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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: | 2005 | 2004 | 2003 | 2002 Latest citations received in: 2005 (1) RePEc:anu:eenwps:0503 Expectations of linear functions with respect to truncazted multinormal distributions, with applications for uncertainty analysis in environmental modelling (2005). Australian National University, Economics and Environment Network / Economics and Environment Network Working Papers (2) RePEc:bca:bocawp:05-44 Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components? (2005). Bank of Canada / Working Papers (3) RePEc:bos:wpaper:wp2005-029 On the Validity of Risk Measures over Time: Value-at-Risk, Conditional Tail Expectations and the Bodie-Merton-Perold Put (2005). Department of Economics, Boston University / Boston University Working Papers Series (4) RePEc:cmf:wpaper:wp2005_0509 PARAMETRIC PROPERTIES OF SEMI-NONPARAMETRIC DISTRIBUTIONS, WITH APPLICATIONS TO OPTION VALUATION (2005). CEMFI / Working Papers (5) RePEc:cpr:ceprdp:4848 On the Fit and Forecasting Performance of New Keynesian Models (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (6) RePEc:cpr:ceprdp:4976 A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) RePEc:cpr:ceprdp:5150 Does External Trade Promote Financial Development? (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (8) RePEc:cpr:ceprdp:5163 Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (9) RePEc:cpr:ceprdp:5435 Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (10) RePEc:cte:werepe:we056935 EFFICIENT WALD TESTS FOR FRACTIONAL UNIT ROOTS (2005). Universidad Carlos III, Departamento de Economía / Economics Working Papers (11) RePEc:cwl:cwldpp:1522 A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions (2005). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers (12) RePEc:dgr:uvatin:20050047 Social Experiments and Instrumental Variables with Duration Outcomes (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (13) RePEc:dgr:uvatin:20050112 Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (14) RePEc:dgr:uvatin:20050117 On Importance Sampling for State Space Models (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers (15) RePEc:fer:dpaper:378 Do Wages Subsidies Increase Employment in Subsidised Firms? (2005). Government Institute for Economic Research (VATT) / VATT Discussion Papers (16) RePEc:fip:fednsr:213 Selection bias, demographic effects, and ability effects in common value auction experiments (2005). Federal Reserve Bank of New York / Staff Reports (17) RePEc:gua:wpaper:em200501 Spurious regression under broken trend stationarity (2005). Universidad de Guanajuato / School of Economics Working Papers (18) RePEc:gua:wpaper:em200503 Spurious regression under deterministic and stochastic trends (2005). Universidad de Guanajuato / School of Economics Working Papers (19) RePEc:hhs:cesisp:0036 FDI Inflows to Sweden Consequences for Innovation and Renewal (2005). Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies / Working Paper Series in Economics and Institutions of (20) RePEc:hhs:umnees:0660 A Dual Assessment of the Environmental Kuznets Curve: The Case of Sweden (2005). Umeå University, Department of Economics / Umeå Economic Studies (21) RePEc:hhs:umnees:0661 Bioenergy, Pollution, and Economic Growth (2005). Umeå University, Department of Economics / Umeå Economic Studies (22) RePEc:hst:hstdps:d04-77 A Test for Autocorrelation in Dynamic Panel Data Models (2005). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (23) RePEc:hwe:certdp:0508 The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine (2005). Centre for Economic Reform and Transformation, Heriot Watt University / CERT Discussion Papers (24) RePEc:hwe:certdp:0509 Does Privatization Hurt Workers? Lessons from Comprehensive Manufacturing Firm Panel Data in Hungary, Romania, Russia, and Ukraine (2005). Centre for Economic Reform and Transformation, Heriot Watt University / CERT Discussion Papers (25) RePEc:iab:iabdpa:200508 Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany (2005). Institut für Arbeitsmarkt und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] / IAB Discussion Paper (26) RePEc:iab:iabfob:200503 Vermittlungsgutscheine: Zwischenergebnisse der Begleitforschung 2004 : Teil 3: Mikroökonomische Wirkungsanalyse (2005). Institut für Arbeitsmarkt und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] / IAB-Forschungsbericht (27) RePEc:ifs:cemmap:07/05 Unit roots: identification and testing in micro panels (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (28) RePEc:ifs:cemmap:18/05 GMM with many weak moment conditions (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (29) RePEc:ifs:ifsewp:05/19 Social experiments and instrumental variables with duration outcomes (2005). Institute for Fiscal Studies / IFS Working Papers (30) RePEc:ind:igiwpp:2005-005 Effects of trade liberalisation, environmental and labour regulations on employment in Indias organised textile sector (2005). Indira Gandhi Institute of Development Research, Mumbai, India / Indira Gandhi Institute of Development Research, Mumbai Working Papers (31) RePEc:iza:izadps:dp1512 The Employment Effects of Job Creation Schemes in Germany: A Microeconometric Evaluation (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (32) RePEc:iza:izadps:dp1700 Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (33) RePEc:iza:izadps:dp1857 Returning to Work from Injury: Longitudinal Evidence on Employment and Earnings (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (34) RePEc:iza:izadps:dp1873 Sensitivity of Propensity Score Methods to the Specifications (2005). Institute for the Study of Labor (IZA) / IZA Discussion Papers (35) RePEc:jae:japmet:v:20:y:2005:i:6:p:749-770 Testing the purchasing power parity through I(2) cointegration techniques (2005). Journal of Applied Econometrics (36) RePEc:kud:kuiedp:0504 The Return to Foreign Aid (2005). University of Copenhagen. Department of Economics (formerly Institute of Economics) / Discussion Papers (37) RePEc:lan:wpaper:003052 Higher education institutions costs and efficiency: taking the decomposition a further step (2005). Lancaster University Management School, Economics Department / Working Papers (38) RePEc:max:cprwps:76 Simulation-Based Two-Step Estimation with Endogenous Regressors (2005). Center for Policy Research, Maxwell School, Syracuse University / Center for Policy Research Working Papers (39) RePEc:msu:icpwrk:rw-fsrp-rr-15 Understanding Rwandan Agricultural Households Strategies to Deal with Prime Age Illness and Death: A Propensity Score Matching Approach (2005). Department of Agricultural Economics, Michigan State University / International Development Collaborative Working Papers (40) RePEc:nbr:nberwo:11468 Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? (2005). National Bureau of Economic Research, Inc / NBER Working Papers (41) RePEc:nbr:nberwo:11544 Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond (2005). National Bureau of Economic Research, Inc / NBER Working Papers (42) RePEc:nbr:nberwo:11675 Fractional Treatment Rules for Social Diversification of Indivisible Private Risks (2005). National Bureau of Economic Research, Inc / NBER Working Papers (43) RePEc:nuf:econwp:0517 Stochastic Volatility (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers (44) RePEc:nus:nusewp:wp0512 Trips and Patenting Activity: Evidence from the Indian Pharmaceutical Industry (2005). National University of Singapore, Department of Economics / Departmental Working Papers (45) RePEc:rbp:wpaper:2005-001 How Does a Global Disinflation Drag Inflation in Small Open Economies? (2005). Banco Central de Reserva del Perú / Working Papers (46) RePEc:rpp:wpaper:0504 Measuring educational efficiency at student level with parametric stochastic distance functions: An application to Spanish PISA results (2005). Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, Unive (47) RePEc:rpp:wpaper:0507 On the generation of a regular multi-input multi-output technology using parametric output distance functions (2005). Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, Unive (48) RePEc:rwi:dpaper:0021 Assessing the performance of matching algorithms when selection into treatment is strong (2005). Rheinisch-Westfälisches Institut für Wirtschaftsforschung / RWI Discussion Papers (49) RePEc:sce:scecf5:186 Spurious regression under broken trend stationarity (2005). Society for Computational Economics / Computing in Economics and Finance 2005 (50) RePEc:spr:aistmt:v:57:y:2005:i:3:p:425-442 Central limit theorem for asymmetric kernel functionals (2005). Annals of the Institute of Statistical Mathematics (51) RePEc:spr:psycho:v:70:y:2005:i:3:p:533-555 High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature (2005). Psychometrika (52) RePEc:taf:apeclt:v:12:y:2005:i:7:p:437-441 Economies of scale and cost efficiency in the postal services: empirical evidence from Switzerland (2005). Applied Economics Letters (53) RePEc:taf:applec:v:37:y:2005:i:15:p:1737-1745 Livelihoods and farm efficiency in rural Georgia (2005). Applied Economics (54) RePEc:ubi:deawps:12 Asymmetric Multivariate Stochastic Volatility (2005). Universitat de les Illes Balears, Departament d'Economía Aplicada / DEA Working Papers (55) RePEc:una:unccee:wp0605 Unbalanced Cointegration (2005). School of Economics and Business Administration, University of Navarra / Faculty Working Papers (56) RePEc:upf:upfgen:870 The Curse of Aid (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (57) RePEc:upf:upfgen:954 What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (58) RePEc:upf:upfgen:956 Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (59) RePEc:upj:weupjo:05-121 The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine (2005). W.E. Upjohn Institute for Employment Research / Staff Working Papers (60) RePEc:upj:weupjo:05-125 Does Privatization Hurt Workers? Lessons from Comprehensive Manufacturing Firm Panel Data in Hungary, Romania, Russia, and Ukraine (2005). W.E. Upjohn Institute for Employment Research / Staff Working Papers (61) RePEc:usg:dp2005:2005-01 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005 (62) RePEc:usg:dp2005:2005-03 Learning and Asset Prices under Ambiguous Information (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005 (63) RePEc:van:wpaper:0506 On the Long-Run Variance Ratio Test for a Unit Root (2005). Department of Economics, Vanderbilt University / Working Papers (64) RePEc:wbk:wbrwps:3673 The overhang hangover (2005). The World Bank / Policy Research Working Paper Series (65) RePEc:wpa:wuwpdc:0502005 Livelihoods and Farm Efficiency in Rural Georgia (2005). EconWPA / Development and Comp Systems (66) RePEc:wpa:wuwpdc:0512005 Income Distribution and the Size of the Informal Sector (2005). EconWPA / Development and Comp Systems (67) RePEc:wpa:wuwpem:0503020 ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES (2005). EconWPA / Econometrics (68) RePEc:wpa:wuwpem:0509004 Bayesian Stochastic Frontier Analysis Using WinBUGS (2005). EconWPA / Econometrics (69) RePEc:wpa:wuwpfi:0501015 Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation (2005). EconWPA / Finance (70) RePEc:wpa:wuwpif:0503006 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability (2005). EconWPA / International Finance (71) RePEc:wpa:wuwpio:0510002 SELECTION OR SELF-REJECTION? APPLICATIONS INTO A TREATMENT (2005). EconWPA / Industrial Organization (72) RePEc:zbw:bubdp2:4262 Banksâ regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies (73) RePEc:zbw:bubdp2:4358 Finance and growth in a bank-based economy: is it quantity or quality that matters? (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies (74) RePEc:zbw:gdec05:3477 Is Rural Income Diversity Pro-Growth? Is It Pro-Poor? Evidence from Georgia (2005). Verein für Socialpolitik, Research Committee Development Economics / Proceedings of the German Development Economics Conference, Kiel 2005 (75) RePEc:zbw:zewdip:3178 Identifying Effect Heterogeneity to Improve the Effiency of Job Creation Schemes in Germany? (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers (76) RePEc:zbw:zewdip:4550 The Targeted Negative Income Tax (TNIT) in Germany: Evidence from a Quasi Experiment (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers 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 Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
