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9603003: Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator Downloads
Joel Horowitz
9603002: Estimation of Dynamic Decision Models with Corner Solutions: A Model of Price and Inventory Decisions Downloads
V. Aguirregabir
9603001: Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable Downloads
Tue Gorgens and Joel Horowitz
9602009: Bootstrap Methods in Econometrics: Theory and Numerical Performance Downloads
Joel Horowitz
9602008: Search Models and Duration Data Downloads
George Neumann
9602007: Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations Downloads
Joel Horowitz and Charles Manski
9602006: Fitting Equilibrium Search Models to Labor Market Data Downloads
Audra Bowlus, Nicholas Kiefer and George R. Neumann
9602005: A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos Downloads
William Barnett, A. Gallant, Melvin Hinich, Jochen A. Jungeilges, Daniel T. Kaplan and Mark Jensen
9602003: The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets Downloads
William Barnett, Yi Liu, Haiyang Xu and Mark Jensen
9602002: Technology Modeling: Curvature is not Sufficient for Regularity Downloads
William Barnett, Milka Kirova and Meenakshi Pasupathy
9602001: Fellow's Opinion: Econometrics, Data, and the World Wide Web Downloads
William Barnett
9601003: Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance Downloads
Francisco F. R. Ramos
9601002: VAR Priors: Success or lack of a decent macroeconomic theory? Downloads
Francisco F. R. Ramos
9601001: On the Corrections to Information Matrix Tests Downloads
Francisco Cribari-Neto
9511001: The Canadian Experience with Weighted Monetary Aggregates Downloads
David Longworth and Joseph Atta-Mensah
9510001: Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions Downloads
Alain DeSerres and Alain Guay
9508002: Further investigation of the uncertain unit root in GNP Downloads
Yin-Wong Cheung and Menzie Chinn
9508001: Improved Score Tests for One-parameter Exponential Family Models Downloads
Silvia Ferrari, Gauss Cordeiro, Miguel Uribe and F. Cribari-Neto
9507001: On Bartlett and Bartlett-Type Corrections Downloads
F. Cribari-Neto and G.M. Cordeiro
9506005: A Score Test for Seasonal Fractional Integration and Cointegration Downloads
Param Silvapulle
9506004: Observed Choice, Estimation, and Optimism About Policy Changes Downloads
Eric Rasmusen
9506003: Improved Test Statistics for Multivariate Regression Downloads
Francisco Cribari-Neto and Spyros Zarkos
9506002: OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels Downloads
Mark Jensen
9506001: Bartlett Corrections for One-Parameter Exponential Family Models Downloads
G.M. Cordeiro, F. Cribari-Neto, E.C.Q. Aubin and S.L.P. Ferrari
9505002: Second and Third Order Bias Reduction for One-Parameter Family Models Downloads
S.L.P. Ferrari, D.A. Botter, G.M. Cordeiro and F. Cribari-Neto
9505001: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models Downloads
Gary Koop, Eduardo Ley, Jacek Osiewalski and Mark Steel
9503002: A Frontier Model for Landscape Ecology: The Tapir in Honduras Downloads
Kevin Flesher and Eduardo Ley
9503001: On the Estimation of Demand Systems Through Consumption Efficiency Downloads
Eduardo Ley and Mark Steel
9502005: Unit Root Tests and the Burden of Proof Downloads
Robert Amano and Simon van Norden
9502004: Fads or Bubbles? Downloads
Simon van Norden, Huntley Schaller and )
9502003: Speculative Behaviour, Regime-Switching, and Stock Market Crashes Downloads
Simon van Norden, Huntley Schaller and )
9502002: Regime Switching in Stock Market Returns Downloads
Simon van Norden, Huntley Schaller and )
9502001: Regime Switching as a Test for Exchange Rate Bubbles Downloads
Simon van Norden
9501001: A Multicriteria Approach to Model Specification and Estimation Downloads
Robert Kalaba and Leigh Tesfatsion
9411003: Using Expectations Data to Study Subjective Income Expectations Downloads
Jeff Dominitz and Charles Manski
Jeff Dominitz and Charles Manski
9411001: Testing the null of stationarity in the presence of structural breaks for multiple time series Downloads
Ahn and Byung Chul
Joel Horowitz and Charles Manski
Charles Manski
9410001: Wavelets in Econometrics: An Application to Outlier Testing Downloads
Seth Greenblatt
9408001: Markov Chain Monte Carlo Simulation Methods in Econometrics Downloads
Siddhartha Chib and Edward Greenberg
9406002: The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation Downloads
Robert Amano and Tony Wirjanto
9406001: A Further Analysis of Exchange Rate Targeting in Canada Downloads
Robert Amano and Tony Wirjanto
9405001: Wavelet Analysis of Fractionally Integrated Processes Downloads
Mark Jensen
9401001: Goodness-of-Fit for Revealed Preference Tests Downloads
Hal Varian
9311002: Classical Estimation Methods for LDV Models Using Simulation Downloads
Vassilis Hajivassiliou and Paul Ruud
9311001: Nonparametric Multivariate Regression Subject to Constraint Downloads
Steven Goldman and Paul Ruud
Joel Horowitz and Marianthi Markatou
9308001: A Predictive Approach to Model Selection and Multicollinearity Downloads
Edward Greenberg and Robert Parks
9307001: A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies Downloads
Walter Teets and Robert Parks
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