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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC15: Statistical Simulation Methods
This topic is covered by the following reading lists: SOEP based publications
2009 ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM) by Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost H. [Downloadable!] 2009 Social Policy Targeting and Binary Information Transfer between Surveys by Gottlieb, Daniel & Kushnir, Leonid [Downloadable!] 2009 Determinants and dynamics of current account reversals: an empirical analysis by Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François [Downloadable!] 2009 Stress testing German banks in a downturn in the automobile industry by Düllmann, Klaus & Erdelmeier, Martin [Downloadable!] 2009 Breeding Ones' Own Subprime Crisis by Tomasz Daras & Joanna Tyrowicz [Downloadable!] 2009 How Do Shocks to Non-Cognitive Skills Affect Test Scores? by Stefanie Behncke [Downloadable!] 2009 A house price index defined in the potential outcomes framework by Nicholas Longford [Downloadable!] 2009 Do institutional changes affect business cycles? Evidence from Europe by Fabio Canova & Matteo Ciccarelli & Eva Ortega [Downloadable!] 2009 Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space by Kwamie Dunbar [Downloadable!] 2009 The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach by Kwamie Dunbar [Downloadable!] 2009 Majority, proportionality, governability and factions by Migheli, Matteo & Ortona, Guido [Downloadable!] 2009 A preliminary simulative assessment of disproportionality indices by Migheli, Matteo & Ortona, Guido & Ponzano, Ferruccio [Downloadable!] 2009 Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry by Ole Boysen & Carsten Schröder [Downloadable!] 2009 Simulating WTP Values from Random-Coefficient Models by Maurus Rischatsch [Downloadable!] 2009 Merger Simulation in Competition Policy: A Survey by Oliver Budzinski & Isabel Ruhmer [Downloadable!] 2009 ADL tests for threshold cointegration by Jing Li & Junsoo Lee [Downloadable!] 2009 Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV? by Timo Mitze [Downloadable!] 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs? by B. COCKX & M. PICCHIO [Downloadable!] 2009 Using Backward Means to Eliminate Individual Effects from Dynamic Panels by G. EVERAERT [Downloadable!] 2009 Identifikace, měření a analýza poruch E-Commerce systémů by Suchánek, Petr & Vymětal, Dominik [Downloadable!] 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R by Ardia, David [Downloadable!] 2009 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models by Chun, So Yeon & Alexander, Shapiro [Downloadable!] 2009 Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation by Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi [Downloadable!] 2009 A Note of Growth and Inequality in Peru, 2003-2008 by Gambetta, Renzo [Downloadable!] 2009 Forecasting credit growth rate in Romania: from credit boom to credit crunch? by Albulescu, Claudiu Tiberiu [Downloadable!] 2009 A Repeated Game Heterogeneous-Agent Wage-Posting Model by Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja [Downloadable!] 2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach by Bušs, Ginters [Downloadable!] 2009 Homogenous Agent Wage-Posting Model with Wage Dispersion by Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja [Downloadable!] 2009 A fundamental power price model with oligopolistic competition representation by Vazquez, Miguel & Barquín, Julián [Downloadable!] 2009 On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies by Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley [Downloadable!] 2009 Breeding Ones' Own Subprime Crisis: The effects of labour market on financial system stability by Daras, Tomasz & Tyrowicz, Joanna [Downloadable!] 2009 Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting by Cornaglia, Anna & Morone, Marco [Downloadable!] 2009 Bootstrap prediction intervals for threshold autoregressive models by Jing, Li [Downloadable!] 2009 Predictability of Equity Models by Valls Pereira, Pedro L. & Chicaroli, Rodrigo [Downloadable!] 2009 How to find plausible, severe, and useful stress scenarios by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer [Downloadable!] 2009 Measuring the Timing Ability and Performance of Bond Mutual Funds by Yong Chen & Wayne Ferson & Helen Peters [Downloadable!] 2009 Announcement effect and intraday volatility patterns of euro-dollar exchange rate : monetary policy news arrivals and short-run dynamic response by Mokhtar Darmoul & Mokhtar Kouki [Downloadable!] 2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period by Mokhtar Darmoul & Mokhtar Kouki [Downloadable!] 2009 Wavelet method for locally stationary seasonal long memory processes by Dominique Guegan & Zhiping Lu [Downloadable!] 2009 Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping by Roy Cerqueti & Paolo Falbo & Cristian Pelizzari [Downloadable!] 2009 Modelling and Forecasting Mobile Telecommunication Services: The case of Greece by Theologos Dergiades & Apostolos Dasilas [Downloadable!] 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity by Jeroen V.K. Rombouts & Lars Stentoft [Downloadable!] 2009 Basket Options on Heterogeneous Underlying Assets by Georges Dionne & Geneviève Gauthier & Nadia Ouertani [Downloadable!] 2009 A Test of the Rational Expectations Hypothesis using data from a Natural Experiment by Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela T. Di Cagno & Carlo D'Ippoliti [Downloadable!] 2009 Mortality-Indexed Annuities by Richter, Andreas & Weber, Frederik [Downloadable!] 2009 The Random Part in Network Evolution by Thomas Grebel [Downloadable!] 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 [Downloadable!] 2009 How Do Shocks to Non-Cognitive Skills Affect Test Scores? by Behncke, Stefanie [Downloadable!] 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 [Downloadable!] 2009 A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables by Keane, Michael P. & Sauer, Robert M. [Downloadable!] 2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence by Caporale, Guglielmo Maria & Hadj Amor, Thouraya & Rault, Christophe [Downloadable!] 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs? by Cockx, Bart & Picchio, Matteo [Downloadable!] 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. [Downloadable!] 2009 A Distributional Analysis of Social Group Inequality in Rural India by Azam, Mehtabul [Downloadable!] 2009 Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition by Azam, Mehtabul [Downloadable!] 2009 Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz by Henry Dannenberg [Downloadable!] 2009 Recent trends in income inequality in Latin America by Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli [Downloadable!] 2009 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe by Jesus Crespo Cuaresma & Martin Feldkircher [Downloadable!] 2009 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe [Downloadable!] 2009 Finite Sample Correction Factors for Panel Cointegration Tests by Hlouskova, Jaroslava & Wagner, Martin [Downloadable!] 2009 Bayesian Methods for Completing Data in Space-time Panel Models by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard [Downloadable!] 2009 Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach by Richard T. Baille & Claudio Morana [Downloadable!] 2009 Regression methods for stochastic control problems and their convergence analysis by Denis Belomestny & Anastasia Kolodko & John Schoenmakers [Downloadable!] 2009 Pricing Bermudan options using regression: optimal rates of convergence for lower estimates by Denis Belomestny [Downloadable!] 2009 Panel Cointegration Testing in the Presence of a Time Trend by Bernd Droge & Deniz Dilan Karaman Örsal [Downloadable!] 2009 Information Loss in Volatility Measurement with Flat Price Trading by Peter C. B. Phillips & Jun Yu [Downloadable!] 2009 Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data by Claire Blackman [Downloadable!] 2009 Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors by Li, Yushu & Shukur, Ghazi [Downloadable!] 2009 Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion by Li, Yushu & Shukur, Ghazi [Downloadable!] 2009 Wage Rigidity, Institutions, and Inflation by Holden , Steinar & Wulfsberg, Fredrik [Downloadable!] 2009 Sensitivity analysis of the unconfoundedness assumption in observational studies by de Luna, Xavier & Lundin, Mathias [Downloadable!] 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 [Downloadable!] 2009 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks by Westerlund, Joakim [Downloadable!] 2009 Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model by Edwin Le Heron [Downloadable!] 2009 A Nonlinear Panel Unit Root Test under Cross Section Dependence by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis [Downloadable!] 2009 A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks by George Bagdatoglou & Alexandros Kontonikas [Downloadable!] 2009 Copulas and bivariate risk measures : an application to hedge funds by Rihab Bedoui & Makram Ben Dbadis [Downloadable!] 2009 A Turning Point? Recent Developments on Inequality in Latin America and the Caribbean by Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli & Mariana Marchionni [Downloadable!] 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 [Downloadable!] 2009 The Influence of Conflict on the Demand for Education in the Basque Region by Olaf J. de Groot & Idil Göksel [Downloadable!] 2009 A survey of sequential Monte Carlo methods for economics and finance by Creal, D. [Downloadable!] 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek [Downloadable!] 2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods by David Ardia & Lennart Hoogerheide & Herman K. van Dijk [Downloadable!] 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs ? by Bart COCKX & Matteo PICCHIO [Downloadable!] 2009 A nonparametric copula based test for conditional independence with applications to granger causality by Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors by Nikolay Gospodinov & Ye Tao [Downloadable!] 2009 A Dynamic Model of Price Discrimination and Inventory Management at the Fulton Fish Market by Graddy, Kathryn & Hall, George [Downloadable!] 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality by Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models by Jeroen Rombouts & Lars Peter Stentoft [Downloadable!] 2009 Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models by Esmeralda A. Ramalho & Joaquim J. S. Ramalho [Downloadable!] 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 [Downloadable!] 2009 A Strategic R&D Investment with Flexible Development Time in Real Option Game Analysis by Giovanni Villani [Downloadable!] 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs? by Bart Cockx & Matteo Picchio [Downloadable!] 2009 Wage Rigidity, Institutions, and Inflation by Steinar Holden & Fredrik Wulfsberg [Downloadable!] 2009 The Determinants of Economic Growth in European Regions by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher [Downloadable!] 2009 The Tobit model with feedback and random effects: A Monte-Carlo study by Eva Poen [Downloadable!] 2009 A Correction Function Approach to Solve the Incidental Parameter Problem by Li, GuangJie & Leon-Gonzalez, Roberto [Downloadable!] 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect by Li, GuangJie [Downloadable!] 2009 How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms by Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed [Downloadable!] 2009 More Reliable Inference for Segregation Indices by Rebecca Allen & Simon Burgess & Frank Windmeijer [Downloadable!] 2009 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order by Christian Kascha & Carsten Trenkler [Downloadable!] 2009 Wage rigidity, institutions, and inflation by Steinar Holden & Fredrik Wulfsberg [Downloadable!] 2009 Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries by Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney. [Downloadable!] 2009 Minimum Distance Estimation and Testing of DSGE Models from Structural VARs by Fève, P. & Matheron, J. & Sahuc, J-G. [Downloadable!] 2009 Do institutional changes affect business cycles? Evidence from Europe by Fabio Canova & Matteo Ciccarelli & Eva Ortega [Downloadable!] 2009 Simulations du ratio du service de la dette des consommateurs en utilisant des données micro by Ramdane Djoudad [Downloadable!] 2009 SNM Guide by Michael Creel & Dennis Kristensen [Downloadable!] 2009 Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments by Michael Creel & Dennis Kristensen [Downloadable!] 2009 System GMM Estimation With A Small Sample by Marcelo Soto [Downloadable!] 2009 Testing for Poverty Dominance: An Application to Canada by Jean-Yves Duclos & Wen-Hao Chen [Downloadable!] 2009 Private long term care insurance: Theoretical approach and results applied to the Spanish case by Pablo Alonso González & Irene Albarrán Lozano [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models by Jeroen V.K. Rombouts & Lars Stentoft [Downloadable!] 2009 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained by García Solanes, José & Torrejón-Flores, Fernando [Downloadable!] 2009 Social policy targeting and binary information transfer between surveys by Gottlieb, Daniel & Kushnir, Leonid [Downloadable!] 2009 Interdependency Between Simulation Model Development And Knowledge Management by Florica LUBAN & Daniela HINCU [Downloadable!] 2009 Using simulation to evaluate investment projects by LUBAN Florica [Downloadable!] 2009 Global Simulation of Quality and Security of Human Life by Zgurovski, M. 2009 Smart Agents And Sentiment In The Heterogeneous Agent Model by Lukas Vacha & Jozef Barunik & Miloslav Vosvrda [Downloadable!] 2009 Métodos de imputación para el tratamiento de datos faltantes: aplicación mediante R/Splus = Imputation methods to handle the problem of missing data: an application using R/Splus by Muñoz Rosas, Juan Francisco & Alvarez Verdejo, Encarnación [Downloadable!] 2009 Imputación Múltiple en Encuestas Microeconómicas by Rodrigo Alfaro & Marcelo Fuenzalida [Downloadable!] 2009 How to Find Plausible, Severe and Useful Stress Scenarios by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer [Downloadable!] 2009 Macroeconomic efault Modeling and Stress Testing by Dietske Simons & Ferdinand Rolwes [Downloadable!] 2009 Crash Testing German Banks by Klaus Duellmann & Martin Erdelmeier [Downloadable!] 2009 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy by Cyril Caillault, Dominique Guégan [Downloadable!] 2009 Electoral Systems and Government Stability: A Simulation of 2006 Italian Policy Space by Luigi Curini & Paolo Martelli [Downloadable!] 2009 ¿Existe discriminación salarial contra la población indígena en Chile? by Montero, Rodrigo & Garcés, Paz 2009 Método de la cadena de Markov-remuestreo-punto de rompimiento estructural del crecimiento económico by Adrián Hernández-del-Valle 2009 Sensibilidad de la evolución de la desigualdad a las técnicas de inferencia utilizadas. Una aplicación para el índice de Gini en el caso español (1993-2000) by García Pérez, Carmelo & Prieto Alaiz, Mercedes 2009 Debt Sustainabiliy And Economic Growth In Egypt by Adel M. EL-MAHDY & Neveen M. TORAYEH [Downloadable!] 2009 Half-Life Deviations from PPP in the South African Development Community (SADC) by Thabo M. Mokoena & Gupta, R. & Van Eyden, R. [Downloadable!] 2009 Discovering Hidden Structures Using Mixture Models: Application to Nonlinear Time Series Processes by Babak Shahbaba [Downloadable!] 2009 A Component GARCH Model with Time Varying Weights by Luc Bauwens & Giuseppe Storti [Downloadable!] 2009 The systemic importance of financial institutions by Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis [Downloadable!] 2008 ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM) by Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost H. [Downloadable!] 2008 Sensitivity Analysis in Economic Simulations: A Systematic Approach by Hermeling, Claudia & Mennel, Tim [Downloadable!] 2008 Linking CGE and Microsimulation Models: A Comparison of Different Approaches by Colombo, Giulia [Downloadable!] 2008 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained by García Solanes, José & Torrejón Flores, Fernando [Downloadable!] 2008 Artificial Long Memory Effects in Two Agend-Based Asset Pricing Models by Franke, Reiner [Downloadable!] 2008 On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance Optimization by Franke, Reiner [Downloadable!] 2008 Assessing the Effect of Current Account and Currency Crises on Economic Growth by Aßmann, Christian [Downloadable!] 2008 Regulatory capital for market and credit risk interaction: is current regulation always conservative? by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin [Downloadable!] 2008 The pricing of correlated default risk: evidence from the credit derivatives market by Zhu, Haibin & Tarashev, Nikola A. [Downloadable!] 2008 Panel estimation of state dependent adjustment when the target is unobserved by Kalckreuth, Ulf von [Downloadable!] 2008 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata [Downloadable!] 2008 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 [Downloadable!] 2008 Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters by Dinghai Xu & John Knight [Downloadable!] 2008 Modelling Seasonality An Extension of the HEGY Approach in the Presence of Two Structural Breaks by Ozlem Tasseven [Downloadable!] 2008 A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio by Antonella Basso & Riccardo Gusso [Downloadable!] 2008 Cournot Duopoly when the Competitors Operate Multiple Production Plants by Fabio Tramontana & Laura Gardini & Tönu Puu [Downloadable!] 2008 Small-area estimation with spatial similarity by Nicholas Longford [Downloadable!] 2008 Regime switching models of hedge fund returns by Szabolcs Blazsek & Anna Downarowicz [Downloadable!] 2008 A complex systems methodology to transition management by Malte Schwoon & Floortje Alkemade & Koen Frenken & Marko P. Hekkert [Downloadable!] 2008 Preference Structure and Random Paths to Stability in Matching Markets by James W. Boudreau [Downloadable!] 2008 Marriage Matching and Intercorrelation of Preferences by James W. Boudreau & Vicki Knoblauch [Downloadable!] 2008 A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data by Marco Bee & Giuseppe Espa [Downloadable!] 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors by Martin Burda & Roman Liesenfeld & Jean-Francois Richard [Downloadable!] 2008 Sample selection bias and the South African wage function by Cobus Burger [Downloadable!] 2008 Simulated Maximum Likelihood using Tilted Importance Sampling by Christian N. Brinch [Downloadable!] 2008 Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study by Terje Skjerpen [Downloadable!] 2008 Pseudo-NK: an Enhanced Model of Complexity by Marco Valente [Downloadable!] 2008 Changes in Wage Structure in Urban India, 1983-2004: A Quantile Regression Decomposition by Mehtabul Azam [Downloadable!] 2008 Asymptotics and Bootstrap for Transformed Panel Data Regressions by Liangjun Su & Zhenlin Yang [Downloadable!] 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models by Thomas Flury & Neil Shephard [Downloadable!] 2008 Is the Impact of Labour Taxes on Unemployment asymmetric? by T. BERGER & G. EVERAERT [Downloadable!] 2008 A Bayesian Model Averaging Approach With Non-Informative Priors For Cost-Effectiveness Analyses In Health Economics by Caterina Conigliani [Downloadable!] 2008 Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences by Edward Castronova & Matthew Falk [Downloadable!] 2008 Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG by Agapie, Adriana [Downloadable!] 2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators by Steve Lawford & Michalis P. Stamatogiannis [Downloadable!] 2008 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels by Georgios Chortareas & George Kapetanios [Downloadable!] 2008 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Wild Bootstrap Tests for IV Regression by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation by Rangan Gupta & Josine Uwilingiye 2008 Half-Life Deviations from PPP in the SADC by Thabo Mokoena & Rangan Gupta & Renee van Eyden 2008 Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? by Rangan Gupta & Kibii Komen 2008 Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time by Varsanyi, Zoltan [Downloadable!] 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments by Mishra, SK [Downloadable!] 2008 A simple model of decision making: How to avoid large outliers? by Varsanyi, Zoltan [Downloadable!] 2008 A new method of robust linear regression analysis: some monte carlo experiments by Mishra, SK [Downloadable!] 2008 Short-term evolution of forward curves and volatility in illiquid power markets by Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián [Downloadable!] 2008 A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions by Henderson, Daniel J. [Downloadable!] 2008 Are any growth theories linear? Why we should care about what the evidence tells us by Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F. [Downloadable!] 2008 Notas sobre Descomposiciones Microeconométricas: Un Análisis Antropométrico by Lopez-Pablos, Rodrigo A. [Downloadable!] 2008 Stochastic integration for uncoupled continuous-time random walks by Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, Ren\'e L. [Downloadable!] 2008 Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration by Ching, Andrew [Downloadable!] 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana by Maldonado, Diego & Pazmiño , Mariela [Downloadable!] 2008 Normality Testing- A New Direction by Islam, Tanweer ul [Downloadable!] 2008 The Monte Carlo method to find eigenvalues and eigenvectors by Ciuiu, Daniel & Costinescu, Cristian [Downloadable!] 2008 Exogenous coalition formation in the e-marketplace based on geographical proximity by McBurney, Peter & Michalak, Tomasz & Tyrowicz, Joanna & Wooldridge, Michael [Downloadable!] 2008 Who drives the Market? Estimating a heterogeneous Agent-based Financial Market Model using a Neural Network Approach by Klein, Achim & Urbig, Diemo & Kirn, Stefan [Downloadable!] 2008 Nyquist Frequency in Sequentially Sampled Data by Faghih, Nezameddin & Faghih, Ali [Downloadable!] 2008 Likelihood-Based Confidence Sets for the Timing of Structural Breaks by Eo, Yunjong & Morley, James C. [Downloadable!] 2008 Comparing the accuracy of density forecasts from competing GARCH models by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi [Downloadable!] 2008 Model specification, observational equivalence and performance of unit root tests by Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad [Downloadable!] 2008 Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation by Kukenova, Madina & Monteiro, Jose-Antonio [Downloadable!] 2008 Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution by Barnett, William A. & Seck, Ousmane [Downloadable!] 2008 A note on the estimation of long-run relationships in dependent cointegrated panels by Di Iorio, Francesca & Fachin, Stefano [Downloadable!] 2008 A simulation model of public debt sustainability by Albu, Lucian-Liviu [Downloadable!] 2008 Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation by Kukenova, Madina & Monteiro, Jose-Antonio [Downloadable!] 2008 Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland by Sznajd-Weron, Katarzyna & Weron, Rafal & Wloszczowska, Maja [Downloadable!] 2008 Likelihood-Based Confidence Sets for the Timing of Structural Breaks by Eo, Yunjong & Morley, James C. [Downloadable!] 2008 Determining the Number of Market Segments Using an Experimental Design by Ana Oliveira-Brochado & Francisco Vitorino Martins [Downloadable!] 2008 Forecasting temperature indices with timevarying long-memory models by Massimiliano Caporin & Juliusz Pres [Downloadable!] 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models by Thomas Flury & Neil Shephard [Downloadable!] 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 [Downloadable!] 2008 Computer Virus Propagation in a Network Organization: The Interplay between Social and Technological Networks by Hsing Kenneth Cheng & Hong Guo & [Downloadable!] 2008 On Best-Response Bidding in GSP Auctions by Matthew Cary & Aparna Das & Benjamin Edelman & Ioannis Giotis & Kurtis Heimerl & Anna R. Karlin & Claire Mathieu & Michael Schwarz [Downloadable!] 2008 Inflation-Gap Persistence in the U.S by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent [Downloadable!] 2008 Density forecasting for long-term peak electricity demand by Rob J Hyndman & Shu Fan [Downloadable!] 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments by Ibrahim Ahamada & Philippe Jolivaldt [Downloadable!] 2008 Forecasting chaotic systems : the role of local Lyapunov exponents by Dominique Guegan & Justin Leroux [Downloadable!] 2008 The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics by Abdou Kâ Diongue & Dominique Guegan [Downloadable!] 2008 Testing fractional order of long memory processes : a Monte Carlo study by Laurent Ferrara & Dominique Guegan & Zhiping Lu [Downloadable!] 2008 Simulating interventions in graphical chain models for longitudinal data by Riccardo Borgoni & Peter W. F. Smith & Ann M. Berrington [Downloadable!] 2008 Using Statistics Canada LifePaths Microsimulation Model to Project the Health Status of Canadian Elderly by Jacques Légaré & Yann Décarie [Downloadable!] 2008 A Refined Bootstrap For Heavy Tailed Distributions by Russell Davidson & Adriana Cornea [Downloadable!] 2008 Merger Simulation in Competition Policy: A Survey by Oliver Budzinski & Isabel Ruhmer [Downloadable!] 2008 Europäische Medienmärkte: Die Rolle der Wettbewerbspolitik by Oliver Budzinski [Downloadable!] 2008 A Note on Competing Merger Simulation Models in Antitrust Cases: Can the Best Be Identified? by Oliver Budzinski [Downloadable!] 2008 Testing for Poverty Dominance: an Application to Canada by Wen-Hao Chen & Jean-Yves Duclos [Downloadable!] 2008 The sensitivity of nonparametric misspecification tests to disturbance autocorrelation by Andrea Vaona [Downloadable!] 2008 Stochastic Behavioral Asset Pricing Models and the Stylized Facts by Thomas Lux [Downloadable!] 2008 Testing for Poverty Dominance: An Application to Canada by Chen, Wen-Hao & Duclos, Jean-Yves [Downloadable!] 2008 The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality by Gaure, Simen & Roed, Knut & Westlie, Lars [Downloadable!] 2008 Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition by Qu, Zhaopeng (Frank) & Zhao, Zhong [Downloadable!] 2008 Are There Waves in Merger Activity After All? by Dennis L. Gärtner & Daniel Halbheer [Downloadable!] 2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis [Downloadable!] 2008 The Determinants of Economic Growth in European Regions by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher [Downloadable!] 2008 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns by Jouchi Nakajima [Downloadable!] 2008 Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems by Dominique Guégan & Justin Leroux [Downloadable!] 2008 Multiple imputation of right-censored wages in the German IAB Employment Sample considering heteroscedasticity by Büttner, Thomas & Rässler, Susanne [Downloadable!] 2008 Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!] 2008 Stock Picking via Nonsymmetrically Pruned Binary Decision Trees by Anton Andriyashin [Downloadable!] 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Standard and Shuffled Halton Sequences in a Mixed Logit Model by Alexander Staus [Downloadable!] 2008 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models by Tom Pak-wing Fong & Chun-shan Wong [Downloadable!] 2008 How Important are Financial Frictions in the U.S. and the Euro Area? by Queijo von Heideken, Virginia [Downloadable!] 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates by Queijo von Heideken, Virginia [Downloadable!] 2008 The Long-Term Impacts of Vocational Rehabilitation by Westlie, Lars [Downloadable!] 2008 Norwegian Vocational Rehabilitation Programs: Improving Employability and Preventing Disability? by Westlie, Lars [Downloadable!] 2008 The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality by Gaure, Simen & Røed, Knut & Westlie, Lars [Downloadable!] 2008 Is electricity more important than natural gas? Partial liberalization of the Western-European energy markets by Brekke, Kjell Arne & Golombek, Rolf & Kittelsen , Sverre [Downloadable!] 2008 Bandspectrum Cointegration by Andersson, Fredrik N. G. [Downloadable!] 2008 A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability by Hjertstrand, Per [Downloadable!] 2008 Macro-model-based stress testing of Basel II capital requirements by Jokivuolle, Esa & Virolainen, Kimmo & Vähämaa, Oskari [Downloadable!] 2008 Bootstrap Tests of Stationarity¢Ó by James Morley & Tara M. Sinclair [Downloadable!] 2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence by Mario Cerrato & Christian de Peretti & Nick Sarantis 2008 AdMit: Adaptive Mixtures of Student-t Distributions by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Firms formation and growth in the model with heterogeneous agents and monitoring by Peter Marko & Petr Svarc [Downloadable!] 2008 Evoluční dynamika vězňova dilematu: Vliv topologie interakcí a imitace na vývoj kooperativního chování by Václav Hausenblas & Petr Svarc [Downloadable!] 2008 Selection of the number of frequencies using bootstrap techniques in log-periodogram regression by Josu Arteche & Jesus Orbe [Downloadable!] 2008 Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk by Jan Willem van den End [Downloadable!] 2008 A Distribution in Motion: The Case of Argentina by Guillermo Cruces & Leonardo Gasparini [Downloadable!] 2008 Effective Profit Taxation and the Elasticity of the Corporate Income Tax Base: Evidence from German Corporate Tax Return Data by Nadja Dwenger & Viktor Steiner [Downloadable!] 2008 Die kurzfristigen Steuereffekte der "Thesaurierungsbegünstigung" für Personenunternehmen: eine mikrofundierte Analyse by Michael Broer & Nadja Dwenger [Downloadable!] 2008 Transport and welfare consequences of infrastructure investment : a case study for the Betuweroute by Koetse, M.J. & Rouwendal, J. [Downloadable!] 2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling by Lennart Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Possibly Ill-behaved Posteriors in Econometric Models by Lennart Hoogerheide & Herman K. van Dijk [Downloadable!] 2008 Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation by André A. Monteiro [Downloadable!] 2008 A percolation model of the product lifecycle by Frenken, Koen & Silverberg, Gerald & Valente, Marco [Downloadable!] 2008 Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure by Donald W.K. Andrews & Panle Jia [Downloadable!] 2008 Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 Short and long run causality measures: theory and inference by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects by Manuel Moreno & Pedro Jose Serrano & Winfried Stute [Downloadable!] 2008 A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results by Dikaios Tserkezos & Konstantinos Tsagarakis [Downloadable!] 2008 Discretization of Highly-Persistent Correlated AR(1) Shocks by Damba Lkhagvasuren & Ragchaasuren Galindev [Downloadable!] 2008 Investigating uncertainty in macroeconomic forecasts by stochastic simulation by Debby Lanser & Henk Kranendonk [Downloadable!] 2008 Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data by Isabella Sulis & Mariano Porcu [Downloadable!] 2008 Purchasing Power Parity for Developing and Developed Countries. 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Soria & Ramón Velázquez [Downloadable!] 2008 Non-Linearities, Model Uncertainty, and Macro Stress Testing by Miroslav Misina & David Tessier [Downloadable!] 2008 Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments by Michael Creel [Downloadable!] 2008 Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood by Dennis Kristensen & Yongseok Shin [Downloadable!] 2008 Likelihood based testing for no fractional cointegration by Katarzyna Lasak [Downloadable!] 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models by Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter by Martin Møller Andreasen [Downloadable!] 2008 A Simple Model Of Decision Making –How To Avoid Large Errors? by Zoltan VARSANY [Downloadable!] 2008 A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments by Sudhanshu Kumar MISHRA [Downloadable!] 2008 Modeling The Economic Growth In Romania. The Influence Of Fiscal Regimes by Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel [Downloadable!] 2008 Modeling The Economic Growth In Romania. The Role Of Human Capital by Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel [Downloadable!] 2008 Trends in Structural Changes and Convergence in EU by Albu, Lucian Liviu [Downloadable!] 2008 Measuring the Correlation of Shocks Between the UK and the Core of Europe by Hall, S.G. & Yhap, B. [Downloadable!] 2008 Caracterizing The Public Health System Reform Using The Statistical Survey Approach by Andrei Tudorel & Calin Catalina & Tusa Erika & Stancu Stelian & Stancu Stelian [Downloadable!] 2008 Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors? by Markus Demary [Downloadable!] 2008 Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice by Blake LeBaron & Peter Winker [Downloadable!] 2008 Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model by Nikola Tarashev & Haibin Zhu [Downloadable!] 2008 First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights by Martina Nardon [Downloadable!] 2008 Council Decision Rules and European Union Constitutional Design by Madeleine O. Hosli [Downloadable!] 2008 Cobertura óptima de riesgos de mercado en presencia de riesgos de cantidad y de costos de producción by Castillo, Augusto & Águila, Rafael 2008 Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas by Adán Díaz-Hernández & José C. Ramírez-Sánchez [Downloadable!] 2008 Unternehmensteuerreform 2008: Selbstfinanzierungseffekte von knapp 3 Milliarden Euro by Nadja Dwenger & Viktor Steiner [Downloadable!] 2008 Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life by Ming Chien Lo [Downloadable!] 2008 Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths by Brigitta Hultblad & Sune Karlsson [Downloadable!] 2008 Optimal Test for Markov Switching GARCH Models by Liang Hu & Yongcheol Shin [Downloadable!] 2008 Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market by Wei Sun & Svetlozar Rachev & Stoyan V. Stoyanov & Frank J. Fabozzi [Downloadable!] 2008 Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series by Dimitris Kugiumtzis [Downloadable!] 2008 Risk Attitude in Real Decision Problems by Fabrizio Botti & Anna Conte & Daniela Teresa Di Cagno & Carlo D'Ippoliti [Downloadable!] 2008 Predicting Resource Policy Outcomes via Meta-Regression: Data Space, Model Space, and the Quest for 'Optimal Scope' by Klaus Moeltner & Randall S. Rosenberger [Downloadable!] 2007 Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle by Di Iorio, Francesca & Fachin, Stefano [Downloadable!] 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B. 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George Hutchinson & Riccardo Scarpa [Downloadable!] 2007 The Value of Collective Reputation for Environmentally Friendly Production Methods: The Case of Val di Gresta by Ricardo Scarpa & Mara Thiene & Francesco Marangon [Downloadable!] 2007 Bayesian Inference on Dynamic Models with Latent Factors by Monica Billio & Roberto Casarin & Domenico Sartore [Downloadable!] 2007 Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach by Silvestro Di Sanzo [Downloadable!] 2007 The Effects of Small Sample Bias in Threshold Autoregressive Models by Yamin Ahmad [Downloadable!] 2007 Health, Economic Resources and the Work Decisions of Older Men by John Bound & Todd Stinebrickner & Timothy Waidmann [Downloadable!] 2007 Robust Value at Risk Prediction by Loriano Mancini & Fabio Trojani [Downloadable!] 2007 Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples by Klaus Moeltner & Richard T. Woodward [Downloadable!] 2007 Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’ by Klaus Moeltner & Randall S. Rosenberger [Downloadable!] 2007 An Agent-Based Model of Behavior in “Beauty Contest” Games by Mark W. Nichols & Michael J. Radzicki [Downloadable!] 2007 A Monte Carlo approach to value exchange options using a single stochastic factor by Giovanni Villani [Downloadable!] 2007 Estimating heterogeneous costs of participation in the risky asset markets by Graciela Sanromán [Downloadable!] 2007 Applying Markowitz's Critical Line Algorithm by Andras Niedermayer & Daniel Niedermayer [Downloadable!] 2007 Aggregation of regional economic time series with different spatial correlation structures by Giuseppe Arbia & Marco Bee & Giuseppe Espa [Downloadable!] 2007 Nonparametric Inferences on Conditional Quantile Processes by Chuan Goh [Downloadable!] 2007 Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods by G. EVERAERT [Downloadable!] 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana [Downloadable!] 2007 Euro area in‡ation persistence in an estimated nonlinear DSGE model by Gianni Amisano & Oreste Tristani [Downloadable!] 2007 Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach by Richard T. Baillie & Claudio Morana [Downloadable!] 2007 Bootstrap Hypothesis Testing by James G. MacKinnon [Downloadable!] 2007 The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test by Jeong, Jinook & Yoon, Byung [Downloadable!] 2007 Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis by Ngwa Edielle, T. H. Jackson & Hevi Kodzo, Dodzi [Downloadable!] 2007 Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim by Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning [Downloadable!] 2007 Asymptotic and bootstrap properties of rank regressions by Subbotin, Viktor [Downloadable!] 2007 An improvement of a cellular manufacturing system design using simulation analysis by Hachicha, Wafik & Masmoudi, Faouzi & Haddar, Mohamed [Downloadable!] 2007 Estimation of an Occupational Choice Model when Occupations are Misclassified by Sullivan, Paul [Downloadable!] 2007 Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies by Proietti, Tommaso & Riani, Marco [Downloadable!] 2007 Non-standard employment and mobility in the Netherlands by Dekker, Ronald [Downloadable!] 2007 Waiting Times in Simulated Stock Markets by Cappellini, Alessandro & Ferraris, Gianluigi [Downloadable!] 2007 Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim by Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning [Downloadable!] 2007 Inference for stochastic volatility model using time change transformations by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros [Downloadable!] 2007 Likelihood-based inference for correlated diffusions by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O. [Downloadable!] 2007 The Effects of Detailing on Prescribing Decisions under Quality Uncertainty by Ching, Andrew & Ishihara, Masakazu [Downloadable!] 2007 Least squares estimation of joint production functions by the Differential Evolution method of global optimization by Mishra, SK [Downloadable!] 2007 A note on least squares fitting of signal waveforms by Mishra, SK [Downloadable!] 2007 Mixed Signals Among Tests for Panel Cointegration by Westerlund, Joakim & Basher, Syed A. [Downloadable!] 2007 Testing for cointegration in dependent panels via residual-based bootstrap methods by Di Iorio, Francesca & Fachin, Stefano [Downloadable!] 2007 Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model by López, Fernando & Chasco, Coro [Downloadable!] 2007 Stochastic Dominance Approach to Evaluate Optimism Bias in Truck Toll Forecasts by Sen Gupta , Rajorshi & Vadali , Sharada R [Downloadable!] 2007 Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas by Rodriguez, Analía [Downloadable!] 2007 Loan portfolio loss distribution: Basel II unifactorial approach vs. Non parametric estimations by Rodríguez Dupuy, Analía [Downloadable!] 2007 Efficiency and University Size: Discipline-wise Evidence from European Universities by Bonaccorsi, Andrea & Daraio, Cinzia & Räty, Tarmo & Simar, Léopold [Downloadable!] 2007 Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1) by K. K., Suresh & K., Pradeepa Veerakumari [Downloadable!] 2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms by Attiya Y. Javid [Downloadable!] 2007 Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity by Victoria Prowse [Downloadable!] 2007 Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico by Luiz de Mello & Diego Moccero [Downloadable!] 2007 Governments and the Market for Longevity-Indexed Bonds by Pablo Antolín & Hans Blommestein [Downloadable!] 2007 Longevity Risk and Private Pensions by Pablo Antolín [Downloadable!] 2007 A New Approach to Drawing States in State Space Models by William J. McCausland & Shirley Miller & Denis Pelletier [Downloadable!] 2007 How Structural Are Structural Parameters? by Jesús Fernández-Villaverde & Juan F. Rubio-RamÃrez [Downloadable!] 2007 No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications by Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev [Downloadable!] 2007 Bootstrap-Based Improvements for Inference with Clustered Errors by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller [Downloadable!] 2007 Inégalités et clubs de convergence : les résultats d'un modèle à seuil by Karim Azizi [Downloadable!] 2007 Conceptual Frameworks and Experimental Design in Simultaneous Equations by C.L. Skeels [Downloadable!] 2007 Risk Aversion, Demographics and Unobserved Heterogeneity. Evidence from the Italian TV Show "Affari Tuoi" by Fabrizio Botti & Anna Conte & Daniela Di Cagno & Carlo D'Ippoliti [Downloadable!] 2007 A robust multivariate long run analysis of European electricity prices by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi [Downloadable!] 2007 Testing For Restricted Stochastic Dominances: Some Further Results by Russell Davidson [Downloadable!] 2007 Wild Bootstrap Tests For Iv Regression by Russell Davidson & James G. MacKinnon [Downloadable!] 2007 Bootstrapping Econometric Models by Russell Davidson [Downloadable!] 2007 A Test of the Rational Expectations Hypothesis using data from a Natural Experiment by Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela Di Cagno & Carlo D'Ippoliti [Downloadable!] 2007 Assessing Investment and Longevity Risks within Immediate Annuities by Bauer, Daniel & Weber, Frederik [Downloadable!] 2007 Testing for cointegration using the Johansen approach: Are we using the correct critical values? by Paul Turner [Downloadable!] 2007 Estimation of Tobit Type Censored Demand Systems: A Comparison of Estimators by Mikkel Barslund [Downloadable!] 2007 Explaining the Low Labor Productivity in East Germany. A Spatial Analysis by Nicola Fuchs-Schündeln & Rima Izem [Downloadable!] 2007 Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations by Nadine Chlass & Jens J. Krueger [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata [Downloadable!] 2007 Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models? by Imed Drine & Christophe Rault [Downloadable!] 2007 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions by Knut Røed & Lars Westlie [Downloadable!] 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods) by Ambra Poggi & Xavier Ramos [Downloadable!] 2007 Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen? by Henry Dannenberg [Downloadable!] 2007 Distribución Espacial De La Actividad Económica En La Union Europea by José Miguel Albert & Jorge Mateu & Vicente Orts [Downloadable!] 2007 Health Insurance and Life Style Choices: Identifying the Ex Ante Moral Hazard by Stanciole, Anderson [Downloadable!] 2007 Does Italy need family income taxation? by Arnstein Aassve & Maria Grazia Pazienza & Chiara Rapallini [Downloadable!] 2007 The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study by Wagner, Martin & Hlouskova, Jaroslava [Downloadable!] 2007 Cross-sectional Space-time Modeling Using ARNN(p, n) Processes by Kakamu, Kazuhiko & Polasek, Wolfgang [Downloadable!] 2007 Testing Distributional Assumptions: A GMM Approach by Bontemps, Christian & Meddahi, Nour [Downloadable!] 2007 Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach by Richard T. Baillie & Claudio Morana [Downloadable!] 2007 The effects of collective bargaining on firm performance : new evidence based on stochastic production frontiers and multiply imputed German establishment data by Jensen, Uwe & Rässler, Susanne [Downloadable!] 2007 Conditional Complexity of Compression for Authorship Attribution by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li [Downloadable!] 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model by Nikolaus Hautsch [Downloadable!] 2007 Comparison of Panel Cointegration Tests by Deniz Dilan Karaman Örsal [Downloadable!] 2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar by Laurence Fung & Ip-wing Yu [Downloadable!] 2007 The trade off between time and money: Is there a difference between real and hypothetical choices? by Isacsson, Gunnar [Downloadable!] 2007 Simulating the future of the Swedish baby-boom generations by Klevmarken, N. Anders & Bolin, Kristian & Eklöf, Matias & Flood, Lennart & Fransson, Urban & Hallberg, Daniel & Höjgård, Sören & Lindgren, Björn & Mitrut, Andrea & Lagergren, Mårten [Downloadable!] 2007 How to Adjust for Nonignorable Nonresponse: Calibration, Heckit or FIML? by Johansson, Fredrik [Downloadable!] 2007 Bayesian forecast combination for VAR models by Andersson, Michael K & Karlsson, Sune [Downloadable!] 2007 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions by Røed, Knut & Westlie, Lars [Downloadable!] 2007 Are real wages rigid downwards? by Holden, Steinar & Wulfsberg, Fredrik [Downloadable!] 2007 Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM) by Carling, Kenneth & Alam, Moudud [Downloadable!] 2007 Bayesian Forecast Combination for VAR Models by Andersson, Michael K & Karlsson, Sune [Downloadable!] 2007 Computational Efficiency in Bayesian Model and Variable Selection by Eklund, Jana & Karlsson, Sune [Downloadable!] 2007 Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange by Andersson, Jonas & Moberg, Jan-Magnus [Downloadable!] 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns by Lillestøl, Jostein [Downloadable!] 2007 Do real interest rates converge? Evidence from the European Union by Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas [Downloadable!] 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations by David Ardia [Downloadable!] 2007 A Modelling Framework for Addressing the Synergies between Global Conventions through Land Use Changes: Carbon Sequestration, Biodiversity Conservation, Prevention of Land Degradation and Food Security in Agricultural and Forested Lands in Developing Countries by Raul Ponce-Hernandez [Downloadable!] 2007 A Robust Multivariate Long Run Analysis of European Electricity Prices by Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi [Downloadable!] 2007 Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue by Maria S. Heracleous [Downloadable!] 2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models by Christian Kascha [Downloadable!] 2007 Optimal Holding Period for a Real Estate Portfolio by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi [Downloadable!] 2007 Market Valuation, Pension Fund Policy and Contribution Volatility by Maarten van Rooij & Arjen Siegmann & Peter Vlaar [Downloadable!] 2007 To Claim or Not to Claim: Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error by Joachim R. Frick & Olaf Groh-Samberg [Downloadable!] 2007 To Claim or Not to Claim: Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error by Joachim R. Frick & Olaf Groh-Samberg [Downloadable!] 2007 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks by C.S. Bos & S.J. Koopman & M. 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Andrews & Patrik Guggenberger [Downloadable!] 2007 Hybrid and Size-Corrected Subsample Methods by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 The Limit of Finite-Sample Size and a Problem with Subsampling by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 The Limit of Finite-Sample Size and a Problem with Subsampling by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Information Loss in Volatility Measurement with Flat Price Trading by Peter C.B. Phillips & Jun Yu [Downloadable!] 2007 Simulation-based Estimation of Contingent-claims Prices by Peter C.B. Phillips & Jun Yu [Downloadable!] 2007 Forecasting using Bayesian and information theoretic model averaging: an application to UK in flation by George Kapetanios & Vincent Labhard & Simon Price [Downloadable!] 2007 Efficient importance sampling for ML estimation of SCD models by Luc, BAUWENS & Fausto Galli [Downloadable!] 2007 A Component GARCH Model with Time Varying Weights by Luc, BAUWENS & G., STORTI [Downloadable!] 2007 Measuring Intersectoral Knowledge Spillovers: an Application of Sensitivity Analysis to Italy by Cerulli Giovanni & Potì Bianca [Downloadable!] 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model by Amisano, Giovanni & Tristani, Oreste [Downloadable!] 2007 If Winning Isn't Everything, Why Do They Keep Score? 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STEFAN [Downloadable!] 2007 An Estimated New Keynesian Model for Romania by Caraiani, Petre [Downloadable!] 2007 How much the Rounding Errors could affect the Computer Results by Stefanescu, Stefan [Downloadable!] 2007 Bootstrapping econometric models (in Russian) by Russell Davidson [Downloadable!] 2007 Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB© by Merino, María & Vadillo, Fernando [Downloadable!] 2007 TIME-TREND IN SPATIAL DEPENDENCE: SPECIFICATION STRATEGY IN THE FIRST-ORDER SPATIAL AUTOREGRESSIVE MODEL/Tendencia temporal en la dependencia espacial: estrategia de modelización en el modelo autorregresivo espacial de primer orden by LÓPEZ-HERNÁNDEZ, FERNANDO A. & CHASCO, CORO [Downloadable!] 2007 Medición de la calidad del agua del trasvase del Ebro (tramo Castellón-Mijares): valoración del coste económico asociado a la adecuación de calidades/Water Quality Measurement in the Ebro Transfer (Castellón-Mijares Section): Economic Valuation of Quality Adaptation by EDUARDO BEAMONTE CÓRDOBA & JOSÉ D. BERMÚDEZ EDO & ALEJANDRO CASINO MARTÍNEZ & ERNESTO J. VERES FERRER [Downloadable!] 2007 Türkiye’de Kamu Borç Stokunun Yapısı: Orijinal Günah Göstergeleri ve Risk-Dahil Kamu Borç Yükü by Burcu GÜRCİHAN & Erdal YILMAZ 2007 Tendencias de la distribución personal de la renta en España (1985-2002). Inferencia sobre indicadores y sensibilidad ante encuestas y escalas de equivalencia by Mercedes Prieto Alaiz & Carmelo García Pérez [Downloadable!] 2007 Testing for Model Selection in Predicting Aggregate Variables by Giacomo Sbrana 2007 Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English) by Vít Pošta & Zbyněk Hackl [Downloadable!] 2007 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. 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Romano & Michael Wolf [Downloadable!] 2006 Empirical risk analysis of pension insurance: the case of Germany by Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang [Downloadable!] 2006 Forecast Encompassing Tests and Probability Forecasts by Clements, Michael P & Harvey, David I [Downloadable!] 2006 Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence by Giulietti, Monica & Otero, Jesús & Smith, Jeremy [Downloadable!] 2006 Testing for stationarity in heterogeneous panel data in the presence of cross section dependence by Giulietti, Monica & Otero, Jesus & Smith, Jeremy [Downloadable!] 2006 Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy by Daniele Fabbri & Chiara Monfardini [Downloadable!] 2006 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing by Joseph Francois & Julia Wörz [Downloadable!] 2006 Utility in WTP Space: A Tool to Address Confounding Random Scale Effects in Destination Choice to the Alps by Ricardo Scarpa & Mara Thiene & Kenneth Train [Downloadable!] 2006 On the efficient application of the repeated Richardson extrapolation technique to option pricing by Luca Barzanti & Corrado Corradi & Martina Nardon [Downloadable!] 2006 Simulation techniques for generalized Gaussian densities by Martina Nardon & Paolo Pianca [Downloadable!] 2006 Incomplete pairwise comparison and consistency optimization by Michele Fedrizzi & Silvio Giove [Downloadable!] 2006 A credit contagion model for loan portfolios in a network of firms with spatial interaction by Diana Barro & Antonella Basso [Downloadable!] 2006 A comparison of different trading protocols in an agent-based market by Paolo Pellizzari & Arianna Dal Forno [Downloadable!] 2006 Learning and equilibrium selection in a coordination game with heterogeneous agents by Alberto Fogale & Paolo Pellizzari & Massimo Warglien [Downloadable!] 2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach by Jesus Crespo Cuaresma & Gernot Doppelhofer [Downloadable!] 2006 Output fluctuations persistence: Do cyclical shocks matter? by Silvestro Di Sanzo [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 An assessment of empirical Bayes and composite estimators for small areas by Nicholas Longford [Downloadable!] 2006 Evaluating Targeting Efficiency of Government Programmes: International Comparisons by Nanak Kakwani & Hyun H. Son [Downloadable!] 2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data by Guillaume Horny & Rute Mendes & Gerard J. 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Lombardi 2006 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory by Christian de Peretti & Carole Siani [Downloadable!] 2006 Estimation of IP Telephony Demand Using the Integrated Choice and Latent Variables Approach by Denis Bolduc & Moshe Ben-Akiva 2006 Bootstrapping Neural tests for conditional heteroskedasticity by Carole Siani & Christian de Peretti [Downloadable!] 2006 Nonlinear State-Space Models for Microeconometric Panel Data by Florian Heiss 2006 Validating and Calibrating Agent-based Models: a Case Study by Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi 2006 Extreme observations in developed and emerging equity markets by Pilar Grau-Carles 2006 Pricing Basket spread options by Kostas Giannopoulos 2006 Analysis of Regime Switching Behaviour of Indian Stock Markets by Arnab Kumar Laha 2006 The Econometrics of the Old and New Phillips Curve by Romulo A. 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[Downloadable!] 2006 On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data by Myungsup Kim & Yangseon Kim & Peter Schmidt [Downloadable!] 2006 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!] 2006 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing by Francois, Joseph & Wörz, Julia [Downloadable!] 2006 Do Wealth Differences Affect Fairness Considerations? by Olivier Armantier [Downloadable!] 2006 Do Wealth Differences Affect Fairness Considerations? by Olivier Armantier [Downloadable!] 2006 Do Wealth Differences Affect Fairness Considerations? by Olivier Armantier [Downloadable!] 2006 Testing For Equality Between Two Copulas by Bruno Rémillard & Olivier Scaillet [Downloadable!] 2006 Robust Subsampling by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani [Downloadable!] 2006 Tikhonov Regularization for Functional Minimum Distance Estimators by P. Gagliardini & O. Scaillet [Downloadable!] 2006 How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World by Lubos Briatka [Downloadable!] 2006 Testing For Stochasticmonotonicity by Sokbae Lee & Oliver Linton & Yoon-Jae Whang [Downloadable!] 2006 Simulating Stock Returns under switching regimes - a new test of market efficiency by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!] 2006 A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator by Xiujian Chen & Shu Lin & W. Robert Reed [Downloadable!] 2006 Another Look at what to do with Time-series Cross-section Data by Xiujian Chen & Shu Lin & W. Robert Reed [Downloadable!] 2006 Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty by Roques, F.A. & Nuttall, W.J. & Newbery, D.M. [Downloadable!] 2006 A Percolation-Based Model Explaining Delayed Take-Off in New-Product Diffusion by Martin Hohnisch & Sabine Pittnauer & Dietrich Stauffer [Downloadable!] 2006 Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models by Alois Kneip & Léopold Simar & Paul W. Wilson [Downloadable!] 2006 The pricing of portfolio credit risk by Nikola A. Tarashev & Haibin Zhu [Downloadable!] 2006 Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector by Miroslav Misina & David Tessier & Shubhasis Dey [Downloadable!] 2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices by Jean-Marie Dufour & David Tessier [Downloadable!] 2006 Reducing asset weights’ volatility by importance sampling in stochastic credit portfolio optimization by Tilke, Stephan [Downloadable!] 2006 Bootstrapping pairs in Distance-Based Regression by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori [Downloadable!] 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix by Michael Creel [Downloadable!] 2006 Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand by Philip Liu [Downloadable!] 2006 Social Free Energy of a Pareto-Like Resource Distribution by Josip Stepanic & Hrvoje Stefancic & Vinko zlatic [Downloadable!] 2006 Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte by Catherine Bruneau & Amine Lahiani [Downloadable!] 2006 Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process by Lupu, Radu [Downloadable!] 2006 An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy by Stefanescu, Poliana & Stefanescu, Stefan [Downloadable!] 2006 Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach by Oya Celasun & Xavier Debrun & Jonathan D. Ostry [Downloadable!] 2006 Has Production Management Improved Since 1984? by David G. Bivin [Downloadable!] 2006 Multiple Imputation Of Missing Data In Sustainable Development Modelling by Roberto Benedetti & Rita Lima & Alessandro Pandimiglio [Downloadable!] 2006 Empirical Insights on the Heterogeneity of the Spanish Stock Market/Un Análisis Empírico De La Heterogeneidad Del Mercado De Capitales Español by POUCHKAREV, IGOR & SPRONK, JAAP & TRINIDAD SEGOVIA, JUAN E. [Downloadable!] 2006 Including environmental variables in the effi ciency analysis: A three-step method/El análisis de efi ciencia con variables de entorno: un método de programas con tres etapas by DIOS PALOMARES, RAFAELA & MARTÍNEZ PAZ, JOSÉ MIGUEL & MARTÍNEZCARRASCO PLEITE, FEDERICO [Downloadable!] 2006 Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach by Oya Celasun & Xavier Debrun & Jonathan D. Ostry [Downloadable!] 2006 Using Market Information for Banking System Risk Assessment by Helmut Elsinger & Alfred Lehar & Martin Summer [Downloadable!] 2006 A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System by Soňa KILIÁNOVÁ & Igor MELICHERČÍK & Daniel ŠEVČOVIČ [Downloadable!] 2006 On the Power of Absolute Convergence Tests by Rómulo A. Chumacero [Downloadable!] 2006 Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory by Carlos Martins-Filho & Feng Yao [Downloadable!] 2005 Bayesian estimation of Cox model with non-nested random effects : an application to the ratification of ILO conventions by developing countries by Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, Francois [Downloadable!] 2005 The Decline in German Output Volatility: A Bayesian Analysis by Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian [Downloadable!] 2005 Measuring business sector concentration by an infection model by Düllmann, Klaus [Downloadable!] 2005 Unit roots and cointegration in panels by Breitung, Jörg & Pesaran, M. Hashem [Downloadable!] 2005 Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence by Shengzu Wang & Shen Guo [Downloadable!] 2005 Can the SupLR test discriminate between different switching by CHARFEDDINE Lanouar [Downloadable!] 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality by Viktor Winschel [Downloadable!] 2005 Valuing defaultable bonds: an excursion time approach by Martina Nardon [Downloadable!] 2005 The Foresight Bias in Monte-Carlo Pricing of Options with Early by Christian Fries [Downloadable!] 2005 Persistence Characteristics of the Chinese Stock Markets by Cornelis A. Los & Bing Yu [Downloadable!] 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil [Downloadable!] 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 [Downloadable!] 2005 Measurement of Financial Risk Persistence by Cornelis A. Los [Downloadable!] 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 [Downloadable!] 2005 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment by Matthias Kredler [Downloadable!] 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination by Zacharias Bragoudakis [Downloadable!] 2005 Nonparametric Slope Estimators for Fixed-Effect Panel Data by Kusum Mundra [Downloadable!] 2005 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues by Balázs Égert, & László Halpern & Ronald MacDonald [Downloadable!] 2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis by Balázs Égert & László Halpern & [Downloadable!] 2005 Testing for inflation convergence between the Euro Zone and its CEE partners by Imed Drine & Christophe Rault & [Downloadable!] 2005 Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation by Silvia Ferrini & Riccardo Scarpa [Downloadable!] 2005 A Recursive Thick Frontier Approach To Estimating Production Efficiency by Rien Wagenvoort & Paul Schure [Downloadable!] 2005 Long Memory, Heterogeneity and Trend Chasing by Xue-Zhong He & Youwei Li [Downloadable!] 2005 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models by Loriano Mancini & Elvezio Ronchetti & Fabio Trojani [Downloadable!] 2005 Technical Efficiency and Stock Market Reaction to Horizontal Mergers by Yanna Wu & Subhash C. Ray [Downloadable!] 2005 The KPSS Test with Two Structural Breaks by Josep Lluís Carrion-i-Silvestre & Andreu Sansó [Downloadable!] 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study by Jaroslava Hlouskova & Martin Wagner [Downloadable!] 2005 Non-Bayesian Multiple Imputation by Jan F. Bjørnstad [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Jörg Breitung & M. Hashem Pesaran [Downloadable!] 2005 An estimated open-economy model for the EURO area by Marco Ratto & Werner Roeger [Downloadable!] 2005 Estimating Single Factor Jump Diffusion Interest Rate Models by Ghulam Sorwar [Downloadable!] 2005 Identification and Estimation of Discrete Games of Complete Information by Stephen Ryan & Patrick Bajari & Han Hong [Downloadable!] 2005 User-Friendly Parallel Computations with Econometric Examples by Michael Creel [Downloadable!] 2005 Swing Options: A Mechanism for Pricing Peak IT Demand by Bernardo A. Huberman & Scott H. Clearwater 2005 Estimating the Deep Parameters of RBC Model with Learning by Stefano Eusepi & Stefania D'Amico 2005 A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem by Simon Lysbjerg Hansen [Downloadable!] 2005 Stochastic Volatility in DSGE models by Giorgio Primiceri & Alejandro Justiniano 2005 Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models by Kai Christoffel 2005 Bootstrap inference on a nonlinear time series model of advertising effects by Miguel A. Arranz 2005 Test for serial independence based on quadratic forms by Cees Diks & Valentyn Panchenko 2005 The accuracy of welfare computations by Michel Juillard 2005 Heterogeneity, Profitability and Autocorrelations by Youwei Li & Xue-Zhong (Tony) He 2005 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models by Martijn van Hasselt [Downloadable!] 2005 Common Trends and Common Cycles in Canadian Sectoral Output by Christoph Schleicher & Francisco Barillas [Downloadable!] 2005 Limited Dependet Panel Data: a Bayesian Approach by Giuseppe Bruno 2005 Accurate Yield Curve Scenarios Generation using Functional Gradient Descent by Fabio Trojani & Francesco Audrino [Downloadable!] 2005 Long Swings in the US-Dollar: a Stochastic Control Approach by Rita L. D’Ecclesia & Rosella Castellano 2005 Estimating default probabilities using a non parametric approach by Rita L. D'Ecclesia & Robert G. Tompkins 2005 Central Bank Credibility and Monetary Policy: Evidence from Small Scale Macroeconomic Model of Indonesia by Enrico Tanuwidjaja & Choy Keen Meng [Downloadable!] 2005 Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand by Arnab Bhattacharjee & Chris Jensen-Butler [Downloadable!] 2005 On the generation of a regular multi-input multi-output technology using parametric output distance functions by Sergio Perlman & Daniel Santin [Downloadable!] 2005 Structural Spurious Regressions and A Hausman-type Cointegration Test by Chi-Young Choi & Ling Hu & Masao Ogaki [Downloadable!] 2005 Carbon Mitigation Costs for the Commercial Sector: Discrete-Continuous Choice Analysis of Multifuel Energy Demand by Pizer, William & Newell, Richard [Downloadable!] 2005 Assessing the Usefulness of Structural Vector Autoregressions by Lawrence Christiano & Martin Eichenbaum [Downloadable!] 2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey by Kevin X.D. Huang & Zheng Liu [Downloadable!] 2005 Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques by Bonnet, C. [Downloadable!] 2005 A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets by George Kapetanios [Downloadable!] 2005 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2005 Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria by George Kapetanios [Downloadable!] 2005 Choosing the Optimal Set of Instruments from Large Instrument Sets by George Kapetanios [Downloadable!] 2005 Variable Selection using Non-Standard Optimisation of Information Criteria by George Kapetanios [Downloadable!] 2005 Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration by Morten Ørregaard Nielsen & Per Frederiksen [Downloadable!] 2005 Size Matters: Covariance Matrix Estimation Under the Alternative by Jason Allen [Downloadable!] 2005 Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management by Buda, Rodolphe [Downloadable!] 2005 Generalized maximum entropy (GME) estimator: formulation and a monte carlo study by Eruygur, H. Ozan [Downloadable!] 2005 Modelling catastrophe claims with left-truncated severity distributions (extended version) by Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal [Downloadable!] 2005 Assessing the Number of Components in Mixture Models: a Review by Ana Oliveira-Brochado & Francisco Vitorino Martins [Downloadable!] 2005 Valuing Limited Information in Decision Making Under Uncertainty by Allan W. Gray & Joshua D. Detre & Brian C. Briggeman [Downloadable!] 2005 An Empirical Contribution to Knowledge Production and Economic Growth by Kul B. Luintel & Mosahid Khan [Downloadable!] 2005 Masking Identification of Discrete Choice Models under Simulation Methods by Lesley Chiou & Joan Walker [Downloadable!] 2005 State Dependence in a Multi-state Model of Employment by Victoria Prowse [Downloadable!] 2005 How Damaging is Part-time Employment to a Woman's Occupational Prospects? by Victoria Prowse [Downloadable!] 2005 Downside Risk by Andrew Ang & Joseph Chen & Yuhang Xing [Downloadable!] 2005 Edgeworth Expansions for Realized Volatility and Related Estimators by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia [Downloadable!] 2005 Convergence Properties of the Likelihood of Computed Dynamic Models by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos [Downloadable!] 2005 Financial Well-Being in an Urban Setting: An Application of Multiple Imputation by David A. Penn [Downloadable!] 2005 Determinants of Self-Reported Financial Security for Oklahoma County Households – An Application of Multiple Imputation by David A. Penn [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by DUFOUR, Jean-Marie & JOUINI, Tarek [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics by DUFOUR, Jean-Marie [Downloadable!] 2005 Simulation-Based Two-Step Estimation with Endogenous Regressors by Kamhon Kan & Chihwa Kao [Downloadable!] 2005 On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence by Jushan Bai & Chihwa Kao [Downloadable!] 2005 Aggregation of Rankings: a Brief Review of Distance-Based Rules by Michel Truchon [Downloadable!] 2005 Rana, Formichiere o un Milione di Euro? UnÕanalisi delle scelte in condizioni di incertezza in un esperimento naturale by Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti [Downloadable!] 2005 Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options by Ruijun Bu & Kaddour Hadri [Downloadable!] 2005 The latent factor VAR model: Testing for a common component in the intraday trading process by Nikolaus Hautsch [Downloadable!] 2005 Sensitivity of Propensity Score Methods to the Specifications by Zhong Zhao [Downloadable!] 2005 How Damaging Is Part-Time Employment to a Woman's Occupational Prospects? by Victoria Prowse [Downloadable!] 2005 State Dependence in a Multi-State Model of Employment Dynamics by Victoria Prowse [Downloadable!] 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty [Downloadable!] 2005 Job Turnover, Wage Rates, and Marital Stability: How Are They Related? by Ahituv, Avner & Lerman, Robert [Downloadable!] 2005 Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach by Alicia Pérez Alon & Silvestro Di Sanzo [Downloadable!] 2005 The Process Followed By Ppp Data. On The Properties Of Linearity Tests by Ivan Paya & David A. Peel [Downloadable!] 2005 Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions by Roberto Basile & Mauro Costantini & Sergio Destefanis [Downloadable!] 2005 On assessing pro-poorness of government programmes:international comparisons by Nanak Kakwani & Hyun H. Son [Downloadable!] 2005 Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods by Raquel Andres & Samuel Calonge [Downloadable!] 2005 Where have all the data gone? : stochastic production frontiers with multiply imputed German establishment data by Jensen, Uwe & Rässler, Susanne [Downloadable!] 2005 Analyzing the changing gender wage gap based on multiply imputed right censored wages by Gartner, Hermann & Rässler, Susanne [Downloadable!] 2005 Portfolio Value at Risk Based on Independent Components Analysis by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2005 Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads by Hans Genberg & Astrit Sulstarova [Downloadable!] 2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests by Welz, Peter & Österholm, Pär [Downloadable!] 2005 Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach by Hellström, Jörgen & Nordström, Jonas [Downloadable!] 2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Amilon, Henrik [Downloadable!] 2005 Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction by Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol [Downloadable!] 2005 Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach by Gaure, Simen & Røed, Knut & Zhang, Tao [Downloadable!] 2005 Downward Nominal Wage Rigidity in the OECD by Holden, Steinar & Wulfsberg, Fredrik [Downloadable!] 2005 Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results by Jönsson , Kristian [Downloadable!] 2005 Panel Cointegration Tests of the Fisher Hypothesis by Westerlund, Joakim [Downloadable!] 2005 How Important are Financial Frictions in the U.S. and Euro Area? by Queijo, Virginia [Downloadable!] 2005 Measuring conditional segregation: methods and empirical examples by Åslund, Olof & Nordström Skans, Oskar [Downloadable!] 2005 Correlation Between Intensity and Recovery in Credit Risk Models by Gaspar, Raquel M. & Slinko, Irina [Downloadable!] 2005 Simulation-based finite-sample linearity test against smooth transition models by González, Andrés & Teräsvirta, Timo 2005 Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis by Égert, Balázs & Halpern, László [Downloadable!] 2005 Bootstrapping a Hedonic Price Index: Experience from Used Cars Data by Michael Beer [Downloadable!] 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 [Downloadable!] 2005 Productivity and its Drivers in Finnish Primary Care 1988-2003 by Maija-Liisa Järviö & Juho Aaltonen & Tarmo Räty & Kalevi Luoma [Downloadable!] 2005 Testing for Stochastic Dominance Efficiency by Olivier Scaillet & Nikolas Topaloglou [Downloadable!] 2005 Multiariate Wavelet-based sahpe preserving estimation for dependant observation by Antonio Cosma & Olivier Scaillet & Rainer von Sachs [Downloadable!] 2005 Indirect Robust Estimation of the Short-term interest Rate Process by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti [Downloadable!] 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study by Jaroslava Hlouskova & Martin Wagner [Downloadable!] 2005 Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition by Salnykov Mykhaylo & Zelenyuk Valentin [Downloadable!] 2005 Output and inflation responses to credit shocks - are there threshold effects in the euro area? by Alessandro Calza & João Sousa [Downloadable!] 2005 Pobreza Rural y Urbana en Argentina: Un Análisis de Descomposiciones by Francisco Haimovich & Hernán Winkler [Downloadable!] 2005 On Importance Sampling for State Space Models by Borus Jungbacker & Siem Jan Koopman [Downloadable!] 2005 Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models by Jan F. Kiviet [Downloadable!] 2005 Total Factor Productivity and the Mongolian Transition by Antonio G. Chessa & Marije C. Schouwstra [Downloadable!] 2005 Nonparametric Tests for Serial Independence Based on Quadratic Forms by Cees Diks & Valentyn Panchenko [Downloadable!] 2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk by Siem Jan Koopman & André Lucas & Robert Daniels [Downloadable!] 2005 Correcting for Primary Study Misspecifications in Meta-Analysis by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot [Downloadable!] 2005 Labor income and the demand for long-term bonds by Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M. [Downloadable!] 2005 Robust optimization using computer experiments by Stinstra, Erwin & Hertog, Dick den [Downloadable!] 2005 Statitical testing of optimality conditions in multiresponse simulation-based optimization by Bettonvil, Bert & Castillo, Enrique del & Kleijnen, Jack P.C. [Downloadable!] 2005 Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping by Beers, Wim C.M. van & Kleijnen, Jack P.C. [Downloadable!] 2005 Dynamic Discrete Choice Modeling: Monte Carlo Analysis by Robert L. Hicks & Kurt Schnier [Downloadable!] 2005 Bayesian inference for the mixed conditional heteroskedasticity model by Luc, Bauwens & J.V.K., ROMBOUTS [Downloadable!] 2005 Estimation and inference in dynamic unbalanced panel data models with a small number of individuals by Giovanni S.F. Bruno [Downloadable!] 2005 Modelling the duration of patent examination at the European Patent Office by Harhoff, Dietmar & Wagner, Stefan [Downloadable!] 2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis by Égert, Balázs & Halpern, László [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics by Jean-Marie Dufour [Downloadable!] 2005 Robust Value at Risk Prediction by Loriano Mancini & Fabio Trojani [Downloadable!] 2005 What Determines Differences in Foreign Bank Efficiency? Australian Evidence by Jan-Egbert Sturm & Barry Williams [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Joerg Breitung & M. Hashem Pesaran [Downloadable!] 2005 A Parametric Bootstrap Test for Cycles by Violetta Dalla & Javier Hidalgo [Downloadable!] 2005 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap by Myunghwan Seo [Downloadable!] 2005 Towards a Non-Equilibrium Unemployment Theory by Matteo Richiardi [Downloadable!] 2005 Nuclear Power: a Hedge against Uncertain Gas and Carbon Prices? by Roques, F.A. & Nuttall, W.J. & Newbery, D.M. & de Neufville, R. [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Breitung, J. & Pesaran, M.H. [Downloadable!] 2005 Copula Based Monte Carlo Integration in Financial Problems by Sancetta, A. [Downloadable!] 2005 A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000 by Feng Zhu [Downloadable!] 2005 User-Friendly Parallel Computations with Econometric Examples by Michael Creel [Downloadable!] 2005 A Cellular Automata Model Of The General Rate Of Profit by Claudio Castelo Branco Puty [Downloadable!] 2005 Ca Non-survey Methods Substitute for Survey-based Models ? A Performance Analysis of Indirect Techniques of Estimating I-O Coefficients and Multipliers by Andrea BONFIGLIO [Downloadable!] 2005 Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998 by Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin [Downloadable!] 2005 Discriminación salarial por género en Chile: una mirada global by Jeanette Fuentes & Amalia Palma & Rodrigo Montero [Downloadable!] 2005 Characterizing income distribution for poverty and inequality analysis by Rómulo A.Chumacero & Ricardo D.Paredes [Downloadable!] 2005 Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters by Timothy Cogley [Downloadable!] 2005 Estrategias Optimas De Cobertura En Presencia De Incertidumbre En Costos Y Cantidad by AUGUSTO CASTILLO R. & RAFAEL AGUILA [Downloadable!] 2005 Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis by MATILLA-GARCÍA, M. & RODRÍGUEZ RUIZ, J. [Downloadable!] 2005 A Stochastic Dominance Approach to Spanning. With an Application to the January Effect/Una aproximación mediante la metodología del dominio estocástico al fenómeno del SPANNING. Una aplicación al efecto enero by POST, THIERRY [Downloadable!] 2005 Underlying Inflation in Colombia: a common stochastic trend approach associated with structural restriction vectorial error correction model (SVEC) by Martha Misas & Enrique López & Juana Téllez & José Fernando Escobar [Downloadable!] 2005 Microdata Disclosure Control by Resampling - Effects on Regression Results by Sandra Gottschalk [Downloadable!] 2005 The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study by Matthias Schmid & Hans Schneeweiss [Downloadable!] 2005 Ýlerleyen Tür Týp-Ii Saðdan Sansürlü Örnekleme Dayali Düzgün Daðilimin Parametrelerýnýn Jackknýfe Tahmýn Edýcýsý by Coskun Kus [Downloadable!] 2005 Rastlantisal seritler ile En Kucuk Medyan Kareler Dogrusunun Bulunmasi by Enis Siniksaran & Aylin Aktükün [Downloadable!] 2005 Asal Bilesenler Analizine Bootstrap Yaklasimi by Aylin Aktükün [Downloadable!] 2005 ¿Es el ingreso suficiente para explicar cambios en la elección de carrera? by Emanuel Vespa [Downloadable!] 2005 Modified maximum likelihood estimation of Tobit models with fixed effects: theory and an application to earnings equations by Gabriel Jiménez Zambrano [Downloadable!] 2005 Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches by Melvin J. Hinich & Eduardo M. Mendes & Lewi Stone [Downloadable!] 2005 A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis by Ventzislav Ivanov & Lutz Kilian [Downloadable!] 2005 On the Virtues of the Shame Lane by Matteo G. Richiardi [Downloadable!] 2004 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models by Liesenfeld, Roman & Richard, Jean-François [Downloadable!] 2004 Testing for Seasonal Unit Roots in Heterogeneous Panels by Otero, Jesus & Smith, Jeremy & Giulietti, Monica [Downloadable!] 2004 Structural Models In Consumer Credit by Fabio de Andrade & Lyn Thomas [Downloadable!] 2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach by Fabio Milani [Downloadable!] 2004 Hiring discrimination in the French financial sector: an econometric analysis on field experiment data by DUGUET Emmanuel & PETIT Pascale [Downloadable!] 2004 Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash by CORNELIS A. LOS & ROSSITSA M. YALAMOVA [Downloadable!] 2004 Visualization of Chaos for Finance Majors by CORNELIS A. LOS [Downloadable!] 2004 Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains by Miroslav Verbic [Downloadable!] 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power by Evzen Kocenda & Lubos Briatka [Downloadable!] 2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates by Paulo M. M. Rodrigues & Antonio Rubia [Downloadable!] 2004 Does patenting increase the private incentives to innovate? A microeconometric analysis by DUGUET Emmanuel & LELARGE Claire [Downloadable!] 2004 Block-diagonal representation of a dualistic agricultural economy and its application in formal modelling: the case of Bulgaria by Philip Kostov & John Lingard [Downloadable!] 2004 Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach by Lauren Bin Dong [Downloadable!] 2004 The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach by Lauren Bin Dong [Downloadable!] 2004 An Empirical Likelihood Ratio Test for Normality in Linear Regression by Lauren Bin Dong & David E. A. Giles [Downloadable!] 2004 Fractional Integration and Business Cycles Features by Luis A. Gil-Alana & Bertrand Candelon [Downloadable!] 2004 Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin American Countries by Luis A. Gil-Alana & Bertrand Candelon [Downloadable!] 2004 Deterministic Seasonality versus Seasonal Fractional Integration by Luis A. Gil-Alana [Downloadable!] 2004 A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis by Evangelia Desli & Subhash Ray [Downloadable!] 2004 Two-Stage Sampling from a Prediction Point of View by Jan F. Bjørnstad and Elinor Ytterstad [Downloadable!] 2004 Are There Waves in Merger Activity After All? by Dennis Gaertner & Daniel Halbheer [Downloadable!] 2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility by Jun Yu [Downloadable!] 2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison by Jun Yu & Renate Meyer [Downloadable!] 2004 On Leverage in a Stochastic Volatility Model by Jun Yu [Downloadable!] 2004 Cognitive Learning and the Emergence of Cooperation - An Simulation Approach by Thomas Brenner 2004 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling by Michiel D. de Pooter & Rengert Segers 2004 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling by Lennart F. Hoogerheide & Johan F. Kaashoek [Downloadable!] 2004 Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages by Giuseppe Bruno 2004 The Use of a Simple Decision Rule in Repeated Oligopoly Games by Jan Edman 2004 (The Evolution of) Post-Secondary Education: A Computational Model and Experiments by Sergey Slobodyan & Andreas Ortmann 2004 Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions by Paola Palmitesta & Corrado Provasi [Downloadable!] 2004 International evidence on monetary neutrality under broken trend stationary models by R. Velazquez & Noriega & A. 2004 Speculative option valuation: A supercomputing approach by Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano 2004 Estimation of the fractionally integrated process with Missing Values: Simulation and Application by Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr. 2004 Semi-parametric procedures for Unit root and fractional cointegration tests by Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF 2004 Elements in the Design of an Early Warning System for Sovereign Default by Ana-Maria Fuertes & Elena Kalotychou 2004 Forecasting sovereign default using panel models: A comparative analysis by Ana-Maria Fuertes & Elena Kalotychou 2004 A double-auction artificial market with time-irregularly spaced orders by Enrico Scalas & Silvano Cincotti 2004 Fitting and comparing stochastic volatility models through Monte Carlo simulations by Silvano Bordignon & Davide Raggi 2004 Neighborhood models of minority opinion spreading by C. J. Tessone & R. Toral 2004 Test for long memory processes. A bootstrap approach by Pilar Grau-Carles [Downloadable!] 2004 An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series by Geetesh Bhardwaj & Norman Swanson [Downloadable!] 2004 Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez 2004 On Testing for Diagonality of Large Dimensional Covariance Matrices by George Kapetanios [Downloadable!] 2004 A New Method for Determining the Number of Factors in Factor Models with Large Datasets by George Kapetanios [Downloadable!] 2004 How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP by Georgios Chortareas & George Kapetanios [Downloadable!] 2004 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels by Georgios Chortareas & George Kapetanios [Downloadable!] 2004 Nonlinear Autoregressive Models and Long Memory by George Kapetanios [Downloadable!] 2004 Testing for Exogeneity in Nonlinear Threshold Models by George Kapetanios [Downloadable!] 2004 A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes by George Kapetanios [Downloadable!] 2004 The Power of Bootstrap and Asymptotic Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 2004 The Case Against JIVE by Russell Davidson & James G. MacKinnon [Downloadable!] 2004 Simulation-based Tests that Can Use Any Number of Simulations by Jeff Racine & James G. MacKinnon [Downloadable!] 2004 Nonlinearly testing for a unit root in the presence of a break in the mean by Gluschenko, Konstantin [Downloadable!] 2004 SINGUL 2.0 : les équations et les programmes by Buda, Rodolphe [Downloadable!] 2004 Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison by Dibartolomeo, Giovanni & Rossi, Lorenza & Tancioni, Massimiliano [Downloadable!] 2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2004 Estimating Time Demand Elasticities Under Rationing by Victoria Prowse [Downloadable!] 2004 Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates by Angela Huang [Downloadable!] 2004 Estimating Time Demand Elasticities Under Rationing by Victoria Prowse [Downloadable!] 2004 Pseudo Market Timing and Predictive Regressions by Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler [Downloadable!] 2004 How Confident Can We Be in CGE-Based Assessments of Free Trade Agreements? by Thomas Hertel & David Hummels & Maros Ivanic & Roman Keeney [Downloadable!] 2004 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak by Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez [Downloadable!] 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H. [Downloadable!] 2004 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors by Xibin Zhang & Maxwell L. King [Downloadable!] 2004 Bayesian Analysis of Continuous Time Models of the Australian Short Rate by Andrew D. Sanford & Gael Martin [Downloadable!] 2004 Does patenting increase the private incentives to innovate ? A microeconometric analysis by Emmanuel Duguet & Claire Lelarge [Downloadable!] 2004 Hiring discrimination in the French financial sector : an econometric analysis on field experiment data by Emmanuel Duguet & Pascale Petit [Downloadable!] 2004 How Much More Does a Disadvantaged Student Cost? by William D. Duncombe & John Yinger [Downloadable!] 2004 Econometric Inference, Cyclical Fluctuations, and Superior Information by Denis Larocque & Michel Normandin [Downloadable!] 2004 The Causal Effect of Overqualification on Earnings : Evidence from a Bayesian Approach by Markus Jochmann & Winfried Pohlmeier [Downloadable!] 2004 Exceptions to Bartlett’s Paradox by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 Job Search with Nonparticipation by Frijters, Paul & van der Klaauw, Bas [Downloadable!] 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques by Troske, Kenneth R. & Voicu, Alexandru [Downloadable!] 2004 A Simulation of an Income Contingent Tuition Scheme in a Transition Economy by Vodopivec, Milan [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan [Downloadable!] 2004 Analytical Prediction of Transitions Probabilities in the Conditional Logit Model by Bonin, Holger & Schneider, Hilmar [Downloadable!] 2004 Nonlinear Ppp Under The Gold Standard by Ivan Paya & David A. Peel [Downloadable!] 2004 On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates by Paulo M.M. Rodrigues & Antonio Rubia [Downloadable!] 2004 Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence by Caporale, Guglielmo Maria & Pittis, Nikitas [Downloadable!] 2004 The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study by Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas [Downloadable!] 2004 Econometric Inference, Cyclical Fluctuations, and Superior Information by Michel Normandin [Downloadable!] 2004 Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models by Kölling, Arnd & Rässler, Susanne [Downloadable!] 2004 Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!] 2004 Downward Nominal Wage Rigidity in Europe by Holden, Steinar & Wulfsberg, Fredrik [Downloadable!] 2004 Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study by Eriksson , Åsa [Downloadable!] 2004 Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated by Jönsson, Kristian [Downloadable!] 2004 A smooth permanent surge process by González Gómez, Andrés [Downloadable!] 2004 Macro stress testing with a macroeconomic credit risk model for Finland by Virolainen , Kimmo [Downloadable!] 2004 Interest of site-specific pollution control policies by Lacroix, A. & Bel, F. & Mollard, A. & Sauboua, E. [Downloadable!] 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors by Philippe J. Deschamps [Downloadable!] 2004 The detection of hidden periodicities: A comparison of alternative methods by Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO [Downloadable!] 2004 Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia by Gevorgyan Ruben & Melikyan Narine [Downloadable!] 2004 Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors by Yongcheol Shin & Andy Snell 2004 Benchmark priors for Bayesian models averaging by Carmen Fernandez & E Ley & Mark F J Steel [Downloadable!] 2004 Mean Group Tests for Stationarity in Heterogenous Panels by Yongcheol Shin & Andy Snell [Downloadable!] 2004 Testing Distributional Assumptions: A GMM Approach by N. MEDDAHI & C. BONTEMPS 2004 Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity by Ruxandra Prodan [Downloadable!] 2004 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap by Myunghwan Seo [Downloadable!] 2004 A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes by Yi Deng 2004 Likelihood-based estimation and specification analysis of one- and two-factor SV models with leverage effects by Garland Durham [Downloadable!] 2004 Bootstrap correcting the score test by Dirk Hoorelbeke [Downloadable!] 2004 Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand by Helle Bunzel [Downloadable!] 2004 Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors by Emma Iglesias & Jean Marie Dufour [Downloadable!] 2004 A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables by Robert M. Sauer & Michael P. Keane 2004 Bootstrapping the HEGY Seasonal Unit Root Tests by Robert Taylor & Peter Burridge [Downloadable!] 2004 International Evidence on Monetary Neutrality Under Broken Trend Stationary Models by R. Velazquez & A.E. Noriega & L.M. Soria [Downloadable!] 2004 Jackstrapping Dea Scores For Robust Efficiency Measurement by Darcy Ribeiro & Maria da Conceição Sampaio de Sousa 2004 Testing for seasonal unit roots in heterogeneous panels by Jesus Otero & Jeremy Smith [Downloadable!] 2004 Income Nonresponse and Inequality Measurement by Guillermo Paraje 2004 Taking a New Contour: A Novel Approach to Panel Unit Root Tests by Yoosoon Chang 2004 Smooth Test For Testing Equality Of Two Densities by Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh 2004 Structural Error Correction Model: A Bayesian Perspective by Chew Lian Chua & Peter Summers [Downloadable!] 2004 Inappropriate Detrending and Spurious Cointegration by Heejoon Kang 2004 The Cusum Test for Parameter Change in Regression with ARCH Errors by Koichi Maekawa & Sangyeol & Lee [Downloadable!] 2004 Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR by Takayuki Morimoto [Downloadable!] 2004 Empirical Modelling of Contagion: A Review of Methodologies by Martin, V. & Dungey & M. [Downloadable!] 2004 A Spurious Regression Approach to Estimating Structural Parameters by Chi-Young Choi; Ling Hu; Masao Ogaki [Downloadable!] 2004 On Leverage in a Stochastic Volatility Model by Jun Yu 2004 On leverage in a stochastic volatility model by Jun Yu 2004 Indirect Estimation of Long Memory Volatility Models by Nigel Wilkins [Downloadable!] 2004 Testing the Power of Panel Cointegration Tests When Frequency of the Data Changes: A Simulation Study by Azhar Iqbal 2004 Further results on weak-exogeneity in vector error correction models by Christophe Rault [Downloadable!] 2004 Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia by Denzil Fiebig & Michael Smith & Remy Cottet 2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data by Gael Martin & Chris Strickland & Catherine Forbes 2004 Seasonality, Cycles and Unit Roots by Mickael Salabasis & Sune Karlsson [Downloadable!] 2004 The Consequences of Systematic Sampling on Granger Causality by Tilak Abeysinghe & Gulasekaran Rajaguru 2004 Empirical Modelling of Contagion: A Review of Methodologies by Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry [Downloadable!] 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC by Rob L. Hyndman & Xibin Zhang & Maxwell L. King, [Downloadable!] 2004 Market Response Analysis: The Demand System versus Non-Restricted Marketing Models by Tie Wang 2004 Palmnet: A pension asset and liability model for the Netherlands by M.C.J. van Rooij & A.H. Siegmann & P.J.G. Vlaar [Downloadable!] 2004 Caracterización de los Cambios en la Desigualdad y la Pobreza en Argentina Haciendo Uso de Técnicas de Descomposiciones Microeconometricas (1992-2001) by Monserrat Bustelo [Downloadable!] 2004 Simulating Income Distribution Changes in Bolivia: a Microeconometric Approach by Leonardo Gasparini & Mariana Marchionni & Federico Gutierrez [Downloadable!] 2004 La Pobreza en Argentina: Perfil, Evolución y Determinantes Profundos (1996, 1998 Y 2001) by Monserrat Bustelo & Leonardo Lucchetti [Downloadable!] 2004 The Impact of U.S. Unions On Productivity: A Bootstrap Meta-Analysis by H. Doucouliagos & P. Laroche [Downloadable!] 2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form by Charles S. Bos & Neil Shephard [Downloadable!] 2004 Using localised quadratic functions on an irregular grid for pricing high-dimensional American options by Berridge, S.J. & Schumacher, J.M. [Downloadable!] 2004 Pricing high-dimensional Americal options using local consistency conditions by Berridge, S.J. & Schumacher, J.M. [Downloadable!] 2004 An irregular grid approach for pricing high-dimensional American options by Berridge, S.J. & Schumacher, J.M. [Downloadable!] 2004 General weak laws of large numbers for bootstrap sample means by Einmahl, J.H.J. & Rosalsky, A. [Downloadable!] 2004 Smoothed Empirical Likelihood Methods for Quantile Regression Models by Yoon-Jae Whang [Downloadable!] 2004 Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series by Peter Burridge & Frida Gjorstrup & A.M. Robert Taylor [Downloadable!] 2004 Computing price trends in sequential auctions by Olivier CHANEL & StŽphanie VINCENT [Downloadable!] 2004 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues by Égert, Balázs & Halpern, László & MacDonald, Ronald [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G [Downloadable!] 2004 Valuation Of A Biotech Company: A Real Options Approach by Angel Leon & Diego Piñeiro [Downloadable!] 2004 Indirect Estimation Of Conditionally Heteroskedastic Factor Models by Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini [Downloadable!] 2004 The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies by Balazs Egert & Amina Lahreche-Revil & Kirsten Lommatzsch [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann [Downloadable!] 2004 Downward Nominal Wage Rigidity in Europe by Steinar Holden & Fredrik Wulfsberg [Downloadable!] 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power by Evzen Kocenda & Lubos Briatka [Downloadable!] 2004 Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example by Scott Gilbert & Petr Zemcik [Downloadable!] 2004 Variables de entorno en el análisis de eficiencia.Un método de tres etapas con variables categóricas by Rafaela Dios-Palomares & Jose Miguel Martínez Paz & Federico Martínez-Carrasco Pleite [Downloadable!] 2004 A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment by José Angel Roldán Casas & Rafaela Dios-Palomares [Downloadable!] 2004 A spreading method to improve efficiency prediction by Rafaela Dios-Palomares & Jose Miguel Martínez Paz [Downloadable!] 2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’ by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A. [Downloadable!] 2004 ‘Estimation of Discrete Choice Models Using DCM for Ox’ by Eklöf, M. & Weeks, M. [Downloadable!] 2004 An Extended Reinforcement Algorithm for Estimation of Human Behaviour in Congestion Games by Thorsten Chmura & Thomas Pitz [Downloadable!] 2004 Downward Nominal Wage Rigidity in Europe by Steinar Holden & Fredrik Wulfsberg [Downloadable!] 2004 CDO rating methodology: Some thoughts on model risk and its implications by Ingo Fender & John Kiff [Downloadable!] 2004 Règle de Taylor et politique monétaire dans la zone euro by Mésonnier, J-S. & Renne, J-P. [Downloadable!] 2004 Nonlinear Purchasing Power Parity under the Gold Standard by Ivan Paya & David A. Peel 2004 Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A. [Downloadable!] 2004 Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX 35® index / Dinámica del mercado de capitales español a través de una visión amplia del índice IBEX 35® by POUCHKAREV, I & SPRONK, J. & TRINIDAD SEGOVIA, J.E. [Downloadable!] 2004 Monte Carlo Option Pricing by Cecilia Maya Ochoa [Downloadable!] 2004 Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach by Augusto Castillo [Downloadable!] 2004 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests by Drine, I. & Rault, Ch. [Downloadable!] 2004 La PPA est-elle verifiee pour les pays developpes et en developpement ? Un re-examen par l'econometrie des panels non-stationnaires by Imed Drine & Christophe Rault [Downloadable!] 2004 Neural Tests for Conditional Heteroskedasticity in ARCH-M Models by Christian de Peretti & Carole Siani [Downloadable!] 2004 GARCH-type Models with Generalized Secant Hyperbolic Innovations by Paola Palmitesta & Corrado Provasi [Downloadable!] 2004 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model by Nunzio Cappuccio & Diego Lubian & Davide Raggi [Downloadable!] 2004 Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers by Kai Ming Lee & Siem Jan Koopman [Downloadable!] 2004 Clusters of Extreme Observations and Extremal Index Estimate in GARCH Processes by Fabrizio Laurini [Downloadable!] 2004 Assessing Chaos in Time Series: Statistical Aspects and Perspectives by Simone Giannerini & Rodolfo Rosa [Downloadable!] 2004 Using Placebo Laws to Test “More Guns, Less Crime” by Eric Helland & Alexander Tabarrok [Downloadable!] 2003 Microdata Disclosure by Resampling : Empirical Findings for Business Survey Data by Gottschalk, Sandra [Downloadable!] 2003 Detecting multi-fractal properties in asset returns : the failure of the scaling estimator by Lux, Thomas [Downloadable!] 2003 A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function by Behr, Andreas [Downloadable!] 2003 Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach by Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda [Downloadable!] 2003 The KPSS Test with Outliers by Otero, Jesus & Smith, Jeremy [Downloadable!] 2003 How effective is advertising in duopoly markets? by Katarzyna Sznajd-Weron & Rafal Weron [Downloadable!] 2003 An Empirical Evaluation of Five Small Area Estimators by Alex Costa & Albert Satorra & Eva Ventura [Downloadable!] 2003 Static Hedging of Multivariate Derivatives by Simulation by Paolo Pellizzari [Downloadable!] 2003 Smoothed Empirical Likelihood Methods for Quantile Regression Models by Yoon-Jae Whang [Downloadable!] 2003 An Alternative to the BDS Test: Integration Across The Correlation Integral by Evzen Kocenda [Downloadable!] 2003 Measurement and Estimation of Credit Migration Matrices by Til Schuermann & Yusuf Jafry [Downloadable!] 2003 Output specific efficiencies: The case of UK private secondary schools by Dieter Gstach & Andrew Somers & Susanne Warning [Downloadable!] 2003 A Statistical Framework for Estimating Output-Specific Efficiencies by Dieter Gstach [Downloadable!] 2003 On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia by Imed Drine & Christophe Rault & [Downloadable!] 2003 A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries by Imed Drine & Christophe Rault & [Downloadable!] 2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model by Nunzio Cappuccio & Diego Lubian & Davide Raggi [Downloadable!] 2003 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Henrik Amilon [Downloadable!] 2003 Using Composite Estimators to Improve both Domain and Total Area Estimation by Àlex Costa & Albert Satorra & Eva Ventura [Downloadable!] 2003 A BPE Model for the Burgers' Equation by Arturo Kohatsu & Shigeyoshi Ogawa [Downloadable!] 2003 Australian Asian Options by Manuel Moreno & Javier F. Navas [Downloadable!] 2003 An Empirical Evaluation of Small Area Estimators by Àlex Costa & Albert Satorra & Eva Ventura [Downloadable!] 2003 The impact of grants, tax credit and education savings account on parental contributions to college expenses and the educational attainment of children by Morris, Michael D. [Downloadable!] 2003 Testing of Fractional Cointegration in Macroeconomic Time Series by Luis A. Gil-Alana [Downloadable!] 2003 A model of the anchoring effect in dichotomous choice valuation with follow-up by Sandra Lechner & Anne Rozan & François Laisney [Downloadable!] 2003 Asset return correlation: The case of automotive lease portfolios by Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit [Downloadable!] 2003 L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille by Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz [Downloadable!] 2003 The effect of earnings release for Belgian listed companies by Marie-Paule Laurent [Downloadable!] 2003 Indices as diversification instruments in Europe by Marie-Paule Laurent [Downloadable!] 2003 The Error Correction Model as a Test for Cointegration by Athina Kanioura & Paul Turner [Downloadable!] 2003 Estimating nonlinear dynamic economies: A likelihood approach by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez 2003 Conditional distribution resampling for time series by Cees Diks & Svetlana Borovkova 2003 A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge by Nick Webber & Claudia Ribeiro [Downloadable!] 2003 Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge by Nick Webber & Claudia Ribeiro [Downloadable!] 2003 Agriculture: transition buffer or black hole? A three-state model of employment dynamics by Alexandru Voicu 2003 Long Memory Models and Tests for Cointegration: A Synthesizing Study by Aaron D Smallwood & Stefan C Norrbin 2003 Robust Bootstrap Inference On Long Run Dependence Using Panels by Ana-maria Fuertes 2003 A Comparative Analysis Of Alternative Econometric Packages For The Unbalanced Two-Way Error Component Model by Giuseppe Bruno 2003 Variety of Agent-based Models for Computer Simulation of FX Rate by Lukas, L. 2003 Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models by Gary S. Anderson 2003 Testing stationarity of AR(1) process with symmetric stable disturbance by Michal Greszta 2003 A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes by Yi Deng 2003 Robust Monetary Policy Rules for the Short and Long Run by Noah Williams & Alexei Onatski 2003 Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping by Christian A. Johnson & Francisco A. Gallego 2003 A Numerical Solution to American Style Options on Commodities by Kevin Burrage & Jamie Alcock & Monica Barbu 2003 Structural Time-Series Models with Common Trends and Common Cycles by Christoph Schleicher 2003 Meta Analysis in Model Implementation: Choice Sets and the Valuation of Air Quality Improvements by Smith, V. Kerry & Banzhaf, H. Spencer [Downloadable!] 2003 Identifying the Efficacy of Central Bank Interventions: Evidence from Australia by Jonathan Kearns & Roberto Rigobon [Downloadable!] 2003 Determining the Poolability of Individual Series in Panel Datasets by George Kapetanios [Downloadable!] 2003 Determining the Stationarity Properties of Individual Series in Panel Datasets by George Kapetanios [Downloadable!] 2003 Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests by George Kapetanios & Melvyn Weeks [Downloadable!] 2003 Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data by Sylvia Kaufmann & Sylvia Fruehwirth-Schnatter [Downloadable!] 2003 Searching for the Natural Rate of Interest: A Euro-Area Perspective by Jesus Crespo Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald [Downloadable!] 2003 The business cycle of European countries. Bayesian clustering of country-individual IP growth series by Sylvia Kaufmann [Downloadable!] 2003 Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation by John Creedy & Guyonne Kalb [Downloadable!] 2003 The Effect of Schooling and Ability on Achievement Test Scores by Karsten Hansen & James J. Heckman & Kathleen J. Mullen [Downloadable!] 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models by RUGE-MURCIA, Francisco J. [Downloadable!] 2003 Identification, Weak Instruments and Statistical Inference in Econometrics by DUFOUR, Jean-Marie [Downloadable!] 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 [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models by RUGE-MURCIA, Francisco J. [Downloadable!] 2003 Identification, Weak Instruments and Statistical Inference in Econometrics by DUFOUR, Jean-Marie [Downloadable!] 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 [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models by Andrew D. Sanford & Gael M. Martin [Downloadable!] 2003 Bayesian Analysis of the Stochastic Conditional Duration Model by Chris M. Strickland & Catherine S. Forbes & Gael M. Martin [Downloadable!] 2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application by Matteo Pelagatti [Downloadable!] 2003 Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ by A'Hearn, Brian & Komlos, John [Downloadable!] 2003 Joint Labour Supply Dynamics of Older Couples by Michaud, Pierre-Carl [Downloadable!] 2003 The Effect of Schooling and Ability on Achievement Test Scores by Hansen, Karsten T. & Heckman, James J. & Mullen, Kathleen J. [Downloadable!] 2003 Children and Women's Participation Dynamics: Direct and Indirect Effects by Voicu, Alexandru & Buddelmeyer, Hielke [Downloadable!] 2003 SubGame, set and match. Identifying Incentive Response in a Tournament by Andrew J. Leach [Downloadable!] 2003 Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions by Österholm, Pär [Downloadable!] 2003 Assessing Social Costs of Inefficient Procurement Design by Eklöf, Matias [Downloadable!] 2003 Relaxing the IIA Assumption in Locational Choice Models: A Comparison Between Conditional Logit, Mixed Logit, and Multinomial Probit Models by Dahlberg, Matz & Eklöf, Matias [Downloadable!] 2003 Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!] 2003 A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity by Zhang, Tao [Downloadable!] 2003 Feasible Estimation in Cointegrated Panels by Westerlund, Joakim 2003 The effect of schooling and ability on achievement test scores by Hansen, Karsten T & Heckman, James J & Mullen, Kathleen J [Downloadable!] 2003 Dynamic Microsimulation Models Using to Analyze Retirement Systems Reforms: An Essay of Synthesis by Gael Dupont & Cyrille Hagnere & Vincent Touzé [Downloadable!] 2003 On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP by Fabian BORNHORST [Downloadable!] 2003 A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms by Casten TRENKLER [Downloadable!] 2003 Searching for the Causal Structure of a Vector Autoregression by Hoover, Kevin & Demiralp, Selva [Downloadable!] 2003 Systemic Risk in the Dutch Financial Sector by Koen Minderhoud [Downloadable!] 2003 Extreme Stock Return Co-movements of Financial Institutions: Contagion or Interdependence? by Koen Minderhoud [Downloadable!] 2003 Argentina´s Distributional Failure: The role of Integration and Public Policies by Leonardo Gasparini [Downloadable!] 2003 Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation by Felisa J. Vazquez-Abad & Bernd Heidergott [Downloadable!] 2003 Joint labour supply dynamics of older couples by Michaud, P.C. [Downloadable!] 2003 Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods by L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest [Downloadable!] 2003 Alternative sampling methods for estimating multivariate normal probabilities by Z. Sandor & P. Andras [Downloadable!] 2003 Tests of Independence in Separable Econometric Models: Theory and Application by Donald J. Brown & Rahul Deb & Marten H. Wegkamp [Downloadable!] 2003 Job Search with Nonparticipation by Frijters, Paul & van der Klaauw, Bas [Downloadable!] 2003 Evaluation Of A Taxi Sector Reform: A Real Options Approach by Gerard Llobet & Meritxell Albertí & Ángel León [Downloadable!] 2003 Short Run and Long Run Causality in Time Series: Inference by Jean-Marie Dufour & Denis Pelletier & Éric Renault [Downloadable!] 2003 Identification, Weak Instruments and Statistical Inference in Econometrics by Jean-Marie Dufour [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Experiments and Simulations on Day-to-Day Route Choice-Behaviour by Reinhard Selten & M. Schreckenberg & Thomas Pitz & T. Chmura & S. Kube [Downloadable!] 2003 Female Labor Supply and Child Care in France by Philippe Chone & David le Blanc & Isabelle Robert-Bobee [Downloadable!] 2003 On Tests for Double Differencing: Some Extensions and the Role of Initial Values by Paulo M. M. Rodrigues & A. M. Robert Taylor [Downloadable!] 2003 The New Italian Road Code and the Virtues of the ‘Shame Lane’ by Matteo Richiardi [Downloadable!] 2003 A Search Model of Unemployment and Firm Dynamics by Matteo Richiardi [Downloadable!] 2003 The Promises and Perils of Agent-Based Computational Economics by Matteo Richiardi [Downloadable!] 2003 A Bayesian Confidence Interval for Value-at-Risk by Contreras, P. & Satchell, S.E. [Downloadable!] 2003 On The Panel Unit Root Tests Using Nonlinear Instrumental Variables by Im, K.S. & Pesaran, M.H. [Downloadable!] 2003 A Simple Panel Unit Root Test in the Presence of Cross Section Dependence by Pesaran, M.H. [Downloadable!] 2003 Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests by Kapetanios, G. & Weeks, M. [Downloadable!] 2003 Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach by Andrew Rennison [Downloadable!] 2003 Testing the Stability of the Canadian Phillips Curve Using Exact Methods by Lynda Khalaf & Maral Kichian [Downloadable!] 2003 Common Trends and Common Cycles in Canadian Sectoral Output by Francisco Barillas & Christoph Schleicher [Downloadable!] 2003 A Stochastic Simulation Framework for the Government of Canada's Debt Strategy by David Jamieson Bolder [Downloadable!] 2003 The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries by Fabio Canova & Gianni De Nicoló [Downloadable!] 2003 Generación de una proyección de la población española para el período 1996-2025, mediante un modelo de simulación estocástica by CASAS SÁNCHEZ, J.M. & GUTIÉRREZ DE MESA, J.L. & NÚÑEZ VELÁZQUEZ, J.J. [Downloadable!] 2003 The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries by Fabio Canova & Gianni De Nicoló [Downloadable!] 2003 Identification, weak instruments, and statistical inference in econometrics by Jean-Marie Dufour [Downloadable!] 2003 International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan by Hsiao-chuan Chang [Downloadable!] 2003 Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle by Christian M. Dahl & Gloria Gonzalez-Rivera [Downloadable!] 2002 Anonymisierung von Unternehmensdaten : ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels by Gottschalk, Sandra [Downloadable!] 2002 Simulated Classical Tests in the Multiperiod Multinomial Probit Model by Ziegler, Andreas [Downloadable!] 2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form by Kilian, Lutz & Gonçalves, Sílvia [Downloadable!] 2002 Bootstrapping Macroeconometric Models by Ray C. Fair [Downloadable!] 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology by Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey [Downloadable!] 2002 Parametric Estimation of Quadratic Term Structure Models of Interest Rate by Li Chen & H. Vincent Poor [Downloadable!] 2002 A "One-line" Simulator for Maxima or Minima on Drifting Brownian Paths by Allen Abrahamson [Downloadable!] 2002 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests by Imed Drine & Christophe Rault [Downloadable!] 2002 The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality? by Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault [Downloadable!] 2002 Labor Force Participation Dynamics in the Romanian Labor Market by Alexandru Voicu [Downloadable!] 2002 Beyond Oaxaca-Blinder: Accounting for Differences in Household Income Distributions Across Countries by François Bourguignon & Francisco H. G. Ferreira & Phillippe G. Leite [Downloadable!] 2002 The Importance of Individual Heterogeneity in the Decomposition of Measures of Socioeconomic Inequality in Health: An Approach Based on Quantile Regression by Andrew M. Jones & Ángel López-Nicolás [Downloadable!] 2002 Improved Nonparametric Confidence Intervals in Time Series Regressions by Joseph P. Romano & Michael Wolf [Downloadable!] 2002 The Importance of Individual Heterogeneity in the Decomposition of Measures of Socioeconomic Inequality in Health: An Approach Based on Quantile Regression by Andrew M. Jones & Ángel López-Nicolás [Downloadable!] 2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searches by Stella M. Salvatierra [Downloadable!] 2002 A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis by Martin Wagner [Downloadable!] 2002 Evaluating the CDF for m weighted sums of n correlated lognormal random variables by Lars Rasmusson 2002 Cultural drift induced diversity in a model for the transmission of culture by Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel 2002 Testing abnormal performance in event studies with small samples by J.S. Baixauli & S. Alvarez 2002 Employment Dynamics in the Romanian Labor Market. A Markov Chain Monte Carlo Approach by Alexandru Voicu 2002 Empirical investigation and modeling of a financial market after a crash by Fabrizio Lillo & Rosario N. Mantegna 2002 unilateral and bilateral bootstrap tests for long memory by Christian de Peretti 2002 Likelihood function optimization of elliptical copula models with financial applications by P. Palmitesta & C. Provasi 2002 Existence and Uniqueness of Price Equilibrium in Discrete Choice Models by Zsolt Sandor 2002 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets by Peter Winker & Manfred Gilli 2002 Adaptive Polar Sampling by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest 2002 An Efficient Monte Carlo Study of Feasible Generalized Least Squares Estimators for Panel Data Models by Elena Casquel & Ezequiel Uriel 2002 Hedging using simulation: a least squares approach by Claudio Tebaldi 2002 Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk 2002 The Dynamics of Dealer Quoting Behavior by B. Frijns & P. Schotman 2002 Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth by K.Y.Szeto & Chiwah Kong 2002 Absolute Convergence, Period by ROMULO A. CHUMACERO [Downloadable!] 2002 A Spline LR Test for Goodness-of-Fit by J. Huston McCulloch & E. Richard Percy, Jr. [Downloadable!] 2002 Educational expansion and income distribution. A Micro-Simulation for Ceará by Francisco H. G. Ferreira & Phillippe George Leite [Downloadable!] 2002 Beyond Oaxaca-Blinder: accounting for differences in household income distributions across countries by François Bourguignon & Francisco H.G. Ferreira & Phillipe G. Leite [Downloadable!] 2002 Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks by George Kapetanios [Downloadable!] 2002 Bootstrap Statistical Tests of Rank Determination for System Identification by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2002 One and One-Half Bound Dichotomous Choice Contingent Valuation by Cooper, Joseph C. & Hanemann, W.M. & Signorello, Giovanni [Downloadable!] 2002 Risk Assessment for Banking Systems by Martin Summer & Helmut Elsinger & Alfred Lehar [Downloadable!] 2002 Impact of Systematic Sampling on Causality in the presence of Unit Roots by Rajaguru GULASEKARAN [Downloadable!] 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda. [Downloadable!] 2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator by Roland G. Shami & Catherine S. Forbes [Downloadable!] 2002 Estimation of Hyperbolic Diffusion Using MCMC Method by Y.K. Tse & Xibin Zhang & Jun Yu [Downloadable!] 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics by Voicu, Alexandru [Downloadable!] 2002 State Dependence in Unemployment Incidence: Evidence for British Men Revisited by Arulampalam, Wiji [Downloadable!] 2002 Employment Dynamics in the Romanian Labor Market: A Markov Chain Monte Carlo Approach by Voicu, Alexandru [Downloadable!] 2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration by Kunst, Robert M. [Downloadable!] 2002 Testing for Stationarity in a Cointegrated System by Kunst, Robert M. [Downloadable!] 2002 A Currency Board Model of Hong Kong by Yue Ma & Guy Meredith & Matthew S. Yiu [Downloadable!] 2002 Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels by Dahlberg, Matz & Johansson, Eva & Tovmo, Per [Downloadable!] 2002 Count Data Modelling and Tourism Demand by Hellström, Jörgen [Downloadable!] 2002 A Bivariate Count Data Model for Household Tourism Demand by Hellström, Jörgen 2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model by Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne [Downloadable!] 2002 Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon by Graflund, Andreas & Nilsson, Birger 2002 Financial Liberalization and the Changing Characteristics of Nordic Stock Returns by Nilsson, Birger [Downloadable!] 2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models by Hjelm, Göran & Johansson, Martin W 2002 International Asset Pricing and the Benefits from World Market Diversification by Nilsson, Birger [Downloadable!] 2002 An Agent-Based Model of Wealth Distribution by Giammario Impullitti & C. Matthias Rebmann [Downloadable!] 2002 Properties of Fixed Effects Dynamic Panel Data Estimators for a Typical Growth Dataset by Arya B. Gaduh [Downloadable!] 2002 Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices by Eraker, Bjorn [Downloadable!] 2002 Does the Behaviour of Myopic Addicts Support the Rational Addiction model?: A Simulation by Björn Frank [Downloadable!] 2002 Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses by Martin Spieß & Gerhard Tutz [Downloadable!] 2002 Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series by Siem Jan Koopman & Charles S. Bos [Downloadable!] 2002 Detecting Serial Dependence in Tail Events by Cees Diks [Downloadable!] 2002 How Large is Average Economic Growth? Evidence from a Robust Method by H. Peter Boswijk & Philip Hans Franses [Downloadable!] 2002 An irregular grid approach for pricing high-dimensional American options by Berridge, S.J. & Schumacher, J.M. [Downloadable!] 2002 Simulating an (R,s,S) inventory system by Strijbosch, L.W.G. & Moors, J.J.A. [Downloadable!] 2002 Two-step sequential sampling for gamma distributions by Moors, J.J.A. & Strijbosch, L.W.G. [Downloadable!] 2002 Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods by L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest [Downloadable!] 2002 Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes by Donald W.K. Andrews & Offer Lieberman [Downloadable!] 2002 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market by George Hall & John Rust [Downloadable!] 2002 Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems by Steven Berry & Oliver Linton & Ariel Pakes [Downloadable!] 2002 Consistent Testing for Stochastic Dominance: A Subsampling Approach by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae [Downloadable!] 2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model by Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén [Downloadable!] 2002 Statistical Measurement of Income Polarization. A cross-national comparison by Axel Schmidt [Downloadable!] 2002 Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity by Yoosoon Chang & Wonho Song [Downloadable!] 2002 On the Effects of Career Choice: Matching Efficiency of Different Occupations and Education Levels by René Fahr & Uwe Sunde [Downloadable!] 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2002 Testing Normality: A GMM Approach by Christian Bontemps & Nour Meddahi [Downloadable!] 2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification by Wright, S.M. & Satchell, S.E. [Downloadable!] 2002 Experiments and Simulations on Day-to-Day Route Choice-Behaviour by Reinhard Selten & Michael Schreckenberg & Thomas Pitz & Thorsten Chmura & Sebastian Kube [Downloadable!] 2002 Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area by Dario Focarelli [Downloadable!] 2002 Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output by Patrick J. Coe [Downloadable!] 2002 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data by Sylvia Kaufmann [Downloadable!] 2002 The propagation of uncertainty through travel demand models: An exploratory analysis by Yong Zhao & Kara Maria Kockelman [Downloadable!] 2002 Sustainability Function by Albu, Lucian Liviu 2002 No-Respuesta De Items En Estudios De Mercado by PABLO MARSHALL [Downloadable!] 2002 Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo by EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO [Downloadable!] 2002 Avances recientes en métodos bootstrap para procesos ARCH. Una aplicación en el mercado español de valores by JESÚS ÁNGEL MIGUEL ÁLVAREZ & PILAR OLAVE RUBIO [Downloadable!] 2002 Assymetric Mean Reversion in the Consumption-Income Ratio: Evidence from OECD economies by Cook, Steven [Downloadable!] 2001 Moving in and out of financial distress : evidence for newly founded service sector firms by Kaiser, Ulrich [Downloadable!] 2001 Competitive Pricing Behavior in the US Auto Market: A Structural Analysis by K. Sudhir [Downloadable!] 2001 Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations by Ray C. Fair [Downloadable!] 2001 Consistent Estimation of Shape-Restricted Functions and Their Derivatives by Pok Man Chak & Neal Madras & J. Barry Smith [Downloadable!] 2001 Testing the Gaussian Copula Hypothesis for Financial Assets Dependences by Y. Malevergne & D. Sornette [Downloadable!] 2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths by Joel Huber & Kenneth Train [Downloadable!] 2001 Halton Sequences for Mixed Logit by Kenneth Train [Downloadable!] 2001 Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities by Norbert Jobst & Stavros A. Zenios [Downloadable!] 2001 Subsampling Inference in Threshold Autoregressive Models by Jesús Gonzalo & Michael Wolf [Downloadable!] 2001 Estimating Parliamentary Composition through Electoral Polls by Frederic Udina & Pedro Delicado [Downloadable!] 2001 On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives by Manuel Moreno & Javier R. Navas [Downloadable!] 2001 Econometric analysis of the sequential probit model with an application to innovation surveys by Patrick Waelbroeck 2001 Endogenous Growth Paths in Economies with Locally Interacting Agents by Fagiolo, G. and Dosi, G. 2001 An efficient and simple simulation smoother for state space time series analysis by J. Durbin and S.J. Koopman 2001 Small neighborhoods by Brian Krauth 2001 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market by George Hall and John Rust, Yale University [Downloadable!] 2001 Bootstrap LR Tests for Sign and Amplitude Asymmetries by Jerry Coakley; Ana-Maria Fuertes 2001 Very High Order Lattice Methods for One Factor Models by Jonathan Alford and Nick Webber 2001 Testing For Unit Roots Using Economics by ROMULO CHUMACERO [Downloadable!] 2001 Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity by Nikolay Gospodinov 2001 Simulation by Nalan 2001 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data by Charles J. Romeo 2001 Artificial Regressions by Russell Davidson & James G. MacKinnon [Downloadable!] 2001 Computing Numerical Distribution Functions in Econometrics by James G. MacKinnon [Downloadable!] 2001 Bootstrap Tests: How Many Bootstraps? by Russell Davidson & James G. MacKinnon [Downloadable!] 2001 Cointegration and the joint confirmation hypothesis by Vasco J. Gabriel [Downloadable!] 2001 Downside Risk and the Momentum Effect by Andrew Ang & Joseph Chen & Yuhang Xing [Downloadable!] 2001 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study by Vahid, F. & Issler, J.V. [Downloadable!] 2001 International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan by Chang, H.-C. [Downloadable!] 2001 Simulating Cohort Earnings for Australia by van de Ven, J. [Downloadable!] 2001 Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions by Dufour, Jean-Marie & Khalaf, Lynda [Downloadable!] 2001 Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions by Dufour, Jean-Marie & Khalaf, Lynda [Downloadable!] 2001 The Propensity Score: A Means to An End by Augurzky, Boris & Schmidt, Christoph M. [Downloadable!] 2001 The Evaluation of Community-Based Interventions: A Monte Carlo Study by Augurzky, Boris & Schmidt, Christoph M. [Downloadable!] 2001 Testing Restrictions In Normal Data Models Using Gibbs Sampling by Matteo Ciccarelli [Downloadable!] 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios by Graflund, Andreas [Downloadable!] 2001 Are the Nordic Stock Markets Mean Reverting? by Graflund, Andreas [Downloadable!] 2001 Testing exogeneity under distributional misspecification by de Luna, Xavier & Johansson, Per [Downloadable!] 2001 A method to generate multivariate data with moments arbitrary close to the desired moments by Lyhagen, Johan [Downloadable!] 2001 Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study by Löf, Mårten 2001 Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? by Karame, F. 2001 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets by Winmker, P. & Gilli, M. 2001 Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample by Delaigle, A. & Gijbels, I. 2001 A Fast Subsampling Method for Nonlinear Dynamic Models by Hong, H. & Scaillet, O. & Tamer, E. 2001 A Nonparametric Simulated Maximum Likelihood Estimation Method by Fermanian, J.D. & Salanie, B. 2001 A fast Subsampling Method for Nonlinear Dynamic Models by Hong, H. & Scaillet, O. & Tamer, E. 2001 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter by Poirier, D.J. & Tobias, J.L. 2001 Across-Regime Covariance Restrictions in Treatment Response Models by Poirier, D.J. & Tobias, L. 2001 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets by Manfred GILLI, & Peter WINKER [Downloadable!] 2001 Poverty and Expenditure Differentiation of the Russian Population by Aivazian Sergey & Kolenikov Stanislav [Downloadable!] 2001 China's WTO Accession and Policy Options for Banking Reform by Kui-Wai Li & Jun Ma [Downloadable!] 2001 Performance of core inflation measures by C.K. Folkertsma & K. Hubrich [Downloadable!] 2001 How to Implement the Bootstrap in Static or Stable Dynamic Regression Models by Noud P.A. van Giersbergen & Jan F. Kiviet [Downloadable!] 2001 Bootstrapping Macroeconometric Models by Ray C. Fair [Downloadable!] 2001 Higher-order Improvements of the Parametric Bootstrap for Markov Processes by Donald W.K. Andrews [Downloadable!] 2001 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model by Canova, Fabio & Ciccarelli, Matteo [Downloadable!] 2001 Detecting Mutiple Breaks in Financial Market Volatility Dynamics by Elena Andreou & Eric Ghysels [Downloadable!] 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf [Downloadable!] 2001 The Fiscal Stabilization Policy under EMU - An Empirical Assessment by Arjan Kadareja [Downloadable!] 2001 General Model-based Filters for Extracting Cycles and Trends in Economic Time Series by Harvey, A.C. & Trimbur, T.M. [Downloadable!] 2001 A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate by Fabio Fornari & Antonio Mele [Downloadable!] 2001 A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data by Fuchun Li & Greg Tkacz [Downloadable!] 2001 Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación by PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J. [Downloadable!] 2001 Observaciones anómalas y contrastes de raíz unitaria en datos semanales by CÁCERES HERNÁNDEZ, José Juan & CANO FERNÁNDEZ, Víctor J. & MARTÍN ÁLVAREZ, Francisco J. [Downloadable!] 2001 Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - Eine Anmerkung by Carsten-Patrick Meier [Downloadable!] 2001 Positive Feedback and Path Dependence Using the Law of Large Numbers by Peter Hans Matthews [Downloadable!] 2001 Bootstrapping Student Understanding of What Is Going on in Econometrics by Peter E. Kennedy [Downloadable!] 2000 Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test by Ignacio Díaz-Emparanza [Downloadable!] 2000 An EVT Approach to calculating Risk Capital Requirements by Chris Brooks & Gita Persand & Andrew D. Clare [Downloadable!] 2000 Value at Risk and Market Crashes by Chris Brooks & Gita Persand [Downloadable!] 2000 Improving the Reliability of Bootstrap Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 2000 An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach by Chakravarty, Sugato & Li, Kai 2000 Sustainability of public debt: a theoretical and empirical investigation by Albu, Lucian-Liviu & Pelinescu, Elena [Downloadable!] 2000 Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes by Dufour, J.M. & Torres, O. 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions by Dufour, J.M. & Khalaf, L. 2000 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions by Dufour, J.M. & Khalaf, L. 2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes by DUFOUR, Jean-Marie & TORRÈS, Olivier [Downloadable!] 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions by DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2000 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions by DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François [Downloadable!] 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis [Downloadable!] 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François [Downloadable!] 2000 On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis [Downloadable!] 2000 Wealth Dynamics in the 1980’s and 1990’s: Sweden and the U.S by Klevmarken, Anders & Lupton, Joseph & Stafford, Frank [Downloadable!] 2000 Improving Fractional Integration Tests With Bootstrap Distributions by Andersson, Michael K. & Gredenhoff, Mikael P. [Downloadable!] 2000 The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests? by Amilon , Henrik & Byström , Hans [Downloadable!] 2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market by Graflund, Andreas [Downloadable!] 2000 Testing for common cointegrating rank in dynamic panels by Larsson, Rolf & Lyhagen, Johan [Downloadable!] 2000 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data by Romeo, C.J. 2000 Wealth Dynamics in the 1980' and 1990's: Sweden and the U.S by Klevmarken, A. & Lupton, J. & Stafford, F. 2000 Wealth Dynamics in the 1980' and 1990's: Sweden and the U.S by Klevmarken, A. & Lupton, J. & Stafford, F. 2000 Time Series Simulation With Quasi Monte Carlo Methods by Li, J.X. & Winker, P. 2000 On the Econometric Estimation of the Distance Function Representation of a Production Technology by Coelli, T. 2000 Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices by Khalaf, L. & Saphores, J. & Bilodeau, J.F. 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests by Saphores, J.D. & Khalaf, L. & Pelletier, D. 2000 Bayesian Analysis of Poisson Mixtures by Green, P.J. & Ricahrdson, S. & Viallefont, V. 2000 Mixture Models, Latent Variables and Partitioned Importance Sampling by Casella, G. & Robert, C.P. & Wells, M.T. 2000 Two-Dimensional Graphical Representations of Regression Submodels by Rolle, J.-D. 2000 Constrained EMM and Indirect Inference Estimation by Calzolari, G. & Fiorentini, G. & Sentana, E. 2000 Stochastic Programming: Non-Anticipativity and Lagrange Multipliers by Evstigneev, I.V. & Flam, S.D. 2000 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration by Binder, M. & Hsiao, C. & Pesaran, M.H. 2000 Bayesian Inference in the Non-Central Student-T Model by Tsionas, E.G. 2000 Bayesian Option Pricing using Asymmetric Garch Models by Bauwens, L. & Lubrano, M. 2000 Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests by Davidson, R. 2000 Performance of core inflation measures by C.K. Folkertsma & K. Hubrich [Downloadable!] 2000 Two-step sequential sampling by Moors, J.J.A. & Strijbosch, L.W.G. [Downloadable!] 2000 Expected versus realized income changes : a test of the rational expectations hypothesis by Das, M. & Soest, A. van [Downloadable!] 2000 Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency by Yoosoon Chang [Downloadable!] 2000 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results by Elena Andreou & Eric Ghysels [Downloadable!] 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions by Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2000 Simulation Based Finite and Large Sample Tests in Multivariate Regressions by Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2000 Decisions on Seasonal Unit Roots by Kunst, Robert M. & Reutter, Michael [Downloadable!] 2000 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration by Michael Binder & Cheng Hsiao & M. Hashem Pesaran 2000 Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry by Khalaf, Lynda & Kichian, Maral [Downloadable!] 2000 Bayesian Inference in the Non-Central Student-T Model by Tsionas, E.G. 2000 Uncertainty and the size distribution of rewards from innovation by F. M. Scherer & Dietmar Harhoff & J, rg Kukies [Downloadable!] 2000 A simple regime switching term structure model by Asbjørn T. Hansen & Rolf Poulsen [Downloadable!] 2000 Discrete time option pricing with flexible volatility estimation by Christian M. Hafner & Wolfgang HÄrdle [Downloadable!] 2000 Spell durations and the impact of censoring by Michael A. Nolan [Downloadable!] 2000 Comparing Interval Restricted Estimators in Hedonic Pricing by Henning Knautz [Downloadable!] 2000 Ergänzung fehlender Daten in Umfragen by Susanne Rässler [Downloadable!] 2000 MCMC in econometrics by Dani Gamermam 1999 Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets by M. Utku Unver [Downloadable!] 1999 Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators by Joachim Inkmann [Downloadable!] 1999 Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach by Shinn-Juh Lin & Jian Yang 1999 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model by Fabio Canova & Matteo Ciccarelli [Downloadable!] 1999 A Scaled Difference Chi-Square Test Statistic for Moment Structure Analysis by Albert Satorra & Peter M. Bentler [Downloadable!] 1999 Scaled and Adjusted Restricted Tests in Multi-Sample Analysis of Moment Structures by Albert Satorra [Downloadable!] 1999 Asymptotic Behaviour of the Density in a Parabolic SPDE by Arturo Kohatsu & D. Márquez Carreras & M. Sanz Solé [Downloadable!] 1999 Weak Approximations. A Malliavin Calculus Approach by Arturo Kohatsu [Downloadable!] 1999 The slippery slope: explaining the increase in extreme poverty in urban Brazil, 1976-1996 by Francisco de Hollanda Guimarães Ferreira & Ricardo Paes de Barros [Downloadable!] 1999 Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis by Buda, Rodolphe [Downloadable!] 1999 Noise trading and exchange rate regimes by Olivier Jeanne & Andrew K Rose [Downloadable!] 1999 The Declining Price Effect in Sequential Auctions: What Theory Does Not Predict by Olivier Chanel & Stéphanie Vincent [Downloadable!] 1999 Bierens' and Johansen's Method - Complements or Substitutes? by Wagner, Martin [Downloadable!] 1999 VAR Cointegration in VARMA Models by Wagner, Martin [Downloadable!] 1999 Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation by Fortin, Ines & Kuzmics, Christoph [Downloadable!] 1999 Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach by Teruo Nakatsuma 1999 Monte Carlo simulations of DEA efficiency measures and hypothesis tests by Kittelsen,S.A.C. [Downloadable!] 1999 Stochastic Frontier Production Function With Errors-In-Variables by Dhawan, Rajeev & Jochumzen, Peter [Downloadable!] 1999 Likelihood-Based Inference in Multivariate Panel Cointegration Models by Larsson, Rolf & Lyhagen, Johan [Downloadable!] 1999 Detecting equilibrium correction with smoothly time-varying strength by Eliasson, Ann-Charlotte [Downloadable!] 1999 Bootstrapping Error Component Models by Andersson, Michael K. & Karlsson, Sune 1999 On the power and interpretation of panel unit root tests by Karlsson, Sune & Löthgren, Mickael [Downloadable!] 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH by Wei, J.Z. & Duan, J.C. 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH by Wei, J.Z. & Duan, J.C. 1999 Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths by Rault, C. 1999 Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths by Rault, C. 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk by Bauwens, L. & Bos, C.S. & Van Dijk, H.K. 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk by Bauwens, L. & Bos, C.S. & Van Dijk, H.K. 1999 Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation by Tan, B. & Yilmaz, K. 1999 Coordinating Agents' Actions: The Influence of Macroeconomic Information on Firm-Level Expectations by Gregoir, S. & Lenglart, F. 1999 Computational and Inferential Difficulties with Mixture Posterior Distributions by Celeux, G. & Hurn, M. & Robert, C.P. 1999 Bayesian Inference in Hidden Markov Models through Jump Markov Chain Monte Carlo by Robert, C.P. & Ryden, T. & Titterington, D.M. 1999 Kernel Based Nonlinear Canonical Analysis by Darolles, S. & Florens, J.-P. & Gourieroux, C. 1999 Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison by Guermat, C. & Hadri, K. 1999 Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis by Guermat, C. & Hadri, K. 1999 The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator by Hadri, K. & Phillips, G.D.A. 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. 1999 Hypothesis Testing in the Presence of One-Sided Nuisance Parameters by Hughes, A.W. 1999 Estimating a Bargaining Model with Asymmetric Information: Evidence from Medical Malpractice Disputes by Sieg, Holger 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk by Luc Bauwens & Charles S. Bos & Herman K. van Dijk [Downloadable!] 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk [Downloadable!] 1999 Decomposing Portfolio Value-at-Risk: A General Analysis by Winfried G. Hallerbach [Downloadable!] 1999 Signal extraction and the formulation of unobserved components models by Harvey, A. & Koopman, S.J. [Downloadable!] 1999 Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk by L. Bauwens & C.S. Bos & H.K. van Dijk [Downloadable!] 1999 Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators by Donald W.K. Andrews [Downloadable!] 1999 Stochastic Volatility: Univariate and Multivariate Extensions by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi [Downloadable!] 1999 Model Selection in Threshold Models by Kapetanios, G. [Downloadable!] 1999 Stock market prices and long-range dependence by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger [Downloadable!] 1999 Metodología para la zonificación de una ciudad by CANO GUERVÓS, R. & CHICA OLMO, J. & HERMOSO GUTIÉRREZ, J.A. [Downloadable!] 1998 Benchmark Priors for Bayesian Model Averaging by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel [Downloadable!] 1998 MCMC Methods for Fitting and Comparing Multinomial Response Models by Siddhartha Chib & Edward Greenberg & Yuxin Chen [Downloadable!] 1998 Small Sample Performance of Two Approaches to Technical Efficiency Estimation with Multiple Outputs by Dieter Gstach [Downloadable!] 1998 Constant Coefficient Tests for Random Coefficient Regression by Pedro Delicado & Juan Romo [Downloadable!] 1998 Rate of Convergence of a Particle Method to the Solution of the Mc Kean-Vlasov's Equation by Fabio Antonelli & Arturo Kohatsu [Downloadable!] 1998 On the Efficiency and Sensitivity of a Pyramidal Classification Algorithm by Àngel J. Gil & Carles Capdevila & Antoni Arcas [Downloadable!] 1998 The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? by Kamstra, M. 1998 Conflicts Among Tests for Cointegration by Allan W. Gregory & Alfred Haug 1998 Likelihood INference for Discretely Observed Non-linear Diffusions by Elerian, O. & Chib, S. & Shephard, N. 1998 Simulation-Based Finite-Sample Normality Tests in Linear Regressions by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien [Downloadable!] 1998 Nonparametric Seemingly Unrelated Regression by Smith, M. & Kohn, R. 1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case by Bolduc, Denis & Bonin, Sylvie [Downloadable!] 1998 Mixed Logit Estimation of the Value of Travel Time by Algers, Staffan & Bergström, Pål & Dahlberg, Matz & Lindqvist Dillén, Johanna [Downloadable!] 1998 On Bootstrap Standard Errors in Dynamic Panel Data Models by Bergström, Pål 1998 Estimation in integer - valued moving average models by Brännäs, Kurt & Hall, Andreia 1998 Essays on Exchange Rates: Deterministic Chaos and Technical Analysis by Bask, Mikael [Downloadable!] 1998 World-Wide Purchasing Power Parity by Jacobson, Tor & Nessen, Marianne [Downloadable!] 1998 Testing linearity against smooth transition autoregression using a parametric bootstrap by Skalin, Joakim [Downloadable!] 1998 Rational Bubbles and Fractional Alternatives by Andersson, Michael K. & Nydahl, Stefan [Downloadable!] 1998 Likelihood-Based Cointegration Tests in Heterogeneous Panels by Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael 1998 A Monte Carlo Analysis of Technical Inefficiency Predictors by Kumbhakar, Subal C. & Löthgren, Mickael [Downloadable!] 1998 On the Effects of Imposing or Ignoring Long Memory when Forecasting by Andersson, Michael K. [Downloadable!] 1998 How to Bootstrap DEA Estimators: A Monte Carlo Comparison by Löthgren, Mickael [Downloadable!] 1998 Robust Testing for Fractional Integration Using the Bootstrap by Andersson, Michael K. & Gredenhoff, Mikael P. [Downloadable!] 1998 Mixed Logit Estimation of the Value of Travel Time by Algers, S. & Bergstrom, P. & Dahlberg, M. & Dillen, J.L. 1998 The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? by Kamstra, M. 1998 Some Monte Carlo Results for the Modified Logit Model by Aalouze & C.M. 1998 How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks? by Kilian, L. & Chang, P.L. 1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics by Kilian, L. 1998 A Bayesian Approach to the Econometrics of First-Price Auctions by Albano, G.L. & Jouneau, F. 1998 Finite Sample properties of Seasonal Integration Tests by Banik, S. & Silvapulle, P. 1998 Kernel Based Nonlinear Canonical Analysis by Darolles, S. & Florens, J.-P. & Goudrieroux, C. 1998 The Simulated Likelihood Ratio (SLR) Method by Billio, M. & Monfort, A. & Robert, C.P. 1998 Forecasting (LOG) Volatility Models by Christodoulakis, G.A. & Satchell, S.E. 1998 Between Cultures and Markets: an Eclectic Analysis of Juvenile Gender Ratios in India by Dasgupta, I. & Palmer-Jones, R. & Parikh, A. 1998 Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models by Glasserman, P. & Zhao, X. 1998 Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models by Ortega, E. 1998 Price Decline in Sequential Auction: Reasons and Measures by Chanel, O. & Vincent, S. 1998 Variable Selection in the Linear regression Model with One-Sided Information and Small Sample by Hughes, A.W. 1998 Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs by Crawford, Gregory S. & Shum, Matthew [Downloadable!] 1998 Time series analysis of non-gaussian observations based on state space models from both classical and bayesian perspectives by Durbin, J. & Koopman, S.J. [Downloadable!] 1998 Statistical algorithms for models in state space using ssfpack 2.2 by Koopman, S.J. & Shephard, N. & Doornik, J.A. [Downloadable!] 1998 Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods by Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil 1998 Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models by Eva Ortega 1997 Statistical Modeling of Fishing Activities in the North Atlantic by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel [Downloadable!] 1997 Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter by Mark J. Jensen [Downloadable!] 1997 An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets by Mark J. Jensen [Downloadable!] 1997 Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995 by Saul Estrin & Geovanni Urga [Downloadable!] 1997 Estimation of Dynamic Programming Models with Censored Dependent Variables by Aguirregabiria, V. 1997 Comparing and Validating Hypothesis Test Procedures: Graphical and Numerical Tools by Pedro Delicado & Iolanda Placencia [Downloadable!] 1997 Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective by Fabio Canova & Gianni de Nicolo [Downloadable!] 1997 On the Small Sample Distribution of the R/S Statistic by Michael Harrison & Glenn Treacy 1997 Bootstrap Tests of Nonnested Linear Regression Models by Russell Davidson & James G. MacKinnon [Downloadable!] 1997 Bootstrap Tests: How Many Bootstraps? by Russell Davidson & James G. MacKinnon [Downloadable!] 1997 A Sequential Game Model of Sports Championship Series: Theory and Estimation by Christopher Ferrall & Anthony A. Smith, Jr. [Downloadable!] 1997 Income Taxation and the Accounting Period : A Simulation Analysis by Creedy, J 1997 Inequality, Mobility and Income Distribution Comparisons by Creedy, J 1997 -A Tobit Model With Garch Errors by Gabriele Fiorentini & Giorgio Calzolari [Downloadable!] 1997 An Examination of the Dynamic Behavior of Local Governments Using GMM Bootstrapping Methods by Dahlberg, Matz & Johansson, Eva 1997 GMM Bootstrapping and Testing in Dynamic Panels by Bergström, Pål & Dahlberg, Matz & Johansson, Eva 1997 Generalized Method of Moment and Indirect Estimation of the ARASMA Model by Brännäs, Kurt & de Luna, Xavier 1997 Testing Linearity against Nonlinear Moving Average Models by Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo 1997 On the Damodaran Estimator of Price Adjustment Coefficients by Säfvenblad, Patrik [Downloadable!] 1997 Bootstrapping the Malmquist Productivity Index: A Simulation Study by Löthgren, Mickael 1997 Bootstrap Testing for Fractional Integration by Andersson, Michael K. & Gredenhoff, Mikael P. [Downloadable!] 1997 On the Consistency of the DEA-based Average Technical Efficiency Bootstrap by Löthgren, Mickael 1997 Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment by Hagerud, Gustaf E. [Downloadable!] 1997 Specification Tests for Asymmetric GARCH by Hagerud, Gustaf E. [Downloadable!] 1997 Computationally Efficient Double Bootstrap Variance Estimation by Karlsson, Sune & Löthgren, Mickael [Downloadable!] 1997 On Bootstrap Standard Errors in Dynamic Panel Data Models by Bergstrom, P. 1997 Managing Funds in the US Market: How to Distinguish Between Transitory Distortions and Structural Changes in the Stock Prices? by Bruneau, C. & Duval-Kieffer, C. & Nicolai, J.P. 1997 Residual-Based Bootstrap Tests for Normality in Autoregressions by Kilian, L. & Demiroglu, U. 1997 A Bayesian Approach to Dynamic Tobit Models by Wei, S.X. 1997 Nonparametric Estimation of a Diffusion Equation from Tick Observations by Burgayran, E. & Darolles, S. 1997 Truncated Dynamics and Estimation of Diffusion Equations by Darolles, S. & Gourieroux, C. 1997 Dynamiques tronquees et estimation de modeles de diffusion by Darolles, S. & Gourieroux, C. 1997 Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures by Kleibergen, F. & Van Dijk, H.K. 1997 La gestion des donnees imprecises by Chauveau, J.-M. 1997 A Sotchastic Mesh Method for Pricing High-Dimensional American Options by Broadie, M. & Glasserman, P. 1997 Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model by Sentana, E. & Fiorentini, G. 1997 Bayesian Option Pricing Using Asymmetric GARCH by Bauwens, L. & Lubrano, M. 1997 Outlier robust cointegration analysis by Franses, Philip Hans & Lucas, Andr‚ [Downloadable!] 1997 A state-space calculus for rational probability density functions and applications to non-Gaussian filtering by Hanzon, Bernard & Ober, Raimund J. [Downloadable!] 1997 On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests by Donald W.K. Andrews & Moshe Buchinsky [Downloadable!] 1997 Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995 by Estrin, Saul & Urga, Giovanni [Downloadable!] 1997 Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective by Canova, Fabio & de Nicolo, Gianni [Downloadable!] 1997 How to deal with unobservable variables in economics by Krelle, Wilhelm [Downloadable!] 1997 Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators by Alexander Michaelides & Serena Ng [Downloadable!] 1997 Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples by Marie-Josée Godbout & Simon van Norden [Downloadable!] 1997 On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions by Marmol, F. & Reboredo, J.C. 1997 Selección de modelos no anidados. Un estudio de Monte Carlo by Pons Novell, Jordi [Downloadable!] 1996 The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation by Smith, J.C. & Otero, J. 1996 Are International R&D Spillovers Trade-related? Analyzing Spillovers among Randomly Matched Trade Partners by Wolfgang Keller [Downloadable!] 1996 Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning by Kenneth E. Train [Downloadable!] 1996 A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos by William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen [Downloadable!] 1996 Nonlinear Models and Small Sample Performance of the Generalized Method of Moments by Eva Ventura [Downloadable!] 1996 Fusion of Data Sets in Multivariate Linear Regression with Errors-in-Variables by Albert Satorra [Downloadable!] 1996 Testing Calibrated General Equilibrium Models by Fabio Canova & Eva Ortega [Downloadable!] 1996 Weighted Kernel Regression by Pedro Delicado & Manuel del Rio [Downloadable!] 1996 Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles by Donaldson, R.G. & Kamstra, M. 1996 Did Option Prices Predict the ERM Crises? by Bruce Mizrach 1996 Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins and Remedies by Leung, S.F. & Yu, S. 1996 Why Does the Australian Dollar Move so Closely With the Terms of Trade? by David Gruen & Tro Kortian [Downloadable!] 1996 The Power of Bootstrap Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 1996 The Size Distortion of Bootstrap Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 1996 Further Investigation of the Uncertain Unit Root in GNP by Yin-Wong Cheung & Menzie D. Chinn [Downloadable!] 1996 Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI by Matthew D. Shapiro & David W. Wilcox [Downloadable!] 1996 Specification Testing in Panel Data With Instrumental Variables by Gilbert E. Metcalf [Downloadable!] 1996 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification by Harris, M.N. & Longmire, R.J. & Matyas, L. 1996 Testing for Serial Correlation in the of Dynamic Heteroscedasticity by Silvapulle, P. & Evans, M. 1996 Estimation of Regression Disturbances Based on Minimum Message Length by Laskar, M.R. & King, M.L. 1996 Using the EM Algorithm with Complete, but Scrambled, data by Kalb, G. 1996 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models by Harris, M.N. & Matyas, L. 1996 Aggregation and Cointegration by Korosi, G. & Longmire, R. & Matyas, L. 1996 Additive Nonparametric Regression with Autocorrelated Errors by Smith, M. & Wong, C.M. & Kohn, R. 1996 Improved Small Sample Midel selection Procedures by King, M.L. & Forbes, C.S. & Morgan, A. 1996 Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals by Snyder, R.D. & Grose, S. 1996 The Energy-Capital Complementarity Debate: An Example of a Bootstrapped Sensitivity Analysis by Raj, Baldev & Veall, Michael R. [Downloadable!] 1996 Nonsmooth Infinit Horizon Control Problem by Seierstad, A. 1996 Bartlett Corrections in Cointegration Testing by Jacobson, Tor & Larsson, Rolf [Downloadable!] 1996 Scale Efficiency and Scale Elasticity in DEA-models - A Bootstrapping Approach by Löthgren, Mickael & Tambour, Magnus 1996 A Monte Carlo Study into Time Aggregation in Continuous and Discrete-Time Hazard Models by Ter Hofstede, F. & Wedel, M. 1996 Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles by Donaldson, R.G. & Kamstra, M. 1996 Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection by Swanson, N.R. & Zeng, T. 1996 A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables by Swanson, N.R. & Ozyildirim, A. & Pisu, M. 1996 Using Panel Data to Evaluate Growth Theories by Evans, P 1996 On the Size and Power of System Tests for Cointegration by Bewley, R. & Yang, M. 1996 Determinating Lyapunov Exponents in Deterministic Dynamical Systems by Delecroix, M. & Guegan, D. & Leorat, G. 1996 Estimation des Modeles de Donnees de Panel avec Regresseurs Temporels by Boumahdi, R. & Thomas, A. 1996 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative by Florens, J.P. & Richard, J.F. & Rolin, J.M. 1996 Equality Restricted Random Variables: Densities and Sampling Algorithms by Kleibergen, F. 1996 Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions by Rolle, J.D. 1996 The Design of Monte Carlo Experiments for VAR Models by Dhrymes, P.J. 1996 Pricing American-Style Securities Using Simulation by Broadie, M. & Glasserman, P. 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes by Dolado, J.J. & Marmol, F. 1996 Bayesian Inference on GARCH Models Using the Gibbs Sampler by Bauwens, L. & Lubrano, M. 1996 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration by Mackinnon, J.G. & Haug, A.A. & Michelis, L. 1996 Conditional Independence Restrictions: Testing and Estimation by Oliver Linton & Pedro Gozalo [Downloadable!] 1996 The Design of Monte Carlo Experiments for VAR Models by Dhrymes, P.J. 1996 A Note on the Power of Revealed Preference Tests with Afriat Inefficiency by Reinhard Sippel [Downloadable!] 1996 A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions by David A. Belsley [Downloadable!] 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes by Juan J. Dolado & Francisco Mármol 1996 Scenario Simulation: Theory and methodology (*) by Farshid Jamshidian & Yu Zhu [Downloadable!] 1996 Comportamiento en muestras pequeñas de los atípicos innovacionales: Un ejercicio de simulación by F. Javier Trivez & Javier Nievas [Downloadable!] 1995 Non-Nested Pretest Tests by Michelis, L. 1995 Asymptotic Robustness in Multi-Sample Analysis of Multivariate Linear Relations by Albert Satorra [Downloadable!] 1995 Noisy signals in target zone regimes Theory and Monte Carlo experiments by Steinar Holden, Dag Kolsrud and Birger Vikøren 1995 Likelihood Analysis of Non-Gaussian Parameter-Driven Models by Shephard, N. & Pitt, M.K. 1995 Small Sample Properties of GMM for Business Cycle Analysis by Lawrence J. Christiano & Wouter J. Den Haan [Downloadable!] 1995 A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model by Kenneth D. West & David W. Wilcox [Downloadable!] 1995 Bootstrapping DEA-based Efficiency Measures and Malmquist Productivity Indices. A Study of Swedish Eye-Care Service Provision by Löthgren, Mickael & Tambour, Magnus 1995 On the Efficiencies of Some Common Quick Estimators by Mudholkar, G.S. & Freimer, M. & Hutson, A.D. 1995 GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments by Bertsched, I & Lechner, M 1995 Unit Root Test and Structural Breaks by Silvapulle, P. 1995 A Lagrange Multiplier Test Seasonal Fractional Integration by Silvapulle, P. 1995 Testing for Embeddability by Stationary Reversible Continuous-Time Morkov Processes by Florens, J.P. & Renault, E. & Touzi, N. 1995 Statistical Inference for Random Variance Option Pricing by Pastorello, S. & Renault, E. & Touzi, N. 1995 An Empirical Examination of a Multilateral Target Zone by Schulstad, P. & Serrat, A. 1995 Testing Additivity in Generalized Nonparametric Regression Models by Oliver Linton & Pedro Gozalo [Downloadable!] 1995 The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination by Canova, Fabio & de Nicolo, Gianni [Downloadable!] 1995 Models and Priors for Multivariate Stochastic Volatility by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi [Downloadable!] 1995 Estimation and Inference in Cointegrated Systems Under Near-Integration by Sheldon, M. 1995 An Empirical Examination of a Multilateral Target Zone by Paul Schulstad & Ángel Serrat 1995 Simulating small-sample properties of the maximum likelihood cointegration method : estimation and testing by Tor Jacobson [Downloadable!] 1994 Measuring Business Cycles with Business-Cycle Models by Allan W. Gregory & Gregor W. Smith 1994 Changing Wage Structure and Black-White Wage Differentials: A Longitudinal Analysis by David Card & Thomas Lemieux [Downloadable!] 1994 Numerical Aspects of Bayesian VAR-modeling by Kadiyala, K. Rao & Karlsson, Sune [Downloadable!] 1994 Are Real Wages and Unemployment Related? by Jacobson, Tor & Vredin, Anders & Warne, Anders 1994 Bayesian Inference for Periodic Regime-Switching Models by Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay [Downloadable!] 1992 Residual-Based Tests for Cointegration in Models with Regime Shifts by Allan W. Gregory & Bruce E. Hansen 1992 The Identifiability of the Mixed non-Proportional Hazards Models by McCall, B.P. 1992 A Note on the Identifiability of Dynamic Binary Choice Model with State Dependence by McCall, B.P. 1992 Specification Diagnostics for Duration Models : A Martingale Approach by McCall, B.P. 1991 Testing for Structural Breaks in Cointegrated Relationship by Allan W. Gregory & Jason M. Nason 1991 Simulation Estimation Methods for Limited Dependent Variable Models by Vassilis A. Hajivassiliou [Downloadable!] 1990 An Analysis of the Distributional Impact of the Goods and Services Tax by Grady, Patrick [Downloadable!] 1990 The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis by Vassilis A. Hajivassiliou & Daniel McFadden [Downloadable!] 1989 Nonrandom Mixing Models of HIV Transmission by Peter Cramton & Edward Kaplan & A. David Paltiel [Downloadable!] A note on the 'Natural Rate of Subjective Inequality' hypothesis and the approximate relationship between the Gini coefficient and the Atkinson index by James Harvey [Downloadable!] The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case by Steve Lawford & Michalis P Stamatogiannis A Monte Carlo study into time-aggregation in continuous and discrete- time hazard models by Frenkel ter Hofstede & Michel Wedel University of Groningen [Downloadable!] Structural Change and the Order of Integration in Univariate Time Series by Luis Alberiko Gil-Alana [Downloadable!] Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf by Luis Alberiko Gil-Alana [Downloadable!] Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 by Luis Alberiko Gil-Alana & Guglielmo M.Caporale [Downloadable!] A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components by Arvid Raknerud [Downloadable!] A characterization of self-affine processes in finance through the scaling function by Marina Resta & Davide Sciutti [Downloadable!] Consistency Properties of a Simulation-Based Estimator for Dynamic Processes by Manuel Santos [Downloadable!] Risk attitude in real decision proBLEMs by Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti [Downloadable!] Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996) by Harald Oberhofer & Michael Pfaffermayr [Downloadable!] Bias and Efficiency of Single vs Double Bound Models for Contingent Valuation Studies.A Monte Carlo Analysis by Pinuccia Calia & Elisabetta Strazzera [Downloadable!] Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing by Joseph Francois & Julia Woerz [Downloadable!] Robust Resampling Methods for Time Series by Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI [Downloadable!] Frailty Correlated Default by Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA [Downloadable!] Anomalous Returns in a Neural Network Equity-Ranking Predictor by J.B. Satinover & D. Sornette [Downloadable!] An Investigation of Tests for Linearity and the Accuracy of Flexible Nonlinear Inference by Christian M. Dahl [Downloadable!] Empirically Relevant Power Comparisons for Limited Dependent Variable Models by N.E. Savin & Allan H. Würtz [Downloadable!] The Effect of Nuisance Parameters on Size and Power; LM Tests in Logit Models by N.E. Savin & Allan H. Wuertz [Downloadable!] Better Confidence Intervals for the Population Mean by Using Trimmed Means and The Iterated Bootstrap? by Viggo Hoest [Downloadable!] Economic Simulations in Swarm: Agent-Based Modelling and Object Oriented Programming - By Benedikt Stefansson and Francesco Luna: A Review and Some Comments about Agent Based Modeling by Pietro Terna [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
