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

• Situngkir, Hokky, 2015, "Indonesia embraces the Data Science," MPRA Paper, University Library of Munich, Germany, number 66048, Aug.
• Maulana, Ardian & Situngkir, Hokky, 2015, "Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan
  [Scale-free correlation within Geopolitics of Election Studies]," MPRA Paper, University Library of Munich, Germany, number 66351, Aug.
• Kim, Jaeho, 2015, "Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 67153, Oct.
• Situngkir, Hokky, 2015, "On Capturing the Spreading Dynamics over Trading Prices in the Market," MPRA Paper, University Library of Munich, Germany, number 67247, Oct.
• Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015, "Tests for sphericity in multivariate garch models," MPRA Paper, University Library of Munich, Germany, number 67411, Sep.
• Juodis, Arturas & Sarafidis, Vasilis, 2015, "A Simple Estimator for Short Panels with Common Factors," MPRA Paper, University Library of Munich, Germany, number 68164, Nov.
• Abonazel, Mohamed R., 2015, "How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models," MPRA Paper, University Library of Munich, Germany, number 68708, Dec.
• Meriem Rjiba, Meriem & Tsagris, Michail & Mhalla, Hedi, 2015, "Bootstrap for Value at Risk Prediction," MPRA Paper, University Library of Munich, Germany, number 68842.
• Alexandri, Cecilia, 2015, "Population food security assessment – a methodological approach," MPRA Paper, University Library of Munich, Germany, number 69258, Nov.
• Bohateret, Valentin - Mihai & Bruma, Ioan Sebastian, 2015, "The future of the Romanian rural household from the perspective of agricultural censuses," MPRA Paper, University Library of Munich, Germany, number 69322, Nov.
• Wijesiri, Mahinda & Yaron, Jacob & Meoli, Michele, 2015, "Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?," MPRA Paper, University Library of Munich, Germany, number 69821.
• Azimi, Mohammad Naim, 2015, "Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it," MPRA Paper, University Library of Munich, Germany, number 70267, Nov.
• Giandomenico, Rossano, 2015, "Financial Methods: A Quantitative Approach," MPRA Paper, University Library of Munich, Germany, number 71919, Oct.
• Bell, Peter N, 2015, "Identifying the Median Path of a Stochastic Processes," MPRA Paper, University Library of Munich, Germany, number 72680, Nov.
• beare, brendan & shi, xiaoxia, 2015, "An improved bootstrap test of density ratio ordering," MPRA Paper, University Library of Munich, Germany, number 74772, Aug.
• Koop, Gary & Korobilis, Dimitris, 2015, "Forecasting with High-Dimensional Panel VARs," MPRA Paper, University Library of Munich, Germany, number 84275, Dec, revised 31 Jan 2018.
• Ahelegbey, Daniel Felix, 2015, "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper, University Library of Munich, Germany, number 92634, May, revised 25 Apr 2016.
• Пигнастый, Олег & Заруба, Виктор & Ходусов, Валерий, 2015, "Моделирование Движения Предмета Труда По Технологическому Маршруту В Двухкоординатном Описании
  [Simulation of the motion of the subject of labour on a technological route in the description of the two coordinates]," MPRA Paper, University Library of Munich, Germany, number 93150, Nov, revised 14 Nov 2015.
• Пигнастый, Олег, 2015, "Обзор Моделей Управляемых Производственных Процессов Поточных Линий Производственных Систем
  [Overview of models of controlled production processes of production line production lines]," MPRA Paper, University Library of Munich, Germany, number 93413, Mar, revised 04 Mar 2015.
• Пигнастый, Олег, 2015, "О Выводе Кинетического Уравнения Производственного Процесса
  [Derivation of kinetic equations of the production process]," MPRA Paper, University Library of Munich, Germany, number 93529, Aug, revised 07 Aug 2015.
• Пигнастый, Олег & Ходусов, Валерий, 2015, "Использование Кинетической Теории Для Исследования Колебаний Потоковых Параметров Производственной Линии
  [Using the kinetic theory for the study of vibrations streaming parameters of the production line]," MPRA Paper, University Library of Munich, Germany, number 93657, Jun, revised 09 Jun 2015.
• Haruna, Issahaku & Abdulai, Hamdeeya & Kriesie, Maryiam & Harvey, Simon K., 2015, "Exchange rate forecasting in the West African Monetary Zone: a comparison of forecast performance of time series models," MPRA Paper, University Library of Munich, Germany, number 97009, Feb, revised 26 Jul 2015.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, University of Pretoria, Department of Economics, number 201510, Feb.
• Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015, "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201519, Mar.
• Rangan Gupta & Roula Inglesi-Lotz, 2015, "Detection of Multiple Bubbles in South African Electricity Prices," Working Papers, University of Pretoria, Department of Economics, number 201546, Jun.
• Alina Kulai, 2015, "Integrational Models and Forms of Inter-State Public-Private Partnership: Aspects of Financial Convergence," ACTA VSFS, University of Finance and Administration, volume 9, issue 1, pages 42-58.
• Pavol Krasnovský, 2015, "Estimating the Value-at-Risk from High-frequency Data," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 2, pages 5-11, DOI: 10.18267/j.efaj.138.
• Jitka Poměnková & Roman Maršálek, 2015, "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 5, pages 485-502, DOI: 10.18267/j.pep.512.
• Arabinda Das, 2015, "Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 2, pages 111-126, June.
• Justyna Wróblewska, 2015, "Common Trends and Common Cycles – Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 2, pages 91-110, June.
• Marcin Owczarczuk, 2015, "Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 4, pages 205-217, December.
• Cláudia Duarte, 2015, "Covariate-augmented unit root tests with mixed-frequency data," Working Papers, Banco de Portugal, Economics and Research Department, number w201507.
• James G. MacKinnon & Matthew D. Webb, 2015, "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper, Economics Department, Queen's University, number 1314, Dec.
• Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015, "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 739, Mar.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015, "Common and Country Specific Economic Uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 752, Aug.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers, Queen Mary University of London, School of Economics and Finance, number 760, Nov.
• Liudas Giraitis & Donatas Surgailis & Andrius Škarnulis, 2015, "Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 766, Dec.
• Stan Hurn & Peter C B Phillips & Shuping Shi, 2015, "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series, National Centre for Econometric Research, number 107, Aug.
• Legrand D.F. Saint-Cyr & Laurent Piet, 2015, "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Working Papers SMART, INRAE UMR SMART, number 15-06.
• Philippe Koutchade & Alain Carpentier & Fabienne Féménia, 2015, "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers SMART, INRAE UMR SMART, number 15-10.
• Tom Bilston & Robert Johnson & Matthew Read, 2015, "Stress Testing the Australian Household Sector Using the HILDA Survey," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2015-01, Mar.
• Jose Mustre-del-Rio, 2015, "Wealth and Labor Supply Heterogeneity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 3, pages 619-634, July, DOI: 10.1016/j.red.2014.09.002.
• James G. MacKinnon, 2015, "Wild Cluster Bootstrap Confidence Intervals," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 11-33.
• Sermin Gungor & Richard Luger, 2015, "Bootstrap Tests Of Mean-Variance Efficiency With Multiple Portfolio Groupings," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 35-65.
• Arthur Charpentier & Emmanuel Flachaire, 2015, "Log-Transform Kernel Density Estimation Of Income Distribution," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 141-159.
• Lilia Rodionova, 2015, "Age characteristics of the happy life in Russia and Europe: The econometric approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 64-83.
• Isuf Atskanov, 2015, "Dynamic optimization of an investment portfolio on European stock markets using pair copulas," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 84-105.
• POPESCU Mioara, 2015, "Construction Of Economic Indicators Using Internet Searches," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 6, issue 1, pages 25-31.
• Mihaela Simionescu, 2015, "A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 150206, Feb.
• Dana Sisea & Emilia Stoica & Sandra Teodorescu, 2015, "Evolution of the Main Banking Sector Risks in Romania in the Last Decade," Romanian Statistical Review, Romanian Statistical Review, volume 63, issue 1, pages 23-46, March.
• Meriem Rjiba & Michail Tsagris & Hedi Mhalla, 2015, "Bootstrap for Value at Risk Prediction," International Journal of Empirical Finance, Research Academy of Social Sciences, volume 4, issue 6, pages 362-371.
• Andrea Saayman & Ilse Botha, 2015, "Evaluating Non-Linear Approaches in Forecasting Tourist Arrivals," ERSA Working Paper Series, Economic Research Southern Africa, number 492, Jan.
• Ilse Botha & Marinda Pretorius & S. J. Retief, 2015, "Comparing Linear and Non-linear Benchmarks of Exchange Rate Forecasting," ERSA Working Paper Series, Economic Research Southern Africa, number 494, Feb.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 176-196, August, DOI: 10.1177/0972652715584267.
• Valerio Scalone, 2015, "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working Papers, Sapienza University of Rome, DISS, number 6/15, Nov.
• Serdar Neslihanoglu, 2015, "The Performance of Conditional CAPMs based on Evidence from the European Union?s (EU) Financial Stock Markets before and after the Eurozone Financial Crisis," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604617, Jul.
• Li-Fei Huang, 2015, "Jackknife-2 confidence regions for the ratio of two percentiles," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704968, Sep.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Bucio Pacheco, Christian, 2015, "Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put option," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 65-94, enero-jun.
• Zhenlin Yang & Jihai Yu & Shew Fan Liu, 2015, "Bias correction for fixed effects spatial panel data models," Working Papers, Singapore Management University, School of Economics, number 04-2015, Mar.
• Yang Zhenlin, 2015, "Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels," Working Papers, Singapore Management University, School of Economics, number 14-2015, Dec.
• Anna Kormilitsina & Denis Nekipelov, 2015, "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1510, May.
• Netsanet Haile & Jorn Altmann, 2015, "Value Creation in Software Service Platforms," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015123, Sep, revised Sep 2015.
• Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jorn Altmann, 2015, "Driving Forces of CO2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015128, Dec, revised Dec 2015.
• Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2015, "Minimum Distance Estimation of Search Costs using Price Distribution," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_31, Oct.
• Mehmet Pinar, 2015, "Measuring world governance: revisiting the institutions hypothesis," Empirical Economics, Springer, volume 48, issue 2, pages 747-778, March, DOI: 10.1007/s00181-013-0796-0.
• Gianluca Cafiso, 2015, "Sectoral trade freeness and agglomeration in the EU: an empirical test approach," Empirical Economics, Springer, volume 48, issue 2, pages 779-805, March, DOI: 10.1007/s00181-014-0799-5.
• Klaus Grobys, 2015, "Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity," Empirical Economics, Springer, volume 48, issue 3, pages 1189-1202, May, DOI: 10.1007/s00181-014-0817-7.
• Maciej Jakubowski, 2015, "Latent variables and propensity score matching: a simulation study with application to data from the Programme for International Student Assessment in Poland," Empirical Economics, Springer, volume 48, issue 3, pages 1287-1325, May, DOI: 10.1007/s00181-014-0814-x.
• Giuseppe Arbia & Patrizia Cella & Giuseppe Espa & Diego Giuliani, 2015, "A micro spatial analysis of firm demography: the case of food stores in the area of Trento (Italy)," Empirical Economics, Springer, volume 48, issue 3, pages 923-937, May, DOI: 10.1007/s00181-014-0834-6.
• Guangjie Li, 2015, "A stochastic frontier model with structural breaks in efficiency and technology," Empirical Economics, Springer, volume 49, issue 1, pages 131-159, August, DOI: 10.1007/s00181-014-0852-4.
• Jan Jürgensen & Robert Ikenberg & Roger-Axel Greiner & Volker Hösel, 2015, "Cost-effectiveness of modern mTOR inhibitor based immunosuppression compared to the standard of care after renal transplantation in Germany," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 16, issue 4, pages 377-390, May, DOI: 10.1007/s10198-014-0579-3.
• Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2015, "Zipf law and the firm size distribution: a critical discussion of popular estimators," Journal of Evolutionary Economics, Springer, volume 25, issue 3, pages 585-610, July, DOI: 10.1007/s00191-015-0395-7.
• Somayeh Koohborfardhaghighi & Jörn Altmann, 2015, "A Network Formation Model for Social Object Networks," Springer Books, Springer, in: Zhenji Zhang & Zuojun Max Shen & Juliang Zhang & Runtong Zhang, "Liss 2014", DOI: 10.1007/978-3-662-43871-8_89.
• Yuri Salazar & Wing Ng, 2015, "Nonparametric estimation of general multivariate tail dependence and applications to financial time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 1, pages 121-158, March, DOI: 10.1007/s10260-014-0274-7.
• Rudolf Alvise Lennkh & Florian Walch, 2015, "Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral," Working Papers, European Stability Mechanism, number 6, Nov.
• Marian Vavra, 2015, "Testing for normality with applications," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2015, Mar.
• Marian Vavra, 2015, "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2015, Jun.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Stellenbosch University, Department of Economics, number 03/2015.
• Li Dai & Patrick Minford & Peng Zhou, 2015, "A DSGE model of China," Applied Economics, Taylor & Francis Journals, volume 47, issue 59, pages 6438-6460, December, DOI: 10.1080/00036846.2015.1071477.
• Joshua C. C. Chan & Eric Eisenstat, 2015, "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 256-285, March, DOI: 10.1080/07474938.2014.944474.
• Lorenzo Camponovo & Taisuke Otsu, 2015, "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 352-393, March, DOI: 10.1080/07474938.2014.944803.
• Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015, "Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 394-412, March, DOI: 10.1080/07474938.2013.807130.
• 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(0x55078238).
• 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

• Klaus Düllmann & Thomas Kick, 2014, "Stress testing German banks against a global credit crunch," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 4, pages 337-361, November, DOI: 10.1007/s11408-014-0236-y.
• Camelia Minoiu & Sanjay Reddy, 2014, "Kernel density estimation on grouped data: the case of poverty assessment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 12, issue 2, pages 163-189, June, DOI: 10.1007/s10888-012-9220-9.
• 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.