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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC16: Econometric and Statistical Methods; Specific Distributions
This topic is covered by the following reading lists: SOEP based publications
2009 Optimal design and p-concavity by Christian Ewerhart [Downloadable!] 2009 Distribution of Labour Productivity in Japan over the Period 1996?-2006 by Souma, Wataru & Ikeda, Yuichi & Iyetomi, Hiroshi & Fujiwara, Yoshi [Downloadable!] 2009 Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China by Yang Ni & Shasha Guo & David E. Giles [Downloadable!] 2009 Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution by David E. Giles & Hui Feng [Downloadable!] 2009 Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution by David E. Giles [Downloadable!] 2009 Technical Efficiency, Specialization and Ownership Form: Evidences from a Pooling of Italian Hospitals by Silvio Daidone & Francesco D'Amico [Downloadable!] 2009 On the Probability Distribution of Economic Growth by Öller , L-E & Stockhammar, P [Downloadable!] 2009 Properties of distributions with increasing failure rate by Brusset, Xavier [Downloadable!] 2009 Generalized Marginal Risk by Keel, Simon & Ardia, David [Downloadable!] 2009 A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio [Downloadable!] 2009 Global Income Distribution and Inequality: 1993 and 2000 by Duangkamon Chotikapanich & William E Griffiths & D.S. Prasada Rao & Vicar Valencia [Downloadable!] 2009 A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics by John Galbraith & Dongming Zhu [Downloadable!] 2009 Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution by John Galbraith & Dongming Zhu [Downloadable!] 2009 Basket Options on Heterogeneous Underlying Assets by Georges Dionne & Geneviève Gauthier & Nadia Ouertani [Downloadable!] 2009 Linking Individuals and Societies by Jasso, Guillermina [Downloadable!] 2009 Properties of Hierarchical Archimedean Copulas by Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid [Downloadable!] 2009 Uncertainty of Multiple Period Risk Measures by Lönnbark, Carl [Downloadable!] 2009 The Global-Local Interplay of MNE and Non-MNE Firms by Johansson, Börje & Lööf, Hans [Downloadable!] 2009 Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion by Mario Cerrato & Hyunsok Kim & Ronald MacDonald [Downloadable!] 2009 The Macroeconomic Performance of the Inflation Targeting Policy: An Approach Based on the Evolutionary Co-spectral Analysis by Zied Ftiti [Downloadable!] 2009 Unification of the Fréchet and Weibull Distribution by Peter ter Berg [Downloadable!] 2009 A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models by Krajina, A. [Downloadable!] 2009 Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution by Dongming Zhu & John Galbraith [Downloadable!] 2009 A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics by Dongming Zhu & John Galbraith [Downloadable!] 2009 A Nonparametric Analysis Of Canadian Employment Patterns by Marcel Voia [Downloadable!] 2009 Sums and Extreme Values of Random Variables: Duality Properties by Ralph W. Bailey [Downloadable!] 2009 Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution by Necula, Ciprian [Downloadable!] 2008 A Statistical Equilibrium Model of Competitive Firms by Irle, Albrecht & Milakovic, Mishael & Alfarano, Simone & Kauschke, Jonas [Downloadable!] 2008 Does Classical Competition Explain the Statistical Features of Firm Growth? by Alfarano, Simone & Milakovic, Mishael [Downloadable!] 2008 Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters by Dinghai Xu & John Knight [Downloadable!] 2008 Urn-based models for dependent credit risks and their calibration through EM algorithm by Riccardo Gusso & Uwe Schmock [Downloadable!] 2008 Value at Risk (VaR) and the alpha-stable distribution by John C. Frain [Downloadable!] 2008 Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices by John C. Frain [Downloadable!] 2008 Sociological and Economic Inequality and the Second Law by Kafri, Oded [Downloadable!] 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana by Maldonado, Diego & Pazmiño , Mariela [Downloadable!] 2008 Methods of Measuring the Students’ Results Obtained in the Teaching-Learning Process by Serbanescu, Luminita & Bengescu, Marcela & Dumitru, Mihaela Iuliana [Downloadable!] 2008 Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution by Barnett, William A. & Seck, Ousmane [Downloadable!] 2008 Deviations from Zipf’s Law for American cities: an empirical examination by Rafael, González-Val [Downloadable!] 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments by Ibrahim Ahamada & Philippe Jolivaldt [Downloadable!] 2008 Dynamic analysis of the insurance linked securities index by Mathieu Gatumel & Dominique Guegan [Downloadable!] 2008 A New Model of Wage Determination and Wage Inequality by Jasso, Guillermina [Downloadable!] 2008 Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors by Grant Hillier & Raymond Kan & Xiaolu Wang [Downloadable!] 2008 Computationally efficient recursions for top-order invariant polynomials with applications by Grant Hillier & Raymond Kan & Xiaolu Wang [Downloadable!] 2008 Wage Discrimination Measurement: In Defense of a Simple But Informative Statistical Tool by Le Breton, Michel & Michelangeli, Alessandra & Peluso, Eugenio [Downloadable!] 2008 Learning-by-Exporting Revisited - the role of intensity and persistence by Andersson, Martin & Lööf, Hans [Downloadable!] 2008 Fourth order pseudo maximum likelihood methods by Alberto Holly & Alain Montfort & Michael Rockinger [Downloadable!] 2008 3-Regime symmetric STAR modeling and exchange rate reversion by Mario Cerrato & Hyunsok Kim & Ronald MacDonald [Downloadable!] 2008 The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis by Essahbi Essaadi & Zied Ftiti [Downloadable!] 2008 The transition period before the inflation targeting policy by Essahbi Essaadi & Zied Ftiti [Downloadable!] 2008 The Determinants of Suppliers’ Performance in E-Procurement: Evidence from the Italian Government’s E-Procurement Platform by Gian Luigi Albano & Federico Dini & Roberto Zampino & Marta Fana [Downloadable!] 2008 Firms formation and growth in the model with heterogeneous agents and monitoring by Peter Marko & Petr Svarc [Downloadable!] 2008 Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples by Ben Jann [Downloadable!] 2008 ESeC-Rubin Missing Value Interpretation for a Regional Bottom-Up Hierarchical Forecasting by Antonio Anselmi & Paola Maddalena Chiodini & Flavio Verrecchia [Downloadable!] 2008 The Econometrics Of Mean-Variance Efficiency Tests: A Survey by Enrique Sentana [Downloadable!] 2008 A Comparison Of Mean-Variance Efficiency Tests by Enrique Sentana & Dante Amegual [Downloadable!] 2008 A Generalized Normal Mean Variance Mixture for Return Processes in Finance by Elisa Luciano & Patrizia Semeraro [Downloadable!] 2008 Multivariate Variance Gamma and Gaussian dependence: a study with copulas by Elisa Luciano & Patrizia Semeraro [Downloadable!] 2008 A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution by Carlos Santos [Downloadable!] 2008 Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates by Balázs Cserna [Downloadable!] 2008 A Model To Estimate Spatial Distribution Of Informal Economy by Albu, Lucian Liviu [Downloadable!] 2008 On Insurer Portfolio Optimization. An Underwriting Risk Model by Preda, Vasile & Ciumara, Roxana [Downloadable!] 2008 Teoría de matrices aleatorias y correlación de series financieras: El caso de la Bolsa Mexicana de Valores by Linda Margarita Medina Herrera & Ricardo Mansilla Corona [Downloadable!] 2008 Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas by Adán Díaz-Hernández & José C. Ramírez-Sánchez [Downloadable!] 2008 Forecasting Market Crashes: Does Density Specification Matter? by BRIO, Esther B. & PEROTE, Javier [Downloadable!] 2007 Modelling dynamic portfolio risk using risk drivers of elliptical processes by Schmidt, Rafael & Schmieder, Christian [Downloadable!] 2007 Health Care Utilization and Self-Assessed Health Specification of Bivariate Models Using Copulas by José M. R. Murteira & Óscar D. Lourenço [Downloadable!] 2007 A Survival Analysis of the Approval of U.S. Patent Applications by Ying Xie & David E. Giles [Downloadable!] 2007 An Application of Extreme Value Theory to U.S. Movie Box Office Returns by Guang Bi & David E. Giles [Downloadable!] 2007 Small sample power of tests of normality when the alternative is an alpha-stable distribution by John C. Frain [Downloadable!] 2007 We derive general distribution tests based on the method of Maximum Entropy density by Thanasis Stengos & Ximing Wu† [Downloadable!] 2007 Practical Volatility Modeling for Financial Market Risk Management by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi [Downloadable!] 2007 The IGARCH e®ect: Consequences on volatility forecasting and option trading by Stefano HERZEL & Catalin STARICA & Thomas NORD [Downloadable!] 2007 Properties And Estimation Of Asymmetric Exponential Power Distribution by Victoria Zinde-Walsh & Dongming Zhu [Downloadable!] 2007 A Monte Carlo Study of Efficiency Estimates from Frontier Models by William C. Horrace & Seth O. Richards [Downloadable!] 2007 A New Unified Theory of Sociobehavioral Forces by Guillermina Jasso [Downloadable!] 2007 Inequality and the GB2 Income Distribution by Stephen P. Jenkins [Downloadable!] 2007 Two Types of Inequality: Inequality Between Persons and Inequality Between Subgroups by Guillermina Jasso & Samuel Kotz [Downloadable!] 2007 A New Continuous Distribution and Two New Families of Distributions Based on the Exponential by Guillermina Jasso & Samuel Kotz [Downloadable!] 2007 Distribución Espacial De La Actividad Económica En La Union Europea by José Miguel Albert & Jorge Mateu & Vicente Orts [Downloadable!] 2007 Inequality and the GB2 income distribution by Stephen P. Jenkins [Downloadable!] 2007 Maximal uniform convergence rates in parametric estimation problems by Walter Beckert & Daniel McFadden [Downloadable!] 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns by Lillestøl, Jostein [Downloadable!] 2007 Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue by Maria S. Heracleous [Downloadable!] 2007 Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality by W.J. Willemse & R. Kaas [Downloadable!] 2007 A Simple Approximation to the Convolution of Gamma Distributions (Revision of DP 2006-27) by Stewart, T. & Strijbosch, L.W.G. & Moors, J.J.A. & Batenburg, P. van [Downloadable!] 2007 Parametric properties of semi-nonparametric distributions, with applications to option valuation by Ángel León & Javier Mencía & Enrique Sentana [Downloadable!] 2007 GRAN7: Gauss procedure to generate lognormal random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN6: Gauss procedure to generate Pareto-distributed random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN5: Gauss procedure to generate heteroskedastic normal random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN4: Gauss procedure to generate Laplace-distributed random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN3: Gauss procedure to generate stable random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN2: Gauss procedure to generate t-distributed random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN1: Gauss procedure to generate normal random numbers by Urzúa, Carlos M. [Downloadable!] 2007 How much the Rounding Errors could affect the Computer Results by Stefanescu, Stefan [Downloadable!] 2007(XVII) The Intensity of using production factors in Romania. Estimates from Cobb-Douglas and CES Models by Gheorghe Zaman & Zizi Goschin [Downloadable!] 2006 Simulation techniques for generalized Gaussian densities by Martina Nardon & Paolo Pianca [Downloadable!] 2006 The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data by David E. A. Giles [Downloadable!] 2006 Accounting for Achievement in Athens: A Count Data Analysis of National Olympic Performance by Glen Roberts [Downloadable!] 2006 Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies by Emiliano Santoro [Downloadable!] 2006 Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve by Gang Liu, Terje Skjerpen, Anders Rygh Swensen and Kjetil Telle [Downloadable!] 2006 Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities by Kyoo il Kim [Downloadable!] 2006 Validating and Calibrating Agent-based Models: a Case Study by Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi 2006 The art of fitting financial time series with Levy stable distributions by Scalas, Enrico & Kim, Kyungsik [Downloadable!] 2006 Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets by Bassler, Kevin E. & McCauley, Joseph L. & Gunaratne, Gemunu H. [Downloadable!] 2006 Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana by Idrovo Aguirre, Byron [Downloadable!] 2006 Robust volatility forecasts and model selection in financial time series by L. Grossi & G. Morelli [Downloadable!] 2006 Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach by Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier [Downloadable!] 2006 Heterogeneous Basket Options Pricing Using Analytical Approximations by Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani [Downloadable!] 2006 Changes in poverty and the stability of income distribution in Argentina: evidence from the 1990s via decompositions by Florencia Lopez Boo [Downloadable!] 2006 The Uniqueness of Extremum Estimation by Volker Krätschmer [Downloadable!] 2006 GHICA - Risk Analysis with GH Distributions and Independent Components by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2006 When did the 2001 recession really start? by Jörg Polzehl & Vladimir Spokoiny & Catalin Starica [Downloadable!] 2006 Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany by Kurt Geppert & Martin Gornig & Axel Werwatz [Downloadable!] 2006 Prospect Theory and Higher Moments by Ågren, Martin [Downloadable!] 2006 Tail Probabilities for Regression Estimators by Thomas Mikosch & Casper G. de Vries [Downloadable!] 2006 Lower tail dependence for Archimedean copulas: characterizations and pitfalls by Charpentier, Arthur & Segers, Johan [Downloadable!] 2006 Convergence of Archimedean copulas by Charpentier, Arthur & Segers, Johan [Downloadable!] 2006 CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation by Simon A. BRODA & Marc S. PAOLELLA [Downloadable!] 2006 An Econometric Analysis of Emission Trading Allowances by Marc S. Paoletta & Luca Taschini [Downloadable!] 2006 On Composite Models: Weibull-Pareto and Lognormal-Pareto. - A comparative study - by Preda, Vasile & Ciumara, Roxana [Downloadable!] 2006 Araştırma-geliştirme (AR-GE) faaliyetlerinin Türkiye-OECD ülkelerinde kümeleme analizi ile incelenmesi ve ekonomik büyümedeki önemi by Mevlüdiye ŞİMŞEK & Sema BEHDİOĞLU 2006 The Impact Of Corruption On National Competitiveness by Mihaela Herciu [Downloadable!] 2006 Não-Linearidade e Persistência das Flutuações Econômicas: Evidência Internacional by Erik Alencar de Figueirêdo [Downloadable!] 2005 The Bias of Inequality Measures in Very Small Samples: Some Analytic Results by David E. Giles [Downloadable!] 2005 Survival of the Hippest: Life at the Top of the Hot 100 by David E. Giles [Downloadable!] 2005 Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions by David E. Giles [Downloadable!] 2005 Testing for a Unit Root against Transitional Autoregressive Models by Joon Y. Park & Mototsugu Shintani [Downloadable!] 2005 Two-class structure of the personal income distribution in the USA in 1983-2001 by A. C. Silva & V. M. Yakovenko [Downloadable!] 2005 Small Concentration Asymptotics and Instrumental Variables Inference by D. S. Poskitt & C. L. Skeels [Downloadable!] 2005 Estimating and Combining National Income Distributions using Limited Data by Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao [Downloadable!] 2005 Sensitivity of Propensity Score Methods to the Specifications by Zhong Zhao [Downloadable!] 2005 Using the results of qualitative surveys in quantitative analysis by Enrico D’Elia [Downloadable!] 2005 Maximal uniform convergence rates in parametric estimation problems by Walter Beckert & Daniel McFadden [Downloadable!] 2005 Stable Distributions by Szymon Borak & Wolfgang Härdle & Rafal Weron [Downloadable!] 2005 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application by Jonathan B. Hill [Downloadable!] 2005 On Tail Index Estimation Using Dependent,Heterogenous Data by Jonathan B. Hill [Downloadable!] 2005 Modeling Conditional Skewness in Stock Returns by Markku Lanne & Pentti Saikkonen [Downloadable!] 2005 Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation by León, Ángel & Mencía, Javier & Sentana, Enrique [Downloadable!] 2005 Parametric Properties Of Semi-Nonparametric Distributions, With Applications To Option Valuation by Ángel León & Javier Mencía & Enrique Sentana [Downloadable!] 2005 Pareto Improving Social Security Reform when Financial Markets are Incomplete!? by Markus Haas & Stefan Mittnik & Marc S. Paolella [Downloadable!] 2005 Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices by Sancetta, A. & Nikanrova, A. [Downloadable!] 2005 Marriage and Money: Variations across the Earnings Distribution by Mark Western & Belinda Hewitt 2005 Random Walks in the Economic Dynamic Series by Asmaa Ahmed [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 No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles) by David E. A. Giles [Downloadable!] 2004 An Empirical Likelihood Ratio Test for Normality in Linear Regression by Lauren Bin Dong & David E. A. Giles [Downloadable!] 2004 Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions by Paola Palmitesta & Corrado Provasi [Downloadable!] 2004 Density Estimation and Combination under Model Ambiguity by Stefania D'Amico [Downloadable!] 2004 Speculative option valuation: A supercomputing approach by Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano 2004 A double-auction artificial market with time-irregularly spaced orders by Enrico Scalas & Silvano Cincotti 2004 Hedging with Stochastic and Local Volatility by Carol Alexander & Leonardo M. Nogueira [Downloadable!] 2004 Nonlinearly testing for a unit root in the presence of a break in the mean by Gluschenko, Konstantin [Downloadable!] 2004 Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small by D. S. Poskitt & C. L. Skeels [Downloadable!] 2004 Testing for Dependence in Non-Gaussian Time Series Data by B.P.M. McCabe & G.M. Martin & R.K. Freeland [Downloadable!] 2004 Nonparametric Risk Management with Generalized Hyperbolic Distributions by Ying Chen & Wolfgang Härdle & Seok-Oh Jeong [Downloadable!] 2004 The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis by Villani, Mattias & Larsson, Rolf [Downloadable!] 2004 Omega Portfolio Construction with Johnson Distributions by Alexander Passow [Downloadable!] 2004 Credit Risk in a Network Economy by Henry Schellhorn & Didier Cossin [Downloadable!] 2004 Statistical Models for High Frequency Security Prices by Roel C.A. Oomen [Downloadable!] 2004 Multivariate Hypernormal Densities by Andreas Gottschling & Christian Haefke 2004 Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory by Joon Y. Park & J. Isaac Miller 2004 A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns by Pentti Saikkonen & Markku Lanne [Downloadable!] 2004 Asymmetric Power Distribution: Theory and Applications to Risk Measurement by Ivana Komunjer [Downloadable!] 2004 On weak exogeneity of the student's t and elliptical linear regression models by Jiro Hodoshima [Downloadable!] 2004 Testing for Dependence in Non-Gaussian Time Series Data by Keith Freeland & Brendan McCabe & Gael Martin [Downloadable!] 2004 Estimating and Combining National Income Distributions using Limited Data by D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths [Downloadable!] 2004 Complex Network Phenomena in Telecommunication Systems by Laura A. Schintler & Sean P. Gorman & Aura Reggiani & Roberto Patuelli & Andy Gillespie & Peter Nijkamp & Jonathan Rutherford [Downloadable!] 2004 Approximations of the generalized wilks' distribution by Raats, V.M. [Downloadable!] 2004 Forecasting the density of asset returns by Trino-Manuel Niguez & Javier Perote [Downloadable!] 2004 Zipfs Law for Cities: A Cross Country Investigation by Kwok Tong Soo [Downloadable!] 2004 Maximal Uniform Convergence Rates in Parametric Estimation Problems by Walter Beckert & Daniel McFadden [Downloadable!] 2004 Applied Computational Economics and Finance by Mario J. Miranda & Paul L. Fackler 2004 GARCH-type Models with Generalized Secant Hyperbolic Innovations by Paola Palmitesta & Corrado Provasi [Downloadable!] 2003 Fair Pricing of Weather Derivatives by Eckhard Platen & Jason West [Downloadable!] 2003 Testing stationarity of AR(1) process with symmetric stable disturbance by Michal Greszta 2003 Bivariate Normal Mixture Spread Option Valuation by Carol Alexandra & Andrew Scourse [Downloadable!] 2003 Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms by David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin [Downloadable!] 2003 Implicit Bayesian Inference Using Option Prices by Gael M. Martin & Catherine S. Forbes & Vance L. Martin [Downloadable!] 2003 Testing for unit roots in panels by using a mixture model by Edith Madsen [Downloadable!] 2003 Significant Feedbacks in Firm Growth and Market Structure by Paul A Kattuman & Alexandru Chirmiciu [Downloadable!] 2003 A Loss Aversion Performance Measure by Farah, N. & Satchell, S.E. [Downloadable!] 2003 Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses by Sancetta, A. & Satchell, S.E. [Downloadable!] 2003 ENHANCED USER FLASH ESTIMATES OF QUARTER - ON-QUARTER CHANGES IN gross domestic product OF THE Czech Republic AT CONSTANT PRICES by Jaroslav Jílek & Miloš Vojta [Downloadable!] 2003 Ajuste y proyección de las tablas input-output en condiciones de coherencia estructural mediante optimización matemática by Miguel Angel Tarancón Morán [Downloadable!] 2002 Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model by Carol Alexander [Downloadable!] 2002 Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory by D.S. Poskitt & C.L. Skeels [Downloadable!] 2002 Hanging Together: Exchange Rate Dynamics between Japan and Korea by Sammo Kang & Yunjong Wang & Deok Ryong Yoon [Downloadable!] 2002 Análisis comparativo de la desigualdad a partir de una batería de indicadores. El caso de las Comunidades Autónomas españolas en el período 1973-1991 by GARCÍA PÉREZ, C & NÚÑEZ VELÁZQUEZ, J.J. & C. RIVERA GALICIA, L.F. & ZAMORA SANZ, A.I. [Downloadable!] 2001 A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation by Daniel A. Ackerberg [Downloadable!] 2001 El orden de Lorenz generalizado de orden j, ¿un orden en desigualdad? by RAMOS ROMERO, H.M. & SORDO DÍAZ, M.A. [Downloadable!] 2001 Rankings de distribuciones de renta basados en curvas de Lorenz ordenadas: un estudio empírico1 by SARABIA ALEGRÍA, J.M & PASCUAL SÁEZ, MARTA [Downloadable!] 2001 Incidencia de la ocultación de ingresos de la EPF sobre los niveles regionales de desigualdad relativa y bienestar-renta by TROITIÑO COBAS, A. [Downloadable!] 2001 Un análisis de la desigualdad de la renta entre las provincias andaluzas, a partir de los datos de la E.B.P.F. y de renta corregidos (1990-91), utilizando estimaciones de combinaciones lineales convexas de curvas de Lorenz by HERRERÍAS PLEGUEZUELO, R. & GARCÍA FERNÁNDEZ, R. Mª [Downloadable!] 2001 Formación de hogar y situación en el mercado laboral: un análisis para los jóvenes adultos en España by COLOM ANDRÉS, Mª C & MARTÍNEZ VERDÚ, R. & MOLÉS MACHÍ, Mª C. [Downloadable!] 2000 Una revisión de los sistemas generadores y modelos de probabilidad descriptivos de la distribución de la Renta by ESTEBAN GARCÍA, J. & LÓPEZ RODRÍGUEZ, M.I.. & RUIZ PONCE, F. [Downloadable!] 2000 Repercusiones de la ocultación de renta sobre la medición de la desigualdad by PRIETO ALAIZ, M. & PENA TRAPERO, B. [Downloadable!] 1998 El método de subasta como complemento al PERT clásico by GARCÍA PÉREZ, J. [Downloadable!] 1997 Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors by Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul [Downloadable!] 1996 Time-Consistent Solutions to the Stochastic Dynamic Strategic Export Subsidy Problem by Gatsios, Konstantine & Kollintzas, Tryphon [Downloadable!] 1995 Intermediate Statistics and Econometrics: A Comparative Approach by Dale J. Poirier 1995 Leyes financieras procedentes de funciones de distribución que se concentran a la izquierda o a la derecha by Salvador Cruz Rambaud [Downloadable!] 1994 Changing Wage Structure and Black-White Wage Differentials: A Longitudinal Analysis by David Card & Thomas Lemieux [Downloadable!] 1994 Un modelo de reemplazamiento para un sistema sujeto a shoks poissonianos by Alfredo García Güemes [Downloadable!] 1988 A Class of Maximum-Entropy Multivariate Distributions by Urzúa, Carlos M. [Downloadable!] Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality by Mark D. Ecker & Victor De Oliveira [Downloadable!] The continuous time random walk formalism in financial markets by Jaume Masoliver & Miquel Montero & Josep Perello Fourth Order Pseudo Maximum Likelihood Methods by Alberto HOLLY & Alain MONFORT & Michael ROCKINGER [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 . 
