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Aug 12 2015 Alex Luiz Ferreira
  The Simultaneity Bias of the Uncovered Interest Rate Parity: evidence using survey data for Brazil
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 15 2011 Masaki Narukawa and Katsuhito Nohara
  Semiparametric estimation of on-stie count data models
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May 12 2010 Daniel Ventosa-santaulària
  Testing for an irrelevant regressor in a simple cointegration analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 01 2007 Eric S. Lin
  On the standard errors of Oaxaca-type decompositions for inter-industry gender wage differentials
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 20 2005 Jae Kim
  Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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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Mar 26 2004 Hiroshi Gunji and Chie Hanaoka
  Standard error and confidence interval for QALY weights
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