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

• James G. MacKinnon & Russell Davidson, 2011, "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper, Economics Department, Queen's University, number 1257, Nov.
• George Kapetanios & Fotis Papailias, 2011, "Block Bootstrap and Long Memory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 679, Jun.
• Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon, 2011, "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers SMART, INRAE UMR SMART, number 11-01.
• Marco Cozzi, 2011, "Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence," 2011 Meeting Papers, Society for Economic Dynamics, number 1380.
• Francisco J. Ruge-Murcia, 2011, "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," 2011 Meeting Papers, Society for Economic Dynamics, number 237.
• Wolfgang Polasek & Richard Sellner, 2011, "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Working Paper series, Rimini Centre for Economic Analysis, number 24_11, May.
• Wolfgang Polasek, 2011, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," Working Paper series, Rimini Centre for Economic Analysis, number 25_11, May.
• Thanasis Stengos & Brennan S. Thompson, 2011, "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Paper series, Rimini Centre for Economic Analysis, number 32_11, Jul.
• Wolfgang Polasek, 2011, "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Working Paper series, Rimini Centre for Economic Analysis, number 45_11, Nov.
• Wolfgang Polasek, 2011, "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Working Paper series, Rimini Centre for Economic Analysis, number 46_11, Nov, revised Jan 2012.
• Maria Polikarpova, 2011, "Econometric analysis of Russian market of mergers and acquisitions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 24, issue 4, pages 27-47.
• Young Wook Han, 2011, "Structural Breaks and Long Memory Property in Korean Won Exchange Rates: Adaptive FIGARCH Model," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 2, pages 33-59, DOI: 10.11644/KIEP.JEAI.2011.15.2.229.
• Esteban Fernández Vázquez, 2011, "Updating weighting matrices by Cross-Entropy," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 53-69.
• Philip Maymin, 2011, "Markets are efficient if and only if P=NP," Algorithmic Finance, IOS Press, volume 1, issue 1, pages 1-11.
• Evangelos Georgiadis, 2011, "Binomial options pricing has no closed-form solution," Algorithmic Finance, IOS Press, volume 1, issue 1, pages 13-16.
• Marco Avellaneda & Josh Reed & Sasha Stoikov, 2011, "Forecasting prices from level-I quotes in the presence of hidden liquidity," Algorithmic Finance, IOS Press, volume 1, issue 1, pages 35-43.
• Michael Jacobs, Jr., 2011, "Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default," Journal of Financial Transformation, Capco Institute, volume 31, pages 31-43.
• Michael Jacobs, Jr., 2011, "Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management," Journal of Financial Transformation, Capco Institute, volume 32, pages 59-74.
• Harald Oberhofer & Michael Pfaffermayr, 2011, "Testing the One-Part Fractional Response Model against an Alternative Two-Part Model," Working Papers in Economics, University of Salzburg, number 2011-1, Jan.
• Todea, Alexandru & Zoicas Ienciu, Adrian, 2011, "Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 175-192, March.
• Dospinescu, Andrei Silviu, 2011, "Analyzing the Dynamics of Relative Prices on a Market with Speculative and Non-Speculative Agents Based on the Evolutionary Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 72-87, March.
• Anghelache, Gabriela Victoria & Cozmanca, Bogdan Octavian & Radu, Alina Nicoleta, 2011, "Operational Risk Modelling and Capital Adequacy – are There any Rewards in Greater Complexity?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 108-131, September.
• Saman, Corina, 2011, "Aplicatii ale metodei regresiei ortogonale in conomie," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 112402, Oct.
• Francesca Brusa, 2011, "Asset Pricing Puzzle: The Long-Run Risks Model's Approach," Rivista di Politica Economica, SIPI Spa, issue 4, pages 101-137, October-D.
• T. De Groote & G. Everaert, 2011, "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/723, Jun.
• J. A. Carrillo, 2011, "How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/724, Jun.
• Cristina Fuentes-Albero & Leonardo Melosi, 2011, "Methods for Computing Marginal Data Densities from the Gibbs Output," Departmental Working Papers, Rutgers University, Department of Economics, number 201131, Oct.
• Francesca Di Iorio & Stefano Fachin, 2011, "A sieve bootstrap range test for poolability in dependent cointegrated panels," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2011/2, Jul.
• Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011, "Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers, Singapore Management University, School of Economics, number 08-2011, Aug.
• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011, "Testing for Multiple Bubbles," Working Papers, Singapore Management University, School of Economics, number 09-2011, Aug.
• Tore Selland Kleppe & Jun Yu & Hans J. skaug, 2011, "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers, Singapore Management University, School of Economics, number 10-2011, Aug.
• Ye Chen & Jun Yu, 2011, "Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models," Working Papers, Singapore Management University, School of Economics, number 12-2011, Oct.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers, Singapore Management University, School of Economics, number 15-2011, Nov.
• Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011, "SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2011, Jan.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011, "Testing for Multiple Bubbles," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-03-2011, May.
• Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2011, "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2011, Jul.
• Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011, "Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-09-2011, Nov.
• Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann, 2011, "Towards Autonomic Market Management in Cloud Computing Infrastructures," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201174, Apr, revised Apr 2011.
• Michael Maurera & Vincent C. Emeakarohaa & Ivona Brandica & Jorn Altmann, 2011, "Cost–Benefit Analysis of an SLA Mapping Approach for Defining Standardized Cloud Computing Goods," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201177, Jul, revised Jul 2011.
• An Liu & Henk Folmer & Johan Oud, 2011, "W-based versus latent variables spatial autoregressive models: evidence from Monte Carlo simulations," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 3, pages 619-639, December, DOI: 10.1007/s00168-010-0398-0.
• Ulf Kalckreuth, 2011, "Panel estimation of state-dependent adjustment when the target is unobserved," Empirical Economics, Springer, volume 40, issue 1, pages 205-235, February, DOI: 10.1007/s00181-010-0419-y.
• M. Berument & Yeliz Yalcin & Julide Yildirim, 2011, "The inflation and inflation uncertainty relationship for Turkey: a dynamic framework," Empirical Economics, Springer, volume 41, issue 2, pages 293-309, October, DOI: 10.1007/s00181-010-0377-4.
• Chris Stewart, 2011, "A note on spurious significance in regressions involving I(0) and I(1) variables," Empirical Economics, Springer, volume 41, issue 3, pages 565-571, December, DOI: 10.1007/s00181-010-0404-5.
• Yuh-Dauh Lyuu & Huei-Wen Teng, 2011, "Unbiased and efficient Greeks of financial options," Finance and Stochastics, Springer, volume 15, issue 1, pages 141-181, January, DOI: 10.1007/s00780-010-0137-5.
• Markus Demary, 2011, "Transaction taxes, greed and risk aversion in an agent-based financial market model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 6, issue 1, pages 1-28, May, DOI: 10.1007/s11403-010-0071-9.
• Hui Fang, 2011, "Peer review and over-competitive research funding fostering mainstream opinion to monopoly," Scientometrics, Springer;Akadémiai Kiadó, volume 87, issue 2, pages 293-301, May, DOI: 10.1007/s11192-010-0323-4.
• Claudia Neugebauer & Kerstin Schneider, 2011, "Die Gewerbesteuer in der Unternehmensteuerreform 2008 — Eine Simulation der Aufkommens- und Belastungseffekte," Schmalenbach Journal of Business Research, Springer, volume 63, issue 8, pages 832-857, December, DOI: 10.1007/BF03372862.
• Krzysztof Burnecki & Marek Teuerle, 2011, "Ruin probability in finite time," Springer Books, Springer, chapter 10, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_10.
• Krzysztof Burnecki & Joanna Janczura & Rafał Weron, 2011, "Building loss models," Springer Books, Springer, chapter 9, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_9.
• Alice Shiu & Valentin Zelenyuk, 2011, "Production Efficiency versus Ownership: The Case of China," Springer Books, Springer, chapter 0, in: Ingrid Van Keilegom & Paul W. Wilson, "Exploring Research Frontiers in Contemporary Statistics and Econometrics", DOI: 10.1007/978-3-7908-2349-3_2.
• Gary Koop & M. Hashem Pesaran & Ron Smith, 2011, "On Identification of Bayesian DSGE Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1108, Mar.
• Eo, Yunjong & Morley, James, 2011, "Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks," Working Papers, University of Sydney, School of Economics, number 2011-07, Aug, revised Feb 2014.
• Adda, Jérôme & Dustmann, Christian & Stevens, Katrien, 2011, "The Career Costs of Children," Working Papers, University of Sydney, School of Economics, number 2011-13, Nov.
• Carluccio Bianchi & Maria Elena De Giuli & Dean Fantazzini & Mario Maggi, 2011, "Small sample properties of copula-GARCH modelling: a Monte Carlo study," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 21, pages 1587-1597, DOI: 10.1080/09603107.2011.587770.
• Dinghai Xu & John Knight, 2011, "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 1, pages 25-50, DOI: 10.1080/07474938.2011.520565.
• Nikolay Gospodinov & Ye Tao, 2011, "Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 4, pages 379-405, August, DOI: 10.1080/07474938.2011.553538.
• Martin Huber, 2011, "Testing for covariate balance using quantile regression and resampling methods," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 12, pages 2881-2899, February, DOI: 10.1080/02664763.2011.570323.
• Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2011, "International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 20, issue 6, pages 789-808, September, DOI: 10.1080/09638190903365948.
• Antonello Loddo & Shawn Ni & Dongchu Sun, 2011, "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 342-355, July, DOI: 10.1198/jbes.2010.08197.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011, "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 275-287, October, DOI: 10.1080/07350015.2011.638831.
• Firmin Doko Tchatoka, 2011, "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10668.
• Andrew J. Buck & George M. Lady, 2011, "Structural Sign Patterns and Reduced Form Restrictions," DETU Working Papers, Department of Economics, Temple University, number 1102, Jun.
• Andrew J. Buck & George M. Lady, 2011, "Structural Models, Information and Inherited Restrictions," DETU Working Papers, Department of Economics, Temple University, number 1103, Jun.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-003/4, Jan.
• Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2011, "A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-004/4, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2011, "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-006/4, Jan.
• Tim Salimans, 2011, "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-012/4, Jan.
• Redouane Elkamhia & Denitsa Stefanova, 2011, "Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-028/2/DSF10, Feb.
• Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2011, "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-057/4, Mar, revised 27 Jan 2012.
• Paul Dupuis & Bahar Kaynar & Ad Ridder & Reuven Rubinstein & Radislav Vaisman, 2011, "Counting with Combined Splitting and Capture-Recapture Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-062/4, Apr.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-082/4, May.
• Jan-Maarten van Sonsbeek & Raymond Gradus, 2011, "Estimating the Effects of Recent Disability Reforms in The Netherlands," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-121/3, Aug.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-123/4, Aug.
• Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011, "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-137/4, Sep.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-172/4, Dec.
• Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011, "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-134.
• Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011, "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-015.
• Martin Burda & John Maheu, 2011, "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers, University of Toronto, Department of Economics, number tecipa-438, Jun.
• Hermann Pythagore Pierre Donfouet & Pierre-Alexandre Mahieu & P. Wilner Jeanty, 2011, "Dealing with Internal Inconsistency in Double-Bounded Dichotomous Choice: An Application to Community-Based Health Insurance," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201130, Dec.
• Cavaliere, G. & Phillips, P.C.B. & Smeekes, S. & Taylor, A.M.R., 2011, "Lag length selection for unit root tests in the presence of nonstationary volatility," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 056, Jan, DOI: 10.26481/umamet.2011056.
• Huber, Martin & Mellace, Giovanni, 2011, "Testing instrument validity for LATE identification based on inequality moment constraints," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1143, Oct.
• Huber, Martin & Mellace, Giovanni, 2011, "Testing instrument validity in sample selection models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1145, Dec.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2011, "On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1104, Apr.
• Jacob Schwartz & Ryan T. Godwin & David E. Giles, 2011, "Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1109, May.
• David E. Giles & Xiao Ling, 2011, "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Econometrics Working Papers, Department of Economics, University of Victoria, number 1111, Nov.
• Marta R. Casanova & Vicente Orts, 2011, "Assessing the Tendency of Spanish Manufacturing Industries to Cluster: Co-localization and Establishment Size," ERSA conference papers, European Regional Science Association, number ersa10p1227, Sep.
• Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011, "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers, European Regional Science Association, number ersa11p1055, Sep.
• Richard Sellner & Wolfgang Polasek, 2011, "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," ERSA conference papers, European Regional Science Association, number ersa11p819, Sep.
• Wen‐Hao Chen & Jean‐Yves Duclos, 2011, "Testing for poverty dominance: an application to Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 44, issue 3, pages 781-803, August, DOI: 10.1111/j.1540-5982.2011.01654.x.
• Thorsten Chmura, 2011, "Response Modes And Coordination In A Traffic Context, An Experimental Comparison Of Chinese And German Participants," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 56, issue 04, pages 489-501, DOI: 10.1142/S0217590811004390.
• Deb, P & Trivedi, P, 2011, "Finite Mixture for Panels with Fixed Effects," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/03, Apr.
• Chai Cheng, T., 2011, "Measuring the effects of removing subsidies for private insurance on public expenditure for health care," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/32, Oct.
• Aßmann, Christian, 2011, "Assessing the effect of current account and currency crises on economic growth," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 80.
• Düllmann, Klaus & Puzanova, Natalia, 2011, "Systemic risk contributions: a credit portfolio approach," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,08.
• Kleppe, Tore Selland & Liesenfeld, Roman, 2011, "Efficient high-dimensional importance sampling in mixture frameworks," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2011-11.
• Pickhardt, Michael & Seibold, Goetz, 2011, "Income tax evasion dynamics: Evidence from an agent-based econophysics model," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 53.
• Fischer, Thomas, 2011, "News reaction in financial markets within a behavioral finance model with heterogeneous agents," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 205.
• Shintani, Mototsugu & Guo, Zi-Yi, 2011, "Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 167627.
• Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz, 2011, "Ratingverfahren: Diskriminanzanalyse versus Logistische Regression," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 179.
• Reed, W. Robert & Webb, Rachel S., 2011, "Estimating standard errors for the Parks model: Can jackknifing help?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 5, pages 1-14, DOI: 10.5018/economics-ejournal.ja.2011-.
• Dannenberg, Henry, 2011, "The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2011.
• Ritter, Nolan & Vance, Colin, 2011, "The Phantom Menace of Omitted Variables – A Comment," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 282.
• Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011, "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-020.
• Wickern, Tobias, 2011, "Confidence in prior knowledge: Calibration and impact on portfolio performance," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 7/11.

2010

• William Greene, 2010, "A stochastic frontier model with correction for sample selection," Journal of Productivity Analysis, Springer, volume 34, issue 1, pages 15-24, August, DOI: 10.1007/s11123-009-0159-1.
• Panutat Satchachai & Peter Schmidt, 2010, "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, volume 34, issue 2, pages 83-97, October, DOI: 10.1007/s11123-010-0183-1.
• W. Alexander & Alfred Haug & Mohammad Jaforullah, 2010, "A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools," Journal of Productivity Analysis, Springer, volume 34, issue 2, pages 99-110, October, DOI: 10.1007/s11123-010-0173-3.
• Alice Shiu, Valentin Zelenyuk, 2010, "Production Efficiency versus Ownership: The Case of China," Discussion Papers, Kyiv School of Economics, number 33, Jul.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "A Trinomial Test for Paired Data When There are Many Ties," KIER Working Papers, Kyoto University, Institute of Economic Research, number 736, Oct.
• Imed DRINE & Christophe RAULT, 2010, "Fluctuation de change et performances économiques," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 658.
• Waliullah & Mehmood Khan Kakar & Rehmatullah Kakar & Wakeel Khan, 2010, "The Determinants of Pakistan’s Trade Balance: An ARDL Cointegration Approach," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 1, pages 1-26, Jan-Jun.
• Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Multivariate Option Pricing with Time Varying Volatility and Correlations," Cahiers de recherche, CIRPEE, number 1020.
• Stefan Hlawatsch & Sebastian Ostrowski, 2010, "Simulation and Estimation of Loss Given Default," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100010, Mar.
• Stefan Hlawatsch & Peter Reichling, 2010, "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100017, Jul.
• Qu Feng & William C. Horrace, 2010, "Alternative Technical Efficiency Measures: Skew, Bias, and Scale," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 121, Mar.
• Lukasz Lach, 2010, "Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 8, issue 2, pages 167-186.
• Dominique Guegan & Justin Leroux, 2010, "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10019, Jan.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10027, Mar.
• Ibrahim Ahamada & Mohamed Boutahar, 2010, "The Power of some Standard tests of stationarity against changes in the unconditional variance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10028, Apr.
• Dominique Guegan & Zhiping Lu, 2010, "Testing unit roots and long range dependence of foreign exchange," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10059, Jun, DOI: 10.1111/j.1467-9892.2011.00720.x.
• Dominique Guegan & Philippe de Peretti, 2010, "An omnibus test to detect time-heterogeneity in time series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10098, Dec, DOI: 10.1007/s00180-012-0356-7.
• Shu Fan & Rob Hyndman, 2010, "Short-term load forecasting based on a semi-parametric additive model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/10, Aug.
• Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu, 2010, "A Bayesian approach to parameter estimation for kernel density estimation via transformations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/10.
• Shuowen Hu & D.S. Poskitt & Xibin Zhang, 2010, "Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/10, Dec.
• RUGE-MURCIA, Francisco J., 2010, "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2010-10.
• RUGE-MURCIA, Francisco J., 2010, "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 19-2010.
• Russell Cooper & John C. Haltiwanger & Jonathan L. Willis, 2010, "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," NBER Working Papers, National Bureau of Economic Research, Inc, number 15675, Jan.
• Angelo Mele, 2010, "A Structural Model of Segregation in Social Networks," Working Papers, NET Institute, number 10-16, Sep.
• Wade D. Pfau, 2010, "An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-12, Sep, revised Oct 2010.
• Jesús Crespo Cuaresma & Martin Feldkircher, 2010, "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 160, Jan.
• Fenyves Veronika & Tóth Réka & Tarnóczi Tibor, 2010, "Intellectual Capital Valuation Using Monte Carlo Simulation," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 423-429, July.
• Begu Liviu-Stelian & Teodorescu Irina-Teodora & Dimidov Ioana-Catalina & Istrate Ionut, 2010, "Analysis Of Convergence Within The European Union - Sigma And Beta Convergence," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 482-485, December.
• Tarnóczi Tibor & Fenyves Veronika & Tóth Réka, 2010, "Corporate Valuation Using Two-Dimensional Monte Carlo Simulation," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 788-794, December.
• Jan Willem van den End, 2010, "Liquidity Stress-Tester: A Model for Stress-testing Banks' Liquidity Risk," CESifo Economic Studies, CESifo Group, volume 56, issue 1, pages 38-69, March.
• Oliver Budzinski & Isabel Ruhmer, 2010, "Merger Simulation In Competition Policy: A Survey," Journal of Competition Law and Economics, Oxford University Press, volume 6, issue 2, pages 277-319.
• Alex Kane, 2010, "Forecast Precision and Portfolio Performance," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 265-304, Summer.
• Faíña Medín, José Andrés & García Lorenzo, Antonio & López-Rodríguez, Jesús, 2010, "International Organizations and the Theory of Clubs = Una interpretación de las organizaciones internacionales utilizando la Teoría de los Clubes," 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 9, issue 1, pages 17-27, June.
• Badillo Amador, Rosa & Belaire Franch, Jorge & Reverte Maya, Carmelo, 2010, "Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null = Rechazos espurios de los test de Dickey-Fuller en presencia de una ruptura bajo la hipótesis nula endógenamente determinada," 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 9, issue 1, pages 3-16, June.
• Francesca Molinari, 2010, "econometric issues in the presence of multiple equilibria," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• A. Arrighetti & S. Curatolo, 2010, "Costi di coordinamento e vantaggi di aggregazione: esiti, morfologia e processi di interazione in un mondo artificiale multi-agente," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2010-EP01.
• A. Arrighetti & S. Curatolo, 2010, "Opportunismo e coordinamento: soluzioni regolative e istituzionali," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2010-EP02.
• Andriy Norets & Xun Tang, 2010, "Semiparametric Inference in Dynamic Binary Choice Models, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-017, Apr, revised 17 Apr 2012.
• Ioana Maria Ghidiu Bîta & Tatiana Danescu, 2010, "Information Society - Sustainable Development Premise in a Competitive Economy," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 21-33, December.
• Selim, Tarek, 2010, "Towards a New Energy and Environmental Policy for Egypt: Development of Clean Sources in an Emerging Economy," MPRA Paper, University Library of Munich, Germany, number 119500, Apr.
• Balakrishna, BS, 2010, "Alpha-root Processes for Derivatives pricing," MPRA Paper, University Library of Munich, Germany, number 19949, Jan.
• Moscone, Francesco & Tosetti, Elisa, 2010, "GMM estimation of Spatial Panels with Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 20152, Jan.
• Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010, "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper, University Library of Munich, Germany, number 21154, Jan.
• Mishra, SK, 2010, "Temporal changes in the parameters of statistical distribution of journal impact factor," MPRA Paper, University Library of Munich, Germany, number 21263, Mar.
• Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010, "Loss Distributions," MPRA Paper, University Library of Munich, Germany, number 22163.
• Ardia, David & Hoogerheide, Lennart F., 2010, "Efficient Bayesian estimation and combination of GARCH-type models," MPRA Paper, University Library of Munich, Germany, number 22919, Feb.
• Fries, Christian P., 2010, "Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization," MPRA Paper, University Library of Munich, Germany, number 23082, May, revised 30 May 2010.
• Mitze, Timo, 2010, "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," MPRA Paper, University Library of Munich, Germany, number 23540, Jun.
• Combey, Adama & Nubukpo, Kako, 2010, "Effets Non Linéaires de l'Inflation sur la Croissance dans l'UEMOA
  [Nonlinear Effects of Inflation on Growth in the WAEMU]," MPRA Paper, University Library of Munich, Germany, number 23542, Jun.
• Paccagnini, Alessia, 2010, "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper, University Library of Munich, Germany, number 24509, May.
• Halkos, George & Tzeremes, Nickolaos, 2010, "Performance evaluation using bootstrapping DEA techniques: Evidence from industry ratio analysis," MPRA Paper, University Library of Munich, Germany, number 25072.
• Sarafidis, Vasilis & Yamagata, Takashi, 2010, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence," MPRA Paper, University Library of Munich, Germany, number 25182, Feb.
• Burnecki, Krzysztof & Weron, Rafal, 2010, "Simulation of Risk Processes," MPRA Paper, University Library of Munich, Germany, number 25444.
• Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010, "Building Loss Models," MPRA Paper, University Library of Munich, Germany, number 25492, Sep.
• Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010, "Models for Heavy-tailed Asset Returns," MPRA Paper, University Library of Munich, Germany, number 25494, Sep.
• Tsyplakov, Alexander, 2010, "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper, University Library of Munich, Germany, number 25511, Sep.
• Morone, Marco & Cornaglia, Anna, 2010, "An econometric model to quantify benchmark downturn LGD on residential mortgages," MPRA Paper, University Library of Munich, Germany, number 25588, May.
• Di Iorio, Francesca & Fachin, Stefano, 2010, "A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007," MPRA Paper, University Library of Munich, Germany, number 25873, Oct.
• Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong, 2010, "Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest," MPRA Paper, University Library of Munich, Germany, number 26277, Oct.
• Hassan, Gazi, 2010, "Remittances and Poverty: Panel Evidence from High Remittance Economies," MPRA Paper, University Library of Munich, Germany, number 26445, Oct.
• Ruiz-Porras, Antonio & Perez-Sicairos, Rene Benjamin, 2010, "Un modelo de tres factores con un parámetro de sensibilidad de mercado para estimar la dinámica de la tasa corta: Una aplicación para la tasa de fondeo gubernamental de México
  [A three-factor model with a market sensitivity parameter to estimate t," MPRA Paper, University Library of Munich, Germany, number 26631, Nov.
• Li, Jinlu, 2010, "Some solutions to the equity premium and volatility puzzles," MPRA Paper, University Library of Munich, Germany, number 26833, Jan, revised 01 Aug 2010.
• Ciuiu, Daniel, 2010, "Simulation of queueing systems with many stations and of queueing networks using copulas," MPRA Paper, University Library of Munich, Germany, number 27018, Apr, revised Sep 2010.
• Gach, Florian & Pötscher, Benedikt M., 2010, "Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators," MPRA Paper, University Library of Munich, Germany, number 27512, Dec.
• Hachicha, Wafik & Ammeri, Ahmed & Masmoudi, Faouzi & Chachoub, Habib, 2010, "A comprehensive literature classification of simulation optimisation methods," MPRA Paper, University Library of Munich, Germany, number 27652, May.
• Lahvicka, Jiri, 2010, "Attendance of ice hockey matches in the Czech Extraliga," MPRA Paper, University Library of Munich, Germany, number 27653, Dec.
• Esposito, Francesco Paolo, 2010, "Credit risk tools: an overview," MPRA Paper, University Library of Munich, Germany, number 28045, Dec.
• Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong, 2010, "Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest," MPRA Paper, University Library of Munich, Germany, number 28250, Oct, revised 27 Dec 2010.
• Maksym, Obrizan, 2010, "A Bayesian Model of Sample Selection with a Discrete Outcome Variable," MPRA Paper, University Library of Munich, Germany, number 28577.
• Doko Tchatoka, Firmin, 2010, "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper, University Library of Munich, Germany, number 29611, Nov, revised 02 Feb 2012.
• Onour, Ibrahim & Abdalla, Abdelgadir, 2010, "Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis," MPRA Paper, University Library of Munich, Germany, number 29885, Nov.
• Canestraro, Davide & Dacorogna, Michel, 2010, "Estimating the risk-adjusted capital is an affair in the tails," MPRA Paper, University Library of Munich, Germany, number 32831, Nov.
• Fan, Yanqin & Park, Sang Soo, 2010, "Confidence sets for some partially identified parameters," MPRA Paper, University Library of Munich, Germany, number 37149.
• Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour, 2010, "Bootstrapping realized multivariate volatility measures," MPRA Paper, University Library of Munich, Germany, number 40123, Jul.
• Rumyantsev, Mikhail I., 2010, "К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
  [On the problem of the adequacy estimation of simulation models of the banking business processes]," MPRA Paper, University Library of Munich, Germany, number 48591, Nov.
• Пигнастый, Олег, 2010, "Основы Статистической Теории Моделирования Технологических Процессов
  [Statistical technological process modelling]," MPRA Paper, University Library of Munich, Germany, number 96615, Oct, revised 26 Oct 2010.
• Пигнастый, Олег, 2010, "К Вопросу Обеспечения Асимптотической Устойчивости Макропараметров Технологического Процесса
  [Of the asymptotic stability of macro parameters of the technological process]," MPRA Paper, University Library of Munich, Germany, number 96700, Oct, revised 07 Oct 2010.
• Paulo M.M. Rodrigues & Antonio Rubia, 2010, "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Working Papers, Banco de Portugal, Economics and Research Department, number w201011.
• James G. MacKinnon, 2010, "Critical Values For Cointegration Tests," Working Paper, Economics Department, Queen's University, number 1227, Jan.
• S.Shankar & C.J. O’Donnell & John Quiggin, 2010, "Production Under Uncertainty: A Simulation Study," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP052010, Nov.
• Eddy Lizarazu Alanez & Jose A. Villasenor Alva, 2010, "Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 7, issue 1, pages 95-117, Julio - D.
• Madior Fall & Laurent Piet & Muriel Roger, 2010, "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 91, issue 3, pages 279-295.
• Madior Fall & Laurent Piet & Muriel Roger, 2010, "Trends in the French commercial farm population," Working Papers SMART, INRAE UMR SMART, number 10-04.
• Claudiu Tiberiu Albulescu, 2010, "Forecasting Credit Growth Rate In Romania: From Credit Boom To Credit Crunch?," Romanian Economic Business Review, Romanian-American University, volume 5, issue 1, pages 62-75, March.