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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC15: Statistical Simulation Methods
This topic is covered by the following reading lists: SOEP based publications
2008 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained by Garciìa Solanes, José & Torrejón Flores, Fernando [Downloadable!] 2008 Assessing the Effect of Current Account and Currency Crises on Economic Growth by Aßmann, Christian [Downloadable!] 2008 Regulatory capital for market and credit risk interaction: is current regulation always conservative? by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin [Downloadable!] 2008 The pricing of correlated default risk: evidence from the credit derivatives market by Tarashev, Nikola A. & Zhu, Haibin [Downloadable!] 2008 Panel estimation of state dependent adjustment when the target is unobserved by Kalckreuth, Ulf von [Downloadable!] 2008 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata [Downloadable!] 2008 A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio by Antonella Basso & Riccardo Gusso [Downloadable!] 2008 Small-area estimation with spatial similarity by Nicholas Longford [Downloadable!] 2008 A complex systems methodology to transition management by Malte Schwoon & Floortje Alkemade & Koen Frenken & Marko P. Hekkert [Downloadable!] 2008 Marriage Matching and Intercorrelation of Preferences by James W. Boudreau & Vicki Knoblauch [Downloadable!] 2008 A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data by Marco Bee & Giuseppe Espa [Downloadable!] 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors by Martin Burda & Roman Liesenfeld & Jean-Francois Richard [Downloadable!] 2008 Simulated Maximum Likelihood using Tilted Importance Sampling by Christian N. Brinch [Downloadable!] 2008 Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study by Terje Skjerpen [Downloadable!] 2008 Changes in Wage Structure in Urban India, 1983-2004: A Quantile Regression Decomposition by Mehtabul Azam [Downloadable!] 2008 Is the Impact of Labour Taxes on Unemployment asymmetric? by T. BERGER & G. EVERAERT [Downloadable!] 2008 A Bayesian Model Averaging Approach With Non-Informative Priors For Cost-Effectiveness Analyses In Health Economics by Caterina Conigliani [Downloadable!] 2008 Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG by Agapie, Adriana [Downloadable!] 2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators by Steve Lawford & Michalis P. Stamatogiannis [Downloadable!] 2008 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels by Georgios Chortareas & George Kapetanios [Downloadable!] 2008 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Wild Bootstrap Tests for IV Regression by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation by Rangan Gupta & Josine Uwilingiye [Downloadable!] 2008 Half-Life Deviations from PPP in the SADC by Thabo Mokoena & Rangan Gupta & Renee van Eyden [Downloadable!] 2008 Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? by Rangan Gupta & Kibii Komen 2008 Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time by Varsanyi, Zoltan [Downloadable!] 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments by Mishra, SK [Downloadable!] 2008 A simple model of decision making: How to avoid large outliers? by Varsanyi, Zoltan [Downloadable!] 2008 A new method of robust linear regression analysis: some monte carlo experiments by Mishra, SK [Downloadable!] 2008 Short-term evolution of forward curves and volatility in illiquid power markets by Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián [Downloadable!] 2008 A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions by Henderson, Daniel J. [Downloadable!] 2008 Are any growth theories linear? Why we should care about what the evidence tells us by Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F. [Downloadable!] 2008 Notes on Microeconometric Decompositions: An Anthropometric Analysis by Lopez-Pablos, Rodrigo A. [Downloadable!] 2008 Stochastic integration for uncoupled continuous-time random walks by Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, Ren\'e L. [Downloadable!] 2008 Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration by Ching, Andrew [Downloadable!] 2008 Determining the Number of Market Segments Using an Experimental Design by Ana Oliveira-Brochado & Francisco Vitorino Martins [Downloadable!] 2008 On Best-Response Bidding in GSP Auctions by Matthew Cary & Aparna Das & Benjamin Edelman & Ioannis Giotis & Kurtis Heimerl & Anna R. Karlin & Claire Mathieu & Michael Schwarz [Downloadable!] 2008 Inflation-Gap Persistence in the U.S by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent [Downloadable!] 2008 Density forecasting for long-term peak electricity demand by Rob J Hyndman & Shu Fan [Downloadable!] 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments by Ibrahim Ahamada & Philippe Jolivaldt [Downloadable!] 2008 Forecasting chaotic systems : the role of local Lyapunov exponents by Dominique Guegan & Justin Leroux [Downloadable!] 2008 The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics by Abdou Kâ Diongue & Dominique Guegan [Downloadable!] 2008 Testing fractional order of long memory processes : a Monte Carlo study by Laurent Ferrara & Dominique Guegan & Zhiping Lu [Downloadable!] 2008 Simulating interventions in graphical chain models for longitudinal data by Riccardo Borgoni & Peter W. F. Smith & Ann M. Berrington [Downloadable!] 2008 Using Statistics Canada LifePaths Microsimulation Model to Project the Health Status of Canadian Elderly by Jacques Légaré & Yann Décarie [Downloadable!] 2008 Merger Simulation in Competition Policy: A Survey by Oliver Budzinski & Isabel Ruhmer [Downloadable!] 2008 Europäische Medienmärkte: Die Rolle der Wettbewerbspolitik by Oliver Budzinski [Downloadable!] 2008 A Note on Competing Merger Simulation Models in Antitrust Cases: Can the Best Be Identified? by Oliver Budzinski [Downloadable!] 2008 The sensitivity of nonparametric misspecification tests to disturbance autocorrelation by Andrea Vaona [Downloadable!] 2008 Stochastic Behavioral Asset Pricing Models and the Stylized Facts by Thomas Lux [Downloadable!] 2008 Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition by Qu, Zhaopeng (Frank) & Zhao, Zhong [Downloadable!] 2008 Are There Waves in Merger Activity After All? by Dennis L. Gärtner & Daniel Halbheer [Downloadable!] 2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis [Downloadable!] 2008 Stock Picking via Nonsymmetrically Pruned Binary Decision Trees by Anton Andriyashin [Downloadable!] 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 How Important are Financial Frictions in the U.S. and the Euro Area? by Queijo von Heideken, Virginia [Downloadable!] 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates by Queijo von Heideken, Virginia [Downloadable!] 2008 A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability by Hjertstrand, Per [Downloadable!] 2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence by Mario Cerrato & Christian de Peretti & Nick Sarantis [Downloadable!] 2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Selection of the number of frequencies using bootstrap techniques in log-periodogram regression by Josu Arteche & Jesus Orbe [Downloadable!] 2008 Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk by Jan Willem van den End [Downloadable!] 2008 Die kurzfristigen Steuereffekte der "Thesaurierungsbegünstigung" für Personenunternehmen : eine mikrofundierte Analyse by Michael Broer & Nadja Dwenger [Downloadable!] 2008 Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Possibly Ill-behaved Posteriors in Econometric Models by Lennart Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation by André A. Monteiro [Downloadable!] 2008 Short and long run causality measures: theory and inference by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results by Dikaios Tserkezos & Konstantinos Tsagarakis [Downloadable!] 2008 Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data by Isabella Sulis & Mariano Porcu [Downloadable!] 2008 Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models? by Imed Drine & Christophe Rault [Downloadable!] 2008 Modelling the costs of non-conventional oil: A case study of Canadian bitumen by Méjean, A. & Hope, C. [Downloadable!] 2008 International Evidence on Stochastic and Deterministic Monetary Neutrality by Antonio E. Noriega & Luis M. Soria & Ramón Velázquez [Downloadable!] 2008 Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments by Michael Creel [Downloadable!] 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models by Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter by Martin Møller Andreasen [Downloadable!] 2008 Trends in Structural Changes and Convergence in EU by Albu, Lucian Liviu [Downloadable!] 2008 Measuring the Correlation of Shocks Between the UK and the Core of Europe by Hall, S.G. & Yhap, B. [Downloadable!] 2008 Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model by Nikola Tarashev & Haibin Zhu [Downloadable!] 2008 Council Decision Rules and European Union Constitutional Design by Madeleine O. Hosli [Downloadable!] 2008 Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas by Adán Díaz-Hernández & José C. Ramírez-Sánchez [Downloadable!] 2008 Risk Attitude in Real Decision Problems by Fabrizio Botti & Anna Conte & Daniela Di Cagno & Carlo D'Ippoliti [Downloadable!] 2007 Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle by Di Iorio, Francesca & Fachin, Stefano [Downloadable!] 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models by Hansen, Christian B. & McDonald, James B. & Theodossiou, Panayiotis [Downloadable!] 2007 A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes by Demary, Markus [Downloadable!] 2007 The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation by Liesenfeld, Roman & Richard, Jean-Francois [Downloadable!] 2007 Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation by Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François [Downloadable!] 2007 Asset correlations and credit portfolio risk: an empirical analysis by Düllmann, Klaus & Scheicher, Martin & Schmieder, Christian [Downloadable!] 2007 Mixture Models of Choice Under Risk by Anna Conte & John D Hey & Peter G Moffatt [Downloadable!] 2007 Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence by Giulietti, Monica & Otero, Jesus & Smith, Jeremy [Downloadable!] 2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges? by Balázs Égert & Kirsten Lommatzsch & Amina Lahrèche-Révil [Downloadable!] 2007 Using flexible taste distributions to value collective reputation for environmentally-friendly production methods by Ricardo Scarpa & Mara Thiene & Francesco Marangon [Downloadable!] 2007 Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments by Danny Campbell & W. George Hutchinson & Riccardo Scarpa [Downloadable!] 2007 The Value of Collective Reputation for Environmentally Friendly Production Methods: The Case of Val di Gresta by Ricardo Scarpa & Mara Thiene & Francesco Marangon [Downloadable!] 2007 Bayesian Inference on Dynamic Models with Latent Factors by Monica Billio & Roberto Casarin & Domenico Sartore [Downloadable!] 2007 Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach by Silvestro Di Sanzo [Downloadable!] 2007 The Effects of Small Sample Bias in Threshold Autoregressive Models by Yamin Ahmad [Downloadable!] 2007 Health, Economic Resources and the Work Decisions of Older Men by John Bound & Todd Stinebrickner & Timothy Waidmann [Downloadable!] 2007 Robust Value at Risk Prediction by Loriano Mancini & Fabio Trojani [Downloadable!] 2007 Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples by Klaus Moeltner & Richard T. Woodward [Downloadable!] 2007 Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’ by Klaus Moeltner & Randall S. Rosenberger [Downloadable!] 2007 An Agent-Based Model of Behavior in “Beauty Contest” Games by Mark W. Nichols & Michael J. Radzicki [Downloadable!] 2007 A Monte Carlo approach to value exchange options using a single stochastic factor by Giovanni Villani [Downloadable!] 2007 Estimating heterogeneous costs of participation in the risky asset markets by Graciela Sanromán [Downloadable!] 2007 Applying Markowitz's Critical Line Algorithm by Andras Niedermayer & Daniel Niedermayer [Downloadable!] 2007 Aggregation of regional economic time series with different spatial correlation structures by Giuseppe Arbia & Marco Bee & Giuseppe Espa [Downloadable!] 2007 Nonparametric Inferences on Conditional Quantile Processes by Chuan Goh [Downloadable!] 2007 Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods by G. EVERAERT [Downloadable!] 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana [Downloadable!] 2007 Euro area in‡ation persistence in an estimated nonlinear DSGE model by Gianni Amisano & Oreste Tristani [Downloadable!] 2007 Simulaatio lääkekehitysalan kannattavuudesta ja riskeistä by Raine Hermans & Martti Kulvik [Downloadable!] 2007 Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach by Richard T. Baillie & Claudio Morana [Downloadable!] 2007 Bootstrap Hypothesis Testing by James G. MacKinnon [Downloadable!] 2007 The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test by Jeong, Jinook & Yoon, Byung [Downloadable!] 2007 Technical Efficiency of Banks in CEMAC Zone : Data Envelopment Analysis Approach by Ngwa Edielle, T. H. Jackson & Hevi Kodzo, Dodzi [Downloadable!] 2007 Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim by Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning [Downloadable!] 2007 Asymptotic and bootstrap properties of rank regressions by Subbotin, Viktor [Downloadable!] 2007 An improvement of a cellular manufacturing system design using simulation analysis by Hachicha, Wafik & Masmoudi, Faouzi & Haddar, Mohamed [Downloadable!] 2007 Estimation of an Occupational Choice Model when Occupations are Misclassified by Sullivan, Paul [Downloadable!] 2007 Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies by Proietti, Tommaso & Riani, Marco [Downloadable!] 2007 Non-standard employment and mobility in the Netherlands by Dekker, Ronald [Downloadable!] 2007 Waiting Times in Simulated Stock Markets by Cappellini, Alessandro & Ferraris, Gianluigi [Downloadable!] 2007 Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim by Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning [Downloadable!] 2007 Inference for stochastic volatility model using time change transformations by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros [Downloadable!] 2007 Likelihood-based inference for correlated diffusions by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O. [Downloadable!] 2007 The Effects of Detailing on Prescribing Decisions under Quality Uncertainty by Ching, Andrew & Ishihara, Masakazu [Downloadable!] 2007 Least squares estimation of joint production functions by the Differential Evolution method of global optimization by Mishra, SK [Downloadable!] 2007 A note on least squares fitting of signal waveforms by Mishra, SK [Downloadable!] 2007 Mixed Signals Among Tests for Panel Cointegration by Westerlund, Joakim & Basher, Syed A. [Downloadable!] 2007 Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model by López, Fernando & Chasco, Coro [Downloadable!] 2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms by Attiya Y. Javid [Downloadable!] 2007 Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity by Victoria Prowse [Downloadable!] 2007 Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico by Luiz de Mello & Diego Moccero [Downloadable!] 2007 Governments and the Market for Longevity-Indexed Bonds by Pablo Antolin & Hans Blommestein [Downloadable!] 2007 Longevity Risk and Private Pensions by Pablo Antolin [Downloadable!] 2007 A New Approach to Drawing States in State Space Models by William J. McCausland & Shirley Miller & Denis Pelletier [Downloadable!] 2007 How Structural Are Structural Parameters? by Jesús Fernández-Villaverde & Juan F. Rubio-RamÃrez [Downloadable!] 2007 No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications by Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev [Downloadable!] 2007 Bootstrap-Based Improvements for Inference with Clustered Errors by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller [Downloadable!] 2007 Inégalités et clubs de convergence : les résultats d'un modèle à seuil by Karim Azizi [Downloadable!] 2007 Conceptual Frameworks and Experimental Design in Simultaneous Equations by C.L. Skeels [Downloadable!] 2007 Risk Aversion, Demographics and Unobserved Heterogeneity. Evidence from the Italian TV Show "Affari Tuoi" by Fabrizio Botti & Anna Conte & Daniela Di Cagno & Carlo D'Ippoliti [Downloadable!] 2007 A robust multivariate long run analysis of European electricity prices by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi [Downloadable!] 2007 Testing For Restricted Stochastic Dominances: Some Further Results by Russell Davidson [Downloadable!] 2007 Wild Bootstrap Tests For Iv Regression by Russell Davidson & James G. MacKinnon [Downloadable!] 2007 Bootstrapping Econometric Models by Russell Davidson [Downloadable!] 2007 A Test of the Rational Expectations Hypothesis using data from a Natural Experiment by Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela Di Cagno & Carlo D'Ippoliti [Downloadable!] 2007 Assessing Investment and Longevity Risks within Immediate Annuities by Bauer, Daniel & Weber, Frederik [Downloadable!] 2007 Testing for cointegration using the Johansen approach: Are we using the correct critical values? by Paul Turner [Downloadable!] 2007 Estimation of Tobit Type Censored Demand Systems: A Comparison of Estimators by Mikkel Barslund [Downloadable!] 2007 Explaining the Low Labor Productivity in East Germany. A Spatial Analysis by Nicola Fuchs-Schündeln & Rima Izem [Downloadable!] 2007 Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations by Nadine Chlass & Jens J. Krueger [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata [Downloadable!] 2007 Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models? by Imed Drine & Christophe Rault [Downloadable!] 2007 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions by Knut Røed & Lars Westlie [Downloadable!] 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods) by Ambra Poggi & Xavier Ramos [Downloadable!] 2007 Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen? by Henry Dannenberg [Downloadable!] 2007 Distribución Espacial De La Actividad Económica En La Union Europea by José Miguel Albert & Jorge Mateu & Vicente Orts [Downloadable!] 2007 Health Insurance and Life Style Choices: Identifying the Ex Ante Moral Hazard by Stanciole, Anderson [Downloadable!] 2007 Does Italy need family income taxation? by Arnstein Aassve & Maria Grazia Pazienza & Chiara Rapallini [Downloadable!] 2007 The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study by Wagner, Martin & Hlouskova, Jaroslava [Downloadable!] 2007 Cross-sectional Space-time Modeling Using ARNN(p, n) Processes by Kakamu, Kazuhiko & Polasek, Wolfgang [Downloadable!] 2007 The effects of collective bargaining on firm performance : new evidence based on stochastic production frontiers and multiply imputed German establishment data by Jensen, Uwe & Rässler, Susanne [Downloadable!] 2007 Conditional Complexity of Compression for Authorship Attribution by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li [Downloadable!] 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model by Nikolaus Hautsch [Downloadable!] 2007 Comparison of Panel Cointegration Tests by Deniz Dilan Karaman Örsal [Downloadable!] 2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar by Laurence Fung & Ip-wing Yu [Downloadable!] 2007 The trade off between time and money: Is there a difference between real and hypothetical choices? by Isacsson, Gunnar [Downloadable!] 2007 Simulating the future of the Swedish baby-boom generations by Klevmarken, N. Anders & Bolin, Kristian & Eklöf, Matias & Flood, Lennart & Fransson, Urban & Hallberg, Daniel & Höjgård, Sören & Lindgren, Björn & Mitrut, Andrea & Lagergren, Mårten [Downloadable!] 2007 How to Adjust for Nonignorable Nonresponse: Calibration, Heckit or FIML? by Johansson, Fredrik [Downloadable!] 2007 Bayesian forecast combination for VAR models by Andersson, Michael K & Karlsson, Sune [Downloadable!] 2007 Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM) by Carling, Kenneth & Alam, Moudud [Downloadable!] 2007 Bayesian Forecast Combination for VAR Models by Andersson, Michael K & Karlsson, Sune [Downloadable!] 2007 Computational Efficiency in Bayesian Model and Variable Selection by Eklund, Jana & Karlsson, Sune [Downloadable!] 2007 Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange by Andersson, Jonas & Moberg, Jan-Magnus [Downloadable!] 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns by Lillestøl, Jostein [Downloadable!] 2007 Do real interest rates converge? Evidence from the European Union by Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas [Downloadable!] 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations by David Ardia [Downloadable!] 2007 A Modelling Framework for Addressing the Synergies between Global Conventions through Land Use Changes: Carbon Sequestration, Biodiversity Conservation, Prevention of Land Degradation and Food Security in Agricultural and Forested Lands in Developing Countries by Raul Ponce-Hernandez [Downloadable!] 2007 A Robust Multivariate Long Run Analysis of European Electricity Prices by Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi [Downloadable!] 2007 Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue by Maria S. Heracleous [Downloadable!] 2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models by Christian Kascha [Downloadable!] 2007 Optimal Holding Period for a Real Estate Portfolio by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi [Downloadable!] 2007 Market Valuation, Pension Fund Policy and Contribution Volatility by Maarten van Rooij & Arjen Siegmann & Peter Vlaar [Downloadable!] 2007 To Claim or Not to Claim : Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error by Joachim R. Frick & Olaf Groh-Samberg [Downloadable!] 2007 To Claim or Not to Claim : Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error by Joachim R. Frick & Olaf Groh-Samberg [Downloadable!] 2007 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks by C.S. Bos & S.J. Koopman & M. Ooms [Downloadable!] 2007 The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot [Downloadable!] 2007 Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model by Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest [Downloadable!] 2007 Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81) by Bettonvil, B.W.M. & Castillo, E. del & Kleijnen, J.P.C. [Downloadable!] 2007 Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection by Donald W.K. Andrews & Gustavo Soares [Downloadable!] 2007 Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Applications of Subsampling, Hybrid, and Size-Correction Methods by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Hybrid and Size-Corrected Subsample Methods by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 The Limit of Finite-Sample Size and a Problem with Subsampling by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 The Limit of Finite-Sample Size and a Problem with Subsampling by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Information Loss in Volatility Measurement with Flat Price Trading by Peter C.B. Phillips & Jun Yu [Downloadable!] 2007 Simulation-based Estimation of Contingent-claims Prices by Peter C.B. Phillips & Jun Yu [Downloadable!] 2007 Forecasting using Bayesian and information theoretic model averaging: an application to UK in flation by George Kapetanios & Vincent Labhard & Simon Price [Downloadable!] 2007 Efficient importance sampling for ML estimation of SCD models by Luc, BAUWENS & Fausto Galli [Downloadable!] 2007 A Component GARCH Model with Time Varying Weights by Luc, BAUWENS & G., STORTI [Downloadable!] 2007 Measuring Intersectoral Knowledge Spillovers: an Application of Sensitivity Analysis to Italy by Cerulli Giovanni & Potì Bianca [Downloadable!] 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model by Amisano, Giovanni & Tristani, Oreste [Downloadable!] 2007 If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions by van den Berg, Gerard J & van der Klaauw, Bas [Downloadable!] 2007 Unemployment and Inactivity Traps in the Czech Republic: Incentive Effects of Policies by Kamil Galuscak & Jan Pavel [Downloadable!] 2007 Technical Trading Revisited: Persistence Tests, Transaction Costs, and False Discoveries by Pierre Bajgrowicz & Olivier Scaillet [Downloadable!] 2007 A Specification Test For Nonparametric Instrumental Variable Regression by Patrick Gagliardini & Olivier Scaillet [Downloadable!] 2007 An Objective Function for Simulation Based Inference on Exchange Rate Data by Peter Winker & Manfred Gilli & Vahidin Jeleskovic [Downloadable!] 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model by Nikolaus Hautsch [Downloadable!] 2007 Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data by Esmeralda A. Ramalho & Joaquim J.S. Ramalho [Downloadable!] 2007 Are Real Wages Rigid Downwards? by Steinar Holden & Fredrik Wulfsberg [Downloadable!] 2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges? by Balázs Egert & Kirsten Lommatzsch & Amina Lahrèche-Révil [Downloadable!] 2007 Beyond the Salassa-Samuelson Effect in some New Member States of the European Union by José García-Solanes & Francisco I. Sancho-Portero & Fernando Torrejón-Flores [Downloadable!] 2007 Do real interest rates converge? Evidence from the European Union by Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros [Downloadable!] 2007 Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods) by Ambra Poggi & Xavier Ramos [Downloadable!] 2007 A Monte Carlo Evaluation of Some Common Panel Data Estimators when Serial Correlation and Cross-sectional Dependence are Both Present by W. Robert Reed & Haichun Ye [Downloadable!] 2007 Discriminating mean and variance shifts by Carlos Santos [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by Pesaran, M.H. & Smit, L.V. & Yamagata, T. [Downloadable!] 2007 Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements by Roques, F.A. [Downloadable!] 2007 Identification and Estimation in an Incoherent Model of Contagion by Massacci, D. [Downloadable!] 2007 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach by Doppelhofer, G. & Cuaresma, J.C. [Downloadable!] 2007 Are real wages rigid downwards? by Steinar Holden & Fredrik Wulfsberg [Downloadable!] 2007 Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis by David Jamieson Bolder & Tiago Rubin [Downloadable!] 2007 Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade? by Bernhard Herz & Marco Wagner [Downloadable!] 2007 On the Solution of Stochastic Input Output-Models by Hartmut Kogelschatz [Downloadable!] 2007 Assessing the Behaviour of Non-Survey Methods of Constructing Regional Input-Output Tables through a Monte Carlo Simulation by Francesco CHELLI & Andrea BONFIGLIO [Downloadable!] 2007 Long memory modelling of inflation with stochastic variance and structural breaks by Charles S. Bos & Siem Jan Koopman & Marius Ooms [Downloadable!] 2007 GRAN5: Gauss procedure to generate heteroskedastic normal random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN4: Gauss procedure to generate Laplace-distributed random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN3: Gauss procedure to generate stable random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN2: Gauss procedure to generate t-distributed random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN1: Gauss procedure to generate normal random numbers by Urzúa, Carlos M. [Downloadable!] 2007 Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle by Di Iorio, Francesca & Fachin, Stefano [Downloadable!] 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models by Hansen, Christian B. & McDonald, James B. & Theodossiou, Panayiotis [Downloadable!] 2007 Testing for (Efficiency) Catching-up by Daniel J. Henderson & Valentin Zelenyuk 2007 An Estimated New Keynesian Model for Romania by Caraiani, Petre [Downloadable!] 2007 How much the Rounding Errors could affect the Computer Results by Stefanescu, Stefan [Downloadable!] 2007 Bootstrapping econometric models (in Russian) by Russell Davidson [Downloadable!] 2007 Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB© by Merino, María & Vadillo, Fernando [Downloadable!] 2007 TIME-TREND IN SPATIAL DEPENDENCE: SPECIFICATION STRATEGY IN THE FIRST-ORDER SPATIAL AUTOREGRESSIVE MODEL/Tendencia temporal en la dependencia espacial: estrategia de modelización en el modelo autorregresivo espacial de primer orden by LÓPEZ-HERNÁNDEZ, FERNANDO A. & CHASCO, CORO [Downloadable!] 2007 Medición de la calidad del agua del trasvase del Ebro (tramo Castellón-Mijares): valoración del coste económico asociado a la adecuación de calidades/Water Quality Measurement in the Ebro Transfer (Castellón-Mijares Section): Economic Valuation of Quality Adaptation by EDUARDO BEAMONTE CÓRDOBA & JOSÉ D. BERMÚDEZ EDO & ALEJANDRO CASINO MARTÍNEZ & ERNESTO J. VERES FERRER [Downloadable!] 2007 Tendencias de la distribución personal de la renta en España (1985-2002). Inferencia sobre indicadores y sensibilidad ante encuestas y escalas de equivalencia by Mercedes Prieto Alaiz & Carmelo García Pérez [Downloadable!] 2007 Testing for Model Selection in Predicting Aggregate Variables by Giacomo Sbrana 2007 Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English) by Vít Pošta & Zbyněk Hackl [Downloadable!] 2007 Measuring portfolio credit risk: modelling versus calibration errors by Nikola Tarashev & Haibin Zhu [Downloadable!] 2006 Improved Nonparametric Confidence Intervals in Time Series Regressions by Joseph P. Romano & Michael Wolf [Downloadable!] 2006 Empirical risk analysis of pension insurance – the case of Germany by Gerke, Wolfgang & Mager, Ferdinand & Reinschmidt, Timo & Schmieder, Christian [Downloadable!] 2006 Forecast Encompassing Tests and Probability Forecasts by Clements, Michael P & Harvey, David I [Downloadable!] 2006 Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence by Giulietti, Monica & Otero, Jesús & Smith, Jeremy [Downloadable!] 2006 Testing for stationarity in heterogeneous panel data in the presence of cross section dependence by Giulietti, Monica & Otero, Jesus & Smith, Jeremy [Downloadable!] 2006 Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy by Daniele Fabbri & Chiara Monfardini [Downloadable!] 2006 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing by Joseph Francois & Julia Wörz [Downloadable!] 2006 Utility in WTP Space: A Tool to Address Confounding Random Scale Effects in Destination Choice to the Alps by Ricardo Scarpa & Mara Thiene & Kenneth Train [Downloadable!] 2006 On the efficient application of the repeated Richardson extrapolation technique to option pricing by Luca Barzanti & Corrado Corradi & Martina Nardon [Downloadable!] 2006 Simulation techniques for generalized Gaussian densities by Martina Nardon & Paolo Pianca [Downloadable!] 2006 Incomplete pairwise comparison and consistency optimization by Michele Fedrizzi & Silvio Giove [Downloadable!] 2006 A credit contagion model for loan portfolios in a network of firms with spatial interaction by Diana Barro & Antonella Basso [Downloadable!] 2006 A comparison of different trading protocols in an agent-based market by Paolo Pellizzari & Arianna Dal Forno [Downloadable!] 2006 Learning and equilibrium selection in a coordination game with heterogeneous agents by Alberto Fogale & Paolo Pellizzari & Massimo Warglien [Downloadable!] 2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach by Jesus Crespo Cuaresma & Gernot Doppelhofer [Downloadable!] 2006 Output fluctuations persistence: Do cyclical shocks matter? by Silvestro Di Sanzo [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 An assessment of empirical Bayes and composite estimators for small areas by Nicholas Longford [Downloadable!] 2006 Evaluating Targeting Efficiency of Government Programmes: International Comparisons by Nanak Kakwani & Hyun H. Son [Downloadable!] 2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data by Guillaume Horny & Rute Mendes & Gerard J. 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Lombardi 2006 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory by Christian de Peretti & Carole Siani [Downloadable!] 2006 Estimation of IP Telephony Demand Using the Integrated Choice and Latent Variables Approach by Denis Bolduc & Moshe Ben-Akiva 2006 Bootstrapping Neural tests for conditional heteroskedasticity by Carole Siani & Christian de Peretti [Downloadable!] 2006 Nonlinear State-Space Models for Microeconometric Panel Data by Florian Heiss 2006 Validating and Calibrating Agent-based Models: a Case Study by Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi 2006 Extreme observations in developed and emerging equity markets by Pilar Grau-Carles 2006 Pricing Basket spread options by Kostas Giannopoulos 2006 Analysis of Regime Switching Behaviour of Indian Stock Markets by Arnab Kumar Laha 2006 The Econometrics of the Old and New Phillips Curve by Romulo A. Chumacero 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix by Michael Creel & Universitat Autònoma de Barcelona 2006 Computing the Distributions of Economic Models via Simulation by John Stachurski & University of Melbourne 2006 Generalized variance ratio tests in the presence of statistical dependence by Periklis Kougoulis & John C. Nankervis & Jerry Coakley 2006 An Objective Function for Simulation Based Inference on Exchange Rate Data by Manfred Gilli & Peter Winker & Vahidin Jeleskovic 2006 A Note on Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model by Harald Tauchmann [Downloadable!] 2006 A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects by Norman Swanson & Geetesh Bhardwaj [Downloadable!] 2006 Unemployment in the OECD since the 1960s. Do we really know? by T. BERGER & G. EVERAERT [Downloadable!] 2006 Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model by Damiano Brigo & Naoufel El-Bachir [Downloadable!] 2006 The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building by Jesús Ferreyra & Jorge Salas [Downloadable!] 2006 Stochastic Volatility Driven by Large Shocks by George Kapetanios & Elias Tzavalis [Downloadable!] 2006 Forecasting Using Predictive Likelihood Model Averaging by George Kapetanios & Vincent Labhard & Simon Price [Downloadable!] 2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation by George Kapetanios & Vincent Labhard & Simon Price [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Inference via kernel smoothing of bootstrap P values by Jeff Racine & James G. 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MacKinnon [Downloadable!] 2006 Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data by Gutierrez Girault, Matias [Downloadable!] 2006 Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity by Jeong, Jinook & Kang, Byunguk [Downloadable!] 2006 Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models by Jeong, Jinook [Downloadable!] 2006 Interpolating Value Functions in Discrete Choice Dynamic Programming Models by Sullivan, Paul [Downloadable!] 2006 Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization by Mishra, SK [Downloadable!] 2006 Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? 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Hyndman [Downloadable!] 2006 Pillar I treatment of concentrations in the banking book – a multifactor approach by Zoltán Varsányi [Downloadable!] 2006 Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables by Russell Davidson & James MacKinnon [Downloadable!] 2006 Testing For Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 The Case Against Jive by Russell Davidson & James MacKinnon [Downloadable!] 2006 Statistical Comparison of Aggregation Rules for Votes by Michel Truchon & Stephen Gordon [Downloadable!] 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China by Jean-Yves Duclos & Abdelkrim Araar & John Giles [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 Heterogeneous Basket Options Pricing Using Analytical Approximations by Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani [Downloadable!] 2006 Estimation with Numerical Integration on Sparse Grids by Heiss, Florian & Winschel, Viktor [Downloadable!] 2006 Nonlinear State-Space Models for Microeconometric Panel Data by Heiss, Florian [Downloadable!] 2006 Modeling the Duration of Patent Examination at the European Patent Office by Harhoff, Dietmar & Wagner, Stefan [Downloadable!] 2006 Computing the Distributions of Economic Models Via Simulation by John Stachurski [Downloadable!] 2006 Vicious and Virtuous Circles: The Political Economy of Unemployment by Ruthira Naraidoo & Patrick Minford [Downloadable!] 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation by Lorenzo Cappellari & Stephen P. 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Kiviet & Jerzy Niemczyk [Downloadable!] 2006 On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling by Michiel D. de Pooter & René Segers & Herman K. van Dijk [Downloadable!] 2006 Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis by Franc J.G.M. Klaasen & Jan R. Magnus [Downloadable!] 2006 Optimization of simulated inventory systems : optquest and alternatives by Kleijnen, Jack P.C. & Wan, Jie [Downloadable!] 2006 Are economic agents succesful optimizers? : an analysis through strategy in tennis by Klaassen, Franc J.G.M. & Magnus, Jan R. [Downloadable!] 2006 White noise assumptions revisited : regression models and statistical designs for simulation practice by Kleijnen, Jack P.C. [Downloadable!] 2006 Extreme value theory approach to simultaneous monitoring and tresholding of multiple risk indicators by Einmahl, John H.J. & Li, Jun & Liu, Regina Y. 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Gagliardini & O. Scaillet [Downloadable!] 2006 How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World by Lubos Briatka [Downloadable!] 2006 Testing For Stochasticmonotonicity by Sokbae Lee & Oliver Linton & Yoon-Jae Whang [Downloadable!] 2006 Simulating Stock Returns under switching regimes - a new test of market efficiency by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!] 2006 A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator by Xiujian Chen & Shu Lin & W. Robert Reed [Downloadable!] 2006 Another Look at what to do with Time-series Cross-section Data by Xiujian Chen & Shu Lin & W. Robert Reed [Downloadable!] 2006 Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty by Roques, F.A. & Nuttall, W.J. & Newbery, D.M. [Downloadable!] 2006 A Percolation-Based Model Explaining Delayed Take-Off in New-Product Diffusion by Martin Hohnisch & Sabine Pittnauer & Dietrich Stauffer [Downloadable!] 2006 Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models by Alois Kneip & Léopold Simar & Paul W. Wilson [Downloadable!] 2006 The pricing of portfolio credit risk by Nikola A. Tarashev & Haibin Zhu [Downloadable!] 2006 Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector by Miroslav Misina & David Tessier & Shubhasis Dey [Downloadable!] 2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices by Jean-Marie Dufour & David Tessier [Downloadable!] 2006 Reducing asset weights’ volatility by importance sampling in stochastic credit portfolio optimization by Tilke, Stephan [Downloadable!] 2006 Bootstrapping pairs in Distance-Based Regression by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori [Downloadable!] 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix by Michael Creel [Downloadable!] 2006 Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand by Philip Liu [Downloadable!] 2006 Social Free Energy of a Pareto-Like Resource Distribution by Josip Stepanic & Hrvoje Stefancic & Vinko zlatic [Downloadable!] 2006 Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte by Amine Lahiani & Catherine Bruneau [Downloadable!] 2006 Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process by Lupu, Radu [Downloadable!] 2006 An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy by Stefanescu, Poliana & Stefanescu, Stefan [Downloadable!] 2006 Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach by Oya Celasun & Xavier Debrun & Jonathan D. Ostry [Downloadable!] 2006 Has Production Management Improved Since 1984? by David G. Bivin [Downloadable!] 2006 Multiple Imputation Of Missing Data In Sustainable Development Modelling by Roberto Benedetti & Rita Lima & Alessandro Pandimiglio [Downloadable!] 2006 Empirical Insights on the Heterogeneity of the Spanish Stock Market/Un Análisis Empírico De La Heterogeneidad Del Mercado De Capitales Español by POUCHKAREV, IGOR & SPRONK, JAAP & TRINIDAD SEGOVIA, JUAN E. [Downloadable!] 2006 Including environmental variables in the effi ciency analysis: A three-step method/El análisis de efi ciencia con variables de entorno: un método de programas con tres etapas by DIOS PALOMARES, RAFAELA & MARTÍNEZ PAZ, JOSÉ MIGUEL & MARTÍNEZCARRASCO PLEITE, FEDERICO [Downloadable!] 2006 Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach by Oya Celasun & Xavier Debrun & Jonathan D. Ostry [Downloadable!] 2006 Using Market Information for Banking System Risk Assessment by Helmut Elsinger & Alfred Lehar & Martin Summer [Downloadable!] 2006 A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System by Soňa KILIÁNOVÁ & Igor MELICHERČÍK & Daniel ŠEVČOVIČ [Downloadable!] 2005 Bayesian estimation of Cox model with non-nested random effects : an application to the ratification of ILO conventions by developing countries by Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, Francois [Downloadable!] 2005 The Decline in German Output Volatility: A Bayesian Analysis by Aßmann, Christian & Hogrefe, Jens & Liesenfeld, Roman [Downloadable!] 2005 Measuring business sector concentration by an infection model by Düllmann, Klaus [Downloadable!] 2005 Unit roots and cointegration in panels by Breitung, Jörg & Pesaran, M. Hashem [Downloadable!] 2005 Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence by Shengzu Wang & Shen Guo [Downloadable!] 2005 Can the SupLR test discriminate between different switching by CHARFEDDINE Lanouar [Downloadable!] 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality by Viktor Winschel [Downloadable!] 2005 Valuing defaultable bonds: an excursion time approach by Martina Nardon [Downloadable!] 2005 The Foresight Bias in Monte-Carlo Pricing of Options with Early by Christian Fries [Downloadable!] 2005 Persistence Characteristics of the Chinese Stock Markets by Cornelis A. Los & Bing Yu [Downloadable!] 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices by Stefan Denzler & Michel M. Dacorogna & Ulrich A. 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Clearwater 2005 Estimating the Deep Parameters of RBC Model with Learning by Stefano Eusepi & Stefania D'Amico 2005 A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem by Simon Lysbjerg Hansen [Downloadable!] 2005 Stochastic Volatility in DSGE models by Giorgio Primiceri & Alejandro Justiniano 2005 Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models by Kai Christoffel 2005 Bootstrap inference on a nonlinear time series model of advertising effects by Miguel A. Arranz 2005 Test for serial independence based on quadratic forms by Cees Diks & Valentyn Panchenko 2005 The accuracy of welfare computations by Michel Juillard 2005 Heterogeneity, Profitability and Autocorrelations by Youwei Li & Xue-Zhong (Tony) He 2005 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models by Martijn van Hasselt [Downloadable!] 2005 Common Trends and Common Cycles in Canadian Sectoral Output by Christoph Schleicher & Francisco Barillas [Downloadable!] 2005 Limited Dependet Panel Data: a Bayesian Approach by Giuseppe Bruno 2005 Accurate Yield Curve Scenarios Generation using Functional Gradient Descent by Fabio Trojani & Francesco Audrino [Downloadable!] 2005 Long Swings in the US-Dollar: a Stochastic Control Approach by Rita L. D’Ecclesia & Rosella Castellano 2005 Estimating default probabilities using a non parametric approach by Rita L. D'Ecclesia & Robert G. Tompkins 2005 Central Bank Credibility and Monetary Policy: Evidence from Small Scale Macroeconomic Model of Indonesia by Enrico Tanuwidjaja & Choy Keen Meng [Downloadable!] 2005 Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand by Arnab Bhattacharjee & Chris Jensen-Butler [Downloadable!] 2005 On the generation of a regular multi-input multi-output technology using parametric output distance functions by Sergio Perlman & Daniel Santin [Downloadable!] 2005 Structural Spurious Regressions and A Hausman-type Cointegration Test by Chi-Young Choi & Ling Hu & Masao Ogaki [Downloadable!] 2005 Carbon Mitigation Costs for the Commercial Sector: Discrete-Continuous Choice Analysis of Multifuel Energy Demand by Pizer, William & Newell, Richard [Downloadable!] 2005 Assessing the Usefulness of Structural Vector Autoregressions by Lawrence Christiano & Martin Eichenbaum [Downloadable!] 2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey by Kevin X.D. Huang & Zheng Liu [Downloadable!] 2005 Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques by Bonnet, C. 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Penn [Downloadable!] 2005 Determinants of Self-Reported Financial Security for Oklahoma County Households – An Application of Multiple Imputation by David A. Penn [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by DUFOUR, Jean-Marie & JOUINI, Tarek [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics by DUFOUR, Jean-Marie [Downloadable!] 2005 Simulation-Based Two-Step Estimation with Endogenous Regressors by Kamhon Kan & Chihwa Kao [Downloadable!] 2005 On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence by Jushan Bai & Chihwa Kao [Downloadable!] 2005 Aggregation of Rankings: a Brief Review of Distance-Based Rules by Michel Truchon [Downloadable!] 2005 Rana, Formichiere o un Milione di Euro? 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Son [Downloadable!] 2005 Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods by Raquel Andres & Samuel Calonge [Downloadable!] 2005 Where have all the data gone? : stochastic production frontiers with multiply imputed German establishment data by Jensen, Uwe & Rässler, Susanne [Downloadable!] 2005 Analyzing the changing gender wage gap based on multiply imputed right censored wages by Gartner, Hermann & Rässler, Susanne [Downloadable!] 2005 Portfolio Value at Risk Based on Independent Components Analysis by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2005 Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads by Hans Genberg & Astrit Sulstarova [Downloadable!] 2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests by Welz, Peter & Österholm, Pär [Downloadable!] 2005 Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach by Hellström, Jörgen & Nordström, Jonas [Downloadable!] 2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Amilon, Henrik [Downloadable!] 2005 Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction by Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol [Downloadable!] 2005 Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach by Gaure, Simen & Røed, Knut & Zhang, Tao [Downloadable!] 2005 Downward Nominal Wage Rigidity in the OECD by Holden, Steinar & Wulfsberg, Fredrik [Downloadable!] 2005 Testing for Stationarity in Panel Data when Errors are Serially Correlated. 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Andrew Karolyi & Elvezio Ronchetti [Downloadable!] 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study by Jaroslava Hlouskova & Martin Wagner [Downloadable!] 2005 Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition by Salnykov Mykhaylo & Zelenyuk Valentin [Downloadable!] 2005 Output and inflation responses to credit shocks - are there threshold effects in the euro area? by Alessandro Calza & João Sousa [Downloadable!] 2005 Pobreza Rural y Urbana en Argentina: Un Análisis de Descomposiciones by Francisco Haimovich & Hernán Winkler [Downloadable!] 2005 On Importance Sampling for State Space Models by Borus Jungbacker & Siem Jan Koopman [Downloadable!] 2005 Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models by Jan F. Kiviet [Downloadable!] 2005 Total Factor Productivity and the Mongolian Transition by Antonio G. Chessa & Marije C. Schouwstra [Downloadable!] 2005 Nonparametric Tests for Serial Independence Based on Quadratic Forms by Cees Diks & Valentyn Panchenko [Downloadable!] 2005 The Multi-State Latent Factor Intensity Model for Credit Rating Transitions by Siem Jan Koopman & André Lucas & André Monteiro [Downloadable!] 2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk by Siem Jan Koopman & André Lucas & Robert Daniels [Downloadable!] 2005 Correcting for Primary Study Misspecifications in Meta-Analysis by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot [Downloadable!] 2005 Labor income and the demand for long-term bonds by Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M. [Downloadable!] 2005 Robust optimization using computer experiments by Stinstra, Erwin & Hertog, Dick den [Downloadable!] 2005 Statitical testing of optimality conditions in multiresponse simulation-based optimization by Bettonvil, Bert & Castillo, Enrique del & Kleijnen, Jack P.C. [Downloadable!] 2005 Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping by Beers, Wim C.M. van & Kleijnen, Jack P.C. [Downloadable!] 2005 Dynamic Discrete Choice Modeling: Monte Carlo Analysis by Robert L. Hicks & Kurt Schnier [Downloadable!] 2005 Bayesian inference for the mixed conditional heteroskedasticity model by Luc, Bauwens & J.V.K., ROMBOUTS [Downloadable!] 2005 Estimation and inference in dynamic unbalanced panel data models with a small number of individuals by Giovanni S.F. Bruno [Downloadable!] 2005 Modelling the duration of patent examination at the European Patent Office by Harhoff, Dietmar & Wagner, Stefan [Downloadable!] 2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis by Égert, Balázs & Halpern, László [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics by Jean-Marie Dufour [Downloadable!] 2005 Robust Value at Risk Prediction by Loriano Mancini & Fabio Trojani [Downloadable!] 2005 What Determines Differences in Foreign Bank Efficiency? Australian Evidence by Jan-Egbert Sturm & Barry Williams [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Joerg Breitung & M. Hashem Pesaran [Downloadable!] 2005 A Parametric Bootstrap Test for Cycles by Violetta Dalla & Javier Hidalgo [Downloadable!] 2005 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap by Myunghwan Seo 
