Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General
/ / / C11: Bayesian Analysis: General
/ / / C12: Hypothesis Testing: General
/ / / C13: Estimation: General
/ / / C14: Semiparametric and Nonparametric Methods: General
/ / / C15: Statistical Simulation Methods: General
/ / / C16: Econometric and Statistical Methods; Specific Distributions
/ / / C18: Methodolical Issues: General
/ / / C19: Other

2010

• M. Kiani & J. Panaretos & S. Psarakis, 2010, "A new procedure for monitoring the range and standard deviation of a quality characteristic," Quality & Quantity: International Journal of Methodology, Springer, volume 44, issue 1, pages 1-24, January, DOI: 10.1007/s11135-008-9175-x.
• Rabi Bhattacharya & Mukul Majumdar, 2010, "Random iterates of monotone maps," Review of Economic Design, Springer;Society for Economic Design, volume 14, issue 1, pages 185-192, March, DOI: 10.1007/s10058-008-0064-5.
• Alexander Vogel & Joachim Wagner, 2010, "Higher productivity in importing German manufacturing firms: self-selection, learning from importing, or both?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 145, issue 4, pages 641-665, January, DOI: 10.1007/s10290-009-0031-4.
• Thorsten Schank & Claus Schnabel & Joachim Wagner, 2010, "Higher wages in exporting firms: self-selection, export effect, or both? First evidence from linked employer-employee data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 2, pages 303-322, June, DOI: 10.1007/s10290-010-0049-7.
• Giulio Bottazzi & Davide Pirino, 2010, "Measuring Industry Relatedness and Corporate Coherence," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/10, Aug.
• Fulvio Corsi & Davide Pirino & Roberto Reno', 2010, "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/11, Jul.
• B. Bhaskara Rao & Rup Singh & Saten Kumar, 2010, "Do we need time series econometrics?," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 7, pages 695-697, DOI: 10.1080/13504850802297889.
• Thanasis Stengos & Ximing Wu, 2010, "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 3, pages 307-329, DOI: 10.1080/07474930903451565.
• Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010, "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 8, pages 895-915, DOI: 10.1080/14697680903460143.
• Dungey, Mardi & Hvozdyk, Lyudmyla, 2010, "Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10450, Jul, revised 14 Jul 2010.
• Cannella, S. & Ciancimino, E. & Ashayeri, J., 2010, "On the Significance of Demand and Inventory Smoothing Interventions in Supply Chain," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-126.
• Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010, "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-122.
• Kleijnen, Jack P.C. & Ridder, A.A.N. & Rubinstein, R.Y., 2010, "Variance Reduction Techniques in Monte Carlo Methods," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-117.
• Bettonvil, B.W.M., 2010, "Full Screening Another View at One-Factor-at-a-Time Designs," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-139.
• Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010, "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 52cbee73-e1dc-4ed3-8ec9-6.
• Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010, "Constrained optimization in simulation : A novel approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number b3655866-b593-4854-a4fd-5.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers, Toulouse School of Economics (TSE), number 10-187, Jun.
• Cheryl Joy J. Fernandez & Kim Hang Pham Do, 2010, "Logit and Principal Component Analyses on the Management of Marine Protected Area (MPA) in North-Eastern Iloilo, Philippines," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 17, issue 1, pages 97-122, June.
• Rina Bhattacharya & HirutWolde, 2010, "Constraints on Trade in the MENA Region," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 65, issue 3, pages 251-272, September.
• Elena DOVAL, 2010, "The Firm’S Patrimony €“ An International Approach," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 4(14)/ Wi, pages 317-323.
• Bruno ARPINO & Roberta VARRIALE, 2010, "Assessing The Quality Of Institutions’ Rankings Obtained Through Multilevel Linear Regression Models," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 1(11)_Spr, pages 7-22.
• Natalia Nehrebecka & Sylwia Grudkowska, 2010, "Application of epsilon method to modeling expectations in construction," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-01.
• Harin, Alexander, 2010, "The ruptures in the probability scale and some problems of modelling," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 57846, Jun.
• Harin, Alexander, 2010, "Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании
  [Ruptures in probability scale. Their manifestations in economics and forecasting]," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4-16, pages 85-87.
• Görzig, Bernd, 2010, "EUKLEED - An Establishment Level Comprehensive Data Base for Germany," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 71074.
• Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Ambit processes and stochastic partial differential equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-17, Apr.
• Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Modelling energy spot prices by Lévy semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-18, Apr.
• Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Modelling electricity forward markets by ambit fields," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-41, Aug.
• Stefan Holst Bache, 2010, "Minimax Regression Quantiles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-54, Aug.
• Anders Bredahl Kock, 2010, "Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-56, Sep.
• Manuela Rozalia Gabor & Daniela Ştefănescu & Lia Codrina Conţiu, 2010, "The Application of Main Component Analysis Method on Indicators of Romanian National Authority for Consumers Protection Activities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 12, issue 28, pages 314-331, June.
• Whitacre, Brian E., 2010, "Metro, Micro, and Non-Core: A 3-year Portrait of Broadband Supply and Demand in Oklahoma," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association, number 55929, DOI: 10.22004/ag.econ.55929.
• Erhan Bayraktar & Constantinos Kardaras & Hao Xing, 2010, "Valuation equations for stochastic volatility models," Papers, arXiv.org, number 1004.3299, Apr, revised Dec 2011.
• Ilan Kolet & Ryan Macdonald, 2010, "The Fisher BCPI: The Bank of Canada’s New Commodity Price Index," Discussion Papers, Bank of Canada, number 10-6, DOI: 10.34989/sdp-2010-6.
• Francisco Nadal De Simone & Franco Stragiotti, 2010, "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers, Central Bank of Luxembourg, number 45, May.
• Bajari, Patrick & Hong, Han & Krainer, John & Nekipelov, Denis, 2010, "Estimating Static Models of Strategic Interactions," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 4, pages 469-482.
• Mehmet Caner, 2010, "Exponential Tilting with Weak Instruments: Estimation and Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 3, pages 307-325, June, DOI: 10.1111/j.1468-0084.2009.00579.x.
• Helmut Fryges & Joachim Wagner, 2010, "Exports and Profitability: First Evidence for German Manufacturing Firms," The World Economy, Wiley Blackwell, volume 33, issue 3, pages 399-423, March, DOI: 10.1111/j.1467-9701.2010.01261.x.
• Jaeho Yun, 2010, "Extracting Stochastic Volatilities and Jumps for the Korean Stock Index Using Optimal Filter (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 3, pages 78-118, September.
• Lima Luiz Renato & Xiao Zhijie, 2010, "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 1, pages 1-34, June, DOI: 10.2202/1941-1928.1038.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/66, Oct.
• Steve Gibbons & Henry G. Overman, 2010, "Mostly Pointless Spatial Econometrics?," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0061, Oct.
• Pasquale Schiraldi, 2010, "Automobile Replacement: A DynamicStructural Approach," STICERD - Economics of Industry Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 49, Jun.
• Gonzalo, Jesús & Olmo, José, 2010, "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1029, Oct.
• Fan, Yanqin & Gençay, Ramazan, 2010, "Unit Root Tests With Wavelets," Econometric Theory, Cambridge University Press, volume 26, issue 5, pages 1305-1331, October.
• Hill, Jonathan B., 2010, "On Tail Index Estimation For Dependent, Heterogeneous Data," Econometric Theory, Cambridge University Press, volume 26, issue 5, pages 1398-1436, October.
• Florens, Jean-Pierre & Sbaï, Erwann, 2010, "Local Identification In Empirical Games Of Incomplete Information," Econometric Theory, Cambridge University Press, volume 26, issue 6, pages 1638-1662, December.
• Cao, Jing & Stokes, Lynne, 2010, "Evaluation of Wine Judge Performance through Three Characteristics: Bias, Discrimination, and Variation," Journal of Wine Economics, Cambridge University Press, volume 5, issue 1, pages 132-142, April.
• Gabriela OPAIT, 2010, "The Statistical Analysis of the Factoryal Influences Concerning the Dynamic of the Average Level for the Social Productivity of the Work in Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 257-268.
• Gabriela OPAIT, 2010, "Statistical Analysis Through Factors Path Method," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 119-130.
• Nadine Levratto & Luc Tessier & Messaoud Zouikri, 2010, "The determinants of growth for SMEs. A longitudinal study from French manufacturing firms," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-28.
• Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2010, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," Working Papers, Duke University, Department of Economics, number 10-06.
• Frederik Lundtofte, 2010, "Implied volatility and risk aversion in a simple model with uncertain growth," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 182-191.
• Pedro Macedo & Elvira Silva, 2010, "A stochastic production frontier model with a translog specification using the generalized maximum entropy estimator," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 587-596.
• Yen-Chen Chiu, 2010, "Industry Concentration and Cash Flow at Risk," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 405-413.
• William Barnett & Ousmane Seck, 2010, "A note on nonidentification in truncated sampling distribution estimation," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1670-1679.
• Essahbi Essaadi & Mohamed Boutahar, 2010, "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1054-1070.
• Ben m'barek Hassene & Ben romdhane Hager, 2010, "Financial Crises and Banking Deregulation: the Case of Tunisia," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 669-682.
• Shiok Ye Lim & Ricky Chee-Jiun Chia & Chong Mun Ho, 2010, "Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1182-1190.
• Daniel Ventosa-santaulària, 2010, "Testing for an irrelevant regressor in a simple cointegration analysis," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1333-1345.
• Dominique Guégan & Patrick Rakotomarolahy, 2010, "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 508-518.
• Erdal Atukeren, 2010, "The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 494-499.
• Donghun Kim & Philip Sugai, 2010, "Willingness to Pay for Digital Contents in Japan," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1745-1752.
• Mazbahul Golam Ahamad, 2010, "Infant mortality situation in bangladesh in 2007: a district level analysis," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 1-5.
• Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010, "Linearity and stationarity of G7 government bond returns," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2642-2655.
• Venus khim-sen Liew & Chin-hong Puah & Chee-keong Choong & Evan Lau, 2010, "Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1283-1292.
• Mazbahul Golam Ahamad & Rezai Karim Khondker, 2010, "Climate Risks, Seasonal Food Insecurity and Consumption Coping Strategies: Evidences from a Micro-level Study from Northern Bangladesh," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1444-1459.
• Henri Nyberg, 2010, "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1460-1473.
• Siow-Hooi Tan & Mohammad Tariqul Islam Khan, 2010, "Long Memory Features in Return and Volatility of the Malaysian Stock Market," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 3267-3281.
• Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi, 2010, "Econometric Analysis of Fiscal Policy Budget Constraints in Endogenous Growth Models," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2884-2894.
• Alexander Harin, 2010, "The theorem of existence of ruptures in the probability scale," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1-16.
• A. nazif Catik & Chris Martin, 2010, "Relative Price Adjustment and the UK Phillips Curve," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1737-1744.
• Alexander Harin, 2010, "The ruptures in the probability scale and some problems of modelling," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1-18.
• Jen-je Su & Wai-kong (adrian) Cheung & Astrophel (kim) Choo, 2010, "On the power of modified Kapetanios-Snell-Shin (KSS) tests," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2028-2036.
• Jialu Liu, 2010, "Does Migration Income Help Hometown Business? Evidences from Rural Households Survey in China," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2598-2611.
• Francesca Giambona & Erasmo Vassallo & Elli Vassiliadis, 2010, "Educational efficiency in a dea-bootstrap approach," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2709-2719.
• Claudio Detotto & Pulina Manuela, 2010, "Testing the effects of crime on the Italian economy," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2063-2074.
• Komain Jiranyakul, 2010, "Recent evidence of the validity of the export-led growth hypothesis for Thailand," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2151-2159.
• Ivan Jeliazkov & Rui Liu, 2010, "A model-based ranking of U.S. recessions," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2289-2296.
• Stefan D. Haigner & Stefan Jenewein & Hans-Christian Müller & Florian Wakolbinger, 2010, "The first shall be last: Serial position effects in the case contestants evaluate each other," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 3170-3176.
• Vasyechko Olga, 2010, "New composite indicator for the business tendency survey," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 1-32.
• Davidson, James & Monticini, Andrea, 2010, "Tests for cointegration with structural breaks based on subsamples," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2498-2511, November.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2010, "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, volume 154, issue 1, pages 42-58, January.
• Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010, "Forecasting with equilibrium-correction models during structural breaks," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 25-36, September.
• Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010, "Threshold bipower variation and the impact of jumps on volatility forecasting," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 276-288, December.
• Barunik, Jozef & Vacha, Lukas, 2010, "Monte Carlo-based tail exponent estimator," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4863-4874, DOI: 10.1016/j.physa.2010.06.054.
• Johnson, Timothy C. & Zervos, Mihail, 2010, "The explicit solution to a sequential switching problem with non-smooth data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29003, Feb.
• Sanderson, Jean & Fryzlewicz, Piotr & Jones, M. W., 2010, "Estimating linear dependence between nonstationary time series using the locally stationary wavelet model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29141, Jun.
• Antoniadis, Anestis & Fryzlewicz, Piotr & Letué, Frédérique, 2010, "The Dantzig selector in Cox's proportional hazards model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 30992, Dec.
• Skinner, Chris J. & Vallet, L.-A., 2010, "Fitting log-linear models to contingency tables from surveys with complex sampling designs: an investigation of the Clogg-Eliason approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 39118.
• Shlomo, Natalie & Skinner, Chris J., 2010, "Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 39119.
• D'Arrigo, Julia & Skinner, Chris J., 2010, "Linearization variance estimation for generalized raking estimators in the presence of nonresponse," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 39120, Dec.
• Winston Moore & Chrystol Thomas, 2010, "A meta‐analysis of the relationship between debt and growth," International Journal of Development Issues, Emerald Group Publishing Limited, volume 9, issue 3, pages 214-225, September, DOI: 10.1108/14468951011073307.
• Bian, G. & McAleer, M.J. & Wong, W.-K., 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-62, Oct.
• Bian, G. & McAleer, M.J. & Wong, W.-K., 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 21722, Dec.
• Ming Lu & Guanghua Wan & Zhao Chen, 2010, "Globalization and Regional Income Inequality: Evidence from within China," Working Papers, eSocialSciences, number id:3179, Nov.
• Jozef Barunik & Lukas Vacha, 2010, "Monte Carlo-Based Tail Exponent Estimator," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/06, Apr, revised Apr 2010.
• Chamon, Marcos & Mello, João Manoel Pinho de & Firpo, Sergio Pinheiro, 2010, "Electoral rules, political competition and fiscal spending: regression discontinuity evidence from brazilian municipalities," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 208, Jun.
• Ellen R. McGrattan, 2010, "Measurement with minimal theory," Quarterly Review, Federal Reserve Bank of Minneapolis, issue July, pages 2-13.
• Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2010, "Heterogeneity in Managerial Strategies and Internationalization of Firms: the case of Italy," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2010_04.rdf.
• Marco M. Sorge, 2010, "On the Empirical Separability of News Shocks and Sunspots," Notas Económicas, Faculty of Economics, University of Coimbra, issue 32, pages 44-55, December.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00460472.
• Dominique Guegan & Chafic Merhy, 2010, "A Note on fair Value and Illiquid Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00460856, Jan.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00461711, Jan.
• Emmanuelle Lavaine, 2010, "Atmospheric Pollution, Environmental Justice and Mortality Rate: a Spatial Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00524132, Sep.
• Dominique Guegan & Bertrand Hassani & Cédric Naud, 2010, "An efficient threshold choice for operational risk capital computation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00544342, Nov.
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2010, "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print, HAL, number hal-00741630, Oct, DOI: 10.1016/j.jeconom.2010.07.008.
• Claudio Detotto & Manuela Pulina, 2010, "Testing the effects of crime on the Italian economy," Post-Print, HAL, number hal-01971129.
• Mohamed Boutahar & Essahbi Essaadi, 2010, "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Post-Print, HAL, number halshs-00566026.
• Christian Belzil & J. Hansen, 2010, "The distinction between dictatorial and incentive policy interventions and its implication for IV estimation," Working Papers, HAL, number hal-00463877, Mar.
• Yuri Suarez Dillon Soares & Maria Michaela Sviatschi, 2010, "The Impact of Modernization of Justice on Court Efficiency in Costa Rica," OVE Working Papers, Inter-American Development Bank, Office of Evaluation and Oversight (OVE), number 0610, Sep.
• Yuri Suarez Dillon Soares & Maria Michaela Sviatschi & Raul Andrade & Jimena Montenegro, 2010, "The Impact of Improving Access to Justice on Conflict Resolution: Evidence from Peru," OVE Working Papers, Inter-American Development Bank, Office of Evaluation and Oversight (OVE), number 0810, Dec.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 636, Jun.
• Costas Meghir & Steven Rivkin, 2010, "Econometric methods for research in education," IFS Working Papers, Institute for Fiscal Studies, number W10/10, May.
• Kareem Ismail & Mr. Rabah Arezki, 2010, "Boom-Bust Cycle, Asymmetrical Fiscal Response and the Dutch Disease," IMF Working Papers, International Monetary Fund, number 2010/094, Apr.
• Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2010, "Short-Term Congestion Forecasting in Wholesale Power Markets," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 31700, Jul.
• Michele Fratianni & Francesco Marchionne & Chang Hoon Oh, 2010, "The Gravity Equation in International Economics and International Business Research: A Note," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2010-08, Aug.
• Belzil, Christian & Hansen, Jörgen, 2010, "The Distinction between Dictatorial and Incentive Policy Interventions and its Implication for IV Estimation," IZA Discussion Papers, IZA Network @ LISER, number 4835, Mar.
• Firpo, Sergio, 2010, "Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures," IZA Discussion Papers, IZA Network @ LISER, number 4841, Mar.
• Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010, "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 233-261, DOI: 10.1002/jae.1105.
• G. Christodoulakis & E. Mamatzakis, 2010, "Return attribution analysis of the UK insurance portfolios," Annals of Finance, Springer, volume 6, issue 3, pages 405-420, July, DOI: 10.1007/s10436-009-0129-7.
• Pu Chen & Chih-Ying Hsiao, 2010, "Causal Inference for Structural Equations: With an Application to Wage-Price Spiral," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 1, pages 17-36, June, DOI: 10.1007/s10614-010-9202-6.
• Daniel Griffith, 2010, "Modeling spatio-temporal relationships: retrospect and prospect," Journal of Geographical Systems, Springer, volume 12, issue 2, pages 111-123, June, DOI: 10.1007/s10109-010-0120-x.
• Ciarán mac an Bhaird & Brian Lucey, 2010, "Determinants of capital structure in Irish SMEs," Small Business Economics, Springer, volume 35, issue 3, pages 357-375, October, DOI: 10.1007/s11187-008-9162-6.
• Joonwoo Nahm & Robert F. Schoeni, 2010, "A Cohort Analysis of Wealth-Age Profiles: Lessons from Psid," Korean Economic Review, Korean Economic Association, volume 26, pages 59-78.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 735, Oct.
• Dominique Guegan & Chafic Merhy, 2010, "A note on fair value and illiquid markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10001, Jan.
• Emmanuelle Lavaine, 2010, "Atmospheric Pollution, Environmental Justice and Mortality Rate: a Spatial Approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10072, Sep.
• Dominique Guegan & Bertrand Hassani & Cédric Naud, 2010, "An efficient threshold choice for operational risk capital computation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10096, Nov, revised Nov 2011, DOI: 10.21314/JOP.2012.100.
• Jeffrey M Wooldridge, 2010, "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, number 0262232588, edition 2, ISBN: ARRAY(0x691b55f8), December.
• Jeffrey M Wooldridge, 2010, "Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, number 0262731835, edition 2, ISBN: ARRAY(0x68492cb8), December.
• Patrick Kline & Andres Santos, 2010, "Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 15716, Feb.
• Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesar, 2010, "Clustering, Spatial Correlations and Randomization Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 15760, Feb.
• Costas Meghir & Steven G. Rivkin, 2010, "Econometric Methods for Research in Education," NBER Working Papers, National Bureau of Economic Research, Inc, number 16003, May.
• Abdurrahman Aydemir & George J. Borjas, 2010, "Attenuation Bias in Measuring the Wage Impact of Immigration," NBER Working Papers, National Bureau of Economic Research, Inc, number 16229, Jul.
• Koop, Gary & Korobilis, Dimitris, 2010, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, volume 3, issue 4, pages 267-358, July, DOI: 10.1561/0800000013.
• Kniesner, Thomas J. & Leeth, John D., 2010, "Hedonic Wage Equilibrium: Theory, Evidence and Policy," Foundations and Trends(R) in Microeconomics, now publishers, volume 5, issue 4, pages 229-299, July, DOI: 10.1561/0700000005.
• Ruser, John & Butler, Richard, 2010, "The Economics of Occupational Safety and Health," Foundations and Trends(R) in Microeconomics, now publishers, volume 5, issue 5, pages 301-354, August, DOI: 10.1561/0700000036.
• Bowman, Douglas & Gatignon, Hubert, 2010, "Market Response and Marketing Mix Models: Trends and Research Opportunities," Foundations and Trends(R) in Marketing, now publishers, volume 4, issue 3, pages 129-207, May, DOI: 10.1561/1700000015.
• M.-É. Clerc & É. Coudin, 2010, "The CPI, Mirror of the Cost of Living in France? Evidence based on the Engel Curves Analysis," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2010-04.
• P. Givord, 2010, "Econometric Methods for Public Policies Evaluation," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2010-08.
• Luis N. Lanteri, 2010, "Modelos de VAR alternativos para pronósticos (VAR bayesianos y FAVAR): el caso de las exportaciones argentinas," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 33, issue 66, pages 42-64.
• Bahodir Turaev, 2010, "The Impact Of Organizational And Economic Factors On Tourism Development," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 6, issue 3, pages 77-79, October.
• Nigmatullin, Raul R. & Omay, Tolga & Baleanu, Dumitru, 2010, "On fractional filtering versus conventional filtering in economics," MPRA Paper, University Library of Munich, Germany, number 111643, Apr.
• Selim, Tarek, 2010, "Towards a New Energy and Environmental Policy for Egypt: Development of Clean Sources in an Emerging Economy," MPRA Paper, University Library of Munich, Germany, number 119500, Apr.
• Harin, Alexander, 2010, "Теорема О Существовании Разрывов В Шкале Вероятностей
  [Theorem of existence of ruptures in the probability scale]," MPRA Paper, University Library of Munich, Germany, number 20593, Feb.
• Addabbo, Tindara & Favaro, Donata, 2010, "The flexibility penalty in a long-term perspective," MPRA Paper, University Library of Munich, Germany, number 21064, Mar.
• Vaz, Margarida & Silva, João Albino & Manso, José Pires, 2010, "Regional expression of tourism development," MPRA Paper, University Library of Munich, Germany, number 21716, Mar.
• Harin, Alexander, 2010, "Теорема О Существовании Разрывов В Шкале Вероятностей. Ii
  [Theorem of existence of ruptures in the probability scale. II]," MPRA Paper, University Library of Munich, Germany, number 22633, May.
• Razzak, Weshah, 2010, "Predicting Instability," MPRA Paper, University Library of Munich, Germany, number 22804, May.
• Harin, Alexander, 2010, "Theorem of existence of ruptures in probability scale. Preliminary short version," MPRA Paper, University Library of Munich, Germany, number 23319, Jun.
• Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010, "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper, University Library of Munich, Germany, number 23380, Jun.
• Harin, Alexander, 2010, "Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай
  [Theorem of existence of ruptures in probability scale. Discrete case]," MPRA Paper, University Library of Munich, Germany, number 23902, Jul.
• Voudouris, V & Di Maio, C, 2010, "The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production," MPRA Paper, University Library of Munich, Germany, number 24269, Aug.
• Chen, Pu & Hsiao, Chih-Ying, 2010, "Looking behind Granger causality," MPRA Paper, University Library of Munich, Germany, number 24859, Sep.
• Aziz, Zohaib & Muhammad, Ahsanuddin & Hussain, Ghulam, 2010, "Global environment and factors affecting the salary of the CEO (chief executive officer) of a goods producing firm: an Econometric modeling approach using STATA," MPRA Paper, University Library of Munich, Germany, number 24919, Sep.
• Liebl, Dominik, 2010, "Modeling hourly Electricity Spot Market Prices as non stationary functional times series," MPRA Paper, University Library of Munich, Germany, number 25017, Sep.
• Ardia, David & Ospina, Juan & Giraldo, Giraldo, 2010, "Jump-Diffusion Calibration using Differential Evolution," MPRA Paper, University Library of Munich, Germany, number 26184, Oct, revised 25 Oct 2010.
• Liebl, Dominik, 2010, "Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices," MPRA Paper, University Library of Munich, Germany, number 26800.
• Brogi, Athos, 2010, "A binomial tree to price European options," MPRA Paper, University Library of Munich, Germany, number 33604, Feb, revised Aug 2011.
• Marchese, Malvina, 2010, "Time series models of GDP: a reappraisal," MPRA Paper, University Library of Munich, Germany, number 36389.
• Zuniga Gonzalez, Carlos Alberto, 2010, "Comparisons of LSMS-ISA data collection and dissemination efforts in Central America," MPRA Paper, University Library of Munich, Germany, number 49350, May, revised 15 Jun 2011.
• Kodhelaj, Mimoza & Molla, Jonida, 2010, "Foreign Direct Investments in Albanian Market as part of Global Market and Globalization," MPRA Paper, University Library of Munich, Germany, number 51657, Nov.
• Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly, 2010, "Непараметрические Оценки Эффективности Российских Банков
  [Nonparametric estimates of Russian banks efficiency]," MPRA Paper, University Library of Munich, Germany, number 56037, revised 2010.
• Chen, Song Xi & Qin, Yingli, 2010, "A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing," MPRA Paper, University Library of Munich, Germany, number 59642.

2009

• Almut E. D. Veraart & Luitgard A. M. Veraart, 2009, "Stochastic volatility and stochastic leverage," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-20, May.
• Ole Eiler Barndorff-Nielsen & Robert Stelzer, 2009, "The multivariate supOU stochastic volatility model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-42, Sep.
• Charoenrook, Anchada & Daouk, Hazem, , "Conditional Skewness of Aggregate Market Returns," Working Papers, Cornell University, Department of Applied Economics and Management, number 51181, DOI: 10.22004/ag.econ.51181.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009, "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers, Yale University, Economic Growth Center, number 47107, Jan, DOI: 10.22004/ag.econ.47107.
• Rossitsa Rangelova, 2009, "Changing Determinants of the Economic Growth – Theoretical Base and Specifics of the Empirics," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-32.
• Luis Lanteri, 2009, "Response of the Argentine Soybean Sown Area to Prices," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200944, Nov.
• Teresa Leal & Javier J. Pérez, 2009, "Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado," Working Papers, Banco de España, number 0933, Dec.
• Santiago Arango & John Jairo Prado & Isaac Dyner, 2009, "Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 27, issue 60, pages 80-109, December, DOI: 10.32468/Espe.6003.
• Timotheos Angelidis & Alexandros Benos, 2009, "The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 112-144, January, DOI: 10.1111/j.1468-036X.2007.00416.x.
• R. Aaberge & U. Colombino & T. Wennemo, 2009, "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 3, pages 586-612, July, DOI: 10.1111/j.1467-6419.2008.00573.x.
• Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009, "Finding an unknown number of multivariate outliers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 71, issue 2, pages 447-466, April, DOI: 10.1111/j.1467-9868.2008.00692.x.
• Al-Sadoon, M.M., 2009, "Causality Along Subspaces: Theory," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0919, Apr.
• Halmai Peter & Vasary Viktoria, 2009, "Economic Growth and Convergence in the European Union," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 1, pages 171-188, May.
• Pece Mitrevski & Olivera Kostoska & Marjan Angeleski, 2009, "E-Business Implications for Productivity and Competitiveness," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 1, pages 253-262, May.
• Tomescu-Dumitrescu Cornelia, 2009, "Economic Forecasts Based on Econometric Models Using EViews 5," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 1, pages 277-284, May.
• Itzhak Gilboa & Larry Samuelson, 2009, "Subjectivity in Inductive Inference," Levine's Working Paper Archive, David K. Levine, number 814577000000000324, Aug.
• Santiago Arango & John Jairo Prado & Isaac Dyner, 2009, "Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 27, issue 60, pages 80-109, DOI: 10.32468/Espe.6003.
• DUJARDIN, Claire & PEETERS, Dominique & THOMAS, Isabelle, 2009, "Neighbourhood effects and endogeneity issues," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009056, Sep.
• Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009, "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7474, Sep.
• Gonzalo, Jesús & Olmo, José, 2009, "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094423, Jun.
• Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009, "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, volume 25, issue 5, pages 1319-1347, October.
• Hodgson, Robert T., 2009, "How Expert are “Expert” Wine Judges?," Journal of Wine Economics, Cambridge University Press, volume 4, issue 2, pages 233-241, January.
• Gabriela OPAIT, 2009, "The Geometrycal Interpretation of the Relations between the Laspeyres, Paasche, Fisher and Drobisch Indexes and a New Presentation of the Bortkiewicz Relation," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 291-298.