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
/ / / C13: Estimation: General

2012

• Zolotko, Mikhail & Okhrin, Ostap, 2012, "Modelling general dependence between commodity forward curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-060.
• Wolff, Joachim & Nivorozhkin, Anton, 2012, "Give them a break! Did activation of young welfare recipients overshoot in Germany? (A regression discontinuity analysis)," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62046.
• Krause, Melanie, 2012, "Parametric Lorenz Curves and the Modality of the Income Density Function," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 67390.
• Cerquera, Daniel & Laisney, François & Ullrich, Hannes, 2012, "Considerations on partially identified regression models," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-024.

2011

• Wada, Tatsuma, 2011, "On the Correlations of Trend-Cycle Errors," MPRA Paper, University Library of Munich, Germany, number 41754, Dec.
• Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela, 2011, "The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies," MPRA Paper, University Library of Munich, Germany, number 42102, Dec.
• Mkumbwa, Solomon S., 2011, "Cereal food commodities in Eastern Africa: consumption - production gap trends and projections for 2020," MPRA Paper, University Library of Munich, Germany, number 42113, Jul.
• Jiranyakul, Komain, 2011, "Are Thai Manufacturing Exports and Imports of Capital Goods Related?," MPRA Paper, University Library of Munich, Germany, number 45654, Nov.
• Rumyantsev, Mikhail I., 2011, "Изоморфизм И Гомоморфизм В Имитационном Моделировании
  [Isomorphism and homomorphism in simulation]," MPRA Paper, University Library of Munich, Germany, number 48633, Nov.
• Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R., 2011, "A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model," MPRA Paper, University Library of Munich, Germany, number 49768, Apr.
• Bilgili, Faik, 2011, "City price convergence in Turkey with structural breaks," MPRA Paper, University Library of Munich, Germany, number 54295, Oct.
• Dinda, Soumyananda, 2011, "Climate Change, Trade, and Competitiveness: Climate Trade Performance of India, SAARC and Asia Pacific Region," MPRA Paper, University Library of Munich, Germany, number 59423, Apr, revised 17 Aug 2014.
• Trabelsi, Mohamed Ali & Chichti, Jameleddine, 2011, "Les Institutions de Microcrédit et la Lutte Contre la Pauvreté : L’initiative d’Enda Interarabe en Tunisie
  [Microcredit Institutions and the Battle Against Poverty: The Pan-Arab Enda Initiative in Tunisia]," MPRA Paper, University Library of Munich, Germany, number 77019, revised 2011.
• Olusegun Ayodele Akanbi & Vishnu Padayachee & Adel Bosch, 2011, "The macroeconomic determinants of technological progress in Nigeria," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, volume 14, issue 3, pages 282-297, September.
• Yvonne Saini & Geoff Bick, Loonat Abdulla, 2011, "Consumer awareness and usage of islamic banking products in South Africa," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, volume 14, issue 3, pages 298-313, September.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201122, Oct.
• Miroslav Plašil, 2011, "Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru
  [Potential Product, Output Gap and Uncertainty Rate Associated with Their Determination while Using the Hodrick-Prescott Filter]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 4, pages 490-507, DOI: 10.18267/j.polek.801.
• Anahí Gallardo Velázquez & Gerardo Ángeles Castro & Omar Neme Castillo, 2011, "Desregulación económica y flexibilización laboral. Una forma de reducir el costo laboral en México (2000-2008)," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 27, pages 65-83, Enero-Jun.
• Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon, 2011, "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers SMART, INRAE UMR SMART, number 11-01.
• Jhon James Mora & María Paola Ulloa, 2011, "Calidad del empleo en las principales ciudades colombianas y endogeneidad de la educación," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 13, issue 25, pages 163-177, July-Dece.
• Patrick Withey & G. Cornelis van Kooten, 2011, "The Effect of Climate Change on Wetlands and Waterfowl in Western Canada: Incorporating Cropping Decisions into a Bioeconomic Model," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2011-06, Nov.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011, "Structural Threshold Regression," Working Paper series, Rimini Centre for Economic Analysis, number 49_11, Nov.
• Evgeny Cherepanov, 2011, "Stochastic methods of data analysis of marketing and social surveys," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 22, issue 2, pages 48-61.
• Turhan Korkmaz & Ahmet Bostanci, 2011, "The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 3, pages 1-1.
• Mark Joshi & Chao Yang, 2011, "Efficient greek estimation in generic swap-rate market models," Algorithmic Finance, IOS Press, volume 1, issue 1, pages 17-33.
• José D. Liquitaya Briceño, 2011, "La teoría del ingreso permanente: un análisis empírico," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 33-61.
• Festic, Mejra & Krizanic, France, 2011, "The Introduction of the Common Currency in Slovenia," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 88-105, March.
• Cace, Corina & Cace, Sorin & Nicolaescu, Victor, 2011, "Absorption of the structural funds in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 84-105, June.
• Costangioara, Alexandru, 2011, "Consumer Credit Scoring," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 162-177, September.
• Dobrescu, Emilian, 2011, "Sectoral Structure and Economic Growth," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-36, September.
• Dobrescu, Emilian, 2011, "Sectoral Structure and Economic Growth," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 112401, Jun.
• Albu, Lucian-Liviu, 2011, "Changes In Economy Or Changes In Economics?," Working Papers of National Institute for Economic Research, Institutul National de Cercetari Economice (INCE), number 110824, Aug.
• Alexander Vogel, 2011, "Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade," RatSWD Working Papers, German Data Forum (RatSWD), number 174.
• Giovanni Mellace & Roberto Rocci, 2011, "Principal Stratification in sample selection problems with non normal error terms," CEIS Research Paper, Tor Vergata University, CEIS, number 194, May, revised 02 May 2011.
• T. De Groote & G. Everaert, 2011, "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/723, Jun.
• Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011, "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Departmental Working Papers, Rutgers University, Department of Economics, number 201110, May.
• Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011, "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Departmental Working Papers, Rutgers University, Department of Economics, number 201111, May.
• Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011, "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers, Rutgers University, Department of Economics, number 201118, May.
• Min Seong Kim & Yixiao Sun, 2011, "Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects," Working Papers, Toronto Metropolitan University, Department of Economics, number 029, Aug.
• Peter Aling & Shakill Hassan, 2011, "No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates," ERSA Working Paper Series, Economic Research Southern Africa, number 246, Sep.
• Ewa Milos, 2011, "Wykorzystanie metody Value at Risk w estymacji ryzyka inwestycyjnego w spolki branzy metalurgicznej," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 7, issue 1, pages 39-51, April.
• Alassane Drabo, 2011, "Impact of Income Inequality on Health: Does Environment Quality Matter?," Environment and Planning A, , volume 43, issue 1, pages 146-165, January, DOI: 10.1068/a43307.
• De los cobos Silva, Sergio G & Gutiérrez Andrade, Miguel Ángel & Lara Velázquez, Pedro, 2011, "Análisis borroso del impacto del índice de inflación y de la cotización del dólar sobre el índice de confianza en México / Fuzzy Analysis of the Inflation Index and the Dollar Exchange Rate Impact on the Trust Indext in Mexico," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 1, issue 1, pages 7-28, enero-jun.
• López Herrera, Francisco & Ortiz Calisto, Edgar & Gutiérrez, Raúl De Jesús, 2011, "Integración fraccionaria y valor en riesgo / Fractional Integration and Value at Risk," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 1, issue 1, pages 29-53, enero-jun.
• Bertille Antoine & Pascal Lavergne, 2011, "Conditional Moment Models under Semi-Strong Identification," Discussion Papers, Department of Economics, Simon Fraser University, number dp11-04, Sep, revised Dec 2012.
• Young Hoon Lee & Sungwon Lee, 2012, "Stochastic Frontier Models with Threshold Efficiency," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1205.
• Xiaohu Wang & Jun Yu, 2011, "Double Asymptotics for an Explosive Continuous Time Model," Working Papers, Singapore Management University, School of Economics, number 16-2011, Nov.
• Andras Fulop & Junye Li & Jun Yu, 2011, "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-10-2011, Dec.
• Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 2011, "Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201176, Jun, revised Jun 2011.
• Ricardo Molero Simarro, 2011, "Functional Distribution of Income and Economic Growth in the Chinese Economy, 1978-2007," Working Papers, Department of Economics, SOAS University of London, UK, number 168, Feb.
• Alessandra Luati & Tommaso Proietti, 2011, "On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 63, issue 4, pages 851-871, August, DOI: 10.1007/s10463-009-0267-8.
• Ismail Genc & Jon Miller & Anil Rupasingha, 2011, "Stochastic convergence tests for US regional per capita personal income; some further evidence: a research note," The Annals of Regional Science, Springer;Western Regional Science Association, volume 46, issue 2, pages 369-377, April, DOI: 10.1007/s00168-009-0333-4.
• Yiming Wang, 2011, "White flight in Los Angeles county, 1960–1990: a model of fuzzy tipping," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 1, pages 111-129, August, DOI: 10.1007/s00168-009-0343-2.
• Harald Badinger & Peter Egger, 2011, "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 2, pages 269-310, October, DOI: 10.1007/s00168-010-0380-x.
• An Liu & Henk Folmer & Johan Oud, 2011, "W-based versus latent variables spatial autoregressive models: evidence from Monte Carlo simulations," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 3, pages 619-639, December, DOI: 10.1007/s00168-010-0398-0.
• Abera Demeke & Alwin Keil & Manfred Zeller, 2011, "Using panel data to estimate the effect of rainfall shocks on smallholders food security and vulnerability in rural Ethiopia," Climatic Change, Springer, volume 108, issue 1, pages 185-206, September, DOI: 10.1007/s10584-010-9994-3.
• Tina Olsson, 2011, "Comparing top-down and bottom-up costing approaches for economic evaluation within social welfare," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 12, issue 5, pages 445-453, October, DOI: 10.1007/s10198-010-0257-z.
• Masaaki Fukasawa, 2011, "Asymptotic analysis for stochastic volatility: martingale expansion," Finance and Stochastics, Springer, volume 15, issue 4, pages 635-654, December, DOI: 10.1007/s00780-010-0136-6.
• Léopold Simar & Paul W. Wilson, 2011, "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," International Series in Operations Research & Management Science, Springer, chapter 0, in: William W. Cooper & Lawrence M. Seiford & Joe Zhu, "Handbook on Data Envelopment Analysis", DOI: 10.1007/978-1-4419-6151-8_10.
• An Liu & Henk Folmer & Johan Oud, 2011, "Estimating regression coefficients by W-based and latent variables spatial autoregressive models in the presence of spillovers from hotspots: evidence from Monte Carlo simulations," Letters in Spatial and Resource Sciences, Springer, volume 4, issue 1, pages 71-80, March, DOI: 10.1007/s12076-010-0047-3.
• Çağlayan Ebru & Arikan Eban, 2011, "Determinants of house prices in Istanbul: a quantile regression approach," Quality & Quantity: International Journal of Methodology, Springer, volume 45, issue 2, pages 305-317, February, DOI: 10.1007/s11135-009-9296-x.
• Szymon Borak & Adam Misiorek & Rafał Weron, 2011, "Models for heavy-tailed asset returns," Springer Books, Springer, chapter 1, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_1.
• Alice Shiu & Valentin Zelenyuk, 2011, "Production Efficiency versus Ownership: The Case of China," Springer Books, Springer, chapter 0, in: Ingrid Van Keilegom & Paul W. Wilson, "Exploring Research Frontiers in Contemporary Statistics and Econometrics", DOI: 10.1007/978-3-7908-2349-3_2.
• Zuzana Irsova & Tomas Havranek, 2011, "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 2, pages 230-270, December, DOI: 10.1007/s11300-011-0197-z.
• Muhammad Zakaria & Samreen Shakoor, 2011, "Relationship Between Government Size and Trade Openness: Evidence from Pakistan," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 2, pages 328-341, December, DOI: 10.1007/s11300-011-0207-1.
• Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011, "How do banks' funding costs affect interest margins?," Discussion Papers, Statistics Norway, Research Department, number 665, Sep.
• Rachida Ouysse, 2011, "Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-03, Apr.
• Dinghai Xu & John Knight, 2011, "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 1, pages 25-50, DOI: 10.1080/07474938.2011.520565.
• Giuseppe Ragusa, 2011, "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 4, pages 406-456, August, DOI: 10.1080/07474938.2011.553541.
• Angel Calderon-Madrid & Alexandru Voicu, 2011, "The NAFTA tide: Lifting the larger and better boats," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 20, issue 4, pages 467-505, DOI: 10.1080/09638190903191773.
• Francesco Audrino & Fabio Trojani, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 138-149, January, DOI: 10.1198/jbes.2010.08117.
• Xavier Gabaix & Rustam Ibragimov, 2011, "Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 24-39, January, DOI: 10.1198/jbes.2009.06157.
• Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011, "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 96-108, January, DOI: 10.1198/jbes.2009.08161.
• Solène Larue & Jens Abildtrup & Bertrand Schmitt, 2011, "Positive and Negative Agglomeration Externalities: Arbitration in the Pig Sector," Spatial Economic Analysis, Taylor & Francis Journals, volume 6, issue 2, pages 167-183, DOI: 10.1080/17421772.2011.557773.
• Firmin Doko Tchatoka, 2011, "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10668.
• Charles S. Bos, 2011, "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-048/4, Mar.
• Charles S. Bos, 2011, "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-049/4, Mar.
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011, "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-013.
• Poghosyan, K. & Magnus, J.R., 2011, "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-054.
• Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011, "Visualizing Multiple Quantile Plots," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-085.
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011, "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 27508aa0-9825-4d9e-b1f4-1.
• Poghosyan, K. & Magnus, J.R., 2011, "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM, Tilburg University, School of Economics and Management, number 419d588e-7827-4cdd-b989-4.
• Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2011, "Visualizing Multiple Quantile Plots," Other publications TiSEM, Tilburg University, School of Economics and Management, number ef2fd92d-b063-4efe-b8b9-3.
• Gautier, Eric & Hoderlein, Stefan, 2011, "A triangular treatment effect model with random coefficients in the selection equation," TSE Working Papers, Toulouse School of Economics (TSE), number 15-598, Sep, revised 25 Aug 2015.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011, "Why do variance swaps exist?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-06.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011, "Variance Swaps and Intertemporal Asset Pricing," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-08.
• Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-12.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2011, "Structural Threshold Regression," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 13-2011, Nov.
• Xi Chen, 2011, "Increasing Returns to Scale in U.S. manufacturing industries: evidence from direct and reverse regression," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2011-11.
• J. Isaac Miller, 2011, "Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series," Working Papers, Department of Economics, University of Missouri, number 1103, May, revised 30 May 2012.
• J. Isaac Miller, 2011, "Cointegrating MiDaS Regressions and a MiDaS Test," Working Papers, Department of Economics, University of Missouri, number 1104, Jun.
• Christopher Otrok & Panayiotis M. Pourpourides, 2011, "On The Cyclicality of Real Wages and Wage Di¤erentials," Working Papers, Department of Economics, University of Missouri, number 1116, Sep.
• Candelon, B. & Hurlin, C. & Tokpavi, S., 2011, "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 002, Jan, DOI: 10.26481/umamet.2011002.
• Huber, Martin & Melly, Blaise, 2011, "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1109, Mar.
• Audrino, Francesco & Hu, Yujia, 2011, "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1138, Sep.
• Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011, "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 290, May.
• Maria PASCU-NEDELCU, 2011, "Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 2, pages 76-99.
• Claudio Pizzi & Francesca Parpinel, 2011, "Evolutionary computational approach in TAR model estimation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_26.
• David E. Giles, 2011, "Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 1101, Jan.
• Jacob Schwartz & David E. Giles, 2011, "Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1102, Feb.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2011, "On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1104, Apr.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2011, "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1105, Oct.
• Kenneth G. Stewart, 2011, "The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference," Econometrics Working Papers, Department of Economics, University of Victoria, number 1107, May.
• Jacob Schwartz & Ryan T. Godwin & David E. Giles, 2011, "Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1109, May.
• David E. Giles & Xiao Ling, 2011, "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Econometrics Working Papers, Department of Economics, University of Victoria, number 1111, Nov.
• Nicholas Apergis & Effrosyni Alevizopoulou, 2011, "Bank Efficiency: Evidence from a Panel of European Banks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 3, pages 329-341.
• Pierre Chaussé, 2011, "Generalized empirical likelihood for a continuum of moment conditions," Working Papers, University of Waterloo, Department of Economics, number 1104, Oct, revised Oct 2011.
• Micaela Antunes & Elias Soukiazis, 2011, "How well the balance-of- payments constraint approach explains the Portuguese growth performance. Empirical evidence for the 1965-2008 period," ERSA conference papers, European Regional Science Association, number ersa10p125, Sep.
• Lucian-Liviu Albu, 2011, "Structural Changes And Convergence In Eu And In Adriatic-Balkans Region," ERSA conference papers, European Regional Science Association, number ersa11p442, Sep.
• Karim Chalak & Halbert White, 2011, "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 44, issue 1, pages 1-51, February, DOI: 10.1111/j.1540-5982.2010.01622.x.
• Kai Sun & Daniel J. Henderson & Subal C. Kumbhakar, 2011, "Biases in approximating log production," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 4, pages 708-714, June.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011, "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 5, pages 735-761, August.
• M. Upender, 2011, "Differential Output Elasticity Of Employment During Post-Economic Reform Period In The Indian Economy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 56, issue 02, pages 189-202, DOI: 10.1142/S0217590811004249.
• Joanna Janczura & Rafal Weron, 2011, "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/02.
• Rafael González-Val & Jose Olmo, 2011, "Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-21, Dec, revised Dec 2011.
• Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz, 2011, "Ratingverfahren: Diskriminanzanalyse versus Logistische Regression," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 179.
• Diels, Jana Luisa & Wiebach, Nicole, 2011, "Customer reactions in Out-of-Stock situations: Do promotion-induced phantom positions alleviate the similarity substitution hypothsis?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-021.
• Song, Song & Bickel, Peter J., 2011, "Large vector auto regressions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-048.
• Wiebach, Nicole & Diels, Jana L., 2011, "The impact of context and promotion on consumer responses and preferences in out-of-stock situations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-050.
• Tischer, Sven & Hildebrandt, Lutz, 2011, "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-065.
• Spokoiny, Vladimir, 2011, "Parametric estimation: Finite sample theory," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-081.
• Saatmann, Stefan Jürgen & Sulk, Ingolf & Klotz, Michael, 2011, "Studie zu gewerblichen Strompreisen in Mecklenburg-Vorpommern: Strom als Wettbewerbsfaktor und Gegenstand der Standortvermarktung," SIMAT Arbeitspapiere, Hochschule Stralsund, Stralsund Information Management Team (SIMAT), number 03-11-016.
• Frahm, Gabriel & Wiechers, Christof, 2011, "On the diversification of portfolios of risky assets," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/11.
• Wiechers, Christof, 2011, "Construction of uncertainty sets for portfolio selection problems," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 4/11.
• Wolff, Joachim & Hohmeyer, Katrin, 2011, "Direct job creation revisited: Is it effective for welfare recipients and does it matter whether participants receive a wage?," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48722.
• Dlugosz, Stephan, 2011, "Give missings a chance: Combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-013.
• Olivier Ledoit & Michael Wolf, 2011, "Nonlinear shrinkage estimation of large-dimensional covariance matrices," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 515, Dec.
• Mark Podolskij & Mathieu Rosenbaum, 2011, "Testing the local volatility assumption: a statistical approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-04, Jan.
• Dennis Kristensen, 2011, "Nonparametric Detection and Estimation of Structural Change," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-13, Apr.
• Tom Engsted & Thomas Q. Pedersen, 2011, "Bias-correction in vector autoregressive models: A simulation study," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-18, May.
• Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011, "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-21, Jun.
• Rasmus Tangsgaard Varneskov & Pierre Perron, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-26, Jun.
• Mauro Mediavilla Bordalejo & Liliana Gallego, 2011, "Un análisis de los condicionantes del rendimiento académico en Brasil a partir del SAEB-2005," Investigaciones de Economía de la Educación volume 6, Asociación de Economía de la Educación, chapter 10, in: Antonio Caparrós Ruiz, "Investigaciones de Economía de la Educación 6".
• Maria PASCU-NEDELCU, 2011, "Merton Model For Assessing The Cost Of Capital, Mathematical Amount But Not Also Economic Amount Of Capm And Apt Models," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, volume 3, issue 1, pages 47-61, March.
• Attavanich, Witsanu & McCarl, Bruce A., 2011, "The Effect of Climate Change, CO2 Fertilization, and Crop Production Technology on Crop Yields and Its Economic Implications on Market Outcomes and Welfare Distribution," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103324, DOI: 10.22004/ag.econ.103324.
• Madau, Fabio A., 2011, "Parametric Estimation of Technical and Scale Efficiencies in Italian Citrus Farming," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 12, issue 01, DOI: 10.22004/ag.econ.178217.
• Thorat, V.A. & Dhekale, J.S. & Patil, H.K. & Tilekar, S.N., 2011, "Determinants of Rural-Urban Migration in Konkan Region of Maharashtra," Agricultural Economics Research Review, Agricultural Economics Research Association (India), volume 24, issue Conferenc, November, DOI: 10.22004/ag.econ.119399.
• Yu, Tian & Babcock, Bruce A., 2011, "Estimating Non-linear Weather Impacts on Corn Yield—A Bayesian Approach," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 103915, Apr, DOI: 10.22004/ag.econ.103915.
• Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2011, "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 208113, DOI: 10.22004/ag.econ.208113.
• Götz, Christian & Heckelei, Thomas, , "Determinants of Bilateral Food Related Disputes," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 162893, DOI: 10.22004/ag.econ.162893.
• Withey, Patrick & van Kooten, G. Cornelis, 2011, "The Effect of Climate Change on Wetlands and Waterfowl in Western Canada: Incorporating Cropping Decisions into a Bioeconomic Model," Working Papers, University of Victoria, Resource Economics and Policy, number 117437, Nov, DOI: 10.22004/ag.econ.117437.
• Gibson, Fiona L. & Burton, Michael P., , "Determining the change in welfare estimates from introducing measurement error in non-linear choice models," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 103428, DOI: 10.22004/ag.econ.103428.
• EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011, "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011005, Jan.
• Florens , Mark & Simar, Leopold & Van Keilegom, Ingrid, 2011, "Frontier estimation in nonparametric location-scale models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011030, Jan.
• Dunker, F. & Florens, J.P. & Hohage, T. & Johannes, J. & Mammen, E., 2011, "Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011045, Jan.
• Simar, Leopold & Zelenyuk, Valentin, 2011, "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011026, Jan.
• Simar, Leopold & Wilson, Paul W., 2011, "Performance of the bootstrap for DEA estimators and iterating the principle," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011035, Jan.
• Bulent Oz & Yucel Ayricay & Gokturk Kalkan, 2011, "Predicting Stock Returns With Financial Ratios: A Discriminant Analysis Application On The Ise 30 Index Stocks," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 3, pages 51-64, September.
• Agostinho S. Rosa, 2011, "Inflation and Budget Deficit: What is the Relationship in Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 2, pages 215-237.
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2011, "Qualidade Das Instituições E Pib Percapita Nos Municípios Brasileiros," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 187.
• Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira, 2011, "Taxa De Câmbio E Preços De Commodities:Uma Investigação Sobre A Hipótese Da Doença Holandesa No Brasil," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 210.
• Jianqing Fan & Jinchi Lv & Lei Qi, 2011, "Sparse High-Dimensional Models in Economics," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 291-317, September.
• Damir Filipovi'c & Eberhard Mayerhofer & Paul Schneider, 2011, "Density Approximations for Multivariate Affine Jump-Diffusion Processes," Papers, arXiv.org, number 1104.5326, Apr, revised Oct 2011.
• Song Song & Peter J. Bickel, 2011, "Large Vector Auto Regressions," Papers, arXiv.org, number 1106.3915, Jun.
• Chang-Shuai Li, 2011, "Common persistence in conditional variance: A reconsideration," Papers, arXiv.org, number 1112.1363, Dec.
• Craig Blackburn & Michael Sherris, 2011, "Consistent Dynamic Affine Mortality Model for Longevity Risk Applications," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201107, May.
• Michael Creel & Dennis Kristensen, 2011, "Indirect likelihood inference," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 874.11, May.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Institute for Fiscal Studies, number 17/11, May, DOI: 10.1920/wp.cem.2011.1711.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011, "Intersection bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 34/11, Nov, DOI: 10.1920/wp.cem.2011.3411.
• Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2011, "TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 0040, Oct, revised Oct 2011.
• Beatriz Larraz, 2011, "An Expert System for Online Residential Properties Valuation," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 69-82, April.
• Alexander Tasev, 2011, "Comparison of the Static Time Series of the Bulgarian Trade Turnover between 1986–2006," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 42-67.
• Granturco Mariagrazia & Maria Grazia Miele, 2011, "The Italian private equity funds: an analysis of the portfolio companies� economic and financial conditions," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 98, Jul.
• Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2011, "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers, Banco de México, number 2011-11, Oct.
• Bernardo León & Andrés Mora, 2011, "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 178-211, July, DOI: 10.32468/Espe.6405.
• Audrino, Francesco & Trojani, Fabio, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 138-149.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011, "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 96-108.
• Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011, "Local and Global Rank Tests for Multivariate Varying-Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 295-306.
• José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011, "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• Zhen-Hua Feng & Yi-Ming Wei & Kai Wang, 2011, "Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS," CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology, number 19, Oct.
• Zhaohua Wang & Yixiang Zhang & Xian Zhang, 2011, "Energy technology patents-CO2 emissions nexus: An empirical analysis from China," CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology, number 21, Nov.
• Damiano Fiorillo, 2011, "Do Monetary Rewards Crowd Out The Intrinsic Motivation Of Volunteers? Some Empirical Evidence For Italian Volunteers," Annals of Public and Cooperative Economics, Wiley Blackwell, volume 82, issue 2, pages 139-165, June.
• Silvestro Di Sanzo, 2011, "Output Fluctuations Persistence: Do Cyclical Shocks Matter?," Bulletin of Economic Research, Wiley Blackwell, volume 63, issue 1, pages 28-52, January.
• Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2011, "Alternative Estimating And Testing Empirical Strategies For Fractional Regression Models," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 1, pages 19-68, February.
• Tim Bollerslev & Viktor Todorov, 2011, "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, volume 66, issue 6, pages 2165-2211, December, DOI: j.1540-6261.2011.01695.x.
• Bernhard Herz & Marco Wagner, 2011, "The Dark Side of the Generalized System of Preferences," Review of International Economics, Wiley Blackwell, volume 19, issue 4, pages 763-775, September, DOI: j.1467-9396.2011.00980.x.
• Ankita Mishra & Ranjan Ray, 2011, "Prices, Inequality, And Poverty: Methodology And Indian Evidence," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 57, issue 3, pages 428-448, September.
• Christophe Croux & Catherine Dehon & Abdelilah Yadine, 2011, "On the Optimality of Multivariate S‐Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 38, issue 2, pages 332-341, June, DOI: j.1467-9469.2010.00710.x.
• John H. J. Einmahl & Sander G. W. R. Smeets, 2011, "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 1, pages 32-42, February, DOI: j.1467-9574.2010.00470.x.
• ALBU Lucian-Liviu, 2011, "Changes In Economy Or Changes In Economics?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 55, issue 2, pages 28-31.
• Thanassis Kazanas & Elias Tzavalis, 2011, "Unveiling the monetary policy rule in euro area," Working Papers, Bank of Greece, number 130, May.
• Pierre Perron & Rasmus T. Varneskov, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-050, Jan.
• Pierre Perron & Sungju Chun & Cosme Vodounou, 2011, "Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-055, Jan.
• Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011, "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 2, pages 1-26, January, DOI: 10.2202/1941-1928.1013.
• Dahl Christian M & Iglesias Emma, 2011, "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-32, February, DOI: 10.2202/1941-1928.1093.
• José Renato Haas Ornelas & Marcelo Yoshio Takami, 2011, "Recovering Risk-Neutral Densities from Brazilian Interest Rate Options," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 1, pages 9-26.