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
- 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 EconomÃa, 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.
- ZANIN, Luca, 2009, "The Contribution Of Equipment Leasing In The Error-Correction Model Of Investment In Machinery And Equipment: Evidence From Italy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 2.
- Zhenlin Yang, 2006, "On Joint Modelling and Testing for Local and Global Spatial Externalities," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22487, Jan.
- Katsuhiro Sugita, 2009, "A Monte Carlo comparison of Bayesian testing for cointegration rank," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2145-2151.
- Youngki Shin, 2009, "Misspecified Markov Switching Model," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 957-963.
- Frédérique Bec & Charbel Bassil, 2009, "Federal Funds Rate Stationarity: New Evidence," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 867-872.
- Richard Duhautois & Emmanuelle Walkowiak & Oana Calavrezo, 2009, "The Substitution of Worksharing and Short-Time Compensation in France: A Difference-in-differences Approach," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 820-833.
- José de Hevia & María Arrazola, 2009, "Marginal effects in the double selection regression model: an illustration for the wages of women in Spain," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 611-621.
- Christos Emmanouilides & Panos Fousekis, 2009, "Non-Linear Catching-up and Long-Run Convergence in the Agricultural Productivity of US States," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 182-189.
- Tsangyao Chang & Gengnan Chiang & Yichun Zhang, 2009, "Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 588-598.
- Andreas Chai & Alessio Moneta, 2009, "Comparing shapes of engel curves," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1156-1162.
- Erik A. Figueiredo & Flávio Ziegelmann, 2009, "Estimating income mobility using census data: a probabilistic approach," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 1-8.
- Brennan S. Thompson, 2009, "Nonparametric estimation and specification testing of a two-factor interest rate model," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2343-2349.
- Juliana Caicedo-llano & Catherine Bruneau, 2009, "Co-movements of international equity markets: a large-scale factor model approach," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1466-1482.
- Juan Gabriel Brida & W. Adrian Risso, 2009, "Dynamic and Structure of the Italian stock market based on returns and volume trading," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2417-2423.
- Juan carlos Escanciano & David Jacho-chavez, 2009, "Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1889-1895.
- Jaqueson K. Galimberti, 2009, "A proxy-variable search procedure," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2531-2541.
- Gabriel Montes-Rojas, 2009, "A note on the variance of average treatment effects estimators," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2937-2943.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009, "Detrending and the Distributional Properties of U.S. Output Time Series," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 3155-3161.
- Helena Veiga, 2009, "Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2730-2731.
- Ahmet Ozyigit, 2009, "Income convergence in latin america in a smooth transition autoregressive framework: evidence from brazil, mexico, chile and costa rica," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 1-30.
- Keisuke Hirano & Jack R. Porter, 2009, "Asymptotics for Statistical Treatment Rules," Econometrica, Econometric Society, volume 77, issue 5, pages 1683-1701, September.
- Federico Ciliberto & Elie Tamer, 2009, "Market Structure and Multiple Equilibria in Airline Markets," Econometrica, Econometric Society, volume 77, issue 6, pages 1791-1828, November.
- Gómez-Antonioa, Miguel & Fingleton, Bernard, 2009, "Analysing the impact of public capital stock using the NEG wage equation: a panel data approach," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-29.
- Woodcock, Simon D. & Benedetto, Gary, 2009, "Distribution-preserving statistical disclosure limitation," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 12, pages 4228-4242, October.
- Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George, 2009, "A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 151-166, June.
- Kleijnen, Jack P.C., 2009, "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, volume 192, issue 3, pages 707-716, February.
- Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J., 2009, "Monitoring processes with changing variances," International Journal of Forecasting, Elsevier, volume 25, issue 3, pages 518-525, July.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009, "Understanding Markov-switching rational expectations models," Journal of Economic Theory, Elsevier, volume 144, issue 5, pages 1849-1867, September.
- Zhu, Jie, 2009, "Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2633-2653, DOI: 10.1016/j.matcom.2008.12.005.
- Lee, Cheng-Few & Tsai, Chiung-Min & Lee, Alice C., 2009, "A dynamic CAPM with supply effect: Theory and empirical results," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 3, pages 811-828, August.
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009, "Adaptive Experimental Design Using the Propensity Score," Working Papers, Economic Growth Center, Yale University, number 969, Jan.
- Li, Qiaoling & Pan, Jiazhu & Yao, Qiwei, 2009, "On determination of cointegration ranks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24106.
- Fryzlewicz, Piotr & Ombao, Hernando, 2009, "Consistent classification of non-stationary time series using stochastic wavelet representations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25162, Mar.
- Batu, Tugkan & Berenbrink, Petra & Sohler, Christian, 2009, "A sublinear-time approximation scheme for bin packing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25979, Nov.
- Gutiérrez Sanín, Francisco, 2009, "The quandaries of coding and ranking: evaluating poor state performance indexes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28483, Nov.
- Gutiérrez Sanín, Francisco & González Peña, Andrea, 2009, "Force and ambiguity: evaluating sources for cross-national research – the case of military interventions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28494, Jun.
- Riani, Marco & Atkinson, Anthony C. & Cerioli, Andrea, 2009, "Finding an unknown number of multivariate outliers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 30462.
- Lam, Clifford & Fan, Jianqing, 2009, "Sparsistency and rates of convergence in large covariance matrix estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31540.
- Fingleton, Bernard & Gómez-Antonio, Miguel, 2009, "Analysing the impact of public capital stock using the NEG wage equation: a panel data approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 33241, Jun.
- Matei, Alina & Skinner, Chris J., 2009, "Optimal sample coordination using controlled selection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 39116.
- Durrant, Gabriele B. & Steele, Fiona, 2009, "Multilevel modelling of refusal and non-contact in household surveys: evidence from six UK Government surveys," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 50112, Apr.
- John S. Chipman, 2009, "The Theory of International Trade," Books, Edward Elgar Publishing, number 3017, ISBN: ARRAY(0x75b21be8), June.
- Vít Bubák & Filip Žikeš, 2009, "Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 4, pages 334-359, Oktober.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009, "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-05.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-11.
- Cristina Fuentes-Albero & Maxym Kryshko & José-Víctor Ríos-Rull & Raul Santaeulalia-Llopis & Frank Schorfheide, 2009, "Methods versus substance: measuring the effects of technology shocks on hours," Staff Report, Federal Reserve Bank of Minneapolis, number 433.
- Aguilar Gutiérrez, Genaro, 2009, "Modelos econométricos y capacidad tributaria municipal en México: ¿Pueden los municipios de México recaudar más?," Finanzas Públicas, Centro de Estudios de las Finanzas Públicas, H. Cámara de Diputados, volume 1, issue 1, pages 15-48.
- Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2009, "Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2009_09.rdf.
- Dominique Guegan & Bertrand Hassani, 2009, "A new algorithm for the loss distribution function with applications to Operational Risk Management," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00384398, Nov.
- Chetty, Nadarajan, 2009, "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Scholarly Articles, Harvard University Department of Economics, number 9748528.
- Fulvio Corsi & Davide Pirino & Roberto Reno, 2009, "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-036, Mar.
- Alexandru, Maria & Bucur, Carmen, 2009, "The Romanian Wheat Market And The Behavior Of The Individual Agricultural Producers – An Econometric Approach," Agricultural Economics and Rural Development, Institute of Agricultural Economics, volume 6, issue 1, pages 103-116.
- Florens, Jean-Pierre & Sbaï, Erwann, 2009, "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 612, Jul.
- Héctor R. Gertel & Roberto Giuliodori & Leandra Bernard & Eugenia Meiners, 2009, "Can Public Policy Help to Promote Micro-Enterprises Success in the Context of an Economic Downturn? The Case of Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 47, issue 2, pages 67-96, Diciembre, DOI: 10.55444/2451.7321.2009.v47.n2.3946.
- Valerie Albouy & Laurent Davezies & Thierry Debrand, 2009, "Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure," Working Papers, IRDES institut for research and information in health economics, number DT20, Jan, revised Jan 2009.
- Zhou, Qun & Tesfatsion, Leigh S. & Liu, Chen-Ching, 2009, "Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 13071, Mar.
- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2009, "Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets," ISU General Staff Papers, Iowa State University, Department of Economics, number 200901010800001032, Jan.
- Nicodemo, Catia & Waldmann, Robert, 2009, "Child-Care and Participation in the Labor Market for Married Women in Mediterranean Countries," IZA Discussion Papers, IZA Network @ LISER, number 3983, Jan.
- Laura Onofri, 2009, "Old master paintings, export veto and price formation: an empirical study," European Journal of Law and Economics, Springer, volume 28, issue 2, pages 149-161, October, DOI: 10.1007/s10657-008-9094-2.
- Lieke Boonen & Frederik Schut & Bas Donkers & Xander Koolman, 2009, "Which preferred providers are really preferred? Effectiveness of insurers’ channeling incentives on pharmacy choice," International Journal of Health Economics and Management, Springer, volume 9, issue 4, pages 347-366, December, DOI: 10.1007/s10754-009-9055-5.
- Daniel Griffith & Jean Paelinck, 2009, "Specifying a joint space- and time-lag using a bivariate Poisson distribution," Journal of Geographical Systems, Springer, volume 11, issue 1, pages 23-36, March, DOI: 10.1007/s10109-008-0075-3.
- Ray Chou & Chun-Chou Wu & Nathan Liu, 2009, "Forecasting time-varying covariance with a range-based dynamic conditional correlation model," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 4, pages 327-345, November, DOI: 10.1007/s11156-009-0113-3.
- Georges Dionne & Pascal François & Olfa Maalaoui Chun, 2009, "Detecting Regime Shifts in Corporate Credit Spreads," Cahiers de recherche, CIRPEE, number 0929.
- Dominique Guegan & Bertrand Hassani, 2009, "A new algorithm for the loss distribution function with applications to Operational Risk Management," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09023, Apr, revised Nov 2009.
- Michael J. Hicks, 2009, "Racino Gaming's Impact on Wages, Employment, Economic Diversity and Stability: Evidence from a Spatial Model of West Virginia," Journal of Economic Insight, Missouri Valley Economic Association, volume 35, issue 1, pages 21-34.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009, "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14710, Feb.
- David S. Lee & Thomas Lemieux, 2009, "Regression Discontinuity Designs in Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 14723, Feb.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 15047, Jun.
- William A. Brock & Steven N. Durlauf, 2009, "Adoption Curves and Social Interactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 15065, Jun.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009, "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers, National Bureau of Economic Research, Inc, number 15375, Sep.
- Ajit Singh, 2009, "Better to be rough and relevant than to be precise and irrelevant: Reddaway's legacy to economics," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 33, issue 3, pages 363-379, May.
- Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009, "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 124-163, 2012 10 1.
- Mitchell A. Petersen, 2009, "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 1, pages 435-480, January.
- Sowell, Fallaw, 2009, "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper, University Library of Munich, Germany, number 15494, Feb, revised May 2009.
- Hirano, Keisuke & Porter, Jack, 2009, "Impossibility Results for Nondifferentiable Functionals," MPRA Paper, University Library of Munich, Germany, number 15990, Jun.
- Santella, Paolo & Drago, Carlo & Polo, Andrea & Gagliardi, Enrico, 2009, "A Comparison among the director networks in the main listed companies in France, Germany, Italy, and the United Kingdom," MPRA Paper, University Library of Munich, Germany, number 16397, Jan.
- Harin, Alexander, 2009, "Разрывы В Шкале Вероятностей. Расчет Величин Разрывов
[Ruptures in the probability scale. Calculation of ruptures’ values]," MPRA Paper, University Library of Munich, Germany, number 16663, Aug. - Simões, Pedro & Cunha Marques, Rui, 2009, "Performance and Congestion Analysis of the Portuguese Hospital Services," MPRA Paper, University Library of Munich, Germany, number 16940, Aug.
- Suarez, Ronny, 2009, "Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances," MPRA Paper, University Library of Munich, Germany, number 17482, Sep.
- Fry, J. M., 2009, "Bubbles and contagion in English house prices," MPRA Paper, University Library of Munich, Germany, number 17687, Oct.
- Schroeder, Gerhard, 2009, "Volatility Indexes seem to point to the Past," MPRA Paper, University Library of Munich, Germany, number 18025, Oct.
- Saidón, Mariana, 2009, "Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007)," MPRA Paper, University Library of Munich, Germany, number 18917, Mar.
- Harin, Alexander, 2009, "Ruptures in the probability scale? Calculation of ruptures’ dimensions," MPRA Paper, University Library of Munich, Germany, number 19348, Dec.
- Idrovo Aguirre, Byron & Contreras, Javier, 2009, "Un Modelo SARIMA para Predecir la Tasa de Desempleo de Chile
[A model SARIMA to predict chilean unemployment]," MPRA Paper, University Library of Munich, Germany, number 19369, Jun, revised 17 Sep 2009. - Marques, Rui & Simões, Pedro, 2009, "How far are Portuguese prisons inefficient? A non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 19565, Dec.
- Irfan, Mohammad & Muhammad Yasin, Hafiz, 2009, "Socio-Economic Challenges Faced by Pakistan," MPRA Paper, University Library of Munich, Germany, number 40570.
- EL-Mohammadi, Rachid, 2009, "BSWithJump Model And Pricing Of Quanto CDS With FX Devaluation Risk," MPRA Paper, University Library of Munich, Germany, number 42781, Oct.
- EL-Mohammadi, Rachid, 2009, "BSFTDWithMultiJump Model and Pricing of Quanto FTD with FX Devaluation Risk," MPRA Paper, University Library of Munich, Germany, number 42782, Oct.
- Hiremath, Gourishankar S & Bandi, Kamaiah, 2009, "On the random walk characteristics of stock returns in India," MPRA Paper, University Library of Munich, Germany, number 46499.
- Emura, Takeshi & Wang, Weijing, 2009, "Testing Quasi-independence for Truncation Data," MPRA Paper, University Library of Munich, Germany, number 58582, Jul.
- Wenzel, Tina, 2009, "Beyond GDP - Measuring the Wealth of Nations," MPRA Paper, University Library of Munich, Germany, number 87288, Jan, revised 02 Feb 2009.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009, "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper series, Rimini Centre for Economic Analysis, number 27_09, Jan.
- Ramazan Gencay & Nikola Gradojevic, 2009, "Errors-in-Variables Estimation with No Instruments," Working Paper series, Rimini Centre for Economic Analysis, number 30_09, Jan.
- Miron, Dumitru & Dima, Alina Mihaela & Vasilache, Simona, 2009, "Indexes of Regional Economic Growth in Post-Accession Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 138-152, September.
- Saralees Nadarajah, 2009, "Pearson type VII ratio distribution," Empirical Economics, Springer, volume 37, issue 1, pages 219-229, September, DOI: 10.1007/s00181-008-0232-z.
- Andreas Drichoutis & Panagiotis Lazaridis & Rodolfo Nayga, 2009, "Can Mediterranean diet really influence obesity? Evidence from propensity score matching," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 10, issue 4, pages 371-388, October, DOI: 10.1007/s10198-008-0138-x.
- Catherine Lejeune & Christine Binquet & Franck Bonnetain & Amel Mahboubi & Michal Abrahamowicz & Thierry Moreau & Maria Raikou & Laurent Bedenne & Catherine Quantin & Claire Bonithon-Kopp, 2009, "Estimating the cost related to surveillance of colorectal cancer in a French population," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 10, issue 4, pages 409-419, October, DOI: 10.1007/s10198-009-0144-7.
- Olof Åslund & Oskar Nordström Skans, 2009, "How to measure segregation conditional on the distribution of covariates," Journal of Population Economics, Springer;European Society for Population Economics, volume 22, issue 4, pages 971-981, October, DOI: 10.1007/s00148-008-0189-4.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009, "Detrending and the Distributional Properties of U.S. Output Time Series," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2009/14, Oct.
- Claude Lopez, 2009, "A Panel Unit Root Test with Good Power in Small Samples," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 4, pages 295-313, DOI: 10.1080/07474930802458620.
- Kleijnen, J.P.C., 2009, "Sensitivity Analysis of Simulation Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-11.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009, "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-75.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009, "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-82.
- Kleijnen, J.P.C. & Pierreval, H. & Zhang, J., 2009, "Methodology for Determining the Acceptability of Given Designs in Uncertain Environments," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-3.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009, "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 59d5c29b-25a3-4af9-921f-b.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009, "Robust Optimization in Simulation : Taguchi and Krige Combined," Other publications TiSEM, Tilburg University, School of Economics and Management, number d919b893-db2b-4d97-a392-4.
- Florens, Jean-Pierre & Sbaï, Erwann, 2009, "Local Identification in Empirical Games of Incomplete Information," TSE Working Papers, Toulouse School of Economics (TSE), number 10-166, Jul.
- Jonathan A.C. Sterne (ed.), 2009, "Meta-Analysis in Stata: An Updated Collection from the Stata Journal," Stata Press books, StataCorp LLC, number mais, ISBN: ARRAY(0x91160b28), March.
- Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi, 2009, "Spatial Contagion of Global Financial Crisis," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200906, Aug, revised Aug 2009.
- Nicholas Longford, 2009, "A house price index defined in the potential outcomes framework," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1175, Oct.
- Malcolm Rutherford, 2009, "The USDA Graduate School: Government Training in Statistics and Economics, 1921-1945," Department Discussion Papers, Department of Economics, University of Victoria, number 0901, Mar.
- Hui Feng & David E. Giles, 2009, "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0903, Jun.
- Cull, Robert & Demirguc-Kunt, Asli & Morduch, Jonathan, 2009, "Banks and microbanks," Policy Research Working Paper Series, The World Bank, number 5078, Oct.
- Han-Hsing Lee & Ren-Raw Chen & Cheng-Few Lee, 2009, "Empirical Studies Of Structural Credit Risk Models And The Application In Default Prediction: Review And New Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 629-675, DOI: 10.1142/S0219622009003703.
- Raul Gonzalez & Kevin Hasker & Robin C. Sickles, 2009, "AN ANALYSIS OF STRATEGIC BEHAVIOR INeBAY AUCTIONS," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 441-472, DOI: 10.1142/S0217590809003422.
- Dipak Basu (ed.), 2009, "Economic Models:Methods, Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7085, ISBN: ARRAY(0x6df92098).
- Olav Bjerkholt, 2009, "Some Unresolved Problems of Mathematical Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Alexis Lazaridis, 2009, "A Novel Method of Estimation Under Co-Integration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Dipak R. Basu & Alexis Lazaridis, 2009, "Time Varying Responses of Output to Monetary and Fiscal Policy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Andrew Hughes Hallet, 2009, "The Advantages of Fiscal Leadership in an Economy with Independent Monetary Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Chirstophe Deissenberg & Pavel Ševčík, 2009, "Cheap-Talk Multiple Equilibria and Pareto — Improvement in an Environmental Taxation Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Nikitas Spiros Koutsoukis & Athanassios Mihiotis & Nikos Konidaris, 2009, "Enterprise Modeling and Integration: Review and New Directions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Victoria Miroshnik, 2009, "Toward a Theory of Japanese Organizational Culture and Corporate Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Anna-Maria Mouza, 2009, "Health Service Management Using Goal Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Fabrizio Iacone & Renzo Orsi, 2009, "Inflation Control in Central and Eastern European Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Athanasios Athanasenas, 2009, "Credit and Income: Co-Integration Dynamics of the US Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
- Spanos, Aris, 2009, "The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-14, DOI: 10.5018/economics-ejournal.ja.2009-.
2008
- Kiani, Mehdi & Panaretos, John & Psarakis, Stelios, 2008, "A new procedure for monitoring the range and standard deviation of a quality characteristic," MPRA Paper, University Library of Munich, Germany, number 9067.
- Barnett, William A. & Jones, Barry E. & Nesmith, Travis D., 2008, "Divisia Second Moments," MPRA Paper, University Library of Munich, Germany, number 9111, Jun.
- Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers, University of Pretoria, Department of Economics, number 200827, Jul.
- Tomáš Tichý, 2008, "Posouzení vybraných možností zefektivnění simulace Monte Carlo při opčním oceňování
[Examination of selected improvement approaches to Monte Carlo simulation in option pricing]," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 6, pages 772-794, DOI: 10.18267/j.polek.663. - Tim Bollerslev & Morten Ø. Nielsen & Per Houmann Frederiksen & Torben G. Andersen, 2008, "Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns," Working Paper, Economics Department, Queen's University, number 1173, Jul.
- Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro, 2008, "Electoral Design and Voter Welfare from the U.S. Senate: Evidence from a Dynamic Selection Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 11, issue 1, pages 1-17, January, DOI: 10.1016/j.red.2007.04.005.
- Marcos Chamon & João Manoel Pinho de Mello & Sergio Firpo, 2008, "Electoral rules, political competition and fiscal spending : regression discontinuity evidence from Brazilian municipalities," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 559, Oct.
- Josue Mbonigaba & Wa Ntita Serge Kabongo, 2017, "Demand-side determinants of access to healthcare services: Empirical evidence from Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 103, Feb.
- Brian Whitacre, 2008, "Factors influencing the temporal diffusion of broadband adoption: evidence from Oklahoma," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 3, pages 661-679, September, DOI: 10.1007/s00168-007-0178-7.
- Haigang Zhou & Steven Rigdon, 2008, "Duration dependence in US business cycles: An analysis using the modulated power law process," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 25-34, January, DOI: 10.1007/s12197-007-9005-3.
- Saralees Nadarajah & Samuel Kotz, 2008, "Moments of truncated t and F distributions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 7, issue 1, pages 63-73, April, DOI: 10.1007/s10258-007-0021-1.
- Kleijnen, J.P.C., 2008, "Design of Experiments : An Overview," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-70.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008, "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-95.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008, "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number e49ba0fc-853c-4a13-b564-d.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-574, Jul.
- John M Maheu & Thomas H McCurdy, 2008, "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Papers, University of Toronto, Department of Economics, number tecipa-324, Aug.
- Jörn-Steffen Pischke & Till von Wachter, 2008, "Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation," The Review of Economics and Statistics, MIT Press, volume 90, issue 3, pages 592-598, August.
- Maura Vásquez & Guillermo Ramírez & Alberto Camardiel & Tomás Aluja, 2008, "A Biplot graphical tool to model the relationships between two sets of variables," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 33, issue 25, pages 117-130, january-j.
- Nicholas Longford, 2008, "Small-area estimation with spatial similarity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1105, Jul, revised Sep 2009.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2008, "Volatility forecasting: the jumps do matter," Department of Economics University of Siena, Department of Economics, University of Siena, number 534, Jun.
- J.N.K. Rao, 2008, "Some Methods for Small Area Estimation," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 116, issue 4, pages 387-405.
- Dan HEDLIN, 2008, "Small Area Estimation: a Practitioner’s Appraisal," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 116, issue 4, pages 407-417.
- Michele D'ALO' & Loredana DI CONSIGLIO & Stefano FALORSI & Fabrizio SOLARI, 2008, "Small Area Estimation Methods for Socio-Economic Indicators in Household Surveys," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 116, issue 4, pages 419-442.
- Nicola TORELLI & Matilde TREVISANI, 2008, "Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 116, issue 4, pages 443-464.
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