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0307004: Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach Downloads
Ryan Suleimann Lemand
0307003: New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach Downloads
Ryan Suleimann Lemand
0307002: The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA:A Univariate and A Bivariate Switching Approach Downloads
Ryan Suleimann Lemand
0307001: Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation Downloads
Kyongwook Choi and Eric Zivot
0306009: On Ranking and Selection from Independent Truncated Normal Distributions Downloads
William Horrace
0306008: Rank Test Based On Matrix Perturbation Theory Downloads
Zaka Ratsimalahelo
0306007: Testing for Unit Roots: Mexico's GDP Downloads
Alejandro Diaz-Bautista and Ramon A. Castillo Ponce
0306006: Identifying the Predictors for Financial Crisis Using Gibbs Sampler Downloads
Jin-Lung Lin and Chung-Shu Wu
0306005: Modeling lunar calendar effects in taiwan Downloads
Jin-Lung Lin and Tian- Syh Liu
0306004: Econometrics and Economic Policy Downloads
Gregory C. Chow
0306003: Economic Effects of Political Movements in China: Lower Bound Estimates Downloads
Gregory C. Chow
0306002: Estimating Economic Effects of Political Movements in China Downloads
Gregory C. Chow
0306001: Term Structure of Interest Rates.Emergence of Power Laws and Scaling Laws Downloads
Thomas Alderweireld and Jean Nuyts
0305004: Long memory and the relation between implied and realized volatility Downloads
Federico Bandi and Benoit Perron
0305003: Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime Downloads
Rafał Weron
Jaime Londoño
0305001: A Method for Assigning Letter Grades: Multi-Curve Grading Downloads
Alex Strashny
0304002: Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis Downloads
Helle Bunzel and Timothy Vogelsang
0304001: Modeling the Behavior of Prague Stock Exchange Index (PX-50) Downloads
Martina Hornikova
0303008: From Economic Activity to Understanding Spaces Downloads
Diego Iribarren
0303007: Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market Downloads
Rafał Weron, Ingve Simonsen and Piotr Wilman
0303006: ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") Downloads
Eric Jondeau and Hervé Le Bihan
0303005: Housing Demand in Portugal Downloads
Pedro Carvalho
0303004: ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") Downloads
Eric Jondeau and Hervé Le Bihan
0303003: Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001) Downloads
Hugo Reis and João Santos Silva
0303002: Identification with averaged data and implications for hedonic regression studies Downloads
José António Machado and João Santos Silva
0303001: Quantiles for Counts Downloads
José António Machado and João Santos Silva
0302002: The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico Downloads
Carlos Rodriguez
0302001: International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach Downloads
Luciano Gutierrez and Michele Gutierrez
0301004: An Alternative to the BDS Test: Integration Across The Correlation Integral Downloads
Evžen Kočenda
0301003: Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models Downloads
Eric Hillebrand
Jose Manso
0301001: Parametric Estimation of Quadratic Term Structure Models of Interest Rate Downloads
Li Chen and H. Vincent Poor
0211003: On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111 Downloads
Luciano Gutierrez
0211002: The Impact of Education on Economic Growth in Guatemala: A Time- Series Analysis Applying an Error-Correction Methodology Downloads
Josef Loening
0211001: On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture Downloads
Gauthier Lanot
0210001: Modeling Blank Data Entries in Data Envelopment Analysis Downloads
Timo Kuosmanen
0209002: Some Reflections on Trend-Cycle Decompositions with Correlated Components Downloads
Tommaso Proietti
0209001: Semiparametric Bayesian Inference for Stochastic Frontier Models Downloads
Jim Griffin and Mark Steel
0207003: A New Scoring Algorithm for Multiple-Choice Tests: Conditional Knowledge Model Downloads
Alex Strashny
0207002: The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter? Downloads
Catherine Baumont, Cem Ertur and Julie Le Gallo
0207001: The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence Downloads
Vincenzo Di Maro
0206007: Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k Downloads
William Horrace
0206006: Confidence Statements for Efficiency Estimates from Stochastic Frontier Models Downloads
William Horrace and Peter Schmidt
0206005: Selection Procedures for Order Statistics in Empirical Economic Studies Downloads
William Horrace
0206004: Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming Downloads
Viliam Druska and William Horrace
0206003: On the Ranking Uncertainty of Labor Market Wage Gaps Downloads
William Horrace
0206002: New Wine in Old Bottles: A Sequential Estimation Technique for the LPM Downloads
William Horrace and Ronald Oaxaca
0206001: Dynamic paths of the European economy: simulations using an EU aggregate model Downloads
Alberto Bagnai and Francesco Carlucci
0205001: The Inconsistency of the Breusch-Pagan Test Downloads
Asad Zaman
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