Econometrics

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0307004: Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach

Ryan Lemand

0307003: New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach

Ryan Lemand

0307002: The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA:A Univariate and A Bivariate Switching Approach

Ryan Lemand

0307001: Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation

Kyongwook Choi and Eric Zivot

0306009: On Ranking and Selection from Independent Truncated Normal Distributions

William Horrace

0306008: Rank Test Based On Matrix Perturbation Theory

Zaka Ratsimalahelo

0306007: Testing for Unit Roots: Mexico's GDP

Alejandro Diaz-Bautista and Ramon A. Castillo Ponce

0306006: Identifying the Predictors for Financial Crisis Using Gibbs Sampler

Jin-Lung Lin and Chung-Shu Wu

0306005: Modeling lunar calendar effects in taiwan

Jin-Lung Lin and Tian- Syh Liu

0306004: Econometrics and Economic Policy

Gregory C. Chow

0306003: Economic Effects of Political Movements in China: Lower Bound Estimates

Gregory C. Chow

0306002: Estimating Economic Effects of Political Movements in China

Gregory C. Chow

0306001: Term Structure of Interest Rates.Emergence of Power Laws and Scaling Laws

Thomas Alderweireld and Jean Nuyts

0305004: Long memory and the relation between implied and realized volatility

Federico Bandi and Benoit Perron

0305003: Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime

Rafał Weron

0305002: PARAMETRIC ESTIMATION OF DIFFUSION PROCESSES SAMPLED AT FIRST EXIT TIME

Jaime Londoño

0305001: A Method for Assigning Letter Grades: Multi-Curve Grading

Alex Strashny

0304002: Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis

Helle Bunzel and Timothy Vogelsang

0304001: Modeling the Behavior of Prague Stock Exchange Index (PX-50)

Martina Hornikova

0303008: From Economic Activity to Understanding Spaces

Diego Iribarren

0303007: Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market

Rafał Weron, Ingve Simonsen and Piotr Wilman

0303006: ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")

Eric Jondeau and Hervé Le Bihan

0303005: Housing Demand in Portugal

Pedro Carvalho

0303004: ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")

Eric Jondeau and Hervé Le Bihan

0303003: Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001)

Hugo Reis and João Santos Silva

0303002: Identification with averaged data and implications for hedonic regression studies

José António Machado and João Santos Silva

0303001: Quantiles for Counts

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

Carlos Rodriguez

0302001: International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach

Luciano Gutierrez and Michele Gutierrez

0301004: An Alternative to the BDS Test: Integration Across The Correlation Integral

Evžen Kočenda

0301003: Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models

Eric Hillebrand

0301002: INNOVATION AND TECHNOLOGICAL EVOLUTION IN A WESTERN EUROPEAN COUNTRY – THE CASE OF PORTUGAL

Jose Ramos Manso

0301001: Parametric Estimation of Quadratic Term Structure Models of Interest Rate

Li Chen and H. Vincent Poor

0211003: On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111

Luciano Gutierrez

0211002: The Impact of Education on Economic Growth in Guatemala: A Time- Series Analysis Applying an Error-Correction Methodology

Josef Loening

0211001: On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture

Gauthier Lanot

0210001: Modeling Blank Data Entries in Data Envelopment Analysis

Timo Kuosmanen

0209002: Some Reflections on Trend-Cycle Decompositions with Correlated Components

Tommaso Proietti

0209001: Semiparametric Bayesian Inference for Stochastic Frontier Models

Jim Griffin and Mark Steel

0207003: A New Scoring Algorithm for Multiple-Choice Tests: Conditional Knowledge Model

Alex Strashny

0207002: The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?

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

Vincenzo Di Maro

0206007: Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k

William Horrace

0206006: Confidence Statements for Efficiency Estimates from Stochastic Frontier Models

William Horrace and Peter Schmidt

0206005: Selection Procedures for Order Statistics in Empirical Economic Studies

William Horrace

0206004: Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming

Viliam Druska and William Horrace

0206003: On the Ranking Uncertainty of Labor Market Wage Gaps

William Horrace

0206002: New Wine in Old Bottles: A Sequential Estimation Technique for the LPM

William Horrace and Ronald Oaxaca

0206001: Dynamic paths of the European economy: simulations using an EU aggregate model

Alberto Bagnai and Francesco Carlucci

0205001: The Inconsistency of the Breusch-Pagan Test

Asad Zaman