1. Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors. (2016). Smid, Martin ; Gapko, Petr.
   In: Czech Journal of Economics and Finance (Finance a uver).
   RePEc:fau:fauart:v:66:y:2016:i:6:p:565-574.

   Full description at Econpapers || Download paper

2. Who is at the Top? Wealth Mobility over the Life Cycle. (2012). Ohlsson, Henry ; Hochguertel, Stefan.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20120004.

   Full description at Econpapers || Download paper

3. Who is at the top? Wealth mobility over the life cycle. (2012). Ohlsson, Henry ; Hochguertel, Stefan.
   In: Working Paper Series.
   RePEc:hhs:uunewp:2012_001.

   Full description at Econpapers || Download paper

4. Who is at the top? Wealth mobility over the life cycle. (2012). Ohlsson, Henry ; Hochguertel, Stefan.
   In: Working Paper Series, Center for Fiscal Studies.
   RePEc:hhs:uufswp:2012_001.

   Full description at Econpapers || Download paper

1. Arellano, M. and Hahn, J. (2007). Understanding bias in nonlinear panel models: Some recent developments. In Blundell, R., Newey, W., and Persson, T., editors, Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress of the Econometric Society, volume 3. Cambridge University Press, Cambridge.

2. Bertola, G. (2000). Macroeconomics of distribution and growth. In Atkinson, A. B. and Bourguignon, F., editors, Handbook of Income Distribution, volume 1, pages 477â540. Elsevier, Amsterdam.

3. Bover, O. and Arellano, M. (1997). Estimating dynamic limited dependent variable models from panel data. Investigaciones Economicas, 21(2):141â165.

4. Browning, M. and Carro, J. (2006). Heterogeneity in dynamic discrete choice models. Discussion Paper 287, Department of Economics, Oxford University.

5. Browning, M. and Carro, J. (2007). Heterogeneity and microeconometrics modelling. In Blundell, R., Newey, W., and Persson, T., editors, Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress of the Econometric Society, volume 3, pages 47â74. Cambridge University Press, Cambridge.

6. Browning, M., EjrnÃs, M., and Alvarez, J. (2009). Modeling income processes with lots of heterogeneity. unpublished, Department of Economics, Oxford University.
   Paper not yet in RePEc: Add citation now
   

7. Browning, M., Hansen, L. P., and Heckman, J. (1999). Micro data and general equilibrium models. In Taylor, J. and Woodford, M., editors, Handbook of Macroeconomics, volume 1A, pages 543â633. Elsevier, Amsterdam.

8. Cagetti, M. and De Nardi, M. (2009). Estate taxation, entrepreneurship, and wealth. American Economic Review, 99:85â111.

9. CastaËneda, A., DÄaz-Gimenez, J., and RÄos-Rull, J.-V. (2003). Accounting for the U.S. earnings and wealth inequality. Journal of Political Economy, 111(4):818â 857.

10. Davies, J. B. and Shorrocks, A. F. (1999). The distribution of wealth. In Atkinson, A. B. and Bourguignon, F., editors, Handbook of Income Distribution, pages 605â675. Elsevier, Amsterdam.

11. Dhaene, G., Jochmans, K., and Thuysbaert, B. (2006). Jackknife bias reduction for nonlinear dynamic panel data models with ïxed effects. unpublished, Department of Economics, K.U. Leuven University.
    Paper not yet in RePEc: Add citation now
    

12. Dynan, K., Skinner, J., and Zeldes, S. (2004). Do the rich save more? Journal of Political Economy, 112(2):397â444.

13. Edin, P.-A. and Fredriksson, P. (2000). LINDA - Longitudinal INdividual DAta for Sweden. Working Paper 2000:19, Department of Economics, Uppsala University.

14. Fernandez-Val, I. (2009). Fixed effects estimation of structural parameters and marginal effects in panel probit models. Journal of Econometrics. forthcoming.

15. Gourieroux, C., Monfort, A., and Trognon, A. (1984). Estimation and test in probit models with serial correlation. In Florens, J., Mouchart, M., Raoult, J., and Simar, L., editors, Alternative Approaches to Time Series Analysis. Publications des Facultes Universitaires Saint-Louis., Brussels.
    Paper not yet in RePEc: Add citation now
    

16. Greene, W. H. (2004). The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of ïxed effects. Econometrics Journal, 7:98â119.

17. Hahn, J. and Kuersteiner, G. (2004). Bias reduction for dynamic nonlinear panel models with ïxed effects. unpublished, Department of Economics, UCLA.

18. Hahn, J. and Newey, W. K. (2004). Jackknife and analytical bias reduction for nonlinear panel models. Econometrica, 72:1295â1319.

19. Heckman, J. J. (1981). The incidental parameters problem and the problem of initial conditions in estimating a discrete time-discrete data stochastic process. In Manski, C. F. and McFadden, D., editors, Structural Analysis of Discrete Data with Econometric Applications, pages 179â197. MIT Press, Cambridge.
    Paper not yet in RePEc: Add citation now
    

20. Hu, L. (2002). Estimation of a censored dynamic panel data model. Econometrica, 70(6):2499â2517.

21. Huggett, M. (1996). Wealth distribution in life-cycle economies. Journal of Monetary Economics, 38(3):469â494.

22. Hurst, E., Luoh, M. C., and Stafford, F. P. (1998). Wealth dynamics of American families, 1984â94. Brookings Papers on Economic Activity, (1):267â337.
    Paper not yet in RePEc: Add citation now
    

23. Jappelli, T. and Pistaferri, L. (2000). The dynamics of household wealth accumulation in Italy. Fiscal Studies, 21(2):269â295.

24. Jianakoplos, N. A. and Menchik, P. L. (1997). Wealth mobility. Review of Economics and Statistics, 79(1):18â31.

25. Keister, L. A. (2005). Getting Rich: Americaâs New Rich and How They Got That Way. Cambridge University Press, Cambridge and New York.
    Paper not yet in RePEc: Add citation now
    

26. Klevmarken, N. A. (2004). On the wealth dynamics of Swedish families, 1984â98. Review of Income and Wealth, 50:469â491.

27. Klevmarken, N. A., Lupton, J. P., and Stafford, F. P. (2003). Wealth dynamics in the 1980s and 1990s: Sweden and the United States. Journal of Human Resources, 38:322â353.

28. Neyman, J. and Scott, E. L. (1948). Consistent estimates based on partially consistent observations. Econometrica, 16(1):1â32.
    Paper not yet in RePEc: Add citation now
    

29. Poirier, D. J. and Ruud, P. A. (1988). Probit with dependent observations. Review of Economic Studies, 55:593â614.

30. Prentice, R. L. and Gloeckler, L. (1978). Regression analysis of grouped survival data with application to breast cancer data. Biometrics, 34(1):57â67.
    Paper not yet in RePEc: Add citation now
    

31. Selin, H. (2009). The rise in female employment and the role of tax incentive: An empirical analysis of the Swedish individual tax reform of 1971. Working Paper 2009:3, Uppsala Center for Fiscal Studies, Department of Economics, Uppsala University.

32. Shorrocks, A. F. (1978). The measurement of mobility. Econometrica, 46:1013â 1024.

33. Steckel, R. H. and Krishnan, J. (2006). The wealth mobility of men and women during the 1960s and 1970s. Review of Income and Wealth, 52(2):189â212.

1. Third-Degree Price Discrimination in Oligopoly When Markets Are Covered. (2021). Wey, Christian ; Dertwinkel-Kalt, Markus.
   In: VfS Annual Conference 2021 (Virtual Conference): Climate Economics.
   RePEc:zbw:vfsc21:242336.

   Full description at Econpapers || Download paper

2. Relative error accurate statistic based on nonparametric likelihood. (2021). Matsushita, Yukitoshi ; Otsu, Taisuke ; Camponovo, Lorenzo.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:107521.

   Full description at Econpapers || Download paper

3. Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

   Full description at Econpapers || Download paper

4. Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali.
   In: Econometrics.
   RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180.

   Full description at Econpapers || Download paper

5. Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:215:y:2020:i:1:p:60-83.

   Full description at Econpapers || Download paper

6. Nonparametric identification of discrete choice models with lagged dependent variables. (2020). Williams, Benjamin.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:215:y:2020:i:1:p:286-304.

   Full description at Econpapers || Download paper

7. Personal liberties, religiosity, and effort. (2019). Esteban, Joan ; Mayoral, Laura ; Levy, Gilat.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:101594.

   Full description at Econpapers || Download paper

8. Commitment and welfare. (2019). Caliendo, Frank ; Findley, Scott T.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:159:y:2019:i:c:p:210-234.

   Full description at Econpapers || Download paper

9. Constructive identification in some nonseparable discrete choice models. (2019). Matzkin, Rosa.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:211:y:2019:i:1:p:83-103.

   Full description at Econpapers || Download paper

10. GEL estimation and tests of spatial autoregressive models. (2019). Lee, Lung-Fei ; Jin, Fei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:208:y:2019:i:2:p:585-612.

    Full description at Econpapers || Download paper

11. Financial crises, globalization, and insurer performance: Some international evidence. (2019). Lee, Chien-Chiang ; Chen, Pei-Fen ; Lin, Chun-Wei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:835-856.

    Full description at Econpapers || Download paper

12. Estimating spot volatility in the presence of infinite variation jumps. (2018). Liu, Zhi.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:128:y:2018:i:6:p:1958-1987.

    Full description at Econpapers || Download paper

13. Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect. (2018). Otsu, Taisuke ; Qiu, Chen.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:595.

    Full description at Econpapers || Download paper

14. An Empirical Analysis of Pre-Determined Food Demand in Russia. (2018). Hovhannisyan, Vardges ; Shanoyan, Aleksan.
    In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida.
    RePEc:ags:saea18:266579.

    Full description at Econpapers || Download paper

15. Estimation of average marginal effects in multiplicative unobserved effects panel models. (2017). Martin, Robert.
    In: Economics Letters.
    RePEc:eee:ecolet:v:160:y:2017:i:c:p:16-19.

    Full description at Econpapers || Download paper

16. ASSESSING PROVINCIAL-LEVEL DEMAND FOR FOOD QUANTITY AND QUALITY IN CHINA: AN EASI DEMAND SYSTEM APPROACH. (2017). Hovhannisyan, Vardges ; Mendis, Sachintha.
    In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
    RePEc:ags:saea17:252797.

    Full description at Econpapers || Download paper

17. Quantifying the Structure of Food Demand in Russia Using Provincial-Level Panel Data on Food Consumption. (2017). Hovhannisyan, Vardges ; Shanoyan, Aleksan.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:259124.

    Full description at Econpapers || Download paper

18. A Structural Model of Pre-committed Demand: The Case of Food Demand in China. (2017). Hovhannisyan, Vardges ; Urutyan, Vardan.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:258200.

    Full description at Econpapers || Download paper

19. Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns. (2016). Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:3:p:464-490.

    Full description at Econpapers || Download paper

20. Do asset price drops foreshadow recessions?. (2016). Terrones, Marco ; Bluedorn, John ; Decressin, Jorg.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:518-526.

    Full description at Econpapers || Download paper

21. A discontinuity test for identification in triangular nonseparable models. (2016). Rothe, Christoph ; Caetano, Carolina ; Yildiz, Nee.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:1:p:113-122.

    Full description at Econpapers || Download paper

22. Dynamic copula models and high frequency data. (2015). Patton, Andrew ; De Lira Salvatierra, Irving, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:30:y:2015:i:c:p:120-135.

    Full description at Econpapers || Download paper

23. Binary response correlated random coefficient panel data models. (2015). Liang, Zhongwen ; Gao, Yichen.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:188:y:2015:i:2:p:421-434.

    Full description at Econpapers || Download paper

24. Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes. (2015). Patton, Andrew ; Liu, Lily ; Sheppard, Kevin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:293-311.

    Full description at Econpapers || Download paper

25. High dimensional generalized empirical likelihood for moment restrictions with dependent data. (2015). Chen, Song ; Chang, Jinyuan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:1:p:283-304.

    Full description at Econpapers || Download paper

26. Vertical Contracting with Informational Opportunism. (2015). MARTIMORT, David ; Dequiedt, Vianney.
    In: American Economic Review.
    RePEc:aea:aecrev:v:105:y:2015:i:7:p:2141-82.

    Full description at Econpapers || Download paper

27. Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large. (2014). Galvao, Antonio ; Kato, Kengo.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:32:y:2014:i:2:p:285-309.

    Full description at Econpapers || Download paper

28. Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Jochmans, Koen ; Dhaene, Geert.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l.

    Full description at Econpapers || Download paper

29. Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Jochmans, Koen ; Dhaene, Geert.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l.

    Full description at Econpapers || Download paper

30. High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data. (2014). Chen, Song ; Chang, Jinyuan.
    In: MPRA Paper.
    RePEc:pra:mprapa:59640.

    Full description at Econpapers || Download paper

31. Instrumental Variables: An Econometricians Perspective. (2014). Imbens, Guido.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19983.

    Full description at Econpapers || Download paper

32. Instrumental Variables: An Econometricians Perspective. (2014). Imbens, Guido.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp8048.

    Full description at Econpapers || Download paper

33. Bounding quantile demand functions using revealed preference inequalities. (2014). Matzkin, Rosa ; Kristensen, Dennis ; Blundell, Richard.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:179:y:2014:i:2:p:112-127.

    Full description at Econpapers || Download paper

34. Identification problem of the exponential tilting estimator under misspecification. (2013). Sueishi, Naoya.
    In: Economics Letters.
    RePEc:eee:ecolet:v:118:y:2013:i:3:p:509-511.

    Full description at Econpapers || Download paper

35. Optimal transmission regulation of an integrated energy market. (2012). Tangerås, Thomas ; Tangers, Thomas P..
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1644-1655.

    Full description at Econpapers || Download paper

36. Optimal comparison of misspecified moment restriction models under a chosen measure of fit. (2012). Otsu, Taisuke ; Marmer, Vadim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:538-550.

    Full description at Econpapers || Download paper

37. Jump-robust volatility estimation using nearest neighbor truncation. (2012). Andersen, Torben ; Schaumburg, Ernst ; Dobrev, Dobrislav.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:75-93.

    Full description at Econpapers || Download paper

38. Optimal inference for instrumental variables regression with non-Gaussian errors. (2012). Jansson, Michael ; Crump, Richard ; Cattaneo, Matias.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:1-15.

    Full description at Econpapers || Download paper

39. Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity. (2012). Matzkin, Rosa.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:166:y:2012:i:1:p:106-115.

    Full description at Econpapers || Download paper

40. Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies. (2012). Park, Sangun ; Shin, Dong Wan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:115:y:2012:i:3:p:334-337.

    Full description at Econpapers || Download paper

41. Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. (2012). Kiviet, Jan ; Niemczyk, Jerzy.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3567-3586.

    Full description at Econpapers || Download paper

42. Moderate deviations of generalized method of moments and empirical likelihood estimators. (2011). Otsu, Taisuke.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:102:y:2011:i:8:p:1203-1216.

    Full description at Econpapers || Download paper

43. Size (of the product) matters. (2011). Reggiani, Carlo.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:4:p:329-344.

    Full description at Econpapers || Download paper

44. Quantile regression for dynamic panel data with fixed effects. (2011). Galvao, Antonio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:142-157.

    Full description at Econpapers || Download paper

45. Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2011). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:149-169.

    Full description at Econpapers || Download paper

46. Do high-frequency measures of volatility improve forecasts of return distributions?. (2011). McCurdy, Thomas ; Maheu, John.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:160:y:2011:i:1:p:69-76.

    Full description at Econpapers || Download paper

47. Density Approximations for Multivariate Affine Jump-Diffusion Processes. (2011). Schneider, Paul ; Mayerhofer, Eberhard ; Damir Filipovi'c, .
    In: Papers.
    RePEc:arx:papers:1104.5326.

    Full description at Econpapers || Download paper

48. Structural measurement errors in nonseparable models. (2010). Winter, Joachim ; hoderlein, stefan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:432-440.

    Full description at Econpapers || Download paper

49. Heterogeneous treatment effects: Instrumental variables without monotonicity?. (2010). Klein, Tobias.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:155:y:2010:i:2:p:99-116.

    Full description at Econpapers || Download paper

50. Prohibitions on punishments in private contracts. (2009). Newman, Andrew ; Bond, Philip.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:4:p:526-540.

    Full description at Econpapers || Download paper

Report date: 2025-10-04 03:18:00 || Missing content? Let us know