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
/ / / C15: Statistical Simulation Methods: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bootstrap Methods

2015

• Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 4, pages 512-536, April, DOI: 10.1080/07474938.2013.808065.
• Siem Jan Koopman & André Lucas & Marcel Scharth, 2015, "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 114-127, January, DOI: 10.1080/07350015.2014.925807.
• Katarzyna Łasak & Carlos Velasco, 2015, "Fractional Cointegration Rank Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 241-254, April, DOI: 10.1080/07350015.2014.945589.
• Nikolay Gospodinov & Serena Ng, 2015, "Minimum Distance Estimation of Possibly Noninvertible Moving Average Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 403-417, July, DOI: 10.1080/07350015.2014.955175.
• Andrew J. Buck & George M. Lady, 2015, "Estimating a Falsified Model: Some Impossibility Theorems," DETU Working Papers, Department of Economics, Temple University, number 1506, Jan.
• Francisco Blasques & Artem Duplinskiy, 2015, "Penalized Indirect Inference," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-009/III, Jan.
• Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015, "In-Sample Bounds for Time-Varying Parameters of Observation Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-027/III, Feb, revised 07 Sep 2015.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-111/III, Sep.
• Mehdad, Ehsan & Kleijnen, J.P.C., 2015, "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-038.
• Shi, W. & Kleijnen, J.P.C., 2015, "Validating the Assumptions of Sequential Bifurcation in Factor Screening," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-034.
• Mehdad, Ehsan & Kleijnen, J.P.C., 2015, "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-042.
• Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015, "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-003.
• Kleijnen, J.P.C., 2015, "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-035.
• Kleijnen, J.P.C. & Mehdad, Ehsan, 2015, "Estimating the Variance of the Predictor in Stochastic Kriging," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-041.
• Mehdad, Ehsan & Kleijnen, J.P.C., 2015, "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM, Tilburg University, School of Economics and Management, number 00bed9cb-d34c-4e98-93ef-e.
• Mehdad, Ehsan & Kleijnen, J.P.C., 2015, "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5e785713-146c-4e5b-b671-f.
• Kleijnen, J.P.C., 2015, "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Other publications TiSEM, Tilburg University, School of Economics and Management, number c592e895-1656-43c3-8c7e-f.
• Yongchen Zhao, 2015, "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers, Towson University, Department of Economics, number 2015-04, Dec, revised Mar 2020.
• Ortona, Guido, 2015, "A commonsense assessment of Arrow's theorem," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 182, Nov.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2015-02, Mar.
• Sylvain Barde, 2015, "A Practical, Universal, Information Criterion over Nth Order Markov Processes," Studies in Economics, School of Economics, University of Kent, number 1504, Jan.
• Sylvain Barde, 2015, "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics, School of Economics, University of Kent, number 1507, Apr.
• Channing Arndt & Azhar Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2015, "Poverty mapping based on first order dominance with an example from Mozambique," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2015-105.
• Majid M. Al-Sadoon, 2015, "Testing subspace Granger causality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1495, Nov.
• Xue-Zhong He & Youwei Li, 2015, "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 354, Jan.
• Xue-Zhong He & Youwei Li, 2015, "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 364, Sep.
• Daniel Felix Ahelegbey, 2015, "The Econometrics of Networks: A Review," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:13.
• Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio, 2015, "Accounting for tax evasion profiles and tax expenditures in microsimulation modelling. The BETAMOD model for personal income taxes in Italy," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:24.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015, "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-39.
• Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer, 2015, "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp198, Jul.
• Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Huber, Florian & Piribauer, Philipp, 2015, "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 198, Jul.
• Firmin Doko Tchatoka, 2015, "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 137-146, February.
• Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2015, "Novel panel cointegration tests emending for cross‐section dependence with N fixed," Econometrics Journal, Royal Economic Society, volume 18, issue 3, pages 363-411, October.
• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015, "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 2, pages 331-357, May, DOI: 10.1111/iere.12107.
• Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015, "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 4, pages 1043-1078, November, DOI: 10.1111/iere.12132.
• Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015, "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 4, pages 1079-1134, November, DOI: 10.1111/iere.12131.
• Andrew T. Ching & Fumiko Hayashi & Hui Wang, 2015, "Quantifying The Impacts Of Limited Supply: The Case Of Nursing Homes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 4, pages 1291-1322, November, DOI: 10.1111/iere.12138.
• Tamer Kulaksizoglu, 2015, "Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 6, pages 1010-1010, September.
• Rodrigo Chicaroli & Pedro L. Valls Pereira, 2015, "Predictability of Equity Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 6, pages 427-440, September.
• Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2015, "The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 6, pages 1223-1238, September, DOI: 10.1111/jmcb.12243.
• Efstathios Panayi & Gareth W. Peters, 2015, "Stochastic simulation framework for the limit order book using liquidity-motivated agents," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-52, DOI: 10.1142/S2424786315500139.
• Luiz Moutinho & Kun-Huang Huarng (ed.), 2015, "Quantitative Modelling in Marketing and Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9657, ISBN: ARRAY(0x636afe90), September.
• Wayne S DeSarbo & Sunghoon Kim, 2015, "A Review Of The Major Multidimensional Scaling Models For The Analysis Of Preference/Dominance Data In Marketing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Parikshat S Manhas & Ajay K Manrai & Lalita A Manrai & Ramjit, 2015, "Role Of Structural Equation Modelling In Theory Testing And Development," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Joaquín Aldás-Manzano, 2015, "Partial Least Squares Path Modelling In Marketing And Management Research: An Annotated Application," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Graeme D Hutcheson, 2015, "Statistical Model Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva, 2015, "Artificial Neural Networks And Structural Equation Modelling: An Empirical Comparison To Evaluate Business Customer Loyalty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva, 2015, "The Application Of Nn To Management Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Stephen Hurley & Luiz Moutinho, 2015, "Meta-Heuristics In Marketing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Yu-Lan Lee & Ming-leih Wu & Chunti Su, 2015, "Non-Parametric Test With Fuzzy Data And Its Applications In The Performance Evaluation Of Customer Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Berlin Wu & Mei Fen Liu, 2015, "Too Much Ado About Nothing? Fuzzy Measurement Of Job Stress For School Leaders," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Yingwan Wu & Simon Fong & Suash Deb & Thomas Hanne, 2015, "Interactive Virtual Platform For Shopping Furniture Based On Unity 3d," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Malcolm J Beynon & Aoife McDermott & Mary A Keating, 2015, "Qualitative Comparison Analysis: An Example Analysis Of Clinical Directorates And Resource Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Mladen Sokele, 2015, "Growth Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Yun Li & Luiz Moutinho & Kwaku K Opong & Yang Pang, 2015, "Bayesian Prediction With Linear Dynamic Model: Principle And Application," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Malcolm J Beynon & Harry Barton, 2015, "Promethee: Technical Details And Developments, And Its Role In Performance Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Armando B Mendes & Luís Cavique & Jorge MA Santos, 2015, "Data Mining Process Models: A Roadmap For Knowledge Discovery," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Thomas Hanne & Suash Deb & Simon Fong, 2015, "Metaheuristics In Logistics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Pedro Godinho & Luiz Moutinho & Manuela Silva, 2015, "A Model For Optimising Earned Attention In Social Media Based On A Memetic Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Yan Zhuang & Hang Yang, 2015, "Stream-Based Classification For Social Network Recommendation Systems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Luís Cavique & Armando B Mendes & Jorge MA Santos, 2015, "Clique Communities In Social Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Iola Pinto & Margarida GMS Cardoso, 2015, "Measuring The Effects Of Marketing Actions: The Role Of Matching Methodologies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Jorge Santos & Armando B Mendes & Luís Cavique & Magdalena Kapelko, 2015, "Mathematical Programming Applied To Benchmarking In Economics And Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Luiz Moutinho & Kun-Huang Huarng, "Quantitative Modelling in Marketing and Management".
• Saruta Benjanuvatra & Peter Burridge, 2015, "QML Estimation of the Spatial Weight Matrix in the MR-SAR Model," Discussion Papers, Department of Economics, University of York, number 15/24, Sep.
• Laine, Tatu (ed.), 2015, "Quantitative analysis of financial market infrastructures: further perspectives on financial stability," Bank of Finland Scientific Monographs, Bank of Finland, number sm2015_050, December.
• Alter, Adrian & Craig, Ben & Raupach, Peter, 2015, "Centrality-based capital allocations," Discussion Papers, Deutsche Bundesbank, number 03/2015.
• Raupach, Peter, 2015, "Calculating trading book capital: Is risk separation appropriate?," Discussion Papers, Deutsche Bundesbank, number 19/2015.
• Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2015, "Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks," Discussion Papers, Deutsche Bundesbank, number 23/2015.
• Koziol, Philipp & Schell, Carmen & Eckhardt, Meik, 2015, "Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?," Discussion Papers, Deutsche Bundesbank, number 46/2015.
• Zhenxi, Chen & Lux, Thomas, 2015, "Estimation of sentiment effects in financial markets: A simulated method of moments approach," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 37.
• Schmallowsky, Katrin, 2015, "Unternehmensbewertung mit Monte-Carlo-Simulationen," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 02/2015.
• Sokolov, Igor & Katyshev, Anatoly, 2015, "Nanoeconomics: A statistical model of company profit influenced by individual interests of managers," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-5.
• Reed, W. Robert & Florax, Raymond J. G. M. & Poot, Jacques, 2015, "A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-9.
• Reed, W. Robert, 2015, "A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-40, DOI: 10.5018/economics-ejournal.ja.2015-.
• Henger, Ralph & Schaefer, Thilo, 2015, "Mehr Boden für die Grundsteuer: Eine Simulationsanalyse verschiedener Grundsteuermodelle," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 32/2015.
• Bendel, Daniel, 2015, "Die Effektivität der EZB-Liquiditätsmaßnahmen zur Steigerung der Kreditgeschäfte im Euroraum," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 42, issue 1, pages 91-103, DOI: 10.2373/1864-810X.15-01-06.
• Burdejova, Petra & Härdle, Wolfgang Karl & Kokoszka, Piotr & Xiong, Q., 2015, "Change point and trend analyses of annual expectile curves of tropical storms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-029.
• Zhilova, Mayya, 2015, "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-031.
• Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015, "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112916.
• Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois, 2015, "Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113131.
• Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph, 2015, "Nonlinear Expectation Formation in the U.S. Stock Market," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113210.

2014

• Pedro Macedo & Elvira Silva & Manuel Scotto, 2014, "Technical efficiency with state-contingent production frontiers using maximum entropy estimators," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 131-140, February, DOI: 10.1007/s11123-012-0314-y.
• Tai-Hsin Huang & Kuan-Chen Chen & Chien-Hsiu Lin & Ming-Tai Chung, 2014, "Consistent estimation of technical and allocative efficiencies for a semiparametric stochastic cost frontier with shadow input prices," Journal of Productivity Analysis, Springer, volume 41, issue 2, pages 307-320, April, DOI: 10.1007/s11123-012-0316-9.
• Oleg Badunenko & Daniel Henderson & Romain Houssa, 2014, "Significant drivers of growth in Africa," Journal of Productivity Analysis, Springer, volume 42, issue 3, pages 339-354, December, DOI: 10.1007/s11123-014-0400-4.
• Giorgio Calzolari & Roxana Halbleib, 2014, "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-25, Dec.
• Jorge Uribe & Julián Fernández, 2014, "Financial bubbles and recent behaviour of the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 57-90, Julio - D, DOI: 10.17533/udea.le.n81a3.
• Mikus Arins & Nadezda Sinenko & Laura Laube, 2014, "Survey-Based Assessment of Household Borrowers' Financial Vulnerability," Discussion Papers, Latvijas Banka, number 2014/01, Aug.
• Jean-François Carpantier, 2014, "Specific Markov-switching behaviour for ARMA parameters," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 14-07.
• Matthias Held & Marcel Omachel, 2014, "An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 140010, Oct.
• Mohammad Reza Farzanegan & Mohammad Habibpour, 2014, "Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201425.
• heidari, hadi, 2014, "Value at Risk Model Rating and Reducing the Opportunity Cost of Capital Requirement," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 21, pages 477-505, October.
• Jentsch, Carsten & Leucht, Anne, 2014, "Bootstrapping Sample Quantiles of Discrete Data," Working Papers, University of Mannheim, Department of Economics, number 14-15.
• Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N., 2014, "Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes," Working Papers, University of Mannheim, Department of Economics, number 14-18.
• Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni, 2014, "The impact of skill and management structure on Serie A Clubs’ performance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0046, Jul.
• Costantini, Mauro & Lupi, Claudio, 2014, "Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp14073, Mar.
• Jiti Gao & Han Hong, 2014, "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/14.
• Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2014, "Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2014.
• Luca D'Agostino, 2014, "Life insurance profit testing in the Solvency II framework," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 43-78.
• Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014, "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1415, Dec.
• Arnaud Dufays, 2014, "On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers," Working Paper Research, National Bank of Belgium, number 263, Sep.
• Phillipp Eisenhauer & James J. Heckman & Stefano Mosso, 2014, "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20622, Oct.
• Michael Bleaney & Zhiyong Li, 2014, "A New Spread Estimator," Discussion Papers, University of Nottingham, School of Economics, number 14/01, Jan.
• Jakob Grazzini & Matteo Richiardi, 2014, "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2014-W07, Oct.
• Drago Pupavac, 2014, "Econometric Model For Forecasting Traffic On Croatian Motorways," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 10, pages 891-900.
• Jason R. Blevins, 2014, "Structural Estimation of Sequential Games of Complete Information," Working Papers, Ohio State University, Department of Economics, number 14-01, Jul.
• Rainer Dahlhaus & Jan C. Neddermeyer, 2014, "Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 174-212.
• Ciobanu Carmen Liliana, 2014, "The Impact of E.U. Founds between 2007-2013," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 68-73, May.
• Simionescu, Mihaela, 2014, "New Strategies to Improve the Accuracy of Predictions based on Monte Carlo and Bootstrap Simulations: An Application to Bulgarian and Romanian Inflation || Nuevas estrategias para mejorar la exactitud de las predicciones de inflación en Rumanía y Bul," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 18, issue 1, pages 112-129, December.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 063, Jan.
• Xu Cheng, 2014, "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-018, May.
• Michal Bernard Pietrzak, 2014, "Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 2, pages 111-132, June, DOI: 10.12775/EQUIL.2014.014.
• Michal Bernard Pietrzak, 2014, "Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Aggregation Problem," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 3, pages 131-151, September, DOI: 10.12775/EQUIL.2014.021.
• Michal Bernard Pietrzak, 2014, "The Modifiable Areal Unit Problem – Analysis Of Correlation And Regression," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 4, pages 113-131, December, DOI: 10.12775/EQUIL.2014.028.
• Michal Bernard Pietrzak, 2014, "Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem," Working Papers, Institute of Economic Research, number 7/2014, Jan, revised May 2014.
• Michal Bernard Pietrzak, 2014, "The modifiable areal unit problem - analysis of correlation and regression," Working Papers, Institute of Economic Research, number 9/2014, Jan, revised May 2014.
• Laura Mørch Andersen, 2014, "Obtaining Reliable Likelihood Ratio Tests from Simulated Likelihood Functions," PLOS ONE, Public Library of Science, volume 9, issue 10, pages 1-12, October, DOI: 10.1371/journal.pone.0106136.
• Molina Barreto, Andrés Mauricio & Jiménez Moscoso, José Alfredo, 2014, "Valoración de derivados europeos con mixtura de distribuciones Weibull
  [Valuation for European derivatives with mixture-Weibull distributions]," MPRA Paper, University Library of Munich, Germany, number 118572, Mar, revised 08 Aug 2014.
• Moghaddasi, Reza & Eghbali, Alireza & Lakhaye Rizi, Parisa, 2014, "Analysis and Forecasting of Drought by Developing a Fuzzy-Based Hybrid Index in Iran," MPRA Paper, University Library of Munich, Germany, number 53153, Jan.
• Bell, Peter N, 2014, "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper, University Library of Munich, Germany, number 53523, Feb.
• Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014, "Golden Rule of Forecasting: Be conservative," MPRA Paper, University Library of Munich, Germany, number 53579, Feb.
• Galli, Fausto, 2014, "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper, University Library of Munich, Germany, number 54030, Feb.
• Peter N, Bell, 2014, "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper, University Library of Munich, Germany, number 54394, Mar.
• Rodriguez-Oreggia, Eduardo & Lopez-Videla, Bruno, 2014, "Imputación de ingresos laborales: Una aplicación con encuestas de empleo en México
  [Labor earnings imputation: An application using labor surveys in Mexico]," MPRA Paper, University Library of Munich, Germany, number 54436, Mar.
• Galli, Fausto, 2014, "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper, University Library of Munich, Germany, number 54841, Feb.
• Ciscar, Juan-Carlos & Feyen, Luc & Soria, Antonio & Lavalle, Carlo & Raes, Frank & Perry, Miles & Nemry, Françoise & Demirel, Hande & Rozsai, Máté & Dosio, Alessandro & Donatelli, Marcello & Srivastav, 2014, "Climate Impacts in Europe - The JRC PESETA II Project," MPRA Paper, University Library of Munich, Germany, number 55725.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
• Long, Ting-Hsuan & Emura, Takeshi, 2014, "A control chart using copula-based Markov chain models," MPRA Paper, University Library of Munich, Germany, number 57419, Jul.
• Juodis, Arturas & Sarafidis, Vasilis, 2014, "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," MPRA Paper, University Library of Munich, Germany, number 57659, Jul.
• Ruja, Catalin, 2014, "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper, University Library of Munich, Germany, number 58244, Jul.
• Preminger, Arie & Storti, Giuseppe, 2014, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper, University Library of Munich, Germany, number 59082, Jan.
• Toro Gonzalez, Daniel, 2014, "Demand Model Simulation in R with Endogenous Prices and Unobservable Quality," MPRA Paper, University Library of Munich, Germany, number 59117, Sep.
• Jarocinski, Marek, 2014, "A note on implementing the Durbin and Koopman simulation smoother," MPRA Paper, University Library of Munich, Germany, number 59466, Oct.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
• Mehta, Anirudh & Kanishka, Kunal, 2014, "Modeling and Forecasting Volatility – How Reliable are modern day approaches?," MPRA Paper, University Library of Munich, Germany, number 59788, Nov.
• Roson, Roberto & Sartori, Martina, 2014, "Input-output linkages and the propagation of domestic productivity shocks: Assessing alternative theories with stochastic simulation," MPRA Paper, University Library of Munich, Germany, number 59884, Nov.
• Malik, Muhammad Irfan & Rehman, Atiq-ur-, 2014, "Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 59973, Nov.
• Rehman, Atiq-ur- & Malik, Muhammad Irfan, 2014, "The modified R a robust measure of association for time series," MPRA Paper, University Library of Munich, Germany, number 60025, Apr.
• Iacob, Constanta & Taus, Delia, 2014, "Analysis of the links between statistical variables on financial performance and its level," MPRA Paper, University Library of Munich, Germany, number 60264, Nov.
• Iacob, Constanta & Constantin, Camelia, 2014, "Correlation Analysis of the quality of medical quality economic and financial management using correlation coefficients based on nonparametric data," MPRA Paper, University Library of Munich, Germany, number 60266, Nov.
• Lee, Mei-Yu, 2014, "Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures," MPRA Paper, University Library of Munich, Germany, number 60362.
• Kulaksizoglu, Tamer, 2014, "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication," MPRA Paper, University Library of Munich, Germany, number 60456, Aug.
• Klein, Torsten L., 2014, "Communicating quantitative information: tables vs graphs," MPRA Paper, University Library of Munich, Germany, number 60514, Dec.
• Klein, Torsten L., 2014, "The small multiple in econometrics – a redesign," MPRA Paper, University Library of Munich, Germany, number 60521, Dec.
• Bell, Peter N, 2014, "On the optimal use of put options under trade restrictions," MPRA Paper, University Library of Munich, Germany, number 62155, Oct.
• Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R., 2014, "New GMM Estimators for Dynamic Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 68676, Oct.
• Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014, "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper, University Library of Munich, Germany, number 72880, Jul, revised 15 Nov 2014.
• Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014, "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper, University Library of Munich, Germany, number 80431.
• Rahmani, Fatemeh & Razaghian, Farhad & Kashaninia, Alireza, 2014, "High Power Two- Stage Class-AB/J Power Amplifier with High Gain and Efficiency," MPRA Paper, University Library of Munich, Germany, number 86867, Jun, revised May 2014.
• Пигнастый, Олег & Ходусов, Валерий & Азаренков, Николай, 2014, "Кинетическая Теория Колебаний Параметров Поточной Линии
  [Kinetic theory of fluctuations of the parameters of a production line]," MPRA Paper, University Library of Munich, Germany, number 93991, Dec, revised 01 Dec 2014.
• Пигнастый, Олег, 2014, "Использование Pde-Моделей Для Построения Единой Теории Производственных Линий
  [Using PDE-models for a unified theory of production lines]," MPRA Paper, University Library of Munich, Germany, number 94647, Sep, revised 06 Sep 2014.
• Пигнастый, Олег, 2014, "Основы Статистической Теории Построения Континуальных Моделей Производственных Линий
  [Fundamentals Of The Statistical Theory Of The Construction Of Continuum Models Of Production Lines]," MPRA Paper, University Library of Munich, Germany, number 95240, Aug, revised 20 Aug 2014.
• Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
• Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers, University of Pretoria, Department of Economics, number 201445, Aug.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers, University of Pretoria, Department of Economics, number 201462, Oct.
• Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014, "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers, University of Pretoria, Department of Economics, number 201479, Dec.
• Tomas Konecny, 2014, "Linkages between the Financial and Real Sectors across Interest Rate Regimes: The Case of the Czech Republic," ACTA VSFS, University of Finance and Administration, volume 8, issue 2, pages 113-131.
• Gabriella Donatiello & Marcello D’Orazio & Doriana Frattarola & Antony Rizzi & Mauro Scanu & Mattia Spaziani, 2014, "Statistical Matching of Income and Consumption Expenditures," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2014, issue 3, pages 50-65.
• Rodney W. Strachan & Herman K. van Dijk, 2014, "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 1-31, March.
• Małgorzata Doman & Ryszard Doman, 2014, "Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 33-56, March.
• Alfredo A. Romero, 2014, "Where do Moderation Terms Come from in Binary Choice Models?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 57-68, March.
• Sascha Hokamp & Götz Seibold, 2014, "Tax Compliance and Public Goods Provision. An Agent-based Econophysics Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 4, pages 217-236, December.
• Thomas Brenner & Matthias Duschl, 2014, "Modelling Firm and Market Dynamics - A Flexible Model Reproducing Existing Stylized Facts," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2014-07, Nov.
• Matthew D. Webb, 2014, "Reworking Wild Bootstrap Based Inference For Clustered Errors," Working Paper, Economics Department, Queen's University, number 1315, Nov.
• James G. MacKinnon & Russell Davidson, 2014, "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper, Economics Department, Queen's University, number 1318, Apr.
• James G. MacKinnon, 2014, "Wild Cluster Bootstrap Confidence Intervals," Working Paper, Economics Department, Queen's University, number 1329, Oct.
• Richard T. Baillie & Claudio Morana, 2014, "Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 593, Jun.
• Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2014, "What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 716, Apr.
• Haroon Mumtaz & Konstantinos Theodoridis, 2014, "The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 735, Dec.
• Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014, "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 14-02, Apr.
• Juan C. Arismendi & Herbert Kimura, 2014, "Monte Carlo Approximate Tensor Moment Simulations," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-08, Aug.
• Jose Mustre-del-Rio, 2014, "Online Appendix to "Wealth and Labor Supply Heterogeneity"," Online Appendices, Review of Economic Dynamics, number 12-158.
• Jose Mustre-del-Rio, 2014, "Code and data files for "Wealth and Labor Supply Heterogeneity"," Computer Codes, Review of Economic Dynamics, number 12-158, revised .
• Marina Arkhipova & Elena Aleksandrova, 2014, "Study of the relationship between innovation and export activity of Russian firms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 88-101.
• Mei-Yu Lee, 2014, "Adequacy of Lagrange Multiplier Test," European Economic Letters, European Economics Letters Group, volume 3, issue 2, pages 32-35.
• Andreica, Madalina Ecaterina & Andreica, Marin, 2014, "Forecast of Romanian Industry Employment using Simulation and Panel Data Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 130-140, June.
• Suherna & Weksi Budiaji, 2014, "The Impact of customers' relation quality and sensing on the marketing performance for micro industries development in Banten Province, Indonesia," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 7, issue 1, pages 147-151, June.
• Loretta Mastroeni & Giuseppe D'Acquisto & Maurizio Naldi, 2014, "Evaluation of Credit Risk Under Correlated Defaults: The Cross-Entropy Simulation Approach," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0193, Sep.
• Francesca Di Iorio & Stefano Fachin, 2014, "Dealing with unobservable common trends in small samples: a panel cointegration approach," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2014/5, Nov.
• Княжева Ю. В., 2014, "Повышение эффективности системы массового обслуживания торгового предприятия посредством численного статистического моделирования. Increase of queuing system effectiveness of trading enterprise by means of numerical statistical simulation ," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 2, pages 83-100.
• Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors, 2014, "Methodology Of Application Of Statistical Modelling For Risk Assessment," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100275, May.
• Li-Fei Huang, 2014, "Confidence Interval for Ratio of Percentiles of Two Independent and Small Samples," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100806, May.
• Gabriella Donatiello & Marcello D'Orazio & Doriana Frattarola & Antony Rizzi & Mauro Scanu & Mattia Spaziani, 2014, "Statistical matching of income and consumption expenditures," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100965, May.
• Mehmet Fedai KAYA & Muslu Kaz?m KÖREZ & Süleyman DÜNDAR, 2014, "Estimation of the Distribution of Remaning Life Time of the People in Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201556, Jun.
• Rahul Mukherjee, 2014, "Predicting a future observation: A reconciliation of the Bayesian and frequentist approaches," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0901514, Dec.
• Valeriu Nalban, 2014, "Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0902936, Dec.
• Semih Yon & Cafer Erhan Bozdag, 2014, "Test of Log-Normal Process with Importance Sampling for Options Pricing," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401571, Jul.
• Francesco Giordano & Soumendra Nath Lahiri & Maria Lucia Parrella, 2014, "GRID for model structure discovering in high dimensional regression," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_231, Sep.
• Francesco Giordano & Maria Lucia Parrella, 2014, "Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_232, Sep.
• Wojciech Szatzschneider, 2014, "Generating Covariances in multifactor CIR model," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 1, pages 87-98, enero-jun.
• Tellez Gaytán, Jesús Cuauhtémoc & Serrano Acevedo, María Eugenia & Rico Arias, Jaime Ángel, 2014, "Modelación del clima bajo un proceso estocástico de reversión a la media estacional / Modeling weather under a seasonal mean reversion stochastic process," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 1, pages 9-32, enero-jun.
• Roshni Mohanty & Srinivasan P, 2014, "The Time-Varying Risk And Return Trade-Off In Indian Stock Markets," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 2 (June), pages 266-281.
• Patrick Richard, 2014, "Bootstrap tests in linear models with many regressors," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 14-06, Aug.