & Peedoly, Aveeraj Sharma [Downloadable!]
2006 Empirical Models of Auctions by Susan Athey & Philip A. Haile [Downloadable!]
2006 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!]
2006 Estimating Macroeconomic Models: A Likelihood Approach by Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco [Downloadable!]
2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk by Gürkaynak, Refet S. & Wolfers, Justin [Downloadable!]
2006 NATGAS: a model of the European natural gas market by Machiel Mulder & Gijsbert Zwart [Downloadable!]
2006 Simulating Stock Returns under switching regimes - a new test of market efficiency by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!]
2006 Econometrics: A Bird’s Eye View by Geweke, J. & Joel Horowitz & Pesaran, M.H. [Downloadable!]
2006 Canonical term-structure models with observable factors and the dynamics of bond risk premiums by Marcello Pericoli & Marco Taboga [Downloadable!]
2006 Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model by Céline Gauthier & Fu Chun Li [Downloadable!]
2006 Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns by Antonio Diez de los Rios & René Garcia [Downloadable!]
2006 Solutions Manual to Accompany Intermediate Public Economics by Nigar Hashimzade & Jean Hindriks & Gareth D. Myles
2006 Considerations on the Reform in the Power Sector (Avoiding Chaos on the Path to an Optimal Market Structure) by Purica, Ionut [Downloadable!]
2006 Montenegrin Quarterly Macroeconomic Econometric Model by Štiblar Franjo & Oplotnik Žan & Vukotić Veselin [Downloadable!]
2006 In praise of structural macroeconometrics/En defensa de la macroeconometría estructural by LORÍA, EDUARDO [Downloadable!]
2006 Study of the potentiality of the electronic commerce in the Region of Murcia by means of a model of logistic regression/Estudio de la Potencialidad del Comercio Electrónico en la Región de Murcia mediante un Modelo de Regresión Logística by BERNAL GARCÍA, JUAN JESÚS & MARTÍNEZ MARIA-DOLORES, SOLEDAD MARÍA & SÁNCHEZ GARCÍA, JUAN FRANCISCO [Downloadable!]
2006 Relating the Knowledge Production Function to Total Factor Productivity: An Endogenous Growth Puzzle by Yasser Abdih & Frederick Joutz [Downloadable!]
2006 Finansal piyasalarda krizlerin ve takvimsel faktörlerin volatilite ve getiri üzerine etkisi by Cüneyt AKAR
2006 How to do empirical economics by Francis Kamarz (editor) & Joshua D. Angrist & David M. Blau & Armin Falk & Jean-Marc Robin & Christopher R. Taber [Downloadable!]
2006 The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence by Zeno Rotondi [Downloadable!]
2006 The Rise in House Prices in China: Bubbles or Fundamentals? by Jianying Hu & Liangjun Su & Sainan Jin & Wanjun Jiang [Downloadable!]
2006 A Mixture Model of Consumers’ Intended Purchase Decisions for Genetically Modified Foods by Kristine M. Grimsrud & Ron C. Mittelhammer & Robert P. Berrens [Downloadable!]
2006 On discrimination and the status of immigrants in the Hong Kong labour market by Alan T.K. Wan [Downloadable!]
2006 A Refinement in the Specification of Empirical Macroeconomic Models as an Extension to the EBA Procedure by Jeffrey A. Edwards & Alfred Sams & Benhua Yang [Downloadable!]
2006 Estimating Behavioral Response to the AIDS Epidemic by M. Christopher Auld [Downloadable!]
2005 Una Aproximación Microeconométrica a los Determinantes de la Elección del Modo de Transporte. (A Microeconometric Approach to the Determinants of Travel Mode Choice) by Pablo M Garcia [Downloadable!]
2005 Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric? by B Bhaskara Rao & Gyaneshwar Rao [Downloadable!]
2005 Testing Permanent Income Hypothesis for Fiji by B Bhaskara Rao [Downloadable!]
2005 A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002 by B Bhaskara Rao & Rup Singh [Downloadable!]
2005 Demand for Money in India: 1953-2003 by B Bhaskara Rao & Singh Rup [Downloadable!]
2005 How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria by Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi [Downloadable!]
2005 Estimating a third-order translog demand system using Canadian micro-data by Vik Singh [Downloadable!]
2005 M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data by Mehmet Caner [Downloadable!]
2005 Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis by Guido Travaglini [Downloadable!]
2005 Nonparametric estimation of concave production technologies by entropic methods by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro [Downloadable!]
2005 A practical test for the choice of mixing distribution in a discrete choice model by Mogens Fosgerau & Michel Bierlaire [Downloadable!]
2005 The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation by Peter Ilmolelian [Downloadable!]
2005 Globalization and Regional Income Inequality--Evidence from within China by Guanghua Wan & Ming Lu & Zhao Chen [Downloadable!]
2005 ‘‘Moving Median’’ A New Method Of Forecasting by Eleftherios Giovanis [Downloadable!]
2005 Propagation of Memory Parameter from Durations to Counts by Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang [Downloadable!]
2005 A Note On Influence Assessment In Score Tests by J.M.C. Santos Silva [Downloadable!]
2005 A fresh look at the topical interest of the Gini concentration ratio by Giovanni Maria Giorgi [Downloadable!]
2005 Bibliographic portrait of the Gini concentration ratio by Giovanni Maria Giorgi [Downloadable!]
2005 Production Functions Estimates for Soviet Industry and Some Implications by Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke [Downloadable!]
2005 Simulation des Einflusses der Planung auf die sowjetische Wirtschaft by Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz [Downloadable!]
2005 Directional Log-spline Distributions by José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel [Downloadable!]
2005 Economic Growth as a Nonlinear and Discontinuous Process by Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi [Downloadable!]
2005 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models by Ekrem Kilic [Downloadable!]
2005 A Nonparametric Way of Distribution Testing by Ekrem Kilic [Downloadable!]
2005 Open Source Software Development Projects: Determinants of Project Popularity by Ravi [Downloadable!]
2005 Compositional Time Series: Past and Present by Juan M.C. Larrosa [Downloadable!]
2005 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply by Ugo Colombino & Rolf Aaberge & Tom Wennemo [Downloadable!]
2005 Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators by MEHMET CANER [Downloadable!]
2005 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics by MEHMET CANER [Downloadable!]
2005 Exponential Tilting with Weak Instruments: Estimation and Testing by MEHMET CANER [Downloadable!]
2005 Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases by MEHMET CANER [Downloadable!]
2005 Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities by Ahmed Shamiri & Abu Hassan [Downloadable!]
2005 About a 'new' inequality index by Giovanni Maria Giorgi [Downloadable!]
2005 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians by Giovanni Maria Giorgi [Downloadable!]
2005 Econometric Model for Cement demand and supply in Bolivia by Melitón Ramirez Mattos [Downloadable!]
2005 Regression with R by Miguel Rodrigues [Downloadable!]
2005 Total Factor Productivity Growth in Finland 1960 − 1999 by Rana Bose [Downloadable!]
2005 Estimating Short and Long Run Relationships: A Guide to the Applied Economist by Bhaskara Rao [Downloadable!]
2005 Subsampling Cointegration Ranks in Large Systems by Chen Pu & Hsiao Chihying [Downloadable!]
2005 A maximal moment inequality for long range dependent time series with applications to estimation and model selection by Ching-Kang Ing & Ching-Zong Wei [Downloadable!]
2005 A Bootstrap Test for Single Index Models by Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca [Downloadable!]
2005 A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian by Isabel Proenca [Downloadable!]
2005 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management by Feng Dai & Lin Liang [Downloadable!]
2005 Seasonally specific model analysis of UK cereals prices by Philip Kostov & John Lingard [Downloadable!]
2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging by Feng Dai & Hui Liu & Ying Wang [Downloadable!]
2005 Regional Empirics for Economic Disparities in Italy: 1951-2001 by Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli [Downloadable!]
2005 A proposal of poverty measures based on the Bonferroni inequality index by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Encounter with the Italian Statistical School: A conversation with Carlo Benedetti by Giovanni Maria Giorgi [Downloadable!]
2005 Sampling distribution of the Bonferroni inequality index from exponential population by Giovanni Maria Giorgi & Riccardo Mondani [Downloadable!]
2005 Bayesian estimation of the Bonferroni index from a Pareto-type I population by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Distribution-free estimation of the Gini inequality index: the kernel method approach by Pier Luigi Conti & Giovanni Maria Giorgi [Downloadable!]
2005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data by Giovanni Maria Giorgi & Andrea Pallini [Downloadable!]
2005 A look at the Bonferroni inequality measure in a reliability framework by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units by Stefano Fachin [Downloadable!]
2005 A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra by Mehmet Dalkir [Downloadable!]
2005 Liberalisation and it’s effect on inequality in developing countries-A case study on India by Supreena Narayanan [Downloadable!]
2005 Structural change in Export and economics growth: Analysis for spain (1980-2001) by zaharey [Downloadable!]
2005 Inspiration About The Economy by ZhaoYuan Wang [Downloadable!]
2005 Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000 by Gino Santarossa & Marie-Ève Brouard [Downloadable!]
2005 Another Look At What To Do With Time-Series Cross-Section Data by Xiujian Chen & Shu Lin & W. Robert Reed [Downloadable!]
2005 Adaptive Estimation of the Regression Discontinuity Model by Yixiao Sun [Downloadable!]
2005 The effect on retail charges of mergers in the GB electricity market by Evens SALIES [Downloadable!]
2005 Active versus Passive Sample Attrition: The Health and Retirement Study by Honggao Cao & Daniel H. Hill [Downloadable!]
2005 On Tail Index Estimation for Dependent, Heterogenous Data by Jonathan B. Hill [Downloadable!]
2005 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S by Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon [Downloadable!]
2005 Does Format of Pricing Contract Matter? by Teck-Hua Ho & Juanjuan Zhang [Downloadable!]
2005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange by David Chappell & Theodore Panagiotidis [Downloadable!]
2005 Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series by Ching-Kang Ing [Downloadable!]
2005 Financing Constraints and Firm Inventory Investment: A Reexamination by John Tsoukalas [Downloadable!]
2005 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited by Jonathan B. Hill [Downloadable!]
2005 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis by Ozgen Sayginsoy [Downloadable!]
2005 Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach by Amjad D. Al-Nasser [Downloadable!]
2005 The Inflation In European Union by Giovanis Elephtherios [Downloadable!]
2005 The hunting in the Province of Elassona by Giovanis Elephtherios [Downloadable!]
2005 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens by Giovanis Elephtherios [Downloadable!]
2005 Econometric Analysis for the rural sector in Greek economy by Giovanis Elephtherios [Downloadable!]
2005 Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications by Matteo M. Pelagatti [Downloadable!]
2005 Dynamic Conditional Correlation with Elliptical Distributions by Matteo M. Pelagatti & Stefania Rondena [Downloadable!]
2005 Boating Against the Current: Cases, Concepts, Models and Development Power by feng dai [Downloadable!]
2005 A link between measures of Gross National Product, and measures of corruption by Mukti Diah Riani & Stuart Wattam [Downloadable!]
2005 Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua by adela parra romero & viviana vargas franco & carlos castellar palma [Downloadable!]
2005 Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification by Cornelis A. Los [Downloadable!]
2005 Extraction of Common Signal from Series with Different Frequency by Edoardo Otranto [Downloadable!]
2005 Multivariate STAR Unemployment Rate Forecasts by Costas Milas & Phil Rothman [Downloadable!]
2005 Grinkevych's Model of forecasting by Dmitry [Downloadable!]
2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination by Bragoudakis Zacharias [Downloadable!]
2005 Overlaying Time Scales in Financial Volatility Data by Eric Hillebrand [Downloadable!]
2005 Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View by Dubois [Downloadable!]
2005 GMM Estimation for Long Memory Latent Variable Volatility and Duration Models by Willa Chen & Rohit Deo [Downloadable!]
2005 Tracing the Source of Long Memory in Volatility by Rohit Deo & Mengchen Hsieh & Clifford Hurvich [Downloadable!]
2005 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment by Rohit Deo & Clifford Hurvich & Yi Lu [Downloadable!]
2005 Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador by Pedro Francisco Páez [Downloadable!]
2005 Income Disparity and Economic Growth: Evidence from China by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu [Downloadable!]
2005 Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests by B. da Silva Lopes, Artur C. [Downloadable!]
2005 European Stock Market Dynamics Before and After the Introduction of the Euro by Joseph Friedman & Yochanan Shachmurove [Downloadable!]
2005 The Role of Beliefs in Inference for Rational Expectations Models by Bruce N. Lehmann [Downloadable!]
2005 Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects by David S. Lee [Downloadable!]
2005 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!]
2005 Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission by Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon [Downloadable!]
2005 Noname \u2013 A new quarterly model for Belgium by Philippe Jeanfils & Koen Burggraeve [Downloadable!]
2005 Is there long-run convergence of regional house prices in the UK? by Mark J. Holmes & Arthur Grimes [Downloadable!]
2005 The Nature and Costs of Dis-Equilibrium Trade: The Case of Transatlantic Grain Exports in the 19th Century by Mette Ejrnæs & Karl Gunnar Persson [Downloadable!]
2005 Heterogeneity, State Dependence and Health by Timothy J Halliday [Downloadable!]
2005 Modeling The Non-Linear Behaviour of Inflation Deviations From The Target by Andros Gregoriou & Alexandros Kontonikas [Downloadable!]
2005 Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
2005 Working Paper 06-05 - The Macroeconomic Effects of an Oil Price Shock on the World Economy : A Simulation with the NIME Model by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
2005 Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods by Prasad V. Bidarkota [Downloadable!]
2005 The Advance in Partial Distribution: A New Mathematical Tool for Economic Management by Feng Dai & Ling Liang [Downloadable!]
2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging by Feng Dai & Hui Liu & Ying Wang [Downloadable!]
2005 EMMA - A Quarterly Model of the Estonian Economy by Rasmus Kattai [Downloadable!]
2005 The French block of the ESCB multi-country model by Frédéric Boissay & Jean-Pierre Villetelle [Downloadable!]
2005 Stocks, bonds, money markets and exchange rates - measuring international financial transmission by Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon [Downloadable!]
2005 Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach by Georg Zachmann [Downloadable!]
2005 Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models by Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA [Downloadable!]
2005 Real-Time Model Uncertainty in the United States: the Fed from 1996-2003 by Ironside, Brian & Tetlow, Robert J. [Downloadable!]
2005 Modelling Aggregate Consumption Growth with Time-Varying Parameters by Jürgen Arns & Kaushik Bhattacharya [Downloadable!]
2005 La Modélisation Macro–Econométrique Dynamique by Fève, F. [Downloadable!]
2005 Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components? by Frédérick Demers & Annie De Champlain [Downloadable!]
2005 Efficiency Estimates For Judicial Services In Brazil: Nonparametric Fdh (Free Disposal Hull) And The Expected Order- M Efficiency Scores For Rio Grande Do Sul Courts´ by Maria da Conceição Sampaio de Sousa & Silvane Battaglin Schwengber [Downloadable!]
2005 The Economic Effects of Constitutions by Torsten Persson & Guido Tabellini
2005 Assessing Rational Expectations 2: "Eductive" Stability in Economics by Roger Guesnerie
2005 Evaluating Macroeconometric Modelling with Regard to Usefulness: a Survey by Haakon O. Aa. Solheim [Downloadable!]
2005 Gasto en I+D, desarrollo económico y empleo en las regiones españolas y europeas/Research Expenditure, Economic Development and Employment in Spanish and European Regions by GUISAN, Mª C. & AGUAYO, E. [Downloadable!]
2005 A New Variant of RESET for Distributed Lag Models by Dimitris Hatzinikolaou & Athanassios Stavrakoudis [Downloadable!]
2005 Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test by Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su [Downloadable!]
2005 The Optimal Prediction Simultaneous Equations Selection by Alexander Gorobets [Downloadable!]
2005 Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation by BARHOUMI Karim [Downloadable!]
2005 The Bi-parameter Smooth Transition Autoregressive model by Boriss Siliverstovs [Downloadable!]
2005 "A regression error specification test (RESET) for generalized linear models" by Sunil Sapra [Downloadable!]
2005 Estimating nonuse values using conjoint analysis by Robert W. Turner & Alita Giuda & Laura Noddin [Downloadable!]
2005 Industry and Foreign Trade in India, China and OECD countries: an analysis of causality, 1960-2002 by Guisan, M.C. & Exposito, P. [Downloadable!]
2005 Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003 by Guisan, M.C. & Aguayo, E. [Downloadable!]
2005 Budget Deficits and Indirect Taxes during the Political Instability Periods in Turkey: Cointegration Analysis and EC Model Estimation, 1985-2003 by Bildirici, M. & Cosar, N. [Downloadable!]
2005 El análisis econométrico desde la perspectiva de sistemas de información: un cambio de configuración by Mateo, M.C. & García-Cortijo, M.C. [Downloadable!]
2005 Modelisation multifractale du taux de change dollar/euro by Jerome Fillol [Downloadable!]
2004 Estimating equilibrium real interest rates in real-time by Clark, Todd E. & Kozicki, Sharon [Downloadable!]
2004 To what extent fuzzy set theory and structural equation modelling can measure functionings? An application to child well being by Tindara Addabbo & Maria Laura Di Tommaso & Gisella Facchinetti [Downloadable!]
2004 Information Flow Structure in Large-Scale Product Development Organizational Networks by Dan Braha & Yaneer Bar-Yam [Downloadable!]
2004 Generalized Knowledge Index: The Production, and Imputed Gross Future and Present Values of Doctoral Dissertations across Some African Countries by Voxi Heinrich S. Amavilah [Downloadable!]
2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets by Bernd Hayo & Ali Kutan [Downloadable!]
2004 Genetic Algorithms: Genesis of Stock Evaluation by Rama Prasad Kanungo [Downloadable!]
2004 HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India by Puja Guha [Downloadable!]
2004 Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile by Dante Jara [Downloadable!]
2004 Asymptotics for Duration-Driven Long Range Dependent Processes by Mengchen Hsieh & Clifford Hurvich & Philippe Soulier [Downloadable!]
2004 Predictive Regressions: A Reduced-Bias Estimation Method by Yakov Amihud & Clifford Hurvich [Downloadable!]
2004 Semiparametric Estimation of Fractional Cointegrating Subspaces by Willa Chen & Clifford Hurvich [Downloadable!]
2004 Estimating Long Memory in Volatility by Clifford Hurvich & Eric Moulines & Philippe Soulier [Downloadable!]
2004 Threshold Cointegration between Stock Returns : An application of STECM Models by Jawadi Fredj & Koubaa Yousra [Downloadable!]
2004 On the Estimation of Nonlinearly Aggregated Mixed Models by Tommaso Proietti [Downloadable!]
2004 The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts by Artur C. B. da Silva Lopes & Antonio Montañés [Downloadable!]
2004 Data-Driven Rate-Optimal Specification Testing In Regression Models by Emmanuel Guerre & Pascal Lavergne [Downloadable!]
2004 Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series by Guerre [Downloadable!]
2004 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire by Cornelis A Los [Downloadable!]
2004 SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device by Ignacio Díaz-Emparanza [Downloadable!]
2004 TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl by Ignacio Díaz-Emparanza [Downloadable!]
2004 On the stability of recursive least squares in the Gauss-Markov model by Evens SALIES [Downloadable!]
2004 Modelling Directional Dispersion Through Hyperspherical Log- Splines by J.T.A.S. Ferreira & M.F.J. Steel [Downloadable!]
2004 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este by Juan Miguel Villa [Downloadable!]
2004 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data by Diana Weinhold [Downloadable!]
2004 Multifractal analysis of Power Markets. Some empirical evidence by Marina Resta [Downloadable!]
2004 Do Chinese stock markets share common information arrival processes? by Philip Kostov & Ziping Wu & Seamus McErlean [Downloadable!]
2004 Model Selection Uncertainty and Detection of Threshold Effecs by Jean-Yves Pitarakis [Downloadable!]
2004 On Describing Multivariate Skewness: A Directional Approach by J. T. A. S. Ferreira & M. F. J. Steel [Downloadable!]
2004 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models by Chi-Young Choi & Nelson C. Mark & Donggyu Sul [Downloadable!]
2004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models by MONZUR HOSSAIN & M. ATAHARUL ISLAM [Downloadable!]
2004 Testing The Significance Of Local Influence by MONZUR HOSSAIN & M. ATAHARUL ISLAM [Downloadable!]
2004 A model to distribute mark-up amongst quotation component item by David Cattell & Paul Bowen & Ammar Kaka [Downloadable!]
2004 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia by Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov [Downloadable!]
2004 Evaluating Latent and Observed Factors in Macroeconomics and Financ by Jushan Bai & Serena Ng [Downloadable!]
2004 Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor by Jushan Bai & Serena Ng [Downloadable!]
2004 How much has labour taxation contributed to European structural unemployment? by Christophe Planas & Werner Roeger & Alessandro Rossi [Downloadable!]
2004 Simulation-based estimation of peer effects by Brian Krauth [Downloadable!]
2004 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models by Andrew Gelman & Iain Pardoe [Downloadable!]
2004 Prior distributions for variance parameters in hierarchical models by Andrew Gelman [Downloadable!]
2004 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation by Gioacchino Fazio & Olivier Hueber [Downloadable!]
2004 The Partial Distribution: Definition, Properties and Applications in Economy by feng dai [Downloadable!]
2004 A Constructive Representation of Univariate Skewed Distributions by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View by Horst Entorf [Downloadable!]
2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study by Jonathan B. Hill [Downloadable!]
2004 The Economic Growth Effects of NAFTA in the Northern Border of Mexico by Alejandro Diaz-Bautista [Downloadable!]
2004 The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets by Bernd Hayo & Ali M. Kutan [Downloadable!]
2004 Il valore turistico-ricreativo di alcune aree del Parco Nazionale del Gargano. Un'applicazione empirica del metodo del costo del viaggio by Pasquale Pazienza [Downloadable!]
2004 Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds by Robert Kitt [Downloadable!]
2004 Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression by Zhenlin Yang & Yiu Kuen Tse [Downloadable!]
2004 Volatility and the Term Structure: Evidence from Interest Rate Derivatives by Alessandro Beber; Fabio Fornari. [Downloadable!]
2004 The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation by Oleg Korenok & Stanislav Radchenko [Downloadable!]
2004 Macroeconomic Sources of Risk in the Term Structure by Michael R. Wickens & Chiona Balfoussia [Downloadable!]
2004 New-Keynesian Macroeconomics and the Term Structure by Antonio Moreno & Geert Bekaert & Seonghoon Cho [Downloadable!]
2004 Convergence Properties of the Likelihood of Computed Dynamic Models by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos [Downloadable!]
2004 Model Uncertainty and Policy Evaluation: Some Theory and Empirics by William A. Brock & Steven N. Durlauf & Kenneth D. West [Downloadable!]
2004 Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model by Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro [Downloadable!]
2004 Estimating Dynamic Models of Imperfect Competition by Patrick Bajari & C. Lanier Benkard & Jonathan Levin [Downloadable!]
2004 Sectoral vs. country diversification benefits and downside risk by Marina Emiris [Downloadable!]
2004 Learning, Forecasting and Structural Breaks by John M. Maheu & Stephen Gordon [Downloadable!]
2004 A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters by Kalaba, R. & Tesfatsion, Leigh S.
2004 Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems by Kalaba, R. & Tesfatsion, Leigh S.
2004 The Flexible Least Squares Approach to Time-Varying Linear Regression by Kalaba, R. & Tesfatsion, Leigh S.
2004 Sequential Nonlinear Estimation With Nonaugmented Priors by Kalaba, R. & Tesfatsion, Leigh S.
2004 Time-Varying Linear Regression Via Flexible Least Squares by Kalaba, R. & Tesfatsion, Leigh S.
2004 A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares by Kalaba, R. & Rasakhoo, N. & Tesfatsion, Leigh S.
2004 An Organizing Principle for Dynamic Estimation by Kalaba, R. & Tesfatsion, Leigh S.
2004 U.S. Money Demand Instability: A Flexible Least Squares Approach by Tesfatsion, Leigh S. & Veitch, J.
2004 A Further Note on Flexible Least Squares and Kalman Filtering by Kalaba, R. & Tesfatsion, Leigh S.
2004 Flexible Least Squares for Approximately Linear Systems by Kalaba, R. & Tesfatsion, Leigh S.
2004 A Unified Approach to Dynamic Estimation by Kalaba, R. & Tesfatsion, Leigh S.
2004 Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories by Kalaba, R. & Tesfatsion, Leigh S.
2004 A Multicriteria Approach to Dynamic Estimation by Kalaba, R. & Tesfatsion, Leigh S.
2004 Resistant Nonparametric Analysis of the Short Term Rate by Rosario Dell'Aquila & Elvezio Ronchetti [Downloadable!]
2004 Working Paper 12-04 - The macro-economic effects of labour market reforms in the European Union - Some selected simulations with the NIME model by Eric Meyermans [Downloadable!]
2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study by Jonathan B. Hill [Downloadable!]
2004 Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited by Jonathan B. Hill [Downloadable!]
2004 Economic Evaluation of Climate Change Impacts and Adaptation in Italy by Alessandra Goria & Gretel Gambarelli [Downloadable!]
2004 Prior distributions for variance parameters in hierarchical models by Andrew Gelman [Downloadable!]
2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models by Andrew Gelman & Iain Pardoe [Downloadable!]
2004 Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? by Feng Zhao & Robert Jarrow & Haitao Li [Downloadable!]
2004 Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk by Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee [Downloadable!]
2004 Inference of Structural Econometric Models: A Unified Approach by Tong Li
2004 Level-n Bounded Rationality on a Level Playing Field of Sequential Games by Ernan Haruvy & Dale Stahl [Downloadable!]
2004 The role of permanent and transitory components in business cycle volatility moderation by Stan Radchenko & Oleg Korenok [Downloadable!]
2004 Optimal Rules under Adjustment Cost and Infrequent Information by Rene Garcia & Marco Bonomo [Downloadable!]
2004 Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey by Joseph D. ALBA & Donghyun PARK [Downloadable!]
2004 Bagging Binary Predictors for Time Series by Yang Yang & Tae-Hwy Lee [Downloadable!]
2004 Tests of Functional Form and Heteroscedasticity by Y. K. Tse & Z. L. Yang [Downloadable!]
2004 Tests of Functional Form and Heteroscedasticity by Z. L. Yang Y. K. Tse [Downloadable!]
2004 Inside and Outside Bounds: Threshold Estimates of the Phillips Curve by Giovanni P. Olivei & Michelle L. Barnes [Downloadable!]
2004 Unpredictability and the Foundations of Economic Forecasting by David F. Hendry
2004 Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman [Downloadable!]
2004 Comparing Empirical Models of the Euro Economy by Kenneth F. Wallis
2004 Estimating Structural Change in Linear Simultaneous Equations by Huang Weihong & Zhang Yang [Downloadable!]
2004 Employment and Population in European Union: Econometric Models and Causality Tests by Aguayo, Eva & Guisan, Maria-Carmen [Downloadable!]
2004 Economic Growth and Cycles in Poland, Hungary, Czech Republic, Slovakia and Slovenia: A comparison with Spain, Austria and other EU countries, 1950-2002 by Guisan, Maria-Carmen & Aguayo, Eva & Carballas, David [Downloadable!]
2004 An Interregional Model of Foreign Tourism in China by Atherinos, Eleftherios [Downloadable!]
2004 Industria e Comercio Externo na Economia do Brasil, 1960-2000 by Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia [Downloadable!]
2004 Reform Model Two of the President's Commission to Strengthen Social Security: Distributional Outcomes Under Different Economic and Behavioral Assumptions by Melissa M. Favreault & Joshua H. Goldwyn & Karen E. Smith & Lawrence H. Thompson & Cori E. Uccello & Sheila R. Zedlewski [Downloadable!]
2004 The Econometrics of Option Pricing by René Garcia & Eric Ghysels & Éric Renault [Downloadable!]
2004 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!]
2004 Forecasting the Term Structure of Government Bond Yields by Francis X. Diebold & Canlin Li [Downloadable!]
2004 Accounting for unobservables in production models:management and inefficiency by Antonio Álvarez & Carlos Arias & William Greene [Downloadable!]
2004 Eficiência Técnica, Economias De Escala, Estrutura Da Propriedade E Tipo De Gestão No Sistema Hospitalar Brasileiro by André Proite & Maria da Conceição Sampaio de Sousa [Downloadable!]
2004 A fractionally integrated model for the Spanish real GDP by Luis Alberiko Gil-Alana [Downloadable!]
2004 Fractional cointegration in the consumption and income relationship using semiparametric techniques by Luis A. Gil-Alana [Downloadable!]
2004 Integrated volatility measuring from unevenly sampled observations by Taro Kanatani [Downloadable!]
2004 Testing of I(d) processes in the real output by Luis A. Gil-Alana [Downloadable!]
2004 Models of labour demand with fixed costs of adjustment: a generalised tobit approach by Francesca Di Iorio & Stefano Fachin [Downloadable!]
2004 Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique by Godwin Nwaobi [Downloadable!]
2004 Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective by Slim Chaouachi & Gilles Dufrenot & Valerie Mignon [Downloadable!]
2004 Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment by Stefano Fachin [Downloadable!]
2004 On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition by Steven Cook [Downloadable!]
2004 Mean-Covariance Structure Models in Economic Research: an Application to a Lending Program for Development in Burkina Faso by Paxton, J. & Thraen, C. [Downloadable!]
2004 A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico by Guisan, M.Carmen [Downloadable!]
2004 A VAR Analysis of US and Japanese Effects on Malaysian Aggregate and Sectoral Output by Ibrahim, M.H [Downloadable!]
2004 Education, Research and Manufacturing in EU25: An Inter-Sectoral Econometric Model of 151 European Regions, 1995-2000 by Guisan, M.C. [Downloadable!]
2004 Desarrollo economico de Europa Central en 1950-2002: Modelos econometricos y comparacion con Irlanda, España y Austria by Guisan, M. C. & Aguayo, E. [Downloadable!]
2004 Econometric Models and Evolution of Agrarian and non Agrarian Employment in OECD Countries, 1950-2000 by Guisán, M.C. & Expósito, P. [Downloadable!]
2004 Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests by Guisan, M.C. [Downloadable!]
2004 Determinants of Aggregate Imports in the GCC countries by Metwally, M.M. [Downloadable!]
2004 Employment, Population and Regional Development in Western and Central Europe. Econometric Models and Challenges of EU Enlargement by Guisan, M.C. & Aguayo, E. [Downloadable!]
2004 The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan by Maghyereh, A. [Downloadable!]
2004 Linkages of Indian Interest Rates with US and Japanese Rates by Vuyyuri, S. [Downloadable!]
2004 The Effect of Economic and Social Resources in Some Countries in Transition for 2000: A Static Econometric Model by Aleksandar Dimitrov [Downloadable!]
2003 How the Basic RBC Model Fails to Explain US Time Series by Gregory C. Chow [Downloadable!]
2003 Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification by Jean-Yves Pitarakis [Downloadable!]
2003 Dating the Italian Business Cycle: A Comparison of Procedures by Giancarlo Bruno & Edoardo Otranto [Downloadable!]
2003 Spot price dynamics in deregulated power markets by Marina Resta & Davide Sciutti [Downloadable!]
2003 Testing for Stochastic Cointegration and Evidence for Present Value Models by Brendan McCabe & Stephen Leybourne & David Harris [Downloadable!]
2003 Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification by Steve Leybourne & Tae-Hwan Kim & Paul Newbold [Downloadable!]
2003 Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test by Steve Leybourne & Paul Newbold & Tae-Hwan Kim [Downloadable!]
2003 On Unit Root Tests and the Initial Observation by Steve Leybourne & David Harvey [Downloadable!]
2003 Panel Stationarity Tests with Cross-sectional Dependence by David Harris & Steve Leybourne & Brendan McCabe [Downloadable!]
2003 Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter by Roberto Iannaccone & Edoardo Otranto [Downloadable!]
2003 the Multi-State Markov Switching Model by Edoardo Otranto [Downloadable!]
2003 An Improved Panel Unit Root Test Using GLS-Detrending by Claude Lopez [Downloadable!]
2003 Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison by Luciano Gutierrez [Downloadable!]
2003 An Improved Panel Unit Root Test Using GLS-Detrending by Claude Lopez [Downloadable!]
2003 Structural Equation Models in Human Behavior Genetics by Arthur S. Goldberger [Downloadable!]
2003 Strongly Consistent Determination of the Rank of Matrix by Zaka Ratsimalahelo [Downloadable!]
2003 Econometrics and Economic Policy by Gregory C. Chow [Downloadable!]
2003 Economic Effects of Political Movements in China: Lower Bound Estimates by Gregory C. Chow [Downloadable!]
2003 Estimating Economic Effects of Political Movements in China by Gregory C. Chow [Downloadable!]
2003 From Economic Activity to Understanding Spaces by Diego Iribarren [Downloadable!]
2003 Innovation And Technological Evolution In A Western European Country – The Case Of Portugal by Jose Ramos Pires Manso [Downloadable!]
2003 The market for Picasso prints: an hybrid model approach by Locatelli-Biey, Marilena & Zanola, Roberto [Downloadable!]
2003 Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data by Serena Ng & Jean Boivin
2003 Dynamic Neural Network Based Inflation Forecasts for the UK by Binner, J & Gazely
2003 Individual Mortality and Macro Economic Conditions from Birth to Death by Maarten Lindeboom & France Portrait & Gerard J. van den Berg [Downloadable!]
2003 Statistical Properties of Forward Libor Rates by Carol Alexander & Dimitri Lvov [Downloadable!]
2003 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!]
2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba [Downloadable!]
2003 Markov Switching Garch Models of Currency Crises in Southeast Asia by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan [Downloadable!]
2003 The OECD Medium-Term Reference Scenario: Economic Outlook No.74 by Peter Downes & Aaron Drew & Patrice Ollivaud [Downloadable!]
2003 Estimating Housing Demand with an Application to Explaining Racial Segregation in Cities by Patrick Bajari & Matthew E. Kahn [Downloadable!]
2003 Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data by Patrick Bajari & Ali Hortacsu [Downloadable!]
2003 Regime-Switching and the Estimation of Multifractal Processes by Laurent Calvet & Adlai Fisher [Downloadable!]
2003 The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach by Hui Huang & John Whalley [Downloadable!]
2003 Identification, Weak Instruments and Statistical Inference in Econometrics by DUFOUR, Jean-Marie [Downloadable!]
2003 Identification, Weak Instruments and Statistical Inference in Econometrics by DUFOUR, Jean-Marie [Downloadable!]
2003 The limits of statistical information: How important are GDP revisions in Italy? by Lupi, Claudio & Peracchi, Franco [Downloadable!]
2003 Macroeconomic Interval Forecasting: The Case of Assessing the Risk of Deflation in Germany by Dora Borbély & Carsten-Patrick Meier [Downloadable!]
2003 Individual Mortality and Macro-Economic Conditions from Birth to Death by Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J. [Downloadable!]
2003 Measuring Labor Market Frictions: A Cross-Country Comparison by Ridder, Geert & van den Berg, Gerard J. [Downloadable!]
2003 The Effect of Search Frictions on Wages by van den Berg, Gerard J. & van Vuuren, Aico [Downloadable!]
2003 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis by Bunzel, Helle & Vogelsang, Timothy J.
2003 Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong by Weshah A. Razzak [Downloadable!]
2003 Working Paper 12-03 - An assessment of the risks to the medium-term outlook of the Belgian international economic environment by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
2003 Working Paper 09-03 - The international transmission of shocks - Some selected simulations with the NIME model by Eric Meyermans [Downloadable!]
2003 Working Paper 06-03 - MODTRIM II : A quarterly model for the Belgian economy by Bart Hertveldt & Igor Lebrun [Downloadable!]
2003 From Economic Activity to Understanding Spaces by Diego Iribarren [Downloadable!]
2003 External Trade, Tourism and Economic Integration in Latin America by Aguayo, Eva & Alvarez, Lia & Gardella, Rodrigo J. [Downloadable!]
2003 Effects of the Integration of Mexico into NAFTA on Trade, Industry, Employment and Economic Growth by Guisan, M.Carmen & Malacon, C. & Exposito, P. [Downloadable!]
2003 Education, Industrial Development and Foreign Trade in Argentina: Econometric Models and International Comparisons by Guisan, M.Carmen & Martinez, C. [Downloadable!]
2003 Modelos econometricos de capital humano: Principales enfoques y evidencia empirica by Neira, Isabel [Downloadable!]
2003 Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97 by Guisan, M.Carmen [Downloadable!]
2003 Identifying Determinants of German Inflation: An Eclectic Approach by Tatiana Fic [Downloadable!]
2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS by Cees Diks & Roy van der Weide [Downloadable!]
2003 Identifying and Forecasting the Turns of the Japanese Business Cycle by Konstantin A., Kholodilin [Downloadable!]
2003 Dollarization and real volatility by Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian [Downloadable!]
2003 Identification, Weak Instruments and Statistical Inference in Econometrics by Jean-Marie Dufour [Downloadable!]
2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis by Francis X. Diebold, & Glenn D. Rudebusch & S. Boragan Aruoba [Downloadable!]
2003 Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks by Pesaran, M.H. & Timmermann, A. [Downloadable!]
2003 Forecasting and Analyzing World Commodity Prices by René Lalonde & Zhenhua Zhu & Frédérick Demers [Downloadable!]
2003 A Comparison of Twelve Macroeconomic Models of the Canadian Economy by Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant [Downloadable!]
2003 Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
2003 Corrientes internacionales de capital e inversión extranjera de cartera. El caso de México, 1989-1999 by Márquez Pozos, Jorge Miguel & Islas Camargo, Alejandro & Venegas-Martínez, Francisco
2003 Long memory in a small stock market by Jussi Tolvi [Downloadable!]
2003 Efficient unit root tests of real exchange rates in the post-Bretton Woods era by Francis Ahking [Downloadable!]
2003 Asymmetric cycles in unobserved components models by Jesus Crespo Cuaresma [Downloadable!]
2003 Output dynamics in an endogenous growth model by Ilaski Barañano & M. Paz Moral [Downloadable!]
2003 Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density by AHAMADA IBRAHIM [Downloadable!]
2003 Multifractality: Theory and Evidence an Application to the French Stock Market by Jérôme Fillol [Downloadable!]
2003 Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment by Boriss Siliverstovs [Downloadable!]
2003 Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99 by Anthony Bende-Nabende & Jim Slater [Downloadable!]
2003 Asia 7: Analisis Sectorial y del Comercio Exterior en el Este Asiatico, 1988-2000 by Carballas A.David & Exposito, Pilar [Downloadable!]
2003 Impacto de la Ayuda Oficial al Desarrollo en Centroamerica by Valladares, Angelica Maria & Neira Gomez, Isabel [Downloadable!]
2003 Analisis Econometrico de la Relacion entre la Educacion y la Mortalidad Infantil en la Comunidad Andina. 1960-2000 by Lamelas, Nelida & Cancelo, Mª Teresa [Downloadable!]
2003 Econometric Models of Private and Public Health Expenditure in OECD countries, 1970-96 by Guisan, M.Carmen & Arranz, Matilde [Downloadable!]
2003 Identification, weak instruments, and statistical inference in econometrics by Jean-Marie Dufour [Downloadable!]
2003 Scenarios for Trade Integration in the Americas by Xinshen Diao & Eugenio Díaz-Bonilla & Sherman Robinson [Downloadable!]
2003 Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables by Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo [Downloadable!]
2003 Bootstrapping Macroeconometric Models by Ray C. Fair [Downloadable!]
2003 Time-Varying Betas Help in Asset Pricing: The Threshold CAPM by Levent Akdeniz & Aslihan Altay-Salih & Mehmet Caner [Downloadable!]
2003 Spillovers from Local Market Human Capital and the Spatial Distribution of Productivity in Malaysia by Timothy G. Conley & Fredrick Flyer & Grace R. Tsiang [Downloadable!]
2003 The Effect of Economic and Social Resources in Some Countries in Transition for 2000: An Econometric Model by Aleksandar Dimitrov [Downloadable!]
2002 A Model of Educational Attainment : Application to the German Case by Lauer, Charlotte [Downloadable!]
2002 Family background, cohort and education : a French-German comparison by Lauer, Charlotte [Downloadable!]
2002 Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto by Vladimir Z. Nuri [Downloadable!]
2002 The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets by Bernd Hayo & Ali Kutan [Downloadable!]
2002 Some Reflections on Trend-Cycle Decompositions with Correlated Components by Tommaso Proietti [Downloadable!]
2002 Estimating Multi-country VAR models by Fabio Canova & Matteo Ciccarelli [Downloadable!]
2002 On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models by Zacharias Psaradakis & Nicola Spagnolo
2002 The efficiency of the Taylor rule, a stochastic analysis using the Macsim model by Jean Louis Brillet
2002 Nonlinear stochastic trends and economic fluctuations by Maximo Camacho [Downloadable!]
2002 Modeling Agents Who Learn Conditional Beliefs by Dale O. Stahl
2002 Excessive Variation in Risk Factor Correlation and Volatilities by Salih Neftci
2002 Real business cycle models, endogenous growth models and cyclical growth: A critical survey by Davide Fiaschi & Serena Sordi
2002 Innovations and Emissions by Lutz C. & Meyer B. & Nathani C. & Schleich J. [Downloadable!]
2002 Substitutability and Complementarity of FDI and PI in a Martingale Context by Brian J. Jacobsen
2002 EMU Monetary and Fiscal Policies: Optimal Policies in a Global Game by Gottfried Haber & Reinhard Neck & Warwick J. McKibbin
2002 Digital Security Tokens in Network Commerce: Modeling and Derivative Application by Kanta Matsuura [Downloadable!]
2002 Portfolio Optimization: which alternatives to standard gaussian model? by Marina Resta
2002 Subjective Measures of Risk Aversion and Portfolio Choice by Arie Kapteyn & Federica Teppa [Downloadable!]
2002 Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators by Fabio Canova & Matteo Ciccarelli [Downloadable!]
2002 Working Paper 11-02 - Monetary policy in the euro area - Simulations with the NIME model by Eric Meyermans [Downloadable!]
2002 Working Paper 05-02 - Automatic fiscal stabilisers by Eric Meyermans [Downloadable!]
2002 Interactions Between Market and Credit Risk: Modeling the Joint Dynamics of Default-Free and Defaultable Bond Term Structures by Roger WALDER [Downloadable!]
2002 Modelos econometricos de capital humano y crecimiento economico: Efecto Inversion y otros efectos indirectos by Neira, Isabel & Guisan, M.Carmen [Downloadable!]
2002 Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion by Guisan, M.Carmen [Downloadable!]
2002 Modelos econometricos del mercado de la vivienda en las regiones españolas by Lopez, Carmen [Downloadable!]
2002 Modelizacion econometrica de la rentabilidad en los mercados de valores by Escudero, E. [Downloadable!]
2002 Evolucion Del Consumo Privado en Los Paises de la OCDE en 1970-1994: Modelos econometricos de analisis de elasticidades by Arranz, M. [Downloadable!]
2002 Productividad Global en la Mineria Espanola: Una Panoramica y Modelos Econometricos by Rodriguez, X.A. [Downloadable!]
2002 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches by Arranz, M. [Downloadable!]
2002 Perspectivas Demograficas de Galicia by Guisan, M.C. & Cancelo, T. & Iglesias, A. & Vazquez, E. [Downloadable!]
2002 Las Industrias Derivadas de la Madera En España (1964-90). Comparacion internacional, modelos econometricos y analisis de causalidad by Guisan, M.C. & Iglesias, A. [Downloadable!]
2002 An Interregional Econometric Model for Market Services Employment in 120 EEC Regions by Guisan, M.C. & Frias, I. [Downloadable!]
2002 Subjective measures of risk aversion and portfolio choice by Kapteyn, A. & Teppa, F. [Downloadable!]
2002 Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism by Konstantin A. KHOLODILIN [Downloadable!]
2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator by Konstantin, KHOLODILIN [Downloadable!]
2002 Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle by Konstantin A. KHOLODILIN [Downloadable!]
2002 Capital social et anthroponomie by Peaucelle, Irina [Downloadable!]
2002 How Large is Your Reference Group by Claude Montmarquette & François Gardes [Downloadable!]
2002 Identifying endogenous fiscal policy rules for macroeconomic models by Javier J. Pérez & Paul Hiebert [Downloadable!]
2002 Asset Allocation Using Extreme Value Theory by Younes Bensalah [Downloadable!]
2002 Gravity Approach for Analysing Bilateral Trade Flows of the Baltic Rim Countries by Tiiu Paas [Downloadable!]
2002 The demand for nonrelative child care among families with infants and toddlers: A double-hurdle approach by Bridget G. Hiedemann & Jutta M. Joesch [Downloadable!]
2002 Measuring self-sustainability of economic development at the county level by Oleg Smirnov [Downloadable!]
2002 Further Cross-Country Evidence on the Accuracy of the Private Sector's Output Forecasts by Grace Juhn & Prakash Loungani [Downloadable!]
2002 Comparing Projections and Outcomes of IMF-Supported Programs by Alberto Musso & Steven Phillips [Downloadable!]
2002 Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets by Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon [Downloadable!]
2002 Electoral behavior of US counties: a panel data approach by Stanislav Anatolyev [Downloadable!]
2002 Testing the assumption of Linearity by Theodore Panagiotidis [Downloadable!]
2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator by Konstantin A. Kholodilin [Downloadable!]
2002 Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator by Konstantin A. Kholodilin [Downloadable!]
2002 Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator by Konstantin A. Kholodilin [Downloadable!]
2002 On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study by Yi-Ting Chen [Downloadable!]
2002 Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data by Xavier Fairise & Patrick Fève [Downloadable!]
2002 Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators by Konstantin Kholodilin [Downloadable!]
2002 A vector error correction and nonnested modeling of money demand function in Nigeria by GODWIN NWAOBI [Downloadable!]
2002 La industria en España y en la OCDE, 1960-2000 by Guisan, M.Carmen [Downloadable!]
2002 Employment and Regional Tourism in Europe, 1990-2000 by Guisan, M.Carmen & Aguayo, Eva [Downloadable!]
2002 Liberacion comercial y crecimiento economico en Mercosur 1994-2000 by San Millan, Alejandro & Rodriguez, Xose Anton [Downloadable!]
2002 Impacto economico del turismo en el Mercosur y Chile (1990-2000) by Gardella, Rodrigo & Aguayo, Eva [Downloadable!]
2002 Relaciones intersectoriales en Latinoamerica en el periodo 1980-99: un analisis econometrico by Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar [Downloadable!]
2002 Employment and Regional Development in Italy by Guisan, M.Carmen & Aguayo, Eva [Downloadable!]
2002 Characterizing the Degree of Stability of Non-linear Dynamic Models by Mikael Bask & Xavier de Luna [Downloadable!]
2001 Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm by Junwu Gan [Downloadable!]
2001 How Important are Tobacco Prices in the Propensity to Start and Quit Smoking? An Analysis of Smoking Histories from the Spanish National Health Survey by Ángel López Nicolás [Downloadable!]
2001 How Important are Tobacco Prices in the Propensity to Start and Quit Smoking? An Analysis of Smoking Histories from the Spanish National Health Survey by Ángel López Nicolás [Downloadable!]
2001 Dynamics of a market with market participants switching their expectation formation functions: an empirical application to the U.S. hog market by SaangJoon Baak
2001 Solving for Market Equilibrium using Random Coefficient Random Utility Models by V. Brian Viard, Nicholas Polson, Anne Gron
2001 Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice by Reuven Shnaps
2001 Portfolio Selection Models Driven by Non Gaussian Price Dynamics by Marina Resta
2001 Portfolio Selection Models Driven by Non Gaussian Price Dynamics by Marina Resta
2001 Estimation of Poorly-Measured Service-Industry Output by Baoline Chen
2001 On Inflation and the Persistence of shocks to Output by Maral Kichian and Richard Luger, Bank of Canada
2001 Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health by Ahmed W. Khwaja
2001 The efficiency of the Taylor rule : A stochastic analysis using the Macsim model by Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies
2001 Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence by Jiahui Wang
2001 Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model by Sorin Solomon and Moshe Levy
2001 Measuring the Level of Competition in the Argentine Banking Industry by Marcelo Dabós & Daniel Aromí [Downloadable!]
2001 Les algorithmes de la modélisation : une analyse critique pour la modélisation économique by Buda, Rodolphe [Downloadable!]
2001 Standard Shocks in the OECD Interlink Model by Thomas Dalsgaard & Christophe André & Pete Richardson [Downloadable!]
2001 Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods by Ravi Jagannathan & Zhenyu Wang [Downloadable!]
2001 An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals by Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J. [Downloadable!]
2001 Micro Simulation - A Tool for Economic Analysis by Klevmarken, N.A.
2001 Degeneracy in Data Envelopment Analysis by Mar-Molinero, C. & Mancebon, M.J.
2001 La loi, l'homme, le nombre : retour sur l'histoire de la modelisation econometrique by Le Gall, P.
2001 Working Paper 03-01 - The NIME Model : A Macroeconometric World Model by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
2001 A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models by Edoardo Otranto & Giampiero M. Gallo [Downloadable!]
2001 Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns by Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee [Downloadable!]
2001 Sequential Regression: A Neodescriptive Approach to Multicollinearity by Norman Fickel [Downloadable!]
2001 Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96 by Guisan, M.C. & Arranz, M. [Downloadable!]
2001 MAKMODEL: a macroeconometric model for the Republic of Macedonia by L. de Haan & A. Naumovska & H.M.M. Peeters [Downloadable!]
2001 Hypothetical intertemporal consumption choices by Kapteyn, A. & Teppa, F. [Downloadable!]
2001 Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data by Konstantin A. KHOLODILIN [Downloadable!]
2001 Dropout, School Performance and Working while in School : An Econometric Model with Heterogeneous Groups by Marcel Dagenais & Claude Montmarquette & Nathalie Viennot-Briot [Downloadable!]
2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002) by René Garcia & Richard Luger & Éric Renault [Downloadable!]
2001 Asymmetric Smiles, Leverage Effects and Structural Parameters by René Garcia & Richard Luger & Éric Renault [Downloadable!]
2001 A Note on the Selection of Time Series Models by Serena Ng & Pierre Perron [Downloadable!]
2001 Affine Term-Structure Models: Theory and Implementation by David Jamieson Bolder [Downloadable!]
2001 Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
2001 Inflation Targeting in Korea: An Empirical Exploration by By Alexander W. Hoffmaister [Downloadable!]
2001 Outliers in eleven Finnish macroeconomic time series by Jussi Tolvi [Downloadable!]
2001 Latent Leading and Coincident Factors Model with Markov-Switching Dynamics by Konstantin Kholodilin [Downloadable!]
2001 Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas by Guisan, M.Carmen & Neira, I [Downloadable!]
2001 Estudio Econometrico de la Influencia del Capital Humano en el Crecimiento de la Productividad Industrial de Mexico, 1960-1993 by Canudas, Rocio [Downloadable!]
2001 Comparacion internacional del gasto publico en Sanidad y Educacion de España con los paises de la OCDE 1982-96 by Neira, Isabel & Iglesias, Ana [Downloadable!]
2001 Capital humano y capital fisico en la OCDE, su importancia en el crecimiento economico en el periodo 1965-95 by Guisan, M.Carmen & Neira, Isabel [Downloadable!]
2001 Employment and regional development in Germany by Guisan, M.Carmen & Aguayo, Eva [Downloadable!]
2001 Econometric model of Services Sector Development and Impact of Tourism in Latin American Countries by Aguayo, Eva & Exposito, Pilar & Lamelas, Nelida [Downloadable!]
2001 Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test by Cancelo, M.Teresa & Guisan, M.Carmen & Frias, Isidro [Downloadable!]
2001 Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach by Guisan, M.Carmen [Downloadable!]
2001 Economic growth and cycles: Cross-country models of education, industry and fertility and international comparisons by Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar [Downloadable!]
2000 Sequential Regression: A Neodescriptive Approach to Multicollinearity by Norman Fickel [Downloadable!]
2000 Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis by Lindsay M. Tedds & David E. A. Giles [Downloadable!]
2000 ¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia sanit by Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig [Downloadable!]
2000 ¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia sanit by Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig [Downloadable!]
2000 The Market for Sculptures: an Adjacent Year Regression Index by Locatelli-Biey, Marilena & Zanola, Roberto [Downloadable!]
2000 Seraching for Additive Outliers in Nonstationary Time Series by Perron, P. & Rodriguez, G.
2000 Residual Based Tests for Cointegration with GLS Detrended Data by Perron, P. & Rodriguez, G.
2000 Interactions-Based Models by William Brock & Steven N. Durlauf [Downloadable!]
2000 The Resource and Agricultural Policy System (RAPS): Upgrade and Documentation by Wu, JunJie [Downloadable!]
2000 A Multicriteria Approach to Model Specification and Estimation by Kalaba, Robert & Tesfatsion, Leigh
2000 Arbeitsangebotseffekte des Steuerentlastungsgesetzes 1999/2000/2001 by Gerhard Wagenhals [Downloadable!]
2000 Seraching for Additive Outliers in Nonstationary Time Series by Perron, P. & Rodriguez, G.
2000 Residual Based Tests for Cointegration with GLS Detrended Data by Perron, P. & Rodriguez, G.
2000 Reversed Score and Likelihood Ratio Tests by Dhaene, G. & Scaillet, O.
2000 Asymmetric Smiles, Leverage Effects and Structural Parameters by Garcia, R. & Luger, R. & Renault, E.
2000 Latent Variable Models for Stochastic Discount Factors by Garcia, R. & Renault, E.
2000 Status, Lotteries, and Inequality by Becker, G.S. & Murphy, K.M. & Werning, I.
2000 An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series by Maravall, A. & Sanchez, F.J.
2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With Nigem by Ortega, E. & Alberola, E.
2000 Working Paper 10-00 - The NIME Model : Specification and Estimation of the Enterprise Sector by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
2000 Working Paper 08-00 - The NIME Model - Specification and Estimation of the Demand Equations of the Household Sector by Eric Meyermans & Patrick Van Brusselen [Downloadable!]
2000 When is labour market flexibility welcome? More on asymmetric policy impacts in Europe by S. Sgherri [Downloadable!]
2000 Reversed Score and Likelihood Ratio Tests by Dhaene, Geert & Scaillet, Olivier [Downloadable!]
2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes by Jean-Marie Dufour & Olivier Torrès [Downloadable!]
2000 Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors by Jean-Marie Dufour & Joanna Jasiak [Downloadable!]
2000 An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series by Agustín Maravall & Fernando J. Sánchez [Downloadable!]
2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM by Eva Ortega & Enrique Alberola [Downloadable!]
2000 Steps in Applying Extreme Value Theory to Finance: A Review by Younes Bensalah [Downloadable!]
2000 Econometrics, Volume 1: Econometric Modeling of Producer Behavior by Dale W. Jorgenson
2000 Financial Modeling, 2nd Edition by Simon Benninga
2000 Estimating a continuous time portfolio selection model: An application with UK data by Burak Saltoglu [Downloadable!]
2000 How Does Dollarization Affect Real Volatility and Country Risk? by Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo [Downloadable!]
2000 Arbeitsangebotseffekte des Steuer- und Transfersystems in der Bundesrepublik Deutschland by Gerhard Wagenhals [Downloadable!]
1999 A Heisenberg Bound for Stationary Time Series by Eric Blankmeyer [Downloadable!]
1999 L-scaling by Eric Blankmeyer [Downloadable!]
1999 Best Log-linear Index Numbers: Extensions and Applications by Eric Blankmeyer [Downloadable!]
1999 What Determined the Uneven Growth of Europe´s Southern Regions? An Empirical Study with Panel Data by Gabriele Tondl [Downloadable!]
1999 A Fuzzy Logic Approach to Modelling the Underground Economy by Robert Draeseke & David E. A. Giles [Downloadable!]
1999 The Canadian Underground and Measured Economies: Granger Causality Results by David E. A. Giles & Lindsay Tedds & Gugsa Werkneh [Downloadable!]
1999 Modelling the Hidden Economy and the Tax-Gap in New Zealand by David E. A. Giles [Downloadable!]
1999 The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand by David E. A. Giles, & Patrick J. Caragata [Downloadable!]
1999 Institutionalism as "Scientific" Economics by Malcom Rutherford [Downloadable!]
1999 Dynamic Factor Demand Models and Productivity Analysis by M. Ishaq Nadiri & Ingmar R. Prucha [Downloadable!]
1999 The Distribution of Pollution in the United States: An Environmental Gini Approach by Millimet, Daniel L. & Slottje, Daniel [Downloadable!]
1999 Quantitative Economic Modeling vs Methodological Individualism ? by Buda, Rodolphe [Downloadable!]
1999 Econometric Inflation Targeting by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen [Downloadable!]
1999 Dynamic Factor Demand Models and Productivity Analysis by M. Ishaq Nadiri & Ingmar R. Prucha [Downloadable!]
1999 The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain by Katarina Juselius & Juan Toro [Downloadable!]
1999 Models and Relations in Economics and Econometrics by Katarina Juselius [Downloadable!]
1999 Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS by Katarina Juselius & Elena Gennari [Downloadable!]
1999 Micro Data and General Equilibrium Models by Martin Browning & Lars Peter Hansen & James J. Heckman
1999 Gender And Racial Discrimination In Pay And Promotion For Nhs Nurses by Stephen Pudney & Michael A. Shields [Downloadable!]
1999 Measuring Inter-Judge Sentencing Disparity Before and After the Federal Sentencing Guidelines by Anderson, J.M. & Kling, J.R. & Stith, K.
1999 Functional Indirect Inference by Billio, M. & Monfort, A.
1999 Training Effects on Employment when the Training Effects are Heterogenous : an Application to Norwegian Vocational Rehabilitation Programs by Aakvik, A. & Heckman, J.J. & Vytlacil, E.J.
1999 A structural cointegrating VAR approach to macroeconometric modelling by A Garratt & K Lee & M H Pesaran & Yongcheol Shin [Downloadable!]
1999 Monetary transmission channels, monetary regimes and consumption behaviour by S. Sgherri [Downloadable!]
1999 Dynamic Factor Demand Models and Productivity Analysis by Nadiri, M.I. & Prucha, I. [Downloadable!]
1999 Nonlinear innovations and impulse responses by Gourieroux, Christian & Jasiak, Joanna [Downloadable!]
1999 Latent Variable Models for Stochastic Discount Factors by René Garcia & Éric Renault [Downloadable!]
1999 Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output by Gabriel Rodriguez & Nicholas Rowe [Downloadable!]
1999 Forecasting Dynamic Time Series in the Presence of Deterministic Components by Serena Ng & Timothy Vogelsang [Downloadable!]
1999 State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications by Chang-Jin Kim & Charles R. Nelson
1999 Detecting self-organisational change in economic processes exhibiting logistic growth by John Foster & Phillip Wild [Downloadable!]
1999 Stable cointegrating regressions: Fully-modified estimates for inflation and employment cost indices by Rosemary D. Rossiter [Downloadable!]
1998 Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation by William A. Barnett & Haiyang Xu [Downloadable!]
1998 Bayesian and Classical Approaches to Instrumental Variables Regression by Frank Kleibergen & Eric Zivot [Downloadable!]
1998 An Approximate Wavelet MLE of Short and Long Memory Parameters by Mark J. Jensen [Downloadable!]
1998 Modelling the Hidden Economy and the Tax-Gap in New Zealand by David E. A. Giles [Downloadable!]
1998 Measuring The Hidden Economy: Implications for Econometric Modelling by David E. A. Giles [Downloadable!]
1998 The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand by David E. A. Giles, & Patrick J. Caragata [Downloadable!]
1998 Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand by Patrick J. Caragata, & David E. A. Giles [Downloadable!]
1998 Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records by David E. A. Giles [Downloadable!]
1998 The Underground Economy: Minimizing the Size of Government by David E.A. Giles [Downloadable!]
1998 Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records by David E. A. Giles [Downloadable!]
1998 The Underground Economy: Minimizing the Size of Government by David E.A. Giles [Downloadable!]
1998 Measuring Inter-judge Sentencing Disparity Before and After the Federal Sentencing Guidelines by James M. Anderson & Jeffrey R. Kling & Kate Stith [Downloadable!]
1998 Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay [Downloadable!]
1998 How Relevant is Volatility Forecasting for Financial Risk Management? by Peter F. Christoffersen & Francis X. Diebold [Downloadable!]
1998 Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors by DUFOUR, Jean-Marie & JASIAK, Joanna [Downloadable!]
1998 The Volatility of U.S. Term Structure Term Premia 1952-1991 by Henry, O.T.
1998 European Money Demand and the Role of UK for its Stability: A Cointegration Analysis by Andreas Beyer [Downloadable!]
1998 An Axiomatization of Cumulative Prospect Theory for Decision Under Risk by Chateauneuf, A. & Wakker, P.
1998 The Degree of Collusion in Construction by Lever, M.H.C. & Nieuwenhuijsen, H.R. & van Stel, A.J.
1998 Bayesian Specification and Identification of a Class of Mixture Models by Mouchart, M. & San Martin, E.
1998 Lot-Sizing Problems: Modelling Issues and a Specialized Branch-and-Cut System BC-PROD by Belvaux, G. & Wolsey, L.A.
1998 Identification Problems in a Class of Mixture Models with an Application to the Lisrel Model by Mouchart, M. & San Martin, E.
1998 On the Transition from Local Regular to Global Irregular Fluctuations by Pintus, P. & Sands, D. & de Vilder, R.
1998 Risk Aversion, Intertemporal Substitution, and Option Pricing by Garcia, R. & Renault, E.
1998 Two Roles for Elections: Discipling the Incumbent and Selecting a Competent Candidate by Berganza, J.C.
1998 Working Paper 08-98 - An Evaluation of Fiscal Measures for Energy Products in the European Union by Francis Bossier & Sophie Mertens & Eric Meyermans & Patrick Van Brusselen [Downloadable!]
1998 Risk Aversion, Intertemporal Substitution, and Option Pricing by René Garcia & Éric Renault [Downloadable!]
1998 A Structural Cointegrating VAR Approach to Macroeconometric Modelling by Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol
1998 Forecasting Inflation with the M1-VECM: Part Two by Engert, Walter & Hendry, Scott [Downloadable!]
1997 An estimator for the road freight handling factor by Thomas Cool [Downloadable!]
1997 The Angular Distribution of Asset Returns in Delay Space by Roger Koppl & Carlo Nardone [Downloadable!]
1997 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings by Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo [Downloadable!]
1997 Nonlinear and Complex Dynamics in Economics by William A. Barnett & Alfredo Medio & Apostolos Serletis [Downloadable!]
1997 On the Estimation and Inference of a Cointegrated Regression in Panel Data by Chihwa Kao & Min-Hsien Chiang [Downloadable!]
1997 Estimation of Price Elasticities from Norwegian Household Survey Data by Leif Brubakk [Downloadable!]
1997 Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors by Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul [Downloadable!]
1997 Inventories and Asymmetric Business Cycle Fluctuations in the UK by Sensier, M.
1997 Cointegration and Long-Horizon Forecasting by Peter F. Christoffersen & Francis X. Diebold [Downloadable!]
1997 Evaluating Density Forecasts by Francis X. Diebold & Todd A. Gunther & Anthony S. Tay [Downloadable!]
1997 Duality Theory And the Consistent Estimation Of Technological Parameters: Why Cost Function Estimation Can Be Wrong by James McIntosh & William A. Sims [Downloadable!]
1997 Vacancy Durations - A Model for Employer's Search by Weber, Andrea [Downloadable!]
1997 Modeles de comptage Semi-parametriques by Gourieroux, C. & Monfort, A.
1997 Eaton's Markov Chain, its Conjugate Partner and P-admissibility by Hobert, J.-P. & Robert, C.-P.
1997 Asymptotic Properties of HPD Regions in the Discrete Case by Rousseau, J.
1997 Covariance Matrix Estimation for Estimators of Mixing World's Arma by Francq, C. & Zakoian, J.M.
1997 Testing for Asymmetric Information in Insurance Markets by Chiappori, P-A & Salanie, B
1997 The Economic Return to Schooling in Ireland by Callan, T. & Harmon, C.P.
1997 Working Paper 03-97 - Specification and estimation of an allocation system for private consumption in Europe by Ingrid Bracke & Eric Meyermans [Downloadable!]
1997 Mutual Encompassing and Model Equivalence by Lu, M. & Mizon, G. E.
1997 Mathematical and Statistical Modelling of Cointegration by Johansen, S.
1997 Waves and Persistence in Merger and Acquisition Activity by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty [Downloadable!]
1997 Analysis of Vector Autoregressions in the Presence of Shifts in Mean by Serena Ng & Timothy J. Vogelsang [Downloadable!]
1997 Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power by Serena Ng & Pierre Perron [Downloadable!]
1997 Unemployment Insurance in Theory and Practice by Holmlund, B.
1996 Bootstrap Methods For Covariance Structures by Joel L. Horowitz [Downloadable!]
1996 Stochastic Volatility: Likelihood Inference And Comparison With Arch Models by Sangjoon Kim & Neil Shephard & Siddhartha Chib [Downloadable!]
1996 Bootstrap Methods for Median Regression Models by Joel L. Horowitz [Downloadable!]
1996 Posterior Simulation and Bayes Factors in Panel Count Data Models by Siddhartha Chib & Edward Greenberg & Rainer Winkelmann [Downloadable!]
1996 Bayesian Analysis of Multivariate Probit Models by Siddhartha Chib & Edward Greenberg [Downloadable!]
1996 A Spline Analysis of the Small Firm Effect: Does Size Really Matter? by Joel L. Horowitz & Tim Loughran & N. E. Savin [Downloadable!]
1996 Measuring Productivity Differences in Equilibrium Search Models by Gathier Lanot & George Neumann [Downloadable!]
1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models by N.E. Savin & Allan Wurtz [Downloadable!]
1996 Power of Tests in Binary Response Models by N.E. Savin & Allan Wurtz [Downloadable!]
1996 Real and Spurious Long Memory Properties of Stock Market Data by I.N. Lobato & N.E. Savin [Downloadable!]
1996 The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market by Francisco F. R. Ramos [Downloadable!]
1996 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures by Simon van Norden & Robert Vigfusson [Downloadable!]
1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator by Joel L. Horowitz [Downloadable!]
1996 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable by Tue Gorgens & Joel L. Horowitz [Downloadable!]
1996 Bootstrap Methods in Econometrics: Theory and Numerical Performance by Joel L. Horowitz [Downloadable!]
1996 Search Models and Duration Data by George Neumann [Downloadable!]
1996 Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations by Joel L. Horowitz & Charles F. Manski [Downloadable!]
1996 Fitting Equilibrium Search Models to Labor Market Data by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann [Downloadable!]
1996 Forecast Evaluation and Combination by Francis X. Diebold & Jose A. Lopez [Downloadable!]
1996 Empirical Contract Theory: the Case of Insurance Data by Chiappori, P.A. & Salanie, B.
1996 Does Inflation Matter for Growth? by Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor [Downloadable!]
1995 The Canadian Experience with Weighted Monetary Aggregates by David Longworth & Joseph Atta-Mensah [Downloadable!]
1995 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions by Alain DeSerres & Alain Guay [Downloadable!]
1995 Further investigation of the uncertain unit root in GNP by Yin-Wong Cheung & Menzie Chinn [Downloadable!]
1995 Improved Score Tests for One-parameter Exponential Family Models by Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto [Downloadable!]
1995 On Bartlett and Bartlett-Type Corrections by F. Cribari-Neto & G.M. Cordeiro [Downloadable!]
1995 A Score Test for Seasonal Fractional Integration and Cointegration by Param Silvapulle [Downloadable!]
1995 Observed Choice, Estimation, and Optimism About Policy Changes by Eric Rasmusen [Downloadable!]
1995 Improved Test Statistics for Multivariate Regression by Francisco Cribari-Neto & Spyros Zarkos [Downloadable!]
1995 OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels by Mark J. Jensen [Downloadable!]
1995 Bartlett Corrections for One-Parameter Exponential Family Models by G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari [Downloadable!]
1995 Second and Third Order Bias Reduction for One-Parameter Family Models by S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto [Downloadable!]
1995 A Frontier Model for Landscape Ecology: The Tapir in Honduras by Kevin Flesher & Eduardo Ley [Downloadable!]
1995 Unit Root Tests and the Burden of Proof by Robert A. Amano & Simon van Norden [Downloadable!]
1995 Fads or Bubbles? by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Speculative Behaviour, Regime-Switching, and Stock Market Crashes by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Regime Switching in Stock Market Returns by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Regime Switching as a Test for Exchange Rate Bubbles by Simon van Norden [Downloadable!]
1995 A Multicriteria Approach to Model Specification and Estimation by Robert Kalaba & Leigh Tesfatsion [Downloadable!]
1995 Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+ by Jørgen Aasness, Erik Biørn and Terje Skjerpen
1995 Aggregation when Markets do not Clear by Leif Andreassen
1995 A Framework for Estimating Disequilibrium Models with Many Markets by Leif Andreassen
1995 Robert E. Lucas Jr., Prix Nobel d'Économie 1995 by Buda, Rodolphe [Downloadable!]
1995 Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules by Orazio P. Attanasio [Downloadable!]
1995 Switching State Space Models Likelihood Function, Filtering and Smoothing by Billio, M. & Monfort, A.
1995 A Pathological MCMC Algorithm and Its Use as a Benchmark for Convergence Assessment Techniques by Robert, C.
1994 Using Expectations Data to Study Subjective Income Expectations by Jeff Dominitz & Charles F. Manski [Downloadable!]
1994 Eliciting Student Expectations Of The Returns To Schooling by Jeff Dominitz & Charles F. Manski [Downloadable!]
1994 Testing the null of stationarity in the presence of structural breaks for multiple time series by Ahn & Byung Chul [Downloadable!]
1994 Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition by Joel L. Horowitz & Charles F. Manski [Downloadable!]
1994 Simultaneity With Downward Sloping Demand by Charles F. Manski [Downloadable!]
1994 Wavelets in Econometrics: An Application to Outlier Testing by Seth A. Greenblatt [Downloadable!]
1994 Markov Chain Monte Carlo Simulation Methods in Econometrics by Siddhartha Chib & Edward Greenberg [Downloadable!]
1994 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation by Robert A. Amano & Tony S. Wirjanto [Downloadable!]
1994 A Further Analysis of Exchange Rate Targeting in Canada by Robert A. Amano & Tony S. Wirjanto [Downloadable!]
1994 Wavelet Analysis of Fractionally Integrated Processes by Mark J. Jensen [Downloadable!]
1994 Goodness-of-Fit for Revealed Preference Tests by Hal R. Varian [Downloadable!]
1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement by Buda, Rodolphe [Downloadable!]
1994 Small Sample Properties of Generalized Method of Moments Based Wald Tests by Craig Burnside & Martin Eichenbaum [Downloadable!]
1994 Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically by Pedro Gozalo & Oliver Linton [Downloadable!]
1993 Classical Estimation Methods for LDV Models Using Simulation by V.A. Hajivassiliou & P. A. Ruud [Downloadable!]
1993 Nonparametric Multivariate Regression Subject to Constraint by S. M. Goldman & P. A. Ruud [Downloadable!]
1993 A Predictive Approach to Model Selection and Multicollinearity by Edward Greenberg & Robert P. Parks [Downloadable!]
1993 A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies by Walter Teets & Robert P. Parks [Downloadable!]
1992 The Impact of Permanent Job Loss on Health Insurance Benefits by Craig A. Olson [Downloadable!]
1992 A Kit of Results For Sampled and Temporally Aggregated Models by Luigi Ermini [Downloadable!]
1990 The Econometric Analysis of Time Series, 2nd Edition by Andrew C. Harvey
1987 Empirical Methods for International Trade by
1978 Modeling with scenarios: technology in north-south development by Chichilnisky, Graciela & Cole, Sam [Downloadable!]
1970 Computer Simulation of Competitive Market Response by Arnold E. Amstutz
Forecasting Global Flows by Edith Skriner [Downloadable!]
Random Error and Simulation Models With an Unobserved Dependent Variable as applied to the Benefits and Costs of the Clean Air Act by Scott Farrow [Downloadable!]
How econometric models help policy makers; Theory and practice by Henk Don [Downloadable!]
Computational Economics by Hans M. Amman & David A. Kendrick [Downloadable!]
This page was last updated on 2009-11-8.
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