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

2013

• Javier Alejo & Marcelo Bérgolo & Fedora Carbajal, 2013, "Las Transferencias Públicas y su impacto distributivo: La Experiencia de los Países del Cono Sur en la década de 2000," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0141, Feb.
• Shakeeb Khan & Denis Nekipelov, 2013, "On Uniform Inference in Nonlinear Models with Endogeneity," Working Papers, Duke University, Department of Economics, number 13-16.
• Calvet , Laurent & Czellar, Veronika, 2013, "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series, HEC Paris, number 1048, Nov.
• Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009, "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series, European Central Bank, number 1051, May.
• McAdam, Peter & Willman, Alpo & León-Ledesma, Miguel A., 2010, "In dubio pro CES - Supply estimation with mis-specified technical change," Working Paper Series, European Central Bank, number 1175, Apr.
• Nyholm, Ken & Vidova-Koleva, Rositsa, 2010, "Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?," Working Paper Series, European Central Bank, number 1205, Jun.
• Schulz, Christian, 2011, "Liquidity requirements and payment delays - participant type dependent preferences," Working Paper Series, European Central Bank, number 1291, Feb.
• Guarda, Paolo & Rouabah, Abdelaziz & Theal, John, 2012, "An MVAR framework to capture extreme events in macro-prudential stress tests," Working Paper Series, European Central Bank, number 1464, Aug.
• El-Shagi, Makram & Jung, Alexander, 2013, "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series, European Central Bank, number 1579, Aug.
• Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013, "A predictability test for a small number of nested models," Working Paper Series, European Central Bank, number 1580, Aug.
• Donald W. K. Andrews & Xiaoxia Shi, 2013, "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, volume 81, issue 2, pages 609-666, March, DOI: ECTA9370.
• Rohin Anhal, 2013, "Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 4, pages 434-446.
• Mariam Camarero & Juana Castillo Giménez & Andrés J. Picazo-Tadeo & Cecilio Tamarit, 2013, "Is the eco-efficiency in greenhouse gas emissions converging among European Union countries?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1309, Mar.
• Tomás del Barrio Casto & William Nilsson & Andrés J. Picazo-Tadeo, 2013, "How wrong can you be, without noticing? Further evidence on speci?cation errors in the Conditional Logit," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1318, Jul.
• Schäfer, Rudi & Koivusalo, Alexander F.R., 2013, "Dependence of defaults and recoveries in structural credit risk models," Economic Modelling, Elsevier, volume 30, issue C, pages 1-9, DOI: 10.1016/j.econmod.2012.08.033.
• Degiannakis, Stavros & Livada, Alexandra, 2013, "Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process," Economic Modelling, Elsevier, volume 30, issue C, pages 212-216, DOI: 10.1016/j.econmod.2012.09.027.
• Li, Yushu, 2013, "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, volume 30, issue C, pages 317-321, DOI: 10.1016/j.econmod.2012.08.028.
• Ahamada, Ibrahim & Jolivaldt, Philippe, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, volume 31, issue C, pages 460-466, DOI: 10.1016/j.econmod.2012.12.007.
• Kumar, Dilip & Maheswaran, S., 2013, "Detecting sudden changes in volatility estimated from high, low and closing prices," Economic Modelling, Elsevier, volume 31, issue C, pages 484-491, DOI: 10.1016/j.econmod.2012.12.021.
• Witte, Björn-Christopher, 2013, "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, volume 32, issue C, pages 377-385, DOI: 10.1016/j.econmod.2013.02.030.
• Sun, Qi & Xu, Weijun & Xiao, Weilin, 2013, "An empirical estimation for mean-reverting coal prices with long memory," Economic Modelling, Elsevier, volume 33, issue C, pages 174-181, DOI: 10.1016/j.econmod.2013.04.015.
• Maheswaran, S. & Kumar, Dilip, 2013, "An automatic bias correction procedure for volatility estimation using extreme values of asset prices," Economic Modelling, Elsevier, volume 33, issue C, pages 701-712, DOI: 10.1016/j.econmod.2013.05.019.
• Eriṣ, Mehmet N. & Ulaṣan, Bülent, 2013, "Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions," Economic Modelling, Elsevier, volume 33, issue C, pages 867-883, DOI: 10.1016/j.econmod.2013.05.014.
• de Truchis, Gilles, 2013, "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Economic Modelling, Elsevier, volume 34, issue C, pages 98-105, DOI: 10.1016/j.econmod.2012.12.011.
• Golombek, Rolf & Brekke, Kjell Arne & Kittelsen, Sverre A.C., 2013, "Is electricity more important than natural gas? Partial liberalizations of the Western European energy markets," Economic Modelling, Elsevier, volume 35, issue C, pages 99-111, DOI: 10.1016/j.econmod.2013.06.023.
• Higgins, Tim & Sinning, Mathias, 2013, "Modeling income dynamics for public policy design: An application to income contingent student loans," Economics of Education Review, Elsevier, volume 37, issue C, pages 273-285, DOI: 10.1016/j.econedurev.2013.08.009.
• Camarero, Mariam & Picazo-Tadeo, Andrés J. & Tamarit, Cecilio, 2013, "Are the determinants of CO2 emissions converging among OECD countries?," Economics Letters, Elsevier, volume 118, issue 1, pages 159-162, DOI: 10.1016/j.econlet.2012.10.009.
• Hrazdil, Karel & Trottier, Kim & Zhang, Ray, 2013, "A comparison of industry classification schemes: A large sample study," Economics Letters, Elsevier, volume 118, issue 1, pages 77-80, DOI: 10.1016/j.econlet.2012.09.022.
• Mao, Guangyu, 2013, "Model selection for regression with heteroskedastic and autocorrelated errors," Economics Letters, Elsevier, volume 118, issue 3, pages 497-501, DOI: 10.1016/j.econlet.2012.12.035.
• Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013, "Volatility and persistence of simulated DSGE real exchange rates," Economics Letters, Elsevier, volume 119, issue 1, pages 38-41, DOI: 10.1016/j.econlet.2012.12.032.
• Brzezinski, Michal, 2013, "Asymptotic and bootstrap inference for top income shares," Economics Letters, Elsevier, volume 120, issue 1, pages 10-13, DOI: 10.1016/j.econlet.2013.03.045.
• Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2013, "News impact curve for stochastic volatility models," Economics Letters, Elsevier, volume 120, issue 1, pages 130-134, DOI: 10.1016/j.econlet.2013.03.001.
• Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo, 2013, "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures," Economics Letters, Elsevier, volume 120, issue 2, pages 195-199, DOI: 10.1016/j.econlet.2013.03.033.
• Fosgerau, Mogens & Mabit, Stefan L., 2013, "Easy and flexible mixture distributions," Economics Letters, Elsevier, volume 120, issue 2, pages 206-210, DOI: 10.1016/j.econlet.2013.03.050.
• Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour, 2013, "Bootstrapping realized multivariate volatility measures," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 49-65, DOI: 10.1016/j.jeconom.2012.08.003.
• Andrews, Donald W.K. & Cheng, Xu, 2013, "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 36-56, DOI: 10.1016/j.jeconom.2012.10.003.
• Fuentes-Albero, Cristina & Melosi, Leonardo, 2013, "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 132-141, DOI: 10.1016/j.jeconom.2013.03.002.
• Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013, "Panel unit root tests in the presence of a multifactor error structure," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 94-115, DOI: 10.1016/j.jeconom.2013.02.001.
• Galichon, Alfred & Henry, Marc, 2013, "Dilation bootstrap," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 109-115, DOI: 10.1016/j.jeconom.2013.07.001.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013, "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 213-232, DOI: 10.1016/j.jeconom.2013.04.009.
• Cuthbertson, Keith & Nitzsche, Dirk, 2013, "Performance, stock selection and market timing of the German equity mutual fund industry," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 86-101, DOI: 10.1016/j.jempfin.2012.12.002.
• Lynch, Muireann Á. & Shortt, Aonghus & Tol, Richard S.J. & O'Malley, Mark J., 2013, "Risk–return incentives in liberalised electricity markets," Energy Economics, Elsevier, volume 40, issue C, pages 598-608, DOI: 10.1016/j.eneco.2013.08.015.
• Schneider, Eric B., 2013, "Real wages and the family: Adjusting real wages to changing demography in pre-modern England," Explorations in Economic History, Elsevier, volume 50, issue 1, pages 99-115, DOI: 10.1016/j.eeh.2012.08.001.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 21-33, DOI: 10.1016/j.irfa.2012.06.001.
• Kaeck, Andreas & Alexander, Carol, 2013, "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 46-56, DOI: 10.1016/j.irfa.2013.01.008.
• Bourguignon, François & Bussolo, Maurizio, 2013, "Income Distribution in Computable General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00021-3.
• Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013, "Causes of nonlinearities in low-order models of the real exchange rate," Journal of International Economics, Elsevier, volume 91, issue 1, pages 128-141, DOI: 10.1016/j.jinteco.2013.04.008.
• Dingeç, Kemal Dinçer & Hörmann, Wolfgang, 2013, "Control variates and conditional Monte Carlo for basket and Asian options," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 421-434, DOI: 10.1016/j.insmatheco.2013.03.002.
• Cascos, Ignacio & Molchanov, Ilya, 2013, "Choosing a random distribution with prescribed risks," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 599-605, DOI: 10.1016/j.insmatheco.2013.03.014.
• Milcheva, Stanimira, 2013, "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5329-5345, DOI: 10.1016/j.jbankfin.2013.05.011.
• Harris, Richard D.F. & Mazibas, Murat, 2013, "Dynamic hedge fund portfolio construction: A semi-parametric approach," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 139-149, DOI: 10.1016/j.jbankfin.2012.08.017.
• Maican, Florin G. & Sweeney, Richard J., 2013, "Real exchange rate adjustment in European transition countries," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 907-926, DOI: 10.1016/j.jbankfin.2012.10.007.
• Puzanova, Natalia & Düllmann, Klaus, 2013, "Systemic risk contributions: A credit portfolio approach," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1243-1257, DOI: 10.1016/j.jbankfin.2012.11.017.
• Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013, "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3681-3693, DOI: 10.1016/j.jbankfin.2013.06.001.
• El-Shagi, M. & Knedlik, T. & von Schweinitz, G., 2013, "Predicting financial crises: The (statistical) significance of the signals approach," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 76-103, DOI: 10.1016/j.jimonfin.2013.02.001.
• Bottasso, Anna & Castagnetti, Carolina & Conti, Maurizio, 2013, "And yet they Co-move! Public capital and productivity in OECD," Journal of Policy Modeling, Elsevier, volume 35, issue 5, pages 713-729, DOI: 10.1016/j.jpolmod.2013.02.007.
• Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013, "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, volume 43, issue 4, pages 617-634, DOI: 10.1016/j.regsciurbeco.2013.03.005.
• Karmakar, Madhusudan, 2013, "Estimation of tail-related risk measures in the Indian stock market: An extreme value approach," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 79-85, DOI: 10.1016/j.rfe.2013.05.001.
• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 68-81, DOI: 10.1016/j.ribaf.2012.09.001.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• McAleer, M.J. & Chan, F. & Oxley, L., 2013, "Modelling and Simulation: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2013-19, May.
• Eben Upton & William J. Nuttall, 2013, "Fuel Panics: insights from spatial agent-based simulation," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1305, Apr.
• José Francisco Martínez-Sánchez & Francisco Venegas-Martínez, 2013, "Riesgo operacional en la banca trasnacional: un enfoque bayesiano," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 31-72, May.
• Xavier Jara Tamayo, Holguer & Tumino, Alberto, 2013, "Tax-benefit systems, income distribution and work incentives in the European Union," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM7/13, Mar.
• Katia Berti, 2013, "Stochastic public debt projections using the historical variance-covariance matrix approach for EU countries," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 480, Apr.
• Wenjun Liu & Shuliang Zou, 2013, "Does Openness Increase the Efficiency of China¡¯s Manufacturing Firms? Evidence from the World Bank Investment Climate Survey," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 3, pages 430-451, September.
• L. Sella & G. Vivaldo & A. Groth & M. Ghil, 2013, "Economic Cycles and Their Synchronization: A Survey of Spectral Properties," Working Papers, Fondazione Eni Enrico Mattei, number 2013.105, Dec.
• Nikolay Gospodinov & Damba Lkhagvasuren, 2013, "A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-05, Sep.
• Hirbod Assa & Amal Dabbous & Nikolay Gospodinov, 2013, "A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-08, Sep.
• Nikolay Gospodinov & Serena Ng, 2013, "Minimum distance estimation of possibly non-invertible moving average models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-11.
• Edward P. Herbst & Frank Schorfheide, 2013, "Sequential Monte Carlo sampling for DSGE models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-43.
• Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013, "Which continuous-time model is most appropriate for exchange rates?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-024, DOI: 10.20955/wp.2013.024.
• Marco Del Negro & Giorgio E. Primiceri, 2013, "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports, Federal Reserve Bank of New York, number 619.
• Laura Mørch Andersen, 2013, "Obtaining reliable Likelihood Ratio tests from simulated likelihood functions," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/1, Jan.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," Econometrics, MDPI, volume 1, issue 3, pages 1-13, November.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Post-Print, HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• François Bourguignon & Maurizio Bussolo, 2013, "Income Distribution in Computable General Equilibrium Modeling," Post-Print, HAL, number hal-00812905, Jan, DOI: 10.1016/B978-0-444-59568-3.00021-3.
• Gilles De Truchis, 2013, "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Post-Print, HAL, number hal-01498262, DOI: 10.1016/j.econmod.2012.12.011.
• Russell Davidson & Jean-Yves Duclos, 2013, "Testing for Restricted Stochastic Dominance," Post-Print, HAL, number hal-01499628, DOI: 10.1080/07474938.2012.690332.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• François Bourguignon & Maurizio Bussolo, 2013, "Income Distribution in Computable General Equilibrium Modeling," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00812905, Jan, DOI: 10.1016/B978-0-444-59568-3.00021-3.
• Jérôme Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career Progression, Economic Downturns and Skills," Sciences Po Economics Publications (main), HAL, number hal-01070441, Mar.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wages Dynamics," Sciences Po Economics Publications (main), HAL, number hal-03473908, Jan.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient Estimation Using the Characteristic Function," Working Papers, HAL, number hal-00867850, Sep.
• Jérôme Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career Progression, Economic Downturns and Skills," Working Papers, HAL, number hal-01070441, Mar.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wages Dynamics," Working Papers, HAL, number hal-03473908, Jan.
• Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," Working Papers, HAL, number halshs-00879522, Oct.
• Maican, Florin G. & Sweeney, Richard J., 2013, "Rejection Probabilities for a Battery of Unit-Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics, number 568, Jun.
• Reese, Simon & Li, Yushu, 2013, "Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements," Working Papers, Lund University, Department of Economics, number 2013:36, Oct.
• Li, Yushu & Andersson, Fredrik N. G., 2013, "A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models," Working Papers, Lund University, Department of Economics, number 2013:39, Nov.
• Lundbäck, Mattias, 2013, "Resolving the Coordination Problem in Health Care: Limited Responsibility HMO:s," Ratio Working Papers, The Ratio Institute, number 209, Aug.
• Hadri, Kaddour & Kurozumi, Eiji & 黒住, 英司 & Rao, Yao, 2013, "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2013-12, Sep.
• Hiroshi Sakamoto, 2013, "Prediction Of The Prefectural Economy In Japan Using A Stochastic Model," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 13-24, June.
• Matthew J. Baker, 2013, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics, number 440.
• Seyed Hossein Iranmanesh & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2013, "The Application of a Grey Markov Model in Forecasting the Errors of EIA’s Projections in Gas Production and Energy Intensity," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 3, pages 9-17, September.
• Bontemps, Christian, 2013, "Moment-Based Tests for Discrete Distributions," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 772, Apr, revised Oct 2014.
• Iman Gunadi & Aditya Anta Taruna & Cicilia A. Harun, 2013, "Penggunaan Indeks Stabilitas Sistem Keuangan (ISSK) Dalam Pelaksanaan Surveilans Makroprudensial," Working Papers, Bank Indonesia, number WP/15/2013.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/13, Jan.
• Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career progression, economic downturns and skills," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/13, Mar.
• Tiemen M. Woutersen & John Ham, 2013, "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/13, May.
• Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2013, "A nonparametric test of a strong leverage hypothesis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/13, Jul.
• Dennis Kristensen & Bernard Salanie, 2013, "Higher-order properties of approximate estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/13, Sep.
• Arun Advani & Tymon Sloczynski, 2013, "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP64/13, Dec.
• David Cronin & Kevin Dowd, 2013, "Fiscal Fan Charts: A Tool for Assessing Member States' (Likely?) Compliance with EU Fiscal Rules," Fiscal Studies, Institute for Fiscal Studies, volume 34, issue , pages 517-534, December.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, sorting and wage dynamics," IFS Working Papers, Institute for Fiscal Studies, number W13/16, Aug.
• Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career progression, economic downturns, and skills," IFS Working Papers, Institute for Fiscal Studies, number W13/24, Aug.
• Wolfgang Polasek, 2013, "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series, Institute for Advanced Studies, number 295, Apr.
• H. Xavier Jara & Alberto Tumino, 2013, "Tax-benefit systems, income distribution and work incentives in the European Union," International Journal of Microsimulation, International Microsimulation Association, volume 1, issue 6, pages 27-62.
• Rodrigo Cabrero & Rodolfo Cermeño & Fausto Hernández Trillo, 2013, "Eficiencia en el Mercado Accionario: Nueva Evidencia para el Caso Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 1, pages 53-74, Enero-Jun.
• Yannira Chávez & Patricia Cortez & Paúl Medina, 2013, "Cuantificación de las pérdidas inesperadas ocasionadas por la delincuencia en Ecuador," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 5, issue 1, pages 51-62, Junio.
• Otuken Senger, 2013, "Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 18, issue 1, pages 81-115, May.
• Heshmati, Almas & Lenz-Cesar, Flávio, 2013, "Determinants and Policy Simulation of Firms Cooperation in Innovation," IZA Discussion Papers, IZA Network @ LISER, number 7487, Jul.
• Higgins, Tim & Sinning, Mathias, 2013, "Modeling Income Dynamics for Public Policy Design: An Application to Income Contingent Student Loans," IZA Discussion Papers, IZA Network @ LISER, number 7556, Aug.
• Advani, Arun & Sloczynski, Tymon, 2013, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers, IZA Network @ LISER, number 7874, Dec.
• Jesús Peiró-Palomino & Anabel Forte Deltell, 2013, "Does social capital matter for European regional growth?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2013/02.
• José M. Albert & Marta R. Casanova & Jorge Mateu & Vicente Orts, 2013, "Distance-Based Methods: An improvement of Ripley’s K function vs. the K density function," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2013/07.
• Sangwon Suh & Inwon Jang & Misun Ahn, 2013, "A Simple Method For Measuring Systemic Risk Using Credit Default Swap Market Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 38, issue 4, pages 75-100, December.
• Stephan B. Bruns, 2013, "Identifying Genuine Effects in Observational Research by Means of Meta-Regressions," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-040, Sep.
• William A. Barnett & Taniya Ghosh, 2013, "Stability Analysis of Uzawa-Lucas Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201304, May, revised May 2013.
• Jesús Otero & Jeremy Smith, 2013, "Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 1, pages 1-9, January, DOI: 10.1007/s10614-011-9309-4.
• Makram El-Shagi & Sebastian Giesen, 2013, "Testing for Structural Breaks at Unknown Time: A Steeplechase," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 1, pages 101-123, January, DOI: 10.1007/s10614-011-9271-1.
• George Monokroussos, 2013, "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 1, pages 71-105, June, DOI: 10.1007/s10614-012-9339-6.
• Mariam Camarero & Juana Castillo & Andrés Picazo-Tadeo & Cecilio Tamarit, 2013, "Eco-Efficiency and Convergence in OECD Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 55, issue 1, pages 87-106, May, DOI: 10.1007/s10640-012-9616-9.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013, "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, volume 18, issue 1, pages 69-108, March, DOI: 10.1007/s10887-012-9083-8.
• Giuseppe Espa & Giuseppe Arbia & Diego Giuliani, 2013, "Conditional versus unconditional industrial agglomeration: disentangling spatial dependence and spatial heterogeneity in the analysis of ICT firms’ distribution in Milan," Journal of Geographical Systems, Springer, volume 15, issue 1, pages 31-50, January, DOI: 10.1007/s10109-012-0163-2.
• François Bavaud, 2013, "Testing spatial autocorrelation in weighted networks: the modes permutation test," Journal of Geographical Systems, Springer, volume 15, issue 3, pages 233-247, July, DOI: 10.1007/s10109-013-0179-2.
• Ryan Mutter & William Greene & William Spector & Michael Rosko & Dana Mukamel, 2013, "Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes," Journal of Productivity Analysis, Springer, volume 39, issue 2, pages 101-110, April, DOI: 10.1007/s11123-012-0277-z.
• Sriram Shankar & John Quiggin, 2013, "Production under uncertainty: a simulation study," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 207-215, June, DOI: 10.1007/s11123-012-0281-3.
• Yow-Jen Jou & Chih-Wei Wang & Wan-Chien Chiu, 2013, "Is the realized volatility good for option pricing during the recent financial crisis?," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 171-188, January, DOI: 10.1007/s11156-012-0285-0.
• Nagy, Tamás, 2013, "A villamos erőművek szén-dioxid-kibocsátásának modellezése reálopciók segítségével
  [Modelling of the carbon dioxide emissions of a power plant, using real options]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 318-341.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modelling and Simulation: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 865, May.
• Javier Alejo, 2013, "Relación de Kuznets en América Latina. Explorando más allá de la media condicional," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 59, pages 3-55, January-D.
• Diego Lemus & Elkin Castaño, 2013, "A test for the existence of a fractional root in a non-stationary time series," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 78, pages 151-184.
• Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013, "Too many skew normal distributions? The practitioner’s perspective," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/07, May.
• John P. Robinson & Jonathan Gershuny, 2013, "Visualizing multinational daily life via multidimensional scaling (MDS)," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 10, issue 1, pages 76-90, November.
• Antonia Arsova & Deniz Dilan Karaman Oersal, 2013, "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 280, Aug.
• Christian Westphal, 2013, "Evidence for the “Suicide by Firearm” Proxy for Gun Ownership from Austria," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201333.
• Eghbalnia, Mohammad & Fadayinejad, Mohammad Esmaeel & Noferesti, Mohammad, 2013, "The Impact of Leverage on Firm Investment: Evidence from Tehran Stock Exchange," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 4, pages 59-73, October.
• Stelios Bekiros & Alessia Paccagnini, 2013, "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, University of Milano-Bicocca, Department of Economics, number 236, Feb, revised Feb 2013.
• Zheng (Michael) Song & Guiying (Laura) Wu, 2013, "A Structural Estimation on Capital Market Distortions in Chinese Manufacturing," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1306, Jun.
• Guiying (Laura) Wu, 2013, "Investment Frictions and the Aggregate Output Loss in China," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1307, Jul.
• Jan F. KIVIET & Jerzy NIEMCZYK, 2013, "On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1311, Nov.
• Martínez Sánchez José Francisco & Venegas Martínez, 2013, "Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano," Contaduría y Administración, Accounting and Management, volume 58, issue 2, pages 221-259, abril-jun.
• Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013, "Mismatch, Sorting and Wage Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 18719, Jan.
• Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin, 2013, "Career Progression, Economic Downturns, and Skills," NBER Working Papers, National Bureau of Economic Research, Inc, number 18832, Feb.
• Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers, National Bureau of Economic Research, Inc, number 18983, Apr.
• Edward P. Herbst & Frank Schorfheide, 2013, "Sequential Monte Carlo Sampling for DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 19152, Jun.
• Claudia Barriga & Manuel Gavilano & Daniel Argandona, 2013, "Operadores Moviles Virtuales: Funcionamiento, Experiencia Internacional y Recomendaciones sobre Modificaciones Normativas necesarias para su eventual funcionamiento en el Peru," Documentos de Trabajo, OSIPTEL, number 15.
• Pop Alexandra Mihaela & Dumitrascu Danut, 2013, "The Measurement And Evaluation Of The Internal Communication Process In Project Management," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1563-1572, July.
• Rainer Dahlhaus & Jan C. Neddermeyer, 2013, "Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 174-212, December.
• Jan-Maarten van Sonsbeek & Raymond H. J. M. Gradus, 2013, "Estimating the effects of recent disability reforms in the Netherlands," Oxford Economic Papers, Oxford University Press, volume 65, issue 4, pages 832-855, October.
• Ciobanu Carmen Liliana, 2013, "Analysis of the Degree of Absorption of EU Funds, 2007-2013," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 170-174, May.
• Oncioiu Ionica, 2013, "Data Mining - an Instrument Managing the Knowledge Collected for the Enterprise," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 579-583, May.
• Catherine Ris & Samuel Gorohouna, 2013, "Decomposing differences in employment outcomes between Kanak and other New Caledonians - how important is the role of school achievement?," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 16, issue 1, pages 115-135.
• Lozano Gutiérrez, M. Carmen & Fernández Fernández, Melchor, 2013, "Aplicación de una metodología difusa a la negociación de la reforma laboral || Methodology Based on Fuzzy Logic Techniques for Searching a Solution Reached by Consensus about the Labour Reform," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 16, issue 1, pages 29-46, December.
• Jan Willem van den End & Mark Kruidhof, 2013, "Modelling the liquidity ratio as macroprudential instrument," Journal of Banking Regulation, Palgrave Macmillan, volume 14, issue 2, pages 91-106, April.
• Michal Bernard Pietrzak, 2013, "Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem," Working Papers, Institute of Economic Research, number 35/2013, Jan, revised May 2013.
• Flavio ANGELINI & Stefano HERZEL & Marco NICOLOSI, 2013, "Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 118/2013, Jul.
• Cristina Matias & Pedro Campos, 2013, "A Mixed Micro-Macro Approach To Statistical Disclosure Control For Macrodata," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 511, Oct.
• Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2013, "Detecting dependence between spatial processes," MPRA Paper, University Library of Munich, Germany, number 43861.
• Fosgerau, Mogens & Mabit, Stefan, 2013, "Easy and flexible mixture distributions," MPRA Paper, University Library of Munich, Germany, number 46078.
• Das, Arabinda, 2013, "Estimation of Inefficiency using a Firm-specific Frontier Model," MPRA Paper, University Library of Munich, Germany, number 46168, Apr.
• Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013, "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper, University Library of Munich, Germany, number 46250.
• Barnett, William A. & Ghosh, Taniya, 2013, "Stability analysis of Uzawa-Lucas endogenous growth model," MPRA Paper, University Library of Munich, Germany, number 47231, May.
• Doko Tchatoka, Firmin, 2013, "On bootstrap validity for specification tests with weak instruments," MPRA Paper, University Library of Munich, Germany, number 47485, Mar.
• Yashkir, Yuriy & Yashkir, Olga, 2013, "Overnight Index Rate: Model, Calibration, and Simulation," MPRA Paper, University Library of Munich, Germany, number 47574, Jun.
• Teneng, Dean, 2013, "NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper, University Library of Munich, Germany, number 47852, Jun.
• Shachat, Jason & Wei, Lijia, 2013, "Discrete Rule Learning and the Bidding of the Sexes," MPRA Paper, University Library of Munich, Germany, number 47953, Jul.
• Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia, 2013, "Estimating International Migration on the Base of Small Area Techniques," MPRA Paper, University Library of Munich, Germany, number 48775.
• Martin, Eisele & Zhu, Junyi, 2013, "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," MPRA Paper, University Library of Munich, Germany, number 57666, Nov.
• Caspi, Itamar, 2013, "Rtadf: Testing for Bubbles with EViews," MPRA Paper, University Library of Munich, Germany, number 58791, Aug, revised 06 Sep 2014.
• Muteba Mwamba, John & Mokwena, Paula, 2013, "International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach," MPRA Paper, University Library of Munich, Germany, number 64384, Aug.
• Degiannakis, Stavros & Livada, Alexandra, 2013, "Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors," MPRA Paper, University Library of Munich, Germany, number 67968, Nov.
• Aknouche, Abdelhakim, 2013, "Periodic autoregressive stochastic volatility," MPRA Paper, University Library of Munich, Germany, number 69571, Jun, revised 2015.
• Mur Lacambra, Jesús & Herrera Gómez, Marcos & Ruiz Marin, Manuel, 2013, "Selecting the W Matrix: Parametric vs. Non Parametric Approaches," MPRA Paper, University Library of Munich, Germany, number 71181, May.