# Econometrics

From University Library of Munich, Germany

Bibliographic data for series maintained by EconWPA ().

Access Statistics for this working paper series.

Track citations for all items by RSS feed

Is something missing from the series or not right? See the RePEc data check for the archive and series.

- 9812002: Bayesian and Classical Approaches to Instrumental Variables Regression
*Frank Kleibergen* and *Eric Zivot*
- 9812001: Cointegration and Forward and Spot Exchange Rate Regressions
*Eric Zivot*
- 9809001: Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study
*Michael A. Hauser*
- 9808001: Impulse Response Priors for Discriminating Structural Vector Autoregressions
*Mark Dwyer*
- 9805004: On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors
*Chihwa Kao* and *Jamie Emerson*
- 9805003: Martingales, Nonlinearity, and Chaos
*William Barnett* and *Apostolos Serletis*
- 9805001: Relative Efficiency with Equivalence Classes of Asymptotic Covariances
*David Mandy* and *Carlos Martins-Filho*
- 9804001: Benchmark Priors for Bayesian Model Averaging
*Carmen Fernandez*, *Eduardo Ley* and *Mark Steel*
- 9802003: An Approximate Wavelet MLE of Short and Long Memory Parameters
*Mark Jensen*
- 9802002: Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance
*Surajit Ray*, *B Ravikumar* and *N. Eugene Savin*
- 9802001: MCMC Methods for Fitting and Comparing Multinomial Response Models
*Siddhartha Chib*, *Edward Greenberg* and *Yuxin Chen*
- 9712002: A Monte Carlo Comparison of Tests for Cointegration in Panel Data
*Suzanne McCoskey* and *Chihwa Kao*
- 9712001: Statistical Modeling of Fishing Activities in the North Atlantic
*Carmen Fernandez*, *Eduardo Ley* and *Mark Steel*
- 9711002: A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA
*Chihwa Kao* and *Suzanne McCoskey*
- 9711001: Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
*Francisco Cribari-Neto*, *Mark Jensen* and *Álvaro Novo*
- 9710002: Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter
*Mark Jensen*
- 9710001: Testing between Different Types of Switching Regression Models
*Frieder Knuepling*
- 9709002: An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets
*Mark Jensen*
- 9709001: Nonlinear and Complex Dynamics in Economics
*William Barnett*, *Alfredo Medio* and *Apostolos Serletis*
- 9705001: The Impact of Training on Unemployment Duration in West Germany -Combining a Discrete Hazard Rate Model with Matching Techniques-
*R. Hujer*, *K.-O. Maurer* and *M. Wellner*
- 9704001: Estimating the Effect of Training on Unemployment Duration in West Germany - A Discrete Hazard-Rate Model with Instrumental Variables
*R. Hujer*, *K.-O. Maurer* and *M. Wellner*
- 9703002: Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable
*Chihwa Kao*
- 9703001: On the Estimation and Inference of a Cointegrated Regression in Panel Data
*Chihwa Kao* and *Min-Hsien Chiang*
- 9612007: One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -
*Thomas Kaiser*
- 9612006: Selecting the Number of Replications in a Simulation Study
*Ignacio Dmaz-Emparanza*
- 9612004: Causality Among Sales,Advertising and Prices: New Evidence from a Multivariate Cointegrated System
*Francisco F. R. Ramos*
- 9612002: Valid Confidence Intervals and Inference in the Presence of Weak Instruments
*Charles Nelson*, *Richard Startz* and *Eric Zivot*
- 9612001: The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified
*Eric Zivot*
- 9611005: Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data
*Mark An*
- 9611004: Using Indirect Inference to Solve the Initial Conditions Problem
*Mark An* and *Ming Liu*
- 9611003: Nonparametric Estimation of a Survivor Function with Across- Interval-Censored Data
*Mark An* and *Roberto Ayala*
- 9611002: A Mixture Model of Willingness to Pay Distributions
*Mark An* and *Roberto Ayala*
- 9611001: Semiparametric Estimation of Willingness to Pay Distributions
*Mark An*
- 9610005: Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments
*Jiahui Wang* and *Eric Zivot*
- 9610004: Distribution of the Least Squares Estimator in a First-Order Autoregressive Model
*Mukhtar M. Ali*
- 9610003: Bootstrap Methods For Covariance Structures
*Joel Horowitz*
- 9610002: STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS
*Sangjoon Kim*, *Neil Shephard* and *Siddhartha Chib*
- 9608004: Bootstrap Methods for Median Regression Models
*Joel Horowitz*
- 9608003: Posterior Simulation and Bayes Factors in Panel Count Data Models
*Siddhartha Chib*, *Edward Greenberg* and *Rainer Winkelmann*
- 9608002: Bayesian Analysis of Multivariate Probit Models
*Siddhartha Chib* and *Edward Greenberg*
- 9608001: A Spline Analysis of the Small Firm Effect: Does Size Really Matter?
*Joel Horowitz*, *Tim Loughran* and *N. E. Savin*
- 9607001: The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility
*Michel Normandin* and *Louis Phaneuf*
- 9606003: Measuring Productivity Differences in Equilibrium Search Models
*Gauthier Lanot* and *George Neumann*
- 9606002: The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
*N.E. Savin* and *Allan Würtz*
- 9606001: Power of Tests in Binary Response Models
*N.E. Savin* and *Allan Würtz*
- 9605004: Real and Spurious Long Memory Properties of Stock Market Data
*Ignacio Lobato* and *N.E. Savin*
- 9605001: Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning
*Kenneth Train*
- 9604002: The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market
*Francisco F. R. Ramos*
- 9604001: Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model
*Mukhtar M. Ali*
- 9603004: Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
*Simon van Norden* and *Robert Vigfusson*