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0402009: Classifying the Markets Volatility with ARMA Distance Measures Downloads
Edoardo Otranto
0402008: The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach Downloads
Giancarlo Bruno and Edoardo Otranto
0402007: Deterministic Seasonality in Dickey-Fuller Tests: Should We Care? Downloads
Artur Silva Lopes
0402006: ASIMETRÍA, PERSISTENCIA Y NO LINEALIDAD DE LA TASA DE DESEMPLEO ESPAÑOL Downloads
Jose Casado and F.Javier Trívez
0402005: Cointegration in Frequency Domain Downloads
Daniel Levy
0402004: Consistent Model Specification Tests Against Smooth Transition Alternatives Downloads
Jonathan Hill
0402003: Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems Downloads
Victor Aguirregabiria
0402002: Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited Downloads
Jonathan Hill
0402001: Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures Downloads
Bakhodir Ergashev
0401009: Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View Downloads
Horst Entorf
0401008: Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes Downloads
Niklas Wagner and Terry A. Marsh
0401007: Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications Downloads
Markus Junker, Alexander Szimayer and Niklas Wagner
0401006: Unit Roots, Nonlinear Cointegration and Purchasing Power Parity Downloads
Alfred Haug and Syed Basher
0401005: Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries Downloads
Jesus Clemente Lopez, Antonio Montañés and Marcelo Reyes
0401004: LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study Downloads
Jonathan Hill
0401003: Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints Downloads
Tommaso Proietti and Filippo Moauro
0401002: Forecasting and Signal Extraction with Misspecified Models Downloads
Tommaso Proietti
0401001: Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes Downloads
Jonathan Hill
0312005: Offensive Performance, Omitted Variables, and the Value of Speed in Baseball Downloads
Theodore Turocy
0312004: Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification Downloads
Jean-Yves Pitarakis
0312003: Dating the Italian Business Cycle: A Comparison of Procedures Downloads
Giancarlo Bruno and Edoardo Otranto
0312002: Spot price dynamics in deregulated power markets Downloads
Marina Resta and Davide Sciutti
0312001: Tests for the consistency of three-level nested logit models with utility maximization Downloads
María José Gil-Moltó and Arne Hole
0311009: Testing for Stochastic Cointegration and Evidence for Present Value Models Downloads
Brendan McCabe, Stephen Leybourne and David Harris
0311008: Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification Downloads
Stephen Leybourne, Tae-Hwan Kim and Paul Newbold
0311007: EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST Downloads
Stephen Leybourne, Paul Newbold and Tae-Hwan Kim
0311006: On Unit Root Tests and the Initial Observation Downloads
Stephen Leybourne and David Harvey
0311005: Panel Stationarity Tests with Cross-sectional Dependence Downloads
David Harris, Stephen Leybourne and Brendan McCabe
0311004: Testing and Estimating Persistence in Canadian Unemployment Downloads
O. Mikhail, Curtis J. Eberwein and Jagdish Handa
0311003: Mutual information: a dependence measure for nonlinear time series Downloads
Andreia Dionisio, Rui Menezes and Diana A. Mendes
0311002: Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter Downloads
Roberto Iannaccone and Edoardo Otranto
0311001: the Multi-State Markov Switching Model Downloads
Edoardo Otranto
0310006: An Improved Panel Unit Root Test Using GLS-Detrending Downloads
Claude Lopez
0310005: Smoothed Empirical Likelihood Methods for Quantile Regression Models Downloads
Yoon-Jae Whang
0310004: Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison Downloads
Luciano Gutierrez
0310003: An Improved Panel Unit Root Test Using GLS-Detrending Downloads
Claude Lopez
0310002: Japanese Public Support For Official Development Assistance Downloads
Michael Gagen
0310001: MyQuestLight User’s Guide Downloads
Plamen Yossifov
0309004: Central regions and dependency Downloads
Karl Mosler
0309003: Maximum Probability/Entropy translating of contiguous categorical observations into frequencies Downloads
Marian Grendar and Marian Grendar
0309002: A SETAR model with long-memory dynamics Downloads
Gilles Dufrénot, Dominique Guegan and Anne Peguin-Feissolle
0309001: Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model Downloads
Gilles Dufrénot, Elisabeth Grimaud, Eug=E9nie Latil and Valérie Mignon
0308005: A Self-Consistent Model for the Forward Price Dynamics Downloads
Vlad Makhankov
0308004: Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials Downloads
Daniel Kaufmann, Gil Mehrez and Tugrul Gurgur
0308003: Structural Equation Models in Human Behavior Genetics Downloads
Arthur Goldberger
0308002: Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong Downloads
Hai-Chin Yu and Ming-Chang Huang
0308001: Tests of Conditional Predictive Ability Downloads
Raffaella Giacomini and Halbert White
0307007: Strongly Consistent Determination of the Rank of Matrix Downloads
Zaka Ratsimalahelo
0307006: On Priors for Impulse Responses in Bayesian Structural VAR Models Downloads
Andrzej Kociecki
0307005: Effects of STAR and TAR types nonlinearities on order selection criteria Downloads
Venus Liew and Terence Tai Leung Chong
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