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| 1995 | Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.
RePEc:nuf:econwp:104 [Citation Analysis] | 399 |
| 2005 | Stochastic Volatility
RePEc:nuf:econwp:0517 [Citation Analysis] | 173 |
| 2001 | GMM Estimation of Empirical Growth Models
RePEc:nuf:econwp:0121 [Citation Analysis] | 145 |
| 1999 | Auction Theory: a Guide to the Literature.
RePEc:nuf:econwp:1999-w12 [Citation Analysis] | 143 |
| 1996 | Initial conditions and moment restrictions in dynamic panel data
model
RePEc:nuf:econwp:9614 [Citation Analysis] | 137 |
| 1996 | Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks.
RePEc:nuf:econwp:126 [Citation Analysis] | 80 |
| 2004 | Auctions: Theory and Practice
RePEc:nuf:econwp:049 [Citation Analysis] | 78 |
| 1996 | An omnibus test for univariate and multivariate normalit
RePEc:nuf:econwp:9604 [Citation Analysis] | 61 |
|
repec:nuf:econwp:146 [Citation Analysis] | 35 |
| 2001 | Econometric analysis of realised volatility and its use in estimating stochastic volatility models
RePEc:nuf:econwp:0104 [Citation Analysis] | 34 |
| 2004 | We Ran One Regression
RePEc:nuf:econwp:0417 [Citation Analysis] | 33 |
| 1999 | Innovation and Market Value.
RePEc:nuf:econwp:1999-w3 [Citation Analysis] | 31 |
| 2001 | How accurate is the asymptotic approximation to the distribution of realised volatility?
RePEc:nuf:econwp:0116 [Citation Analysis] | 28 |
| 1996 | Booms and Busts in the UK Housing Market.
RePEc:nuf:econwp:125 [Citation Analysis] | 27 |
| 1996 | Skill-Biased Technical Change and Wages: Evidence from a Longitudinal
Data Se
RePEc:nuf:econwp:9625 [Citation Analysis] | 25 |
| 2006 | Designing realised kernels to measure the ex-post variation of equity prices
in the presence of noise
RePEc:nuf:econwp:0603 [Citation Analysis] | 24 |
| 1997 | Filtering via simulation: auxiliary particle filters
RePEc:nuf:econwp:9713 [Citation Analysis] | 22 |
| 2002 | Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
RePEc:nuf:econwp:0213 [Citation Analysis] | 22 |
| 1998 | Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years
RePEc:nuf:econwp:143 [Citation Analysis] | 21 |
| 2001 | Realised power variation and stochastic volatility models
RePEc:nuf:econwp:0118 [Citation Analysis] | 21 |
| 2004 | Capital Accumulation and Growth: A New Look at the Empirical Evidence
RePEc:nuf:econwp:048 [Citation Analysis] | 19 |
| 1998 | Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms
RePEc:nuf:econwp:142 [Citation Analysis] | 19 |
| 2001 | Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments
RePEc:nuf:econwp:0113 [Citation Analysis] | 17 |
| 2002 | Unemployment, Labour Market Institutions and Shocks
RePEc:nuf:econwp:0216 [Citation Analysis] | 16 |
| 2006 | Management of a Capital Stock by Strotzs Naive Planner
RePEc:nuf:econwp:0526 [Citation Analysis] | 16 |
| 2005 | Adjustment Costs and the Identification of Cobb Douglas Production Functions
RePEc:nuf:econwp:0504 [Citation Analysis] | 16 |
| 2005 | Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic
RePEc:nuf:econwp:0509 [Citation Analysis] | 15 |
| 2001 | The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses
RePEc:nuf:econwp:0204 [Citation Analysis] | 14 |
| 1996 | Pathological Outcomes of Observational Learning.
RePEc:nuf:econwp:115 [Citation Analysis] | 14 |
| 2003 | Multimodality in the GARCH Regression Model
RePEc:nuf:econwp:0320 [Citation Analysis] | 13 |
| 2006 | Limit theorems for multipower variation in the presence of jumps
RePEc:nuf:econwp:0507 [Citation Analysis] | 13 |
| 1999 | The Tobacco Deal.
RePEc:nuf:econwp:1999-w11 [Citation Analysis] | 12 |
| 1999 | Income Inequality and Macroeconomic Volatility: an Empirical Investigation.
RePEc:nuf:econwp:1999-w20 [Citation Analysis] | 12 |
| 2001 | Order determination in general vector autoregressions
RePEc:nuf:econwp:0110 [Citation Analysis] | 11 |
| 2004 | Regression Models with Data-based Indicator Variables
RePEc:nuf:econwp:044 [Citation Analysis] | 11 |
| 2001 | Pooling of Forecasts
RePEc:nuf:econwp:0209 [Citation Analysis] | 11 |
| 2005 | Outlier Detection in GARCH Models
RePEc:nuf:econwp:0524 [Citation Analysis] | 10 |
| 2001 | Economic Forecasting: Some Lessons from Recent Research
RePEc:nuf:econwp:0211 [Citation Analysis] | 9 |
| 1994 | An evaluation of forecasting using leading indicators
RePEc:nuf:econwp:0005 [Citation Analysis] | 9 |
| 1999 | Multidimensional Inequality Measurement: a Proposal.
RePEc:nuf:econwp:9927 [Citation Analysis] | 9 |
| 2001 | Firm Level Investment and R&D in France and the United States: A Comparison
RePEc:nuf:econwp:0102 [Citation Analysis] | 9 |
| 2003 | Wage and Price Phillips Curves
An empirical analysis of destabilizing wage-price spirals
RePEc:nuf:econwp:0316 [Citation Analysis] | 9 |
| 2000 | Does Competition Solve the Hold-Up Problem?.
RePEc:nuf:econwp:2000-w11 [Citation Analysis] | 9 |
| 1998 | Aggregation and Model Construction for Volatility Models
RePEc:nuf:econwp:141 [Citation Analysis] | 9 |
| 2004 | Regular and Modified Kernel-Based Estimators of Integrated Variance:
The Case with Independent Noise
RePEc:nuf:econwp:0428 [Citation Analysis] | 8 |
| 2003 | Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview
RePEc:nuf:econwp:0310 [Citation Analysis] | 8 |
| 2005 | Variation, jumps, market frictions and high frequency data in financial econometrics
RePEc:nuf:econwp:0516 [Citation Analysis] | 8 |
| 2005 | Hurricanes: Intertemporal Trade and Capital Shocks
RePEc:nuf:econwp:0522 [Citation Analysis] | 8 |
| 2002 | A Model of Path-Dependence in Decisions over Multiple Propositions
RePEc:nuf:econwp:0215 [Citation Analysis] | 8 |
| 1996 | Bringing Income Distribution in from the Cold.
RePEc:nuf:econwp:117 [Citation Analysis] | 8 |
