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Journal of Econometrics Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:eee:econom:v:31:y:1986:i:3:p:307-327 Generalized autoregressive conditional heteroskedasticity (1986). (2) RePEc:eee:econom:v:87:y:1998:i:1:p:115-143 Initial conditions and moment restrictions in dynamic panel data models (1998). (3) RePEc:eee:econom:v:6:y:1977:i:1:p:21-37 Formulation and estimation of stochastic frontier production function models (1977). (4) RePEc:eee:econom:v:2:y:1974:i:2:p:111-120 Spurious regressions in econometrics (1974). (5) RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178 Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root? (1992). (6) RePEc:eee:econom:v:115:y:2003:i:1:p:53-74 Testing for unit roots in heterogeneous panels (2003). (7) RePEc:eee:econom:v:32:y:1986:i:3:p:385-397 Random group effects and the precision of regression estimates (1986). (8) RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59 ARCH modeling in finance : A review of the theory and empirical evidence (1992). (9) RePEc:eee:econom:v:68:y:1995:i:1:p:29-51 Another look at the instrumental variable estimation of error-components models (1995). (10) RePEc:eee:econom:v:68:y:1995:i:1:p:79-113 Estimating long-run relationships from dynamic heterogeneous panels (1995). (11) RePEc:eee:econom:v:18:y:1982:i:1:p:47-82 Formulation and estimation of dynamic models using panel data (1982). (12) RePEc:eee:econom:v:31:y:1986:i:1:p:93-118 Errors in variables in panel data (1986). (13) RePEc:eee:econom:v:108:y:2002:i:1:p:1-24 Unit root tests in panel data: asymptotic and finite-sample properties (2002). (14) RePEc:eee:econom:v:4:y:1976:i:2:p:115-145 Exact and superlative index numbers (1976). (15) RePEc:eee:econom:v:16:y:1981:i:1:p:155-155 Panel data and unobservable individual effects (1981). (16) RePEc:eee:econom:v:74:y:1996:i:1:p:119-147 Impulse response analysis in nonlinear multivariate models (1996). (17) RePEc:eee:econom:v:30:y:1985:i:1-2:p:239-267 Alternative methods for evaluating the impact of interventions : An overview (1985). (18) RePEc:eee:econom:v:80:y:1997:i:2:p:355-385 Further evidence on breaking trend functions in macroeconomic variables (1997). (19) RePEc:eee:econom:v:61:y:1994:i:1:p:5-21 On discrimination and the decomposition of wage differentials (1994). (20) RePEc:eee:econom:v:33:y:1986:i:3:p:311-340 Understanding spurious regressions in econometrics (1986). (21) RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238 Seasonal integration and cointegration (1990). (22) RePEc:eee:econom:v:18:y:1982:i:1:p:83-114 The use of time series processes to model the error structure of earnings in a longitudinal data analysis (1982). (23) RePEc:eee:econom:v:73:y:1996:i:1:p:5-59 Long memory processes and fractional integration in econometrics (1996). (24) RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238 On the estimation of technical inefficiency in the stochastic frontier production function model (1982). (25) RePEc:eee:econom:v:14:y:1980:i:2:p:227-238 Long memory relationships and the aggregation of dynamic models (1980). (26) RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70 Analysis of time series subject to changes in regime (1990). (27) RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992). (28) RePEc:eee:econom:v:60:y:1994:i:1-2:p:203-233 Five alternative methods of estimating long-run equilibrium relationships (1994). (29) RePEc:eee:econom:v:16:y:1981:i:1:p:121-130 Some properties of time series data and their use in econometric model specification (1981). (30) RePEc:eee:econom:v:39:y:1988:i:3:p:347-366 Limited information estimators and exogeneity tests for simultaneous probit models (1988). (31) RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211 Some recent development in a concept of causality (1988). (32) RePEc:eee:econom:v:74:y:1996:i:1:p:3-30 Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996). (33) RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333 Autoregressive conditional heteroskedasticity and changes in regime (1994). (34) RePEc:eee:econom:v:31:y:1986:i:3:p:255-274 The frequency of price adjustment : A study of the newsstand prices of magazines (1986). (35) RePEc:eee:econom:v:74:y:1996:i:1:p:59-75 Testing the adequacy of smooth transition autoregressive models (1996). (36) RePEc:eee:econom:v:90:y:1999:i:1:p:1-44 Spurious regression and residual-based tests for cointegration in panel data (1999). (37) RePEc:eee:econom:v:53:y:1992:i:1-3:p:165-188 Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992). (38) RePEc:eee:econom:v:70:y:1996:i:1:p:99-126 Residual-based tests for cointegration in models with regime shifts (1996). (39) RePEc:eee:econom:v:68:y:1995:i:1:p:5-27 Efficient estimation of models for dynamic panel data (1995). (40) RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126 Panel data from time series of cross-sections (1985). (41) RePEc:eee:econom:v:71:y:1996:i:1-2:p:161-173 Interpreting tests of the convergence hypothesis (1996). (42) RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290 Alternative models for conditional stock volatility (1990). (43) RePEc:eee:econom:v:18:y:1982:i:1:p:115-168 New methods for analyzing structural models of labor force dynamics (1982). (44) RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250 Statistical inference in vector autoregressions with possibly integrated processes (1995). (45) RePEc:eee:econom:v:52:y:1992:i:3:p:389-402 Cointegration in partial systems and the efficiency of single-equation analysis (1992). (46) RePEc:eee:econom:v:38:y:1988:i:3:p:387-399 Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data (1988). (47) RePEc:eee:econom:v:68:y:1995:i:1:p:53-78 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995). (48) RePEc:eee:econom:v:105:y:2001:i:1:p:85-110 Tests of equal forecast accuracy and encompassing for nested models (2001). (49) RePEc:eee:econom:v:29:y:1985:i:3:p:229-256 Generalized method of moments specification testing (1985). (50) RePEc:eee:econom:v:60:y:1994:i:1-2:p:1-22 Dynamic linear models with Markov-switching (1994). Latest citations received in: | 2004 | 2003 | 2002 | 2001 Latest citations received in: 2004 (1) RePEc:aea:aecrev:v:94:y:2004:i:3:p:656-690 Workers Education, Spillovers, and Productivity: Evidence from Plant-Level Production Functions (2004). American Economic Review (2) RePEc:bbk:bbkefp:0403 Unobserved Heterogeneity in Panel Time Series Models (2004). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance (3) RePEc:bcl:bclwop:cahier_etude_12 INFLATION PERSISTENCE IN LUXEMBOURG A COMPARISON WITH EU15 COUNTRIES AT THE DISAGGREGATE LEVEL (2004). Central Bank of Luxembourg / BCL working papers (4) RePEc:bon:bonedp:bgse1_2005 Price Convergence across Regions in India (2004). University of Bonn, Germany / Bonn Econ Discussion Papers (5) RePEc:cam:camdae:0434 âRandom Coefficient Panel Data Modelsâ (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (6) RePEc:cam:camdae:0441 Cost of Capital and Regulatorâs Preferences: Investigation into a new method of estimating regulatory bias (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (7) RePEc:cdl:agrebk:971 Forecasting Chinas Carbon Dioxide Emissions: A Provincial Approach (2004). Department of Agricultural & Resource Economics, UC Berkeley / Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series (8) RePEc:cdl:ucsdec:2004-08 Optimal Power for Testing Potential Cointegrating Vectors with Known (2004). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (9) RePEc:ces:ceswps:_1233 Random Coefficient Panel Data Models (2004). CESifo GmbH / CESifo Working Paper Series (10) RePEc:ces:ceswps:_1335 Why Does Educational Attainment Differ Across U.S. States? (2004). CESifo GmbH / CESifo Working Paper Series (11) RePEc:cir:cirwor:2004s-26 Monitoring for Disruptions in Financial Markets (2004). CIRANO / CIRANO Working Papers (12) RePEc:cir:cirwor:2004s-37 Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation (2004). CIRANO / CIRANO Working Papers (13) RePEc:cmf:wpaper:wp2004_0409 INDIRECT ESTIMATION OF CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS (2004). CEMFI / Working Papers (14) RePEc:cty:dpaper:0408 Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series (2004). Department of Economics, City University, London / City University Economics Discussion Papers (15) RePEc:dgr:umamet:2004040 Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (2004). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (16) RePEc:ebl:ecbull:v:3:y:2004:i:24:p:1-11 Detecting changes in persistence in linear time series (2004). Economics Bulletin (17) RePEc:ebl:ecbull:v:3:y:2004:i:39:p:1-10 Some New Tests for a Change in Persistence (2004). Economics Bulletin (18) RePEc:ecb:ecbwps:20040415 How persistent is disaggregate inflation? An analysis across EU15 countries and HICP sub-indices (2004). European Central Bank / Working Paper Series (19) RePEc:ecm:ausm04:124 International linkage of real interest rates: the case of East Asian countries (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (20) RePEc:ecm:ausm04:313 Testing for Dependence in Non-Gaussian Time Series Data (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (21) RePEc:ecm:ausm04:348 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (22) RePEc:ecm:ausm04:64 Modified Tests for a Change in Persistence (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (23) RePEc:ecm:nasm04:161 Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors (2004). Econometric Society / Econometric Society 2004 North American Summer Meetings (24) RePEc:egc:wpaper:892 Schooling Returns for Wage Earners in Burkina Faso: Evidence from the 1994 and 1998 National Surveys (2004). Economic Growth Center, Yale University / Working Papers (25) RePEc:ema:worpap:2004-13 Conditionaly Heteroskedastic Factor Models : Identificationand Instrumental variables Estmation (2004). THEMA / Working papers (26) RePEc:eui:euiwps:eco2004/29 Efficient Tests of the Seasonal Unit Root Hypothesis (2004). European University Institute / Economics Working Papers (27) RePEc:eui:euiwps:eco2004/31 Properties of Recursive Trend-Adjusted Unit Root Tests (2004). European University Institute / Economics Working Papers (28) RePEc:fip:fedgfe:2004-03 Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (29) RePEc:fip:fedkrw:rwp04-10 Improving forecast accuracy by combining recursive and rolling forecasts (2004). Federal Reserve Bank of Kansas City / Research Working Paper (30) RePEc:fip:fedlwp:2003-045 A common model approach to macroeconomics: using panel data to reduce sampling error (2004). Federal Reserve Bank of St. Louis / Working Papers (31) RePEc:fip:fedlwp:2004-005 The information content of regional employment data for forecasting aggregate conditions (2004). Federal Reserve Bank of St. Louis / Working Papers (32) RePEc:hhs:ifauwp:2005_003 Labor market discrimination and racial differences in premarket factors (2004). IFAU - Institute for Labour Market Policy Evaluation / Working Paper Series (33) RePEc:hhs:lunewp:2004_017 Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated (2004). Lund University, Department of Economics / Working Papers (34) RePEc:hhs:osloec:2004_022 Can Random Coefficient Cobb-Douglas Production Functions Be Aggregated to Similar Macro Functions? (2004). Oslo University, Department of Economics / Memorandum (35) RePEc:iza:izadps:dp1236 Random Coefficient Panel Data Models (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (36) RePEc:iza:izadps:dp1382 Firm-Level Social Returns to Education (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (37) RePEc:jae:japmet:v:19:y:2004:i:4:p:505-524 Nonparametric analysis of returns to scale in the US hospital industry (2004). Journal of Applied Econometrics (38) RePEc:jae:japmet:v:19:y:2004:i:4:p:533-535 Predictor relevance and extramarital affairs (2004). Journal of Applied Econometrics (39) RePEc:lec:leecon:04/27 Bayesian Approaches to Cointegration (2004). Department of Economics, University of Leicester / Discussion Papers in Economics (40) RePEc:lec:leecon:04/31 Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points (2004). Department of Economics, University of Leicester / Discussion Papers in Economics (41) RePEc:may:mayecw:n1370804 EARNINGS RISK AND DEMAND FOR HIGHER EDUCATION: A CROSS-SECTION TEST FOR SPAIN (2004). Department of Economics, National University of Ireland - Maynooth / Economics Department Working Paper Series (42) RePEc:met:wpaper:0417 Gender Differences in Academic Performance in a Large Public University in Turkey (2004). ERC - Economic Research Center, Middle East Technical University / Working Papers (43) RePEc:msh:ebswps:2004-13 Testing for Dependence in Non-Gaussian Time Series Data (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (44) RePEc:msh:ebswps:2004-26 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (45) RePEc:nbr:nberwo:10220 Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2004). National Bureau of Economic Research, Inc / NBER Working Papers (46) RePEc:nbr:nberwo:10366 Would the Elimination of Affirmative Action Affect Highly Qualified Minority Applicants? Evidence from California and Texas (2004). National Bureau of Economic Research, Inc / NBER Working Papers (47) RePEc:nbr:nberwo:10666 Good Principals or Good Peers? Parental Valuation of School Characteristics, Tiebout Equilibrium, and the Effects of Inter-district Competition (2004). National Bureau of Economic Research, Inc / NBER Working Papers (48) RePEc:nbr:nberwo:10809 The Effect of College Curriculum on Earnings: Accounting for Non-Ignorable Non-Response Bias (2004). National Bureau of Economic Research, Inc / NBER Working Papers (49) RePEc:nbr:nberwo:10811 Testing a Roy Model with Productivity Spillovers: Evidence from the Treatment of Heart Attacks (2004). National Bureau of Economic Research, Inc / NBER Working Papers (50) RePEc:rut:rutres:200415 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models (2004). Rutgers University, Department of Economics / Departmental Working Papers (51) RePEc:rut:rutres:200418 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection (2004). Rutgers University, Department of Economics / Departmental Working Papers (52) RePEc:san:crieff:0404 Firm-Level Social Returns to Education (2004). Centre for Research into Industry, Enterprise, Finance and the Firm / CRIEFF Discussion Papers (53) RePEc:scp:wpaper:04-5 Reducing Bias of MLE in a Dynamic Panel Model (2004). Institute of Economic Policy Research (IEPR) / IEPR Working Papers (54) RePEc:ube:dpvwib:dp0418 The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? (2004). Universitat Bern, Volkswirtschaftliches Institut / Diskussionsschriften (55) RePEc:ubs:wpaper:ubs0408 The Dynamics of Firms Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis (2004). University of Brescia, Department of Economics / Working Papers (56) RePEc:upf:upfgen:925 The transmission of US shocks to Latin America (2004). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (57) RePEc:upj:weupjo:04-106 Increasing the Economic Development Benefits of Higher Education in Michigan (2004). W.E. Upjohn Institute for Employment Research / Staff Working Papers (58) RePEc:wpa:wuwpdc:0409063 Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach (2004). EconWPA / Development and Comp Systems (59) RePEc:wpa:wuwpem:0409005 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models (2004). EconWPA / Econometrics (60) RePEc:wrk:warwec:694 Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data (2004). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS) (61) RePEc:zbw:cauewp:2442 The Markov-Switching Multi-Fractal Model of Asset Returns : GMM Estimation and Linear Forecasting of Volatility (2004). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers Latest citations received in: 2003 (1) RePEc:bon:bonedp:bgse27_2003 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates (2003). University of Bonn, Germany / Bonn Econ Discussion Papers (2) RePEc:bri:uobdis:03/552 Sibling Death Clustering in India: Genuine Scarring vs Unobserved Heterogeneity (2003). Department of Economics, University of Bristol, UK / Bristol Economics Discussion Papers (3) RePEc:cam:camdae:0346 A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2003). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (4) RePEc:cam:camdae:0347 On The Panel Unit Root Tests Using Nonlinear Instrumental Variables (2003). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (5) RePEc:ces:ceswps:_1030 Relationship Between Maternal Behavior During Pregnancy, Birth Outcome, and Early Childhood Development: An Exploratory Study (2003). CESifo GmbH / CESifo Working Paper Series (6) RePEc:ces:ceswps:_1111 Intra-and International Risk-Sharing in the Short Run and the Long Run (2003). CESifo GmbH / CESifo Working Paper Series (7) RePEc:cfs:cfswop:wp200335 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003). Center for Financial Studies / CFS Working Paper Series (8) RePEc:chb:bcchwp:215 Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile. (2003). Central Bank of Chile / Working Papers Central Bank of Chile (9) RePEc:cin:ucecwp:2003-06 An Improved Panel Unit Root Test Using GLS-Detrending (2003). University of Cincinnati, Department of Economics / University of Cincinnati, Economics Working Papers Series (10) RePEc:cir:cirwor:2003s-02 Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (2003). CIRANO / CIRANO Working Papers (11) RePEc:cir:cirwor:2003s-11 Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes (2003). CIRANO / CIRANO Working Papers (12) RePEc:cir:cirwor:2003s-26 There is a Risk-Return Tradeoff After All (2003). CIRANO / CIRANO Working Papers (13) RePEc:cir:cirwor:2003s-38 News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns (2003). CIRANO / CIRANO Working Papers (14) RePEc:cir:cirwor:2003s-50 Option Valuation with Conditional Skewness (2003). CIRANO / CIRANO Working Papers (15) RePEc:cpr:ceprdp:4102 The European Phillips Curve: Does the NAIRU Exist? (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (16) RePEc:crr:crrwps:2003-10 Becoming Oldest-Old: Evidence From Historical U.S. Data (2003). Center for Retirement Research / Working Papers, Center for Retirement Research at Boston College (17) RePEc:cte:wsrepe:ws035212 GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (18) RePEc:cte:wsrepe:ws036313 DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (19) RePEc:dgr:uvatin:20030081 Misspecification in Linear Spatial Regression Models (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers (20) RePEc:diw:diwwpp:dp391 International Migration to Germany : Estimation of a Time-Series Model and Inference in Panel Cointegration (2003). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (21) RePEc:emo:wp2003:0326 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure (2003). Department of Economics, Emory University (Atlanta) / Emory Economics (22) RePEc:erm:papers:0317 Health Status and Socio-Economic Inequalities : A Review of the French Litterature (2003). ERMES, University Paris 2 / Working Papers ERMES (23) RePEc:ese:iserwp:2003-02 The Impact of Atypical Employment on Individual Wellbeing: evidence from a panel of British Workers (2003). Institute for Social and Economic Research / ISER working papers (24) RePEc:fip:fedgfe:2003-32 Itô conditional moment generator and the estimation of short rate processes (2003). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (25) RePEc:fip:fedgif:768 What happens after a technology shock? (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (26) RePEc:fip:fedgif:774 How do Canadian hours worked respond to a technology shock? (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (27) RePEc:fip:fedkpr:y:2003:p:9-56 Has the business cycle changed? (2003). Proceedings (28) RePEc:hhs:rbnkwp:0156 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs (2003). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (29) RePEc:ide:wpaper:1034 Non Parametric Instrumental Regression (2003). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers (30) RePEc:iec:inveco:v:27:y:2003:i:3:p:423-458 Discrete choices with panel data (2003). Investigaciones Economicas (31) RePEc:ifs:ifsewp:03/22 Consequences and predictors of new health events (2003). Institute for Fiscal Studies / IFS Working Papers (32) RePEc:ind:isipdp:03-05 Awareness and the demand for environmental quality: Drinking water in urban India (2003). Indian Statistical Institute, New Delhi, India / Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers (33) RePEc:iza:izadps:dp851 Treatment Effect Heterogeneity in Theory and Practice (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers (34) RePEc:iza:izadps:dp876 The European Phillips Curve: Does the NAIRU Exist? (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers (35) RePEc:kud:kuieca:2003_10 Testing for unit roots in panels by using a mixture model (2003). University of Copenhagen. Institute of Economics. Centre for Applied Microeconometrics / CAM Working Papers (36) RePEc:kud:kuieca:2003_12 Estimating Consumption Economies of Scale, Adult Equivalence Scales, and Household Bargaining Power (2003). University of Copenhagen. Institute of Economics. Centre for Applied Microeconometrics / CAM Working Papers (37) RePEc:kud:kuieca:2003_13 Unit root inference in panel data models where the time-series dimension is fixed: A comparison of different tests (2003). University of Copenhagen. Institute of Economics. Centre for Applied Microeconometrics / CAM Working Papers (38) RePEc:lec:leecon:04/17 Bayesian Semiparametric Inference in Multiple Equation Models (2003). Department of Economics, University of Leicester / Discussion Papers in Economics (39) RePEc:lvl:lagrcr:0312 Are New Keynesian Phillips Curved Identified? (2003). (40) RePEc:mcm:qseprr:387 Socioeconomic Influence on the Health of Older People: Estimates Based on Two Longitudinal Surveys (2003). McMaster University / Quantitative Studies in Economics and Population Research Reports (41) RePEc:mcm:sedapp:112 Socioeconomic Influence on the Health of Older People: Estimates Based on Two Longitudinal Surveys (2003). McMaster University / Social and Economic Dimensions of an Aging Population Research Papers (42) RePEc:msh:ebswps:2003-17 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (43) RePEc:nbr:nberwo:10063 Consequences and Predictors of New Health Events (2003). National Bureau of Economic Research, Inc / NBER Working Papers (44) RePEc:nbr:nberwo:9708 Treatment Effect Heterogeneity in Theory and Practice (2003). National Bureau of Economic Research, Inc / NBER Working Papers (45) RePEc:nbr:nberwo:9819 What Happens After a Technology Shock? (2003). National Bureau of Economic Research, Inc / NBER Working Papers (46) RePEc:nbr:nberwo:9933 Becoming Oldest-Old: Evidence from Historical U.S. Data (2003). National Bureau of Economic Research, Inc / NBER Working Papers (47) RePEc:nbr:nberwo:9944 Trade Disruptions and Americas Early Industrialization (2003). National Bureau of Economic Research, Inc / NBER Working Papers (48) RePEc:nsr:niesrd:216 The Determinants of International Migration into the UK: A Panel Based Modelling Approach (2003). National Institute of Economic and Social Research / NIESR Discussion Papers (49) RePEc:qed:wpaper:1014 Technology Adoption Under Relative Factor Price Uncertainty: The Putty-Clay Investment Model (2003). Queen's University, Department of Economics / Working Papers (50) RePEc:rpi:rpiwpe:0302 The Rise and Fall of the Environmental Kuznets Curve (2003). Rensselaer Polytechnic Institute, Department of Economics / Rensselaer Working Papers in Economics (51) RePEc:rut:rutres:200317 Predicting Inflation: Does The Quantity Theory Help? (2003). Rutgers University, Department of Economics / Departmental Working Papers (52) RePEc:taf:apeclt:v:10:y:2003:i:10:p:627-631 The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power (2003). Applied Economics Letters (53) RePEc:taf:applec:v:35:y:2003:i:9:p:1043-1051 Analysing the effects of labour standards on US export performance. A time series approach with structural change (2003). Applied Economics (54) RePEc:upf:upfgen:711 Measurement and Explanation of Socioeconomic Inequality in Health with Longitudinal Data (2003). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (55) RePEc:upf:upfses:711 Measurement and Explanation of Socioeconomic Inequality in Health with Longitudinal Data (2003). Department of Economics and Business, Universitat Pompeu Fabra / Working Papers, Research Center on Health and Economics (56) RePEc:wbk:wbrwps:3166 On Measuring Aggregate Social Efficiency (2003). The World Bank / Policy Research Working Paper Series (57) RePEc:wdi:papers:2003-615 Initial Conditions, Institutional Dynamics and Economic Performance: Evidence from the American States (2003). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (58) RePEc:wdi:papers:2003-625 Generalizing the Causal Effect of Fertility on Female Labor Supply (2003). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (59) RePEc:wly:hlthec:v:12:y:2003:i:10:p:803-819 Measuring income related inequality in health: standardisation and the partial concentration index (2003). Health Economics (60) RePEc:wpa:wuwpem:0311005 Panel Stationarity Tests with Cross-sectional Dependence (2003). EconWPA / Econometrics (61) RePEc:wpa:wuwpfi:0308002 Testing for Non-Linearity in ASEAN Financial Markets (2003). EconWPA / Finance (62) RePEc:wpa:wuwpfi:0311001 Consistent Estimation of Pricing Kernels from Noisy Price Data (2003). EconWPA / Finance (63) RePEc:wpa:wuwpif:0308001 The Validity of PPP Revisited: An Application of Non-linear Unit Root Test (2003). EconWPA / International Finance (64) RePEc:wpa:wuwpif:0311014 Exchange Rate Relative Price Relationship: Nonlinear Evidence from Malaysia (2003). EconWPA / International Finance (65) RePEc:wpa:wuwpif:0312001 Exchange Rate Relative Price Relationship: Nonlinear Evidence from Malaysia (2003). EconWPA / International Finance (66) RePEc:wpa:wuwpla:0310002 Generalizing the Causal Effect of Fertility on Female Labor Supply (2003). EconWPA / Labor and Demography (67) RePEc:wpa:wuwpma:0309016 Turbulence, Heterogeneity, and Wage Earnings Inequality (2003). EconWPA / Macroeconomics (68) RePEc:wpe:papers:wpechco Quand un et un ne font plus deux: calcul déchelles déquivalence intra-familiales au moyen dun modèle collectif (2003). Latest citations received in: 2002 (1) RePEc:aah:aarhec:2002-18 Multivariate Lagrange Multiplier Tests for Fractional Integration (2002). Department of Economics, University of Aarhus / Department of Economics, Working Papers (2) RePEc:aah:aarhec:2002-6 Efficient Inference in Multivariate Fractionally Integrated Time Series Models (2002). Department of Economics, University of Aarhus / Department of Economics, Working Papers (3) RePEc:aah:aarhec:2002-8 Local Whittle Analysis of Stationary Fractional Cointegration (2002). Department of Economics, University of Aarhus / Department of Economics, Working Papers (4) RePEc:cir:cirwor:2002s-85 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach (2002). CIRANO / CIRANO Working Papers (5) RePEc:cir:cirwor:2002s-90 Analytic Evaluation of Volatility Forecasts (2002). CIRANO / CIRANO Working Papers (6) RePEc:cir:cirwor:2002s-91 Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). CIRANO / CIRANO Working Papers (7) RePEc:cir:cirwor:2002s-92 ARMA Representation of Two-Factor Models (2002). CIRANO / CIRANO Working Papers (8) RePEc:cir:cirwor:2002s-93 ARMA Representation of Integrated and Realized Variances (2002). CIRANO / CIRANO Working Papers (9) RePEc:cpd:pd2002:a4-1 Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy (2002). International Conferences on Panel Data / 10th International Conference on Panel Data, Berlin, July 5-6, 2002 (10) RePEc:cpd:pd2002:a5-2 Panel VAR Models with Spatial Dependence (2002). International Conferences on Panel Data / 10th International Conference on Panel Data, Berlin, July 5-6, 2002 (11) RePEc:cpd:pd2002:d3-1 Statistical Measurement of Income Polarization. A cross-national comparison (2002). International Conferences on Panel Data / 10th International Conference on Panel Data, Berlin, July 5-6, 2002 (12) RePEc:cpr:ceprdp:3671 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (13) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (14) RePEc:cvs:starer:02-02 Wavelets in Economics and Finance: Past and Future (2002). C.V. Starr Center for Applied Economics, New York University / Working Papers (15) RePEc:dgr:eureir:2002295 Bayes estimates of Markov trends in possibly cointegrated series (2002). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (16) RePEc:ecb:ecbwps:20020125 Duration: volume and volatility impact of trades. (2002). European Central Bank / Working Paper Series (17) RePEc:ecj:econjl:v:112:y:2002:i:478:p:c97-c116 Patents, Real Options and Firm Performance (2002). Economic Journal (18) RePEc:eeg:euroeg:16 The Euro-Dollar exchange rate: Is it fundamental'DONE' (2002). European Economy Group / European Economy Group Working Papers (19) RePEc:fir:econom:wp2002_20 Labor-Cost Effects on Relative Prices between Regions of a Monetary Union: Implications for the EMU (2002). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive (20) RePEc:fpr:tmddps:102 HIV/AIDS and labor markets in Tanzania (2002). International Food Policy Research Institute (IFPRI) / Working papers (21) RePEc:ham:qmwops:20203 An information-theoretic extension to structural VAR modelling (2002). Hamburg University, Department of Economics / Quantitative Macroeconomics Working Papers (22) RePEc:iae:iaewps:wp2002n24 Estimation of Labour Supply Models for Four Separate Groups in the Australian Population (2002). Melbourne Institute of Applied Economic and Social Research, The University of Melbourne / Melbourne Institute Working Paper Series (23) RePEc:ihs:ihsesp:121 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration (2002). Institute for Advanced Studies / Economics Series (24) RePEc:iza:izadps:dp444 Benefit Entitlement and the Labor Market: Evidence from a Large-Scale Policy Change (2002). Institute for the Study of Labor (IZA) / IZA Discussion Papers (25) RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446 New frontiers for arch models (2002). Journal of Applied Econometrics (26) RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508 A theoretical comparison between integrated and realized volatility (2002). Journal of Applied Econometrics (27) RePEc:jae:japmet:v:17:y:2002:i:5:p:509-534 Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence (2002). Journal of Applied Econometrics (28) RePEc:msh:ebswps:2002-17 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (29) RePEc:msh:ebswps:2002-9 Statistical Inference on Changes in Income Inequality in Australia (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (30) RePEc:mtl:montde:2002-17 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (31) RePEc:mtl:montde:2002-21 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (32) RePEc:mtl:montec:17-2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (33) RePEc:mtl:montec:18-2002 Testing for a Unit Root in Panels with Dynamic Factors (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (34) RePEc:mtl:montec:21-2002 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (35) RePEc:roc:rocher:495 Pairwise Comparison Estimation of Censored Transformation Models (2002). University of Rochester - Center for Economic Research (RCER) / RCER Working Papers (36) RePEc:taf:emetrv:v:21:y:2002:i:4:p:419-429 FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (2002). Econometric Reviews (37) RePEc:tud:ddpiec:115 Residual Log-Periodogram Inference for Long-Run Relationships (2002). Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology) / Darmstadt Disc (38) RePEc:ube:dpvwib:dp0210 A Comparison of Johansens, Bierens and the Subspace Algorithm Method for Cointegration Analysis (2002). Universitat Bern, Volkswirtschaftliches Institut / Diskussionsschriften (39) RePEc:una:unccee:wp0902 Multivariate Tests of Fractionally Integrated Hypotheses (2002). School of Economics and Business Administration, University of Navarra / Faculty Working Papers (40) RePEc:wdi:papers:2002-498 Understanding Czech Long-Term Unemployment (2002). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (41) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers (42) RePEc:wpa:wuwpem:0203005 An information-theoretic extension to structural VAR modelling (2002). EconWPA / Econometrics (43) RePEc:wrk:warwec:654 TESTING FOR COINTEGRATION RANK USING BAYES FACTORS (2002). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS) (44) RePEc:xrs:sfbmaa:02-35 Bracketing effects in categorized survey questions and the measurement of economic quantities (2002). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications Latest citations received in: 2001 (1) RePEc:aah:aarhec:2001-4 Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data (2001). Department of Economics, University of Aarhus / Department of Economics, Working Papers (2) RePEc:bro:econwp:2001-06 An Unbiased and Powerful Test for Superior Predictive Ability (2001). Brown University, Department of Economics / Working Papers (3) RePEc:cir:cirwor:2001s-70 An Eigenfunction Approach for Volatility Modeling (2001). CIRANO / CIRANO Working Papers (4) RePEc:cpr:ceprdp:2999 UK Inflation in the 1970s and 1980s: The Role of Output Gap Mismeasurement (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (5) RePEc:cte:wsrepe:ws010704 OUTLIERS AND CONDITIONAL AUTOREGRESSIVE HETEROSCEDASTICITY IN TIME SERIES (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (6) RePEc:dgr:eureir:2001230 Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry (2001). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (7) RePEc:dgr:eureri:2001111 Methodological Advances in Dea (2001). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (8) RePEc:dgr:kubcen:200137 On the harm that pretesting does (2001). Tilburg University, Center for Economic Research / Discussion Paper (9) RePEc:fip:fedawp:2001-24 Minimum-variance kernels, economic risk premia, and tests of multi-beta models (2001). Federal Reserve Bank of Atlanta / Working Paper (10) RePEc:fip:fedawp:2001-26 The price of inflation and foreign exchange risk in international equity markets (2001). Federal Reserve Bank of Atlanta / Working Paper (11) RePEc:fip:fedcwp:0106 Maximum likelihood in the frequency domain: the importance of time-to-plan (2001). Federal Reserve Bank of Cleveland / Working Paper (12) RePEc:fip:fedgfe:2001-28 Jump-diffusion term structure and Ito conditional moment generator (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (13) RePEc:fip:fedgfe:2001-49 Estimating stochastic volatility diffusion using conditional moments of integrated volatility (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (14) RePEc:fip:fedgif:710 Testing optimality in job search models (2001). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (15) RePEc:fip:fedhwp:wp-01-15 Recovering risk aversion from options (2001). Federal Reserve Bank of Chicago / Working Paper Series (16) RePEc:fip:fedkrw:rwp01-14 Evaluating long-horizon forecasts (2001). Federal Reserve Bank of Kansas City / Research Working Paper (17) RePEc:gen:geneem:2001.02 Robust Inference Based on Quasi-likelihoods for Genralized Linear Models and Longitudinal Data (2001). Département d'Econométrie, Université de Genève / Cahiers du Département d'Econométrie (18) RePEc:hhs:gunwpe:0054 Stochastic Production and Heterogeneous Risk Preferences: Commercial Fishers Gear Choices (2001). Göteborg University, Department of Economics / Working Papers in Economics (19) RePEc:iza:izadps:dp400 The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error (2001). Institute for the Study of Labor (IZA) / IZA Discussion Papers (20) RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576 Model uncertainty in cross-country growth regressions (2001). Journal of Applied Econometrics (21) RePEc:lsu:lsuwpp:2001-11 Maximum Entropy Estimation in Economic Models with Linear Inequality Restrictions (2001). Department of Economics, Louisiana State University / Departmental Working Papers (22) RePEc:lsu:lsuwpp:2006-01 Initial Conditions, European Colonialism and Africas Growth (2001). Department of Economics, Louisiana State University / Departmental Working Papers (23) RePEc:nbr:nberwo:8636 The Curse of Non-Investment Grade Countries (2001). National Bureau of Economic Research, Inc / NBER Working Papers (24) RePEc:wpa:wuwpem:0110002 Model uncertainty in cross-country growth regressions (2001). EconWPA / Econometrics (25) RePEc:wpa:wuwpem:9903003 Model uncertainty in cross-country growth regressions (2001). EconWPA / Econometrics (26) RePEc:wpa:wuwpur:0110002 Spatial Analysis of Regional Income Inequality (2001). EconWPA / Urban/Regional Warning!! This is still an experimental service. 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