Econometrics

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0505007: Tests for cointegration in panels with regime shifts

Luciano Gutierrez

0505006: Active versus Passive Sample Attrition: The Health and Retirement Study

Honggao Cao and Daniel H. Hill

0505005: On Tail Index Estimation for Dependent, Heterogenous Data

Jonathan B. Hill

0505004: Periodic Properties of Interpolated Time Series

Hashem Dezhbakhsh and Daniel Levy

0505003: Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures

Massimiliano Marinucci and Teodosio Pérez-Amaral

0505002: The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models

Alastair Hall and Atsushi Inoue

0505001: Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S

Sangho Choo, Patricia Mokhtarian and Ilan Salomon

0504008: Does Format of Pricing Contract Matter?

Teck Ho and Juanjuan Zhang

0504007: Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques

Pablo Garcia

0504006: Another Look at the Identification of Dynamic Discrete Decision Processes

Victor Aguirregabiria

0504005: Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange

David Chappell and Theodore Panagiotidis

0504004: OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING APPROACH

Theodore Panagiotidis and Emilie Rutledge

0504003: Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis

Prof Rajagopal

0504002: Testing Cointegration Rank in Large Systems

Pu Chen and Chih-Ying Hsiao

0504001: FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS

Rafał Weron and Adam Misiorek

0503021: Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models

Arnab Bhattacharjee

0503020: ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES

Ching-Kang Ing

0503019: Financing Constraints and Firm Inventory Investment: A Reexamination

John Tsoukalas

0503018: What causes the forecasting failure of Markov-Switching models? A Monte Carlo study

Marie Bessec and Othman Bouabdallah

0503017: An intuitive guide to wavelets for economists

Patrick Crowley

0503016: Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited

Jonathan B. Hill

0503015: Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process

Martin Smid

0503014: Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis

Ozgen Sayginsoy

0503013: CUSTOMER SATISFACTION MEASUREMENT MODELS: GENERALISED MAXIMUM ENTROPY APPROACH

Amjad Al-Nasser

0503012: THE INFLATION IN EUROPEAN UNION

Eleftherios Giovanis

0503011: The hunting in the Province of Elassona

Eleftherios Giovanis

0503010: Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens

Eleftherios Giovanis

0503009: Econometric Analysis for the rural sector in Greek economy

Eleftherios Giovanis

0503008: Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications

Matteo Pelagatti

0503007: Dynamic Conditional Correlation with Elliptical Distributions

Matteo Pelagatti and Stefania Rondena

0503006: Business cycle and sector cycles

Matteo Pelagatti

0503005: A Residential Energy Demand System for Spain

Xavier Labandeira, Jose Labeaga and Miguel Rodriguez

0503004: Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

T. Di Matteo, T. Aste and Michel Dacorogna

0503003: Boating Against the Current: Cases, Concepts, Models and Development Power

Feng Dai

0503002: Nonlinearity, Nonstationarity and Spurious Forecasts

Vadim Marmer

0503001: Structural Changes in NICs: Some Evidences on Attractor Points

Hossein Abbasi-Nejad and Shapour Mohammadi

0502017: A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria

Victor Aguirregabiria and Pedro Mira

0502016: Structural Changes in NICs: Some Evidences on Attractor Points

Hossein Abbasi-Nejad and Shapour Mohammadi

0502015: A link between measures of Gross National Product, and measures of corruption

Mukti Diah Riani and Stuart Wattam

0502014: Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua

Adela Parra-Romero, Viviana Vargas Franco and Carlos Castellar Palma

0502013: Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification

Cornelis Los

0502012: Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage

Prof Rajagopal

0502011: Extraction of Common Signal from Series with Different Frequency

Edoardo Otranto

0502010: Multivariate STAR Unemployment Rate Forecasts

Costas Milas and Philip Rothman

0502009: Grinkevych's Model of forecasting

Dmitry

0502008: Nonparametric Slope Estimators for Fixed-Effect Panel Data

Kusum Mundra

0502007: Assessing Forecast Performance in a VEC Model: An Empirical Examination

Zacharias Bragoudakis

0502006: On detecting and modeling periodic correlation in financial data

Ewa Broszkiewicz-Suwaj, Andrzej Makagon, Rafał Weron and Agnieszka Wyłomańska

0502005: Modeling electricity prices with regime switching models

Michael Bierbrauer, Stefan Trueck and Rafał Weron

0502004: Modeling and forecasting electricity loads: A comparison

Rafał Weron and Adam Misiorek