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

2014

• Shew Fan Liu & Zhenlin Yang, 2014, "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers, Singapore Management University, School of Economics, number 14-2014, Sep.
• Shew Fan Liu & Zhenlin Yang, 2014, "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers, Singapore Management University, School of Economics, number 15-2014, Sep.
• Zhenlin Yang, 2014, "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers, Singapore Management University, School of Economics, number 16-2014, Sep.
• Matthias Gubler, 2014, "Carry Trade Activities: A Multivariate Threshold Model Analysis," Working Papers, Swiss National Bank, number 2014-06.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2014, "How Placing Limitations on the Size of Personal Networks Changes the Structural Properties of Complex Networks," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014110, Jan, revised Jan 2014.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2014, "How Structural Changes in Complex Networks Impact Organizational Learning Performance," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014111, Mar, revised Mar 2014.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2014, "A Network Formation Model for Social Object Networks," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014113, Jun, revised Jun 2014.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2014, "How Variability in Individual Patterns of Behavior Changes the Structural Properties of Networks," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2014114, Jun, revised Jun 2014.
• Kari Hyytiäinen & Anni Huhtala, 2014, "Combating eutrophication in coastal areas at risk for oil spills," Annals of Operations Research, Springer, volume 219, issue 1, pages 101-121, August, DOI: 10.1007/s10479-011-0879-2.
• Min Xu & Chang-Lin Mei & Na Yan, 2014, "A note on the null distribution of the local spatial heteroscedasticity (LOSH) statistic," The Annals of Regional Science, Springer;Western Regional Science Association, volume 52, issue 3, pages 697-710, May, DOI: 10.1007/s00168-014-0605-5.
• Domenica Panzera & Paolo Postiglione, 2014, "Economic growth in Italian NUTS 3 provinces," The Annals of Regional Science, Springer;Western Regional Science Association, volume 53, issue 1, pages 273-293, August, DOI: 10.1007/s00168-014-0628-y.
• Robert Garthoff, 2014, "Sequentielle Überwachung von Finanzzeitreihen anhand von Residuenkarten," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 8, issue 3, pages 91-113, September, DOI: 10.1007/s11943-014-0145-6.
• Mariano Matilla-García & Manuel Ruiz Marín & Mohammed Dore & Rina Ojeda, 2014, "Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 1, pages 181-193, April, DOI: 10.1007/s10203-013-0143-0.
• Hermann Donfouet & P. Jeanty & P.-A. Mahieu, 2014, "Dealing with internal inconsistency in double-bounded dichotomous choice: an application to community-based health insurance," Empirical Economics, Springer, volume 46, issue 1, pages 317-328, February, DOI: 10.1007/s00181-012-0665-2.
• Petre Caraiani, 2014, "Do money and financial variables help forecasting output in emerging European Economies?," Empirical Economics, Springer, volume 46, issue 2, pages 743-763, March, DOI: 10.1007/s00181-013-0686-5.
• Francesca Iorio & Stefano Fachin, 2014, "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, volume 46, issue 4, pages 1271-1300, June, DOI: 10.1007/s00181-013-0722-5.
• Mariam Camarero & Juana Castillo-Giménez & Andrés Picazo-Tadeo & Cecilio Tamarit, 2014, "Is eco-efficiency in greenhouse gas emissions converging among European Union countries?," Empirical Economics, Springer, volume 47, issue 1, pages 143-168, August, DOI: 10.1007/s00181-013-0734-1.
• Martin Huber & Giovanni Mellace, 2014, "Testing exclusion restrictions and additive separability in sample selection models," Empirical Economics, Springer, volume 47, issue 1, pages 75-92, August, DOI: 10.1007/s00181-013-0742-1.
• Arnut Paothong & G. Ladde, 2014, "Agent-based modeling simulation under local network externality," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 9, issue 1, pages 1-26, April, DOI: 10.1007/s11403-013-0110-4.
• Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014, "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 13, issue 3, pages 141-165, December, DOI: 10.1007/s10258-014-0104-8.
• Michele Pezzoni & Francesco Lissoni & Gianluca Tarasconi, 2014, "How to kill inventors: testing the Massacrator© algorithm for inventor disambiguation," Scientometrics, Springer;Akadémiai Kiadó, volume 101, issue 1, pages 477-504, October, DOI: 10.1007/s11192-014-1375-7.
• Cati Torres & Sergio Colombo & Nick Hanley, 2014, "Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2014-07, Oct.
• James Morley & Irina B. Panovska & Tara M. Sinclair, 2014, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41B, Aug.
• Seojeong Lee, 2014, "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers, School of Economics, The University of New South Wales, number 2014-02, Jan.
• Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers, Stellenbosch University, Department of Economics, number 20/2014.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
• Florin G. Maican & Richard J. Sweeney, 2014, "Costs of misspecification in break-model unit-root tests," Applied Economics, Taylor & Francis Journals, volume 46, issue 1, pages 111-118, January, DOI: 10.1080/00036846.2013.831171.
• Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014, "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 1-4, pages 3-35, June, DOI: 10.1080/07474938.2013.807094.
• Russell Davidson & James G. MacKinnon, 2014, "Bootstrap Confidence Sets with Weak Instruments," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 651-675, August, DOI: 10.1080/07474938.2013.825177.
• Taoufik Bouezmarni & Abderrahim Taamouti, 2014, "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 26, issue 4, pages 697-719, December, DOI: 10.1080/10485252.2014.945447.
• M�rcio Poletti Laurini, 2014, "Dynamic functional data analysis with non-parametric state space models," Journal of Applied Statistics, Taylor & Francis Journals, volume 41, issue 1, pages 142-163, January, DOI: 10.1080/02664763.2013.838663.
• Xiao Ling & David E. Giles, 2014, "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 43, issue 8, pages 1778-1792, April, DOI: 10.1080/03610926.2012.675114.
• Bj�rn Fastrich & Sandra Paterlini & Peter Winker, 2014, "Cardinality versus q -norm constraints for index tracking," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 11, pages 2019-2032, November, DOI: 10.1080/14697688.2012.691986.
• Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2014, "The Determinants of Economic Growth in European Regions," Regional Studies, Taylor & Francis Journals, volume 48, issue 1, pages 44-67, January, DOI: 10.1080/00343404.2012.678824.
• Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014, "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-14.
• Kurmas Akdogan & Burcu Deniz Yildirim, 2014, "Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1412.
• George Djolov, 2014, "Business concentration through the eyes of the HHI," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 2, pages 105-127, September.
• Andrew J. Buck & George M. Lady, 2014, "A New Approach to Model Verification, Falsification and Selection," DETU Working Papers, Department of Economics, Temple University, number 1403, Aug.
• Joseph Friedman & Yochanan Shachmurove, 2014, "The Responses of the Prime Rate to a Change in Policies of the Federal Reserve," DETU Working Papers, Department of Economics, Temple University, number 1405, Sep.
• Simon A. Broda & Raymond Kan, 2014, "On Distributions of Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-211/III, Jan.
• Katarzyna Lasak & Carlos Velasco, 2014, "Fractional Cointegration Rank Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-021/III, Feb.
• Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014, "Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-039/III, Mar.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014, "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-067/III, Jun.
• István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2014, "Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-118/III, Sep, revised 31 Mar 2016.
• Mehdad, E. & Kleijnen, Jack P.C., 2014, "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-076.
• Kleijnen, Jack P.C. & Mehdad, E., 2014, "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-012.
• Mehdad, E. & Kleijnen, Jack P.C., 2014, "Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-063.
• de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014, "Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-003.
• Mehdad, E. & Kleijnen, Jack P.C., 2014, "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-054.
• Mehdad, E. & Kleijnen, Jack P.C., 2014, "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9ab2e856-d971-475d-a842-d.
• Ismael Mourifie & Yuanyuan Wan, 2014, "Testing Local Average Treatment Effect Assumptions," Working Papers, University of Toronto, Department of Economics, number tecipa-514, Jul.
• Huyen DO VAN & Christine THOMAS-AGNAN & Anne VANHEMS, 2014, "Testing Areal Interpolation Methods With Us Census 2010 Data," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 40, pages 83-96.
• Donald W. K. Andrews & Patrik Guggenberger, 2014, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, volume 96, issue 2, pages 376-381, May.
• Matthew J. Baker, 2014, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LLC, volume 14, issue 3, pages 623-661, September.
• Catalina M. Torres & Sergio Colombo & Nick Hanley, 2014, "Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 65.
• Stelios D. Bekiros & Alessia Paccagnini, 2014, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications, School of Economics, University College Dublin, number 10197/7588, Oct.
• Smeekes, S. & Urbain, J.R.Y.J., 2014, "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 008, Jan, DOI: 10.26481/umagsb.2014008.
• Duplinskiy, A., 2014, "Is regularization necessary? A Wald-type test under non-regular conditions," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 025, Jan, DOI: 10.26481/umagsb.2014025.
• Trojan, Sebastian, 2014, "Multivariate Stochastic Volatility with Dynamic Cross Leverage," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1424, Aug.
• Trojan, Sebastian, 2014, "Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1425, Aug.
• Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014, "Ambiguity and Reality," Working Papers on Finance, University of St. Gallen, School of Finance, number 1418, Dec.
• Yamin Ahmad & Ivan Paya, 2014, "Temporal Aggregation of Random Walk Processes and Implications for Asset Prices," Working Papers, UW-Whitewater, Department of Economics, number 14-01, Jan.
• Yamin Ahmad & Luiggi Donayre, 2014, "Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?," Working Papers, UW-Whitewater, Department of Economics, number 14-02, Mar.
• Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
• Roberto Roson & Martina Sartori, 2014, "Why can sectoral shocks lead to sizable macroeconomic fluctuations? Assessing alternative theories by means of stochastic simulation with a general equilibrium model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:16.
• Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014, "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:19.
• Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst, 2014, "A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:22.
• Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:29.
• Dang,Hai-Anh H. & Lanjouw,Peter F. & Serajuddin,Umar & Dang,Hai-Anh H. & Lanjouw,Peter F. & Serajuddin,Umar, 2014, "Updating poverty estimates at frequent intervals in the absence of consumption data : methods and illustration with reference to a middle-income country," Policy Research Working Paper Series, The World Bank, number 7043, Sep.
• Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014, "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, volume 17, issue 1, pages 165-187, February.
• Russell Davidson & James G. MacKinnon, 2014, "Confidence sets based on inverting Anderson–Rubin tests," Econometrics Journal, Royal Economic Society, volume 17, issue 2, pages 39-58, June.
• Peter Fuleky & Eric Zivot, 2014, "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, volume 17, issue 3, pages 383-393, October.
• Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2014, "Estimating Liquidity Risk Using The Exposure‐Based Cash‐Flow‐At‐Risk Approach: An Application To The Uk Banking Sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 19, issue 3, pages 225-238, July.
• Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen, 2014, "The Dynamics Of Real Exchange Rates: A Reconsideration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 758-773, August.
• Nikolay Gospodinov & Damba Lkhagvasuren, 2014, "A Moment‐Matching Method For Approximating Vector Autoregressive Processes By Finite‐State Markov Chains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 843-859, August.
• Edward Herbst & Frank Schorfheide, 2014, "Sequential Monte Carlo Sampling For Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1073-1098, November, DOI: 10.1002/jae.2397.
• Jing-Zhi Huang & Li Xu, 2014, "Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-31, DOI: 10.1142/S2010139214500116.
• Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2014, "Unit Root Tests In The Presence Of Multiple Breaks In Variance," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-70, Nov.
• Daniele Bregantini, 2014, "Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA," Discussion Papers, Department of Economics, University of York, number 14/04, Mar.
• Marinko Škare, 2014, "Mjerenje međuzavisnosti poslovnih ciklusa i ekonomskoga rasta u Hrvatskoj primjenom spektralne analize," EFZG Occasional Publications (Department of Macroeconomics), Faculty of Economics and Business, University of Zagreb, chapter 3, "Zbornik radova znanstvenog skupa: Razvojni potencijali hrvatskog gospodarstva, (ur. Družić, G.; Družić, I., izdavač: Ekonomski fakultet Zagreb; Hrvats".
• Franke, Benedikt & Simons, Dirk & Voeller, Dennis, 2014, "How do employment tax credits work? An analysis of the German inheritance tax," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 177.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Bush, C. Anthony, 2014, "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-33.
• Mora, Jhon James & Muro, Juan, 2014, "Consistent estimation in pseudo panels in the presence of selection bias," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-25, DOI: 10.5018/economics-ejournal.ja.2014-.
• Bluhm, Marcel & Krahnen, Jan Pieter, 2014, "Systemic risk in an interconnected banking system with endogenous asset markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 48, DOI: 10.2139/ssrn.2421265.
• Spokoiny, Vladimir & Zhilova, Mayya, 2014, "Bootstrap confidence sets under model misspecification," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-067.
• Becker, Gideon, 2014, "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 74.
• Schreiber, Sven, 2014, "The estimation uncertainty of permanent-transitory decompositions in co-integrated systems," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100582.
• Eisenhauer, Philipp & Heckman, James J., 2014, "Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-081.
• Franke, Benedikt & Simons, Dirk & Voeller, Dennis, 2014, "How do employment tax credits work? An analysis of the German inheritance tax," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-090.
• Saam, Marianne, 2014, "The identification of directed technical change revisited," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-127.
• Stefan Bruder, 2014, "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers, Department of Economics - University of Zurich, number 181, Nov, revised Dec 2015.
• Mária Bohdalová & Michal Greguš, 2014, "Cointegration Analysis Of The Foreign Exchange Rate Pairs," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 147-153, July, DOI: 10.12955/cbup.v2.497.
• Mogens Bladt & Samuel Finch & Michael Sørensen, 2014, "Simulation of multivariate diffusion bridges," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-16, May.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2014, "Discretization of Lévy semistationary processes with application to estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-21, Aug.
• Matias D. Cattaneo & Michael Jansson, 2014, "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-25, Jul.
• Michael Creel & Dennis Kristensen, 2014, "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-30, Aug.
• Ulrich Hounyo, 2014, "The wild tapered block bootstrap," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-32, Sep.
• Ulrich Hounyo, 2014, "Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-35, Oct.
• Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Indirect inference with time series observed with error," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-57, Dec.
• Hyeongwoo Kim & Deockhyun Ryu, 2014, "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-15, Dec.
• Firmin Doko Tchatoka, 2014, "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2014-05, Jun.
• Firmin Doko Tchatoka, 2014, "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2014-06, Jun.
• Du, Xiaodong & Dong, Fengxia, 2014, "Heterogeneous Responses to Market Information and The Impact on Price Volatility and Trading Volume: The Case of Class III Milk Futures," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169769, DOI: 10.22004/ag.econ.169769.
• Burns, Christopher, 2014, "Measurement Error in the Schaefer Production Model," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170569, DOI: 10.22004/ag.econ.170569.
• Cooper, Joseph & Delbecq, Benoit, 2014, "A Multi-Region Approach to Assessing Fiscal and Farm Level Consequences of Government Support for Farm Risk Management," 2014 Third Congress, June 25-27, 2014, Alghero, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 173108, DOI: 10.22004/ag.econ.173108.
• Torres, Catalina M. & Colombo, Sergio & Hanley, Nick, None, "Incorrectly accounting for preference heterogeneity in choice experiments: Implications for welfare measurement," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 14, issue 02, pages 1-25, DOI: 10.22004/ag.econ.195724.
• Hahn, William F. & Davis, Christopher G., None, "Costs of Taxing Sodium: A Lunch Meat Application," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 17, issue A, pages 1-16, DOI: 10.22004/ag.econ.164596.
• Roson, Roberto & Sartori, Martina, 2014, "Why can sectoral shocks lead to sizable macroeconomic fluctuations? Assessing alternative theories by means of stochastic simulation with a general equilibrium model," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332434.
• Webb, Matthew D., 2014, "Reworking Wild Bootstrap Based Inference for Clustered Errors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274640, Nov, DOI: 10.22004/ag.econ.274640.
• Davidson, Russell & MacKinnon, James G., 2014, "Bootstrap tests for overidentification in linear regression models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274643, Apr, DOI: 10.22004/ag.econ.274643.
• MacKinnon, James G., 2014, "Wild cluster bootstrap confidence intervals," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274655, Oct, DOI: 10.22004/ag.econ.274655.
• Andreea ROSOIU, 2014, "Monetary Policy Transmission Mechanism And Dynamic Factor Models," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 199-206, December.
• Roxana-Otilia-Sonia HRITCU, 2014, "REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 191-195, June.
• Tomita Vasile & Cora Ionela Daniasa, 2014, "Mathematics Understanding Of Economy By The General Public In The Economic Departments," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 42, pages 39-44.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014025, Jan.
• Arturas Juodis & Sarafidis, V., 2014, "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-07, Jul.
• Riccardo LUCCHETTI & Claudia PIGINI, 2014, "A simple and effective misspecification test for the double-hurdle model," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 397, Jan.
• Marco Antonio Laes & Marcos Eugênio da Silva, 2014, "Performance of mutual equity funds in Brazil – A bootstrap analysis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 3, pages 294-306.
• John Goddard & Enrico Onali, 2014, "Self-affinity in financial asset returns," Papers, arXiv.org, number 1401.7170, Jan.
• Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2014, "Correlation structure and principal components in global crude oil market," Papers, arXiv.org, number 1405.5000, May.
• Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst, 2014, "A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities," Papers, arXiv.org, number 1409.1956, Sep.
• S. Hokamp & G. Seibold, 2014, "Tax Compliance and Public Goods Provision -- An Agent-based Econophysics Approach," Papers, arXiv.org, number 1409.8528, Sep.
• Rodrigo S. Targino & Gareth W. Peters & Pavel V. Shevchenko, 2014, "Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models," Papers, arXiv.org, number 1410.1101, Oct, revised Feb 2015.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Institute for Fiscal Studies, number 05/14, Jan, DOI: 10.1920/wp.cem.2014.0514.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Institute for Fiscal Studies, number 22/14, May, DOI: 10.1920/wp.cem.2014.2214.
• Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh, 2014, "Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 15-22, May.
• Nicholas Labelle & Varya Taylor, 2014, "Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment," Discussion Papers, Bank of Canada, number 14-4, DOI: 10.34989/sdp-2014-4.
• Sermin Gungor & Richard Luger, 2014, "Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings," Staff Working Papers, Bank of Canada, number 14-51, DOI: 10.34989/swp-2014-51.
• Theodore Eisenberg & Martin T. Wells, 2014, "Ranking Law Journals And The Limits Of Journal Citation Reports," Economic Inquiry, Western Economic Association International, volume 52, issue 4, pages 1301-1314, October.
• Stavros Degiannakis & Pamela Dent & Christos Floros, 2014, "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, volume 82, issue 1, pages 71-102, January.
• Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 3, pages 315-333, June.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014, "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper, Norges Bank, number 2014/11, Jul.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2014, Nov.
• M. E. Bontempi & I. Mammi, 2014, "pca2: implementing a strategy to reduce the instrument count in panel GMM," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp960, Aug.
• Pierre Perron & Wendong Shi, 2014, "Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2014-009, Jun.
• Huang Dongling & Rojas Christian, 2014, "Eliminating the Outside Good Bias in Logit Models of Demand with Aggregate Data," Review of Marketing Science, De Gruyter, volume 12, issue 1, pages 1-36, January, DOI: 10.1515/roms-2013-0016.
• W. Robert Reed, 2014, "On the Practice of Lagging Variables To Avoid Simultaneity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/18, Jul.
• W. Robert Reed & Raymond J.G.M. Florax & Jacques Poot, 2014, "A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/22, Aug.
• Dai, Li & Minford, Patrick & Zhou, Peng, 2014, "A DSGE Model of China," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2014/4, May.
• Lorenzo Camponovo & Taisuke Otsu, 2014, "Robustness of bootstrap in instrumental variable regression," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 572, Jan.
• Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014, "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp511, Mar.
• Mohammad Reza Farzanegan & Mohammad Habibpour, 2014, "Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis," CESifo Working Paper Series, CESifo, number 4824.
• Miguel Rocha de Sousa, 2014, "Optimal Bail-out and Bail-in policy mix: Lessons from the Banco Espírito Santo (BES) failure," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_16.
• Matthew J. Baker, 2014, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics, number 3, Jul.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2014, "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers, CIRANO, number 2014s-17, Feb.
• Jos√© Luis Alay√≥n, 2014, "Distribuci√≥n Hiperb√≥lica Generalizada: Una Aplicaci√≥n en la Selecci√≥n de Portafolios y Cuantificaci√≥n de Medidas de Riesgo de Mercado," Documentos de Trabajo, Universidad del Rosario, number 12160, Sep.
• Andrés Ramírez Hassan & Johnatan Cardona Jim�nez, 2014, "Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10898, Feb.
• Mauricio Lopera & Ram�n Javier Mesa & Charle Londo�o, 2014, "Evaluando las intervenciones cambiarias en Colombia: 2004-2012," Estudios Gerenciales, Universidad Icesi.
• Jorge Uribe & Juli�n Fern�ndez, 2014, "Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 57-90.
• CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014, "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014014, Jun.
• BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K., 2014, "Marginal likelihood for Markov-switching and change-point GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2533, Jan.
• BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014, "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2641, Jan.
• Minford, Patrick & Dai, Li & Zhou, Peng, 2014, "A DSGE Model of China," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10028, Jun.
• Minford, Patrick & Dai, Li & Zhou, Peng, 2014, "A DSGE Model of China," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10238, Nov.
• Christian Wolff & Thorsten Lehnert & Yuehao Lin, 2014, "Skewness Risk Premium: Theory and Empirical Evidence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-05.
• Thorsten Lehnert & Gildas Blanchard & Dennis Bams, 2014, "Evaluating Option Pricing Model Performance Using Model Uncertainty," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-06.
• Thorsten Lehnert & Yuehao Lin, 2014, "Skewness Term Structure Tests," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-08.
• Blazsek, Szabolcs & Escribano, Álvaro, 2014, "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1412, Jun.
• Andrews, Donald W.K. & Cheng, Xu, 2014, "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, volume 30, issue 2, pages 287-333, April.
• Cao, Jing, 2014, "Quantifying Randomness Versus Consensus in Wine Quality Ratings," Journal of Wine Economics, Cambridge University Press, volume 9, issue 2, pages 202-213, August.
• Peter C.B. Phillips & Shu-Ping Shi, 2014, "Financial Bubble Implosion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1967, Dec.
• Cecilia Parada, 2014, "Empleo Femenino, Pobreza y Desigualdad: Un Análisis de Microdescomposiciones. Uruguay 1991- 2012," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0174, Dec.
• Konečný, Tomáš & Babecká Kucharčuková, Oxana, 2014, "Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic," Working Paper Series, European Central Bank, number 1730, Sep.
• Chang, Yoosoon & Sickles, Robin C. & Song, Wonho, 2014, "Bootstrapping Unit Root Tests with Covariates," Working Papers, Rice University, Department of Economics, number 15-009, Aug.
• Wu, Ximing & Sickles, Robin, 2014, "Semiparametric Estimation under Shape Constraints," Working Papers, Rice University, Department of Economics, number 15-021, Dec.
• Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014, "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 158-171, DOI: 10.1016/j.csda.2013.07.028.
• Karaman Örsal, Deniz Dilan & Droge, Bernd, 2014, "Panel cointegration testing in the presence of a time trend," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 377-390, DOI: 10.1016/j.csda.2012.05.017.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2014, "Bayesian option pricing using mixed normal heteroskedasticity models," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 588-605, DOI: 10.1016/j.csda.2013.06.023.
• Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S., 2014, "Extracting market information from equity options with exponential Lévy processes," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 125-141, DOI: 10.1016/j.jedc.2013.10.001.
• Lunardi, José T. & Miccichè, Salvatore & Lillo, Fabrizio & Mantegna, Rosario N. & Gallegati, Mauro, 2014, "Do firms share the same functional form of their growth rate distribution? A statistical test," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 140-164, DOI: 10.1016/j.jedc.2013.11.010.
• Cozzi, Marco, 2014, "Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 208-226, DOI: 10.1016/j.jedc.2013.12.003.
• Lee, Yongwoong & Poon, Ser-Huang, 2014, "Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors," Journal of Economic Dynamics and Control, Elsevier, volume 41, issue C, pages 69-92, DOI: 10.1016/j.jedc.2014.02.008.
• Hryshko, Dmytro, 2014, "Correlated income shocks and excess smoothness of consumption," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 41-62, DOI: 10.1016/j.jedc.2014.08.022.
• Lin, Chung-Gee & Yang, Wei-Ning & Chen, Shu-Chuan, 2014, "Analyses of retirement benefits with options," Economic Modelling, Elsevier, volume 36, issue C, pages 130-135, DOI: 10.1016/j.econmod.2013.09.025.
• Kumar, Dilip & Maheswaran, S., 2014, "A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices," Economic Modelling, Elsevier, volume 38, issue C, pages 33-44, DOI: 10.1016/j.econmod.2013.11.045.
• Bekiros, Stelios, 2014, "Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area," Economic Modelling, Elsevier, volume 38, issue C, pages 619-626, DOI: 10.1016/j.econmod.2014.02.015.