Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General

2010

• Alina Barnett & Jan J J Groen & Haroon Mumtaz, 2010, "Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis," Bank of England Staff Working Paper series, Bank of England, number 392, Jun.
• Jana Eklund & George Kapetanios & Simon Price, 2010, "Forecasting in the presence of recent structural change," Bank of England Staff Working Paper series, Bank of England, number 406, Dec.
• Zhongjun Qu & Denis Tkachenko, 2010, "Identification and Frequency Domain QML Estimation of Linearized DSGE Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2010-053, Jan.
• Pankaj Sinha & Archit Johar, 2010, "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, volume 4, issue 1, pages 17-26, May.
• Jean-Michel Charpin, 2010, "Statistiques : les voies de la confiance," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 371-393.
• Pesaran, M.H. & Chudik, A., 2010, "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1024, May.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2010, "Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/24, May.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in Economics? The Singer Not the Song," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/43, Jul.
• Seamus Hogan & Laura Meriluoto, 2010, "A Note on the Probability of Winning a Lottery when the Number of Competitors is a Binomial Random Variable," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/48, Aug.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/75, Dec.
• Piotr Wdowinski & Marta Malecka, 2010, "Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets," CESifo Working Paper Series, CESifo, number 2974.
• M. Hashem Pesaran & Alexander Chudik, 2010, "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," CESifo Working Paper Series, CESifo, number 3055.
• Mario García Molina & Eleonora Herrera, 2010, "Are there Goodwin employment-distribution cycles? International empirical evidence," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Clara Inés Pardo Martínez, 2010, "Energy efficiency in the automotive industry evidence from Germany and Colombia," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 7582, Oct.
• Lya Paola Sierra S & José Tomás Peláez S & Jaime Rafael Ahcar O, 2010, "The building sector in Cali (Colombia): An economic review to its recent evolution and major determinants," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Mario Garcia Molina & Alba Avila & Ibrahim Massy, 2010, "Quantitative Evidence of Goodwins Non Linear Growth Cycles," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 7465, Sep.
• Jorge E. Saíz V. Sander A. Rangel J., 2010, "Índice de Gestión Social Empresarial (IGS): una aplicación de la medición de capital social," Revista CIFE, Universidad Santo Tomás.
• LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010, "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010025, May.
• SBRANA, Giacomo & SILVESTRINI, Andrea, 2010, "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010039, Jul.
• Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 7734, Mar.
• Marta Spreafico, 2010, "Economic Institutions and Economic Growth in the Former Soviet Union Economies," DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ispe0054, May.
• Albarrán Lozano, Irene & Alonso, Pablo J. & Marín, Juan Miguel, 2010, "Non-linear models of disability and age applied to census data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws102410.
• 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.
• Kevin D Hoover, 2010, "Probability and Structure in Econometric Models," Working Papers, Duke University, Department of Economics, number 10-02.
• Kevin D. Hoover, 2010, "Pragmatism, Perspectival Realism, and Econometrics," Working Papers, Duke University, Department of Economics, number 10-91.
• Zamarro, Gema, 2010, "Accounting for heterogeneous returns in sequential schooling decisions," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 260-276, June.
• Christensen, Kim & Kinnebrock, Silja & Podolskij, Mark, 2010, "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 116-133, November.
• Christensen, Kim & Oomen, Roel & Podolskij, Mark, 2010, "Realised quantile-based estimation of the integrated variance," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 74-98, November.
• Briant, A. & Combes, P.-P. & Lafourcade, M., 2010, "Dots to boxes: Do the size and shape of spatial units jeopardize economic geography estimations?," Journal of Urban Economics, Elsevier, volume 67, issue 3, pages 287-302, May.
• Brenner, Jan, 2010, "Life-cycle variations in the association between current and lifetime earnings: Evidence for German natives and guest workers," Labour Economics, Elsevier, volume 17, issue 2, pages 392-406, April.
• Fotopoulos, Georgios & Kallioras, Dimitris & Petrakos, George, 2010, "Spatial variations of Greek manufacturing employment growth: The effects of specialization and international trade," Papers in Regional Science, Elsevier, volume 89, issue 1, pages 109-134, DOI: 10.1111/j.1435-5957.2009.00243.x.
• Meitz, Mika & Saikkonen, Pentti, 2010, "A note on the geometric ergodicity of a nonlinear AR-ARCH model," Statistics & Probability Letters, Elsevier, volume 80, issue 7-8, pages 631-638, April.
• Ana Paula Martins, 2010, "Frontier Techniques: Contrasting the Performance of (Single-)Truncated Order Regression Methods and Replicated Moments," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 53, issue 2, pages 75-93.
• Ana Paula Martins, 2010, "Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_37, Aug.
• Cárdenas, Mauricio, 2010, "State capacity in Latin America," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123391, Apr.
• Chang, C-L. & McAleer, M.J. & Oxley, L., 2010, "What Makes a Great Journal Great in Economics? The Singer Not the Song," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-45, Jul.
• Chang, C-L. & McAleer, M.J. & Oxley, L., 2010, "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-75, Dec.
• Hans W. Friederiszick & Lars-Hendrik Röller, 2010, "Quantification of harm in damages actions for antitrust infringements: Insights from German cartel cases," ESMT Research Working Papers, ESMT European School of Management and Technology, number ESMT-10-001, Mar.
• Muhammad Farooq Arby & Muhammad Jahanzeb Malik & Muhammad Nadim Hanif, 2010, "The Size of Informal Economy in Pakistan," Working Papers, eSocialSciences, number id:2493, May.
• Jesús Cuauhtémoc Téllez Gaytán. & Pablo López Sarabia., 2010, "Comovimiento entre mercados accionarios de América Latina y Estados Unidos: Un enfoque de wavelets," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 32, issue 1, pages 55-82, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/322010/Tellez.
• Francesca D'Auria & Cécile Denis & Karel Havik & Kieran Mc Morrow & Christophe Planas & Rafal Raciborski & Werner Roger & Alessandro Rossi, 2010, "The production function methodology for calculating potential growth rates and output gaps," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 420, Jul.
• Guy Kaplanski, Haim Levy, 2010, "The Two-Parameter Long-Horizon Value-at-Risk," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 1, pages 1-20, April.
• Ole Bonnichsen & Jacob Ladenburg, 2010, "Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2010/7, Jun.
• Jacob Ladenburg & Jens Olav Dahlgaard & Ole Bonnichsen, 2010, "Testing the Effect of a Short Cheap Talk Script in Choice Experiments," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2010/11, Sep.
• Dominique Guegan & Pierre-André Maugis, 2010, "New Prospects on Vines," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00348884, Mar.
• Dominique Guegan & Pierre-André Maugis, 2010, "An Econometric Study of Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00492124, May.
• Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2010, "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," Post-Print, HAL, number hal-00732537, Sep, DOI: 10.1016/j.jeconom.2010.05.001.
• Kim Christensen & Roel Oomen & Mark Podolskij, 2010, "Realised quantile-based estimation of the integrated variance," Post-Print, HAL, number hal-00732538, Sep, DOI: 10.1016/j.jeconom.2010.04.008.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010, "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print, HAL, number hal-03417660, DOI: 10.1007/s00199-008-0432-y.
• A. Briant & P.-P. Combes & M. Lafourcade, 2010, "Dots to boxes: Do the size and shape of spatial units jeopardize economic geography estimations?," Post-Print, HAL, number hal-04246924, May, DOI: 10.1016/j.jue.2009.09.014.
• Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2010, "Dots to boxes: Do the size and shape of spatial units jeopardize economic geography estimations?," Post-Print, HAL, number halshs-00754452, May, DOI: 10.1016/j.jue.2009.09.014.
• A. Briant & P.-P. Combes & M. Lafourcade, 2010, "Dots to boxes: Do the size and shape of spatial units jeopardize economic geography estimations?," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-04246924, May, DOI: 10.1016/j.jue.2009.09.014.
• Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2010, "Dots to boxes: Do the size and shape of spatial units jeopardize economic geography estimations?," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754452, May, DOI: 10.1016/j.jue.2009.09.014.
• Russell Davidson, 2010, "An Agnostic Look at Bayesian Statistics and Econometrics," Working Papers, HAL, number halshs-00541163, Nov.
• Andersen, Steffen & Harrison, Glenn W. & Hole, Arne Risa & Rutström, Elisabet E., 2010, "Non-Linear Mixed Logit," Working Papers, Copenhagen Business School, Department of Economics, number 04-2010, Apr.
• Li, Yushu & Shukur, Ghazi, 2010, "Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 227, Apr.
• Schiöler, Linus, 2010, "Modelling the spatial patterns of influenza incidence in Sweden," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2010:1, Sep.
• Schiöler, Linus & Frisén, Marianne, 2010, "Multivariate outbreak detection," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2010:2, Sep.
• Støve, Bård & Tjøstheim, Dag & Hufthammer, Karl Ove, 2010, "Measuring Financial Contagion by Local Gaussian Correlation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2010/12, Sep.
• Cúrdia, Vasco & Finocchiaro, Daria, 2010, "Monetary Regime Change and Business Cycles," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 241, Apr.
• Cristian Ricardo Nogales Carvajal & Carlos Alberto Foronda Rojas, 2010, "La inclusión en el sistema financiero boliviano y las microfinanzas," Investigación & Desarrollo, Universidad Privada Boliviana, number 0110.
• Pamela Córdova Olivera, 2010, "Contribución del sistema de pensiones privado de capitalización individual al desarrollo del mercado de capitales en Bolivia, 1997-2009," Investigación & Desarrollo, Universidad Privada Boliviana, number 0210.
• Enache, Calcedonia, 2010, "The Utilization Of The Statistical Techniques In Projecting Gross Value Added In The Agriculture, Hunting And Forestry; Fishery And Pisciculture Sector," Agricultural Economics and Rural Development, Institute of Agricultural Economics, volume 7, issue 2, pages 285-291.
• Jui-Kuei Chen & I-Shuo Chen, 2010, "Disparities Between Services Demanded And Services Received In Taiwanese Restaurants," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 59-69.
• Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 360.
• Gheorghe Zaman & George Georgescu, 2010, "Romania’s External Debt Sustainability Under Crisis Circumstances," Romanian Journal of Economics, Institute of National Economy, volume 30, issue 1(39), pages 5-38, June.
• Melik KAMISLI & Nuray GIRGINER, 2010, "Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 11, issue 1, pages 1-30, May.
• Esin FIRUZAN, 2010, "Turkiye Petrol Fiyatlari Oynakliginin Modellenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 12, issue 1, pages 1-17, November.
• Merkl, Christian & Wesselbaum, Dennis, 2010, "Extensive vs. Intensive Margin in Germany and the United States: Any Differences?," IZA Discussion Papers, IZA Network @ LISER, number 5117, Aug.
• Nicholas Rohde, 2010, "Lorenz Curve Interpolation and the Gini Coefficient," Journal of Income Distribution, Ad libros publications inc., volume 19, issue 2, pages 111-123, June.
• Juan Brida & Wiston Risso, 2010, "Dynamics and Structure of the 30 Largest North American Companies," Computational Economics, Springer;Society for Computational Economics, volume 35, issue 1, pages 85-99, January, DOI: 10.1007/s10614-009-9187-1.
• Lucia Buzzigoli & Antonio Giusti & Alessandro Viviani, 2010, "The Evaluation of University Departments. A Case Study for Firenze," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 1, pages 24-38, February, DOI: 10.1007/s11294-009-9243-6.
• Chi-Keung Lau, 2010, "Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 1, pages 52-64, February, DOI: 10.1007/s11294-009-9241-8.
• Marcelin Diagne, 2010, "Real Money Demand, Income, and Interest Rates in Senegal: Is there a Long-Run Stable Relation?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 2, pages 213-222, May, DOI: 10.1007/s11294-010-9259-y.
• Sadullah Çelik & Ulkem Basdas, 2010, "How Does Globalization Affect Income Inequality? A Panel Data Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 4, pages 358-370, November, DOI: 10.1007/s11294-010-9281-0.
• Juan Pulido-Fernández & Marcelino Sánchez-Rivero, 2010, "Attitudes of the cultural tourist: a latent segmentation approach," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 34, issue 2, pages 111-129, May, DOI: 10.1007/s10824-010-9115-1.
• Panutat Satchachai & Peter Schmidt, 2010, "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, volume 34, issue 2, pages 83-97, October, DOI: 10.1007/s11123-010-0183-1.
• Sergio Meza & K. Sudhir, 2010, "Do private labels increase retailer bargaining power?," Quantitative Marketing and Economics (QME), Springer, volume 8, issue 3, pages 333-363, September, DOI: 10.1007/s11129-010-9085-9.
• J. Subrick & Andrew Young, 2010, "Nobelity and novelty: Finn Kydland and Edward Prescott’s contributions viewed from Vienna," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 23, issue 1, pages 35-53, March, DOI: 10.1007/s11138-009-0079-3.
• Philipp Koellinger & Matthijs Loos & Patrick Groenen & A. Thurik & Fernando Rivadeneira & Frank Rooij & André Uitterlinden & Albert Hofman, 2010, "Genome-wide association studies in economics and entrepreneurship research: promises and limitations," Small Business Economics, Springer, volume 35, issue 1, pages 1-18, July, DOI: 10.1007/s11187-010-9286-3.
• Wanvisa Sriratana & Visit Limsombunchai, 2010, "Factors Affecting Pure Orange Juice Purchasing Decisions of Consumers," Working Papers, Kasetsart University, Department of Agricultural and Resource Economics, number 201002, May.
• Mika Meitz & Pentti Saikkonen, 2010, "A note on the geometric ergodicity of a nonlinear AR–ARCH model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1003, Jan.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in Economics? The Singer Not the Song," KIER Working Papers, Kyoto University, Institute of Economic Research, number 706, Aug.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers, Kyoto University, Institute of Economic Research, number 714, Aug.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 746, Dec.
• Yélé Maweki Batana & Jean-Yves Duclos, 2010, "Testing for Mobility Dominance," Cahiers de recherche, CIRPEE, number 1002.
• Yélé Maweki Batana & Jean-Yves Duclos, 2010, "Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being," Cahiers de recherche, CIRPEE, number 1004.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010, "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche, CIRPEE, number 1021.
• Dominique Guegan & Pierre-André Maugis, 2010, "An Econometric Study of Vine Copulas," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10040, May.
• Preety Srivastava & Xueyan Zhao, 2010, "What Do the Bingers Drink? Microeconometric Evidence on Negative Externatilities of Alcohol Consumption by Beverage Types," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/10, Jan.
• John DiNardo & David S. Lee, 2010, "Program Evaluation and Research Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16016, May.
• Todor Kaloianov, 2010, "Necessity of Use and Cognition Sense of Moments of Higher Rank (Asymmetry and Excess Coefficients)," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 69-82, Janyary.
• Hans W. Friederiszick & Lars-Hendrik Röller, 2010, "Quantification Of Harm In Damages Actions For Antitrust Infringements: Insights From German Cartel Cases," Journal of Competition Law and Economics, Oxford University Press, volume 6, issue 3, pages 595-618.
• Bo E. Honor & Áureo De Paula, 2010, "Interdependent Durations," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 3, pages 1138-1163.
• Stoica Tiberiu, 2010, "Are Confidence and Sentiment Indicators Crucial in Forecasting the Economic Growth of Romania during the Current Crisis?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 756-760, October.
• Eugenio Zucchelli & Andrew M. Jones & Nigel Rice & Anthony Harris, 2010, "The Effects of Health Shocks on labour Market Exits: Evidence from the HILDA Survey," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 13, issue 2, pages 191-218.
• González Abril, Luis & Velasco Morente, Francisco, 2010, "The Similarity between the Square of the Coefficient of Variation and the Gini Index of a General Random Variable = Similitud entre el cuadrado del coeficiente de variación y el índice de Gini en una variable aleatoria general," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 10, issue 1, pages 5-18, December.
• Nazgul Jenish, 2010, "random fields," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Kyungchul Song, 2010, "Robust Estimation of Some Nonregular Parameters," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-020, Jun.
• Yang Shao, 2010, "An Application Of Spatial - Panel Analysis - Provincial Economic Growth And Logistics In China," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 2, pages 315-322.
• Mihai Aristotel Ungureanu & Mihaela Gruiescu & Corina Ioanăş & Dragoş Dan Morega, 2010, "The Evaluation Of Risk Regarding Insurance. Statistical Methods Of Risk Dissipation," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 2, pages 353-362.
• Ahmed Gulzar & Novaira Junaid & Adnan Haider, 2010, "What is Hidden in the Hidden Economy of Pakistan? Size, Causes, Issues, and Implications," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 49, issue 4, pages 665-704.
• 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.
• Sinha, Pankaj & Johar, Archit, 2010, "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper, University Library of Munich, Germany, number 20834, Feb.
• Proietti, Tommaso, 2010, "Trend Estimation," MPRA Paper, University Library of Munich, Germany, number 21607, Mar.
• Onour, Ibrahim, 2010, "Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature," MPRA Paper, University Library of Munich, Germany, number 23334, May.
• Halkos, George, 2010, "Exploring Greek innovation activities: the adoption of generalized linear models," MPRA Paper, University Library of Munich, Germany, number 24392.
• Evers, Hans-Dieter & Yusoff, Anis & Shamsul, A.BB., 2010, "Ethno-diversity and bio-diversity: Methods and measurement," MPRA Paper, University Library of Munich, Germany, number 24429, Aug.
• Garita, Gus, 2010, "An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"," MPRA Paper, University Library of Munich, Germany, number 25996, Oct.
• Antonio, Paradiso, 2010, "Long-term interest rates, asset prices, and personal saving ratio: Evidence from the 1990s," MPRA Paper, University Library of Munich, Germany, number 26754, Oct.
• Toledo, Wilfredo, 2010, "Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico
  [Different Techniques of Modelling Trend and its applications to Puerto Rico Sectoral Employment Series]," MPRA Paper, University Library of Munich, Germany, number 26871, Nov.
• Fry, J. M., 2010, "Gaussian and non-Gaussian models for financial bubbles via econophysics," MPRA Paper, University Library of Munich, Germany, number 27307, Dec.
• Song, In Ho, 2010, "House Prices and Consumption," MPRA Paper, University Library of Munich, Germany, number 27481, Nov.
• Matthew, Salois, 2010, "Obesity and Diabetes, the Built Environment, and the ‘Local’ Food Economy," MPRA Paper, University Library of Munich, Germany, number 27945, Dec.
• COSTANDACHI, Gheorghe, 2010, "Repere de fundamentare a structurii sistemului informational statistic in Republica Moldova," MPRA Paper, University Library of Munich, Germany, number 28034.
• Gulzar, Ahmed & Junaid, Novaira & Haider, Adnan, 2010, "What is Hidden, in the Hidden Economy of Pakistan? Size, Causes, Issues and Implications," MPRA Paper, University Library of Munich, Germany, number 28571, Nov, revised 25 Dec 2010.
• Caragea, Nicoleta & Alexandru, Ciprian Antoniade, 2010, "Renewable Energy Sources in Romania: A Statistical Approach," MPRA Paper, University Library of Munich, Germany, number 30306, Sep.
• Canestraro, Davide & Dacorogna, Michel, 2010, "Estimating the risk-adjusted capital is an affair in the tails," MPRA Paper, University Library of Munich, Germany, number 32831, Nov.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Halkos, George, 2010, "Modelling biodiversity," MPRA Paper, University Library of Munich, Germany, number 39075.
• 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.
• Lach, Łukasz, 2010, "Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems," MPRA Paper, University Library of Munich, Germany, number 52285.
• Sellner, Richard & Fischer, Manfred M. & Koch, Matthias, 2010, "A spatial autoregressive Poisson gravity model," MPRA Paper, University Library of Munich, Germany, number 77551.
• Radovan Chalupka, 2010, "Improving Risk Adjustment in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 3, pages 236-250, DOI: 10.18267/j.pep.374.

2009

• Peter Reinhard Hansen & Guillaume Horel, 2009, "Quadratic Variation by Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-13, Mar.
• Tom Engsted, 2009, "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-17, May.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009, "Multipower Variation for Brownian Semistationary Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-21, May.
• Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009, "Stochastic volatility of volatility in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-25, Jul.
• Kim Christensen & Roel Oomen & Mark Podolskij, 2009, "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-27, May.
• Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2009, "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-45, Sep.
• Mark Podolskij & Mathias Vetter, 2009, "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-47, Oct.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009, "Limit theorems for functionals of higher order differences of Brownian semi-stationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-60, Dec.
• Kuan-Min Wang & Yuan-Ming Lee & Thanh-Binh Nguyen Thi, 2009, "Business-Cycle Asymmetry and Causality Between Foreign Direct Investment and Fixed Capital Formation," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue Number Sp, pages 698-721, November.
• Ainembabazi, John Herbert & Angelsen, Arild, 2009, "The paradox of household resource endowment and land productivity in Uganda," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51691, DOI: 10.22004/ag.econ.51691.
• Nilsun SARIYER, 2009, "Characteristics that form customer value in banks: a research on ATMs," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 134-139, May.
• Lect. Ph.D Constantin Sanda & Lect. Ph.D. Lupsa-Tataru Dana Adriana, 2009, "Tourism In Romania And European Union," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 57-60, NOVEMBER.
• Veysel Yilmaz & H. Eray Celik & Ceren Yagizer, 2009, "Investigating The Effects Of Environmental Sensitivity And Environmental Behavior On Ecological Product Buying Behavior Through Structural Equation Modeling," Anadolu University Journal of Social Sciences, Anadolu University, volume 9, issue 2, pages 1-14, December.
• Luciano Menezes Bezerra Sampaio & Yony Sampaio, 2009, "Prioridade Brasileira entre Acordos de Livre Comércio Utilizando Equilíbrio Geral Aliado à Teoria dos Jogos," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 10, issue 3, pages 533-551.
• Aycan Hepsag, 2009, "Testing the Validity of Financial Liberalization Policies under the Framework of McKinnon’s Complementarity Hypothesis: The Case of Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 1, pages 63-80.
• Boldea, Otilia & Magnus, Jan R., 2009, "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 488, pages 1539-1549.
• Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2009, "New Information Response Functions," Working papers, Banque de France, number 235.
• Alain Monfort., 2009, "Une mod lisation s quentielle de la VaR," Working papers, Banque de France, number 250.
• Alain Monfort, 2009, "Optimal Portfolio Allocation under Asset and Surplus VaR Constraints," Working papers, Banque de France, number 251.
• Jan J J Groen & George Kapetanios & Simon Price, 2009, "Multivariate methods for monitoring structural change," Bank of England Staff Working Paper series, Bank of England, number 369, Jun.
• Bekir Elmas & M.Sinan Temurlenk, 2009, "Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 43, pages 1-16.
• Das Sanghamitra & Mukhopadhyay Abhiroop & Ray Tridip, 2009, "Integrating Mental Health in Welfare Evaluation: An Empirical Application," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 9, issue 1, pages 1-25, September, DOI: 10.2202/1935-1682.2224.
• Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009, "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0924, Jun.
• Sanghamitra Bandyopadhyay & Frank A Cowell & Emmanuel Flachaire, 2009, "Goodness-of-Fit: An Economic Approach," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 101, Apr.
• Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009, "Weak and Strong Cross Section Dependence and Estimation of Large Panels," CESifo Working Paper Series, CESifo, number 2689.
• Clara Inés Pardo Martínez, 2009, "Energy use and energy efficiency development in the German and Colombian textile industries," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 6862, Jul.
• Clara Inés Pardo Martínez, 2009, "Analysis of energy efficiency development in the German and Colombian food industries," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 6863, Dec.
• Ignacio Velez-Pareja, 2009, "Conceptos basicos de estadistica," Proyecciones Financieras y Valoración, Master Consultores, number 5670, Jun.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009, "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009002, Jan.
• SBRANA, Giacomo & SILVESTRINI, Andrea, 2009, "What do we know about comparing aggregate and disaggregate forecasts?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009020, Mar.
• Canova, Fabio & Sala, Luca, 2009, "Back to square one: identification issues in DSGE models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7234, Mar.
• Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2009, "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1720, Aug.
• Helena Holmlund & Helmut Rainer & Thomas Siedler, 2009, "Meet the Parents?: The Causal Effect of Family Size on the Geographic Distance between Adult Children and Older Parents," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 923.
• Sylvain Prado, 2009, "Hedging residual value risk using derivatives," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-31.
• Chudik, Alexander & Pesaran, Hashem, 2009, "Infinite-dimensional VARs and factor models," Working Paper Series, European Central Bank, number 998, Jan.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009, "Adaptive Experimental Design Using the Propensity Score," Working Papers, Yale University, Department of Economics, number 59, Jan.
• Federico Echenique & Ivana Komunjer, 2009, "Testing Models With Multiple Equilibria by Quantile Methods," Econometrica, Econometric Society, volume 77, issue 4, pages 1281-1297, July.
• Jorg Stoye, 2009, "More on Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, volume 77, issue 4, pages 1299-1315, July.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009, "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 50-67, January.
• Messina, Julian & Strozzi, Chiara & Turunen, Jarkko, 2009, "Real wages over the business cycle: OECD evidence from the time and frequency domains," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 6, pages 1183-1200, June.
• de Paula, Áureo, 2009, "Inference in a synchronization game with social interactions," Journal of Econometrics, Elsevier, volume 148, issue 1, pages 56-71, January.
• Ciarlone, Alessio & Piselli, Paolo & Trebeschi, Giorgio, 2009, "Emerging markets' spreads and global financial conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 2, pages 222-239, April.
• Beine, Michel & Grauwe, Paul De & Grimaldi, Marianna, 2009, "The impact of FX central bank intervention in a noise trading framework," Journal of Banking & Finance, Elsevier, volume 33, issue 7, pages 1187-1195, July.
• Canova, Fabio & Sala, Luca, 2009, "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, volume 56, issue 4, pages 431-449, May.
• Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark, 2009, "Power variation for Gaussian processes with stationary increments," Stochastic Processes and their Applications, Elsevier, volume 119, issue 6, pages 1845-1865, June.
• Podolskij, Mark & Vetter, Mathias, 2009, "Bipower-type estimation in a noisy diffusion setting," Stochastic Processes and their Applications, Elsevier, volume 119, issue 9, pages 2803-2831, September.
• Cowell, Frank & Flachaire, Emmanuel & Bandyopadhyay, Sanghamitra, 2009, "Goodness-of-fit: an economic approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25433, Apr.
• Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009, "Econometrics with gretl. Proceedings of the gretl Conference 2009," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 01, edition 1, ISBN: ARRAY(0x8f1c3e68), June.
• Asai, M. & Caporin, M., 2009, "Block Structure Multivariate Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-51, Dec.
• Ron Mittelhammer & George Judge, 2009, "A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model," International Econometric Review (IER), Economic Research Association, volume 1, issue 1, pages 33-49, April.
• Nikolaos L. Hourvouliades, 2009, "International Portfolio Diversification: Evidence from European Emerging Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 55-78.
• Radovan Chalupka, 2009, "Improving Risk Adjustment in the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/02, Jan, revised Jan 2009.
• Julian Messina & Chiara Strozzi & Jarkko Turunen, 2009, "Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains," Working Papers, FEDEA, number 2009-02, Jan.
• Emanuel Moench & Serena Ng & Simon M. Potter, 2009, "Dynamic hierarchical factor models," Staff Reports, Federal Reserve Bank of New York, number 412.
• Sylvain Prado, 2009, "Hedging residual value risk using derivatives," Working Papers, HAL, number hal-04140859.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2009, "Debt, deficits and finite horizons: the stochastic case," Working Papers, HAL, number halshs-00439336.
• Russell Davidson & James Mackinnon, 2009, "Moments of IV and JIVE estimators," Working Papers, HAL, number halshs-00442692, Dec.
• Russell Davidson, 2009, "Bootstraping econometric models," Working Papers, HAL, number halshs-00442693, Dec.
• Russell Davidson & James Mackinnon, 2009, "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers, HAL, number halshs-00442713, Dec.
• Russell Davidson, 2009, "Testing for restricted stochastic dominance: some further results," Working Papers, HAL, number halshs-00443556, Dec.
• Russell Davidson & Jean-Yves Duclos, 2009, "Testing for restricted stochastic dominance," Working Papers, HAL, number halshs-00443560, Dec.
• Zeebari, Zangin & Shukur, Ghazi, 2009, "Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 183, Aug.