## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C4: Econometric and Statistical Methods: Special Topics

/ / /

**C46: Specific Distributions**

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

Most recent items first, undated at the end.

**Income Distribution in Urban China: An Overlooked Data Inconsistency Issue**

*by*Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan

**Power laws in citation distributions: Evidence from Scopus**

*by*Michał Brzeziński

**Empirical modeling of the impact factor distribution**

*by*Michał Brzeziński

**A new approach to the unconditional measurement of default risk**

*by*Alex Ferrer & José Casals & Sonia Sotoca

**Where Gibrat meets Zipf: Scale and Scope of French Firms**

*by*MArco Bee & Massimo Riccaboni & Stefano Schiavo

**Regional resilience and fat tails: A stochastic analysis of firm growth rate distributions of German regions**

*by*Matthias Duschl

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

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

**Testing Spatial Causality in Cross-section Data**

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

**Correcting wealth survey data for the missing rich: The case of Austria**

*by*Paul Eckerstorfer & Johannes Halak & Jakob Kapeller & Bernhard Schütz & Florian Springholz & Rafael Wildauer

**Estimating Individual Mahalanobis Distance in High-Dimensional Data**

*by*Dai, Deliang & Holgersson, Thomas & Karlsson, Peter

**High-dimensional CLTs for individual Mahalanobis distances**

*by*Holgersson, Thomas & Dai, Deliang

**On Distributions of Ratios**

*by*Simon A. Broda & Raymond Kan

**Scale-free tails in Colombian financial indexes: a primer**

*by*Carlos León

**A Quadratic Kalman Filter**

*by*Monfort, A. & Renne, J.-P. & Roussellet, G.

**Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective**

*by*Michele Leonardo Bianchi

**Calibrating the Italian smile with time-varying volatility and heavy-tailed models**

*by*Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev

**A skew test on financial returns in the Colombian market**

*by*Marisol Valencia & Alejandro Bedoya

**Intangible Assets and Strategic Positioning of Company**

*by*Roxana Arabela Dumitrascu

**The Process of Creating Economic Value Added: Causes, Factors and Implications**

*by*Roxana Arabela Dumitrascu

**Lévy jump risk: Evidence from options and returns**

*by*Ornthanalai, Chayawat

**Welfare and Trade without Pareto**

*by*Keith Head & Thierry Mayer & Mathias Thoenig

**Econometric persistence in innovation and analysis of the patent activity of Russian companies**

*by*Kaneva, Maria

**Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings**

*by*Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik

**Copula-based dynamic conditional correlation multiplicative error processes**

*by*Bodnar, Taras & Hautsch, Nikolaus

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

*by*Michał Brzeziński

**Parametric modelling of income distribution in Central and Eastern Europe**

*by*Michał Brzeziński

**Relative risk aversion and power-law distribution of macroeconomic disasters**

*by*Michał Brzeziński

**Variance estimation for richness measures**

*by*Michał Brzeziński

**On the comparison of model-based clustering solutions**

*by*Stefano Tonellato & Andrea Pastore

**A merging algorithm for Gaussian mixture components**

*by*Andrea Pastore & Stefano Tonellato

**Internetnutzer und Korruptionswahrnehmung – Eine ökonometrische Untersuchung**

*by*Gerrits, Carsten

**Regularized Skew-Normal Regression**

*by*Shutes, Karl & Adcock, Chris

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

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

**A comparison of normal approximation rules for attribute control charts**

*by*Emura, Takeshi & Lin, Yi-Shuan

**On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks**

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

**Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets**

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

**Too many skew normal distributions? The practitioner’s perspective**

*by*Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova

**Note on Lilien and Modified Lilien Index**

*by*Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco

**Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills**

*by*Konstantin Fursov & Ian Miles

**The use of polynomial transformations in organizational research: review and recommendations**

*by*Valentina Kuskova & Nathan Podsakoff & Philip Podsakoff

**Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution**

*by*Vilmunen, Jouko & Palmroos, Peter

**Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis**

*by*Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz

**Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis**

*by*Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A.

**Testing Linearity Using Power Transforms of Regressors**

*by*Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

**On moment indeterminacy of the Benini income distribution**

*by*Christian Kleiber

**Tempered stable Ornstein-Uhlenbeck processes: a practical view**

*by*Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi

**Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution**

*by*Stavros Stavroyiannis & Leonidas Zarangas

**Collaborative consumption as a new consumer trend**

*by*Paulina Wardak & Tomasz Zalega

**Alternative consumption trends in Polish urban households in the period of crisis**

*by*Tomasz Zalega

**Some Accounting Issues and Statistics about Romania and EU Funds - Absorption through Projects and Eligible Expenses**

*by*Gheorghe SAVOIU & Mariana BANUTA & Mihaela GADOIU

**Parametric Modelling of Income Distribution in Central and Eastern Europe**

*by*Michał Brzeziński

**Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes**

*by*Łukasz Lenart & Mateusz Pipień

**R versus Other Statistical Software**

*by*Dobre Ana Maria & Caragea Nicoleta & Alexandru Ciprian Antoniade

**Statistical and Mathematical Methods to Predict the Risk of Bankruptcy**

*by*Mariana Balan

**Conceptual Limitations Concerning the National Intellectual Capital**

*by*Vadim Dumitrascu & Roxana Arabela Dumitrascu

**European Experiences Relating to National Intellectual Capital Metrics**

*by*Roxana Arabela Dumitrascu & Vadim Dumitrascu

**Is gold a hedge or safe haven against oil price movements?**

*by*Reboredo, Juan C.

**How unaware are the unskilled? Empirical tests of the “signal extraction” counterexplanation for the Dunning–Kruger effect in self-evaluation of performance**

*by*Schlösser, Thomas & Dunning, David & Johnson, Kerri L. & Kruger, Justin

**CVaR sensitivity with respect to tail thickness**

*by*Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J.

**The measurement of production efficiency in scientific journals through stochastic frontier analysis models: Application to quantitative economics journals**

*by*Ortega, Francisco J. & Gavilan, Jose M.

**Testing for financial crashes using the Log Periodic Power Law model**

*by*Brée, David S. & Joseph, Nathan Lael

**Multivariate dependence of implied volatilities from equity options as measure of systemic risk**

*by*Jobst, Andreas A.

**Bayesian inference in regression with Pearson disturbances**

*by*Tsionas, Efthymios G.

**A wavelet decomposition approach to crude oil price and exchange rate dependence**

*by*Reboredo, Juan C. & Rivera-Castro, Miguel A.

**How To Measure The Economy Based Of Knowledge : A Short Review**

*by*Aurelia G. TURCAN

**An empirical analysis of the nonlinear relationship between environmental regulation and manufacturing productivity**

*by*Armando Sanchez-Vargas & Ricardo Mansilla-Sanchez & Alonso Aguilar-Ibarra

**Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings**

*by*Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik

**Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators**

*by*Marcin Magdziarz & Janusz Gajda

**A Note on Improved Estimation for the Topp-Leone Distribution**

*by*David E. Giles

**Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications**

*by*David E. Giles

**Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian**

*by*Teneng, Dean

**Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012**

*by*Panait, Iulian & Constantinescu, Alexandru

**Generating Tempered Stable Random Variates from Mixture Representation**

*by*Piotr Jelonek

**Relative Income Changes and an Identification of Growth Pattern**

*by*Marek Kośny

**Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes**

*by*Taras Bodnar & Nikolaus Hautsch & &

**Copula structural shift identification**

*by*Boris Brodsky & Henry Penikas & Irina Safaryan

**Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities**

*by*Giorgio Fazio & Marco Modica

**Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model**

*by*Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion

**Tests For Serial Dependence In Static, Non-Gaussian Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**The Generalized Lognormal Distribution and the Stieltjes Moment Problem**

*by*Christian Kleiber

**An empirical comparison of alternative credit default swap pricing models**

*by*Michele Leonardo Bianchi

**A Note on the Finite Sample Properties of the CLS Method of TAR Models**

*by*Marian Vavra

**Testing Non-linearity Using a Modified Q Test**

*by*Marian Vavra

**Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model**

*by*Claudia PIGINI

**An analysis of vital statistics and death causes evolution in Romania in 1990-2010 period**

*by*Marian ZAHARIA & Aniela BALACESCU

**Positive Feedbacks, Diffusion Phenomenon and Competition between Standards on the Knowledge Markets**

*by*Vadim DUMITRASCU

**Copulas having Zero-Isoline and Economic Applications**

*by*Ciuiu, Daniel

**On Solving Some Types of Multiple Attribute Decision-Making Problems**

*by*Vaduva, Ion

**Food Responsibility - A National Challenge. Case Study - Implementation Of A Social Campaign In Bucharest Schools**

*by*STOICA, Ivona & DUMITRU, Nicoleta Rossela

**Modelling oil price and exchange rate co-movements**

*by*Reboredo, Juan C.

**U.S. stock market crash risk, 1926–2010**

*by*Bates, David S.

**Heterogeneity of Australian population mortality and implications for a viable life annuity market**

*by*Su, Shu & Sherris, Michael

**Multivariate longitudinal modeling of insurance company expenses**

*by*Shi, Peng

**Modeling dependence dynamics through copulas with regime switching**

*by*Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.

**Robust estimation of covariance and its application to portfolio optimization**

*by*Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi

**Econometric modeling and value-at-risk using the Pearson type-IV distribution**

*by*Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L.

**Investment in new power generation under uncertainty: Benefits of CHP vs. condensing plants in a copula-based analysis**

*by*Westner, Günther & Madlener, Reinhard

**Estimating the demand for gasoline in developing countries: Senegal**

*by*Sene, Seydina Ousmane

**Maximum likelihood estimation of stochastic frontier models by the Fourier transform**

*by*Tsionas, Efthymios G.

**The Multidimensional Approach to Poverty Measurement: Case of Morocco**

*by*Abdelhamid EL BOUHADI & Abdelkader ELKHIDER & El Mustapha KCHIRID

**(Des)Igualdades de Oportunidades no Ensino Médio Brasileiro: Escolas Públicas e Privadas**

*by*Maria Dolores Montoya Diaz

**Romania Foreign Trade in Global Recession, Revealed by the Extended Method of Exchange Rate Indicators**

*by*Gheorghe Săvoiu & Vasile Dinu & Laurenţiu Tăchiciu

**A hierarchical model of tail dependent asset returns for assessing portfolio credit risk**

*by*Puzanova, Natalia

**A hierarchical Archimedean copula for portfolio credit risk modelling**

*by*Puzanova, Natalia

**Multidimensional Levy walk and its scaling limits**

*by*Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz

**Option pricing in subdiffusive Bachelier model**

*by*Marcin Magdziarz & Sebastian Orzel & Aleksander Weron

**Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution**

*by*Agnieszka Wylomanska

**Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study**

*by*Ewa Syczewska

**Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions**

*by*David E. Giles & Xiao Ling

**Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution**

*by*David E. Giles & Hui Feng & Ryan T. Godwin

**Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution**

*by*Jacob Schwartz & David E. Giles

**Temporary employment agencies make the world smaller:Evidence from labour mobility networks**

*by*Carlo Gianelle

**Utilizing the Multiple Mirror Technique to Assess the Quality of Cambodian Trade Statistics**

*by*Hamanaka, Shintaro

**Characteristics of Regional Industry-specific Employment Growth â€“ Empirical Evidence for Germany**

*by*Matthias Duschl & Thomas Brenner

**Variables en la facilidad de hacer negocios en China. Un estudio comparativo internacional a traves del informe "Doing Business"**

*by*Mongay, Jorge

**Avoiding disclosure of individually identifiable health information: a literature review**

*by*Prada, Sergio I & Gonzalez, Claudia & Borton, Joshua & Fernandes-Huessy, Johannes & Holden, Craig & Hair, Elizabeth & Mulcahy, Tim

**Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan**

*by*Mohamed, Issam A.W.

**Introduction to the Macroeconomic Structure of Yemen**

*by*Mohamed, Issam A.W.

**A Note on institutional hierarchy and volatility in financial markets**

*by*Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias

**Multidimensional Nature of Undernutrition: A Statistical Approach**

*by*Nguefack-Tsague, Georges & Dapi N., Léonie

**The canonical econophysics approach to the flash crash of May 6, 2010**

*by*Mazzeu, Joao & Otuki, Thiago & Da Silva, Sergio

**Non-positive scaling factor in probability quantification methods: deriving consumer inflation perceptions and expectations in the whole euro area and Ireland**

*by*Lyziak, Tomasz

**The temporal pattern and the overall effect of ozone exposure on pediatric respiratory morbidity**

*by*Anabela Botelho & Aida Sá & José Fraga & Márcia Quaresma & Margarida Costa

**Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version**

*by*Greg Hannsgen

**Does Domestic Offshoring Precede International Offshoring? Industry-level Evidence**

*by*Franz-Josef Bade & Eckhardt Bode & Eleonora Cutrini

**Relative affluence measures and an identification of growth pattern**

*by*Marek Kosny

**On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic**

*by*Jeroen Hinloopen

**Análisis digital y detección de elecciones atípicas en Colombia**

*by*Álvaro Riascos & Diego Jara & Felipe Parra & Mauricio Romero

**Análisis digital y detección de elecciones atípicas**

*by*Diego Jara & Felipe Parra & Alvaro Riascos & Mauricio Romero

**A Simple Test for Spurious Regressions**

*by*Antonio E. Noriega & Daniel Ventosa-Santaulària

**Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market**

*by*Shu Su & Michael Sherris

**A Simple Test for Spurious Regressions**

*by*Antonio E. Noriega & Daniel Ventosa-Santaularia

**Measuring risk of crude oil at extreme quantiles**

*by*Sasa Zikovic

**The effect of stressed economic conditions on credit risk in Basel II**

*by*Ja’nel Esterhuysen & Gary van Vuuren and Paul Styger

**On Measuring Inclusiveness of Growth in Pakistan**

*by*Saima Asghar & Sajid Amin Javed

**Comparing population distributions from bin-aggregated sample data: An application to historical height data from France**

*by*Duclos, Jean-Yves & Leblanc, Josée & Sahn, David E.

**Ruin Probability in Finite Time**

*by*Krzysztof Burnecki & Marek Teuerle

**Building Loss Models**

*by*Krzysztof Burnecki & Joanna Janczura & Rafal Weron

**Maximum likelihood estimator for the uneven power distribution: application to DJI returns**

*by*Krzysztof Kontek

**Investment in New Power Generation under Uncertainty: Benefits of CHP vs Condensing Plants in a Copula-Based Analysis**

*by*Westner, Günther & Madlener, Reinhard

**Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables**

*by*Maximiano Pinheiro

**Power Spot Price Models with negative Prices**

*by*Schneider, Stefan & Schneider, Stefan

**Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan**

*by*Qayyum, Abdul & Nawaz, Faisal

**Building Loss Models**

*by*Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal

**A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters**

*by*Parker, Thomas

**Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments**

*by*Kontek, Krzysztof

**Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments**

*by*Kontek, Krzysztof

**Loss Distributions**

*by*Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal

**Temporal changes in the parameters of statistical distribution of journal impact factor**

*by*Mishra, SK

**Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters**

*by*Mishra, SK

**Alpha-root Processes for Derivatives pricing**

*by*Balakrishna, BS

**A performance measure of Zero-dollar Long/Short equally weighted portfolios**

*by*Monica Billio & Ludovic Calès & Dominique Guegan

**Portfolio Management under Asymmetric Dependence and Distribution**

*by*Stefan Hlawatsch & Peter Reichling

**Infinite-variance, Alpha-stable Shocks in Monetary SVAR**

*by*Greg Hannsgen

**Extreme Value Theory as a Theoretical Background for Power Law Behavior**

*by*Simone Alfarano & Thomas Lux

**Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis**

*by*Katarzyna Maciejowska

**A Note on Estimating Wishart Autoagressive Model**

*by*Roxana Halbleib

**Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic**

*by*Jeroen Hinloopen & Rien Wagenvoort

**Under/over-valuation of the stock market and cyclically adjusted earnings**

*by*Marco Taboga

**Statistical Confidence Intervals for the Bank of Canada's Business Outlook Survey**

*by*Daniel de Munik

**Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions**

*by*Katarzyna Maciejowska

**Financial Applications of Copula-Models**

*by*Penikas, H.

**The Two-Parameter Long-Horizon Value-at-Risk**

*by*Guy Kaplanski, Haim Levy

**Consideraciones en la estimación de cuantiles altos en el riesgo operativo**

*by*Andrés Mora

**Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey**

*by*Andrés Mauricio Mendoza Piñeros & José Alfredo Jiménez Moscoso

**Lorenz Curve and the Measurement of Low, Middle and High Strata of Incomes**

*by*Tzvetan Ignatov & Tatyana S. Madjarova & Luben T. Toshkov

**Characteristics Of Waiting Line Models Â€“ The Indicators Of The Customer Flow Management Systems Efficiency**

*by*Sidonia Otilia Cernea & Mihaela Jaradat & Mohammad Jaradat

**Measuring Of Ethnic Homogeneity Of The Population – One New Approach**

*by*Dimitar Arkadiev

**Measuring income-related inequalities in health using a parametric dependence function**

*by*Quinn C

**Calibration of the subdiffusive Black–Scholes model**

*by*Sebastian Orzel & Aleksander Weron

**Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)**

*by*Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron

**Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited**

*by*David E. Giles & Hui Feng

**Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution**

*by*David E. Giles & Hui Feng

**Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution**

*by*David E. Giles

**A Note on Uncertainty and Discounting in Models of Economic Growth**

*by*Kenneth Arrow

**Extremal behavior of aggregated economic processes in a structural growth model**

*by*Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion

**Introducing the GED-Copula with an application to Financial Contagion in Latin America**

*by*Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds

**The Risk of Operational Incidents in Banking Institutions**

*by*Isaic-Maniu, Alexandru & Dragan, Irina-Maria

**Forecasting wholesale electricity prices: A review of time series models**

*by*Weron, Rafal

**On the Distortion of a Copula and its Margins**

*by*Valdez, Emiliano A.

**Economy of Time and Matter in a Universal Setting**

*by*O'Sullivan, John L.

**Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions**

*by*Sinha, Pankaj & Jayaraman, Prabha

**Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions**

*by*Sinha, Pankaj & Jayaraman, Prabha

**U.S. Stock Market Crash Risk, 1926-2006**

*by*David S. Bates

**Spatial Point Pattern Analysis and Industry Concentration**

*by*Reinhold Kosfeld & Hans-Friedrich Eckey & Jørgen Lauridsen

**Measuring Inequality Using Censored Data: A Multiple Imputation Approach**

*by*Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff

**Measuring Inequality Using Censored Data: A Multiple Imputation Approach**

*by*Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff

**Measuring inequality using Censored data: A multiple imputation approach**

*by*Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore

**Properties of Hierarchical Archimedean Copulas**

*by*Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid

**Uncertainty of Multiple Period Risk Measures**

*by*Lönnbark, Carl

**Noncausal vector autoregression**

*by*Lanne, Markku & Saikkonen, Pentti

**Effects of unobserved defaults on correlation between probability of default and loss given default on mortgage loans**

*by*Palmroos, Peter

**Measuring Inequality Using Censored Data: A Multiple Imputation Approach**

*by*Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore

**Measuring Inequality Using Censored Data: A Multiple Imputation Approach**

*by*Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore

**More Reliable Inference for Segregation Indices**

*by*Rebecca Allen & Simon Burgess & Frank Windmeijer

**The riskiness of corporate bonds**

*by*Marco Taboga

**About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe**

*by*Stefanescu, Stefan

**Detection of Structural Breaks in Copula Models**

*by*Brodsky, Boris & Penikas, Henry & Safaryan, Irina

**The Concept of Structured and Restricted Marketing as a Form of Response to the Current Global Crisis. The Impact of Structured and Restricted Marketing on the Car Market**

*by*Gheorghe Savoiu & Gheorghe Cruceru & Constantin Manea

**Value at Risk (VaR) and the alpha-stable distribution**

*by*John C. Frain

**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

**Leistungsvorhaltung auf Regelmaerkten. Excel Add-in, Beschreibung und Anleitung**

*by*Lienert, Martin

**Growth and inequality effects on poverty reduction in Italy**

*by*Vincenzo Lombardo

**Sociological and Economic Inequality and the Second Law**

*by*Kafri, Oded

**In Quest of the Distributional Properties of Reliability Rate**

*by*Pillai N., Vijayamohanan

**Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana**

*by*Maldonado, Diego & Pazmiño, Mariela

**The traditional teaching-learning method versus multimedia technology. Using the Wilcoxon test and the Gauss repartition**

*by*Serbanescu, Luminita

**Growth and inequality effects on poverty reduction in Italy**

*by*Lombardo, Vincenzo

**Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors**

*by*Grant Hillier & Raymond Kan & Xiaolu Wang

**Computationally efficient recursions for top-order invariant polynomials with applications**

*by*Grant Hillier & Raymond Kan & Xiaolu Wang

**Are the Unskilled Really That Unaware? Understanding Seemingly Biased Self-Assessments**

*by*Marian Krajc

**Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey**

*by*Stefan, Marius

**Measuring the Socio-Economic Bipolarization Phenomenon**

*by*Stefananescu, Stefan

**A Possibility for a Graphic Representation of the Inter-relations among the Parameters of Statistical Distributions**

*by*Todor Kaloyanov

**An Opportunity for Graphic Presentation of the Connection Between the Parameters of Statistical Distributions**

*by*Todor Kaloyanov

**Applications of extreme value theory to collateral valuation**

*by*Garcia, Alejandro & Gencay, Ramazan

**Asymptotic behavior of the finite time ruin probability of a gamma Levy process**

*by*Zbigniew Michna & Aleksander Weron

**Extreme Value Analysis of Daily Canadian Crude Oil Prices**

*by*Feng Ren & David E. Giles

**A Survival Analysis of the Approval of U.S. Patent Applications**

*by*Ying Xie & David E. Giles

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