Econometrics

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0205001: The Inconsistency of the Breusch-Pagan Test

Asad Zaman

0204001: Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment

Govert Bijwaard

0203005: An information-theoretic extension to structural VAR modelling

Nikolaus A Siegfried

0203004: Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic

Jan Hanousek and Gérard Roland

0203003: Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models

Pavel Cizek

0203002: Development of Ownership Structure and its Effect on Performance: Czech Firms from Mass Privatization

Evzen Kocenda

0203001: Robust Estimation with Discrete Explanatory Variables

Pavel Cizek

0201003: Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?

Sugato Chakravarty, Frederick H. deB. Harris and Robert A. Wood

0201002: Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility

James E. Griffin and Mark Steel

0201001: Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture

Carmen Fernandez, Gary Koop and Mark Steel

0112002: Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)

Nikolai Svetlov

0112001: REGULARITY OF THE GENERALIZED QUADRATIC PRODUCTION MODEL: A COUNTEREXAMPLE

William Barnett and Meenakshi Pasupathy

0111004: A VECTOR ERROR CORRECTION AND NONNESTED MODELLING OF MONEY DEMAND FUNCTION IN NIGERIA

PROF Godwin Chukwudum Nwaobi

0111003: Assessing GMM Estimates of the Federal Reserve Reaction Function

Clémentine Florens, Eric Jondeau and Hervé LE BIHAN

0111002: The Differential Approach to Superlative Index Number Theory

William Barnett, Ke- Hong Choi and Tara M. Sinclair

0111001: A Conversation with Henri (Hans) Theil: His Experiences in the Netherlands during the Second World War

William Barnett

0110007: Fellow's Opinion: Tastes and Technology, Curvature is not Sufficient for Regularity

William Barnett

0110006: Estimating Sampling Variance from the Current Population Survey: A Synthetic Design Approach to Correcting Standard Errors

Dean Jolliffe

0110005: Interpretation of Regressions with Multiple Proxies

Darren Lubotsky and Martin Wittenberg

0110004: Forecasting Industrial Production and the Early Detection of Turning Points

Giancarlo Bruno and Claudio Lupi

0110003: Bayesian Modelling of Catch in a Northwest Atlantic Fishery

Carmen Fernandez, Eduardo Ley and Mark Steel

0110002: Model uncertainty in cross-country growth regressions

Carmen Fernandez, Eduardo Ley and Mark Steel

0110001: Statistical Inference as a Bargaining Game

Eduardo Ley

0108003: Lag Length Estimation in Large Dimensional Systems

Jesus Gonzalo and Jean-Yves Pitarakis

0108002: Lag Length Estimation in Large Dimensional Systems

Jesus Gonzalo and Jean-Yves Pitarakis

0108001: Exogenous impact and conditional quantile functions

Andrew Chesher

0107001: Rate-optimal data-driven specification testing in regression models

Emmanuel Guerre and Pascal Lavergne

0106001: Survey-based Estimates of Biases in Consumer Price Indices During

Randall Filer and Jan Hanousek

0103001: The Fatality Risks of Sport-Utility Vehicles, Vans, and Pickups

Ted Gayer

0012004: Model Selection and Simplification Using Lattices

Jaromir Antoch and Jan Hanousek

0012003: On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths

Joel Huber and Kenneth Train

0012002: Halton Sequences for Mixed Logit

Kenneth Train

0012001: Customer-Specific Taste Parameters and Mixed Logit: Households' Choice of Electricity Supplier

David Revelt and Kenneth Train

0004010: A Multivariate GARCH Model with Time-Varying correlations

Y. K. Tse and Albert K. C. Tsui

0004009: Sequential Regression: A Neodescriptive Approach to Multicollinearity

Norman Fickel

0004008: A supply side approach for estimating a Neo-classical fixed investment model for the South African economy

Ackerman Maarten

0004007: A Multivariate GARCH Model with Time-Varying Correlations

Y. K. Tse and Albert K.C. Tsui

0004006: Approaching the losses caused by imperfect short-term financing at the Russian farms

Irina V. Bezlepkina and Nikolai Svetlov

0004005: Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test

Ignacio Díaz-Emparanza

0004004: Poverty, Inequality and Growth in Zambia during the 1990s

Neil McCulloch, Bob Baulch and Milasoa Cherel-Robson (Neil McCulloch and Neil McCulloch)

0004003: Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan

Neil McCulloch and Bob Baulch (Neil McCulloch and Neil McCulloch)

0004002: Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach

Jim Engle-Warnick

0004001: The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations

Hannes Leeb and Benedikt M. Poetscher (Benedikt M Pötscher)

9907001: The variance of an integrated process need not diverge to infinity

Hannes Leeb and Benedikt Poetscher (Benedikt M Pötscher)

9905001: Improved Inference for the Instrumental Variable Estimator

Richard Startz, Charles Nelson and Eric Zivot

9904003: A Heisenberg Bound for Stationary Time Series

Eric Blankmeyer

9904002: L-scaling

Eric Blankmeyer

9904001: Best Log-linear Index Numbers: Extensions and Applications

Eric Blankmeyer

9903003: Model uncertainty in cross-country growth regressions

Carmen Fernandez, Eduardo Ley and Mark Steel

9903002: A Time Series Model of Multiple Structural changes in Level, Trend and Variance

Jiahui Wang and Eric Zivot