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Mar 31 2014 Lutz Bellmann , Hans-Dieter Gerner and Olaf Hübler
  Effects of reciprocal concessions on employment and real capital
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Feb 28 2014 Kazumitsu Nawata and Koichi Kawabuchi
  A new test for the Box-Cox transformation model: An analysis of length of hospital stay for diabetes patients in Japan
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Dec 03 2013 Alexander Ludwig
  Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection
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Oct 24 2013 Nidhaleddine Ben Cheikh and Hamidou Mohamed Cheik
  A panel cointegration analysis of the exchange rate pass-through
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Sep 19 2013 Gerry H. Makepeace and Michael J. Peel
  Combining information from Heckman and matching estimators: testing and controlling for hidden bias
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Sep 10 2013 Kazumitsu Nawata
  A new estimator of the Box-Cox transformation model using moment conditions
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Jul 22 2013 Joachim Wagner and Yama Temouri
  Do outliers and unobserved heterogeneity explain the exporter productivity premium? Evidence from France, Germany and the United Kingdom
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Apr 05 2013 Maddalena Cavicchioli
  On asymptotic properties of the QLM estimators for GARCH models
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Apr 03 2013 Alexandre Gazaniol and Frédéric Peltrault
  Outward FDI, performance and group affiliation: evidence from French matched firms
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Mar 12 2013 David Bartolini and Raffaella Santolini
  Fiscal autonomy and quality of governance in OECD countries
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Jan 08 2013 Ke Yang
  An Improved Local-linear Estimator For Nonparametric Regression With Autoregressive Errors
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Dec 20 2012 Nwosu O. Emmanuel , Fonta M. William , Aneke Gladys and Yuni N. Denis
  Microeconomic determinants of migrant remittances to Nigerian households
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Dec 03 2012 Ke Yang
  Multivariate Local Polynomial Regression With Autocorrelated Errors
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 23 2012 Maxwell Ekor and Oluwatosin Adeniyi
  Impact of financial development on manufacturing output : The Nigerian evidence
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Jul 18 2012 Régis Chenavaz and Octavio Escobar
  Effective area as a measure of land factor
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Jul 12 2012 Umberto Triacca
  On the limit of the variation of the explanatory variable in simple linear regression model
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Jun 10 2012 Robert Czudaj and Joscha Beckmann
  Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 01 2012 Cosimo Magazzino
  Fiscal Policy, Consumption and Current Account in the European Countries
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Jan 23 2012 Shuichi Nagata
  Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
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Oct 18 2011 David E Giles and Hui Feng
  Reducing the bias of the maximum likelihood estimator for the Poisson regression model
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Oct 11 2011 Gabriel Montes-Rojas
  Quantile Regression with Classical Additive Measurement Errors
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Oct 10 2011 Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik
  Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 21 2011 Arturo Jose Galindo
  Where to sell the next cappuccino? Income per capita and coffee consumption
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Aug 26 2011 Rachida Ouysse
  Computationally efficient approximation for the double bootstrap mean bias correction
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Jun 06 2011 Akihiko Noda
  Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan
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May 12 2011 João Caldeira and Luiz Furlani
  Break-even inflation rate and the risk premium: an alternative approach to the VAR models in forecasting the CPI
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 21 2011 Gueorgui I. Kolev
  The "spurious regression problem" in the classical regression model framework
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Feb 14 2011 Emna Trabelsi
  Does asymmetric information play a role in explaining the Asian crisis? Application to Indonesian and Malaysian cases using a two-state Markov Switching model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 11 2010 Nicolas Péridy
  Innovation, Growth and Convergence in the Euro-Mediterranean Area: Implications for MENA Countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 08 2010 Masato Ubukata
  Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 14 2010 Pavel A. Yakovlev and Margaret Inden
  Mind the Weather: A Panel Data Analysis of Time-Invariant Factors and Traffic Fatalities
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Jun 19 2010 William Barnett and Ousmane Seck
  A note on nonidentification in truncated sampling distribution estimation
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Feb 23 2010 Mathieu Bunel , Richard Duhautois and Lucie Gonzalez
  Are Mergers and Acquisitions Accompanied by Increasing Recourse to THS employment? A French perspective
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 17 2010 Pedro Macedo and Elvira Silva
  A stochastic production frontier model with a translog specification using the generalized maximum entropy estimator
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 12 2010 Akihiko Noda and Shunsuke Sugiyama
  Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan
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Nov 24 2009 Gabriel Montes-Rojas
  A note on the variance of average treatment effects estimators
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Nov 09 2009 Patrick Richard
  Improving the accuracy of the analytical indirect inference estimator for MA models.
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Oct 07 2009 Jaqueson K. Galimberti
  A proxy-variable search procedure
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Aug 18 2009 Kazuhiko Hayakawa
  First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study
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Aug 07 2009 Juan carlos Escanciano and David Jacho-chavez
  Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators
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Jul 06 2009 Andrea Monticini and David Peel
  Testing for central bank independence and inflation using the wild bootstrap
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Jun 28 2009 John Beirne
  Vulnerability of inflation in the new EU Member States to country-specific and global factors
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May 04 2009 Richard Duhautois , Emmanuelle Walkowiak and Oana Calavrezo
  The Substitution of Worksharing and Short-Time Compensation in France: A Difference-in-differences Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 19 2009 Hyeongwoo Kim and Young-Kyu Moh
  On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates
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Feb 10 2009 Olivier Darne and Estelle Bee Dagum
  Performance of short-term trend predictors for current economic analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2008 Naorayex K Dastoor
  A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis
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Aug 21 2008 David Jacho-Chávez
  k nearest-neighbor estimation of inverse density weighted expectations
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 16 2008 Santiago Lago-Peñas
  ESTIMATING SPENDING NEEDS IN FEDERAL COUNTRIES: A METHODOLOGICAL SUGGESTION
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Jun 11 2008 Fumitaka Furuoka
  A Dynamic Model of Foreign Aid Allocation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 29 2008 Abdullah Noman
  Testing for PPP in the mean-group panel rgression framework: further evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 21 2008 Daisuke Nagakura
  A note on the relationship between the information matrx test and a score test for parameter constancy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 11 2007 Terence Tai-Leung Chong
  Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 03 2007 Kazumitsu Nawata
  A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 18 2007 Sheng-Kai Chang
  The asymptotic global power comparisons of the GMM overidentifying restrictions tests
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Sep 12 2007 Omgba Luc Désiré
  Oil rents and the tenure of the leaders in Africa
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 28 2007 Terence Tai-Leung Chong , Kwan-To Wong and Melvin Hinich
  Identification and Estimation of Structural-Change Models with Misclassification
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 21 2007 Kamal Upadhyaya , Franklin Mixon, Jr. and Dharmendra Dhakal
  Foreign direct investment and transition economies: empirical evidence from a panel data estimator
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Aug 13 2007 Tobias Hagen
  Estimating the Effect of Parliamentary Elections on Primary Budget Deficits in OECD Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 09 2007 Onur Baser
  Propensity Score Matching with Limited Overlap
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 08 2007 Kamal Upadhyaya , Gyan Pradhan , Dharmendra Dhakal and Rabindra Bhandari
  Foreign Aid, FDI and Economic Growth in East European Countries
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Apr 02 2007 Jose Alberto Molina , María Navarro and Inmaculada García
  Modelling interdependences between spouses by estimating income satisfaction
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 24 2007 Amit Sen
  On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2007 Terence Tai-Leung Chong , Guoxin Liu and Isabel Kit-Ming Yan
  Habit Formation: Deep and Uncertain
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 09 2007 Thanasis Stengos and Dianqin Wang
  An algorithm for censored quantile regressions
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Dec 06 2006 Haibin Wu
  Wavelet Estimation of Time Series Regression with Long Memory Processes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 28 2006 Alex Coad and Rekha Rao
  Innovation and market value: a quantile regression analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 13 2006 Sunil Sapra
  Robust exogeneity tests in the presence of outliers
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 04 2006 Kazuhiko Hayakawa
  A Note on Bias in First-Differenced AR(1) Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 22 2006 Barry Falk and Anindya Roy
  Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 08 2006 Nicolas Péridy
  The European Union and its new neighbors: an estimation of migration potentials
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 06 2005 Jin Lee
  Long horizon regressions with moderate deviations from a unit root
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 06 2005 Stéphane Colliac and Nader Akmar
  A primer on the empirics of original sin
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Nov 30 2005 S. C. Goh
  Simple Edgeworth approximations for semiparametric averaged derivatives
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2005 Théophile Azomahou and Dong Li
  A consistent nonparametric estimation of spatial autocovariances
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Mar 10 2005 Patrik Guggenberger
  Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator
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Feb 24 2005 Min-Hsien Chiang and Chihwa Kao
  Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model
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Dec 08 2004 Jen-Je Su
  Testing for no autocorrelation using a modified Lobato test
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2004 Taro Kanatani
  Integrated volatility measuring from unevenly sampled observations
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Sep 16 2004 Francesca Di Iorio and Stefano Fachin
  Models of labour demand with fixed costs of adjustment: a generalised tobit approach
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Jul 15 2004 Sudhanshu Mishra
  Multicollinearity and maximum entropy leuven estimator
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 07 2003 jérôme Fillol and Fabien Tripier
  The scaling function-based estimator of the long memory parameter: a comparative study
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Jul 16 2003 Robert Phillips
  Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 01 2002 Elena Casquel and Ezequiel Uriel
  An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2001 Teruko Takada
  Nonparametric density estimation: A comparative study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 17 2001 Quirino Paris
  Multicollinearity and maximum entropy estimators
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result