EconPapers    
Economics at your fingertips  
 

Econometrics

From EconWPA
Series data maintained by EconWPA ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


0410005: Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este Downloads
Juan Miguel Villa
0410004: Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets Downloads
Alfonso Mendoza-Velázquez
0410003: A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data Downloads
Diana Weinhold
0410002: Multifractal analysis of Power Markets. Some empirical evidence Downloads
Marina Resta
0410001: Do Chinese stock markets share common information arrival processes? Downloads
Philip Kostov, Ziping Wu and Seamus McErlean
0409013: Model Selection Uncertainty and Detection of Threshold Effecs Downloads
Jean-Yves Pitarakis
0409012: ARGUING A CASE FOR THE COBB-DOUGLAS PRODUCTION FUNCTION Downloads
K.V. Murthy
0409011: DEMAND PULL AND SUPPLY PUSH IN PORTUGUESE CABLE TELEVISION Downloads
João Leitão
0409010: On Describing Multivariate Skewness: A Directional Approach Downloads
Jose Ferreira and Mark Steel
0409009: Surprise Volume and Heteroskedasticity in Equity Market Returns Downloads
Niklas Wagner and Terry A. Marsh
0409007: Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption Downloads
Philip Kostov and John Lingard
0409006: Confessions of an International Forecaster Downloads
Thomas Fullerton
0409005: Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models Downloads
Chi-Young Choi, Nelson Mark and Donggyu Sul
0409004: Application of Local Influence Diagnostics to the Linear Logistic Regression Models Downloads
Monzur Hossain and M. Ataharul Islam
0409003: TESTING THE SIGNIFICANCE OF LOCAL INFLUENCE Downloads
Monzur Hossain and M. Ataharul Islam
0409002: Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains Downloads
Miroslav Verbič
0409001: Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power Downloads
Evžen Kočenda and Lubos Briatka
0408009: A model to distribute mark-up amongst quotation component item Downloads
David Cattell, Paul Bowen and Ammar Kaka
0408008: HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA Downloads
Hakob Mnatsakanyan, Angelos Kanas and Zohrak Rafayelov
0408007: Evaluating Latent and Observed Factors in Macroeconomics and Financ Downloads
Jushan Bai and Serena Ng
0408006: Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor Downloads
Jushan Bai and Serena Ng
0408005: How much has labour taxation contributed to European structural unemployment? Downloads
Christophe Planas, Werner Roeger and Alessandro Rossi
0408004: Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes Downloads
Victor Aguirregabiria
0408003: Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach Downloads
Ricardo Silva, Marinho Gomes Andrade and Milton Barossi-Filho
0408002: Simulation-based estimation of peer effects Downloads
Brian Krauth
0408001: Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market Downloads
Stanislav Radchenko
0407002: Une lecture probabiliste du cycle d’affaires américain Downloads
Benoit Bellone
0407001: Detecting Turning Points with Many Predictors through Hidden Markov Models Downloads
Benoit Bellone and David Saint-Martin
0406004: MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models Downloads
Benoit Bellone
0406003: The consumption of ordinary wines in France: the effect of administered prices Downloads
Evens Salies
0406002: A note on the modelling of hyper-inflations Downloads
Evens Salies and Peter Moffatt
0406001: Lags in the response of gasoline prices to changes in crude oil Downloads
Stanislav Radchenko
0405004: On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates Downloads
Paulo Rodrigues and Antonio Rubia
0405003: The Nonlinear Skeletons in the Closet Downloads
William Barnett, Barry Jones, Milka Kirova, Travis Nesmith and Meenakshi Pasupathy
0405002: Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots Downloads
Ricardo Silva
0405001: Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections Downloads
Christian Bayer
0404005: Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers Downloads
Jose Ferreira and Mark Steel
0404004: The long memory story of ex post real interest rates. Can it be supported? Downloads
Ioannis Venetis, Agustin Duarte and Ivan Paya
0404002: Bayesian measures of explained variance and pooling in multilevel (hierarchical) models Downloads
Andrew Gelman and Iain Pardoe
0404001: Prior distributions for variance parameters in hierarchical models Downloads
Andrew Gelman
0403009: ON THE ROLE OF WAGES IN THE UKRAINIAN TRANSITION PROCESS: AN EMPIRICAL INVESTIGATION Downloads
Gioacchino Fazio and Olivier Hueber
0403008: The Partial Distribution: Definition, Properties and Applications in Economy Downloads
Feng Dai
0403007: On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates Downloads
Tommaso Proietti
0403006: Characterising the Business Cycle for Accession Countries Downloads
Michael Artis, Massimiliano Marcellino and Tommaso Proietti
0403005: Policy Makers Priors and Inflation Density Forecasts Downloads
Marco Vega
0403004: AN ESTIMATION OF DISPOSABLE PERSONAL INCOME OF THE SPANISH MUNICIPALITIES IN 1997 Downloads
Coro Chasco-Yrigoyen
0403003: Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia Downloads
Coro Chasco-Yrigoyen and Fernando López-Hernández
0403002: A Constructive Representation of Univariate Skewed Distributions Downloads
Jose Ferreira and Mark Steel
0403001: Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions Downloads
Jose Ferreira and Mark Steel
0402010: Mexico’s Industrial Engine of Growth: Cointegration and Causality Downloads
Alejandro Diaz-Bautista
Page updated 2017-04-28
Sorted by handle, 2d-year