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

• 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, Jan.
• 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.
• 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.
• Elif BULUT & Ozlem GURUNLU ALMA, 2011, "Kismi En Kucuk Kareler Regresyonu Yardimiyla Optimum Bilesen Sayisini Secmede Model Secim Kriterlerinin Performans Karsilastimasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 38-52, November.
• Marta Casanova & Vicente Orts Ríos, 2011, "Assessing the tendency of Spanish manufacturing industries to cluster: Co-localization and establishment size," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-03, Jun.
• Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011, "On Identification of Bayesian DSGE Models," IZA Discussion Papers, IZA Network @ LISER, number 5638, Apr.
• Troske, Kenneth & Voicu, Alexandru, 2011, "A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply," IZA Discussion Papers, IZA Network @ LISER, number 5729, May.
• Ham, John C. & Woutersen, Tiemen, 2011, "Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters," IZA Discussion Papers, IZA Network @ LISER, number 5816, Jun.
• Masudul Alam Choudhury & Mohammad Zakir Hossain & Mohammad Shahadat Hossain, 2011, "Estimating an Ethical Index of Human Wellbeing," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 375-409, July-Dece.
• Giovanni Caggiano & George Kapetanios & Vincent Labhard, 2011, "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 8, pages 736-752, December.
• Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2011, "DEoptim: An R Package for Global Optimization by Differential Evolution," Journal of Statistical Software, Foundation for Open Access Statistics, volume 40, issue i06, DOI: http://hdl.handle.net/10.18637/jss..
• W. Kuiper & Anton Cozijnsen, 2011, "The Performance of German Firms in the Business-Related Service Sectors Revisited: Differential Evolution Markov Chain Estimation of the Multinomial Probit Model," Computational Economics, Springer;Society for Computational Economics, volume 37, issue 4, pages 331-362, April, DOI: 10.1007/s10614-011-9259-x.
• Kuan-Pin Lin & Zhi-He Long & Bianling Ou, 2011, "The Size and Power of Bootstrap Tests for Spatial Dependence in a Linear Regression Model," Computational Economics, Springer;Society for Computational Economics, volume 38, issue 2, pages 153-171, August, DOI: 10.1007/s10614-010-9224-0.
• Alois Kneip & Léopold Simar & Paul Wilson, 2011, "A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators," Computational Economics, Springer;Society for Computational Economics, volume 38, issue 4, pages 483-515, November, DOI: 10.1007/s10614-010-9217-z.
• Marcelo Sánchez, 2011, "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," International Economics and Economic Policy, Springer, volume 8, issue 3, pages 247-273, September, DOI: 10.1007/s10368-010-0159-7.
• Nunzia Carbonara & Ilaria Giannoccaro, 2011, "Interpreting the role of proximity on Industrial District competitiveness using a complexity science-based view and Systems Dynamics simulation," Journal of Geographical Systems, Springer, volume 13, issue 4, pages 415-436, December, DOI: 10.1007/s10109-010-0128-2.
• Ian Dobbs, 2011, "Modeling welfare loss asymmetries arising from uncertainty in the regulatory cost of finance," Journal of Regulatory Economics, Springer, volume 39, issue 1, pages 1-28, February, DOI: 10.1007/s11149-010-9131-2.
• Avner Ahituv & Robert Lerman, 2011, "Job turnover, wage rates, and marital stability: How are they related?," Review of Economics of the Household, Springer, volume 9, issue 2, pages 221-249, June, DOI: 10.1007/s11150-010-9101-6.
• Ronald Bremer & Bonnie Buchanan & Philip English, 2011, "The advantages of using quarterly returns for long-term event studies," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 4, pages 491-516, May, DOI: 10.1007/s11156-010-0191-2.
• 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," Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, number 086, Jun.
• Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011, "Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector," Discussion Paper Series, Department of Economics, Loughborough University, number 2011_06, Nov, revised Nov 2011.
• Elkin Castaño, 2011, "A Non-Parametric Robust Estimation of the Box-Cox Transformation for Regression Models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 89-106.
• Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge Garcia, 2011, "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2011-02, Mar.
• Rania Antonopoulos & Kijong Kim, 2011, "Public Job-creation Programs: The Economic Benefits of Investing in Social Care. Case Studies in South Africa and the United States," Economics Working Paper Archive, Levy Economics Institute, number wp_671, May.
• Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts, 2011, "Marginal Likelihood for Markov-Switching and Change-Point GARCH Models," Cahiers de recherche, CIRPEE, number 1138.
• Cecilia Llambí & Juan Marcelo Perera & Mery Ferrando & Silvia Laens, 2011, "Assessing the impact of the 2007 tax reform on poverty and inequality in Uruguay," Working Papers MPIA, PEP-MPIA, number 2011-14.
• Georges Dionne & Genevieve Gauthier & Nadia Ouertani & Nabil Tahani, 2011, "Heterogeneous Basket Options Pricing Using Analytical Approximations," Multinational Finance Journal, Multinational Finance Journal, volume 15, issue 1-2, pages 47-85, March - J.
• Pier Alda FERRARI & Alessandro BARBIERO, 2011, "Generating ordinal data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-038, Dec.
• Pier Alda FERRARI & Alessandro BARBIERO, 2011, "Generating ordinal data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-38, Dec.
• Bjöern Fastrich & Sandra Paterlini & Peter Winker, 2011, "Cardinality versus q-Norm Constraints for Index Tracking," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0642, Jan.
• Bjoern Fastrich & Sandra Paterlini & Peter Winker, 2011, "Cardinality versus q-Norm Constraints for Index Tracking," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 056, Jan.
• Stefan Mittnik & Sandra Paterlini & Tina Yener, 2011, "Operational–risk Dependencies and the Determination of Risk Capital," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 070, Aug.
• Dominique Guegan & Philippe de Peretti, 2011, "Tests of Structural Changes in Conditional Distributions with Unknown Changepoints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11042, Jul.
• Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011, "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/11, Aug.
• Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
• Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbert & Danilo Soares Pacheco de Medeiros & Luiz Guilherme da Silva Probst, 2011, "Testando o "Cash-Flow-at-Risk" em empresas têxteis [Testing the cash flow at risk in textile companies]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 21, issue 2, pages 225-261, May-Augus.
• Cristea Mirela & Siminica Marian & Dracea Raluca, 2011, "Fluctuation In Pension Fund Assets Privately Managed Under The Influence Of Certain Factors. Statistical Study In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 476-486, July.
• Nicolov Mirela, 2011, "An Overview Of Human Resources In Science And Technology (Hrst) From Research Development And Innovation (Rdi) Sector During 1993-2009 In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 295-302, December.
• Jason R. Blevins, 2011, "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Working Papers, Ohio State University, Department of Economics, number 11-01, May.
• Loriano Mancini & Fabio Trojani, 2011, "Robust Value at Risk Prediction," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 2, pages 281-313, Spring.
• Alcañiz Zanón, Manuela & Alemany Leira, Ramón & Bolancé Losilla, Catalina & Guillén Estany, Montserrat, 2011, "El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis between 1999 and 2008," 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 12, issue 1, pages 111-131, December.
• Anna Bottaso & Carolina Castagnetti & Maurizio Conti, 2011, "And Yet they Co-Move! Public Capital and Productivity in OECD: A Panel Cointegration Analysis with Cross-Section Dependence," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 154, Nov.
• Tamás Sebestyén, 2011, "Hálózati struktúra és egyensúly: a tudás-áramlás szerkezeti jellemzőinek kérdései," UPFBE Working Paper Series, Faculty of Business and Economics, University Pécs, number 2011/5, Nov.
• Claudia Isac & Alin Isac, 2011, "About Direct Sales in the World, Europe and Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 11, issue 4, pages 151-158.
• Massimo De Felice & Franco Moriconi, 2011, "Un’estensione stocastica del modello "Fisher-Lange"," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 86/2011, Mar.
• Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011, "Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts," PLOS ONE, Public Library of Science, volume 6, issue 9, pages 1-9, September, DOI: 10.1371/journal.pone.0024391.
• Пигнастый, Олег & Заруба, Виктор, 2011, "Энтропия Технологического Процесса
  [Technological process entropy]," MPRA Paper, University Library of Munich, Germany, number 106727, Sep, revised 08 Sep 2011.
• Пигнастый, Олег, 2011, "Статистическая Двухуровневая Модель Технологического Процесса
  [Statistical two-level model of the production process]," MPRA Paper, University Library of Munich, Germany, number 109987, Apr, revised 21 Apr 2011.
• Buss, Ginters, 2011, "Asymmetric Baxter-King filter," MPRA Paper, University Library of Munich, Germany, number 28176, Jan.
• Pfau, Wade Donald, 2011, "Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle," MPRA Paper, University Library of Munich, Germany, number 28796, Feb.
• Angle, John, 2011, "The particle system model of income and wealth more likely to imply an analogue of thermodynamics in social science," MPRA Paper, University Library of Munich, Germany, number 28864, Feb.
• Pfau, Wade Donald, 2011, "Revisiting the Fisher and Statman Study on Market Timing," MPRA Paper, University Library of Munich, Germany, number 29448, Mar.
• Di Iorio, Francesca & Triacca, Umberto, 2011, "Testing for non-causality by using the Autoregressive Metric," MPRA Paper, University Library of Munich, Germany, number 29637.
• Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011, "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper, University Library of Munich, Germany, number 30132, Apr.
• Pfau, Wade Donald, 2011, "Can We Predict the Sustainable Withdrawal Rate for New Retirees?," MPRA Paper, University Library of Munich, Germany, number 30877, May.
• Hellström, Jörgen & Lönnbark, Carl, 2011, "Identi�cation of jumps in �financial price series," MPRA Paper, University Library of Munich, Germany, number 30977.
• Pfau, Wade Donald, 2011, "Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?," MPRA Paper, University Library of Munich, Germany, number 31122, May.
• Meng, Channarith & Pfau, Wade Donald, 2011, "Retirement savings guidelines for residents of emerging market countries," MPRA Paper, University Library of Munich, Germany, number 31682, Jun.
• Mohamed, Issam A.W., 2011, "Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen," MPRA Paper, University Library of Munich, Germany, number 31692.
• Halkos, George & Kevork, Ilias, 2011, "Non-negative demand in newsvendor models:The case of singly truncated normal samples," MPRA Paper, University Library of Munich, Germany, number 31842.
• Temel, Tugrul, 2011, "A nonparametric hypothesis test via the Bootstrap resampling," MPRA Paper, University Library of Munich, Germany, number 31880, Jun.
• Pfau, Wade Donald, 2011, "Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work," MPRA Paper, University Library of Munich, Germany, number 31900, Jun.
• Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011, "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper, University Library of Munich, Germany, number 32058, Jul.
• Braha, Dan & Stacey, Blake & Bar-Yam, Yaneer, 2011, "Corporate competition: A self-organized network," MPRA Paper, University Library of Munich, Germany, number 32142.
• Pfau, Wade Donald, 2011, "Nearly optimal asset allocations in retirement," MPRA Paper, University Library of Munich, Germany, number 32506, Jul.
• Pfau, Wade Donald, 2011, "Capital market expectations, asset allocation, and safe withdrawal rates," MPRA Paper, University Library of Munich, Germany, number 32973, Aug.
• Bandyopadhyay, Arindam & Ganguly, Sonali, 2011, "Empirical estimation of default and asset correlation of large corporates and banks in India," MPRA Paper, University Library of Munich, Germany, number 33057, Aug.
• Gospodinov, Nikolay & Lkhagvasuren, Damba, 2011, "A new method for approximating vector autoregressive processes by finite-state Markov chains," MPRA Paper, University Library of Munich, Germany, number 33827, Jun.
• Crudu, Federico & Sándor, Zsolt, 2011, "On the finite-sample properties of conditional empirical likelihood estimators," MPRA Paper, University Library of Munich, Germany, number 34116, Sep.
• Taştan, Hüseyin, 2011, "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper, University Library of Munich, Germany, number 34302.
• Finke, Michael & Pfau, Wade Donald & Williams, Duncan, 2011, "Spending flexibility and safe withdrawal rates," MPRA Paper, University Library of Munich, Germany, number 34536, Nov.
• Rumyantsev, Mikhail I., 2011, "Simulation of financial institutions activity in transitional economies," MPRA Paper, University Library of Munich, Germany, number 35265, Nov.
• Pfau, Wade Donald, 2011, "Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 35329, Dec.
• Garrouste, Christelle, 2011, "Towards a benchmark on the contribution of education and training to employability: methodological note," MPRA Paper, University Library of Munich, Germany, number 37153, Sep.
• Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel, 2011, "Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis," MPRA Paper, University Library of Munich, Germany, number 37429, Jul.
• Hyytiäinen, Kari & Huhtala, Anni, 2011, "Combating eutrophication in coastal areas at risk for oil spills," MPRA Paper, University Library of Munich, Germany, number 38087, Apr.
• Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2011, "Detección de Dependencia Espacial mediante Análisis Simbólico
  [Detection of Spatial Dependence using Symbolic Analysis]," MPRA Paper, University Library of Munich, Germany, number 38603.
• Esposito, Francesco Paolo, 2011, "Credit risk tools, (numerical methods for finance, university of Limerick 2011)," MPRA Paper, University Library of Munich, Germany, number 40081, Oct.
• Piccinini, Livio Clemente & Lepellere, Maria Antonietta & Chang, Ting Fa Margherita, 2011, "Partitioned Frames in Bak Sneppen Models," MPRA Paper, University Library of Munich, Germany, number 43852, Sep.
• Rumyantsev, Mikhail I., 2011, "Гибридная Имитационная Модель Отделения Банка Как Системы Массового Обслуживания: Роль Человеческого Фактора
  [A hybrid simulation model of bank branch considered as system of queuing: the role of human factor]," MPRA Paper, University Library of Munich, Germany, number 48589, Nov.
• Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R., 2011, "A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model," MPRA Paper, University Library of Munich, Germany, number 49768, Apr.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011, "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper, University Library of Munich, Germany, number 50791, Nov.
• Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia & Moldoveanu, Ruxandra, 2011, "Methodological Proposal for Compiling the ILO Unemployment with Monthly Periodicity," MPRA Paper, University Library of Munich, Germany, number 53207.
• Lau, Chi Keung Marco & Chau, Frankie & Deesomsak, Rataporn, 2011, "Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks," MPRA Paper, University Library of Munich, Germany, number 53602, Mar.
• Radkov, Petar & Minkova, Leda, 2011, "Assessing bank's default probability using the ASRF model," MPRA Paper, University Library of Munich, Germany, number 60186, Jun.
• Casella, Bruno & Roberts, Gareth O., 2011, "Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications," MPRA Paper, University Library of Munich, Germany, number 95217, Sep.
• Pihnastyi, Oleh, 2011, "Statistical two-level model of the production process," MPRA Paper, University Library of Munich, Germany, number 95698, Aug, revised 07 Aug 2011.
• Пигнастый, Олег, 2011, "Основные Положения Статистического Моделирования Технологических Процессов
  [The fundament of statistical modelling of technological processes]," MPRA Paper, University Library of Munich, Germany, number 96197, Mar, revised 04 Mar 2011.
• Азаренков, Николай & Пигнастый, Олег & Ходусов, Валерий, 2011, "К Вопросу Подобия Технологических Процессов Производственно-Технических Систем
  [To the question of similarity of technological processes of production and technical systems]," MPRA Paper, University Library of Munich, Germany, number 96362, Feb, revised 09 Feb 2011.
• Milan Rippel & Petr Teplý, 2011, "Operational Risk - Scenario Analysis," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 1, pages 23-39, DOI: 10.18267/j.pep.385.