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| Apr 05 2013 |
Maddalena Cavicchioli |
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On asymptotic properties of the QLM estimators for GARCH models |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 03 2013 |
Alexandre Gazaniol and Frédéric Peltrault |
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Outward FDI, performance and group affiliation: evidence from French matched firms |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 12 2013 |
David Bartolini and Raffaella Santolini |
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Fiscal autonomy and quality of governance in OECD countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 08 2013 |
Ke Yang |
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An Improved Local-linear Estimator For Nonparametric Regression With Autoregressive Errors |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 20 2012 |
Nwosu O. Emmanuel , Fonta M. William , Aneke Gladys and Yuni N. Denis |
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Microeconomic determinants of migrant remittances to Nigerian households |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 03 2012 |
Ke Yang |
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Multivariate Local Polynomial Regression With Autocorrelated Errors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 23 2012 |
Maxwell Ekor and Oluwatosin Adeniyi |
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Impact of financial development on manufacturing output : The Nigerian evidence |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 18 2012 |
Régis Chenavaz and Octavio Escobar |
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Effective area as a measure of land factor |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 12 2012 |
Umberto Triacca |
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On the limit of the variation of the explanatory variable in simple linear regression model |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 10 2012 |
Robert Czudaj and Joscha Beckmann |
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Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 01 2012 |
Cosimo Magazzino |
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Fiscal Policy, Consumption and Current Account in the European Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 23 2012 |
Shuichi Nagata |
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Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 18 2011 |
David E Giles and Hui Feng |
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Reducing the bias of the maximum likelihood estimator for the Poisson regression model |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 11 2011 |
Gabriel Montes-Rojas |
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Quantile Regression with Classical Additive Measurement Errors |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2011 |
Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik |
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Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 21 2011 |
Arturo Jose Galindo |
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Where to sell the next cappuccino? Income per capita and coffee consumption |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 26 2011 |
Rachida Ouysse |
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Computationally efficient approximation for the double bootstrap mean bias correction |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 06 2011 |
Akihiko Noda |
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Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan |
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Abstract Contact Information Citation Full Text - Note |
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| May 12 2011 |
João Caldeira and Luiz Furlani |
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Break-even inflation rate and the risk premium: an alternative approach to the VAR models in forecasting the CPI |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 21 2011 |
Gueorgui I. Kolev |
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The "spurious regression problem" in the classical regression model framework |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 14 2011 |
Emna Trabelsi |
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Does asymmetric information play a role in explaining the Asian crisis? Application to Indonesian and Malaysian cases using a two-state Markov Switching model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 11 2010 |
Nicolas Péridy |
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Innovation, Growth and Convergence in the Euro-Mediterranean Area: Implications for MENA Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 08 2010 |
Masato Ubukata |
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Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 14 2010 |
Pavel A. Yakovlev and Margaret Inden |
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Mind the Weather: A Panel Data Analysis of Time-Invariant Factors and Traffic Fatalities |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 19 2010 |
William Barnett and Ousmane Seck |
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A note on nonidentification in truncated sampling distribution estimation |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 23 2010 |
Mathieu Bunel , Richard Duhautois and Lucie Gonzalez |
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Are Mergers and Acquisitions Accompanied by Increasing Recourse to THS employment? A French perspective |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 17 2010 |
Pedro Macedo and Elvira Silva |
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A stochastic production frontier model with a translog specification using the generalized maximum entropy estimator |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 12 2010 |
Akihiko Noda and Shunsuke Sugiyama |
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Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 24 2009 |
Gabriel Montes-Rojas |
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A note on the variance of average treatment effects estimators |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2009 |
Patrick Richard |
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Improving the accuracy of the analytical indirect inference estimator for MA models. |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 07 2009 |
Jaqueson K. Galimberti |
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A proxy-variable search procedure |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 18 2009 |
Kazuhiko Hayakawa |
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First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 07 2009 |
Juan carlos Escanciano and David Jacho-chavez |
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Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 06 2009 |
Andrea Monticini and David Peel |
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Testing for central bank independence and inflation using the wild bootstrap
|
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Abstract Contact Information Citation Full Text - Note |
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| Jun 28 2009 |
John Beirne |
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Vulnerability of inflation in the new EU Member States to country-specific and global factors |
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Abstract Contact Information Citation Full Text - Note |
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| May 04 2009 |
Richard Duhautois , Emmanuelle Walkowiak and Oana Calavrezo |
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The Substitution of Worksharing and Short-Time Compensation in France: A Difference-in-differences Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 19 2009 |
Hyeongwoo Kim and Young-Kyu Moh |
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On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 10 2009 |
Olivier Darne and Estelle Bee Dagum |
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Performance of short-term trend predictors for current economic analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2008 |
Naorayex K Dastoor |
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A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 21 2008 |
David Jacho-Chávez |
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k nearest-neighbor estimation of inverse density weighted expectations |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2008 |
Santiago Lago-Peñas |
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ESTIMATING SPENDING NEEDS IN FEDERAL COUNTRIES: A METHODOLOGICAL SUGGESTION |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 11 2008 |
Fumitaka Furuoka |
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A Dynamic Model of Foreign Aid Allocation |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 29 2008 |
Abdullah Noman |
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Testing for PPP in the mean-group panel rgression framework: further evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 21 2008 |
Daisuke Nagakura |
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A note on the relationship between the information matrx test and a score test for parameter constancy |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 11 2007 |
Terence Tai-Leung Chong |
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Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 03 2007 |
Kazumitsu Nawata |
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A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 18 2007 |
Sheng-Kai Chang |
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The asymptotic global power comparisons of the GMM overidentifying restrictions tests |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 12 2007 |
Omgba Luc Désiré |
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Oil rents and the tenure of the leaders in Africa |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 28 2007 |
Terence Tai-Leung Chong , Kwan-To Wong and Melvin Hinich |
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Identification and Estimation of Structural-Change Models with Misclassification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 21 2007 |
Kamal Upadhyaya , Franklin Mixon, Jr. and Dharmendra Dhakal |
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Foreign direct investment and transition economies: empirical evidence from a panel data estimator |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 13 2007 |
Tobias Hagen |
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Estimating the Effect of Parliamentary Elections on Primary Budget Deficits in OECD Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2007 |
Onur Baser |
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Propensity Score Matching with Limited Overlap |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 08 2007 |
Kamal Upadhyaya , Gyan Pradhan , Dharmendra Dhakal and Rabindra Bhandari |
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Foreign Aid, FDI and Economic Growth in East European Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 02 2007 |
Jose Alberto Molina , María Navarro and Inmaculada García |
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Modelling interdependences between spouses by estimating income satisfaction |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 24 2007 |
Amit Sen |
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On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 10 2007 |
Terence Tai-Leung Chong , Guoxin Liu and Isabel Kit-Ming Yan |
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Habit Formation: Deep and Uncertain |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 09 2007 |
Thanasis Stengos and Dianqin Wang |
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An algorithm for censored quantile regressions |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2006 |
Haibin Wu |
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Wavelet Estimation of Time Series Regression with Long Memory Processes |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 28 2006 |
Alex Coad and Rekha Rao |
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Innovation and market value: a quantile regression analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 13 2006 |
Sunil Sapra |
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Robust exogeneity tests in the presence of outliers |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 04 2006 |
Kazuhiko Hayakawa |
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A Note on Bias in First-Differenced AR(1) Models |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 22 2006 |
Barry Falk and Anindya Roy |
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Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 08 2006 |
Nicolas Péridy |
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The European Union and its new neighbors: an estimation of migration potentials |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 06 2005 |
Jin Lee |
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Long horizon regressions with moderate deviations from a unit root |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 06 2005 |
Stéphane Colliac and Nader Akmar |
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A primer on the empirics of original sin |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 30 2005 |
S. C. Goh |
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Simple Edgeworth approximations for semiparametric averaged derivatives |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 01 2005 |
Théophile Azomahou and Dong Li |
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A consistent nonparametric estimation of spatial autocovariances |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 10 2005 |
Patrik Guggenberger |
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Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2005 |
Min-Hsien Chiang and Chihwa Kao |
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Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 08 2004 |
Jen-Je Su |
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Testing for no autocorrelation using a modified Lobato test |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 08 2004 |
Taro Kanatani |
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Integrated volatility measuring from unevenly sampled observations |
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Abstract Contact Information Citation Full Text - Comment |
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| Sep 16 2004 |
Francesca Di Iorio and Stefano Fachin |
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Models of labour demand with fixed costs of adjustment: a generalised tobit approach |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 15 2004 |
Sudhanshu Mishra |
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Multicollinearity and maximum entropy leuven estimator |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 07 2003 |
jérôme Fillol and Fabien Tripier |
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The scaling function-based estimator of the long memory parameter: a comparative study |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2003 |
Robert Phillips |
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Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 01 2002 |
Elena Casquel and Ezequiel Uriel |
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An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 19 2001 |
Teruko Takada |
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Nonparametric density estimation: A comparative study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 17 2001 |
Quirino Paris |
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Multicollinearity and maximum entropy estimators |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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