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

2011

• Kurozumi, Eiji & Tuvaandorj, Purevdorj, 2011, "Model selection criteria in multivariate models with multiple structural changes," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 218-238, October.
• Kristensen, Dennis, 2011, "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 382-403, October.
• Amano, Tomoyuki & Taniguchi, Masanobu, 2011, "Control variate method for stationary processes," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 20-29, DOI: 10.1016/j.jeconom.2011.05.003.
• Wang, Liqun & Hsiao, Cheng, 2011, "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 30-44, DOI: 10.1016/j.jeconom.2011.05.004.
• Robinson, P.M., 2011, "Asymptotic theory for nonparametric regression with spatial data," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 5-19, DOI: 10.1016/j.jeconom.2011.05.002.
• Malik, Sheheryar & Pitt, Michael K., 2011, "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 190-209, DOI: 10.1016/j.jeconom.2011.07.006.
• Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel, 2011, "Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 246-257, DOI: 10.1016/j.jeconom.2011.08.001.
• Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011, "Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Journal of Empirical Finance, Elsevier, volume 18, issue 1, pages 147-159, January.
• Regnard, Nazim & Zakoïan, Jean-Michel, 2011, "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," Energy Economics, Elsevier, volume 33, issue 6, pages 1240-1251, DOI: 10.1016/j.eneco.2011.02.004.
• Galarraga, Ibon & González-Eguino, Mikel & Markandya, Anil, 2011, "Willingness to pay and price elasticities of demand for energy-efficient appliances: Combining the hedonic approach and demand systems," Energy Economics, Elsevier, volume 33, issue S1, pages 66-74, DOI: 10.1016/j.eneco.2011.07.028.
• Fang, Ying & Ren, Yu & Yuan, Yufei, 2011, "Nonparametric estimation and testing of stochastic discount factor," Finance Research Letters, Elsevier, volume 8, issue 4, pages 196-205, DOI: 10.1016/j.frl.2011.04.001.
• Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 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," Journal of Informetrics, Elsevier, volume 5, issue 4, pages 594-607, DOI: 10.1016/j.joi.2011.05.007.
• Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas, 2011, "Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 325-334, DOI: 10.1016/j.insmatheco.2011.05.001.
• Bley, Jorg & Saad, Mohsen, 2011, "The effect of financial liberalization on stock-return volatility in GCC markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 662-685, DOI: 10.1016/j.intfin.2011.04.003.
• Gupta, Rangan & Kabundi, Alain, 2011, "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1076-1088, October.
• Verdolini, Elena & Galeotti, Marzio, 2011, "At home and abroad: An empirical analysis of innovation and diffusion in energy technologies," Journal of Environmental Economics and Management, Elsevier, volume 61, issue 2, pages 119-134, March.
• Otsu, Taisuke, 2011, "Moderate deviations of generalized method of moments and empirical likelihood estimators," Journal of Multivariate Analysis, Elsevier, volume 102, issue 8, pages 1203-1216, September.
• Einmahl, John H.J. & van den Akker, Ramon, 2011, "Superefficient estimation of the marginals by exploiting knowledge on the copula," Journal of Multivariate Analysis, Elsevier, volume 102, issue 9, pages 1315-1319, October.
• Sauquet, Alexandre & Lecocq, Franck & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed & Garcia, Serge, 2011, "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Resource and Energy Economics, Elsevier, volume 33, issue 4, pages 771-781, DOI: 10.1016/j.reseneeco.2011.04.001.
• Ana Paula Martins, 2011, "Segmented Life-cycle Labor Markets – Portuguese Evidence," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_05, Apr.
• Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2011, "Energy Demand for Heating in Spain: An Empirical Analysis with Policy Purposes," Working Papers, Economics for Energy, number 06-2011, Oct.
• Artiach Escauriaza, Miguel Manuel & Arteche González, Jesús María, 2011, "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Feb.
• Lucian-Liviu Albu, 2011, "A model to estimate the effect of global crisis on the convergence process in EU," EcoMod2011, EcoMod, number 3362, Jul.
• Gómez-López, Claudia S. & Barrón Arreola, Karla S. & Moreno Moreno, Luis, 2011, "Crecimiento económico y medio ambiente en México," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 547-582, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Alejandro López-Feldman & Javier Parada, 2011, "Poverty Dynamics in Rural Mexico: An Analysis Using Four Generations of Poverty Measurement," Working Papers, CIDE, División de Economía, number DTE 505, Apr.
• Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-15, Apr.
• Doaa Akl Ahmed, 2011, "Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 1-28, November.
• Parente, Paulo M D C & Santos Silva, Joao M C, 2011, "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers, University of Essex, Department of Economics, number 3532.
• Sergey Ivashchenko, 2011, "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2011/07, Sep.
• Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011, "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers, University of Exeter, Department of Economics, number 1111.
• Sonia Marongiu, 2011, "Stima edonimetrica e valorizzazione della qualit? dei vini laziali," Economia agro-alimentare, FrancoAngeli Editore, volume 13, issue 1-2, pages 467-486.
• Jaromir Tonner & Jiri Polansky & Osvald Vašíèek, 2011, "Parameter Drifting in a DSGE Model Estimated on Czech Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 5, pages 510-524, November.
• Eric Heyer, 2011, "The effectiveness of economic policy and position in the cycle The case of tax reductions on overtime in France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-09, Apr.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2011, "Chi-squared tests for evaluation and comparison of asset pricing models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-08.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011, "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1112.
• Turan G. Bali & Hao Zhou, 2011, "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-45.
• Liviu-Stelian BEGU, 2011, "Cohesion In The European Union – Used Markov Chains Method," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 14, issue 2, pages 91-96, November.
• Arne Henningsen & Géraldine Henningsen, 2011, "Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2011/9, Jun.
• Luciano Nakabashi & Adolfo Sachsida & Ana Elisa Gonçalves Pereira, 2011, "Institutions and growth: a developing country case study," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0116.
• Michael Louis George, 2011, "Formula for Manufacturing Profit increase based on Thermodynamic Model," Working Papers, Institute of Business Entropy, number 0620, Nov.
• Fithra Faisal Hastiadi, 2011, "East Asian Regionalism: The Need For Asean+3 Fta," Journal of Global Business and Economics, Global Research Agency, volume 3, issue 1, pages 31-56, July.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-12, Aug.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-4, Aug.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201109, Apr.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201111, Aug.
• Alassane Drabo, 2011, "Impact of Income Inequality on Health: Does Environment Quality Matter?," CERDI Working papers, HAL, number halshs-00552993, Jan.
• Alassane Drabo, 2011, "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," CERDI Working papers, HAL, number halshs-00584997, Apr.
• Abdelaati Daouia & Irène Gijbels, 2011, "Robustness and inference in nonparametric partial-frontier modeling," Post-Print, HAL, number hal-00796744, Mar, DOI: 10.1016/j.jeconom.2010.12.002.
• Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2011, "Regression with imputed covariates: A generalized missing-indicator approach," Post-Print, HAL, number hal-00815561, Apr, DOI: 10.1016/j.jeconom.2011.02.005.
• Alberto Holly & Alain Monfort & Michael Rockinger, 2011, "Fourth order pseudo maximum likelihood methods," Post-Print, HAL, number hal-00815562, Apr, DOI: 10.1016/j.jeconom.2011.01.004.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print, HAL, number hal-00815564, Apr, DOI: 10.1016/j.jeconom.2010.07.009.
• Alev Atak & Oliver Linton & Zhijie Xiao, 2011, "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Post-Print, HAL, number hal-00844810, Jul, DOI: 10.1016/j.jeconom.2011.02.008.
• Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge S. Garcia, 2011, "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Post-Print, HAL, number hal-01018987, DOI: 10.1016/j.reseneeco.2011.04.001.
• Christelle Garrouste, 2011, "Explaining learning gaps in Namibia: The role of language proficiency," Post-Print, HAL, number hal-03241747, May, DOI: 10.1016/j.ijedudev.2010.06.016.
• Christian Francq & L. Horvath & J.-M. Zakoian, 2011, "Merits and Drawbacks of Variance Targeting in GARCH Models," Post-Print, HAL, number hal-05417564, Jul, DOI: 10.1093/jjfinec/nbr004.
• Alassane Drabo, 2011, "Impact of income inequality on health: does environment quality matter?," Post-Print, HAL, number halshs-00564922.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Post-Print, HAL, number halshs-00595338, May, DOI: 10.3917/reco.623.0461.
• Geert Dhaene & Koen Jochmans, 2011, "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Sciences Po Economics Publications (main), HAL, number hal-01073732, Mar.
• Geert Dhaene & Koen Jochmans, 2011, "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po Economics Publications (main), HAL, number hal-01073733, Mar.
• Geert Dhaene & Koen Jochmans, 2011, "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers, HAL, number hal-01073732, Mar.
• Geert Dhaene & Koen Jochmans, 2011, "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers, HAL, number hal-01073733, Mar.
• Alassane Drabo, 2011, "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers, HAL, number halshs-00552993, Jan.
• Alassane Drabo, 2011, "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," Working Papers, HAL, number halshs-00584997, Apr.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers, HAL, number halshs-00587460, Apr.
• Kibria, B. M. Golam & Månsson, Kristofer & Shukur, Ghazi, 2011, "A Ridge Regression estimator for the zero-inflated Poisson model," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 257, Oct.
• Lundtofte, Frederik & Wilhelmsson, Anders, 2011, "Idiosyncratic Risk and Higher-Order Cumulants," Working Papers, Lund University, Department of Economics, number 2011:33, Sep.
• Bivand, Roger, 2011, "After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 22/2011, Oct.
• Gaure, Simen, 2011, "OLS with Multiple High Dimensional Category Dummies," Memorandum, Oslo University, Department of Economics, number 14/2010, Jan.
• Adolfson, Malin & Lindé, Jesper, 2011, "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 251, Apr.
• Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2011, "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2011-03, Mar.
• Davor Kunovac, 2011, "Estimating Credit Migration Matrices with Aggregate Data – Bayesian Approach," Working Papers, The Croatian National Bank, Croatia, number 30, Nov.
• Eiji Kurozumi & Khashbaatar Dashtseren, 2011, "Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-187, Apr.
• Eiji Kurozumi & Kohei Aono, 2011, "Estimation and Inference in Predictive Regressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-192, May.
• Daisuke Nagakura & Toshiaki Watanabe, 2011, "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-200, Aug.
• Tian Yu & Bruce A. Babcock, 2011, "Estimating Non-linear Weather Impacts on Corn Yield--A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 11-wp522, Apr.
• Marina Murray, 2011, "Mba Share In The U.S. Graduate Management Education Market," Business Education and Accreditation, The Institute for Business and Finance Research, volume 3, issue 1, pages 209-240.
• Zhi-Fu Mi & Yue-Jun Zhang, 2011, "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 35, issue 2/3/4, pages 145-157.
• Rafael González-Val & Jose Olmo, 2011, "Growth in a cross-section of cities: location, increasing returns or random growth?," Working Papers, Institut d'Economia de Barcelona (IEB), number 2011/39.
• Jón Daníelsson & Francisco Peñaranda, 2011, "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 3, pages 621-638, August, DOI: j.1468-2354.2011.00642.x.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/11, May.
• Xiaohong Chen, 2011, "Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/11, Jun.
• Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011, "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/11, Aug.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011, "Intersection bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/11, Nov.
• Tatiana V. Komarova & Denis Nekipelov & Evgeny Yakovlev, 2011, "Identification, data combination and the risk of disclosure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/11, Dec.
• Hong, Seung Hyun & Wagner, Martin, 2011, "Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 264, Mar.
• Vogelsang, Timothy J. & Wagner, Martin, 2011, "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series, Institute for Advanced Studies, number 272, Jul.
• Defne MUTLUER KURUL, 2011, "Türkiye’de kredi arzı: Kredi eğilim anketi göstergeleri kredi büyümesi ve ekonomik faaliyet için bilgi verici mi?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 307, pages 9-30.
• Gülcay TUNA & Cem PAYASLIOĞLU, 2011, "Inflation Uncertainty at Short and Long Horizons: Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 309, pages 83-104.
• Simona Balzano & Filippo Oropallo & Valentino Parisi, 2011, "On the Italian ACE and its impact on enterprise performance: a PLS-path modeling analysis," International Journal of Microsimulation, International Microsimulation Association, volume 4, issue 2, pages 14-26.
• Tushar Agrawal, 2011, "Returns to education in India: Some recent evidence," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-017, Sep.
• Florin-Marius PAVELESCU, 2011, "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, volume 32, issue 1(41), pages 131-150, June.
• Lucian-Liviu ALBU, 2011, "Structural Changes and Convergence in EU and in Adriatic-Balkans Region," Romanian Journal of Economics, Institute of National Economy, volume 32, issue 1(41), pages 78-96, June.
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2011, "Qualidade das Instituições e PIB Per Capita nos Municípios Brasileiros," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1623, Jun.
• BIA Michela & FLORES Carlos A. & MATTEI Alessandra, 2011, "Nonparametric Estimators of Dose-Response Functions," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2011-40, Jul.
• LONGFORD Nicholas Tibor, 2011, "Policy-related small.area estimation," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2011-44, Jul.
• Claudia De Vitiis & Paolo Righi, 2011, "Evaluations on list undercoverage bias and possible solutions: the case of ISTAT CATI survey "Trips, holidays and daily life"," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 13, issue 2-3, pages 5-19.
• María Dolores Guilló Fuentes & Alfonsa Denia Cuesta, 2011, "Labour status and involuntary employment: family ties and part-time work in Spain," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-11, Mar.
• Miguel Artiach, 2011, "Second-order moments of frequency asymmetric cycles," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-27, Dec.
• Drydakis, Nick, 2011, "Roma Women in Athenian Firms: Do They Face Wage Bias?," IZA Discussion Papers, IZA Network @ LISER, number 5732, May.
• Pham, Thong Le & Kooreman, Peter & Koning, Ruud H. & Wiersma, Doede, 2011, "Gender Patterns in Vietnam's Child Mortality," IZA Discussion Papers, IZA Network @ LISER, number 5741, May.
• Thorsten Heimann & Mark Trede, 2011, "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Ad libros publications inc., volume 20, issue 1, pages 104-116, March.
• Thorsten Heimann & Mark Trede, 2011, "A Continuous-Time Model of Income Dynamics," Journal of Income Distribution, Ad libros publications inc., volume 20, issue 1, pages 29-48, March.
• Bos, Charles S., 2011, "A Bayesian Analysis of Unobserved Component Models Using Ox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 41, issue i13, DOI: http://hdl.handle.net/10.18637/jss..
• Rustam Ibragimov & Johan Walden, 2011, "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, volume 7, issue 3, pages 285-318, August, DOI: 10.1007/s10436-010-0166-2.
• W. Kuiper & Anton Cozijnsen, 2011, "The Performance of German Firms in the Business-Related Service Sectors Revisited: Differential Evolution Markov Chain Estimation of the Multinomial Probit Model," Computational Economics, Springer;Society for Computational Economics, volume 37, issue 4, pages 331-362, April, DOI: 10.1007/s10614-011-9259-x.
• H. Eme Ichoku & William Fonta & Michael Thiede, 2011, "Socioeconomic gradients in self-rated health: a developing country case study of Enugu State, Nigeria," Economic Change and Restructuring, Springer, volume 44, issue 3, pages 179-202, August, DOI: 10.1007/s10644-010-9098-0.
• Nela Filimon & Jordi López-Sintas & Carlos Padrós-Reig, 2011, "A test of Rosen’s and Adler’s theories of superstars," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 35, issue 2, pages 137-161, May, DOI: 10.1007/s10824-010-9135-x.
• Ana Sá & José Pereira & Martin Charlton & Bernardo Mota & Paulo Barbosa & A. Stewart Fotheringham, 2011, "The pyrogeography of sub-Saharan Africa: a study of the spatial non-stationarity of fire–environment relationships using GWR," Journal of Geographical Systems, Springer, volume 13, issue 3, pages 227-248, September, DOI: 10.1007/s10109-010-0123-7.
• Panagiotis Fotis & Michael Polemis & Nikolaos Zevgolis, 2011, "Robust Event Studies for Derogation from Suspension of Concentrations in Greece during the Period 1995–2008," Journal of Industry, Competition and Trade, Springer, volume 11, issue 1, pages 67-89, March, DOI: 10.1007/s10842-010-0070-5.
• Léopold Simar & Valentin Zelenyuk, 2011, "Stochastic FDH/DEA estimators for frontier analysis," Journal of Productivity Analysis, Springer, volume 36, issue 1, pages 1-20, August, DOI: 10.1007/s11123-010-0170-6.
• Xiaojing Dong & Pradeep Chintagunta & Puneet Manchanda, 2011, "A new multivariate count data model to study multi-category physician prescription behavior," Quantitative Marketing and Economics (QME), Springer, volume 9, issue 3, pages 301-337, September, DOI: 10.1007/s11129-011-9102-7.
• Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 772, Apr.
• Stephen Hall & P. A. V. B. Swamy & George S. Tavlas, 2011, "Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/22, Mar.
• Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge Garcia, 2011, "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2011-02, Mar.
• Alexander Vogel, 2011, "Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 200, Mar.
• Matthew Greenwood-Nimmo & Youngcheol Shin, 2011, "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," Working Papers, Madras School of Economics,Chennai,India, number 2011-057, May.
• Marcel Foerster, 2011, "Bayesian Estimation of a DSGE Model with Inventories," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201123.
• Badi H. Baltagi & Long Liu, 2011, "Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 127, Jan.
• Hassanzadeh, Ali & Nazarian, Rafik & Kianvand, Mehran, 2011, "The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 4, issue 9, pages 1-44, December.
• Daniel J. Henderson & Christopher F. Parmeter, 2011, "Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator," Working Papers, University of Miami, Department of Economics, number 2011-15, Sep.
• Emanuele BACCHIOCCHI, 2011, "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-019, Sep.
• Pier Alda FERRARI & Alessandro BARBIERO, 2011, "Generating ordinal data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-038, Dec.
• Emanuele BACCHIOCCHI, 2011, "Identification in structural VAR models with different volatility regimes," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-039, Dec.
• Emanuele BACCHIOCCHI, 2011, "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-19, Sep.
• Pier Alda FERRARI & Alessandro BARBIERO, 2011, "Generating ordinal data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-38, Dec.
• Emanuele BACCHIOCCHI, 2011, "Identification in structural VAR models with different volatility regimes," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-39, Dec.
• Gholamreza Hajargsht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich, 2011, "GMM Estimation of Income Distributions from Grouped Data," Department of Economics - Working Papers Series, The University of Melbourne, number 1129.
• Amita Majumder & Ranjan Ray & Kompal Sinha, 2011, "The Calculation of Rural Urban Food Price Differentials from Unit Values in Household Expenditure Surveys: A new procedure and comparison with existing methods," Monash Economics Working Papers, Monash University, Department of Economics, number 24-11, Sep.
• Jia Chen & Jiti Gao & Degui Li, 2011, "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/11, Sep.
• Jiti Gao & Degui Li & Dag Tjøstheim, 2011, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/11, Sep.
• Jia Chen & Jiti Gao & Degui Li, 2011, "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/11, Sep.
• Jia Chen & Jiti Gao & Degui Li, 2011, "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/11, Sep.
• Degui Li & Zudi Lu & Oliver Linton, 2011, "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/11, Sep.
• Soumyananda Dinda, 2011, "Trade Opportunities for Climate Smart Goods and Technologies in Asia," Working Papers, Maastricht School of Management, number 2011/16, Nov.
• Michele Caputo, 2011, "Seismicity in Italy: The Problem of Insurance of the Real Estate Property," Economia politica, Società editrice il Mulino, issue 1, pages 51-72.
• Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011, "Skew-normal shocks in the linear state space form DSGE model," NBP Working Papers, Narodowy Bank Polski, number 101.
• Andrew Ang & Dennis Kristensen, 2011, "Testing Conditional Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17561, Nov.
• Sridhar Narayanan & Harikesh S. Nair, 2011, "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Working Papers, NET Institute, number 11-22, Sep.
• M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011, "Determinants of Credit Default Swaps in International Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-01, Feb.
• M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011, "Credit Default Swaps and Sovereign Debt Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-03, Mar.
• Bishnu Prasad Gautam, Ph.D., 2011, "Tourism and Economic Growth in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 23, issue 2, pages 18-30, October.
• Jason R. Blevins, 2011, "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Working Papers, Ohio State University, Department of Economics, number 11-01, May.
• Eva Deuchert, 2011, "The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-reported Virgins?," Journal of African Economies, Centre for the Study of African Economies, volume 20, issue 1, pages 60-89, January.
• Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2011, "Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 198-236, Winter.
• Christian Francq & Lajos Horváth, 2011, "Merits and Drawbacks of Variance Targeting in GARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 4, pages 619-656.
• Eric Heyer, 2011, "The effectiveness of economic policy and position in the cycle: the case of tax reductions on overtime in France," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 27, issue 2, pages 364-379.
• Alfred Galichon & Marc Henry, 2011, "Set Identification in Models with Multiple Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 4, pages 1264-1298.
• Ursachi George Marian & Ursachi (Horodnic) Ioana Alexandra, 2011, "Influence Factors on the Value of Reliability Estimators in Marketing Research," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2223-2228, May.
• Anghelache Gabriela-Victoria & Olteanu Ana-Cornelia & Radu Alina-Nicoleta, 2011, "Capital Requirement under the Three Approaches for a Credit Institution in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 94-99, May.
• Ursachi George Marian, 2011, "Influence Factors on the Value of Reliability Estimators in Marketing Research," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1307-1310, May.
• Gian Piero Aielli, 2011, "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0142, Nov.
• Imran Ullah Khan & Kaliappa Kalirajan, 2011, "The Impact of Trade Costs on Exports: An Empirical Modelling," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2011-07.
• Luis García Núñez, 2011, "Econometría de evaluación de impacto," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 34, issue 67, pages 81-125.
• Vesna Bucevska, 2011, "Growth effect of aid and its volatility: An individual country study in South Asian economies," Business and Economic Horizons (BEH), Prague Development Center, volume 4, issue 1, pages 13-26, January.
• Xu Cheng & Zhipeng Liao, 2011, "Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-062, Jun, revised 21 Oct 2013.
• Massimo De Felice & Franco Moriconi, 2011, "Un’estensione stocastica del modello "Fisher-Lange"," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 86/2011, Mar.
• Ijaz Hussain, 2011, "Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 699-714.
• Christian Calmès & Raymond Théoret, 2011, "Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022011, Jan.
• Francois-Éric Racicot & Raymond Théoret, 2011, "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032011, Apr.
• Francois-Éric Racicot & Raymond Théoret, 2011, "Risk Procyclicality and Dynamic Hedge Fund Strategies," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp062011, Jul.
• Bespalova, Olga Gennadyevna, 2011, "Bespalova, Olga Gennadyevna (2011): Renewable portfolio standards in the USA: experience and compliance with targets. Published in: K-State Electronic Theses, Dissertations, and Reports No. May 2011 (May 2011): pp. 1-48," MPRA Paper, University Library of Munich, Germany, number 117672, May, revised 22 Apr 2011.
• Garrouste, Christelle, 2011, "Explaining learning gaps in Namibia: The role of language proficiency," MPRA Paper, University Library of Munich, Germany, number 25066.
• Buss, Ginters, 2011, "Asymmetric Baxter-King filter," MPRA Paper, University Library of Munich, Germany, number 28176, Jan.
• Shahbaz, Muhammad & Rahman, Mizanur, 2011, "Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan," MPRA Paper, University Library of Munich, Germany, number 28563, Feb.
• Tiwari, Aviral & Shahbaz, Muhammad, 2011, "India's trade with USA and her trade balance: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 29023, Jan.
• Murray, James, 2011, "Learning and judgment shocks in U.S. business cycles," MPRA Paper, University Library of Munich, Germany, number 29257, Mar.
• Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011, "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper, University Library of Munich, Germany, number 30364, Apr.
• Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011, "The Variance Profile," MPRA Paper, University Library of Munich, Germany, number 30378, Apr.
• Chiwaula, Levison & Waibel, Hermann, 2011, "Seasonal bias in household vulnerability to poverty stimates: insights from a natural experiment," MPRA Paper, University Library of Munich, Germany, number 30716, Apr.
• Mike, Tsionas & Subal, Kumbhakar, 2011, "Firm-Heterogeneity, Persistent and Transient Technical Inefficiency," MPRA Paper, University Library of Munich, Germany, number 30737, Jan, revised 10 Apr 2011.
• Situngkir, Hokky, 2011, "Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial
  [Understanding from and to the inability to understand: Social Complexity as a new perspective to understand social phenomena]," MPRA Paper, University Library of Munich, Germany, number 30871, May.
• Greselin, Francesca & Pasquazzi, Leo, 2011, "Estimation of Zenga's new index of economic inequality in heavy tailed populations," MPRA Paper, University Library of Munich, Germany, number 31230, Jun.
• Albu, Lucian-Liviu, 2011, "Structural changes and convergence in EU and in Adriatic-Balkans Region," MPRA Paper, University Library of Munich, Germany, number 31288, Jun.