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

• 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.
• Idrovo Aguirre, Byron & Lennon S., Joaquín, 2011, "Indice de Precios de Viviendas Nuevas para el Gran Santiago
  [Hedonic pricing models to calculate price indexes for new houses in the Santiago province]," MPRA Paper, University Library of Munich, Germany, number 31400, Jan, revised 28 Jan 2011.
• Wintenberger, Olivier & Cai, Sixiang, 2011, "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper, University Library of Munich, Germany, number 31767, Jun.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2011, "Distributional results for thresholding estimators in high-dimensional Gaussian regression models," MPRA Paper, University Library of Munich, Germany, number 31882, Jun.
• Albu, Lucian-Liviu & Ghizdeanu, Ion & Iorgulescu, Raluca, 2011, "Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration," MPRA Paper, University Library of Munich, Germany, number 32810, Jun.
• Drichoutis, Andreas, 2011, "(Re)estimating marginal changes after “truncreg” and “tobit” in Stata," MPRA Paper, University Library of Munich, Germany, number 33252, Mar.
• Prono, Todd, 2011, "When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models," MPRA Paper, University Library of Munich, Germany, number 33593, Sep.
• Li, Minqiang & Peng, Liang & Qi, Yongcheng, 2011, "Reduce computation in profile empirical likelihood method," MPRA Paper, University Library of Munich, Germany, number 33744.
• Chilarescu, Constantin & Viasu, Iana Luciana, 2011, "Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres," MPRA Paper, University Library of Munich, Germany, number 33909, Oct.
• Crudu, Federico & Sándor, Zsolt, 2011, "On the finite-sample properties of conditional empirical likelihood estimators," MPRA Paper, University Library of Munich, Germany, number 34116, Sep.
• Pavlyuk, Dmitry, 2011, "Efficiency of broadband internet adoption in European Union member states," MPRA Paper, University Library of Munich, Germany, number 34183, Jun.
• Natalia, Khorunzhina & Wayne Roy, Gayle, 2011, "Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors," MPRA Paper, University Library of Munich, Germany, number 34329, Jul.
• Saraswat, Deepak, 2011, "Effect of employment guarantee on access to credit: Evidence from rural India," MPRA Paper, University Library of Munich, Germany, number 34671, Sep, revised 13 Nov 2011.
• Delis, Manthos D & Tsionas, Efthymios, 2011, "A new method to estimate the risk of financial intermediaries," MPRA Paper, University Library of Munich, Germany, number 34735, Nov.
• Kozhurin, Fedir, 2011, "Supramacroeconomics: the newest management technology," MPRA Paper, University Library of Munich, Germany, number 34842, Nov.
• Dinda, Soumyananda, 2011, "Climate Change and Development: Trade Opportunities of Climate Smart Goods and Technologies in Asia," MPRA Paper, University Library of Munich, Germany, number 34883, Aug, revised Nov 2011.
• Matyas, Laszlo & Balazsi, Laszlo, 2011, "The estimation of three-dimensional fixed effects panel data models," MPRA Paper, University Library of Munich, Germany, number 34976, Dec.
• Harin, Alexander, 2011, "Интервальный Анализ Распределений И Разрывы
  [Interval analysis of distributions and ruptures]," MPRA Paper, University Library of Munich, Germany, number 35663, Dec.
• Iqbal, Javed & Rehman, Muhammad & Ur-Rehman, Hafeez, 2011, "Nonlinearity In Inflation, A Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 35858, Mar.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011, "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper, University Library of Munich, Germany, number 38697.
• Bartolucci, Francesco, 2011, "An alternative to the Baum-Welch recursions for hidden Markov models," MPRA Paper, University Library of Munich, Germany, number 38778, Dec.
• Doko Tchatoka, Firmin, 2011, "Testing for partial exogeneity with weak identification," MPRA Paper, University Library of Munich, Germany, number 39504, Apr, revised Mar 2012.

2010

• Alessandri, Piergiorgio & Drehmann, Mathias, 2010, "An economic capital model integrating credit and interest rate risk in the banking book," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 730-742, April.
• Götz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2010, "What makes countries initiate WTO disputes on food-related issues?," Food Policy, Elsevier, volume 35, issue 2, pages 154-162, April.
• Barunik, Jozef & Vacha, Lukas, 2010, "Monte Carlo-based tail exponent estimator," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4863-4874, DOI: 10.1016/j.physa.2010.06.054.
• Weshah Razzak, 2010, "An Empirical Glimpse on MSEs Four MENA Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 53, issue 1, pages 59-89.
• Ibragimov Marat & Khamidov Rufat, 2010, "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 10/06e, Nov.
• Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2010, "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers, Economics for Energy, number 01-2010, Nov.
• Arteche González, Jesús María, 2010, "Semiparametric inference in correlated long memory signal plus noise models," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Apr.
• Wassim Dbouk & Lawrence Kryzanowski, 2010, "Determinants of credit spread changes for the financial sector," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 27, issue 1, pages 67-82, March, DOI: 10.1108/10867371011022984.
• Kivilcim Metin-Ozcan & Yilmaz Akdi & Koray Kalafatcilar, 2010, "Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations," International Econometric Review (IER), Economic Research Association, volume 2, issue 1, pages 3-10, April.
• Sidika Basci & Asad Zaman & Arzdar Kiraci, 2010, "Variance Estimates and Model Selection," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 57-72, September.
• Adamopoulos Antonios, 2010, "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Chambers, MJ, 2010, "Jackknife Estimation of Stationary Autoregressive Models," Economics Discussion Papers, University of Essex, Department of Economics, number 2786.
• Kemp, GCR & Santos Silva, JMC, 2010, "Regression towards the mode," Economics Discussion Papers, University of Essex, Department of Economics, number 5757.
• Katarzyna Maciejowska, 2010, "Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory," Economics Working Papers, European University Institute, number ECO2010/28.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010, "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 281-294, November.
• Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010, "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/04, Mar, revised Mar 2010.
• Jozef Barunik & Lukas Vacha, 2010, "Monte Carlo-Based Tail Exponent Estimator," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/06, Apr, revised Apr 2010.
• Zuzana Iršová, 2010, "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/13, Jul, revised Jul 2010.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-26, Oct.
• Guy Kaplanski, Haim Levy, 2010, "The Two-Parameter Long-Horizon Value-at-Risk," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 1, pages 1-20, April.
• Giorgio Calzolari & Laura Neri, 2010, "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_01, Jan.
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2010, "Qualidade das Instituições e PIB per capita nos Municípios Brasileiros," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0108.
• Marina Turuntseva & Tatiana Kiblitskaya, 2010, "Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 135P.
• Estrella Gómez Herrera, 2010, "Comparing alternative methods to estimate gravity models of bilateral trade," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 10/05, Sep.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476038, Mar.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00535594.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00544129, Nov.
• Ruslan Bikbov & Mikhail Chernov, 2010, "No-arbitrage macroeconomic determinants of the yield curve," Post-Print, HAL, number hal-00732517, Sep, DOI: 10.1016/j.jeconom.2010.05.004.
• Christian Francq & Jean-Michel Zakoïan, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print, HAL, number hal-00732536, Sep, DOI: 10.1016/j.jeconom.2010.05.003.
• Christian M. Hafner & Oliver Linton, 2010, "Efficient estimation of a multivariate multiplicative volatility model," Post-Print, HAL, number hal-00732539, Sep, DOI: 10.1016/j.jeconom.2010.04.007.
• Hidehiko Ichimura & Sokbae Lee, 2010, "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print, HAL, number hal-00741628, Oct, DOI: 10.1016/j.jeconom.2010.05.005.
• Gabriel Frahm & Christoph Memmel, 2010, "Dominating Estimators for Minimum-Variance Portfolios," Post-Print, HAL, number hal-00741629, Oct, DOI: 10.1016/j.jeconom.2010.07.007.
• G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010, "Panels with nonstationary multifactor error structures," Post-Print, HAL, number hal-00768190, Dec, DOI: 10.1016/j.jeconom.2010.10.001.
• Henrik Andersson & Lina Jonsson, 2010, "Property prices and exposure to multiple noise sources: hedonic regression with road and railwy noise," Post-Print, HAL, number hal-02666145, DOI: 10.1007/s10640-009-9306-4.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010, "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print, HAL, number hal-03417660, DOI: 10.1007/s00199-008-0432-y.
• Christian Francq & Jean-Michel Zakoïan, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print, HAL, number hal-05417866, Nov, DOI: 10.1016/j.jeconom.2010.05.003.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Post-Print, HAL, number halshs-00476038, Mar.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Post-Print, HAL, number halshs-00544129, Nov.
• Margherita Comola & Marcel Fafchamps, 2010, "Are gifts and loans between households voluntary?," PSE Working Papers, HAL, number halshs-00564894, Jun.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Sciences Po Economics Publications (main), HAL, number hal-01069450, Oct.
• Koen Jochmans, 2010, "First-differencing in panel data models with incidental functions," Sciences Po Economics Publications (main), HAL, number hal-01069454, Oct.
• Alfred Galichon & Bernard Salanié, 2010, "Matching with Trade-offs: Revealed Preferences over Competiting Characteristics," Working Papers, HAL, number hal-00473173, Apr.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Working Papers, HAL, number hal-01069450, Oct.
• Koen Jochmans, 2010, "First-differencing in panel data models with incidental functions," Working Papers, HAL, number hal-01069454, Oct.
• Geert Dhaene & Koen Jochmans, 2010, "Split-panel jackknife estimation of fixed-effect models," Working Papers, HAL, number hal-03627120, Jan.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Working Papers, HAL, number halshs-00535594.
• Margherita Comola & Marcel Fafchamps, 2010, "Are gifts and loans between households voluntary?," Working Papers, HAL, number halshs-00564894, Jun.
• Ferracci, Marc & Jolivet, Gregóry & van den Berg, Gerard J., 2010, "Treatment evaluation in the case of interactions within markets," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2010:1, Jan.
• Bivand, Roger, 2010, "Computing the Jacobian in spatial models: an applied survey," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 20/2010, Aug.
• Bivand, Roger, 2010, "Exploiting Parallelization in Spatial Statistics: an Applied Survey using R," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 25/2010, Oct.
• Bivand, Roger, 2010, "Comparing estimation methods for spatial econometrics techniques using R," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 26/2010, Oct.
• Holmlund, Helena & Lindahl, Mikael & Plug, Erik, 2010, "The Causal Eff ect of Parent’s Schooling on Children’s Schooling," Working Paper Series, Center for Labor Studies, Uppsala University, Department of Economics, number 2010:8, May.
• Francesca Greselin & Leo Pasquazzi & Ričardas Zitikis, 2010, "Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy," Journal of Probability and Statistics, Hindawi, volume 2010, pages 1-26, April, DOI: 10.1155/2010/718905.
• Daisuke Nagakura & Toshiaki Watanabe, 2010, "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 gd09-115, Feb.
• Eiji Kurozumi & Purevdorj Tuvaandorj, 2010, "Model Selection Criteria in Multivariate Models with Multiple Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-144, Jun.
• Junichi Nishimura & Yosuke Okada, 2010, "R&D Portfolios and Pharmaceutical Licensing," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-155, Nov.
• Hohmeyer, Katrin & Wolff, Joachim, 2010, "Direct job creation in Germany revisited: Is it effective for welfare recipients and does it matter whether participants receive a wage?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201021.
• Florens, Jean-Pierre & Simoni, Anna, 2010, "Regularizing priors for linear inverse problems," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 621.
• Fithra Faisal Hastiadi, 2010, "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 13, issue 1, pages 103-124, July, DOI: https://doi.org/10.21098/bemp.v13i1.
• Fithra Faisal Hastiadi, 2010, "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 13, issue 1, pages 103-124, July, DOI: https://doi.org/10.21098/bemp.v13i1.
• Paul S. Clarke & Frank Windmeijer, 2010, "Identification of causal effects on binary outcomes using structural mean models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/10, Mar.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2010, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/10, Jul.
• Wagner, Martin, 2010, "Cointegration Analysis with State Space Models," Economics Series, Institute for Advanced Studies, number 248, Feb.
• Murat TAŞDEMİR & Sami TABAN, 2010, "Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 288, pages 51-80.
• Kaliappa Kalirajan, 2010, "Sources of Variation in Export Flows over Time: A Suggested Methodology of Measurement," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 9, issue 2, pages 175-178, August.
• Jeungbo Shim & Eun-Joo Lee & Seung-Hwan Lee, 2010, "A Versatile Copula and Its Application to Risk Measures," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 9, issue 3, pages 213-231, December.
• Roberto A. De Santis, 2010, "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 2, pages 147-197, June.