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

• Dong, Yinghui & Wang, Guojing, 2014, "Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain," Economic Modelling, Elsevier, volume 40, issue C, pages 91-100, DOI: 10.1016/j.econmod.2014.03.004.
• Iorio, Francesca Di & Fachin, Stefano, 2014, "Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 59-76, DOI: 10.1016/j.najef.2014.01.003.
• Lucchetti, Riccardo & Pigini, Claudia, 2014, "A simple and effective misspecification test for the double-hurdle model," Economics Letters, Elsevier, volume 123, issue 1, pages 75-78, DOI: 10.1016/j.econlet.2014.01.022.
• Chau, Tak Wai, 2014, "On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators," Economics Letters, Elsevier, volume 123, issue 3, pages 333-335, DOI: 10.1016/j.econlet.2014.03.017.
• Sun, Jingwei & Shi, Wendong, 2014, "Aggregation of the generalized fractional processes," Economics Letters, Elsevier, volume 124, issue 2, pages 258-262, DOI: 10.1016/j.econlet.2014.05.026.
• Psaradakis, Zacharias & Vávra, Marián, 2014, "On testing for nonlinearity in multivariate time series," Economics Letters, Elsevier, volume 125, issue 1, pages 1-4, DOI: 10.1016/j.econlet.2014.07.031.
• Neto, David, 2014, "The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break," Economics Letters, Elsevier, volume 125, issue 2, pages 208-211, DOI: 10.1016/j.econlet.2014.09.009.
• Kalli, Maria & Griffin, Jim E., 2014, "Time-varying sparsity in dynamic regression models," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 779-793, DOI: 10.1016/j.jeconom.2013.10.012.
• Fan, Yanqin & Park, Sang Soo, 2014, "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 45-56, DOI: 10.1016/j.jeconom.2013.08.005.
• Lee, Seojeong, 2014, "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 398-413, DOI: 10.1016/j.jeconom.2013.05.008.
• Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K., 2014, "Marginal likelihood for Markov-switching and change-point GARCH models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 508-522, DOI: 10.1016/j.jeconom.2013.08.017.
• Andrews, Donald W.K. & Shi, Xiaoxia, 2014, "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, volume 179, issue 1, pages 31-45, DOI: 10.1016/j.jeconom.2013.10.005.
• Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han, 2014, "A fast resample method for parametric and semiparametric models," Journal of Econometrics, Elsevier, volume 179, issue 2, pages 128-133, DOI: 10.1016/j.jeconom.2014.01.001.
• Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J., 2014, "Maximum likelihood estimation of partially observed diffusion models," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 73-80, DOI: 10.1016/j.jeconom.2014.02.002.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 251-264, DOI: 10.1016/j.jeconom.2014.03.001.
• Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger, 2014, "A predictability test for a small number of nested models," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 174-185, DOI: 10.1016/j.jeconom.2014.04.016.
• Menzel, Konrad, 2014, "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 329-350, DOI: 10.1016/j.jeconom.2014.05.016.
• Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014, "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 202-210, DOI: 10.1016/j.jeconom.2014.05.010.
• Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M., 2014, "Minimum distance estimation of the errors-in-variables model using linear cumulant equations," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 211-221, DOI: 10.1016/j.jeconom.2014.05.011.
• Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha, 2014, "Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange," Economic Systems, Elsevier, volume 38, issue 2, pages 261-268, DOI: 10.1016/j.ecosys.2013.09.003.
• Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014, "Factor screening for simulation with multiple responses: Sequential bifurcation," European Journal of Operational Research, Elsevier, volume 237, issue 1, pages 136-147, DOI: 10.1016/j.ejor.2014.02.021.
• Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud, 2014, "A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 207-229, DOI: 10.1016/j.jempfin.2014.06.008.
• Di Cosmo, Valeria & Malaguzzi Valeri, Laura, 2014, "The incentive to invest in thermal plants in the presence of wind generation," Energy Economics, Elsevier, volume 43, issue C, pages 306-315, DOI: 10.1016/j.eneco.2014.03.009.
• Vianello, Juliano Melquiades & Costa, Leticia & Teixeira, José Paulo, 2014, "Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects," Energy Economics, Elsevier, volume 45, issue C, pages 10-18, DOI: 10.1016/j.eneco.2014.06.002.
• Leme, Rafael C. & Paiva, Anderson P. & Steele Santos, Paulo E. & Balestrassi, Pedro P. & Galvão, Leandro de Lima, 2014, "Design of experiments applied to environmental variables analysis in electricity utilities efficiency: The Brazilian case," Energy Economics, Elsevier, volume 45, issue C, pages 111-119, DOI: 10.1016/j.eneco.2014.06.017.
• Guo, Zhengquan & Zhang, Xingping & Zheng, Yuhua & Rao, Rao, 2014, "Exploring the impacts of a carbon tax on the Chinese economy using a CGE model with a detailed disaggregation of energy sectors," Energy Economics, Elsevier, volume 45, issue C, pages 455-462, DOI: 10.1016/j.eneco.2014.08.016.
• Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility," Energy Economics, Elsevier, volume 45, issue C, pages 66-98, DOI: 10.1016/j.eneco.2014.06.008.
• Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C., 2014, "Performance and performance persistence of UK closed-end equity funds," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 189-199, DOI: 10.1016/j.irfa.2014.05.011.
• Foran, Jason & O'Sullivan, Niall, 2014, "Liquidity risk and the performance of UK mutual funds," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 178-189, DOI: 10.1016/j.irfa.2014.09.001.
• Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis, 2014, "A sovereign risk index for the Eurozone based on stochastic dominance," Finance Research Letters, Elsevier, volume 11, issue 4, pages 375-384, DOI: 10.1016/j.frl.2014.07.002.
• Bluhm, Marcel & Krahnen, Jan Pieter, 2014, "Systemic risk in an interconnected banking system with endogenous asset markets," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 75-94, DOI: 10.1016/j.jfs.2014.04.002.
• Brechmann, Eike & Czado, Claudia & Paterlini, Sandra, 2014, "Flexible dependence modeling of operational risk losses and its impact on total capital requirements," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 271-285, DOI: 10.1016/j.jbankfin.2013.11.040.
• García-Céspedes, Rubén & Moreno, Manuel, 2014, "Estimating the distribution of total default losses on the Spanish financial system," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 242-261, DOI: 10.1016/j.jbankfin.2014.09.019.
• Cheng, Terence Chai, 2014, "Measuring the effects of reducing subsidies for private insurance on public expenditure for health care," Journal of Health Economics, Elsevier, volume 33, issue C, pages 159-179, DOI: 10.1016/j.jhealeco.2013.11.007.
• Feldkircher, Martin, 2014, "The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 19-49, DOI: 10.1016/j.jimonfin.2013.12.003.
• Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan, 2014, "Non-linear adjustments to intranational PPP," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 360-371, DOI: 10.1016/j.jmacro.2014.01.013.
• Pickhardt, Michael & Seibold, Goetz, 2014, "Income tax evasion dynamics: Evidence from an agent-based econophysics model," Journal of Economic Psychology, Elsevier, volume 40, issue C, pages 147-160, DOI: 10.1016/j.joep.2013.01.011.
• Joshua C.C. Chan & Angelia L. Grant, 2014, "Fast Computation of the Deviance Information Criterion for Latent Variable Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-09, Jan.
• Varang Wiriyawit & Benjamin Wong, 2014, "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-46, Jun.
• Joshua C.C. Chan & Angelia L. Grant, 2014, "Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-51, Jul.
• Juan Sampieri Espinoza & Barbara Ruth Trejo Becerril & Luis Manuel González de Salceda Ruiz, 2014, "Cálculo de VaR a partir de simulaciones Monte Carlo de rendimientos de activos financieros, con distribuciones no paramétricas y dependientes, utilizando el Método de Iman-Conover," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 8, issue 1, pages 37-59.
• Alejo, Javier. & Bérgolo, Marcelo. & Carbajal, Fedora., 2014, "Las transferencias públicas y su efecto distributivo. La experiencia de los países del Cono Sur en el decenio de los 2000," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 321, pages 163-198, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v81i.
• Jan F. Kiviet & Jerzy Niemczyk, 2014, "On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033013.
• Martin Burda, 2014, "Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034008.
• Marcelo M. de Oliveira & Alexandre C. L. Almeida, 2014, "Testing for Rational Speculative Bubbles in the Brazilian Residential Real-Estate Market," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096017.
• Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014, "A time-varying approach to analysing fiscal policy and asset prices in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 1, pages 46-63, April, DOI: 10.1108/JFEP-01-2013-0003.
• Gregor Semieniuk & Ellis Scharfenaker, 2014, "A Bayesian Latent Variable Mixture Model for Filtering Firm Profit Rate," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2014-1, Feb.
• Anastasios Tsamis & Konstantinos Liapis, 2014, "Property Assets Fair Value Accounting Under Uncertainty," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 35-54.
• di Cosmo, Valeria & Malaguzzi Valeri, Laura, 2014, "The Incentive to Invest in Thermal Plants in the Presence of Wind Generation," Papers, Economic and Social Research Institute (ESRI), number RB2014/2/1, Apr.
• Mei-Yu LEE, 2014, "The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models," Expert Journal of Economics, Sprint Investify, volume 2, issue 3, pages 85-99.
• Hana Dzmuranova & Petr Teply, 2014, "Risk management of savings accounts," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/09, Apr, revised Apr 2014.
• Peiró Palomino Jesús & Forte Deltell Anabel & Tortosa-Ausina Emili, 2014, "Does Social Capital Matter for European Regional Growth," Working Papers, Fundacion BBVA / BBVA Foundation, number 2014130, Feb.
• Mark Bognanni & Edward P. Herbst, 2014, "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1427, Nov, DOI: 10.26509/frbc-wp-201427.
• Thealexa Becker & Didem Tuzemen, 2014, "Self-employment and health care reform: evidence from Massachusetts," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 14-16, Nov.
• António Alberto Santos & João Andrade, 2014, "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-10, Apr.
• Russell Davidson & James G. Mackinnon, 2014, "Confidence Sets Based on Inverting Anderson-Rubin Tests," Post-Print, HAL, number hal-01463107, DOI: 10.1111/ectj.12015.
• Russell Davidson & James G. Mackinnon, 2014, "Bootstrap Confidence Sets with Weak Instruments," Post-Print, HAL, number hal-01463109, DOI: 10.1080/07474938.2013.825177.
• Stéphane Loisel, 2014, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013669, Dec.
• Hermann Pythagore Pierre Donfouet & P. Wilner Jeanty & Pierre-Alexandre Mahieu, 2014, "Dealing with internal inconsistency in double-bounded dichotomous choice: an application to community-based health insurance," Post-Print, HAL, number halshs-00761049, Feb, DOI: 10.1007/s00181-012-0665-2.
• Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni, 2014, "Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data," Post-Print, HAL, number halshs-01074524.
• Michele Pezzoni & Francesco Lissoni & Gianluca Tarasconi, 2014, "How to kill inventors: testing the Massacrator© algorithm for inventor disambiguation," Post-Print, HAL, number halshs-01074536, DOI: 10.1007/s11192-014-1375-7.
• Jean-François Carpantier & Arnaud Dufays, 2014, "Specific Markov-switching behaviour for ARMA parameters," Working Papers, HAL, number hal-01821134, Jun.
• Laurent E. Calvet & Veronika Czellar, 2014, "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers, HAL, number hal-02058272, Jun, DOI: 10.2139/ssrn.2444445.
• Arthur Charpentier & Emmanuel Flachaire, 2014, "Log-Transform Kernel Density Estimation of Income Distribution," Working Papers, HAL, number halshs-01115988, Nov.
• Heshmati, Almas & Lenz-Cesar, Flávio, 2014, "Policy Simulation of Firms Cooperation in Innovation," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 357, Mar.
• Li, Yushu & Andersson, Fredrik N. G., 2014, "A simple wavelet-based test for serial correlation in panel data models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/11, Mar.
• Andersson, Fredrik N. G. & Li, Yushu, 2014, "Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/38, Nov.
• Keilman, Nico & van Duin, Coen, 2014, "Stochastic Household Forecasts by Coherent Random Shares Predictions," Memorandum, Oslo University, Department of Economics, number 10/2014, Apr.
• Ndari Suryaningsih & Diana Yumanita & Elis Deriantino, 2014, "Early Warning Indicators: Banking Liquidity Risk," Working Papers, Bank Indonesia, number WP/1/2014, Dec.
• Ascarya & Siti Rahmawati, 2015, "Analysis The Determinants Of Micro Enterprises Graduation," Working Papers, Bank Indonesia, number WP/1/2015, Aug.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/14, Jan.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/14, Apr.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/14, May.
• Kurmaş AKDOĞAN & Burcu Deniz YILDIRIM, 2014, "Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 338, pages 39-66.
• Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton, 2014, "Modelling the impact of declining Australian terms of trade on the spatial distribution of income," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 100-126.
• M. Esteban Muñoz H. & Irene Peters, 2014, "Constructing an Urban Microsimulation Model to Assess the Influence of Demographics on Heat Consumption," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 127-157.
• Robert Tanton, 2014, "A Review of Spatial Microsimulation Methods," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 4-25.
• Robert Tanton & Paul Williamson & Ann Harding, 2014, "Comparing Two Methods of Reweighting a Survey File to Small Area Data," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 76-99.
• Mr. Adrian Alter & Ben Craig & Peter Raupach, 2014, "Centrality-based Capital Allocations," IMF Working Papers, International Monetary Fund, number 2014/237, Dec.
• Stelios Bekiros & Alessia Paccagnini, 2014, "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers, Department of Research, Ipag Business School, number 2014-183, Jan.
• Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers, Department of Research, Ipag Business School, number 2014-209, Jan.
• Julien Chevallier & Stéphane Goutte, 2014, "The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process," Working Papers, Department of Research, Ipag Business School, number 2014-285, Jan.
• Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon, 2014, "Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence," Working Papers, Department of Research, Ipag Business School, number 2014-320, Jan.
• Stelios D. Bekiros & Alessia Paccagnini, 2014, "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, Department of Research, Ipag Business School, number 2014-426, Jan.
• Florian Ielpo & Benoît Sévi, 2014, "Forecasting the density of oil futures," Working Papers, Department of Research, Ipag Business School, number 2014-601, Jan.
• Benoît Sévi, 2014, "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Working Papers, Department of Research, Ipag Business School, number 2014-602, Jan.
• CISCAR MARTINEZ Juan Carlos & FEYEN Luc & SORIA RAMIREZ Antonio & LAVALLE Carlo & PERRY Miles & RAES Frank & NEMRY Francoise & DEMIREL Hande & RÓZSAI Máté & DOSIO Alessandro & DONATELLI Marcello & SRI, 2014, "Climate Impacts in Europe. The JRC PESETA II Project," JRC Research Reports, Joint Research Centre, number JRC87011, Apr.
• Francesca Gastaldi & Paolo Liberati & Elena Pisano & Simone Tedeschi, 2014, "Progressivity-Improving VAT Reforms in Italy," Working papers, Società Italiana di Economia Pubblica, number 6, Sep.
• Paolo Righi & Stefano Falorsi & Andrea Fasulo, 2014, "Methods for variance estimation under random hot deck imputation in business surveys," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 16, issue 1-2, pages 45-64.
• Calhoun, Gray, 2014, "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34313, Oct.
• Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone, 2014, "Improving quarterly index of turnover by means of a calibration estimator," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 68, issue 1, pages 15-22, January-M.
• Daniele Pacifico, 2014, "Reweight: a stata module to reweight survey data to external totals," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 5, Jun.
• Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano, 2014, "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," IZA Discussion Papers, IZA Network @ LISER, number 8548, Oct.
• Jinjing Li & Cathal O'Donoghue, 2014, "Evaluating Binary Alignment Methods in Microsimulation Models," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 17, issue 1, pages 1-15.
• Garavaglia Christian & Malerba Franco & Orsenigo Luigi & Pezzoni Michele, 2014, "Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 2-3, pages 274-298, April, DOI: 10.1515/jbnst-2014-2-310.
• Giovanni Villani, 2014, "Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 3, pages 331-355, March, DOI: 10.1007/s10614-013-9370-2.
• Sheng-Kai Chang, 2014, "Simulation Estimation of Dynamic Panel Discrete Choice Models Using the $$t$$ t Distributions," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 4, pages 395-409, April, DOI: 10.1007/s10614-014-9425-z.
• 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.

2013

• Mária Bohdalová & Michal Greguš, 2013, "VaR BASED RISK MANAGEMENT," CBU International Conference Proceedings, ISE Research Institute, volume 1, issue 0, pages 25-33, June, DOI: 10.12955/cbup.v1.11.
• Mária Bohdalová & Michal Greguš, 2013, "COPULA BASED VaR APPROACH FOR EUROPEAN STOCKS PORTFOLIO," CBU International Conference Proceedings, ISE Research Institute, volume 1, issue 0, pages 9-18, June, DOI: 10.12955/cbup.v1.9.
• Katarzyna Lasak & Carlos Velasco, 2013, "Fractional cointegration rank estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-08, 03.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-09, Aug.
• Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-12, Nov.
• Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi, 2013, "Bootstrapping pre-averaged realized volatility under market microstructure noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-28, 08.
• Ulrich Hounyo, 2013, "Bootstrapping realized volatility and realized beta under a local Gaussianity assumption," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-30, 09.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-40, 11.
• Asger Lunde & Anne Floor Brix & Wei Wei, 2015, "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-46, Feb.
• Hyeongwoo Kim & Deockhyun Ryu, 2013, "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-08, Jul.
• Selen CAKMAKYAPAN & Atilla GOKTAS, 2013, "A Comparison Of Binary Logit And Probit Models With A Simulation Study," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 1, pages 1-17, JULY.
• Sakamoto, Hiroshi, 2013, "Prediction of the Prefectural Economy in Japan Using a Stochastic Model," AGI Working Paper Series, Asian Growth Research Institute, number 2013-02, Mar.
• Trautman, Dawn E. & Jeffrey, Scott R. & Unterschultz, James R., 2013, "Farm Wealth Implications of Canadian Agricultural Business Risk Management Programs," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149881, DOI: 10.22004/ag.econ.149881.
• Dolginow, Joseph & Massey, Raymond E. & Myers, Brent & Kitchen, Newell, 2013, "Adjusting Crop Insurance APH Calculation to Accommodate Biomass Production," 2013 AAEA: Crop Insurance and the Farm Bill Symposium, Agricultural and Applied Economics Association, number 156945, Sep, DOI: 10.22004/ag.econ.156945.
• Gutierrez, L. & Piras, F., 2013, "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149760, Jun, DOI: 10.22004/ag.econ.149760.
• Cozzi, Marco, 2013, "Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274075, Aug, DOI: 10.22004/ag.econ.274075.
• Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1353, Oct, revised 29 Oct 2013.
• Javier Alejo, 2013, "Relación de Kuznets en América Latina. Explorando más allá de la media condicional," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 59, pages 3-55, January-D.
• Simon A. Broda & Raymond Kan, 2013, "On Distributions of Ratios," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-10, Dec.
• Martin Summer, 2013, "Financial Contagion and Network Analysis," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 277-297, November.
• Michael Creel & Dennis Kristensen, 2013, "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 931.13, Jun.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Institute for Fiscal Studies, number 01/13, Jan, DOI: 10.1920/wp.cem.2013.0113.
• Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career progression, economic downturns and skills," CeMMAP working papers, Institute for Fiscal Studies, number 06/13, Mar, DOI: 10.1920/wp.cem.2013.0613.
• Tiemen M. Woutersen & John Ham, 2013, "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers, Institute for Fiscal Studies, number 23/13, May, DOI: 10.1920/wp.cem.2013.2313.
• Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2013, "A nonparametric test of a strong leverage hypothesis," CeMMAP working papers, Institute for Fiscal Studies, number 28/13, Jul, DOI: 10.1920/wp.cem.2013.2813.
• Dennis Kristensen & Bernard Salanie, 2013, "Higher-order properties of approximate estimators," CeMMAP working papers, Institute for Fiscal Studies, number 45/13, Sep, DOI: 10.1920/wp.cem.2013.4513.
• Arun Advani & Tymon Słoczyński, 2013, "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers, Institute for Fiscal Studies, number 64/13, Dec, DOI: 10.1920/wp.cem.2013.6413.
• Ahmed Elsheikh M. Ahmed & Omer Ali Ibrahim & Khalafalla Ahmed Mohamed Arabi, 2013, "A Macro-econometric Model for the Sudan Economy," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 110-122, February.
• Sermin Gungor & Richard Luger, 2013, "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers, Bank of Canada, number 13-16, DOI: 10.34989/swp-2013-16.
• Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo, 2013, "Sistema de inferencia difuso para la inflación en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 71, pages 73-84, June, DOI: 10.1016/S0120-4483(13)70012-5.
• Olivier Darn & Levy-Rueff, O. & Adrian Pop, 2013, "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers, Banque de France, number 426.
• Marco Jacopo Lombardi, 2013, "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers, Bank for International Settlements, number 420, Jul.
• Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2013, "Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates," Journal of Economic Surveys, Wiley Blackwell, volume 27, issue 2, pages 269-296, April, DOI: 10.1111/joes.2013.27.issue-2.
• Bernd Görzig & Martin Gornig, 2013, "Intangibles, Can They Explain the Dispersion in Return Rates?," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 59, issue 4, pages 648-664, December.
• Jonnathan Cáceres Santos & René Aldazosa Inchauste, 2013, "Analizando el riesgo sistémico en Bolivia: una aplicación de modelos de topología de redes y simulación al funcionamiento del Sistema de Pagos de Alto Valor," Revista de Análisis del BCB, Banco Central de Bolivia, volume 17, issue 2(2012)-1, pages 45-80, January.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
• Deb Partha & Trivedi Pravin K., 2013, "Finite Mixture for Panels with Fixed Effects," Journal of Econometric Methods, De Gruyter, volume 2, issue 1, pages 35-51, July, DOI: 10.1515/jem-2012-0018.
• Burda Martin & Maheu John M., 2013, "Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 4, pages 345-372, September, DOI: 10.1515/snde-2013-0020.
• Eben Upton & William J. Nuttall, 2013, "Fuel Panics - insights from spatial agent-based simulation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1309, Apr.
• Yogi Vidyattama & Robert Tanton & Nicholas Biddle, 2013, "‘Small Area Social Indicators for the Indigenous Population: Synthetic data methodology for creating small area estimates of Indigenous disadvantage’," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 13/24, Dec.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modeling and Simulation: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/18, May.
• W. Robert Reed, 2013, "A Note on the Practice of Lagging Variables to Avoid Simultaneity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/32, Oct.
• Jakob Grazzini & Matteo G. Richiardi, 2013, "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 130.
• Harish Mani & V. Pandit & R. Prabhakar Rao, 2013, "Disequilibrium in the Indian Registered Manufacturing Sector-A Simulated Maximum Likelihood Analysis," Working papers, Centre for Development Economics, Delhi School of Economics, number 222, Jan.
• Taylor, Nick & Xu, Yongdeng, 2013, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/7, Apr.
• Nikolas Mittag, 2013, "A Method Of Correcting For Misreporting Applied To The Food Stamp Program," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 13-28, May.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2013, "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series, CESifo, number 4281.
• Hela Mzoughi & Faysal Mansouri, 2013, "Computing risk measures for non-normal asset returns using Copula theory," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 1, pages 59-70, March.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient estimation using the Characteristic Function," CIRANO Working Papers, CIRANO, number 2013s-22, Jul.
• Andreea A. ROSOIU, 2013, "Monetary Policy Transmission Mechanism And Tvp-Var Model," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 2, pages 119-126, October.
• Wolfgang Polasek & Richard Sellner, 2013, "The Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 23-65, March.
• Tomas Konecny & Oxana Babecka Kucharcukova, 2013, "Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/10, Dec.
• Mauricio Lopera Castano & Ramón Javier Mesa Callejas & Sergio Iván Restrepo Ochoa & Charle Augusto Londono Henao, 2013, "Modelando el esquema de intervenciones del tipo de cambio para Colombia. una aplicación empírica de la técnica de regresión del cuantil bajo redes neu," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jacobo Campo Robledo & M�nica Enciso Pulido & Andr�s Acosta Hern�ndez, 2013, "Sistema de inferencia difuso para la inflación en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 71, pages 73-84, DOI: 10.1016/S0120-4483(13)70012-5.
• Andrés Torres & Sandra M�ndez Fajardo & Liliana L�pez Kleine & Nicol�s Oviedo Sandra Galarza Molina, 2013, "Calidad de vida y ciudad: análisis del nivel de desarrollo en Bogotá a través del método de necesidades básicas insatisfechas," Estudios Gerenciales, Universidad Icesi.
• Juan Carlos Zambrano Jurado, 2013, "Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11026, Feb.
• Jorge Mario Uribe Gil, 2013, "Testing for multiple bubbles with daily data," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11028, Jul.
• Diego Fernando Lemus Polanía & Elkin Argemiro Casta�o V�lez, 2013, "Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 78, pages 151-184.
• Juan Pablo Uribe, 2013, "¿Puede una expansión educativa reducir la desigualdad? Un ejercicio de microsimulaciones para Colombia," Coyuntura Económica, Fedesarrollo.
• Wolff, Christian & Lehnert, Thorsten & Lin, Yuehao, 2013, "Skewness Risk Premium: Theory and Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9349, Feb.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9442, Apr.
• Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin, 2013, "Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws132925, Sep.
• Berger, Tino & Everaert, Gerdie, 2013, "Is The Impact Of Labor Taxes On Unemployment Asymmetric?," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 1, pages 143-154, January.
• Chen, Xi & Funke, Michael, 2013, "Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue , pages 39-48, February.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wage Dynamics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1886, Jan.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1914, Sep.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1915, Sep.
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