## 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:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models**

*by*István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas

**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

**Méthodes de simulation**

*by*Cartier, Manuel

**Are property derivatives a leading indicator of the real estate market?**

*by*Drouhin, Pierre-Arnaud & Simon, Arnaud

**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

**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.

**Systemic risk in an interconnected banking system with endogenous asset markets**

*by*Bluhm, Marcel & Krahnen, Jan Pieter

**Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID**

*by*Bush, C. Anthony

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**Donâ€™t Stop â€™Til You Get Enough: a quickest detection approach to HTA**

*by*Daniele Bregantini

**Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets**

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

**Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?**

*by*Yamin Ahmad & Luiggi Donayre

**Temporal Aggregation of Random Walk Processes and Implications for Asset Prices**

*by*Yamin Ahmad & Ivan Paya

**Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts**

*by*Trojan, Sebastian

**Multivariate Stochastic Volatility with Dynamic Cross Leverage**

*by*Trojan, Sebastian

**Is regularization necessary? A Wald-type test under non-regular conditions**

*by*Duplinskiy A.

**A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing**

*by*Smeekes S. & Urbain J.R.Y.J.

**Testing Local Average Treatment Effect Assumptions**

*by*Ismael Mourifie & Yuanyuan Wan

**A New Approach to Model Verification, Falsification and Selection**

*by*Andrew J. Buck & George M. Lady

**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

**Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators**

*by*Seojeong Lee

**Testing Stationarity for Unobserved Components Models**

*by*James Morley & Irina B. Panovska & Tara M. Sinclair

**How Variability in Individual Patterns of Behavior Changes the Structural Properties of Networks**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**A Network Formation Model for Social Object Networks**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**How Structural Changes in Complex Networks Impact Organizational Learning Performance**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**How Placing Limitations on the Size of Personal Networks Changes the Structural Properties of Complex Networks**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property**

*by*Francesco Giordano & Maria Lucia Parrella

**GRID for model structure discovering in high dimensional regression**

*by*Francesco Giordano & Soumendra Nath Lahiri & Maria Lucia Parrella

**What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis**

*by*Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

**Wild cluster bootstrap confidence intervals**

*by*James G. MacKinnon

**Bootstrap tests for overidentification in linear regression models**

*by*Russell Davidson & James G. MacKinnon

**Wild Bootstrap Inference for Wildly Different Cluster Sizes**

*by*James G. MacKinnon & Matthew D. Webb

**Date Stamping Historical Oil Price Bubbles: 1876-2014**

*by*Itamar Caspi & Nico Katzke & Rangan Gupta

**Testing for Multiple Bubbles in the BRICS Stock Markets**

*by*Tsangyao Chang & Goodness C. Aye & Rangan Gupta

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors**

*by*Juodis, Arturas & Sarafidis, Vasilis

**A control chart using copula-based Markov chain models**

*by*Long, Ting-Hsuan & Emura, Takeshi

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**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

**Stochastic conditonal range, a latent variable model for financial volatility**

*by*Galli, Fausto

**Imputación de ingresos laborales: Una aplicación con encuestas de empleo en México**

*by*Rodriguez-Oreggia, Eduardo & Lopez-Videla, Bruno

**Optimal Use of Put Options in a Stock Portfolio**

*by*Peter N, Bell

**Stochastic conditonal range, a latent variable model for financial volatility**

*by*Galli, Fausto

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**A Method for Experimental Events that Break Cointegration: Counterfactual Simulation**

*by*Bell, Peter N

**Analysis and Forecasting of Drought by Developing a Fuzzy-Based Hybrid Index in Iran**

*by*Moghaddasi, Reza & Eghbali, Alireza & Lakhaye Rizi, Parisa

**The modifiable areal unit problem - analysis of correlation and regression**

*by*Michal Bernard Pietrzak

**Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem**

*by*Michal Bernard Pietrzak

**Uniform Inference in Nonlinear Models with Mixed Identification Strength**

*by*Xu Cheng

**Structural Estimation of Sequential Games of Complete Information**

*by*Jason R. Blevins

**On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers**

*by*Arnaud Dufays

**Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models**

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?**

*by*Costantini, Mauro & Lupi, Claudio

**The impact of skill and management structure on Serie A Clubs’ performance**

*by*Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni

**Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes**

*by*Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N.

**Bootstrapping Sample Quantiles of Discrete Data**

*by*Jentsch, Carsten & Leucht, Anne

**Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis**

*by*Mohammad Reza Farzanegan & Mohammad Habibpour

**Reweight: a stata module to reweight survey data to external totals**

*by*Daniele Pacifico

**Progressivity-Improving VAT Reforms in Italy**

*by*Francesca Gastaldi & Paolo Liberati & Elena Pisano & Simone Tedeschi

**Testing for Multiple Bubbles in the BRICS Stock Markets**

*by*Tsangyao Chang & Goodness C. Aye & Rangan Gupta

**Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models**

*by*Stelios D. Bekiros & Alessia Paccagnini

**Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence**

*by*Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon

**The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process**

*by*Julien Chevallier & Stéphane Goutte

**Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model**

*by*Stelios Bekiros & Alessia Paccagnini

**A simple wavelet-based test for serial correlation in panel data models**

*by*Li, Yushu & Andersson, Fredrik N. G.

**Policy Simulation of Firms Cooperation in Innovation**

*by*Heshmati, Almas & Lenz-Cesar, Flávio

**Stochastic Volatility Estimation with GPU Computing**

*by*António Alberto Santos & João Andrade

**Estimating capabilities with structural equation models: How well are we doing in a 'real' world?**

*by*Jaya Krishnakumar & Florian Wendelspiess Chavez Juarez

**Does Social Capital Matter for European Regional Growth**

*by*Peiró Palomino Jesús & Forte Deltell Anabel & Tortosa-Ausina Emili

**Risk management of savings accounts**

*by*Hana Dzmuranova & Petr Teply

**Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion**

*by*Joshua C.C. Chan & Angelia L. Grant

**Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?**

*by*Varang Wiriyawit & Benjamin Wong

**Fast Computation of the Deviance Information Criterion for Latent Variable Models**

*by*Joshua C.C. Chan & Angelia L. Grant

**Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models**

*by*István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas

**Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes**

*by*Francine Gresnigt & Erik Kole & Philip Hans Franses

**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

**Fractional Cointegration Rank Estimation**

*by*Katarzyna Lasak & Carlos Velasco

**On Distributions of Ratios**

*by*Simon A. Broda & Raymond Kan

**Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)**

*by*Kleijnen, Jack P.C. & Mehdad, E.

**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

**Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers**

*by*Szabolcs Blazsek & Álvaro Escribano

**Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies**

*by*Andrés Ramírez Hassan & Johnatan Cardona Jiménez

**Distribución Hiperbólica Generalizada: Una Aplicación en la Selección de Portafolios y Cuantificación de Medidas de Riesgo de Mercado**

*by*José Luis Alayón

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis**

*by*Mohammad Reza Farzanegan & Mohammad Habibpour

**Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes**

*by*Hynek Lavicka & Tomas Lichard & Jan Novotny

**Robustness of bootstrap in instrumental variable regression**

*by*Lorenzo Camponovo & Taisuke Otsu

**A DSGE Model of China**

*by*Dai, Li & Minford, Patrick & Zhou, Peng

**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

**On the Practice of Lagging Variables To Avoid Simultaneity**

*by*W. Robert Reed

**pca2: implementing a strategy to reduce the instrument count in panel GMM**

*by*M. E. Bontempi & I. Mammi

**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

**A simple and effective misspecification test for the double-hurdle model**

*by*Riccardo LUCCHETTI & Claudia PIGINI

**Bootstrapping Kernel-Based Semiparametric Estimators**

*by*Matias D. Cattaneo & Michael Jansson

**Discretization of Lévy semistationary processes with application to estimation**

*by*Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen

**Simulation of multivariate diffusion bridges**

*by*Mogens Bladt & Samuel Finch & Michael Sørensen

**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**

*by*Donald W. K. Andrews & Patrik Guggenberger

**The Impact of customers' relation quality and sensing on the marketing performance for micro industries development in Banten Province, Indonesia**

*by*Suherna & Weksi Budiaji

**Forecast of Romanian Industry Employment using Simulation and Panel Data Models**

*by*Andreica, Madalina Ecaterina & Andreica, Marin

**Where do Moderation Terms Come from in Binary Choice Models?**

*by*Alfredo A. Romero

**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

**Divergent Priors and Well Behaved Bayes Factors**

*by*Rodney W. Strachan & Herman K. van Dijk

**Financial bubbles and recent behaviour of the Latin American stock markets**

*by*Jorge Uribe & Julián Fernández

**Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data**

*by*Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni

**Improving quarterly index of turnover by means of a calibration estimator**

*by*Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone

**Comparing Two Methods of Reweighting a Survey File to Small Area Data**

*by*Robert Tanton & Paul Williamson & Ann Harding

**A Review of Spatial Microsimulation Methods**

*by*Robert Tanton

**Constructing an Urban Microsimulation Model to Assess the Influence of Demographics on Heat Consumption**

*by*M. Esteban Muñoz H. & Irene Peters

**Modelling the impact of declining Australian terms of trade on the spatial distribution of income**

*by*Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton

**Income tax evasion dynamics: Evidence from an agent-based econophysics model**

*by*Pickhardt, Michael & Seibold, Goetz

**Non-linear adjustments to intranational PPP**

*by*Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan

**The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk**

*by*Feldkircher, Martin

**Measuring the effects of reducing subsidies for private insurance on public expenditure for health care**

*by*Cheng, Terence Chai

**Flexible dependence modeling of operational risk losses and its impact on total capital requirements**

*by*Brechmann, Eike & Czado, Claudia & Paterlini, Sandra

**Systemic risk in an interconnected banking system with endogenous asset markets**

*by*Bluhm, Marcel & Krahnen, Jan Pieter

**Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange**

*by*Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha

**Consistent estimation with many moment inequalities**

*by*Menzel, Konrad

**A predictability test for a small number of nested models**

*by*Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

**Nonparametric estimation and inference for conditional density based Granger causality measures**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar

**Maximum likelihood estimation of partially observed diffusion models**

*by*Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.

**A fast resample method for parametric and semiparametric models**

*by*Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

**Nonparametric inference based on conditional moment inequalities**

*by*Andrews, Donald W.K. & Shi, Xiaoxia

**Marginal likelihood for Markov-switching and change-point GARCH models**

*by*Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.

**Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators**

*by*Lee, Seojeong

**Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV**

*by*Fan, Yanqin & Park, Sang Soo

**Time-varying sparsity in dynamic regression models**

*by*Kalli, Maria & Griffin, Jim E.

**On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators**

*by*Chau, Tak Wai

**A simple and effective misspecification test for the double-hurdle model**

*by*Lucchetti, Riccardo & Pigini, Claudia

**Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes**

*by*Iorio, Francesca Di & Fachin, Stefano

**Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain**

*by*Dong, Yinghui & Wang, Guojing

**Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area**

*by*Bekiros, Stelios

**A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices**

*by*Kumar, Dilip & Maheswaran, S.

**Analyses of retirement benefits with options**

*by*Lin, Chung-Gee & Yang, Wei-Ning & Chen, Shu-Chuan

**Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors**

*by*Lee, Yongwoong & Poon, Ser-Huang

**Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence**

*by*Cozzi, Marco

**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

**Extracting market information from equity options with exponential Lévy processes**

*by*Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.

**Evaluando las intervenciones cambiarias en Colombia: 2004-2012**

*by*Mauricio Lopera & Ramón Javier Mesa & Charle Londoño

**Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries**

*by*Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh

**Mathematics Understanding Of Economy By The General Public In The Economic Departments**

*by*Tomita Vasile & Cora Ionela Daniasa

**A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa**

*by*Rangan Gupta & Charl Jooste & Kanyane Matlou

**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

**Particle algorithms for optimization on binary spaces**

*by*Schäfer, Christian

**SMC^2: an efficient algorithm for sequential analysis of state-space models**

*by*Chopin, Nicolas & Jacob, Pierre E. & Papaspiliopoulos, Omiros

**Sequential Monte Carlo on large binary sampling spaces**

*by*Schäfer, Christian & Chopin, Nicolas

**An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration**

*by*Doucet, Arnaud & Del Moral, Pierre & Jacob, Pierre E. & Bornn, Luke

**Introduction to Special Issue on Monte Carlo Methods in Statistics**

*by*Doucet, Arnaud & Robert, Christian P.

**Decomposing differences in employment outcomes between Kanak and other New Caledonians: how important is the role of school achievement?**

*by*Catherine Ris & Samuel Gorohouna

**Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors**

*by*Kripfganz, Sebastian & Schwarz, Claudia

**Methods for calculating cartel damages: A survey**

*by*Doose, Anna Maria

**Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress**

*by*Odermann, Alexander & Cremers, Heinz

**Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions**

*by*Eisele, Martin & Zhu, Junyi

**Analysis of discrete dependent variable models with spatial correlation**

*by*Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan

**Pattern, Determinants and Dynamics of Austrian Service Exports – A Firmlevel Analysis**

*by*Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr

**Robust estimation of the Pareto index: A Monte Carlo Analysis**

*by*Michał Brzeziński

**Controlling for overlap in matching**

*by*Paweł Strawiński

**The pricing of options on WIG20 using GARCH models**

*by*Szymon Kamiński

**Asymptotic and bootstrap inference for top income shares**

*by*Michał Brzeziński

**Adaptive Sticky Generalized Metropolis**

*by*Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

**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

**Bayesian Markov Switching Stochastic Correlation Models**

*by*Roberto Casarin & Marco Tronzano & Domenico Sartore

**Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**Credit Derivative Evaluation and CVA under the Benchmark Approach**

*by*Jan Baldeaux & Eckhard Platen

**Understanding FX Liquidity**

*by*Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul

**Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously**

*by*Trojan, Sebastian

**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

**Robust block bootstrap panel predictability tests**

*by*Westerlund J. & Smeekes S.

**Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study**

*by*Alberto Fernández Muñoz de Morales

**Modelling and Simulation: An Overview**

*by*Michael McAleer & Les Oxley & Felix Chan

**Ranking Law Journals and the Limits of Journal Citation Reports**

*by*Eisenberg, Theodore & Wells, Martin T.

**The Impacts of Social Networks on Immigrants’ Employment Prospects: The Spanish Case 1997-2007**

*by*Luciana Méndez Errico

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators**

*by*Seojeong Lee

**Testing Stationarity for Unobserved Components Models**

*by*James Morley & Irina B. Panovska & Tara M. Sinclair

**Testing for linear and Markov switching DSGE models**

*by*Marian Vavra

**Testing for non-linearity in multivariate stochastic processes**

*by*Marian Vavra

**Testing for marginal asymmetry of weakly dependent processes**

*by*Marian Vavra

**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**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

**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**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

**LM Tests of Spatial Dependence Based on Bootstrap Critical Values**

*by*Zhenlin Yang

**Spatial Dependencies of Wind Power and Interrelations with Spot Price Dynamics**

*by*Elberg, Christina & Hagspiel, Simeon

**Can Global Value Chains Effectively Serve Regional Economic Development in Asia?**

*by*Brunner, Hans-Peter

**A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model**

*by*Stelios D. Bekiros & Alessia Paccagnini

**Euro – How Big a Difference: Finland and Sweden in Search of Macro Stability**

*by*Suni, Paavo & Vihriälä, Vesa

**The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach**

*by*Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou

**Reworking Wild Bootstrap Based Inference for Clustered Errors**

*by*Matthew D. Webb

**Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence**

*by*Marco Cozzi

**Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions**

*by*Martin, Eisele & Zhu, Junyi

**Estimating International Migration on the Base of Small Area Techniques**

*by*Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia

**Discrete Rule Learning and the Bidding of the Sexes**

*by*Shachat, Jason & Wei, Lijia

**NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**Overnight Index Rate: Model, Calibration, and Simulation**

*by*Yashkir, Yuriy & Yashkir, Olga

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**Stability analysis of Uzawa-Lucas endogenous growth model**

*by*Barnett, William A. & Ghosh, Taniya

**Relevant States and Memory in Markov Chain Bootstrapping and Simulation**

*by*Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian

**Estimation of Inefficiency using a Firm-specific Frontier Model**

*by*Das, Arabinda

**Easy and flexible mixture distributions**

*by*Fosgerau, Mogens & Mabit, Stefan

**Detecting dependence between spatial processes**

*by*Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

**A Mixed Micro-Macro Approach To Statistical Disclosure Control For Macrodata**

*by*Cristina Matias & Pedro Campos

**Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi**

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