Econometrics

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0410005: Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este

Juan Miguel Villa

0410004: Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets

Alfonso Mendoza-Velázquez

0410003: A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data

Diana Weinhold

0410002: Multifractal analysis of Power Markets. Some empirical evidence

Marina Resta

0410001: Do Chinese stock markets share common information arrival processes?

Philip Kostov, Ziping Wu and Seamus McErlean

0409013: Model Selection Uncertainty and Detection of Threshold Effecs

Jean-Yves Pitarakis

0409012: ARGUING A CASE FOR THE COBB-DOUGLAS PRODUCTION FUNCTION

K.V. Murthy

0409011: DEMAND PULL AND SUPPLY PUSH IN PORTUGUESE CABLE TELEVISION

João Leitão

0409010: On Describing Multivariate Skewness: A Directional Approach

Jose Ferreira and Mark Steel

0409009: Surprise Volume and Heteroskedasticity in Equity Market Returns

Niklas Wagner and Terry A. Marsh

0409007: Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption

Philip Kostov and John Lingard

0409006: Confessions of an International Forecaster

Thomas Fullerton

0409005: Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models

Chi-Young Choi, Nelson Mark and Donggyu Sul

0409004: Application of Local Influence Diagnostics to the Linear Logistic Regression Models

Monzur Hossain and M. Ataharul Islam

0409003: TESTING THE SIGNIFICANCE OF LOCAL INFLUENCE

Monzur Hossain and M. Ataharul Islam

0409002: Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains

Miroslav Verbič

0409001: Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power

Evžen Kočenda and Lubos Briatka

0408009: A model to distribute mark-up amongst quotation component item

David Cattell, Paul Bowen and Ammar Kaka

0408008: HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA

Hakob Mnatsakanyan, Angelos Kanas and Zohrak Rafayelov

0408007: Evaluating Latent and Observed Factors in Macroeconomics and Financ

Jushan Bai and Serena Ng

0408006: Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor

Jushan Bai and Serena Ng

0408005: How much has labour taxation contributed to European structural unemployment?

Christophe Planas, Werner Roeger and Alessandro Rossi

0408004: Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes

Victor Aguirregabiria

0408003: Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach

Ricardo Silva, Marinho Gomes Andrade and Milton Barossi-Filho

0408002: Simulation-based estimation of peer effects

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

Stanislav Radchenko

0407002: Une lecture probabiliste du cycle d’affaires américain

Benoit Bellone

0407001: Detecting Turning Points with Many Predictors through Hidden Markov Models

Benoit Bellone and David Saint-Martin

0406004: MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models

Benoit Bellone

0406003: The consumption of ordinary wines in France: the effect of administered prices

Evens Salies

0406002: A note on the modelling of hyper-inflations

Evens Salies and Peter Moffatt

0406001: Lags in the response of gasoline prices to changes in crude oil

Stanislav Radchenko

0405004: On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates

Paulo Rodrigues and Antonio Rubia

0405003: The Nonlinear Skeletons in the Closet

William Barnett, Barry Jones, Milka Kirova, Travis Nesmith and Meenakshi Pasupathy

0405002: Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots

Ricardo Silva

0405001: Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections

Christian Bayer

0404005: Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers

Jose Ferreira and Mark Steel

0404004: The long memory story of ex post real interest rates. Can it be supported?

Ioannis Venetis, Agustin Duarte and Ivan Paya

0404002: Bayesian measures of explained variance and pooling in multilevel (hierarchical) models

Andrew Gelman and Iain Pardoe

0404001: Prior distributions for variance parameters in hierarchical models

Andrew Gelman

0403009: ON THE ROLE OF WAGES IN THE UKRAINIAN TRANSITION PROCESS: AN EMPIRICAL INVESTIGATION

Gioacchino Fazio and Olivier Hueber

0403008: The Partial Distribution: Definition, Properties and Applications in Economy

Feng Dai

0403007: On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates

Tommaso Proietti

0403006: Characterising the Business Cycle for Accession Countries

Michael Artis, Massimiliano Marcellino and Tommaso Proietti

0403005: Policy Makers Priors and Inflation Density Forecasts

Marco Vega

0403004: AN ESTIMATION OF DISPOSABLE PERSONAL INCOME OF THE SPANISH MUNICIPALITIES IN 1997

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

Coro Chasco-Yrigoyen and Fernando López-Hernández

0403002: A Constructive Representation of Univariate Skewed Distributions

Jose Ferreira and Mark Steel

0403001: Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions

Jose Ferreira and Mark Steel

0402010: Mexico’s Industrial Engine of Growth: Cointegration and Causality

Alejandro Diaz-Bautista