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Notes, Comments and Preliminary results |
| Dec 30 2022 |
Tucker S McElroy |
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Stationary parameterization of GARCH processes |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 18 2021 |
Jose Miguel Abito and Cuicui Chen |
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How much can we identify from repeated games? |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 29 2020 |
Masaya Nishihata and Taisuke Otsu |
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Conditional GMM estimation for gravity models |
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Abstract Contact Information Citation Full Text - Note |
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| May 02 2019 |
Téa Ouraga |
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A note on Gini Principal Component Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 05 2018 |
Tito Lívio , Naushad Mamode Khan , Marcelo Bourguignon and Hassan S. Bakouch |
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An INAR(1) model with Poisson-Lindley innovations |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 01 2017 |
Mustafa U. Karakaplan and Levent Kutlu |
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Handling Endogeneity in Stochastic Frontier Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 20 2017 |
Margherita Gerolimetto and Stefano Magrini |
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On the power of the simulation-based ADF test in bounded time series |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 02 2016 |
Jörg Schwiebert |
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Comparing marginal effects between different models and/or samples |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 24 2016 |
Heather L. Bednarek and Hailong Qian |
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The optimality of non-optimal GMM estimation of parameters of interest and the partial asymptotic efficiency of 2SLS estimation |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 11 2016 |
Akimitsu Inoue |
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Density estimation based on pointwise mutual information. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 18 2015 |
Kaihua Deng |
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Power Attrition of Asymmetric Tail Comovement Test |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 07 2015 |
Wenjie Wang and Qingfeng Liu |
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Bootstrap-based Selection for Instrumental Variables Model |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 24 2015 |
Luisa Bisaglia and Margherita Gerolimetto |
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Forecasting integer autoregressive processes of order 1: are simple AR competitive? |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 22 2015 |
Mandira Sarma |
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Measuring financial inclusion |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 11 2015 |
Hailong Qian and Heather L. Bednarek |
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Partial efficient estimation of SUR models |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 06 2014 |
Kien C Tran |
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Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 04 2014 |
Richard Startz |
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On the implicit uniform BIC prior |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 04 2013 |
Junsoo Lee and Mark C. Strazicich |
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Minimum LM unit root test with one structural break |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 19 2013 |
Tahsin Mehdi |
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Weighted empirical likelihood-based inference for quantiles under stratified random sampling |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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 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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| Oct 22 2012 |
Gijsbert Suren and Guilherme Moura |
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Heteroskedastic Dynamic Factor Models: A Monte Carlo Study |
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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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| Mar 19 2012 |
Esmeralda Ramalho , Joaquim Ramalho and Jose M.R. Murteira |
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A supremum-type RESET test for binary choice models |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 12 2012 |
Ahamada Ibrahim and Boutahar Mohamed |
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Power of the KPSS test against shift in variance:
a further investigation. |
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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 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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| Nov 08 2010 |
Yoshihiko Tsukuda and Tatsuyoshi Miyakoshi |
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Econometric Analysis of Fiscal Policy Budget Constraints in Endogenous Growth Models |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 30 2010 |
Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo |
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On the power of modified Kapetanios-Snell-Shin (KSS) tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 12 2010 |
Donghun Kim and Philip Sugai |
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Willingness to Pay for Digital Contents in Japan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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| May 18 2010 |
Mazbahul Golam Ahamad and Rezai Karim Khondker |
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Climate Risks, Seasonal Food Insecurity and Consumption Coping Strategies: Evidences from a Micro-level Study from Northern Bangladesh |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 12 2010 |
Daniel Ventosa-santaulària |
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Testing for an irrelevant regressor in a simple cointegration analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 04 2010 |
Shiok Ye Lim , Ricky Chee-Jiun Chia and Chong Mun Ho |
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Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2010 |
Essahbi Essaadi and Mohamed Boutahar |
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A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 08 2010 |
Ben m'barek Hassene Jr and Ben romdhane Hager Jr |
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Financial Crises and Banking Deregulation: the Case of Tunisia |
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Abstract Contact Information Citation Full Text - Note |
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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 10 2010 |
Dominique Guégan and Patrick Rakotomarolahy |
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A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 08 2010 |
Erdal Atukeren |
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The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 23 2009 |
Giorgio Fagiolo , Mauro Napoletano , Marco Piazza and Andrea Roventini |
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Detrending and the Distributional Properties of U.S. Output Time Series |
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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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| Oct 29 2009 |
Helena Veiga |
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Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga |
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Abstract Contact Information Citation Full Text - Comment |
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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 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 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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