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

2011

• Rasmus Tangsgaard Varneskov, 2011, "Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-35, Sep.
• Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts, 2011, "Marginal Likelihood for Markov-switching and Change-point Garch Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-41, Nov.
• Emilian Dobrescu, 2011, "Some Issues Involved by the Policies Concerning Exchange Rate and Inflation. Quantitative Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 13, issue 29, pages 250-257, February.
• Araujo-Enciso, Sergio Rene, 2011, "The Takayama and Judge Price and Allocation Models and its application in non-linear Price Transmission Analysis Approaches," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103432, DOI: 10.22004/ag.econ.103432.
• Tonini, Axel & Matus, Silvia Saravia & Gomez y Paloma, Sergio, 2011, "A Bayesian Total Factor Productivity Analysis of Tropical Agricultural Systems in Central-Western Africa And South-East Asia," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 116088, DOI: 10.22004/ag.econ.116088.
• Gutierrez, Luciano, 2011, "Looking for Rational Bubbles in Agricultural Commodity Markets," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 120377, DOI: 10.22004/ag.econ.120377.
• Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2011, "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 208113, DOI: 10.22004/ag.econ.208113.
• Davidson, Russell & MacKinnon, James G., 2011, "Confidence Sets Based on Inverting Anderson-Rubin Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273756, Nov, DOI: 10.22004/ag.econ.273756.
• MacKinnon, James G., 2011, "Thirty Years of Heteroskedasticity-Robust Inference," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273816, May, DOI: 10.22004/ag.econ.273816.
• Cozzi, Marco, 2011, "Optimal Unemployment Insurance in GE: a RobustCalibration Approach," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273970, Aug, DOI: 10.22004/ag.econ.273970.
• Ioan Trenca & Simona Mutu & Nicolae Petria, 2011, "Econometric Models Used For Managing The Market Risk In The Romanian Banking System," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 115-123, july.
• Elie BOURI, 2011, "An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 259-271, December.
• Kneip, Alois & Simar, Leopold & Wilson, Paul W., 2011, "Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011030, Jan.
• Juan Ignacio Zoloa, 2011, "Los Cambios en la Distribución del Ingreso de Argentina entre 1998 Y 2005: Un Análisis de Microdescomposiciones Utilizando Información de Paneles," IIE, Working Papers, IIE, Universidad Nacional de La Plata, number 086, Jun.
• Riccardo LUCCHETTI & Claudia PIGINI, 2011, "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 357, Jun.
• Klaus Moeltner & Roger von Haefen, 2011, "Microeconometric Strategies for Dealing with Unobservables and Endogenous Variables in Recreation Demand Models," Annual Review of Resource Economics, Annual Reviews, volume 3, issue 1, pages 375-396, October.
• Michael Creel & Dennis Kristensen, 2011, "Indirect likelihood inference," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 874.11, May.
• Xiaodong Gong & Robert Breuing, 2011, "Estimating Net Child Care Price Elasticities of Partnered Women With Pre-School Children Using a Discrete Structural Labour Supply-Child Care Model," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 653, Nov.
• Céline Gauthier & Toni Gravelle & Xuezhi Liu & Moez Souissi, 2011, "What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?," Discussion Papers, Bank of Canada, number 11-9, DOI: 10.34989/sdp-2011-9.
• Ricardo Schechtman & Wagner Piazza Gaglianone, 2011, "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series, Central Bank of Brazil, Research Department, number 241, May.
• Paolo Guarda & Abdelaziz Rouabah & John Theal, 2011, "An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests," BCL working papers, Central Bank of Luxembourg, number 63, Oct.
• Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez, 2011, "Expectations, Inter-Sectorial Relationships and the Business Cycle," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 63, pages 97-147, July - Se.
• Daniele Coin, 2011, "A method to estimate power parameter in Exponential Power Distribution via polynomial regression," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 834, Nov.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2011, "A Simple Test for Spurious Regressions," Working Papers, Banco de México, number 2011-05, Aug.
• Martínez-Ovando Juan Carlos & Walker Stephen G., 2011, "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers, Banco de México, number 2011-08, Sep.
• Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2011, "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers, Banco de México, number 2011-11, Oct.
• Loddo, Antonello & Ni, Shawn & Sun, Dongchu, 2011, "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 342-355.
• Sheheryar Malik & Pitt, M. K., 2011, "Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering," Working papers, Banque de France, number 318.
• Ramdane Djoudad, 2011, "A framework to assess vulnerabilities arising from household indebtedness using microdata," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010".
• Ronen Bar-El & Teresa García-Muñoz & Shoshana Neuman & Yossef Tobol, 2010, "The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence," Working Papers, Bar-Ilan University, Department of Economics, number 2010-10, Jun.
• Silvestro Di Sanzo, 2011, "Output Fluctuations Persistence: Do Cyclical Shocks Matter?," Bulletin of Economic Research, Wiley Blackwell, volume 63, issue 1, pages 28-52, January.
• Zhiping Lu & Dominique Guegan, 2011, "Testing unit roots and long range dependence of foreign exchange," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 6, pages 631-638, November, DOI: j.1467-9892.2011.00720.x.
• Paulo M. M. Rodrigues & Antonio Rubia, 2011, "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 4, pages 449-468, August.
• Kristian Jönsson, 2011, "Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 669-690, October, DOI: j.1468-0084.2010.00620.x.
• George Bagdatoglou & Alexandros Kontonikas, 2011, "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," Review of International Economics, Wiley Blackwell, volume 19, issue 4, pages 718-727, September, DOI: j.1467-9396.2011.00977.x.
• Stéphane Mussard & J. Sadefo Kamdem & Françoise Seyte & Michel Terraza, 2011, "Quadratic Pen'S Parade And The Computation Of The Gini Index," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 57, issue 3, pages 583-587, September.
• Pierre Perron & Rasmus T. Varneskov, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-050, Jan.
• Koop, G. & Pesaran, M.H. & Smith, R., 2011, "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1131, Mar.
• Cronin, David & Dowd, Kevin, 2011, "Fiscal fan charts - A tool for assessing member states’ (likely?) compliance with EU fiscal rules," Research Technical Papers, Central Bank of Ireland, number 15/RT/11, Dec.
• Conniffe, Denis & Kelly, Robert, 2011, "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers, Central Bank of Ireland, number 4/RT/11, Mar.
• Jennifer Castle & Xiaochuan Qin & W. Robert Reed, 2011, "Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/03, Jan.
• Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011, "On Identification of Bayesian DSGE Models," CESifo Working Paper Series, CESifo, number 3423.
• Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2011, "Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach," CESifo Working Paper Series, CESifo, number 3645.
• Elise Coudin & Jean-Marie Dufour, 2011, "Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors," CIRANO Working Papers, CIRANO, number 2011s-24, Feb.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011, "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers, CIRANO, number 2011s-27, Feb.
• Luc Bauwens & Arnaud Dufays & Jeroen Rombouts, 2011, "Marginal Likelihood for Markov-Switching and Change-Point Garch Models," CIRANO Working Papers, CIRANO, number 2011s-72, Nov.
• Wen-Hao Chen & Jean-Yves Duclos, 2011, "Testing for poverty dominance: an application to Canada," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 3, pages 781-803, August, DOI: 10.1111/j.1540-5982.2011.01654.x.
• Javier Contreras-Reyes & Byron Idrovo, 2011, "En busca de un modelo Benchmark univariado para predecir la tasa de desempleo," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jorge Mario Uribe Gil & Inés María Ulloa Villegas, 2011, "Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Mónica Marcela Jaime Torres & Alejandro M. Tudela Román, 2011, "Valuing a water recreation facility using semi parametric estimators in the travel cost method," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Mónica Marcela Jaime Torres & Alejandro M. Tudela Román, 2011, "Valuing a water recreation facility using semi parametric estimators in the travel cost method," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Eliana Gonz�lez, 2011, "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia, Banco de la Republica, number 7996, Feb.
• Carlos Le�n Rinc�n & Alejandro Reveiz, 2011, "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia, Banco de la Republica, number 8277, Apr.
• Andr�s Felipe Garc�a-Suaza & Jose Eduardo G�mez-Gonz�lez & Andr�s Murcia pab�n & Feenando tenjo Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica, number 8305, Apr.
• H�ctor Z�rate & Katherine S�nchez & Margarita Mar�n, 2011, "Cuantificaci�n de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicaci�n a la Encuesta Mensual de Expectativas Econ�micas," Borradores de Economia, Banco de la Republica, number 8327, Apr.
• Viviana Alejandra Alfonso & Luis Eduardo Arango Thomas & Fernando Arias & Jos� David Pulido, 2011, "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia, Banco de la Republica, number 8328, Apr.
• Rafael Puyana & Mario Andr�s Ramos & H�ctor Z�rate, 2011, "Determinantes del subempleo en Colombia: Un enfoque a trav�s de la compensaci�n salarial," Borradores de Economia, Banco de la Republica, number 8337, Apr.
• Sebasti�n G�mez Barrero & Juli�n Parra Polan�a, 2011, "Comportamiento estrat�gico de los bancos centrales al anunciar pron�sticos de inflaci�n," Borradores de Economia, Banco de la Republica, number 8576, May.
• Sebasti�n G�mez Barrero & Juli�n Parra Polan�a, 2011, "Comportamiento estrat�gico de los bancos centrales al anunciar pron�sticos de inflaci�n," Borradores de Economia, Banco de la Republica, number 8577, May.
• Javier G�mez Restrepo & Juan Manuel Hern�ndez Herrera, 2011, "Composici�n cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia, Banco de la Republica, number 8578, May.
• Andr�s Gonz�lez & Lavan Mahadeva & Juan D. Prada & Diego Rodr�guez, 2011, "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia, Banco de la Republica, number 8698, May.
• Elkin Castano Vélez, 2011, "Una estimación no paramétrica y robusta de la transformación Box-Cox para el modelo de regresión," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Juan Camilo Galvis Ciro & Juan Guillermo Bedoya Ospina & Rubén Albeiro Loaiza Maya, 2011, "Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jorge Andrés Perdomo Calvo & Juan Andrés Ramírez Orozco, 2011, "Análisis económico sobre el tamano óptimo del mercado y ubicación de estaciones de transferencia para el manejo de residuos sólidos en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Liliana Alejandra Chicaíza Becerra & Mario García Molina & Giancarlo Romano Gómez, 2011, "La aversión al riesgo en la toma de decisiones médicas: una revisión," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Leonardo Gasparini & Guillero Cruces & Leopoldo Tornarolli, 2011, "Recent Trends In Income Inequality In Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 147-201.
• BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K., 2011, "Marginal likelihood for Markov-switching and change-point GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011013, Dec.
• BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno, 2011, "Estimating and forecasting structural breaks in financial time series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011055, Nov.
• Creel, Michael & Kristensen, Dennis, 2011, "Indirect Likelihood Inference," Dynare Working Papers, CEPREMAP, number 8, Jul.
• Nikolay Gospodinov & Damba Lkhagvasuren, 2011, "A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains," Working Papers, Concordia University, Department of Economics, number 11005, Jun, revised 16 Dec 2011.
• Greta Falavigna, 2011, "An artificial neural network approach for assigning rating judgements to Italian Small Firms," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201104, Jun.
• Kapar, B. & Olmo, J., 2011, "The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk," Working Papers, Department of Economics, City St George's, University of London, number 11/02.
• Eklund, J. & Kapetanios, G. & Price, S., 2011, "Forecasting in the presence of recent structural change," Working Papers, Department of Economics, City St George's, University of London, number 11/05.
• Liu, Qing & Pitt, David & Zhang, Xibin & Wu, Xueyuan, 2011, "A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations," Annals of Actuarial Science, Cambridge University Press, volume 5, issue 2, pages 181-193, September.
• Flury, Thomas & Shephard, Neil, 2011, "Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models," Econometric Theory, Cambridge University Press, volume 27, issue 5, pages 933-956, October.
• Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011, "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1778, Jan.
• Donald W.K. Andrews & Patrik Guggenberger, 2011, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1812, Aug.
• Donald W.K. Andrews & Patrik Guggenberger, 2011, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1812R, Aug, revised Dec 2012.
• Donald W.K. Andrews, 2011, "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1815, Aug.
• Donald W.K. Andrews, 2011, "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1815R, Aug, revised Mar 2012.
• Donald W. K. Andrews & Xu Cheng, 2011, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1824, Oct.
• Donald W. K. Andrews & Xu Cheng, 2011, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1824R, Oct, revised Oct 2012.
• Donald W.K. Andrews & Xu Cheng, 2011, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1828, Oct.
• Donald W.K. Andrews & Xu Cheng, 2011, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1828, Oct, revised Jan 2013.
• Donald W.K. Andrews & Xiaoxia Shi, 2011, "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1840, Dec.
• Donald W.K. Andrews & Xiaoxia Shi, 2011, "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1840R, Dec, revised Feb 2013.
• Donald W.K. Andrews & Xiaoxia Shi, 2011, "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1840R2, Dec, revised Oct 2013.
• Fischer, Thomas, 2011, "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 54196, Sep.
• Fischer, Thomas, 2011, "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 77416, Sep.
• Juan Ignacio Zoloa, 2011, "Los cambios en la Distribución del Ingreso de Argentina entre 1998 y 2005," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0122, Sep.
• Rebecca Graziani & Nico Keilman, 2011, "The sensitivity of the Scaled Model of Error with respect to the choice of the correlation parameters: A simulation study," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 037, Jan.
• Julien Chevallier & Benoît Sévi, 2011, "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-16.
• Arnab Bhattacharjee & Chris Jensen-Butler, 2011, "Estimation of the Spatial Weights Matrix under Structural Constraints," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 254, Jun.
• Peter C. B. Phillips & Jun Yu, 2011, "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, volume 2, issue 3, pages 455-491, November, DOI: QE82.
• Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011, "On Identification of Bayesian DSGE Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-18.
• Cerrato, Mario & de Peretti, Christian & Larsson, Rolf & Sarantis, Nicholas, 2011, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-30.
• Bhattacharjee, Arnab & Jensen-Butler, Chris, 2011, "Estimation of the Spatial Weights Matrix under Structural Constraints," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-48.
• Mariam Camarero & Juana Castillo & Andrés J. Picazo-Tadeo & Cecilio Tamarit, 2011, "Eco-efficiency and convergence in OECD countries," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1116, Jun.
• De Gooijer, Jan G. & Yuan, Ao, 2011, "Some exact tests for manifest properties of latent trait models," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 1, pages 34-44, January.
• Kascha, Christian & Trenkler, Carsten, 2011, "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 2, pages 1008-1017, February.
• Berardi, Michele, 2011, "Fundamentalists vs. chartists: Learning and predictor choice dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 5, pages 776-792, May.
• Lady, George M. & Buck, Andrew J., 2011, "Structural models, information and inherited restrictions," Economic Modelling, Elsevier, volume 28, issue 6, pages 2820-2831, DOI: 10.1016/j.econmod.2011.08.021.
• Bond, Stephen R. & Söderbom, Måns & Wu, Guiying, 2011, "Pursuing the wrong options? Adjustment costs and the relationship between uncertainty and capital accumulation," Economics Letters, Elsevier, volume 111, issue 3, pages 249-251, June.
• Zhang, Lan & Mykland, Per A. & Aït-Sahalia, Yacine, 2011, "Edgeworth expansions for realized volatility and related estimators," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 190-203, January.
• Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011, "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 228-245, April.
• Garcia, René & Renault, Eric & Veredas, David, 2011, "Estimation of stable distributions by indirect inference," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 325-337, April.
• Conte, Anna & Hey, John D. & Moffatt, Peter G., 2011, "Mixture models of choice under risk," Journal of Econometrics, Elsevier, volume 162, issue 1, pages 79-88, May.
• Deschamps, Philippe J., 2011, "Bayesian estimation of an extended local scale stochastic volatility model," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 369-382, June.
• Amano, Tomoyuki & Taniguchi, Masanobu, 2011, "Control variate method for stationary processes," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 20-29, DOI: 10.1016/j.jeconom.2011.05.003.
• Wang, Liqun & Hsiao, Cheng, 2011, "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 30-44, DOI: 10.1016/j.jeconom.2011.05.004.
• Malik, Sheheryar & Pitt, Michael K., 2011, "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 190-209, DOI: 10.1016/j.jeconom.2011.07.006.
• van Hasselt, Martijn, 2011, "Bayesian inference in a sample selection model," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 221-232, DOI: 10.1016/j.jeconom.2011.08.003.
• Daras, Tomasz & Tyrowicz, Joanna, 2011, "Breeding one's own sub-prime crisis: The labour market effects on financial system stability," Economic Systems, Elsevier, volume 35, issue 2, pages 278-299, June.
• Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011, "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, volume 214, issue 3, pages 656-664, November.
• Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2011, "How arbitrage-free is the Nelson-Siegel model?," Journal of Empirical Finance, Elsevier, volume 18, issue 3, pages 393-407, June.
• Kolari, James W. & Pynnonen, Seppo, 2011, "Nonparametric rank tests for event studies," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 953-971, DOI: 10.1016/j.jempfin.2011.08.003.
• Westner, Günther & Madlener, Reinhard, 2011, "Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology’s prospects in view of the new regulatory framework," Energy, Elsevier, volume 36, issue 8, pages 5301-5313, DOI: 10.1016/j.energy.2011.06.038.
• Harris, Richard D.F. & Stoja, Evarist & Yilmaz, Fatih, 2011, "A cyclical model of exchange rate volatility," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 3055-3064, November.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2011, "Multivariate option pricing with time varying volatility and correlations," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2267-2281, September.
• Graddy, Kathryn & Hall, George, 2011, "A dynamic model of price discrimination and inventory management at the Fulton Fish Market," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 1, pages 6-19, DOI: 10.1016/j.jebo.2010.08.018.
• de Mello, Luiz & Moccero, Diego, 2011, "Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico," Journal of International Money and Finance, Elsevier, volume 30, issue 1, pages 229-245, February.
• Nakajima, Jouchi & Kasuya, Munehisa & Watanabe, Toshiaki, 2011, "Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 3, pages 225-245, September.
• Bian, Guorui & McAleer, Michael & Wong, Wing-Keung, 2011, "A trinomial test for paired data when there are many ties," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 6, pages 1153-1160, DOI: 10.1016/j.matcom.2010.11.002.
• Lu, Zhaoyang, 2011, "Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 82, issue 4, pages 604-616, DOI: 10.1016/j.matcom.2011.06.008.
• Sauquet, Alexandre & Lecocq, Franck & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed & Garcia, Serge, 2011, "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Resource and Energy Economics, Elsevier, volume 33, issue 4, pages 771-781, DOI: 10.1016/j.reseneeco.2011.04.001.
• Graeme Wells & Thanasis Stengos, 2006, "Estimates of Technology and Convergence: Simulation Results," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-07, Feb.
• Guerrero de Lizardi, Carlos, 2011, "An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2011-01, revised .
• Gasparini, Leonardo & Cruces, Guillermo & Tornarolli, Leopoldo, 2011, "Recent trends in income inequality in Latin America," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123059, Apr.
• Atiq-ur-Rehman, 2011, "Impact of Model Specification Decisions on Unit Root Tests," International Econometric Review (IER), Economic Research Association, volume 3, issue 2, pages 22-33, September.
• Foresti Pasquale, 2011, "Is Latin America an Optimum Currency Area? Evidence from a Structural Vector Autoregression Analysis," STUDI ECONOMICI, FrancoAngeli Editore, volume 0, issue 104, pages 43-68.
• Jiří Witzany, 2011, "Estimating Correlated Jumps and Stochastic Volatilities," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/35, Nov, revised Nov 2011.
• Liviu-Stelian BEGU, 2011, "Cohesion In The European Union – Used Markov Chains Method," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 14, issue 2, pages 91-96, November.
• Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis, 2011, "A nonlinear panel unit root test under cross section dependence," Working Papers, Business School - Economics, University of Glasgow, number 2011_08, May.
• Thanasis Stengos & Brennan S. Thompson, 2011, "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Papers, University of Guelph, Department of Economics and Finance, number 1107.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-12, Aug.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201109, Apr.
• Dominique Guegan & Philippe de Peretti, 2011, "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00560221, Oct.
• Dominique Guegan & Philippe de Peretti, 2011, "Tests of structural changes in conditional distributions with unknown changepoints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00611932, Jul.
• Dominique Guegan & Justin Leroux, 2011, "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00644500.
• Pedro Mendi & Nadia Ayari & Szabolcs Blazsek, 2011, "Renewable energy innovations in Europe: A dynamic panel data approach," Post-Print, HAL, number hal-00711448, Jun, DOI: 10.1080/00036846.2011.570720.
• Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela T. Di Cagno & Carlo d'Ippoliti, 2011, "A Test of the Rational Expectations Hypothesis using data from a Natural Experiment," Post-Print, HAL, number hal-00718703, Jul, DOI: 10.1080/00036846.2011.597734.
• Michele Berardi, 2011, "Fundamentalists vs. chartists: Learning and predictor choice dynamics," Post-Print, HAL, number hal-00796301, Mar, DOI: 10.1016/j.jedc.2011.01.010.
• Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge S. Garcia, 2011, "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Post-Print, HAL, number hal-01018987, DOI: 10.1016/j.reseneeco.2011.04.001.
• Geert Dhaene & Koen Jochmans, 2011, "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po Economics Publications (main), HAL, number hal-01073733, Mar.
• Geert Dhaene & Koen Jochmans, 2011, "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers, HAL, number hal-01073733, Mar.
• Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp, 2011, "The dynamics of real exchange rates - A reconsideration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-463, Jan.
• Hellström, Jörgen & Lönnbark, Carl, 2011, "Identification of jumps in financial price series," Umeå Economic Studies, Umeå University, Department of Economics, number 827, May.
• Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011, "Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers, Hong Kong Institute for Monetary Research, number 172011, Jun.
• Jouchi Nakajima & Toshiaki Watanabe, 2011, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-196, Jul.
• Partha Deb & Pravin Trivedi, 2011, "Finite Mixture for Panels with Fixed Effects," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics, number 432.
• Bruckmeier, Kerstin & Wiemers, Jürgen, 2011, "A new targeting - a new take-up? : non-take-up of social assistance in Germany after social policy reforms," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201110.
• Terence Chai Cheng & Farshid Vahid, 2011, "Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n22, Sep.
• Terence Chai Cheng, 2011, "Measuring the Effects of Removing Subsidies for Private Insurance on Public Expenditure for Health Care," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2011n26, Nov.
• Márcio Laurini, 2011, "Bayesian Factor Selection in Dynamic Term Structure Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2011-02, Apr.
• Jón Daníelsson & Francisco Peñaranda, 2011, "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 3, pages 621-638, August, DOI: j.1468-2354.2011.00642.x.
• Sandra González-Bailón & Tommy E. Murphy, 2011, "Social Interactions and Long-Term Fertility Dynamics.A Simulation Experiment in the Context of the French Fertility Decline," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 419.
• Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard, 2011, "Sensitivity Analysis of SAR Estimators," Economics Series, Institute for Advanced Studies, number 262, Jan.
• Polasek, Wolfgang & Sellner, Richard, 2011, "Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Economics Series, Institute for Advanced Studies, number 266, May.
• Polasek, Wolfgang, 2011, "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Economics Series, Institute for Advanced Studies, number 275, Nov.
• Polasek, Wolfgang, 2011, "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Economics Series, Institute for Advanced Studies, number 277, Nov.
• Jan-Maarten van Sonsbeek & j.m.van.sonsbeek@vu.nl, 2011, "Micro simulations on the effects of ageing-related policy measures: The Social Affairs Department of the Netherlands Ageing and Pensions Model," International Journal of Microsimulation, International Microsimulation Association, volume 4, issue 1, pages 72-99.
• Jouchi Nakajima, 2011, "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-08, Mar.
• Jouchi Nakajima, 2011, "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-09, Mar.
• Michal Franta, 2011, "Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-13, Jun.
• Jouchi Nakajima, 2011, "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 29, pages 107-142, November.
• Sven Schreiber, 2011, "The estimation uncertainty of permanent-transitory decompositions in cointegrated systems," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 3-2011.
• Margarita Velín & Paúl Medina, 2011, "Estudio de la desigualdad de ingresos en el Ecuador considerando esfuerzos y herencias sociales," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 1, issue 1, pages 59-90, Junio.
• Eduardo Cepeda, 2011, "Portafolio de consumo: problema de Merton," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 2, issue 2, pages 37-51, Diciembre.
• FAYE Ousmane & ISLAM Nizamul & ZULU Eliya, 2011, "Poverty dynamics in Nairobi's slums: testing for true state dependence and heterogeneity effects," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2011-56, Nov.