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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Econometric Theory > Bootstrap Methods

This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk
  • 2014 Are property derivatives a leading indicator of the real estate market?
    by Simon, Arnaud & Drouhin, Pierre-Arnaud
  • 2014 Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System
    by Kurmaş AKDOĞAN & Burcu Deniz YILDIRIM
  • 2014 Las transferencias públicas y su efecto distributivo. La experiencia de los países del Cono Sur en el decenio de los 2000
    by Alejo, Javier. & Bérgolo, Marcelo. & Carbajal, Fedora.
  • 2014 Systemic risk in an interconnected banking system with endogenous asset markets
    by Bluhm, Marcel & Krahnen, Jan Pieter
  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter
  • 2014 Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA
    by Daniele Bregantini
  • 2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
    by Roberto Casarin & Monica Billio & Anthony Osuntuyi
  • 2014 Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?
    by Yamin Ahmad & Luiggi Donayre
  • 2014 Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
    by Yamin Ahmad & Ivan Paya
  • 2014 Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts
    by Trojan, Sebastian
  • 2014 Multivariate Stochastic Volatility with Dynamic Cross Leverage
    by Trojan, Sebastian
  • 2014 A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing
    by Smeekes S. & Urbain J.R.Y.J.
  • 2014 Testing Local Average Treatment Effect Assumptions
    by Ismael Mourifie & Yuanyuan Wan
  • 2014 Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System
    by Kurmas Akdogan & Burcu Deniz Yildirim
  • 2014 Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
    by Seojeong Lee
  • 2014 How Variability in Individual Patterns of Behavior Changes the Structural Properties of Networks
    by Somayeh Koohborfardhaghighi & Jorn Altmann
  • 2014 A Network Formation Model for Social Object Networks
    by Somayeh Koohborfardhaghighi & Jorn Altmann
  • 2014 How Structural Changes in Complex Networks Impact Organizational Learning Performance
    by Somayeh Koohborfardhaghighi & Jorn Altmann
  • 2014 How Placing Limitations on the Size of Personal Networks Changes the Structural Properties of Complex Networks
    by Somayeh Koohborfardhaghighi & Jorn Altmann
  • 2014 What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis
    by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis
  • 2014 Wild cluster bootstrap confidence intervals
    by James G. MacKinnon
  • 2014 Bootstrap tests for overidentification in linear regression models
    by Russell Davidson & James G. MacKinnon
  • 2014 Wild Bootstrap Inference for Wildly Different Cluster Sizes
    by James G. MacKinnon & Matthew D. Webb
  • 2014 Testing for Multiple Bubbles in the BRICS Stock Markets
    by Tsangyao Chang & Goodness C. Aye & Rangan Gupta
  • 2014 Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors
    by Juodis, Arturas & Sarafidis, Vasilis
  • 2014 A control chart using copula-based Markov chain models
    by Long, Ting-Hsuan & Emura, Takeshi
  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Climate Impacts in Europe - The JRC PESETA II Project
    by Ciscar, Juan-Carlos & Feyen, Luc & Soria, Antonio & Lavalle, Carlo & Raes, Frank & Perry, Miles & Nemry, Françoise & Demirel, Hande & Rozsai, Máté & Dosio, Alessandro & Donatelli, Marcello & Srivastava, Amit Kumar & Fumagalli, Davide & Niemeyer, Stefan & Shrestha, Shailesh & Ciaian, Pavel & Himics, Mihaly & Van Doorslaer, Benjamin & Barrios, Salvador & Ibáñez, Nicolás & Forzieri, Giovanni & Rojas, Rodrigo & Bianchi, Alessandra & Dowling, Paul & Camia, Andrea & Libertà, Giorgio & San-Miguel-Ayanz, Jesús & de Rigo, Daniele & Caudullo, Giovanni & Barredo, Jose-I. & Paci, Daniele & Pycroft, Jonathan & Saveyn, Bert & Van Regemorter, Denise & Revesz, Tamas & Vandyck, Toon & Vrontisi, Zoi & Baranzelli, Claudia & Vandecasteele, Ine & Batista e Silva, Filipe & Ibarreta, Dolores
  • 2014 Stochastic conditonal range, a latent variable model for financial volatility
    by Galli, Fausto
  • 2014 Imputación de ingresos laborales: Una aplicación con encuestas de empleo en México
    by Rodriguez-Oreggia, Eduardo & Lopez-Videla, Bruno
  • 2014 Optimal Use of Put Options in a Stock Portfolio
    by Peter N, Bell
  • 2014 Stochastic conditonal range, a latent variable model for financial volatility
    by Galli, Fausto
  • 2014 Golden Rule of Forecasting: Be conservative
    by Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas
  • 2014 A Method for Experimental Events that Break Cointegration: Counterfactual Simulation
    by Bell, Peter N
  • 2014 Analysis and Forecasting of Drought by Developing a Fuzzy-Based Hybrid Index in Iran
    by Moghaddasi, Reza & Eghbali, Alireza & Lakhaye Rizi, Parisa
  • 2014 The modifiable areal unit problem - analysis of correlation and regression
    by Michal Bernard Pietrzak
  • 2014 Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem
    by Michal Bernard Pietrzak
  • 2014 Uniform Inference in Nonlinear Models with Mixed Identification Strength
    by Xu Cheng
  • 2014 Structural Estimation of Sequential Games of Complete Information
    by Jason R. Blevins
  • 2014 Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
    by Firmin DOKO TCHATOKA & Jean-Marie DUFOUR
  • 2014 Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?
    by Costantini, Mauro & Lupi, Claudio
  • 2014 The impact of skill and management structure on Serie A Clubs’ performance
    by Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni
  • 2014 Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
    by Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N.
  • 2014 Bootstrapping Sample Quantiles of Discrete Data
    by Jentsch, Carsten & Leucht, Anne
  • 2014 Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis
    by Mohammad Reza Farzanegan & Mohammad Habibpour
  • 2014 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios D. Bekiros & Alessia Paccagnini
  • 2014 Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence
    by Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon
  • 2014 The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process
    by Julien Chevallier & Stéphane Goutte
  • 2014 Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios Bekiros & Alessia Paccagnini
  • 2014 A simple wavelet-based test for serial correlation in panel data models
    by Li, Yushu & Andersson, Fredrik N. G.
  • 2014 Policy Simulation of Firms Cooperation in Innovation
    by Heshmati, Almas & Lenz-Cesar, Flávio
  • 2014 Stochastic Volatility Estimation with GPU Computing
    by António Alberto Santos & João Andrade
  • 2014 Estimating capabilities with structural equation models: How well are we doing in a 'real' world?
    by Jaya Krishnakumar & Florian Wendelspiess Chavez Juarez
  • 2014 Does Social Capital Matter for European Regional Growth
    by Peiró Palomino Jesús & Forte Deltell Anabel & Tortosa-Ausina Emili
  • 2014 Risk management of savings accounts
    by Hana Dzmuranova & Petr Teply
  • 2014 Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
    by Joshua C.C. Chan & Angelia L. Grant
  • 2014 Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
    by Varang Wiriyawit & Benjamin Wong
  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant
  • 2014 Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
    by Francine Gresnigt & Erik Kole & Philip Hans Franses
  • 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk
  • 2014 Fractional Cointegration Rank Estimation
    by Katarzyna Lasak & Carlos Velasco
  • 2014 On Distributions of Ratios
    by Simon A. Broda & Raymond Kan
  • 2014 Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)
    by Kleijnen, Jack P.C. & Mehdad, E.
  • 2014 Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data
    by Ruiter, F.J.C.T. de & Ben-Tal, A. & Brekelmans, R.C.M. & Hertog, D. den
  • 2014 Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers
    by Szabolcs Blazsek & Álvaro Escribano
  • 2014 Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies
    by Andrés Ramírez Hassan & Johnatan Cardona Jiménez
  • 2014 Identification-robust inference for endogeneity parameters in linear structural models
    by Firmin Doko Tchatoka & Jean-Marie Dufour
  • 2014 Adaptive Markov chain Monte Carlo sampling and estimation in Mata
    by Matthew J. Baker
  • 2014 Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis
    by Mohammad Reza Farzanegan & Mohammad Habibpour
  • 2014 Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes
    by Hynek Lavicka & Tomas Lichard & Jan Novotny
  • 2014 Robustness of bootstrap in instrumental variable regression
    by Lorenzo Camponovo & Taisuke Otsu
  • 2014 A DSGE Model of China
    by Dai, Li & Minford, Patrick & Zhou, Peng
  • 2014 A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias
    by W. Robert Reed & Raymond J.G.M. Florax & Jacques Poot
  • 2014 On the Practice of Lagging Variables To Avoid Simultaneity
    by W. Robert Reed
  • 2014 Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessmenthttp://www.bankofcanada.ca/2014/07/technical-report-102/
    by Nicolas Labelle & Varya Taylor
  • 2014 A simple and effective misspecification test for the double-hurdle model
    by Riccardo LUCCHETTI & Claudia PIGINI
  • 2014 Discretization of Lévy semistationary processes with application to estimation
    by Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen
  • 2014 Simulation of multivariate diffusion bridges
    by Mogens Bladt & Samuel Finch & Michael Sørensen
  • 2014 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W. K. Andrews & Patrik Guggenberger
  • 2014 The Impact of customers' relation quality and sensing on the marketing performance for micro industries development in Banten Province, Indonesia
    by Suherna & Weksi Budiaji
  • 2014 Forecast of Romanian Industry Employment using Simulation and Panel Data Models
    by Andreica, Madalina Ecaterina & Andreica, Marin
  • 2014 Where do Moderation Terms Come from in Binary Choice Models?
    by Alfredo A. Romero
  • 2014 Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
    by Małgorzata Doman & Ryszard Doman
  • 2014 Divergent Priors and Well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk
  • 2014 Financial bubbles and recent behaviour of the Latin American stock markets
    by Jorge Uribe & Julián Fernández
  • 2014 Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data
    by Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni
  • 2014 Improving quarterly index of turnover by means of a calibration estimator
    by Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone
  • 2014 Comparing Two Methods of Reweighting a Survey File to Small Area Data
    by Robert Tanton & Paul Williamson & Ann Harding
  • 2014 A Review of Spatial Microsimulation Methods
    by Robert Tanton
  • 2014 Constructing an Urban Microsimulation Model to Assess the Influence of Demographics on Heat Consumption
    by M. Esteban Muñoz H. & Irene Peters
  • 2014 Modelling the impact of declining Australian terms of trade on the spatial distribution of income
    by Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton
  • 2014 Income tax evasion dynamics: Evidence from an agent-based econophysics model
    by Pickhardt, Michael & Seibold, Goetz
  • 2014 Non-linear adjustments to intranational PPP
    by Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan
  • 2014 The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
    by Feldkircher, Martin
  • 2014 Measuring the effects of reducing subsidies for private insurance on public expenditure for health care
    by Cheng, Terence Chai
  • 2014 Flexible dependence modeling of operational risk losses and its impact on total capital requirements
    by Brechmann, Eike & Czado, Claudia & Paterlini, Sandra
  • 2014 Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange
    by Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha
  • 2014 A predictability test for a small number of nested models
    by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger
  • 2014 Nonparametric estimation and inference for conditional density based Granger causality measures
    by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar
  • 2014 Maximum likelihood estimation of partially observed diffusion models
    by Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.
  • 2014 A fast resample method for parametric and semiparametric models
    by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han
  • 2014 Nonparametric inference based on conditional moment inequalities
    by Andrews, Donald W.K. & Shi, Xiaoxia
  • 2014 Marginal likelihood for Markov-switching and change-point GARCH models
    by Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.
  • 2014 Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
    by Lee, Seojeong
  • 2014 Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV
    by Fan, Yanqin & Park, Sang Soo
  • 2014 Time-varying sparsity in dynamic regression models
    by Kalli, Maria & Griffin, Jim E.
  • 2014 On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
    by Chau, Tak Wai
  • 2014 A simple and effective misspecification test for the double-hurdle model
    by Lucchetti, Riccardo & Pigini, Claudia
  • 2014 Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes
    by Iorio, Francesca Di & Fachin, Stefano
  • 2014 Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
    by Dong, Yinghui & Wang, Guojing
  • 2014 Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area
    by Bekiros, Stelios
  • 2014 A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
    by Kumar, Dilip & Maheswaran, S.
  • 2014 Analyses of retirement benefits with options
    by Lin, Chung-Gee & Yang, Wei-Ning & Chen, Shu-Chuan
  • 2014 Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
    by Lee, Yongwoong & Poon, Ser-Huang
  • 2014 Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence
    by Cozzi, Marco
  • 2014 Do firms share the same functional form of their growth rate distribution? A statistical test
    by Lunardi, José T. & Miccichè, Salvatore & Lillo, Fabrizio & Mantegna, Rosario N. & Gallegati, Mauro
  • 2014 Extracting market information from equity options with exponential Lévy processes
    by Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.
  • 2014 Evaluando las intervenciones cambiarias en Colombia: 2004-2012
    by Mauricio Lopera & Ramón Javier Mesa & Charle Londoño
  • 2014 Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries
    by Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh
  • 2013 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
    by Rangan Gupta & Charl Jooste & Kanyane Matlou
  • 2013 Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2013 Particle algorithms for optimization on binary spaces
    by Schäfer, Christian
  • 2013 SMC^2: an efficient algorithm for sequential analysis of state-space models
    by Chopin, Nicolas & Jacob, Pierre E. & Papaspiliopoulos, Omiros
  • 2013 Sequential Monte Carlo on large binary sampling spaces
    by Schäfer, Christian & Chopin, Nicolas
  • 2013 An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration
    by Doucet, Arnaud & Del Moral, Pierre & Jacob, Pierre E. & Bornn, Luke
  • 2013 Introduction to Special Issue on Monte Carlo Methods in Statistics
    by Doucet, Arnaud & Robert, Christian P.
  • 2013 Decomposing differences in employment outcomes between Kanak and other New Caledonians: how important is the role of school achievement?
    by Catherine Ris & Samuel Gorohouna
  • 2013 Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
    by Kripfganz, Sebastian & Schwarz, Claudia
  • 2013 Methods for calculating cartel damages: A survey
    by Doose, Anna Maria
  • 2013 Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress
    by Odermann, Alexander & Cremers, Heinz
  • 2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
    by Eisele, Martin & Zhu, Junyi
  • 2013 Analysis of discrete dependent variable models with spatial correlation
    by Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan
  • 2013 Pattern, Determinants and Dynamics of Austrian Service Exports – A Firmlevel Analysis
    by Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr
  • 2013 Robust estimation of the Pareto index: A Monte Carlo Analysis
    by Michał Brzeziński
  • 2013 Controlling for overlap in matching
    by Paweł Strawiński
  • 2013 The pricing of options on WIG20 using GARCH models
    by Szymon Kamiński
  • 2013 Asymptotic and bootstrap inference for top income shares
    by Michał Brzeziński
  • 2013 Adaptive Sticky Generalized Metropolis
    by Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino
  • 2013 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2013 Bayesian Markov Switching Stochastic Correlation Models
    by Roberto Casarin & Marco Tronzano & Domenico Sartore
  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
  • 2013 Credit Derivative Evaluation and CVA under the Benchmark Approach
    by Jan Baldeaux & Eckhard Platen
  • 2013 Understanding FX Liquidity
    by Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul
  • 2013 Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously
    by Trojan, Sebastian
  • 2013 Estimation of rates of return on social protection: Making the case for non-contributory social transfers in Cambodia
    by Mideros Mora, Andres & Gassmann, Franziska & Mohnen, Pierre
  • 2013 Robust block bootstrap panel predictability tests
    by Westerlund J. & Smeekes S.
  • 2013 Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study
    by Alberto Fernández Muñoz de Morales
  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Les Oxley & Felix Chan
  • 2013 Ranking Law Journals and the Limits of Journal Citation Reports
    by Eisenberg, Theodore & Wells, Martin T.
  • 2013 The Impacts of Social Networks on Immigrants’ Employment Prospects: The Spanish Case 1997-2007
    by Luciana Méndez Errico
  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin
  • 2013 Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
    by Seojeong Lee
  • 2013 Testing Stationarity for Unobserved Components Models
    by James Morley & Irina B. Panovska & Tara M. Sinclair
  • 2013 Testing for linear and Markov switching DSGE models
    by Marian Vavra
  • 2013 Testing for non-linearity in multivariate stochastic processes
    by Marian Vavra
  • 2013 Testing for marginal asymmetry of weakly dependent processes
    by Marian Vavra
  • 2013 Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu
  • 2013 Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu
  • 2013 Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu
  • 2013 Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu
  • 2013 LM Tests of Spatial Dependence Based on Bootstrap Critical Values
    by Zhenlin Yang
  • 2013 Spatial Dependencies of Wind Power and Interrelations with Spot Price Dynamics
    by Elberg, Christina & Hagspiel, Simeon
  • 2013 Can Global Value Chains Effectively Serve Regional Economic Development in Asia?
    by Brunner, Hans-Peter
  • 2013 A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance
    by Elettra Agliardi & Mehmet Pinar & Thanasis Stengos
  • 2013 Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios D. Bekiros & Alessia Paccagnini
  • 2013 Euro – How Big a Difference: Finland and Sweden in Search of Macro Stability
    by Suni, Paavo & Vihriälä, Vesa
  • 2013 The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
    by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou
  • 2013 Reworking Wild Bootstrap Based Inference for Clustered Errors
    by Matthew D. Webb
  • 2013 Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence
    by Marco Cozzi
  • 2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
    by Martin, Eisele & Zhu, Junyi
  • 2013 Estimating International Migration on the Base of Small Area Techniques
    by Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia
  • 2013 Discrete Rule Learning and the Bidding of the Sexes
    by Shachat, Jason & Wei, Lijia
  • 2013 NIG-Levy process in asset price modeling: case of Estonian companies
    by Teneng, Dean
  • 2013 Overnight Index Rate: Model, Calibration, and Simulation
    by Yashkir, Yuriy & Yashkir, Olga
  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin
  • 2013 Stability analysis of Uzawa-Lucas endogenous growth model
    by Barnett, William A. & Ghosh, Taniya
  • 2013 Relevant States and Memory in Markov Chain Bootstrapping and Simulation
    by Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian
  • 2013 Estimation of Inefficiency using a Firm-specific Frontier Model
    by Das, Arabinda
  • 2013 Easy and flexible mixture distributions
    by Fosgerau, Mogens & Mabit, Stefan
  • 2013 Detecting dependence between spatial processes
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús
  • 2013 A Mixed Micro-Macro Approach To Statistical Disclosure Control For Macrodata
    by Cristina Matias & Pedro Campos
  • 2013 Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi
    by Flavio ANGELINI & Stefano HERZEL & Marco NICOLOSI
  • 2013 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem
    by Michal Bernard Pietrzak
  • 2013 Sequential Monte Carlo Sampling for DSGE Models
    by Edward P. Herbst & Frank Schorfheide
  • 2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    by Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez
  • 2013 Career Progression, Economic Downturns, and Skills
    by Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin
  • 2013 Mismatch, Sorting and Wage Dynamics
    by Jeremy Lise & Costas Meghir & Jean-Marc Robin
  • 2013 On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
    by Jan F. KIVIET & Jerzy NIEMCZYK
  • 2013 Investment Frictions and the Aggregate Output Loss in China
    by Guiying (Laura) Wu
  • 2013 A Structural Estimation on Capital Market Distortions in Chinese Manufacturing
    by Zheng (Michael) Song & Guiying (Laura) Wu
  • 2013 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios Bekiros & Alessia Paccagnini
  • 2013 Evidence for the “Suicide by Firearm” Proxy for Gun Ownership from Austria
    by Christian Westphal
  • 2013 Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
    by Antonia Arsova & Deniz Dilan Karaman Oersal
  • 2013 Too many skew normal distributions? The practitioner’s perspective
    by Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova
  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Felix Chan & Les Oxley
  • 2013 Cascades in real interbank markets
    by Fariba Karimi & Matthias Raddant
  • 2013 Identifying Genuine Effects in Observational Research by Means of Meta-Regressions
    by Stephan B. Bruns
  • 2013 Distance-Based Methods: An improvement of Ripley’s K function vs. the K density function
    by José M. Albert & Marta R. Casanova & Jorge Mateu & Vicente Orts
  • 2013 Does social capital matter for European regional growth?
    by Jesús Peiró-Palomino & Anabel Forte Deltell
  • 2013 Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies
    by Advani, Arun & Sloczynski, Tymon
  • 2013 Modeling Income Dynamics for Public Policy Design: An Application to Income Contingent Student Loans
    by Higgins, Tim & Sinning, Mathias
  • 2013 Determinants and Policy Simulation of Firms Cooperation in Innovation
    by Heshmati, Almas & Lenz-Cesar, Flávio
  • 2013 Block Bootstrap Consistency Under Weak Assumptions
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    by Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor
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    by Rubiera-Morollón, Fernando & Fernández-Vázquez , Esteban & Aponte-Jaramillo, Elizabeth
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    by Jesús Crespo Cuaresma & Martin Feldkircher
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    by ÁLVAREZ-VERDEJO, ENCARNACIÓN & ESTUDILLO-MARTÍNEZ, MARÍA DOLORES & CASTILLO-GUTIÉRREZ, SONIA
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    by MONTES, FRANCISCO & SALA, RAMÓN
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    by Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde
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    by Noé Arón Fuentes & Gustavo del Castillo
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    by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.
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    by Gaure, Simen & Røed, Knut & Westlie, Lars
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    by Bajgrowicz, Pierre & Scaillet, Olivier
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    by Breuer, Thomas & Jandačka, Martin & Mencía, Javier & Summer, Martin
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    by Beliaeva, Natalia & Nawalkha, Sanjay
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    by Oliveira, Luís & Curto, José Dias & Nunes, João Pedro
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    by Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.
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    by Schechtman, Ricardo & Gaglianone, Wagner Piazza
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    by van den End, Jan Willem & Tabbae, Mostafa
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    by Goddard, John & Onali, Enrico
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    by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav
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    by Chevallier, Julien & Sévi, Benoît
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    by Recktenwald, G.D. & Deinert, M.R.
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    by Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas
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    by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.
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    by Delgado, Miguel A. & Escanciano, Juan Carlos
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    by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst
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    by Gagliardini, Patrick & Scaillet, Olivier
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    by Goddard, John & Onali, Enrico
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    by Lee, Hyejin & Meng, Ming & Lee, Junsoo
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    by Tanaka, Shinya & Kurozumi, Eiji
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    by Di Iorio, Francesca & Fachin, Stefano
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    by Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy
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    by Shi, Hui
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    by Baillie, Richard T. & Morana, Claudio
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    by Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie
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    by Arbia, G. & Espa, G. & Giuliani, D. & Mazzitelli, A.
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    by Ruge-Murcia, Francisco
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    by Şeker, Murat
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    by Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva
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    by Pierre Rostan & Alexandra Rostan
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    by Hamidreza Mostafaei & Shaghayegh Kordnoori
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    by Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori
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    by Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús
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    by Castaño Velez, Elkin Argemiro & Sierra Almanza, Jorge
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    by María Isabel Restrepo Estrada & Santiago Arango Aramburo & Luis Guillermo Vélez
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  • 2012(XXII) The Behavior Of Prices As A Response To Structural Changes - The Role Of The Economic Transmission Mechanisms In Explaining The Observed Behavior
    by Andrei Silviu DOSPINESCU
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    by Robert, Christian P.
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    by Robert, Christian P.
  • 2011 Monte Carlo Methods in Statistics
    by Robert, Christian P.
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    by Douc, Randal & Robert, Christian P.
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    by Bernhart, Marie & Tankov, Peter & Warin, Xavier
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    by Pierre Perron & Rasmus T. Varneskov
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    by Francesca Brusa
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    by Avellaneda, Marco & Reed, Josh & Stoikov, Sasha
  • 2011 Binomial options pricing has no closed-form solution
    by Georgiadis, Evangelos
  • 2011 Markets are efficient if and only if P=NP
    by Maymin, Philip
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    by Wickern, Tobias
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    by Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz
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    by Kleppe, Tore Selland & Liesenfeld, Roman
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    by Düllmann, Klaus & Puzanova, Natalia
  • 2011 Assessing the effect of current account and currency crises on economic growth
    by Aßmann, Christian
  • 2011 Measuring the effects of removing subsidies for private insurance on public expenditure for health care
    by Chai Cheng, T.
  • 2011 Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
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  • 2011 Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution
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  • 2011 On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
    by David E. Giles & Hui Feng & Ryan T. Godwin
  • 2011 Testing instrument validity in sample selection models
    by Huber, Martin & Mellace, Giovanni
  • 2011 Testing instrument validity for LATE identification based on inequality moment constraints
    by Huber, Martin & Mellace, Giovanni
  • 2011 Dealing with Internal Inconsistency in Double-Bounded Dichotomous Choice: An Application to Community-Based Health Insurance
    by Hermann Pythagore Pierre Donfouet & Pierre-Alexandre Mahieu & P. Wilner Jeanty
  • 2011 Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John Maheu
  • 2011 Structural Models, Information and Inherited Restrictions
    by Andrew J. Buck & George M. Lady
  • 2011 Structural Sign Patterns and Reduced Form Restrictions
    by Andrew J. Buck & George M. Lady
  • 2011 On Identification of Bayesian DSGE Models
    by Gary Koop & M. Hashem Pesaran & Ron Smith
  • 2011 Profile-score Adjustements for Nonlinearfixed-effect Models
    by Geert Dhaene & Koen Jochmans
  • 2011 Cost–Benefit Analysis of an SLA Mapping Approach for Defining Standardized Cloud Computing Goods
    by Michael Maurera & Vincent C. Emeakarohaa & Ivona Brandica & Jorn Altmann
  • 2011 Towards Autonomic Market Management in Cloud Computing Infrastructures
    by Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann
  • 2011 Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu
  • 2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug
  • 2011 Testing for Multiple Bubbles
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu
  • 2011 SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C. B. Phillips & Jun Yu
  • 2011 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu
  • 2011 Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models
    by Ye Chen & Jun Yu
  • 2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. skaug
  • 2011 Testing for Multiple Bubbles
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu
  • 2011 Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C.B. Phillips & Jun Yu
  • 2011 A sieve bootstrap range test for poolability in dependent cointegrated panels
    by Francesca Di Iorio & Stefano Fachin
  • 2011 The Phantom Menace of Omitted Variables – A Comment
    by Nolan Ritter & Colin Vance
  • 2011 Methods for Computing Marginal Data Densities from the Gibbs Output
    by Cristina Fuentes-Albero & Leonardo Melosi
  • 2011 How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?
    by J. A. CARRILLO
  • 2011 Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
    by T. DE GROOTE & G. EVERAERT
  • 2011 Aplicatii ale metodei regresiei ortogonale in conomie
    by Saman, Corina
  • 2011 Testing the One-Part Fractional Response Model against an Alternative Two-Part Model
    by Oberhofer, Harald & Pfaffermayr, Michael
  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Wolfgang Polasek
  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Wolfgang Polasek
  • 2011 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    by Wolfgang Polasek
  • 2011 Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Wolfgang Polasek & Richard Sellner
  • 2011 Applying the gravity approach to sector trade: Who bears the trade costs?
    by Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon
  • 2011 Block Bootstrap and Long Memory
    by George Kapetanios & Fotis Papailias
  • 2011 Confidence Sets Based on Inverting Anderson-Rubin Tests
    by Russell Davidson & James G. MacKinnon
  • 2011 Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks
    by Lau, Chi Keung Marco & Chau, Frankie & Deesomsak, Rataporn
  • 2011 Methodological Proposal for Compiling the ILO Unemployment with Monthly Periodicity
    by Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia & Moldoveanu, Ruxandra
  • 2011 Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading
    by Kozmenko, Serhiy & Plastun, Oleksiy
  • 2011 A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model
    by Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R.
  • 2011 Гибридная Имитационная Модель Отделения Банка Как Системы Массового Обслуживания: Роль Человеческого Фактора
    by Rumyantsev, Mikhail I.
  • 2011 Partitioned Frames in Bak Sneppen Models
    by Piccinini, Livio Clemente & Lepellere, Maria Antonietta & Chang, Ting Fa Margherita
  • 2011 Credit risk tools, (numerical methods for finance, university of Limerick 2011)
    by Esposito, Francesco Paolo
  • 2011 Detección de Dependencia Espacial mediante Análisis Simbólico
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús
  • 2011 Combating eutrophication in coastal areas at risk for oil spills
    by Hyytiäinen, Kari & Huhtala, Anni
  • 2011 Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis
    by Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel
  • 2011 Towards a benchmark on the contribution of education and training to employability: methodological note
    by Garrouste, Christelle
  • 2011 Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation
    by Pfau, Wade Donald
  • 2011 Simulation of financial institutions activity in transitional economies
    by Rumyantsev, Mikhail I.
  • 2011 Spending flexibility and safe withdrawal rates
    by Finke, Michael & Pfau, Wade Donald & Williams, Duncan
  • 2011 Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry
    by Taştan, Hüseyin
  • 2011 On the finite-sample properties of conditional empirical likelihood estimators
    by Crudu, Federico & Sándor, Zsolt
  • 2011 A new method for approximating vector autoregressive processes by finite-state Markov chains
    by Gospodinov, Nikolay & Lkhagvasuren, Damba
  • 2011 Empirical estimation of default and asset correlation of large corporates and banks in India
    by Bandyopadhyay, Arindam & Ganguly, Sonali
  • 2011 Capital market expectations, asset allocation, and safe withdrawal rates
    by Pfau, Wade Donald
  • 2011 Nearly optimal asset allocations in retirement
    by Pfau, Wade Donald
  • 2011 Corporate competition: A self-organized network
    by Braha, Dan & Stacey, Blake & Bar-Yam, Yaneer
  • 2011 Algorithms for merging tick data and data analysis for Indian financial market
    by Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet
  • 2011 Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work
    by Pfau, Wade Donald
  • 2011 A nonparametric hypothesis test via the Bootstrap resampling
    by Temel, Tugrul
  • 2011 Non-negative demand in newsvendor models:The case of singly truncated normal samples
    by Halkos, George & Kevork, Ilias
  • 2011 Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen
    by Mohamed, Issam A.W.
  • 2011 Retirement savings guidelines for residents of emerging market countries
    by Meng, Channarith & Pfau, Wade Donald
  • 2011 Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?
    by Pfau, Wade Donald
  • 2011 Identi�cation of jumps in �financial price series
    by Hellström, Jörgen & Lönnbark, Carl
  • 2011 Can We Predict the Sustainable Withdrawal Rate for New Retirees?
    by Pfau, Wade Donald
  • 2011 Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
    by Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan
  • 2011 Testing for non-causality by using the Autoregressive Metric
    by Di Iorio, Francesca & Triacca, Umberto
  • 2011 Revisiting the Fisher and Statman Study on Market Timing
    by Pfau, Wade Donald
  • 2011 The particle system model of income and wealth more likely to imply an analogue of thermodynamics in social science
    by Angle, John
  • 2011 Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle
    by Pfau, Wade Donald
  • 2011 Asymmetric Baxter-King filter
    by Buss, Ginters
  • 2011 Un’estensione stocastica del modello "Fisher-Lange"
    by Massimo De Felice & Franco Moriconi
  • 2011 Hálózati struktúra és egyensúly: a tudás-áramlás szerkezeti jellemzõinek kérdései
    by Tamás Sebestyén
  • 2011 And Yet they Co-Move! Public Capital and Productivity in OECD: A Panel Cointegration Analysis with Cross-Section Dependence
    by Anna Bottaso & Carolina Castagnetti & Maurizio Conti
  • 2011 Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models
    by Jason R. Blevins
  • 2011 Bayesian semiparametric GARCH models
    by Xibin Zhang & Maxwell L. King
  • 2011 Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
    by Xibin Zhang & Maxwell L. King & Han Lin Shang
  • 2011 Tests of Structural Changes in Conditional Distributions with Unknown Changepoints
    by Dominique Guegan & Philippe de Peretti
  • 2011 Operational–risk Dependencies and the Determination of Risk Capital
    by Stefan Mittnik & Sandra Paterlini & Tina Yener
  • 2011 Cardinality versus q-Norm Constraints for Index Tracking
    by Bjoern Fastrich & Sandra Paterlini & Peter Winker
  • 2011 Cardinality versus q-Norm Constraints for Index Tracking
    by Bjöern Fastrich & Sandra Paterlini & Peter Winker
  • 2011 Generating ordinal data
    by Pier Alda FERRARI & Alessandro BARBIERO
  • 2011 Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
    by Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts
  • 2011 Public Job-creation Programs: The Economic Benefits of Investing in Social Care. Case Studies in South Africa and the United States
    by Rania Antonopoulos & Kijong Kim
  • 2011 Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model
    by Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge Garcia
  • 2011 Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector
    by Meilan Yan & Maximilian J. B. Hall & Paul Turner
  • 2011 Los Cambios en la Distribución del Ingreso de Argentina entre 1998 Y 2005: Un Análisis de Microdescomposiciones Utilizando Información de Paneles
    by Juan Ignacio Zoloa
  • 2011 Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters
    by Ham, John C. & Woutersen, Tiemen
  • 2011 Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters
    by Ham, John C. & Woutersen, Tiemen
  • 2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
    by Troske, Kenneth & Voicu, Alexandru
  • 2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
    by Troske, Kenneth & Voicu, Alexandru
  • 2011 On Identification of Bayesian DSGE Models
    by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.
  • 2011 On Identification of Bayesian DSGE Models
    by Koop, Gary & Pesaran, Hashem & Smith, Ron P.
  • 2011 The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
    by Henry Dannenberg
  • 2011 Assessing the tendency of Spanish manufacturing industries to cluster: Co-localization and establishment size
    by Marta Casanova & Vicente Orts Ríos
  • 2011 Poverty dynamics in Nairobi's slums: testing for true state dependence and heterogeneity effects
    by FAYE Ousmane & ISLAM Nizamul & ZULU Eliya
  • 2011 The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
    by Sven Schreiber
  • 2011 Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
    by Michal Franta
  • 2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
    by Jouchi Nakajima
  • 2011 Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach
    by Jouchi Nakajima
  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Polasek, Wolfgang
  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Polasek, Wolfgang
  • 2011 Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Polasek, Wolfgang & Sellner, Richard
  • 2011 Sensitivity Analysis of SAR Estimators
    by Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard
  • 2011 Bayesian Factor Selection in Dynamic Term Structure Models
    by Márcio Laurini
  • 2011 Measuring the Effects of Removing Subsidies for Private Insurance on Public Expenditure for Health Care
    by Terence Chai Cheng
  • 2011 Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach
    by Terence Chai Cheng & Farshid Vahid
  • 2011 A new targeting - a new take-up? : non-take-up of social assistance in Germany after social policy reforms
    by Bruckmeier, Kerstin & Wiemers, Jürgen
  • 2011 How Computational Statistics Became the Backbone of Modern Data Science
    by James E. Gentle & Wolfgang Karl Härdle & Yuichi Mori
  • 2011 Finite Mixture for Panels with Fixed Effects
    by Partha Deb & Pravin Trivedi
  • 2011 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Toshiaki Watanabe
  • 2011 Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C. B. Phillips & Jun Yu
  • 2011 Identification of jumps in financial price series
    by Hellström, Jörgen & Lönnbark, Carl
  • 2011 The dynamics of real exchange rates - A reconsideration
    by Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp
  • 2011 Indirect Inference Based on the Score
    by Peter Fuleky & Eric Zivot
  • 2011 Testing for Bivariate Stochastic Dominance Using Inequality Restrictions
    by Thanasis Stengos & Brennan S. Thompson
  • 2011 A nonlinear panel unit root test under cross section dependence
    by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis
  • 2011 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany
  • 2011 Eco-efficiency and convergence in OECD countries
    by Mariam Camarero & Juana Castillo & Andrés J. Picazo-Tadeo & Cecilio Tamarit
  • 2011 Estimation of the Spatial Weights Matrix under Structural Constraints
    by Arnab Bhattacharjee & Chris Jensen-Butler
  • 2011 On the volatility-volume relationship in energy futures markets using intraday data
    by Julien Chevallier & Benoît Sévi
  • 2011 Los cambios en la Distribución del Ingreso de Argentina entre 1998 y 2005
    by Juan Ignacio Zoloa
  • 2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    by Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk
  • 2011 Combination Schemes for Turning Point Predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Estimating the Effects of Recent Disability Reforms in The Netherlands
    by Jan-Maarten van Sonsbeek & Raymond Gradus
  • 2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Counting with Combined Splitting and Capture-Recapture Methods
    by Paul Dupuis & Bahar Kaynar & Ad Ridder & Reuven Rubinstein & Radislav Vaisman
  • 2011 Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models
    by Siem Jan Koopman & Andre Lucas & Marcel Scharth
  • 2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
    by Redouane Elkamhia & Denitsa Stefanova
  • 2011 Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions
    by Tim Salimans
  • 2011 Divergent Priors and well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk
  • 2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
    by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk
  • 2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors
    by Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H.
  • 2011 Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62
    by Kleijnen, Jack P.C. & Beers, W.C.M. van & Nieuwenhuyse, I. van
  • 2011 Do jumps help in forecasting the density of returns?
    by Chevallier, Julien & Ielpo, Florian & Sévi, Benoît
  • 2011 A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs
    by Fahim, Arash & Touzi, Nizar & Warin, Xavier
  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2011 GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
    by Donald W.K. Andrews & Xu Cheng
  • 2011 GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
    by Donald W.K. Andrews & Xu Cheng
  • 2011 Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
    by Donald W. K. Andrews & Xu Cheng
  • 2011 Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
    by Donald W. K. Andrews & Xu Cheng
  • 2011 Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power
    by Donald W.K. Andrews
  • 2011 Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power
    by Donald W.K. Andrews
  • 2011 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2011 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2011 Bias in Estimating Multivariate and Univariate Diffusions
    by Xiaohu Wang & Peter C.B. Phillips & Jun Yu
  • 2011 An artificial neural network approach for assigning rating judgements to Italian Small Firms
    by Greta Falavigna
  • 2011 A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains
    by Nikolay Gospodinov & Damba Lkhagvasuren
  • 2011 Indirect Likelihood Inference
    by Creel, Michael & Kristensen, Dennis
  • 2011 Estimating and forecasting structural breaks in financial time series
    by BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno
  • 2011 Marginal likelihood for Markov-switching and change-point GARCH models
    by BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K.
  • 2011 Montecarlo simulation of long-term dependent processes: a primer
    by Carlos León Rincón & Alejandro Reveiz
  • 2011 Forecasting With Many Predictors. An Empirical Comparison
    by Eliana González
  • 2011 Marginal Likelihood for Markov-Switching and Change-Point Garch Models
    by Luc Bauwens & Arnaud Dufays & Jeroen Rombouts
  • 2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
    by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti
  • 2011 Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors
    by Elise Coudin & Jean-Marie Dufour
  • 2011 Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach
    by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault
  • 2011 On Identification of Bayesian DSGE Models
    by Gary Koop & M. Hashem Pesaran & Ron P. Smith
  • 2011 Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
    by Jennifer Castle & Xiaochuan Qin & W. Robert Reed
  • 2011 Structural Breaks - An Instrumental Variable Approach
    by Conniffe, Denis & Kelly, Robert
  • 2011 Fiscal fan charts - A tool for assessing member states’ (likely?) compliance with EU fiscal rules
    by Cronin, David & Dowd, Kevin
  • 2011 On Identification of Bayesian DSGE Models
    by Koop, G. & Pesaran, M.H. & Smith, R.
  • 2011 Indirect likelihood inference
    by Michael Creel & Dennis Kristensen
  • 2011 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
    by Malik, S. & Pitt, M. K.
  • 2011 Stationarity, structural breaks, and economic growth in Mexico: 1895-2008
    by Antonio E. Noriega & Cid Alonso Rodríguez-Pérez
  • 2011 Time-series Modelling, Stationarity and Bayesian Nonparametric Methods
    by Juan Carlos Martínez-Ovando & Stephen G. Walker
  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaulària
  • 2011 A method to estimate power parameter in Exponential Power Distribution via polynomial regression
    by Daniele Coin
  • 2011 An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests
    by Paolo Guarda & Abdelaziz Rouabah & John Theal
  • 2011 What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?
    by Céline Gauthier & Toni Gravelle & Xuezhi Liu & Moez Souissi
  • 2011 Estimating Net Child Care Price Elasticities of Partnered Women With Pre-School Children Using a Discrete Structural Labour Supply-Child Care Model
    by Xiaodong Gong & Robert Breuing
  • 2011 Indirect likelihood inference
    by Michael Creel & Dennis Kristensen
  • 2011 Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study
    by Riccardo LUCCHETTI & Claudia PIGINI
  • 2011 Marginal Likelihood for Markov-switching and Change-point Garch Models
    by Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts
  • 2011 Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices
    by Rasmus Tangsgaard Varneskov
  • 2011 Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise
    by Rasmus Tangsgaard Varneskov
  • 2011 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
    by Yushu Li
  • 2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
    by Rasmus Tangsgaard Varneskov & Pierre Perron
  • 2011 A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation
    by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg
  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaularia
  • 2011 An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution
    by Guerrero de Lizardi, Carlos
  • 2011 Estimating standard errors for the Parks model: Can jackknifing help?
    by Reed, W. Robert & Webb, Rachel S.
  • 2011 What Do We Know About Exposure At Default On Contingent Credit Lines? - A Survey Of The Literature, Empirical Analysis And Models
    by Michael Jacobs, Jr. & Pinaki Bag
  • 2011 Operational Risk Modelling and Capital Adequacy – are There any Rewards in Greater Complexity?
    by Anghelache, Gabriela Victoria & Cozmanca, Bogdan Octavian & Radu, Alina Nicoleta
  • 2011 Analyzing the Dynamics of Relative Prices on a Market with Speculative and Non-Speculative Agents Based on the Evolutionary Model
    by Dospinescu, Andrei Silviu
  • 2011 Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market
    by Todea, Alexandru & Zoicas Ienciu, Adrian
  • 2011 Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management
    by Jacobs, Jr., Michael
  • 2011 Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default
    by Jacobs, Jr., Michael
  • 2011 Updating weighting matrices by Cross-Entropy
    by Fernández Vázquez, Esteban
  • 2011 Econometric analysis of Russian market of mergers and acquisitions
    by Polikarpova, Maria
  • 2011 Operational Risk - Scenario Analysis
    by Milan Rippel & Petr Teplý
  • 2011 About Direct Sales in the World, Europe and Romania
    by Claudia Isac & Alin Isac
  • 2011 El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis between 1999 and 2008
    by Alcañiz Zanón, Manuela & Alemany Leira, Ramón & Bolancé Losilla, Catalina & Guillén Estany, Montserrat
  • 2011 An Overview Of Human Resources In Science And Technology (Hrst) From Research Development And Innovation (Rdi) Sector During 1993-2009 In Romania
    by NICOLOV MIRELA
  • 2011 Fluctuation In Pension Fund Assets Privately Managed Under The Influence Of Certain Factors. Statistical Study In Romania
    by Cristea Mirela & Siminica Marian & Dracea Raluca
  • 2011 Testando o "Cash-Flow-at-Risk" em empresas têxteis [Testing the cash flow at risk in textile companies]
    by Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbert & Danilo Soares Pacheco de Medeiros & Luiz Guilherme da Silva Probst
  • 2011 A Non-Parametric Robust Estimation of the Box-Cox Transformation for Regression Models
    by Elkin Castaño
  • 2011 Kismi En Kucuk Kareler Regresyonu Yardimiyla Optimum Bilesen Sayisini Secmede Model Secim Kriterlerinin Performans Karsilastimasi
    by Elif BULUT & Ozlem GURUNLU ALMA
  • 2011 Portafolio de consumo: problema de Merton
    by Eduardo Cepeda
  • 2011 Estudio de la desigualdad de ingresos en el Ecuador considerando esfuerzos y herencias sociales
    by Margarita Velín & Paúl Medina
  • 2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
    by Jouchi Nakajima
  • 2011 Micro simulations on the effects of ageing-related policy measures: The Social Affairs Department of the Netherlands Ageing and Pensions Model
    by Jan-Maarten van Sonsbeek & j.m.van.sonsbeek@vu.nl
  • 2011 Cohesion In The European Union – Used Markov Chains Method
    by Liviu-Stelian BEGU
  • 2011 Is Latin America an Optimum Currency Area? Evidence from a Structural Vector Autoregression Analysis
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  • 2010 Simulation of Risk Processes
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  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
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  • 2010 The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence
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  • 2010 Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity
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  • 2010 Unpacking the Causes of Ethnic Segregation across Workplaces
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    by Graziani, Rebecca & Keilman, Nico
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  • 2010 A Trinomial Test for Paired Data When There are Many Ties
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  • 2010 Estimation and Inference with Weak, Semi-strong, and Strong Identification
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  • 2010 Inference Based on Conditional Moment Inequalities
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  • 2010 Inference Based on Conditional Moment Inequalities
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  • 2010 Multivariate option pricing with time varying volatility and correlations
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  • 2010 La Planeación Agregada Analizada Desde El Enfoque De La Dinámica De Sistemas
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    by Eliana González
  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
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  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
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  • 2010 Multivariate Option Pricing With Time Varying Volatility and Correlations
    by Jeroen Rombouts & Lars Peter Stentoft
  • 2010 Alternative versions of the RESET test for binary response index models: a comparative study
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  • 2010 How Robust is the R&D-Productivity relationship? Evidence from OECD Countries
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  • 2010 The PCSE Estimator is Good -- Just Not as Good as You Think
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  • 2010 A Trinomial Test for Paired Data When There are Many Ties
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  • 2010 Properties of Electricity Prices and the Drivers of Interconnector Revenue
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  • 2010 Die Gewerbesteuer seit der Unternehmensteuerreform 2008: Steigt die Steuerbelastung und die Gefahr der Substanzbesteuerung? Eine empirische Analyse
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  • 2010 History or path dependence in mixed-Poisson growth: Brazil, 1822-2000, and USA, 1869-1996, with an estimate of the world mixing distribution at start-up
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  • 2010 Combining predictive densities using Bayesian filtering with applications to US economics data
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  • 2010 Experiencing Simulated Outcomes
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  • 2010 Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective
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  • 2010 A systematic approach to multi-period stress testing of portfolio credit risk
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  • 2010 Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector
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  • 2010 Macroprudential Regulation and Systemic Capital Requirements
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  • 2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
    by Jeroen V.K. Rombouts & Lars Stentoft
  • 2010 Simple simulation of diffusion bridges with application to likelihood inference for diffusions
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  • 2010 Non-linear DSGE Models and The Optimized Particle Filter
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  • 2010 ¿Escuela pública o concertada? Una comparación mediante un índice de Malmquist educativo
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  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
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    by Bandi, Federico & Corradi, Valentina & Moloche, Guillermo
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    by Gonzales, Rolando
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    by Boldea, Otilia & Magnus, Jan R.
  • 2009 Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS
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    by Khan, Zahid & Asghar, Zahid
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  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
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  • 2009 Factor models and the credit risk of a loan portfolio
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  • 2009 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
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    by Bušs, Ginters
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  • 2009 Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
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  • 2009 Measuring the Timing Ability and Performance of Bond Mutual Funds
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  • 2009 Announcement effect and intraday volatility patterns of euro-dollar exchange rate : monetary policy news arrivals and short-run dynamic response
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  • 2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period
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  • 2009 Wavelet method for locally stationary seasonal long memory processes
    by Dominique Guegan & Zhiping Lu
  • 2009 Demographic forecasts, migration and transition theory: a labor market perspective
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  • 2009 Inequality and higher education in Italy The distributive impact of fees and subsidies to academics
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  • 2009 Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping
    by Roy Cerqueti & Paolo Falbo & Cristian Pelizzari
  • 2009 Modelling and Forecasting Mobile Telecommunication Services: The case of Greece
    by Theologos Dergiades & Apostolos Dasilas
  • 2009 Pauvreté multidimensionnelle et politiques sociales au Bénin
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  • 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
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  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft
  • 2009 Basket Options on Heterogeneous Underlying Assets
    by Georges Dionne & Geneviève Gauthier & Nadia Ouertani
  • 2009 A Test of the Rational Expectations Hypothesis using data from a Natural Experiment
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  • 2009 Mortality-Indexed Annuities
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  • 2009 The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome
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  • 2009 A Test of the Rational Expectations Hypothesis using data from a Natural Experiment
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  • 2009 The Random Part in Network Evolution
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  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru
  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru
  • 2009 How Do Shocks to Non-Cognitive Skills Affect Test Scores?
    by Behncke, Stefanie
  • 2009 How Do Shocks to Non-Cognitive Skills Affect Test Scores?
    by Behncke, Stefanie
  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru
  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru
  • 2009 A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
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  • 2009 A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
    by Keane, Michael P. & Sauer, Robert M.
  • 2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
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  • 2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
    by Caporale, Guglielmo Maria & Hadj Amor Essid, Thouraya & Rault, Christophe
  • 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
    by Cockx, Bart & Picchio, Matteo
  • 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
    by Cockx, Bart & Picchio, Matteo
  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.
  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.
  • 2009 A Distributional Analysis of Social Group Inequality in Rural India
    by Azam, Mehtabul
  • 2009 A Distributional Analysis of Social Group Inequality in Rural India
    by Azam, Mehtabul
  • 2009 Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition
    by Azam, Mehtabul
  • 2009 Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition
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  • 2009 Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz
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  • 2009 Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
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  • 2009 Recent trends in income inequality in Latin America
    by Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli
  • 2009 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
    by Jesus Crespo Cuaresma & Martin Feldkircher
  • 2009 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe
  • 2009 La Incidencia Distributiva del Impuesto a las Gasolinas en Chile
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  • 2009 Finite Sample Correction Factors for Panel Cointegration Tests
    by Hlouskova, Jaroslava & Wagner, Martin
  • 2009 Bayesian Methods for Completing Data in Space-time Panel Models
    by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard
  • 2009 Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach
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  • 2009 Regression methods for stochastic control problems and their convergence analysis
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  • 2009 Pricing Bermudan options using regression: optimal rates of convergence for lower estimates
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  • 2009 Panel Cointegration Testing in the Presence of a Time Trend
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  • 2009 Localized Realized Volatility Modelling
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  • 2009 Information Loss in Volatility Measurement with Flat Price Trading
    by Peter C. B. Phillips & Jun Yu
  • 2009 Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data
    by Claire Blackman
  • 2009 Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors
    by Li, Yushu & Shukur, Ghazi
  • 2009 Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion
    by Li, Yushu & Shukur, Ghazi
  • 2009 Should we expect financial globalization to have significant effects on business cycles?
    by Iversen, Jens
  • 2009 Downside risk of derivative portfolios with mean-reverting underlyings
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  • 2009 Wage Rigidity, Institutions, and Inflation
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  • 2009 Sensitivity analysis of the unconfoundedness assumption in observational studies
    by de Luna, Xavier & Lundin, Mathias
  • 2009 Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J
  • 2009 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks
    by Westerlund, Joakim
  • 2009 Transmission of macro shocks to loan losses in a deep crisis: the case of Finland
    by Jokivuolle, Esa & Viren , Matti & Vähämaa, Oskari
  • 2009 Simulation analyses and stress testing of payment networks
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  • 2009 Forecasting long memory time series under a break in persistence
    by Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson
  • 2009 Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model
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  • 2009 A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
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  • 2009 Bayesian estimation of an extended local scale stochastic volatility model
    by Deschamps, Philippe J.
  • 2009 VOSviewer: A Computer Program for Bibliometric Mapping
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  • 2009 Dating the Timeline of Financial Bubbles During the Subprime Crisis
    by Peter C. B. Phillips & Jun Yu
  • 2009 Copulas and bivariate risk measures : an application to hedge funds
    by Rihab Bedoui & Makram Ben Dbadis
  • 2009 When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour
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  • 2009 A Turning Point? Recent Developments on Inequality in Latin America and the Caribbean
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  • 2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
    by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault
  • 2009 The Influence of Conflict on the Demand for Education in the Basque Region
    by Olaf J. de Groot & Idil Göksel
  • 2009 A survey of sequential Monte Carlo methods for economics and finance
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  • 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
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  • 2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
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  • 2009 Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors
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  • 2009 Copulas and bivariate Risk measures : an application to hedge funds
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  • 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs ?
    by Bart COCKX & Matteo PICCHIO
  • 2009 Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors
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  • 2009 Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys
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  • 2009 The Determinants of Economic Growth in European Regions
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  • 2009 Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
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  • 2009 Simulations du ratio du service de la dette des consommateurs en utilisant des données micro
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  • 2009 Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments
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    by Jeroen V.K. Rombouts & Lars Stentoft
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  • 2009 Interdependency Between Simulation Model Development And Knowledge Management
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  • 2009 Half-Life Deviations from PPP in the South African Development Community (SADC)
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    by Martha López & Juan David Prada & Norberto Rodríguez
  • 2009 Determinantes de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de microdescomposición
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  • 2009 Heterogeneous ideas production and endogenous growth: an empirical investigation
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  • 2009 Une analyse économétrique des sources de fluctuations du taux de change réel dans trois pays en développement. Le cas du Maroc, des Philippines et de l'Uruguay
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  • 2009 La retraite anticipée des salariés en Belgique
    by Mathieu Lefèbvre & Kristian Orsini & Alexis Paszukiewicz
  • 2009 The systemic importance of financial institutions
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  • 2008 Half-Life Deviations from PPP in the SADC
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  • 2008 Approximating the marginal likelihood in mixture models
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  • 2008 Robust outlier detection for Asia–Pacific stock index returns
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  • 2008 A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model
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  • 2008 A “SURE” Approach to Testing for Convergence in Regional Integrated areas: An Application to Output Convergence in Mercosur
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  • 2008 Cobertura óptima de riesgos de mercado en presencia de riesgos de cantidad y de costos de producción
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  • 2008 Nonparametric Instrumental Variable Estimation in Practice
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  • 2008 ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM)
    by Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost Henrich
  • 2008 Sensitivity Analysis in Economic Simulations: A Systematic Approach
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  • 2008 Linking CGE and Microsimulation Models: A Comparison of Different Approaches
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  • 2008 Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression
    by Hufnagel, Rainer
  • 2008 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
    by García Solanes, José & Torrejón-Flores, Fernando
  • 2008 The Effects of DR-CAFTA in Nicaragua A CGE-Microsimulation Model for Poverty and Inequality Analysis
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  • 2008 Foreign exchange symmetries
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  • 2008 Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen
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  • 2008 Latin hypercube sampling with dependence and applications in finance
    by Packham, Natalie & Schmidt, Wolfgang M.
  • 2008 Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen
    by Weber, Andreas & Wystup, Uwe
  • 2008 Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen
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  • 2008 Artificial Long Memory Effects in Two Agend-Based Asset Pricing Models
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  • 2008 On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance Optimization
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  • 2008 Assessing the Effect of Current Account and Currency Crises on Economic Growth
    by Aßmann, Christian
  • 2008 Regulatory capital for market and credit risk interaction: is current regulation always conservative?
    by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin
  • 2008 The pricing of correlated default risk: evidence from the credit derivatives market
    by Zhu, Haibin & Tarashev, Nikola A.
  • 2008 Panel estimation of state dependent adjustment when the target is unobserved
    by von Kalckreuth, Ulf
  • 2008 Effective profit taxation and the elasticity of the corporate income tax base: Evidence from German corporate tax return data
    by Dwenger, Nadja & Steiner, Viktor
  • 2008 Panel Unit Root Tests in the Presence of a Multifactor Error Structure
    by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
  • 2008 Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
    by Otero, Jesús & Smith, Jeremy & Giulietti, Monica
  • 2008 Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters
    by Dinghai Xu & John Knight
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    by Koetse, M.J. & Rouwendal, J.
  • 2008 A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
    by Antonella Basso & Riccardo Gusso
  • 2008 Cournot Duopoly when the Competitors Operate Multiple Production Plants
    by Fabio Tramontana & Laura Gardini & Tönu Puu
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  • 2008 A percolation model of the product lifecycle
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  • 2008 Preference Structure and Random Paths to Stability in Matching Markets
    by James W. Boudreau
  • 2008 Marriage Matching and Intercorrelation of Preferences
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  • 2008 A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data
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  • 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
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  • 2008 Sample selection bias and the South African wage function
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  • 2008 Simulated Maximum Likelihood using Tilted Importance Sampling
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  • 2008 Pseudo-NK: an Enhanced Model of Complexity
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  • 2008 Changes in Wage Structure in Urban India, 1983-2004: A Quantile Regression Decomposition
    by Mehtabul Azam
  • 2008 A Semiparametric Stochastic Volatility Model
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  • 2008 Information Loss in Volatility Measurement with Flat Price Trading
    by Peter C.B.Phillips & Jun Yu
  • 2008 Unpacking Sources of Comparative Advantage: A Quantitative Approach
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  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Thomas Flury & Neil Shephard
  • 2008 Is the Impact of Labour Taxes on Unemployment asymmetric?
    by T. BERGER & G. EVERAERT
  • 2008 A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics
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  • 2008 Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences
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  • 2008 Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG
    by Agapie, Adriana
  • 2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators
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  • 2008 An analytically tractable time-changed jump-diffusion default intensity model
    by Naoufel El-Bachir & Damiano Brigo
  • 2008 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
    by Georgios Chortareas & George Kapetanios
  • 2008 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
    by Russell Davidson & James G. MacKinnon
  • 2008 Wild Bootstrap Tests for IV Regression
    by Russell Davidson & James G. MacKinnon
  • 2008 Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time
    by Varsanyi, Zoltan
  • 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments
    by Mishra, SK
  • 2008 A simple model of decision making: How to avoid large outliers?
    by Varsanyi, Zoltan
  • 2008 A new method of robust linear regression analysis: some monte carlo experiments
    by Mishra, SK
  • 2008 Short-term evolution of forward curves and volatility in illiquid power market
    by Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián
  • 2008 A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions
    by Henderson, Daniel J.
  • 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.
  • 2008 Notas sobre Descomposiciones Microeconométricas: Un Análisis Antropométrico
    by Lopez-Pablos, Rodrigo A.
  • 2008 Stochastic integration for uncoupled continuous-time random walks
    by Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, René L.
  • 2008 Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration
    by Ching, Andrew
  • 2008 Моделирование Деятельности Финансово-Кредитного Учреждения Средствами Системной Динамики
    by Rumyantsev, Mikhail I.
  • 2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
    by Omay, Tolga
  • 2008 Estimating Impact of a Continuous Program under a Conditional Independence Assumption
    by Nguyen Viet, Cuong
  • 2008 Solving nonlinear systems of equations and nonlinear systems of differential equations by the Monte Carlo method using queueing networks and games theory
    by Ciuiu, Daniel
  • 2008 Equity-linked insurances and guaranteed annuity options
    by Burnecki, Krzysztof & Pazdan-Siudeja, Liliana
  • 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
    by Maldonado, Diego & Pazmiño, Mariela
  • 2008 Normality Testing- A New Direction
    by Islam, Tanweer ul
  • 2008 The Monte Carlo method to find eigenvalues and eigenvectors
    by Ciuiu, Daniel & Costinescu, Cristian
  • 2008 Exogenous coalition formation in the e-marketplace based on geographical proximity
    by McBurney, Peter & Michalak, Tomasz & Tyrowicz, Joanna & Wooldridge, Michael
  • 2008 Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach
    by Klein, A. & Urbig, D. & Kirn, S.
  • 2008 Nyquist Frequency in Sequentially Sampled Data
    by Faghih, Nezameddin & Faghih, Ali
  • 2008 Comparing the accuracy of density forecasts from competing GARCH models
    by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi
  • 2008 Model specification, observational equivalence and performance of unit root tests
    by Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad
  • 2008 Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
    by Kukenova, Madina & Monteiro, Jose-Antonio
  • 2008 Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution
    by Barnett, William A. & Seck, Ousmane
  • 2008 A note on the estimation of long-run relationships in dependent cointegrated panels
    by Di Iorio, Francesca & Fachin, Stefano
  • 2008 A simulation model of public debt sustainability
    by Albu, Lucian-Liviu
  • 2008 Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
    by Kukenova, Madina & Monteiro, Jose-Antonio
  • 2008 Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland
    by Sznajd-Weron, Katarzyna & Weron, Rafal & Wloszczowska, Maja
  • 2008 Likelihood-Based Confidence Sets for the Timing of Structural Breaks
    by Eo, Yunjong & Morley, James C.
  • 2008 Risk aggregation, dependence structure and diversification benefit
    by Bürgi, Roland & Dacorogna, Michel M & Iles, Roger
  • 2008 Determining the Number of Market Segments Using an Experimental Design
    by Ana Oliveira-Brochado & Francisco Vitorino Martins
  • 2008 Forecasting temperature indices with timevarying long-memory models
    by Massimiliano Caporin & Juliusz Pres
  • 2008 When Smaller Families Look Contagious: A Spatial Look at the French Fertility Decline Using an Agent-Based Simulation Model
    by Sandra Gonzalez-Bailon & Tommy Murphy
  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Neil Shephard & Thomas Flury
  • 2008 When Smaller Families Look Contagious: A Spatial Look At The French Fertility Decline Using An Agent-Based Simulation Model
    by Sandra Gonzalez-Bailon & Tommy Murphy
  • 2008 Computer Virus Propagation in a Network Organization: The Interplay between Social and Technological Networks
    by Hsing Kenneth Cheng & Hong Guo
  • 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
  • 2008 Inflation-Gap Persistence in the U.S
    by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent
  • 2008 Density forecasting for long-term peak electricity demand
    by Rob J Hyndman & Shu Fan
  • 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments
    by Ibrahim Ahamada & Philippe Jolivaldt
  • 2008 Forecasting chaotic systems : the role of local Lyapunov exponents
    by Dominique Guegan & Justin Leroux
  • 2008 The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics
    by Abdou Kâ Diongue & Dominique Guegan
  • 2008 Testing fractional order of long memory processes : a Monte Carlo study
    by Laurent Ferrara & Dominique Guegan & Zhiping Lu
  • 2008 Time-Varying Yield Curve Dynamics and Monetary Policy
    by Mumtaz, Haroon & Surico, Paolo
  • 2008 Simulating interventions in graphical chain models for longitudinal data
    by Riccardo Borgoni & Peter W. F. Smith & Ann M. Berrington
  • 2008 Using Statistics Canada LifePaths Microsimulation Model to Project the Health Status of Canadian Elderly
    by Jacques Légaré & Yann Décarie
  • 2008 A Refined Bootstrap For Heavy Tailed Distributions
    by Russell Davidson & Adriana Cornea
  • 2008 Merger Simulation in Competition Policy: A Survey
    by Oliver Budzinski & Isabel Ruhmer
  • 2008 Europäische Medienmärkte: Die Rolle der Wettbewerbspolitik
    by Oliver Budzinski
  • 2008 A Note on Competing Merger Simulation Models in Antitrust Cases: Can the Best Be Identified?
    by Oliver Budzinski
  • 2008 Testing for Poverty Dominance: an Application to Canada
    by Wen-Hao Chen & Jean-Yves Duclos
  • 2008 The sensitivity of nonparametric misspecification tests to disturbance autocorrelation
    by Andrea Vaona
  • 2008 Stochastic Behavioral Asset Pricing Models and the Stylized Facts
    by Thomas Lux
  • 2008 Testing for Poverty Dominance: An Application to Canada
    by Chen, Wen-Hao & Duclos, Jean-Yves
  • 2008 Testing for Poverty Dominance: An Application to Canada
    by Chen, Wen-Hao & Duclos, Jean-Yves
  • 2008 The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality
    by Gaure, Simen & Røed, Knut & Westlie, Lars
  • 2008 The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality
    by Gaure, Simen & Roed, Knut & Westlie, Lars
  • 2008 Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition
    by Qu, Zhaopeng (Frank) & Zhao, Zhong
  • 2008 Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition
    by Qu, Zhaopeng (Frank) & Zhao, Zhong
  • 2008 Are There Waves in Merger Activity After All?
    by Dennis L. Gärtner & Daniel Halbheer
  • 2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis
  • 2008 The Determinants of Economic Growth in European Regions
    by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher
  • 2008 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns
    by Jouchi Nakajima
  • 2008 Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems
    by Dominique Guégan & Justin Leroux
  • 2008 Multiple imputation of right-censored wages in the German IAB Employment Sample considering heteroscedasticity
    by Büttner, Thomas & Rässler, Susanne
  • 2008 Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference
    by Nikolaus Hautsch & Yangguoyi Ou
  • 2008 Stock Picking via Nonsymmetrically Pruned Binary Decision Trees
    by Anton Andriyashin
  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
    by Viktor Winschel & Markus Krätzig
  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig
  • 2008 Standard and Shuffled Halton Sequences in a Mixed Logit Model
    by Alexander Staus
  • 2008 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
    by Tom Pak-wing Fong & Chun-shan Wong
  • 2008 How Important are Financial Frictions in the U.S. and the Euro Area?
    by Queijo von Heideken, Virginia
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  • 2007 Inference for stochastic volatility model using time change transformations
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  • 2007 Mixed Signals Among Tests for Panel Cointegration
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  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
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  • 2007 Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects
    by Vassilis Hajivassiliou & Frédérique Savignac
  • 2007 Likelihood-based inference for a class of multivariate diffusions with unobserved paths
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  • 2007 Inflation dynamics in the US - a nonlinear perspective
    by A. Robert Nobay & Ivan Paya & David A. Peel
  • 2007 Optimal Holding Period for a Real Estate Portfolio
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  • 2007 Market Valuation, Pension Fund Policy and Contribution Volatility
    by Maarten van Rooij & Arjen Siegmann & Peter Vlaar
  • 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
  • 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
  • 2007 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
    by C.S. Bos & S.J. Koopman & M. Ooms
  • 2007 The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment
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  • 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
  • 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.
  • 2007 Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
    by Donald W.K. Andrews & Gustavo Soares
  • 2007 Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2007 Applications of Subsampling, Hybrid, and Size-Correction Methods
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2007 Hybrid and Size-Corrected Subsample Methods
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2007 The Limit of Finite-Sample Size and a Problem with Subsampling
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2007 The Limit of Finite-Sample Size and a Problem with Subsampling
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2007 Information Loss in Volatility Measurement with Flat Price Trading
    by Peter C.B. Phillips & Jun Yu
  • 2007 Simulation-based Estimation of Contingent-claims Prices
    by Peter C.B. Phillips & Jun Yu
  • 2007 Efficient importance sampling for ML estimation of SCD models
    by Luc, BAUWENS & Fausto Galli
  • 2007 A Component GARCH Model with Time Varying Weights
    by Luc, BAUWENS & G., STORTI
  • 2007 Measuring Intersectoral Knowledge Spillovers: an Application of Sensitivity Analysis to Italy
    by Giovanni Cerulli & Bianca Potì
  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Amisano, Giovanni & Tristani, Oreste
  • 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
  • 2007 Efficient importance sampling for ML estimation of SCD models
    by BAUWENS, Luc & GALLI, Fausto
  • 2007 A component GARCH model with time varying weights
    by BAUWENS, Luc & STORTI, Giuseppe
  • 2007 Indirect estimation of elliptical stable distributions
    by LOMBARDI, Marco & VEREDAS, David
  • 2007 Simulation based Bayesian econometric inference: principles and some recent computational advances
    by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.
  • 2007 Reflexiones Sobre La Teoría Y La Práctica Del Iva En Colombia
    by Christian R. Jaramillo H. & Jorge Tovar
  • 2007 Unemployment and Inactivity Traps in the Czech Republic: Incentive Effects of Policies
    by Kamil Galuscak & Jan Pavel
  • 2007 Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs
    by Pierre Bajgrowicz & Olivier Scaillet
  • 2007 A Specification Test For Nonparametric Instrumental Variable Regression
    by Patrick Gagliardini & Olivier Scaillet
  • 2007 An Objective Function for Simulation Based Inference on Exchange Rate Data
    by Peter Winker & Manfred Gilli & Vahidin Jeleskovic
  • 2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?
    by Balazs Egert & Kirsten Lommatzsch & Amina Lahrèche-Révil
  • 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
  • 2007 Do real interest rates converge? Evidence from the European Union
    by Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros
  • 2007 Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos
  • 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
  • 2007 Regional Dimensions: Preparation of 1998-99 HES for reweighting to small-area benchmarks
    by S.F. Chin & Ann Harding & Anthea Bill
  • 2007 Discriminating mean and variance shifts
    by Carlos Santos
  • 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure
    by Pesaran, M.H. & Smit, L.V. & Yamagata, T.
  • 2007 Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements
    by Roques, F.A.
  • 2007 Identification and Estimation in an Incoherent Model of Contagion
    by Massacci, D.
  • 2007 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Doppelhofer, G. & Cuaresma, J.C.
  • 2007 Are real wages rigid downwards?
    by Steinar Holden & Fredrik Wulfsberg
  • 2007 Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
    by David Jamieson Bolder & Tiago Rubin
  • 2007 Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?
    by Bernhard Herz & Marco Wagner
  • 2007 On the Solution of Stochastic Input Output-Models
    by Hartmut Kogelschatz
  • 2007 Assessing the Behaviour of Non-Survey Methods of Constructing Regional Input-Output Tables through a Monte Carlo Simulation
    by Andrea BONFIGLIO & Francesco CHELLI
  • 2007 Long memory modelling of inflation with stochastic variance and structural breaks
    by Charles S. Bos & Siem Jan Koopman & Marius Ooms
  • 2007 GRAN8: Gauss procedure to generate standard EPD (GED) random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN7: Gauss procedure to generate lognormal random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN6: Gauss procedure to generate Pareto-distributed random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN5: Gauss procedure to generate heteroskedastic normal random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN4: Gauss procedure to generate Laplace-distributed random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN3: Gauss procedure to generate stable random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN2: Gauss procedure to generate t-distributed random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN1: Gauss procedure to generate normal random numbers
    by Urzúa, Carlos M.
  • 2007 Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    by Di Iorio, Francesca & Fachin, Stefano
  • 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.
  • 2007 Self-organization of R&D search in complex technology spaces
    by Gerald Silverberg & Bart Verspagen
  • 2007 Urban Simulation Models for the Future City Evolution
    by Georgiana I. STEFAN
  • 2007 An Estimated New Keynesian Model for Romania
    by Caraiani, Petre
  • 2007 How much the Rounding Errors could affect the Computer Results
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  • 2007 An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets
    by Zlotnik, Andrey
  • 2007 Bootstrapping econometric models (in Russian)
    by Russell Davidson
  • 2007 Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB©
    by Merino, María & Vadillo, Fernando
  • 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
  • 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
  • 2007 Az ügyfélelvándorlás kereskedelmi banki modellezése
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  • 2007 "Dupla vagy semmi". Duplikációbecslés szimulációs módszerekkel
    by Benedek, Gábor
  • 2007 The Impact of the Increase in Non-regular Employment on Income Disparities
    by Seiichi Inagaki
  • 2007 A Simulation-Based Model for Final Price Prediction in Online Auctions
    by Shihyu Chou & Chin-Shien Lin & Chi-hong Chen & Tai-Ru Ho & Yu-Chen Hsieh
  • 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
  • 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 & Zbynìk Hackl
  • 2007 Poniendo a la pobreza de ingresos y a la desigualdad en el mapa de México
    by Miguel Székely Pardo & Luis F. López-Calva & Álvaro Meléndez Martínez & Ericka G. Rascón Ramírez & Lourdes Rodríguez-Chamussy
  • 2007 Un modelo macroeconométrico de simulación con microfundamentos para la economía mexicana
    by Lucía A. Ruiz-Galindo & Francisco Venegas-Martínez
  • 2007 Negociación de portafolios de acciones
    by JORGE HERNAN RESTREPO CORREA & EDUARDO ARTURO CRUZ TREJOS & PEDRO DANIEL MEDINA VARELA
  • 2007 Reflexiones sobre la teoría y la práctica del IVA en Colombia
    by Christian R. Jaramillo & Jorge Tovar
  • 2007 Fluctuations de Change et Performances Economiques
    by Imed Drine & Christophe Rault
  • 2007 Note sur les méthodes univariées d’extraction du cycle économique
    by Anna Sess & Michel Grun-Rehomme
  • 2007 Measuring portfolio credit risk: modelling versus calibration errors
    by Nikola Tarashev & Haibin Zhu
  • 2006 A Unified Copula Framework for VaR forecasting
    by Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli
  • 2006 A closed form approach to valuing and hedging basket options
    by Svetlana Borovkova & Ferry Permana
  • 2006 A multiple testing procedure for neural network model selection
    by Michele La Rocca & Cira Perna
  • 2006 The combination of volatility forecasts
    by Alessandra Amendola & Giuseppe Storti
  • 2006 Lag or Error? - Detecting the Nature of Spatial Correlation
    by Mario Larch & Janette Walde
  • 2006 A component GARCH model with time varying weights
    by Giuseppe Storti & Luc Bauwens
  • 2006 Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods
    by Anna Staszewska
  • 2006 (Un)naturally low?
    by Silvia Sgherri & Marco J. Lombardi
  • 2006 Estimation of IP Telephony Demand Using the Integrated Choice and Latent Variables Approach
    by Denis Bolduc & Moshe Ben-Akiva
  • 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 The extremal index for GARCH(1,1) processes with t-distributed innovations
    by F. Laurini & J. A. Tawn
  • 2006 Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated
    by Jönsson, Kristian
  • 2006 Relative sources of European regional productivity convergence: A bootstrap frontier approach
    by Enflo, Kerstin & Hjertstrand, Per
  • 2006 Intérêt de la simulation pour les sciences de gestion
    by Cartier, Manuel & Forgues, Bernard
  • 2006 Improved Nonparametric Confidence Intervals in Time Series Regressions
    by Joseph P. Romano & Michael Wolf
  • 2006 Empirical risk analysis of pension insurance: the case of Germany
    by Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang
  • 2006 Forecast Encompassing Tests and Probability Forecasts
    by Clements, Michael P & Harvey, David I
  • 2006 Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    by Giulietti, Monica & Otero, Jesús & Smith, Jeremy
  • 2006 Testing for stationarity in heterogeneous panel data in the presence of cross section dependence
    by Giulietti, Monica & Otero, Jesus & Smith, Jeremy
  • 2006 Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy
    by Daniele Fabbri & Chiara Monfardini
  • 2006 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing
    by Joseph F. Francois & Julia Wörz
  • 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
  • 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
  • 2006 On the efficient application of the repeated Richardson extrapolation technique to option pricing
    by Luca Barzanti & Corrado Corradi & Martina Nardon
  • 2006 Simulation techniques for generalized Gaussian densities
    by Martina Nardon & Paolo Pianca
  • 2006 Incomplete pairwise comparison and consistency optimization
    by Michele Fedrizzi & Silvio Giove
  • 2006 A credit contagion model for loan portfolios in a network of firms with spatial interaction
    by Diana Barro & Antonella Basso
  • 2006 A comparison of different trading protocols in an agent-based market
    by Paolo Pellizzari & Arianna Dal Forno
  • 2006 Learning and equilibrium selection in a coordination game with heterogeneous agents
    by Alberto Fogale & Paolo Pellizzari & Massimo Warglien
  • 2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Jesus Crespo Cuaresma & Gernot Doppelhofer
  • 2006 Output fluctuations persistence: Do cyclical shocks matter?
    by Silvestro Di Sanzo
  • 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
    by Hiroyuki Kasahara & Katsumi Shimotsu
  • 2006 An assessment of empirical Bayes and composite estimators for small areas
    by Nicholas Longford
  • 2006 Evaluating Targeting Efficiency of Government Programmes: International Comparisons
    by Nanak Kakwani & Hyun H. Son
  • 2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data
    by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg
  • 2006 Applying Markowitz's Critical Line Algorithm
    by Andras Niedermayer & Daniel Niedermayer
  • 2006 Modeling the Duration of Patent Examination at the European Patent Office
    by Harhoff, Dietmar & Wagner, Stefan
  • 2006 Earnings bracket obstacles in household surveys – How sharp are the tools in the shed?
    by Dieter von Fintel
  • 2006 Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve
    by Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle
  • 2006 Global sensitivity analysis for macro-economic models
    by Marco Ratto
  • 2006 A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function
    by George Monokroussos
  • 2006 Breaking trend panel unit root tests
    by Pui Sun Tam & University of Macau
  • 2006 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory
    by Christian de Peretti & Carole Siani
  • 2006 Bootstrapping Neural tests for conditional heteroskedasticity
    by Carole Siani & Christian de Peretti
  • 2006 A Note on Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model
    by Harald Tauchmann
  • 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
  • 2006 Unemployment in the OECD since the 1960s. Do we really know?
    by T. BERGER & G. EVERAERT
  • 2006 Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model
    by Damiano Brigo & Naoufel El-Bachir
  • 2006 The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building
    by Jesús Ferreyra & Jorge Salas
  • 2006 Stochastic Volatility Driven by Large Shocks
    by George Kapetanios & Elias Tzavalis
  • 2006 Forecasting Using Predictive Likelihood Model Averaging
    by George Kapetanios & Vincent Labhard & Simon Price
  • 2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
    by George Kapetanios & Vincent Labhard & Simon Price
  • 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
    by Hiroyuki Kasahara & Katsumi Shimotsu
  • 2006 Inference via kernel smoothing of bootstrap P values
    by Jeff Racine & James G. MacKinnon
  • 2006 Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
    by Russell Davidson & James G. MacKinnon
  • 2006 Bootstrap Methods in Econometrics
    by James G. MacKinnon
  • 2006 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
    by Russell Davidson & James G. MacKinnon
  • 2006 Applications of the Fast Double Bootstrap
    by James G. MacKinnon
  • 2006 Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data
    by Gutierrez Girault, Matias
  • 2006 Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity
    by Jeong, Jinook & Kang, Byunguk
  • 2006 Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models
    by Jeong, Jinook
  • 2006 Interpolating Value Functions in Discrete Choice Dynamic Programming Models
    by Sullivan, Paul
  • 2006 Estimation of an Occupational Choice Model when Occupations are Misclassified
    by Sullivan, Paul
  • 2006 From Marginals to Array Structure with the Shuttle Algorithm
    by Buzzigoli, Lucia & Giusti, Antonio
  • 2006 Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization
    by Mishra, SK
  • 2006 Estimating population means in covariance stationary process
    by Halkos, George & Kevork, Ilias
  • 2006 Forecasting an ARIMA (0,2,1) using the random walk model with drift
    by Halkos, George & Kevork, Ilias
  • 2006 Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy
    by Mandler, Martin
  • 2006 Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces
    by Chasco, Coro & López, Fernando
  • 2006 Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods
    by Enrique, Navarrete
  • 2006 Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations
    by David, Ardia
  • 2006 Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
    by Westerlund, Joakim & Basher, Syed A.
  • 2006 Examining the segment retention problem for the “Group Satellite” case
    by Ana Oliveira-Brochado & F. Vitorino Martins
  • 2006 Optimal asset allocation based on utility maximization in the presence of market frictions
    by Alessandro Bucciol & Raffaele Miniaci
  • 2006 Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison
    by Marek Jarocinski
  • 2006 Sources of Knowledge and Productivity: How Robust is the Relationship?
    by Mosahid Khan & Kul B. Luintel
  • 2006 A Small New Keynesian Model of the New Zealand economy
    by Philip Liu
  • 2006 Estimating Macroeconomic Models: A Likelihood Approach
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
  • 2006 Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
    by Azhong Ye & Rob J Hyndman & Zinai Li
  • 2006 Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
    by D. S. Poskitt
  • 2006 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
    by Jae Kim & Param Silvapulle & Rob J. Hyndman
  • 2006 Pillar I treatment of concentrations in the banking book – a multifactor approach
    by Zoltán Varsányi
  • 2006 Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables
    by Russell Davidson & James MacKinnon
  • 2006 Testing For Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos
  • 2006 The Case Against Jive
    by Russell Davidson & James MacKinnon
  • 2006 Statistical Comparison of Aggregation Rules for Votes
    by Michel Truchon & Stephen Gordon
  • 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China
    by Jean-Yves Duclos & Abdelkrim Araar & John Giles
  • 2006 Testing for Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos
  • 2006 Heterogeneous Basket Options Pricing Using Analytical Approximations
    by Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani
  • 2006 Estimation with Numerical Integration on Sparse Grids
    by Heiss, Florian & Winschel, Viktor
  • 2006 Nonlinear State-Space Models for Microeconometric Panel Data
    by Heiss, Florian
  • 2006 Modeling the Duration of Patent Examination at the European Patent Office
    by Harhoff, Dietmar & Wagner, Stefan
  • 2006 Computing the Distributions of Economic Models Via Simulation
    by John Stachurski
  • 2006 Vicious and Virtuous Circles: The Political Economy of Unemployment
    by Ruthira Naraidoo & Patrick Minford
  • 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
    by Lorenzo Cappellari & Stephen P. Jenkins
  • 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
    by Cappellari, Lorenzo & Jenkins, Stephen P.
  • 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China
    by Jean-Yves Duclos & Abdelkrim Araar & John Giles
  • 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China
    by Duclos, Jean-Yves & Araar, Abdelkrim & Giles, John T.
  • 2006 Testing for Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos
  • 2006 Testing for Restricted Stochastic Dominance
    by Davidson, Russell & Duclos, Jean-Yves
  • 2006 A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models
    by Alicia Pérez Alonso
  • 2006 Consistent Specification Test For Ordered Discrete Choice Models
    by Juan Mora & Ana I. Moro
  • 2006 Inappropriate Detrending and Spurious Cointegration
    by Heejoon Kang
  • 2006 Testing for Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos
  • 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China
    by Jean-Yves Duclos & Abdelkrim Araaryand & John Giles
  • 2006 Ranking Inequality: Applications of Multivariate Subset Selection
    by William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding
  • 2006 Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing
    by Joseph Francois & Julia Woerz
  • 2006 Simulation based selection of competing structural econometric models
    by Tong Li
  • 2006 Bayesian inference for the mixed conditional heteroskedasticity model
    by Luc Bauwens & Jeroen V.K. Rombouts
  • 2006 Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB
    by Rässler, Susanne
  • 2006 How valid can data fusion be?
    by Kiesl, Hans & Rässler, Susanne
  • 2006 Measuring overeducation with earnings frontiers and multiply imputed censored income data
    by Jensen, Uwe & Gartner, Hermann & Rässler, Susanne
  • 2006 Regression methods in pricing American and Bermudan options using consumption processes
    by Denis Belomestny & Grigori N. Milstein & Vladimir Spokoiny
  • 2006 An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems
    by Denis Belomestny & Pavel V. Gapeev
  • 2006 Forward and reverse representations for Markov chains
    by Grigori Milstein & John Schoenmakers & Vladimir Spokoiny
  • 2006 Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market
    by Denis Belomestny & Grigori Milstein
  • 2006 A jump-diffusion Libor model and its robust calibration
    by Denis Belomestny & John Schoenmakers
  • 2006 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
    by Ralf Brüggemann
  • 2006 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
    by Carsten Trenkler
  • 2006 Incorporating Judgement in Fan Charts
    by Österholm, Pär
  • 2006 Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis
    by Angelov, Nikolay
  • 2006 Modelling firm mergers as a roommate problem
    by Angelov, Nikolay
  • 2006 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
    by Giordani, Paolo & Kohn, Robert
  • 2006 Finite-Sample Stability of the KPSS Test
    by Jönsson, Kristian
  • 2006 Bayesian simultaneous determination of structural breaks and lag lengths
    by Hultblad, Brigitta & Karlsson, Sune
  • 2006 Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure
    by Akay, Alpaslan & Tsakas, Elias
  • 2006 Real Exchange Rate Adjustment In European Transition Countries
    by Maican, Florin G. & Sweeney, Richard J.
  • 2006 Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations
    by Eric Meyermans & Patrick Van Brusselen
  • 2006 Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data
    by Jonathan Hill
  • 2006 Business Cycle Analysis and VARMA models
    by Christian Kascha & Karel Mertens
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  • 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.
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    by Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ
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    by Georges Gallais-Hamonno & Nicolas Zamfirescu & Laurent Monsigny
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    by Bernardo A. Huberman & Scott H. Clearwater
  • 2005 Estimating the Deep Parameters of RBC Model with Learning
    by Stefano Eusepi & Stefania D'Amico
  • 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 Limited Dependet Panel Data: a Bayesian Approach
    by Giuseppe Bruno
  • 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 Panel Cointegration Tests of the Fisher Hypothesis
    by Westerlund, Joakim
  • 2005 Simulation-based finite-sample linearity test against smooth transition models
    by González, Andrés & Teräsvirta, Timo
  • 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, François
  • 2005 On the cost of delayed currency fixing announcements
    by Becker, Christoph & Wystup, Uwe
  • 2005 The Decline in German Output Volatility: A Bayesian Analysis
    by Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian
  • 2005 Measuring business sector concentration by an infection model
    by Düllmann, Klaus
  • 2005 Unit roots and cointegration in panels
    by Breitung, Jörg & Pesaran, Mohammad Hashem
  • 2005 Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence
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  • 2005 Can the SupLR test discriminate between different switching
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  • 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
    by Viktor Winschel
  • 2005 Valuing defaultable bonds: an excursion time approach
    by Martina Nardon
  • 2005 The Foresight Bias in Monte-Carlo Pricing of Options with Early
    by Christian Fries
  • 2005 Persistence Characteristics of the Chinese Stock Markets
    by Cornelis A. Los & Bing Yu
  • 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices
    by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil
  • 2005 Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)
    by Christian P. Fries & Joerg Kampen
  • 2005 Measurement of Financial Risk Persistence
    by Cornelis A. Los
  • 2005 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
    by Pierangelo De Pace
  • 2005 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment
    by Matthias Kredler
  • 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
    by Zacharias Bragoudakis
  • 2005 Nonparametric Slope Estimators for Fixed-Effect Panel Data
    by Kusum Mundra
  • 2005 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
    by Balázs Égert, & László Halpern & Ronald MacDonald
  • 2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis
    by Balázs Égert & László Halpern &
  • 2005 Testing for inflation convergence between the Euro Zone and its CEE partners
    by Imed Drine & Christophe Rault &
  • 2005 Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation
    by Silvia Ferrini & Riccardo Scarpa
  • 2005 Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation
    by Silvia Ferrini & Riccardo Scarpa
  • 2005 A Recursive Thick Frontier Approach To Estimating Production Efficiency
    by Rien Wagenvoort & Paul Schure
  • 2005 Long Memory, Heterogeneity and Trend Chasing
    by Xue-Zhong He & Youwei Li
  • 2005 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
    by Loriano Mancini & Elvezio Ronchetti & Fabio Trojani
  • 2005 Technical Efficiency and Stock Market Reaction to Horizontal Mergers
    by Yanna Wu & Subhash C. Ray
  • 2005 Unit Roots and Cointegrating Matrix Estimation using Subspace Methods
    by Alfredo Garcia Hiernaux & Miguel Jerez & José Casals
  • 2005 The KPSS Test with Two Structural Breaks
    by Josep Lluís Carrion-i-Silvestre & Andreu Sansó
  • 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    by Jaroslava Hlouskova & Martin Wagner
  • 2005 Non-Bayesian Multiple Imputation
    by Jan F. Bjørnstad
  • 2005 Unit Roots and Cointegration in Panels
    by Jörg Breitung & M. Hashem Pesaran
  • 2005 An estimated open-economy model for the EURO area
    by Marco Ratto & Werner Roeger
  • 2005 Estimating Single Factor Jump Diffusion Interest Rate Models
    by Ghulam Sorwar
  • 2005 Identification and Estimation of Discrete Games of Complete Information
    by Stephen Ryan & Patrick Bajari & Han Hong
  • 2005 User-Friendly Parallel Computations with Econometric Examples
    by Michael Creel
  • 2005 A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem
    by Simon Lysbjerg Hansen
  • 2005 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models
    by Martijn van Hasselt
  • 2005 Common Trends and Common Cycles in Canadian Sectoral Output
    by Christoph Schleicher & Francisco Barillas
  • 2005 Accurate Yield Curve Scenarios Generation using Functional Gradient Descent
    by Fabio Trojani & Francesco Audrino
  • 2005 Central Bank Credibility and Monetary Policy: Evidence from Small Scale Macroeconomic Model of Indonesia
    by Enrico Tanuwidjaja & Choy Keen Meng
  • 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
  • 2005 Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions
    by Roberto Basile & Mauro Costantini & Sergio Destefanis
  • 2005 On the generation of a regular multi-input multi-output technology using parametric output distance functions
    by Sergio Perelman & Daniel Santin
  • 2005 Structural Spurious Regressions and A Hausman-type Cointegration Test
    by Chi-Young Choi & Ling Hu & Masao Ogaki
  • 2005 Carbon Mitigation Costs for the Commercial Sector: Discrete-Continuous Choice Analysis of Multifuel Energy Demand
    by Pizer, William & Newell, Richard
  • 2005 Assessing the Usefulness of Structural Vector Autoregressions
    by Lawrence Christiano & Martin Eichenbaum
  • 2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey
    by Kevin X.D. Huang & Zheng Liu
  • 2005 Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques
    by Bonnet, C.
  • 2005 A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets
    by George Kapetanios
  • 2005 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
    by Gonzalo Camba-Mendez & George Kapetanios
  • 2005 Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria
    by George Kapetanios
  • 2005 Choosing the Optimal Set of Instruments from Large Instrument Sets
    by George Kapetanios
  • 2005 Variable Selection using Non-Standard Optimisation of Information Criteria
    by George Kapetanios
  • 2005 Finite Sample Accuracy of Integrated Volatility Estimators
    by Morten Ørregaard Nielsen & Per Houmann Frederiksen
  • 2005 Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
    by Morten Ørregaard Nielsen & Per Frederiksen
  • 2005 Size Matters: Covariance Matrix Estimation Under the Alternative
    by Jason Allen
  • 2005 Analysis of delinquent firms using multi-state transitions
    by António R. Antunes
  • 2005 Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management
    by Buda, Rodolphe
  • 2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices
    by Geweke, John & Keane, Michael
  • 2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996
    by Geweke, John & Keane, Michael
  • 2005 Indirect estimation of Markov switching models with endogenous switching
    by Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca
  • 2005 Generalized maximum entropy (GME) estimator: formulation and a monte carlo study
    by Eruygur, H. Ozan
  • 2005 Modelling catastrophe claims with left-truncated severity distributions (extended version)
    by Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal
  • 2005 Assessing the Number of Components in Mixture Models: a Review
    by Ana Oliveira-Brochado & Francisco Vitorino Martins
  • 2005 Valuing Limited Information in Decision Making Under Uncertainty
    by Allan W. Gray & Joshua D. Detre & Brian C. Briggeman
  • 2005 State Dependence in a Multi-state Model of Employment Dynamics
    by Victoria Prowse
  • 2005 How Damaging is Part-time Employment to a Woman`s Occupational Prospects?
    by Victoria Prowse
  • 2005 Equilibrium Exchange Rates in T ransition Economies: T aking Stock of the Issues
    by Balázs Égert & László Halpern & Ronald MacDonald
  • 2005 An Empirical Contribution to Knowledge Production and Economic Growth
    by Kul B. Luintel & Mosahid Khan
  • 2005 Masking Identification of Discrete Choice Models under Simulation Methods
    by Lesley Chiou & Joan Walker
  • 2005 State Dependence in a Multi-state Model of Employment
    by Victoria Prowse
  • 2005 How Damaging is Part-time Employment to a Woman's Occupational Prospects?
    by Victoria Prowse
  • 2005 Downside Risk
    by Andrew Ang & Joseph Chen & Yuhang Xing
  • 2005 Edgeworth Expansions for Realized Volatility and Related Estimators
    by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia
  • 2005 Convergence Properties of the Likelihood of Computed Dynamic Models
    by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos
  • 2005 Financial Well-Being in an Urban Setting: An Application of Multiple Imputation
    by David A. Penn
  • 2005 Determinants of Self-Reported Financial Security for Oklahoma County Households – An Application of Multiple Imputation
    by David A. Penn
  • 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
    by DUFOUR, Jean-Marie & JOUINI, Tarek
  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda
  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda
  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    by DUFOUR, Jean-Marie
  • 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
    by DUFOUR, Jean-Marie & JOUINI, Tarek
  • 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
  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda
  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    by DUFOUR, Jean-Marie
  • 2005 Simulation-Based Two-Step Estimation with Endogenous Regressors
    by Kamhon Kan & Chihwa Kao
  • 2005 On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence
    by Jushan Bai & Chihwa Kao
  • 2005 Aggregation of Rankings: a Brief Review of Distance-Based Rules
    by Michel Truchon
  • 2005 Rana, Formichiere o un Milione di Euro? UnÕanalisi delle scelte in condizioni di incertezza in un esperimento naturale
    by Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti
  • 2005 Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options
    by Ruijun Bu & Kaddour Hadri
  • 2005 The latent factor VAR model: Testing for a common component in the intraday trading process
    by Nikolaus Hautsch
  • 2005 Sensitivity of Propensity Score Methods to the Specifications
    by Zhong Zhao
  • 2005 Sensitivity of Propensity Score Methods to the Specifications
    by Zhao, Zhong
  • 2005 How Damaging Is Part-Time Employment to a Woman's Occupational Prospects?
    by Victoria Prowse
  • 2005 How Damaging Is Part-Time Employment to a Woman's Occupational Prospects?
    by Prowse, Victoria L.
  • 2005 State Dependence in a Multi-State Model of Employment Dynamics
    by Victoria Prowse
  • 2005 State Dependence in a Multi-State Model of Employment Dynamics
    by Prowse, Victoria L.
  • 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty
  • 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty
  • 2005 Job Turnover, Wage Rates, and Marital Stability: How Are They Related?
    by Ahituv, Avner & Lerman, Robert
  • 2005 Job Turnover, Wage Rates, and Marital Stability: How Are They Related?
    by Ahituv, Avner & Lerman, Robert I.
  • 2005 Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach
    by Alicia Pérez Alon & Silvestro Di Sanzo
  • 2005 The Process Followed By Ppp Data. On The Properties Of Linearity Tests
    by Ivan Paya & David A. Peel
  • 2005 Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions
    by Roberto Basile & Mauro Costantini & Sergio Destefanis
  • 2005 On assessing pro-poorness of government programmes:international comparisons
    by Nanak Kakwani & Hyun H. Son
  • 2005 Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods
    by Raquel Andres & Samuel Calonge
  • 2005 Where have all the data gone? Stochastic production frontiers with multiply imputed German establishment data
    by Jensen, Uwe & Rässler, Susanne
  • 2005 Analyzing the changing gender wage gap based on multiply imputed right censored wages
    by Gartner, Hermann & Rässler, Susanne
  • 2005 Portfolio Value at Risk Based on Independent Components Analysis
    by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny
  • 2005 Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads
    by Hans Genberg & Astrit Sulstarova
  • 2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests
    by Welz, Peter & Österholm, Pär
  • 2005 Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach
    by Hellström, Jörgen & Nordström, Jonas
  • 2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
    by Amilon, Henrik
  • 2005 Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction
    by Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol
  • 2005 Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach
    by Gaure, Simen & Røed, Knut & Zhang, Tao
  • 2005 Downward Nominal Wage Rigidity in the OECD
    by Holden, Steinar & Wulfsberg, Fredrik
  • 2005 Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results
    by Jönsson, Kristian
  • 2005 How Important are Financial Frictions in the U.S. and Euro Area?
    by Queijo, Virginia
  • 2005 Measuring conditional segregation: methods and empirical examples
    by Åslund, Olof & Nordström Skans, Oskar
  • 2005 Correlation Between Intensity and Recovery in Credit Risk Models
    by Gaspar, Raquel M. & Slinko, Irina
  • 2005 Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis
    by Égert, Balázs & Halpern, László
  • 2005 Bootstrapping a Hedonic Price Index: Experience from Used Cars Data
    by Beer, Michael
  • 2005 Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model
    by Eric Meyermans & Patrick Van Brusselen
  • 2005 Productivity and its Drivers in Finnish Primary Care 1988-2003
    by Maija-Liisa Järviö & Juho Aaltonen & Tarmo Räty & Kalevi Luoma
  • 2005 Testing for Stochastic Dominance Efficiency
    by Olivier Scaillet & Nikolas Topaloglou
  • 2005 Multiariate Wavelet-based sahpe preserving estimation for dependant observation
    by Antonio Cosma & Olivier Scaillet & Rainer von Sachs
  • 2005 Indirect Robust Estimation of the Short-term interest Rate Process
    by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti
  • 2005 The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?
    by Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault
  • 2005 La PPA est-elle vérifiée pour les pays développés et en développement ? Un ré-examen par l’économétrie des panels non-stationnaires
    by Imed Drine & Christophe Rault
  • 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    by Jaroslava Hlouskova & Martin Wagner
  • 2005 Weakly informative priors and well behaved Bayes factors
    by Strachan, R.W. & van Dijk, H.K.
  • 2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.
  • 2005 Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap
    by Myung Hwan Seo
  • 2005 A parametric bootstrap test for cycles
    by Violetta Dalla & Javier Hidalgo
  • 2005 Simulated nonparametric estimation of dynamic models with applications to finance
    by Filippo Altissimo & Antonio Mele
  • 2005 Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition
    by Salnykov Mykhaylo & Zelenyuk Valentin
  • 2005 Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998
    by Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin
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  • 2004 Estimating Time Demand Elasticities Under Rationing
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  • 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
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  • 2004 Does patenting increase the private incentives to innovate ? A microeconometric analysis
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  • 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
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  • 2004 A Simulation of an Income Contingent Tuition Scheme in a Transition Economy
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  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
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  • 2004 Analytical Prediction of Transitions Probabilities in the Conditional Logit Model
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  • 2004 Mean Group Tests for Stationarity in Heterogenous Panels
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  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by DUFOUR, Jean-Marie
  • 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude
  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
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  • 2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models
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  • 2003 Joint Labour Supply Dynamics of Older Couples
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  • 2003 The Effect of Schooling and Ability on Achievement Test Scores
    by Hansen, Karsten T. & Heckman, James J. & Mullen, Kathleen J.
  • 2003 Children and Women's Participation Dynamics: Transitory and Long-Term Effects
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  • 2003 Assessing Social Costs of Inefficient Procurement Design
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  • 2003 Relaxing the IIA Assumption in Locational Choice Models: A Comparison Between Conditional Logit, Mixed Logit, and Multinomial Probit Models
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  • 2003 Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
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  • 2003 A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity
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  • 2003 The effect of schooling and ability on achievement test scores
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  • 2003 Dynamic Microsimulation Models Using to Analyze Retirement Systems Reforms: An Essay of Synthesis
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  • 2003 On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP
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  • 2003 A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
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  • 2003 Fat Tails in Power Prices
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  • 2003 Estimating duration intervals
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  • 2003 Portfolio Return Characteristics of Different Industries
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  • 2003 Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
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  • 2003 Alternate Samplingmethods for Estimating Multivariate Normal Probabilities
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  • 2003 An alternative bootstrap to moving blocks for time series regression models
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  • 2003 Systemic Risk in the Dutch Financial Sector
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  • 2003 Extreme Stock Return Co-movements of Financial Institutions: Contagion or Interdependence?
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  • 2003 Argentina´s Distributional Failure: The role of Integration and Public Policies
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  • 2003 Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation
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  • 2003 Tests of Independence in Separable Econometric Models: Theory and Application
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  • 2003 Job Search with Nonparticipation
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  • 2003 Short Run and Long Run Causality in Time Series: Inference
    by Jean-Marie Dufour & Denis Pelletier & Éric Renault
  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by Jean-Marie Dufour
  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu
  • 2003 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
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  • 2003 On Tests for Double Differencing: Some Extensions and the Role of Initial Values
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  • 2003 Searching for the Causal Structure of a Vector Autoregression
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  • 2003 The New Italian Road Code and the Virtues of the ‘Shame Lane’
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  • 2003 A Search Model of Unemployment and Firm Dynamics
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  • 2003 The Promises and Perils of Agent-Based Computational Economics
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  • 2003 A Bayesian Confidence Interval for Value-at-Risk
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  • 2003 On The Panel Unit Root Tests Using Nonlinear Instrumental Variables
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  • 2003 Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests
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  • 2003 Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach
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  • 2003 Testing the Stability of the Canadian Phillips Curve Using Exact Methods
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  • 2003 A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
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  • 2003 Employing Extended Kalman Filter in a Simple Macroeconomic Model
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  • 2003 BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
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  • 2003 Generación de una proyección de la población española para el período 1996-2025, mediante un modelo de simulación estocástica
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  • 2003 Revisiting Residential Segregation by Income: A Monte Carlo Test
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  • 2003 Modeling Of Returns And Option Pricing Using Models With Flexible Volatility
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  • 2003 A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators
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  • 2003 Identification, weak instruments, and statistical inference in econometrics
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  • 2003 International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan
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  • 2002 Evaluating the CDF for m weighted sums of n correlated lognormal random variables
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  • 2002 Cultural drift induced diversity in a model for the transmission of culture
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  • 2002 Empirical investigation and modeling of a financial market after a crash
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  • 2002 unilateral and bilateral bootstrap tests for long memory
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  • 2002 Likelihood function optimization of elliptical copula models with financial applications
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  • 2002 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
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  • 2002 An Efficient Monte Carlo Study of Feasible Generalized Least Squares Estimators for Panel Data Models
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  • 2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models
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  • 2002 Anonymisierung von Unternehmensdaten: Ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels
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  • 2002 Simulated Classical Tests in the Multiperiod Multinomial Probit Model
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  • 2002 The effects of ignoring level shifts on systems cointegration tests
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  • 2002 The Pricing puzzle: The default term structure of collateralised loan obligations
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  • 2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
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  • 2002 Simulation of Pickands constants
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  • 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology
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  • 2002 Parametric Estimation of Quadratic Term Structure Models of Interest Rate
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  • 2002 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests
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  • 2002 Labor Force Participation Dynamics in the Romanian Labor Market
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  • 2002 Beyond Oaxaca-Blinder: Accounting for Differences in Household Income Distributions Across Countries
    by François Bourguignon & Francisco H. G. Ferreira & Phillippe G. Leite
  • 2002 The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression
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  • 2002 Improved nonparametric confidence intervals in time series regressions
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  • 2002 The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression
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  • 2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc
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  • 2002 Poverty and Inequality in Chile 1990-1998: Learning from Microeconomic Simulations
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  • 2002 Absolute Convergence, Period
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  • 2002 A Spline LR Test for Goodness-of-Fit
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  • 2002 Educational expansion and income distribution. A Micro-Simulation for Ceará
    by Francisco H. G. Ferreira & Phillippe George Leite
  • 2002 Beyond Oaxaca-Blinder: accounting for differences in household income distributions across countries
    by François Bourguignon & Francisco H.G. Ferreira & Phillipe G. Leite
  • 2002 Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks
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  • 2002 Bootstrap Statistical Tests of Rank Determination for System Identification
    by Gonzalo Camba-Mendez & George Kapetanios
  • 2002 Confidence intervals in stationary autocorrelated time series
    by Halkos, George & Kevork, Ilias
  • 2002 Imputation of continuous variables missing at random using the method of simulated scores
    by Calzolari, Giorgio & Neri, Laura
  • 2002 One and One-Half Bound Dichotomous Choice Contingent Valuation
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  • 2002 Risk Assessment for Banking Systems
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  • 2002 Impact of Systematic Sampling on Causality in the presence of Unit Roots
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  • 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach
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  • 2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
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  • 2002 Estimation of Hyperbolic Diffusion Using MCMC Method
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  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
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  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
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  • 2002 State Dependence in Unemployment Incidence: Evidence for British Men Revisited
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  • 2002 State Dependence in Unemployment Incidence: Evidence for British Men Revisited
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  • 2002 Employment Dynamics in the Romanian Labor Market: A Markov Chain Monte Carlo Approach
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  • 2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration
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  • 2002 A Currency Board Model of Hong Kong
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  • 2002 Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels
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  • 2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
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  • 2002 Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
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  • 2002 An Agent-Based Model of Wealth Distribution
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  • 2001 The Fiscal Stabilization Policy under EMU - An Empirical Assessment
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  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
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  • 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH
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