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

2012

• Juthasit Rohitratana & Jorn Altmann, 2012, "Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201288, Mar, revised Mar 2012.
• Selam Abrham Gebregiorgis & Jorn Altmann, 2012, "IT Service Platforms: Their Value Creation Model and the Impact of their Level of Openness on their Adoption," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201295, Jun, revised Jun 2012.
• Netsanet Haile & Jorn Altmann, 2012, "Value Creation in IT Service Platforms through Two-Sided Network Effects," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201297, Nov, revised Nov 2012.
• Diego Romero-Ávila, 2012, "Multiple trend shifts and unit roots in US state income levels: implications for long-run growth," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 641-661, June, DOI: 10.1007/s00168-010-0420-6.
• Jesús Otero & Jeremy Smith, 2012, "Response surface models for the Leybourne unit root tests and lag order dependence," Computational Statistics, Springer, volume 27, issue 3, pages 473-486, September, DOI: 10.1007/s00180-011-0268-y.
• Manuel Landajo & Celia Bilbao & Amelia Bilbao, 2012, "Nonparametric neural network modeling of hedonic prices in the housing market," Empirical Economics, Springer, volume 42, issue 3, pages 987-1009, June, DOI: 10.1007/s00181-011-0485-9.
• Mathieu Lefebvre & Kristian Orsini, 2012, "A structural model for early exit of older men in Belgium," Empirical Economics, Springer, volume 43, issue 1, pages 379-398, August, DOI: 10.1007/s00181-011-0480-1.
• Aurea Grané & Helena Veiga, 2012, "Asymmetry, realised volatility and stock return risk estimates," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 2, pages 147-164, August, DOI: 10.1007/s10258-012-0081-8.
• Jan Willem van den End, 2012, "Liquidity stress-tester: do Basel III and unconventional monetary policy work?," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 15, pages 1233-1257, August, DOI: 10.1080/09603107.2011.646065.
• Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012, "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 24, pages 3135-3147, August, DOI: 10.1080/00036846.2011.570720.
• Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela T. Di Cagno & Carlo D’Ippoliti, 2012, "A test of the rational expectations hypothesis using data from a natural experiment," Applied Economics, Taylor & Francis Journals, volume 44, issue 35, pages 4661-4678, December, DOI: 10.1080/00036846.2011.597734.
• Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012, "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 24, pages 3135-3147, August, DOI: 10.1080/00036846.2011.570720.
• Drew Creal, 2012, "A Survey of Sequential Monte Carlo Methods for Economics and Finance," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 3, pages 245-296, DOI: 10.1080/07474938.2011.607333.
• Christian Kascha, 2012, "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 3, pages 297-324, DOI: 10.1080/07474938.2011.607343.
• Jinook Jeong & Byunguk Kang, 2012, "Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity," Journal of Applied Statistics, Taylor & Francis Journals, volume 39, issue 7, pages 1531-1542, January, DOI: 10.1080/02664763.2012.658360.
• Victoria Prowse, 2012, "Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 411-431, April, DOI: 10.1080/07350015.2012.697851.
• Guillaume Horny & Rute Mendes & Gerard J. van den Berg, 2012, "Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 468-480, March, DOI: 10.1080/07350015.2012.698142.
• Doko Tchatoka, Firmin, 2012, "Testing for partial exogeneity with weak identification," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 14565, May, revised 31 May 2012.
• Doko Tchatoka, Firmin, 2012, "On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15061, Jul, revised 06 Jul 2012.
• Doko Tchatoka, Firmin, 2012, "Specification tests with weak and invalid instruments," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15063, Jun, revised 26 Jun 2012.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012, "Identification-robust inference for endogeneity parameters in linear structural models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15064, Aug, revised 01 Aug 2012.
• Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012, "The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-096/III, Sep.
• Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012, "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-098/III, Sep.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-118/III, Nov.
• Jan F. Kiviet, 2012, "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-128/III, Nov.
• Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012, "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-032.
• Kleijnen, Jack P.C. & Mehdad, E., 2012, "Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-039.
• Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012, "Convex and Monotonic Bootstrapped Kriging," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-066.
• Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012, "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Other publications TiSEM, Tilburg University, School of Economics and Management, number 631ee82e-aff7-468c-838a-9.
• Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012, "Convex and monotonic bootstrapped kriging," Other publications TiSEM, Tilburg University, School of Economics and Management, number 972e079d-0209-45bf-b25e-a.
• Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012, "Convex and Monotonic Bootstrapped Kriging," Other publications TiSEM, Tilburg University, School of Economics and Management, number d1114eff-4ceb-4d67-9ab6-a.
• Xiaodong Gong & Robert Breunig, 2012, "Estimating net chid care price elasticities of partnered women with pre-school children using a discrete structural labour supply-child care model," Treasury Working Papers, The Treasury, Australian Government, number 2012-01, Nov, revised Nov 2012.
• Müller-Plantenberg, Nikolas, 2012, "Long swings in Japan’s current account and in the yen," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/08, Mar.
• Miguel A León-Ledesma & Peter McAdam & Alpo Willman, 2012, "Non-Balanced Growth and Production Technology Estimation," Studies in Economics, School of Economics, University of Kent, number 1204, Jan.
• Li, Jinjing & O'Donoghue, Cathal, 2012, "A methodological survey of dynamic microsimulation models," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2012-002.
• Li, Jinjing & O'Donoghue, Cathal, 2012, "Evaluating binary alignment methods in microsimulation models," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2012-003.
• Arqué-Castells, Pere & Mohnen, Pierre, 2012, "Sunk costs, extensive R&D subsidies and permanent inducement effects," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2012-029.
• Stephan Klasen & Thomas Otter & Carlos Villalobos Barria, 2012, "The Dynamics of Inequality Change in a Highly Dualistic Economy: Honduras, 1991-2007," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2012-017.
• Adedayo A. ADEPOJU & John O. OLAOMI, 2012, "Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 1(19)/ Sp, pages 8-16.
• Gabriella Donatiello & Gianni Betti & Paolo Consolini, 2012, "The Construction of Gross Income Variables of Eusilc (Eu Statistics on Income and Living Conditions) in Italy: A Mixed Strategy Using Microsimulation and Administrative Data," Department of Economics University of Siena, Department of Economics, University of Siena, number 652, Sep.
• Susanne Griebsch & Kay Pilz, 2012, "A Stochastic Approach to the Valuation of Barrier Options in Heston's Stochastic Volatility Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 309, Jul.
• Ke Du & Eckhard Platen & Renata Rendek, 2012, "Modeling of Oil Prices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 321, Dec.
• Eckhard Platen & Renata Rendek, 2012, "The Affine Nature of Aggregate Wealth Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 322, Dec.
• Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012, "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:35.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012, "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:36.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_15.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_16.
• Marco Minozzo & Silvia Centanni, 2012, "Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes," Working Papers, University of Verona, Department of Economics, number 11/2012, Mar.
• Marco Minozzo & Clarissa Ferrari, 2012, "Monte Carlo likelihood inference in multivariate model-based geostatistics," Working Papers, University of Verona, Department of Economics, number 33/2012, Nov.
• Steven Lim, 2012, "Estimating the Final Size of an Online User Base," Working Papers in Economics, University of Waikato, number 12/15, Dec.
• Hiroshi Sakamoto, 2012, "Future Prediction of the Prefectural Economy in Japan: Using a Stochastic Model," ERSA conference papers, European Regional Science Association, number ersa12p139, Oct.
• Michael Creel & Dennis Kristensen, 2012, "Estimation of dynamic latent variable models using simulated non‐parametric moments," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 490-515, October, DOI: j.1368-423X.2012.00387.x.
• Qu Feng & William C. Horrace, 2012, "Alternative technical efficiency measures: Skew, bias and scale," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 253-268, March.
• Martin Feldkircher & Stefan Zeugner, 2012, "The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 686-694, June.
• Christian Bontemps & Nour Meddahi, 2012, "Testing distributional assumptions: A GMM aproach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 978-1012, September.
• Martin Feldkircher, 2012, "Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 4, pages 361-376, July.
• Mehtabul Azam, 2012, "A distributional analysis of social group inequality in rural India," Journal of International Development, John Wiley & Sons, Ltd., volume 24, issue 4, pages 415-432, May.
• Silvia Centanni & Marco Minozzo, 2012, "Monte Carlo Derivative Pricing With Partial Information In A Class Of Doubly Stochastic Poisson Processes With Marks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-22, DOI: 10.1142/S0219024912500185.
• Janusz Gajda, 2012, "Modeling of short term interest rate based on tempered fractional Langevin equation," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/03.
• Carlos Martins-Filho & Feng Yao & Maximo Torero, 2012, "Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory," Working Papers, Department of Economics, West Virginia University, number 13-05, Aug.
• Harald Oberhofer & Michael Pfaffermayr, 2012, "Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)," Contemporary Economics, Vizja University, volume 6, issue 3, September.
• Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan, 2012, "The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 12/24, Aug.
• M Hashem Pesaran & Takashi Yamagata, 2012, "Testing CAPM with a Large Number of Assets," Discussion Papers, Department of Economics, University of York, number 12/05, Feb.
• M. T. Aparicio & I. Villan�a, 2012, "Selection criteria for overlapping binary Models," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2012-01, Jan.
• Taipalus, Katja, 2012, "Detecting asset price bubbles with time-series methods," Bank of Finland Scientific Monographs, Bank of Finland, number sm2012_047, December.
• Feldkircher, Martin, 2012, "The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 26/2012.
• Chen, Xi & Funke, Michael, 2012, "Real-time warning signs of emerging and collapsing Chinese house price bubbles," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 27/2012.
• Taipalus, Katja, 2012, "Signaling asset price bubbles with time-series methods," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2012.
• Duellmann, Klaus & Kick, Thomas, 2012, "Stress testing German banks against a global cost-of-capital shock," Discussion Papers, Deutsche Bundesbank, number 04/2012.
• Fischer, Thomas, 2012, "Passive investment strategies and financial bubbles," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 212.
• Vance, Colin & Ritter, Nolan, 2012, "The Phantom Menace of Omitted Variables. A Comment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 29, issue 2, pages 233-238, DOI: 10.1177/0738894211433169.
• Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012, "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 192.
• Di Iorio, Francesca & Fachin, Stefano, 2012, "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-1.
• Di Iorio, Francesca & Fachin, Stefano, 2012, "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-18, DOI: 10.5018/economics-ejournal.ja.2012-.
• El-Shagi, Makram & von Schweinitz, Gregor, 2012, "Qual VAR Revisited: Good Forecast, Bad Story," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2012.
• El-Shagi, Makram & Knedlik, Tobias & von Schweinitz, Gregor, 2012, "Predicting Financial Crises: The (Statistical) Significance of the Signals Approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2012.
• Chih-Sheng Hsieh & Michael D. König & Xiaodong Liu, 2012, "Network formation with local complements and global substitutes: the case of R&D networks," ECON - Working Papers, Department of Economics - University of Zurich, number 217, Apr, revised Feb 2017.
• Irina Firsova & Svetlana Karpova, 2012, "Social Partnership Of Establishments Of Formation With Employers As Effective Preparation Of The Expert On A Labor Market," European Journal of Business and Economics, Central Bohemia University, volume 4, issue 0, pages 31-331:4, September, DOI: 10.12955/ejbe.v4i0.153.
• Stefanie Behncke, 2012, "How Do Shocks to Non-Cognitive Skills Affect Test Scores?," Annals of Economics and Statistics, GENES, issue 107-108, pages 155-173.
• Emmanuel Duguet & Claire Lelarge, 2012, "Does Patenting Increase the Private Incentives to Innovate? A Microeconometric Analysis," Annals of Economics and Statistics, GENES, issue 107-108, pages 201-238.
• Araujo-Enciso, Sergio Rene, , "Testing for linear and threshold cointegration under the spatial equilibrium condition," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122545, DOI: 10.22004/ag.econ.122545.
• Groth, Andreas & Ghil, Michael & Hallegatte, Stephane & Dumas, Patrice, 2012, "The Role of Oscillatory Modes in U.S. Business Cycles," Economy and Society, Fondazione Eni Enrico Mattei (FEEM), number 127421, May, DOI: 10.22004/ag.econ.127421.
• Simtowe, Franklin & Kassie, Menale & Asfaw, Solomon & Shiferaw, Bekele A. & Monyo, Emmanuel & Siambi, Moses, 2012, "Welfare Effects of Agricultural Technology adoption: the case of improved groundnut varieties in rural Malawi," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126761, DOI: 10.22004/ag.econ.126761.
• Davidson, Russell & MacKinnon, James G., 2012, "Bootstrap Confidence Sets with Weak Instruments," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274076, Apr, DOI: 10.22004/ag.econ.274076.
• Marcel Aloy & Gilles de Truchis, 2012, "Estimation and Testing for Fractional Cointegration," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1215, Jun.
• Gilles de Truchis, 2012, "Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1220, Jul.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric Estimation and Inference for Granger Causality Measures," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012009, Jan.
• St'ephane Goutte & Nadia Oudjane & Francesco Russo, 2012, "Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets," Papers, arXiv.org, number 1205.4089, May.
• Michael Creel & Sonik Mandal & Mohammad Zubair, 2012, "Econometrics on GPUs," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 921.12, Nov.
• Sofia Anyfantaki & Antonis Demos, 2012, "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," DEOS Working Papers, Athens University of Economics and Business, number 1228, Jul.
• Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012, "A nonparametric test of the leverage hypothesis," CeMMAP working papers, Institute for Fiscal Studies, number 24/12, Sep, DOI: 10.1920/wp.cem.2012.2412.
• Marian Vavra, 2012, "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1204, Mar.
• Marian Vavra, 2012, "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1205, Mar.
• Marian Vavra, 2012, "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1206, Mar.
• Ramdane Djoudad, 2012, "A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata," Discussion Papers, Bank of Canada, number 12-3, DOI: 10.34989/sdp-2012-3.
• José Eduardo Gómez-González & Elioth Mirsha Sanabria-Buenaventura, 2012, "Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange," Borradores de Economia, Banco de la Republica de Colombia, number 697, Mar, DOI: 10.32468/be.697.
• Ligia Alba melo B. & Carlos Adrés Ballesteros R, 2012, "Creación, destrucción y reasignación del empleo en el sector manufacturero colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 699, Mar, DOI: 10.32468/be.699.
• Carlos León, 2012, "Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach," Borradores de Economia, Banco de la Republica de Colombia, number 703, Apr, DOI: 10.32468/be.703.
• Luis Fernando Melo & Hernán Rincón, 2012, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica de Colombia, number 704, Apr, DOI: 10.32468/be.704.
• Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica de Colombia, number 705, Apr, DOI: 10.32468/be.705.
• Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2012, "Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 1, pages 107-130, February, DOI: j.1468-0084.2011.00654.x.
• Bart Cockx & Matteo Picchio, 2012, "Are Short-lived Jobs Stepping Stones to Long-Lasting Jobs?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 5, pages 646-675, October, DOI: j.1468-0084.2011.00668.x.
• STEFAN Raluca-Mariana & SERBAN Mariuta, 2012, "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 63, issue 4-5, pages 223-233.
• Casto Martín Montero Kuscevic, 2012, "Inversión pública en Bolivia y su incidencia en el crecimiento económico: un análisis desde la perspectiva espacial," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 31-57, June.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Paper, Norges Bank, number 2012/04, Apr.
• Marco J. Lombardi & Francesco Ravazzolo, 2012, "Oil price density forecasts: exploring the linkages with stock markets," Working Paper, Norges Bank, number 2012/24, Dec.
• Francesco Ravazzolo & Marco J. Lombardi, 2012, "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2012, Dec.
• M. E. Bontempi & I. Mammi, 2012, "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp843, Sep.
• Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone, 2012, "Evaluating Asset Pricing Models in a Simulated Multifactor Approach," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 4, pages 425-460.
• Pesaran, M. H. & Yamagata, T., 2012, "Testing CAPM with a Large Number of Assets (Updated 28th March 2012)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1210, Feb.
• Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012, "Indirect estimation of agent-based models.An application to a simple diffusion model," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 118.
• Matteo G. Richiardi, 2012, "Forecasting with Unobserved Heterogeneity," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 123.
• Tziogkidis, Panagiotis, 2012, "Bootstrap DEA and Hypothesis Testing," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/18, Aug.
• Tziogkidis, Panagiotis, 2012, "The Simar and Wilson s Bootstrap DEA approach: a critique," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/19, Aug, revised Nov 2012.
• Pere Arqué-Castells & Pierre Mohnen, 2012, "Sunk costs, extensive R&D subsidies and permanent inducement effects," CIRANO Working Papers, CIRANO, number 2012s-09, Apr.
• Wolfgang Polasek, 2012, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 25-52, March.
• María Isabel Restrepo Estrada & Santiago Arango Aramburo & Luis Guillermo Vélez, 2012, "La confiabilidad en los sistemas eléctricos competitivos y el modelo colombiano de cargo por confiabilidad," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jos� Eduardo G�mez-Gonz�lez & Elioth Mirsha Sanabria-Buenaventura, 2012, "Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange," Borradores de Economia, Banco de la Republica, number 9384, Mar.
• Edgar Caicedo Garc�a & Evelyn Tique Calder�n, 2012, "La nueva f�rmula de la gasolina y su potencial impacto inflacionario en Colombia," Borradores de Economia, Banco de la Republica, number 9392, Mar.
• Ligia Alba Melo B & Carlos Andr�s Ballesteros R, 2012, "Creaci�n, destrucci�n y reasignaci�n del empleo en el sector manufacturero colombiano," Borradores de Economia, Banco de la Republica, number 9407, Mar.
• Carlos L�on, 2012, "Estimating financial institutions� intraday liquidity risk: a Monte Carlo simulation approach," Borradores de Economia, Banco de la Republica, number 9441, Apr.
• luis Fernando Melo & Hern�n Rinc�n, 2012, "Choques externos y precios de los activos en Latinoam�rica antes y despu�s de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica, number 9450, Apr.
• Luis Fernando Melo & Rub�n Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica, number 9511, Apr.
• Carlos Alberto Soto Quintero & Alejandra Arboleda Bedoya & Juan Carlos Guti�rrez Betancur, 2012, "Trayectorias óptimas de inversión durante el ciclo de vida en un sistema de multifondos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10713, Dec.
• Ana Maria Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2012, "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Elkin Argemiro Castano Velez & Jorge Sierra Almanza, 2012, "Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Viviana María Oquendo Patino, 2012, "Redes neuronales artificiales en las ciencias económicas," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 9938, Mar.
• Fredy Ocaris Pérez Ramírez & Armando Len�n T�mara Ay�s, 2012, "Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana.
• Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo, 2012, "Sistema de Inferencia Difuso para la Inflación en Colombia," Documentos de Trabajo, Universidad Católica de Colombia, number 9815, Feb.
• DUFAYS, Arnaud, 2012, "Infinite-state Markov-switching for dynamic volatility and correlation models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012043, Nov.
• Fabian Irek & Thorsten Lehnert & Nicolas Martelin, 2012, "Noise Trading and the Cross-Section of Index Option Prices," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-1.
• Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2012, "Sentiment Trades and Option Prices," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-9.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric estimation and inference for Granger causality measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 14150, Mar.
• Blazsek, Szabolcs & Escribano, Álvaro, 2012, "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1202, Jan.
• Bouezmarni, Taoufik & Taamouti, Abderrahim, 2012, "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1217, Jan.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1842, Jan.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Testing for Multiple Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1843, Jan.
• Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1844, Jan.
• Fischer, Thomas, 2012, "Passive Investment Strategies and Financial Bubbles," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 57576, Apr.
• Fischer, Thomas, 2012, "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 58930, Aug.
• Fischer, Thomas, 2012, "Passive Investment Strategies and Financial Bubbles," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77437, Apr.
• Chopin, Nicolas (ed.), 2012, "Monte Carlo methods for sampling high-dimensional binary vectors," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10860.
• Nussenbaum, Maurice (ed.), 2012, "La rémunération dans les fonds d’investissement : évaluation et traitement fiscal," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11178.
• Robert, Christian P. (ed.), 2012, "Contributions computationnelles à la statistique Bayésienne," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12804.
• Javier Alejo, 2012, "Relación de Kuznets en América Latina. Explorando más allá de la media condicional," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0129, Mar.
• Donald W. K. Andrews & Xu Cheng, 2012, "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, volume 80, issue 5, pages 2153-2211, September, DOI: ECTA9456.
• Donald W. K. Andrews & Panle Jia Barwick, 2012, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, Econometric Society, volume 80, issue 6, pages 2805-2826, November, DOI: ECTA8166.
• Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Modelling the Errors of EIA's Oil Prices and Production Forecasts by the Grey Markov Model," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 312-319.
• Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Hybrid Grey Forecasting Model for Iran s Energy Consumption and Supply," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 3, pages 97-102.
• Pierre Rostan & Alexandra Rostan, 2012, "Assessing the Predictive Power of Customer Satisfaction for Financial and Market Performances: Price-to-Earnings Ratio is a Better Predictor Overall," International Review of Management and Marketing, Econjournals, volume 2, issue 1, pages 59-74.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A New Model Of Trend Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-12.
• Mariam Camarero & Andrés J. Picazo-Tadeo & Cecilio Tamarit, 2012, "Are the determinants of CO2 emissions converging among OECD countries?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1215, Oct.
• Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012, "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3398-3414, DOI: 10.1016/j.csda.2010.09.001.
• Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012, "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 3, pages 732-740, DOI: 10.1016/j.csda.2011.09.022.
• Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2012, "Do institutional changes affect business cycles? Evidence from Europe," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1520-1533, DOI: 10.1016/j.jedc.2012.03.017.
• Şeker, Murat, 2012, "A structural model of firm and industry evolution: Evidence from Chile," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 891-913, DOI: 10.1016/j.jedc.2012.01.007.
• Ruge-Murcia, Francisco, 2012, "Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 914-938, DOI: 10.1016/j.jedc.2012.01.008.
• Arbia, G. & Espa, G. & Giuliani, D. & Mazzitelli, A., 2012, "Clusters of firms in an inhomogeneous space: The high-tech industries in Milan," Economic Modelling, Elsevier, volume 29, issue 1, pages 3-11, DOI: 10.1016/j.econmod.2011.01.012.
• Buck, Andrew J. & Lady, George M., 2012, "Structural sign patterns and reduced form restrictions," Economic Modelling, Elsevier, volume 29, issue 2, pages 462-470, DOI: 10.1016/j.econmod.2011.12.003.
• Bao, Qunfang & Chen, Si & Li, Shenghong, 2012, "Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest," Economic Modelling, Elsevier, volume 29, issue 2, pages 471-477, DOI: 10.1016/j.econmod.2011.12.002.
• van Sonsbeek, Jan-Maarten & Alblas, Ridwan, 2012, "Disability benefit microsimulation models in the Netherlands," Economic Modelling, Elsevier, volume 29, issue 3, pages 700-715, DOI: 10.1016/j.econmod.2012.01.004.
• Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie, 2012, "Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test," Economic Modelling, Elsevier, volume 29, issue 3, pages 810-816, DOI: 10.1016/j.econmod.2011.08.006.
• Sadefo Kamdem, Jules, 2012, "A nice estimation of Gini index and power Pen's parade," Economic Modelling, Elsevier, volume 29, issue 4, pages 1299-1304, DOI: 10.1016/j.econmod.2012.03.015.
• Xu, Weijun & Sun, Qi & Xiao, Weilin, 2012, "A new energy model to capture the behavior of energy price processes," Economic Modelling, Elsevier, volume 29, issue 5, pages 1585-1591, DOI: 10.1016/j.econmod.2012.05.009.
• Baillie, Richard T. & Morana, Claudio, 2012, "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, volume 29, issue 6, pages 2451-2459, DOI: 10.1016/j.econmod.2012.07.011.
• Shi, Hui, 2012, "The efficiency of government promotion of inbound tourism: The case of Australia," Economic Modelling, Elsevier, volume 29, issue 6, pages 2711-2718, DOI: 10.1016/j.econmod.2012.06.019.