## 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**

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

Most recent items first, undated at the end.

**Matematičko modeliranje odnosa između održivog profita i održivog poslovanja**

*by*Nidžara Osmanagić Bedenik & Vedran Kojić & Ivan Strugar & Davor Labaš

**The Relationship of Government Revenue and Government Expenditure: A case study of Malaysia**

*by*Ullah, Nazim

**Instrumental Variables in the Long Run**

*by*Casey, Gregory & Klemp, Marc

**Log-normal creaming and the likelihood of discovering additional giant petroleum fields**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Weibull Wind Worth: Wait and Watch?**

*by*Lillestøl, Jostein

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Nonparametric errors in variables models with measurement errors on both sides of the equation**

*by*De Nadai, Michele & Lewbel, Arthur

**Endogeneity in stochastic frontier models**

*by*Amsler, Christine & Prokhorov, Artem & Schmidt, Peter

**Grouped effects estimators in fixed effects models**

*by*Bester, C. Alan & Hansen, Christian B.

**The South African Economic Response to Monetary Policy Uncertainty**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**The Expectations Hypothesis of the Term Structure: Further Empirical Evidence for India (1996-2013) - La struttura a termine dei tassi di interesse: ulteriore evidenza empirica per l’India (1996-2013)**

*by*Tronzano, Marco

**The Term Structure of Interest Rates in India: Evidence from the Post-Liberalization Period (1996-2013). -La struttura a termine dei tassi di interesse in India: una analisi empirica sul recente periodo di liberalizzazione dei mercati finanziari (1996-2013)**

*by*Tronzano, Marco

**Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models**

*by*Mutschler, Willi

**Monetary Cross-Checking in Practice**

*by*Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker

**Flexible Modeling of Binary Data Using the Log-Burr Link**

*by*Kaeding, Matthias

**Nanoeconomics: A statistical model of company profit influenced by individual interests of managers**

*by*Sokolov, Igor & Katyshev, Anatoly

**Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data**

*by*Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz

**Multi-dimensional Risk and its Diversification**

*by*Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang

**An entropy-based early warning indicator for systemic risk**

*by*Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini

**Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR**

*by*Federico Maglione

**On the (Ab)Use of Omega?**

*by*Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin

**On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models**

*by*Andreea Röthig & Andreas Röthig & Carl Chiarella

**Long memory through marginalization of large systems and hidden cross-section dependence**

*by*Chevillon G. & Hecq A.W. & Laurent S.F.J.A.

**Asymptotic Bias of OLS in the Presence of Reverse Causality**

*by*Basu, Deepankar

**Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci

**Fundamental shock selection in DSGE models**

*by*Filippo Ferroni & Stefano Grassi & Miguel A. Leon-Ledesma

**Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995 - 2007**

*by*Steven Yee & Miguel Ramirez

**Generalized Autoregressive Method of Moments**

*by*Drew Creal & Siem Jan Koopman & Andr� Lucas & Marcin Zamojski

**Bias correction for fixed effects spatial panel data models**

*by*Zhenlin Yang & Jihai Yu & Shew Fan Liu

**Effect of Housing on Net Error Omissions: An Application to Turkey Case**

*by*Dilek ALTAS & Gulen Arikan

**Forecasting South African Gold Sales: The Box-Jenkins Methodology**

*by*Johannes Tshepiso Tsoku & Nonofo Phokontsi & Daniel Metsileng

**A Comparative Study of Stock Price Forecasting using nonlinear models**

*by*Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe

**The Financing of Investment in European SMEs: Does economic integration matter?**

*by*Mary Arrieta

**Statistical Analysis of Educational System of Georgia**

*by*Lia Charekishvili

**Conflict Points and Air Traffic Problem Resolutions of Air Traffic Controllers in Istanbul Airspace**

*by*Soner Demirel & Ertan Cinar & Medine Elif Othan

**Strategic links between borrowing behaviour and purpose of credit: Evidence from India**

*by*Padmavathi Koride & Anjula Gurtoo

**Improving Discretization Exploiting Dependence Structure**

*by*Daniela Marella & Mauro Mezzini & Paola Vicard

**Octav Onicescu – Omul si opera Restituiri: contributii la dezvoltarea cercetarii economice Entropia informationala în economie - Versiune preliminara -**

*by*Preda, Vasile & Dedu, Silvia

**Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers**

*by*León, Ángel & Moreno, Manuel

**Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models**

*by*Liudas Giraitis & George Kapetanios & Tony Yates

**What Determines Studentsâ€™ Perceptions in Course Evaluation Rating in Higher Education? An Econometric Exploration**

*by*Temesgen Kifle & Mohammad Alauddin

**Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)**

*by*Idrovo Aguirre, Byron & Contreras, Javier

**An empirical investigation into the propensity of reckless decision making within the high pressure environment of Deal or No Deal**

*by*Whitle, Richard & Rae, Jonathan & Pyke, Chris

**VAT efficiency in the countries worldwide**

*by*Sokolovska, Olena & Sokolovskyi, Dmytro

**Trade freedom and revenue from trade taxes: a cross-country analysis**

*by*Sokolovska, Olena

**Short and long run estimates of the local effects of retirement on health**

*by*Fe, Eduardo & Hollingsworth, Bruce

**Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation**

*by*Yang, Bill Huajian & Du, Zunwei

**Environmental attitude, motivations and values for marine biodiversity protection**

*by*Halkos, George & Matsiori, Steriani

**Banking Innovations and New Income Streams: Impact on Banks’ Performance**

*by*Roy Trivedi, Smita

**Invariance of the distribution of the maximum**

*by*Fosgerau, Mogens & Lindberg, Per Olov & Mattsson, Lars-Göran & Weibull, Jörgen

**Globalisation effect measure via hierarchical dynamic factor modelling**

*by*Agne Reklaite

**Services Trade Restrictiveness Index (STRI): Scoring and Weighting Methodology**

*by*Massimo Geloso Grosso & Frédéric Gonzales & Sébastien Miroudot & Hildegunn Kyvik Nordås & Dorothée Rouzet & Asako Ueno

**A Quantal Response Model of Firm Competition**

*by*Ellis Scharfenaker

**Production function estimation using New Zealand’s Longitudinal Business Database**

*by*Richard Fabling & David C Maré

**STR: A Seasonal-Trend Decomposition Procedure Based on Regression**

*by*Alexander Dokumentov & Rob J. Hyndman

**Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata**

*by*Anil Alpman

**Constrained Optimization Approaches to Estimation of Structural Models: Comment**

*by*Fedor Iskhakov & Jinhyuk Lee & John Rust & Bertel Schjerning & Kyoungwon Seo

**Simple Tests for Selection Bias: Learning More from Instrumental Variables**

*by*Black, Dan A. & Joo, Joonhwi & LaLonde, Robert J. & Smith, Jeffrey A. & Taylor, Evan J.

**Characterizations of identified sets delivered by structural econometric models**

*by*Andrew Chesher & Adam Rosen

**A discrete model for bootstrap iteration**

*by*Russell Davidson

**An investigation into multivariate variance ratio statistics and their application to stock market predictability**

*by*Seok Young Hong & Oliver Linton & Hui Jun Zhang

**Mean Ratio Statistic for measuring predictability**

*by*Oliver Linton & Katja Smetanina

**Is Africa Different? Historical Conflict and State Development**

*by*Mark Dincecco & James Fenske & Massimiliano Gaetano Onorato

**Productivity Development for Norwegian Electricity Distribution Companies 2004-2013**

*by*Cheng, Xiaomei & Bjørndal, Endre & Lien, Gudbrand & Bjørndal, Mette

**Malmquist Productivity Analysis based on StoNED**

*by*Cheng, Xiaomei & Bjørndal, Endre & Bjørndal, Mette

**On the Distributional Assumptions in the StoNED model**

*by*Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre

**Beta-creaming**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Best estimate reporting with asymmetric loss**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**The Geography of Innovation and Entrepreneurship**

*by*Backman, Mikaela & Lööf, Hans

**Une nouvelle approche expérimentale pour tester les modèles quantiques de l'erreur de conjonction**

*by*Sébastien Duchêne & Thomas Boyer-Kassem & Eric Guerci

**Testing Quantum-like Models of Judgment for Question Order Effects**

*by*Thomas Boyer-Kassem & Sébastien Duchêne & Eric Guerci

**Approximating Time Varying Structural Models With Time Invariant Structures**

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation**

*by*Gayle, George-Levi & Li, Chen & Miller, Robert A.

**Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators**

*by*Honore, Bo E. & Hu, Luojia

**Poor (Wo)man’s Bootstrap**

*by*Honore, Bo E. & Hu, Luojia

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting**

*by*Chang, C-L. & McAleer, M.J.

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence**

*by*Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien

**‘Modern’ Phillips Curves And The Implications For The Statistical Process Of Inflation**

*by*Bill Russell

**War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I**

*by*Konstantin A. Kholodilin

**Edmond Malinvaud: A Tribute to His Contributions in Econometrics**

*by*Peter C. B. Phillips

**Identification- and Singularity-Robust Inference for Moment Condition**

*by*Donald W. K. Andrews & Patrik Guggenberger

**Higher-order statistics for DSGE models**

*by*Willi Mutschler

**Approximating time varying structural models with time invariant structures**

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Estimating the Variance of Decomposition Effects**

*by*Takuya Hasebe

**Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore**

*by*Badi H. Baltagi & Jing Li

**The Estimation of Multi-dimensional Fixed Effects Panel Data Models**

*by*Laszlo Balazsi & Laszlo Matyas & Tom J. Wansbeek

**The Impact of Foreclosure on Housing Prices**

*by*Ralph Siebert

**Clustering dependent observations with copula functions**

*by*Marta Di Lascio & Simone Giannerini

**Global Identification in DSGE Models Allowing for Indeterminacy**

*by*Zhongjun Qu & Denis Tkachenko

**Building a Structural Model: Parameterization and Structurality**

*by*M. Mouchart & R. Orsi

**Dynamic term structure models: the best way to enforce the zero lower bound in the United States**

*by*Andreasen, Martin M & Meldrum, Andrew

**Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach**

*by*Andreasen, Martin M & Meldrum, Andrew

**Approximating time varying structural models with time invariant structures**

*by*F. Canova & F. Ferroni & C. Matthes

**Structural and atheoretic approaches to micro-econometrics of public policy evaluation.(in french)**

*by*S. Roux

**Statistical Methods for Distributional Analysis**

*by*Franck A. Cowell & Emmanuel Flachaire

**Edgeworth expansion for the pre-averaging estimator**

*by*Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida

**On critical cases in limit theory for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Mark Podolskij

**Limit theorems for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij

**A weak limit theorem for numerical approximation of Brownian semi-stationary processes**

*by*Mark Podolskij & Nopporn Thamrongrat

**On U- and V-statistics for discontinuous Itô semimartingale**

*by*Mark Podolskij & Christian Schmidt & Mathias Vetter

**Inference from high-frequency data: A subsampling approach**

*by*Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev

**Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris

**A Markov Chain Estimator of Multivariate Volatility from High Frequency Data**

*by*Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov

**A Martingale Decomposition of Discrete Markov Chains**

*by*Peter Reinhard Hansen

**Trajectoires professionnelles et santé en Europe**

*by*Godard, Mathilde

**Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data**

*by*Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz

**Assessment of Post-2003 Crude Oil Price Hike Through Wavelet Coherency Analysis**

*by*Mustafa Koray Kalafatcilar & Mustafa utku Ozmen

**La profundidad de mercado y el impacto cruzado de precios**

*by*Erick Treviño Aguilar & Refugio Vallejo Gutiérrez

**On Reverse Stress Testing for Worst Case Scenarios: An Application to Credit Risk Modeling of Tunisian Economic Sectors**

*by*Amira Dridi

**Evaluation of Corporate Governance Influence on Performance of roumanian Companies**

*by*Georgeta VINTILA & Florinita DUCA

**A Time Series Analysis Using R for Understanding Car Sales On The Romanian Market**

*by*Mihaela Cornelia Sandu & Elena Druica & Rodica Ianole

**Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data**

*by*Scott W. Hegerty

**A Study of Unilateral and Multilateral Sanctions Effectiveness on Iran's Non-Oil Foreign Trade Products**

*by*Kazerooni, Alireza & Ghorbani, Adel & Saghafi, Reza

**On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach**

*by*Heni Boubaker & Nadia Sghaier

**Social Entreprises In Romania**

*by*Daniela PIRVU

**Globalisation Effect Measure Via Hierarchical Dynamic Factor Modelling**

*by*Agne Reklaite

**Three Essential Analytical Techniques for the Behavioral Marketing Researcher: Median Splits, Mean-Centering, and Mediation Analysis**

*by*Iacobucci, Dawn & Popovich, Deidre L. & Bakamitsos, Georgios A. & Posavac, Steven S. & Kardes, Frank R.

**¿Se está adentrando el sistema español de pensiones en zona sísmica?/Is the Spanish Pension System Approaching a Seismic Zone?**

*by*CÓRDOBA BUENO, MIGUEL & FERNÁNDEZ-AVILÉS CALDERÓN, GEMA & GARCÍA CENTENO, Mª CARMEN

**Proyecto LINK y Econometría de Alta Frecuencia: Las últimas aportaciones econométricas de Lawrence R. Klein /LINK Project and High Frequency Econometrics: Recent Econometric Contributions of Lawrence R. Klein**

*by*CASTILLA, ADOLFO

**Financial and Operative Cost Efficiency: Spanish Savings Banks in Pre-Crisis Period/Eficiencia en costes financieros y operativos: Las cajas de ahorros españolas en el periodo pre-crisis**

*by*PÉREZ-CÁRCELES, MARÍA CONCEPCIÓN & GÓMEZ-GALLEGO, JUAN CÁNDIDO & GÓMEZ-GARCÍA, JUAN

**La herencia de Klein (1920-2013): Una visión de futuro/The Legacy of Klein (1920-2013): A Vision of the Future**

*by*PULIDO SANROMAN, ANTONIO

**Causality Relationship between Money, Income, Price and Exchange Rates in a Small Open Economy: the Case of Hong Kong**

*by*Tai-Yuen HON

**Matching as a regression estimator**

*by*Dan A. Black

**GDP as a measure of economic growth and welfare: brief critical assessment**

*by*Daniel Bulin & Ionela Baltatescu

**The effect of sensory properties on non-celiac consumers’ willingness to pay for a gluten-free snack**

*by*Tiziana de Magistris & Wilma Xhakollari & Naomi Munoz

**Quality Service and Its Relation With Global Satisfaction in Fast Food Consumers. A Case Study**

*by*Luis Enrique IBARRA MORALES & Jesús VELÁZQUEZ & Lourdes PARTIDA & Cinthia FRANCO

**Forecasting Value-at-Risk using block structure multivariate stochastic volatility models**

*by*Asai, Manabu & Caporin, Massimiliano & McAleer, Michael

**The effects and applicability of financial media reports on corporate default ratings**

*by*Lu, Yang-Cheng & Wei, Yu-Chen & Chang, Tsang-Yao

**Improved inferences for spatial regression models**

*by*Liu, Shew Fan & Yang, Zhenlin

**Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality**

*by*Liu, Shew Fan & Yang, Zhenlin

**Signalling the Dotcom bubble: A multiple changes in persistence approach**

*by*Leone, Vitor & de Medeiros, Otavio Ribeiro

**Estimating the price impact of trades in a high-frequency microstructure model with jumps**

*by*Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael

**A risk model with renewal shot-noise Cox process**

*by*Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao

**Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform**

*by*Hao, Xuemiao & Li, Xuan

**Calculating systemic risk capital: A factor model approach**

*by*Avramidis, Panagiotis & Pasiouras, Fotios

**On corporate capital structure adjustments**

*by*Dang, Viet Anh & Garrett, Ian

**Momentum and default risk. Some results using the jump component**

*by*González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael

**Does the choice of performance measure influence the evaluation of commodity investments?**

*by*Auer, Benjamin R.

**Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis**

*by*Bouri, Elie

**The own-wage elasticity of labor demand: A meta-regression analysis**

*by*Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian

**The treatment-effect estimation: A case study of the 2008 economic stimulus package of China**

*by*Ouyang, Min & Peng, Yulei

**A test of the null of integer integration against the alternative of fractional integration**

*by*Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter

**A general method for third-order bias and variance corrections on a nonlinear estimator**

*by*Yang, Zhenlin

**QML estimation of dynamic panel data models with spatial errors**

*by*Su, Liangjun & Yang, Zhenlin

**The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models**

*by*Andreasen, Martin M. & Christensen, Bent Jesper

**Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs**

*by*Deza, Monica

**Bias in the estimation of mean reversion in continuous-time Lévy processes**

*by*Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun

**A martingale decomposition of discrete Markov chains**

*by*Hansen, Peter Reinhard

**Robust estimation under error cross section dependence**

*by*Moscone, F. & Tosetti, Elisa

**Cyclical behavior of real wages in Japan**

*by*Miyamoto, Hiroaki

**Variance change-point detection in panel data models**

*by*Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou

**Horseshoes, hand grenades, and treatment effects? Reassessing whether nonexperimental estimators are biased**

*by*Fortson, Kenneth & Gleason, Philip & Kopa, Emma & Verbitsky-Savitz, Natalya

**Identification of DSGE models—The effect of higher-order approximation and pruning**

*by*Mutschler, Willi

**Foreign affiliate sales and the measurement of trade in both goods and services**

*by*Li, Chunding & Whalley, John & Chen, Yan

**An Analysis of Determinants of Corporate Financial Performance: Evidence from the Bucharest Stock Exchange Listed Companies**

*by*Georgeta Vintila & Elena Alexandra Nenu

**Participación laboral de las mujeres en el municipio de Popayán (Colombia)**

*by*Alejandra Miller Restrepo & Juliana Isabel Sarmiento Castillo & Andrés Mauricio Gómez Sánchez

**Overvaluation in the housing market and returns on residential real estate in the euro area: insights from data in euro per square metre**

*by*M. Dujardin. & A. Kelber. & A. Lalliard.

**Surévaluation et rentabilité des biens immobiliers en zone euro : l’apport des données en euros par mètre carré**

*by*DUJARDIN, M. & KELBER, A. & LALLIARD, A.

**Efficiency of municipal legislative chambers**

*by*Alexandre Manoel Angelo da Silva & Roberta da Silva Vieira & Angelo José Mont’alverne Duarte

**Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries**

*by*Joanna Olbryś & Elżbieta Majewska

**Empirical Study Related To Increasing The Accounting Information Quality At The Import-Exportcompanies Through Ifrs Implementation**

*by*Adriana IOTA & Marioara AVRAM & Magdalena MIHAI

**The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy**

*by*Mihaela Simionescu (Bratu)

**New results on the correlation problem in operational risk**

*by*BRUNEL, Vivien

**The extent of price misalignment in prediction markets**

*by*Rothschild, David & Pennock, David M.

**On Energy Status Indicators and the Role of Renewable Energy under Economic Crisis**

*by*P. Bezrukikh & P. Bezrukikh .

**Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index**

*by*Okan EREN

**Allocation of human capital and innovation at the frontier: Firm-level evidence on Germany and the Netherlands**

*by*Bartelsmann, Eric & Dobbelaere, Sabien & Peters, Bettina

**The own-wage elasticity of labor demand: A meta-regression analysis**

*by*Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian

**Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation**

*by*Mutschler, Willi

**Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis**

*by*Herwartz, Helmut & Plödt, Martin

**Does the Letter Matter (and for Everyone)? - Quasi-experimental Evidence on the Effects of Home Invitation on Mammography Uptake**

*by*Carrieri, Vincenzo & Wuebker, Ansgar

**Leverage effect in energy futures**

*by*Kristoufek, Ladislav

**Do media data help to predict German industrial production?**

*by*Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

**Does the letter matter (and for everyone)? Quasi-experimental evidence on the effects of home invitation on mammography uptake**

*by*Carrieri, V.; & Wuebker, A.;

**Sensitivity and simmetry of Confirmation Measures**

*by*Emilio Celotto

**Measuring Dissimilarity**

*by*Francesco Andreoli & Claudio Zoli

**Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large**

*by*Bin Peng & Giovanni Forchini

**Statistical inference for measures of predictive success**

*by*Demuynck T.

**Forecasting with the Standardized Self-Perturbed Kalman Filter**

*by*Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

**Bayesian D-Optimal Choice Designs for Mixtures**

*by*Aiste Ruseckaite & Peter Goos & Dennis Fok

**Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models**

*by*Zhenlin Yang

**Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality**

*by*Shew Fan Liu & Zhenlin Yang

**Economic stratification of the Russian population and its subjective assessment**

*by*Margarita Perova & Evgeniy Perov

**A comparative study between observation- and parameter-driven zero-in ated Poisson model for longitudinal children hospital visit data**

*by*Shahariar Huda

**The Relationship between public spending on health and economic growth in Algeria: Testing for Cointegration and Causality**

*by*Fatima Boussalem & Zina Boussalem & Abdelaziz Taiba

**Methodology Of Application Of Statistical Modelling For Risk Assessment**

*by*Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors

**Hodrick-Prescott filter in the analysis of structural unemployment and business cycle on the labor market in the countries of the Visegrad Group**

*by*BoÅ¾ena KadeÅ™Ã¡bkovÃ¡ & Emilie JaÅ¡ovÃ¡

**Does the Letter Matter (and for Everyone)? - Quasi-experimental Evidence on the Eff ects of Home Invitation on Mammography Uptake**

*by*Vincenzo Carrieri & Ansgar Wuebker

**Bootstrap tests for overidentification in linear regression models**

*by*Russell Davidson & James G. MacKinnon

**Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models**

*by*Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine

**Mean-median compromise method as an innovating voting rule in social choice theory**

*by*Ngoie, Ruffin-Benoît M. & Ulungu, Berthold E.-L.

**Incentives and Risks in Relationships Between the Principal and the Agent**

*by*Minasyan, Vigen

**Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan**

*by*Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

**Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market**

*by*Mellado, Cristhian & Escobari, Diego

**Taille Optimale De L’Etat En Rd Congo**

*by*LONZO LUBU, Gastonfils

**Assessing the readiness of BRICS grouping for mutually beneficial financial integration**

*by*Bonga-Bonga, Lumengo

**Optimal inventory policies with an exact cost function under large demand uncertainty**

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*by*Canova, F. & Ferroni, F. & Matthes, C.

**Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications**

*by*Juan F. Rubio-RamÃrez & Jonas E. Arias & Daniel F. Waggoner

**Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting**

*by*Asongu Simplice

**Edgeworth expansion for functionals of continuous diffusion processes**

*by*Mark Podolskij & Nakahiro Yoshida

**Assessing Relative Volatility/Intermittency/Energy Dissipation**

*by*Ole E. Barndorff-Nielsen & Mikko S. Pakkanen & Jürgen Schmiegel

**Risk premia in energy markets**

*by*Almut E. D. Veraart & Luitgard A. M. Veraart

**Limit theorems for power variations of ambit fields driven by white noise**

*by*Mikko S. Pakkanen

**Mathematical Expectation**

*by*T. W. Epps

**Probability and Statistical Theory for Applied Researchers**

*by*T W Epps

**Comparison of the Information Technology Development in Slovakia and Hungary**

*by*Sasvari, Peter & Majoros, Zsuzsa

**The Impacts of Using Business Information Systems on Operational Effectiveness in Hungary**

*by*Sasvari, Peter

**Fighting Corruption when Existing Corruption-Control Levels Count: What do Wealth-Effects Tell us in Africa?**

*by*Simplice A. Asongu

**Dynamic Hierarchical Factor Model**

*by*Emanuel Moench & Serena Ng & Simon Potter

**Season of Birth and Later Outcomes: Old Questions, New Answers**

*by*Kasey S. Buckles & Daniel M. Hungerman

**Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange**

*by*Georgeta VINTILA & Florinita DUCA

**The Features of the Chronological Series of Statistical Indices**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Mihai GHEORGHE & Cristina SACALA & Ionut NEGOITA & Alexandru URSACHE

**The Analysis of the Correlation Intensity Between Emerging Market During Economic Crisis**

*by*Daniel ARMEANU & Cristina Andreea DOIA & Melania HANCILA & Sorin CIOACA

**A Statistical Applied Method, Drawing on the Consumer Price Index and its Investigative Qualities**

*by*Gheorghe SAVOIU

**Model of Matrix-based Regression used in Economic Analyses**

*by*Constantin ANGHELACHE & Radu Titus MARINESCU & Georgeta BARDASU & Ligia PRODAN

**A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size**

*by*Georgeta VINTILA

**Provocari privind cresterea capacitatii Sistemului Statistic National**

*by*Ioan PARTACHI & Marin DINU & Oleg CARA

**Provocari majore in vederea dezvoltarii pe mai departe a statisticii oficiale**

*by*Ioan PARTACHI & Liviu BEGU & Oleg VEREJAN & Oleg CARA

**Technical Efficiency And Its Determinants In Backward Agriculture: The Case Of Paddy Farmers Of Hailakandi District Of Assam**

*by*Mazumder, Ritwik & Gupta, Manik

**Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series**

*by*Pekkaya, Mehmet

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*GIOVANNI GALLIPOLI & GIANLUIGI PELLONI

**La pobreza en Colombia, 2001-2005. Curvas globales, dominancia y aspectos inferenciales**

*by*María Margarita Bahamón & Juana Domínguez & José Javier Núñez

**Lies, Damned Lies, and Statistics? Examples From Finance and Economics**

*by*Karim M. Abadir

**The Influence of Information and Communication Technologies on Labour Productivity and Total Factor Productivity in the Czech Republic**

*by*Jakub Fischer & Kristýna Vltavská & Petr Doucek & Jana Hančlová

**Using R in Finance**

*by*Jiří Sedláček

**Gravity Model of International Trade, Its Variables, Assumptions, Problems and Applications**

*by*Petra Bubáková

**Study of the Interdependence between Economic Indicators using Statistical MethodsAbstract:Economic indicators, socio-economic phenomena in general, do not evolve independently, being in contact with other economic variables. In many economic decisions it is necessary the study of dependence between variables through statistical methods such as: graphical method, regression method, the correlation report, ANOVA). This gives the possibility that using the knowledge of a particular variable to be predicted the other variables that are in a certain dependency**

*by*Podaºcã Raluca

**The Factorial Correspondences Analysis of School Population by the Level of Education, at Regional LevelAbstract:This analysis assumes that there are differences between the Romanian regions regarding the structure of school population, by the level of education. Within this framework, there are considered the identification of the structure of the school population, by the level of education, and also the presentation of the differences in this respect between the eight Romanian regions. Thus, depending on the level of education, where the school population operates, we intend to identify the training level profile specific of each region of the country. The data used in this analysis are taken from the Statistical Yearbook of Romania, NIS, Bucharest (Anuarul statistic al României, INS, Bucureºti), 2013, and represent the values of the indicators registered, at regional level, in 2011. [10] [11] The statistical method used in this analysis is the factorial correspondences analysis, applied by means of the SPSS statistical software**

*by*Aivaz Kamer Ainur & Vlãducã Ion

**Health Forecasting in Europe**

*by*Alzbeta Ádámová

**Desigualdad en la distribución mundial de emisiones de CO2 por sectores: Descomposición y estudio de sensibilidad/Inequality of Global Distribution of CO2 Emissions by Sector: Decomposition and Sensitivity Study**

*by*REMUZGO, LORENA & SARABIA, JOSÉ MARÍA

**Social Consequences of Economic Segregation**

*by*Yoonseok Lee, Donggyun Shin, Kwanho Shin

**Turkiye'de Kadinlarin Isgucune Katilimlarinin Kohort Analizi**

*by*Emrah Talas & Fatih Cakmak

**Testing the Validity of Wagner’s Law in Bolivia: A Cointegration and Causality Analysis with Disaggregated Data**

*by*Antonio N. Bojanic

**Efectos de los ingresos no reportados en el nivel y tendencia de la pobreza laboral en México**

*by*Raymundo M. Campos-Vázquez

**Revisiting early warning signals of corporate credit default using linguistic analysis**

*by*Lu, Yang-Cheng & Shen, Chung-Hua & Wei, Yu-Chen

**Estimating and testing beta pricing models on industries**

*by*Hammami, Yacine & Lindahl, Anna

**Who moves first? An intensity-based measure for information flows across stock exchanges**

*by*Kehrle, Kerstin & Peter, Franziska J.

**Aggregation of exponential smoothing processes with an application to portfolio risk evaluation**

*by*Sbrana, Giacomo & Silvestrini, Andrea

**Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach**

*by*Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few

**Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets**

*by*Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja

**Simple risk measure calculations for sums of positive random variables**

*by*Guillén, Montserrat & Sarabia, José María & Prieto, Faustino

**Finite-time survival probability and credit default swaps pricing under geometric Lévy markets**

*by*Hao, Xuemiao & Li, Xuan & Shimizu, Yasutaka

**Impact and structural features of meta-analytical studies, standard articles and reviews in psychology: Similarities and differences**

*by*Barrios, Maite & Guilera, Georgina & Gómez-Benito, Juana

**Saving money vs investing money: Do energy ratings influence consumer demand for energy efficient goods?**

*by*Panzone, Luca A.

**Aggregational Gaussianity and barely infinite variance in financial returns**

*by*Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos

**Adaptive forecasting in the presence of recent and ongoing structural change**

*by*Giraitis, Liudas & Kapetanios, George & Price, Simon

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**On loss functions and ranking forecasting performances of multivariate volatility models**

*by*Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

**The functional central limit theorem for ARMA–GARCH processes**

*by*Lee, O.

**On testability of complementarity in models with multiple equilibria**

*by*Rai, Yoshiyasu & Otsu, Taisuke

**Model selection for regression with heteroskedastic and autocorrelated errors**

*by*Mao, Guangyu

**Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis**

*by*Tiwari, Aviral Kumar & Mutascu, Mihai & Andries, Alin Marius

**Corruption In Europe in the Years 2001–2011. Multidimensional Comparative Analysis**

*by*Agata Wiecek & Katarzyna Mroczek & Piotr Trapczynski

**Explicación contamétrica de las dinámicas patrimoniales desde una concepción social**

*by*Campo Alcides Avellaneda Bautista & José Joaquín Ortiz Bojacá

**statistical analysis of clinical trial data for resource allocation decisions**

*by*Rita Faria Author-Name: Andrea Manca

**Establishment Exits in Germany: The Role of Size and Age**

*by*Fackler, Daniel & Schnabel, Claus & Wagner, Joachim

**FX intervention in the yen-US dollar market: A coordination channel perspective**

*by*Reitz, Stefan & Taylor, Mark P.

**Analyse des deutschen Zuwanderungssystems im Hinblick auf den Fachkräftebedarf im Mittelstand**

*by*Maaß, Frank & Icks, Annette

**Inequality and Macroeconomic Factors: A Time-Series Analysis for a Set of OECD Countries**

*by*Virginia Maestri & Andrea Roventini

**The Affine Nature of Aggregate Wealth Dynamics**

*by*Eckhard Platen & Renata Rendek

**Modeling of Oil Prices**

*by*Ke Du & Eckhard Platen & Renata Rendek

**Zur Rolle der Ökonometrie in der wissenschaftlichen Politikberatung**

*by*Kirchgässner, Gebhard

**Minimally Conditioned Likelihood for a Nonstationary State Space Model**

*by*José Casals & Sonia Sotoca & Miguel Jerez

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**A New Semiparametric Volatility Model**

*by*Jiangyu Ji & Andre Lucas

**An alternative business cycle dating procedure for South Africa**

*by*AdÃ©l Bosch & Franz Ruch

**Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change**

*by*Liudas Giraitis & George Kapetanios & Simon Price

**Bootstrap Confidence Sets with Weak Instruments**

*by*Russell Davidson & James G. MacKinnon

**Modelling asymmetric consumer demand response: Evidence from scanner data**

*by*Vespignani, Joaquin L.

**La certeza incierta de los rankings de felicidad**

*by*Calvo, Esteban & Azar, Ariel

**Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania**

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

**Transmission of Government Default Risk in the Eurozone**

*by*Kohonen, Anssi

**Новый Метод Оценки Структуры И Базы Экспортного Потенциала**

*by*Gnidchenko, Andrey A.

**Programming identification criteria in simultaneous equation models**

*by*Halkos, George & Tsilika, Kyriaki

**Testing the covariance stationarity of CEE stocks**

*by*Lyócsa, Štefan & Baumöhl, Eduard

**Constructing weekly returns based on daily stock market data: A puzzle for empirical research?**

*by*Baumöhl, Eduard & Lyócsa, Štefan

**Orbital Priors for Time-Series Models**

*by*Kociecki, Andrzej

**Analysis on Runs of Daily Returns in Istanbul Stock Exchange**

*by*Şensoy, Ahmet

**Fighting corruption when existing corruption-control levels count : what do wealth-effects tell us in Africa?**

*by*Simplice A, Asongu

**Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data**

*by*Bartolucci, Francesco & Lupparelli, Monia

**A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach**

*by*Zhu, Ke

**Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets**

*by*Tiwari, Aviral Kumar

**Zeitpunktsignale zum aktiven Portfoliomanagement**

*by*Czinkota, Thomas

**Time varying fractional cointegration**

*by*Simwaka, Kisu

**Quantitative analysis in social sciences: An brief introduction for non-economists**

*by*Niño-Zarazúa, Miguel

**Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates**

*by*Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia

**Identification and estimation of dynamic factor models**

*by*Bai, Jushan & Wang, Peng

**Should we design extended or straightforward questions for small stock when records are unavailable?**

*by*Mailu, S.K. & Wanyoike, M.M & Serem, J.K. & Mwanza, R.N. & Borter, D.K & Gachuiri, C.K. & Gathumbi, P.K. & Kiarie, N. & Lwoyero, J.

**Martingale approximation for common factor representation**

*by*Bystrov, Victor & di Salvatore, Antonietta

**Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen**

*by*Czinkota, Thomas

**An automatic procedure for the estimation of the tail index**

*by*Gimeno, Ricardo & Gonzalez, Clara I.

**Fighting corruption when existing corruption-control levels count : what do wealth effects tell us?**

*by*Simplice A, Asongu

**Fighting corruption in Africa: do existing corruption-control levels matter?**

*by*Simplice A, Asongu

**Fighting corruption with cultural dynamics: when legal-origins, religious-influences and existing corruption-control levels matter**

*by*Simplice A, Asongu

**Calibration of factor models with equity data: parade of correlations**

*by*Baranovski, Alexander L.

**Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence**

*by*Simeon Coleman Author name: Vitor Leone

**Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble**

*by*Otavio Ribeiro de Medeiros and Vitor Leone

**Dynamic Olley-Pakes Productivity Decomposition with Entry and Exit**

*by*Marc J. Melitz & Sašo Polanec

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Michael McAleer & Manabu Asai & Massimiliano Caporin

**FX Intervention in the Yen-US Dollar Market: A Coordination Channel Perspective**

*by*Stefan Reitz , Mark P. Taylor

**Misreported Schooling, Multiple Measures and Returns to Educational Qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Misreported Schooling, Multiple Measures and Returns to Educational Qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Extensive vs. Intensive Margin in Japan**

*by*Makoto Kakinaka & Hiroaki Miyamoto

**Intégration et frontières sociales au Luxembourg**

*by*TOURBEAUX Jérôme

**Do attitudes toward integration of immigrants change over time? A comparative study of natives, second-generation immigrants and foreign-born residents in Luxembourg**

*by*CALLENS Marie-Sophie & VALENTOVA Marie & MEULEMAN Bart

**L'intégration des Portugais du Luxembourg**

*by*TOURBEAUX Jérôme

**An instrumental variable random coefficients model for binary outcomes**

*by*Andrew Chesher & Adam Rosen

**Simultaneous equations for discrete outcomes: coherence, completeness, and identification**

*by*Andrew Chesher & Adam Rosen

**Resposible investments in a developing country: Case study of a Bolivian pilot experience**

*by*Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura García Sobral

**Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England**

*by*Hussain, Shakir & Shukur, Ghazi

**Spatial outbreak detection based on inference principles for multivariate surveillance**

*by*Frisén, Marianne

**On the Reception of Haavelmo’s Econometric Thought**

*by*Kevin D. Hoover

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**Exponential GARCH Modeling with Realized Measures of Volatility**

*by*Peter Reinhard Hansen & Zhuo Huang

**Tracking Monetary-Fiscal Interactions across Time and Space**

*by*Michal Franta & Jan Libich & Petr Stehlík

**Understanding DSGE Filters in Forecasting and Policy Analysis**

*by*Andrle, Michal

**The Effects of On-the-job and Out-of-Employment Training Programmes on Labor Market Histories**

*by*Blasco, Sylvie & Crépon, Bruno & Kamionka, Thierry

**The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options**

*by*ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

**El impacto de la educación económica y financiera en los jóvenes: el caso de finanzas para el cambio**

*by*Nidia García Bohórquez

**Tracking Monetary-Fiscal Interactions Across Time and Space**

*by*Michal Franta & Jan Libich & Petr Stehlik

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options**

*by*Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

**An application of General Maximum Entropy to Utility**

*by*Paulo Ferreira & Andreia Dionísio

**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

*by*Tatiana Komarova

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation**

*by*Michele De Nadai & Arthur Lewbel

**Shock on Variable or Shock on Distribution with Application to Stress-Tests**

*by*Dubecq, S. & Gourieroux, C.

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)**

*by*Antonis Demos & Stelios Arvanitis

**Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations**

*by*Stelios Arvanitis & Antonis Demos

**Fighting corruption with cultural dynamics: when legal-origins, religious-influences and existing corruption-control levels matter**

*by*Asongu Simplice

**Fighting corruption when existing corruption-control levels count: what do wealth-effects tell us in Africa?**

*by*Asongu Simplice

**Fighting corruption when existing corruption-control levels count : what do wealth effects tell us?**

*by*Asongu Simplice

**Fighting corruption in Africa: do existing corruption-control levels matter?**

*by*Asongu Simplice

**A test for the rank of the volatility process: the random perturbation approach**

*by*Jean Jacod & Mark Podolskij

**Asymptotic theory for Brownian semi-stationary processes with application to turbulence**

*by*José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij

**Exponential GARCH Modeling with Realized Measures of Volatility**

*by*Peter Reinhard Hansen & Zhuo Huang

**Limit theorems for non-degenerate U-statistics of continuous semimartingales**

*by*Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel

**Goodness-of-fit testing for fractional diffusions**

*by*Mark Podolskij & Katrin Wasmuth

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options**

*by*Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

**The Effects of Technology and Innovation on Society**

*by*Sasvari, Peter

**A Conceptual Framework for Definition of the Correlation Between Company Size Categories and the Proliferation of Business Information Systems in Hungary**

*by*Sasvari, Peter

**Structural Changes In The Consumption Of Foods By Households In Republic Of Bulgaria**

*by*Mihal Stoyanov

**Using analytics for understanding the consumer online**

*by*Iulia-Adina ZARA & Bogdan Calin VELICU & Maria-Cristiana MUNTHIU & Mihaela TUTA

**Statistical Analysis Of The Evolution Of Research-Development Activity In South-West Oltenia Development Region In 2002-2010**

*by*MARIAN ZAHARIA & ANIELA BĂLĂCESCU

**Analysis On Runs Of Daily Returns In Istanbul Stock Exchange**

*by*Ahmet SENSOY

**Panelowe testy kointegracji – teoria i zastosowania**

*by*Krystyna Strzała

**Evolution regarding the Reform of Industry Statistics in the Republic of Moldavia**

*by*Ion PARTACHI & Oleg CARA

**Some Approaches on the Social Insurance Model in Romania**

*by*Ana ANTON CARP & Ioana Mihaela POCAN & Catalina Claudia SAVA & Lorand KRALIK

**Adaptation of the Statistical System to the Requirements of Modern Society in European Context**

*by*Ion PARTACHI & Emanuela IONESCU & Florin Paul Costel LILEA & Oleg CARA

**Integrated Approach on Statistics on Short-term in Practice**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Ion PARTACHI & Oleg CARA & Diana Valentina SOARE

**Some Aspects regarding the Global and European Statistical System**

*by*Ion PARTACHI & Oleg CARA & Andreea BALTAC

**An Investigation into the Impact of the Usage of Debt on the Profitability of Romanian Companies**

*by*Florinita DUCA

**Breaking Through Risk Management, a Derivative for the Leasing Industry**

*by*Prado, Sylvain Michael & Ananth, Ram

**Capital social y bienestar subjetivo. Un análisis para España considerando sus regiones**

*by*Portela, Marta & Neira, Isabel

**Testing Efficiency of Derivative Markets: ISE30, ISE100, USD and EURO**

*by*Akal, Mustafa & Birgili, Erhan & Durmuskaya, Sedat

**Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker**

*by*Poutko, Boris & Fedorova, Natalya

**Terms of Trade and Economic Growth in Poland in the period 1980-2009**

*by*Piotr Misztal

**Desigualdades regionales en el nivel educativo de los profesores en Colombia**

*by*Luis Armando Galvis & Leonardo Bonilla Mejía

**Agricultural Prices of Pork at the Regional Level and the Law of One Price**

*by*Petra Bubáková

**Actuarial Techniques to Assess The Financial Performance. Insurance Applications**

*by*Mihaela Botea & Marinel Nedeluţ & Corina Ioanăş & Mihaela Gruiescu

**Credit Risk. Determination Models**

*by*Mihaela Gruiescu & Mihai Aristotel Ungureanu & Corina Ioanăș

**Determiners of enterprise risk management applications in Turkey: An empirical study with logistic regression model on the companies included in ISE (Istanbul Stock Exchange)**

*by*Serife Onder & Huseyin Ergin

**The Role of Practice-Internships in Facilitating Insertion of Graduates on the Labor Market. Evidence from SPIN Project**

*by*Manea Daniela

**Corporate Governance Codes and their Implementation**

*by*Duca Floriniþa & Mihalache Raluca Andreea

**The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange**

*by*Georgeta VINTILA & Floriniþa DUCA

**The Usefulness of Mathematical Tools for Economic Analysis**

*by*Lupu Radu

**Multifractal Structure Of Central And Eastern European Foreign Exchange Markets**

*by*Trenca Ioan & Plesoianu Anita & Capusan Razvan

**A Conceptual Framework for Definition of the Correlation Between Company Size Categories and the Proliferation of Business Information Systems in Hungary**

*by*Péter Sasvári

**Quantitative Relationship Between Domestic Energy Consumption and the Standard of Living in Hungary**

*by*Csaba Domán

**Volatility of the Capital Flows and Structural Breaks in Latin America and the Caribbean**

*by*Fernando Andrés Delblanco & Andrés Fioriti

**Mobility-Based Explanation of Crime Incentives**

*by*Yoonseok Lee & Donggyun Shin

**The Various Possible Eu Taxes**

*by*Raluca-Andreea Mihalache

**What Determines The Capital Structure Of Listed Firms In Romania**

*by*Florinita Duca

**Faktor Analizi ile Universiteye Giris Sinavlarindaki Basari Durumuna Gore Illerin Siralanmasi**

*by*Münevver Turanli & Dicle Taspinar Cengiz & Omer Bozkir

**Türkiye'de Kamu Sektörü Büyüklüğü ve Ekonomik Büyüme İlişkisinin Ampirik Analizi**

*by*Ömer ALTUNÇ & Celil AYDIN

**Optimal commodity asset allocation with a coherent market risk modeling**

*by*Al Janabi, Mazin A.M.

**Forecasting the performance of hedge fund styles**

*by*Olmo, José & Sanso-Navarro, Marcos

**Libor manipulation?**

*by*Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S.

**Ruin by dynamic contagion claims**

*by*Dassios, Angelos & Zhao, Hongbiao

**Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain**

*by*Furió, Dolores & Chuliá, Helena

**Modelling energy spot prices: Empirical evidence from NYMEX**

*by*Nomikos, Nikos & Andriosopoulos, Kostas

**On spatial processes and asymptotic inference under near-epoch dependence**

*by*Jenish, Nazgul & Prucha, Ingmar R.

**A dynamic oligopoly game of the US airline industry: Estimation and policy experiments**

*by*Aguirregabiria, Victor & Ho, Chun-Yu

**IV models of ordered choice**

*by*Chesher, Andrew & Smolinski, Konrad

**HAC estimation in spatial panels**

*by*Moscone, Francesco & Tosetti, Elisa

**A method for implementing counterfactual experiments in models with multiple equilibria**

*by*Aguirregabiria, Victor

**Common persistence in conditional variance: A reconsideration**

*by*Li, Chang-Shuai

**A Comparison of EVT and Standard VaR Estimations**

*by*Jaroslav Baran & Jiří Witzany

**Diferencias por sexo en el desempeño académico en Colombia: Un analisis regional**

*by*Carolina Carcamo Vergara & Jose Antonio Mola Avila

**Der ifo Index und die Konjunktur**

*by*Hans-Werner Sinn

**The impact of financial development and trade on the economic growth of Bolivia**

*by*Antonio N. Bojanic

**Using Statistical Survey In Economics**

*by*Delia TESELIOS & Mihaela ALBICI

**Do Small Enterprises Prepare for Crisis?**

*by*Marie Mikušová & Václav Friedrich

**Larger than One Probabilities in Mathematical and Practical Finance**

*by*Mark Burgin & Gunter Meissner

**A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines**

*by*?enol Emir & Hasan Din?er & Mehpare Timor

**Household Saving In Western European Countries. A General Overview**

*by*Ileana NICULESCU-ARON & Ozge CAGCAG

**Behavioral biases and investor performance**

*by*Feldman, Todd

**Estimating Optimal Hodrick-Prescott Filter Smoothing Parameter for Turkey**

*by*Harun ALP & Yusuf Soner BAŞKAYA & Mustafa KILINÇ & Canan YÜKSEL

**The intensive margin puzzle and labor market adjustment costs**

*by*Wesselbaum, Dennis

**Comparing and selecting performance measures using rank correlations**

*by*Caporin, Massimiliano & Lisi, Francesco

**Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary**

*by*Dong Jin Lee

**Great Expectatrics: Great Papers, Great Journals, Great Econometrics**

*by*Chia-Lin Chang & Michael McAleer & Les Oxley

**Long Memory Dynamics for Multivariate Dependence under Heavy Tails**

*by*Pawel Janus & Siem Jan Koopman & Andr� Lucas

**Asymptotically Informative Prior for Bayesian Analysis**

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