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

• 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

• Andrea Vaona, 2010, "Spatial autocorrelation and the sensitivity of RESET: a simulation study," Journal of Geographical Systems, Springer, volume 12, issue 1, pages 89-103, March, DOI: 10.1007/s10109-009-0093-9.
• 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.
• Andreas Kaeck & Carol Alexander, 2010, "Stochastic Volatility Jump-Diffusions for Equity Index Dynamics," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-06, Aug.
• Andreas Kaeck & Carol Alexander, 2010, "VIX Dynamics with Stochastic Volatility of Volatility," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-11, Sep.
• Christian P. Robert, 2010, "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 139-152, June.
• Wolfang Polasek & Carlos Llano & Richard Sellner, 2010, "Bayesian Methods for Completing Data in Spatial Models," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 194-214, June.
• Carlos Llano & Wolfgang Polasek & Richard Sellner, 2009, "Bayesian Methods for Completing Data in Space-Time Panel Models," Working Paper series, Rimini Centre for Economic Analysis, number 05_09, Jan.
• Wolfgang Polasek & Richard Sellner & Carlos Llano, 2010, "Chow-Lin Methods in Spatial Mixed Models," Working Paper series, Rimini Centre for Economic Analysis, number 47_10, Jan.
• Francisco J. Ruge-Murcia, 2010, "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Working Paper series, Rimini Centre for Economic Analysis, number 49_10, Jan.
• Wolfgang Polasek, 2011, "Marketing Response Models for Shrinking Beer Sales in Germany," Working Paper series, Rimini Centre for Economic Analysis, number 50_11, Nov.
• Oleg Tsatsura, 2010, "A Smooth Transition GARCH-M Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 17, issue 1, pages 45-61.
• Martin Feldkircher & Stefan Zeugner, 2010, "The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'," Working Papers in Economics, University of Salzburg, number 2010-12, Aug.
• Martin Feldkircher, 2010, "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics, University of Salzburg, number 2010-14, Sep.
• Mariana BĂLAN & Emilia VASILE, 2010, "The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 3, pages 177-188.
• Mierlus Mazilu, I., 2010, "On Generalized Pareto Distributions," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 107-117, March.
• Balan, Mariana, 2010, "Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 100-118, July.
• Caraiani, Petre, 2010, "Forecasting Romanian GDP Using a BVAR Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 76-87, December.
• Sriram Shankar & Chris O'Donnell & John Quiggin, 2010, "Production Under Uncertainty: A Simulation Study," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR10_3, Dec.
• Joanna Wartini, 2010, "Dynamiczna analiza finansowa w zakladzie ubezpieczen - koncepcja, przebieg i zastosowanie," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue 4, pages 76-91, December.
• Lutz Bellmann & Iris Möller, 2010, "Profit Sharing and Employment Stability," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 62, issue 1, pages 73-92, January.
• Stéphane Mussard & Jules Sadefo Kamdem & Françoise Seyte & Michel Terraza, 2010, "Quadratic Pen's Parade and the Computation of the Gini index," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 10-18, Jun.
• Patrick Richard, 2010, "Kernel smoothing end of sample instability tests P values," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 10-19, Jun.
• Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2010, "Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time," Working Papers, Singapore Management University, School of Economics, number 13-2010, Jan.
• Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis, 2010, "The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201039, Jan, revised Jan 2010.
• Marcel Risch & Jorn Altmann, 2010, "Capacity Planning in Economic Grid Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201045, Jan, revised Jan 2010.
• Dang Minh Quan & Jorn Altmann & Laurence T. Yang, 2010, "Error Recovery for SLA-Based Workflows within the Business Grid," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201047, Jan, revised Jan 2010.
• Flavio Lenz-Cesar & Almas Heshmati, 2010, "Agent-based Simulation of Cooperative Innovation," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201052, Jan, revised Jan 2010.
• Kibae Kim & Jorn Altmann & Junseok Hwang, 2010, "The Impact of the Subgroup Structure on the Evolution of Networks: An Economic Model of Network Evolution," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201056, Feb, revised Feb 2010.
• Junseok Hwang & Jihyoun Park & Jorn Altmann, 2010, "Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201063, Mar, revised Mar 2010.
• Juthasit Rohitratana & Jorn Altmann, 2010, "Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201064, Jul, revised Jul 2010.
• Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann, 2010, "Cost and Benefit of the SLA Mapping Approach for Defining Standardized Goods in Cloud Computing Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201069, Dec, revised Dec 2010.
• Denis Belomestny & G. Milstein & John Schoenmakers, 2010, "Sensitivities for Bermudan options by regression methods," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 33, issue 2, pages 117-138, November, DOI: 10.1007/s10203-009-0101-z.
• Luis Gil-Alana, 2010, "A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics," Empirical Economics, Springer, volume 38, issue 2, pages 471-501, April, DOI: 10.1007/s00181-009-0276-8.
• Samarjit Das & Nityananda Sarkar, 2010, "Is the relative risk aversion parameter constant over time? A multi-country study," Empirical Economics, Springer, volume 38, issue 3, pages 605-617, June, DOI: 10.1007/s00181-009-0281-y.
• Erik Hjalmarsson & Pär Österholm, 2010, "Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies," Empirical Economics, Springer, volume 39, issue 1, pages 51-76, August, DOI: 10.1007/s00181-009-0294-6.
• Paulo Ferreira & Andreia Dionísio & Cesaltina Pires, 2010, "Adopt the euro? The GME approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 5, issue 2, pages 231-247, December, DOI: 10.1007/s11403-010-0062-x.
• Mark Koetse & Raymond Florax & Henri Groot, 2010, "Consequences of effect size heterogeneity for meta-analysis: a Monte Carlo study," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 19, issue 2, pages 217-236, June, DOI: 10.1007/s10260-009-0125-0.
• Theologos Dergiades & Apostolos Dasilas, 2010, "Modelling and forecasting mobile telecommunication services: the case of Greece," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 18, pages 1823-1828, DOI: 10.1080/13504850903373258.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2010, "A Monte Carlo evaluation of the efficiency of the PCSE estimator," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 1, pages 7-10, January, DOI: 10.1080/13504850701719702.
• Martin Wagner & Jaroslava Hlouskova, 2010, "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 2, pages 182-223, April, DOI: 10.1080/07474930903382182.
• Denis Belomestny & John Schoenmakers, 2010, "A jump-diffusion Libor model and its robust calibration," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 4, pages 529-546, DOI: 10.1080/14697680903295176.
• Jan G. de Gooijer & Ao Yuan, 2010, "Some Exact Tests for Manifest Properties of Latent Trait Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-044/4, Apr.
• David Ardia & Lennart F. Hoogerheide, 2010, "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-045/4, Apr.
• David Ardia & Lennart F. Hoogerheide, 2010, "Efficient Bayesian Estimation and Combination of GARCH-Type Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-046/4, Apr.
• David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010, "A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-059/4, Jun.
• Lennart Hoogerheide & Joern H. Block & Roy Thurik, 2010, "Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-075/3, Aug.
• Cockx, B. & Picchio, M., 2010, "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-95.
• Cockx, B. & Picchio, M., 2010, "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," Other publications TiSEM, Tilburg University, School of Economics and Management, number b3133571-d38d-49aa-b7c3-4.
• Marco Bee, 2010, "Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1003.
• Giuseppe Espa & Giuseppe Arbia & Diego Giuliani, 2010, "Measuring industrial agglomeration with inhomogeneous K-function: the case of ICT firms in Milan (Italy)," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1014.
• Gallego López, Nuria & Llano, Carlos & Pérez García, Julian, 2010, "Estimación de los Flujos de Transporte de Mercancías Interregionales Trimestrales mediante Técnicas de Interpolación Temporal," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2010/03, Feb.
• Peter Fuleky & Eric Zivot, 2010, "Indirect Inference Based on the Score," Working Papers, University of Washington, Department of Economics, number UWEC-2010-08, Jun.
• Diego Gianelli, 2010, "Un modelo estructural pequeño para la economía uruguaya," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2610, Dec.
• Rob Vos & Marco V. Sánchez, 2010, "A Non-Parametric Microsimulation Approach to Assess Changes in Inequality and Poverty," Working Papers, United Nations, Department of Economics and Social Affairs, number 94, Mar.
• Carrillo, J.A., 2010, "How well does sticky information explain inflation and output inertia?," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 018, Jan, DOI: 10.26481/umamet.2010018.
• Usha Sridhar & Sridhar Mandyam, 2010, "A Simulation Framework to Study Policy Formulation and Evaluation of Economic Viability and Sustainability of Small and Marginal Farmers," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 17, issue 1, pages 27-62, June.
• Robin Hogarth & Emre Soyer, 2010, "Experiencing simulated outcomes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1224, Jun.
• Fabio Tramontana & Laura Gardini & T?nu Puu, 2010, "New properties of the Cournot duopoly with isoelastic demand and constant unit costs," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1006, revised 2010.
• Fabio Tramontana & Laura Gardini & T?nu Puu, 2010, "Mathematical Properties of a Combined Cournot-Stackelberg model," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1007, revised 2010.
• Martin Huber, 2010, "Testing for covariate balance using quantile regression and resampling methods," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-18, Jun.
• Matthias Fengler & Helmut Herwartz & Christian Werner, 2010, "A dynamic copula approach to recovering the index implied volatility skew," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 1132, Dec, revised Nov 2011.
• Xue-Zhong He & Youwei Li, 2005, "Heterogeneity, Profitability and Autocorrelations," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 147, Jan.
• Silvia Centanni & Marco Minozzo, 2010, "Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks," Working Papers, University of Verona, Department of Economics, number 22/2010, Dec.
• Maciej Jakubowski, 2010, "Latent Variables and Propensity Score Matching," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-06.
• Escribano, Alvaro & Pena, Jorge & Guasch, J. Luis, 2010, "Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys," Policy Research Working Paper Series, The World Bank, number 5346, Jun.
• Mosahid Khan & Kul B. Luintel & Konstantinos Theodoris, 2010, "How Robust is the R&D – Productivity relationship? Evidence from OECD Countries," WIPO Economic Research Working Papers, World Intellectual Property Organization - Economics and Statistics Division, number 01, Dec, revised Dec 2010.
• Szymon Borak & Adam Misiorek & Rafal Weron, 2010, "Models for Heavy-tailed Asset Returns," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/01.
• Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010, "Building Loss Models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/03.
• Krzysztof Burnecki & Marek Teuerle, 2010, "Ruin Probability in Finite Time," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/04.
• Zucchelli, E & Jones, A.M & Rice, N, 2010, "The evaluation of health policies through microsimulation methods," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 10/03, Jan.
• Keane, M. & Stavrunova, O., 2010, "Adverse Selection, Moral Hazard and the Demand for Medigap Insurance," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 10/14, Jul.
• Chai Cheng, T & Vahid, F, 2010, "Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 10/25, Oct.
• Leslie G. Godrey, 2010, "Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables," Discussion Papers, Department of Economics, University of York, number 10/22, Oct.
• Pickhardt, Michael, 2010, "A few can do: Ethical behavior and the provision of public goods in an agent-based model," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 37.
• Detering, Nils & Weber, Andreas & Wystup, Uwe, 2010, "Return distributions of equity-linked retirement plans," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 27.
• Krüger, Jens, 2010, "A Monte Carlo study of old and new frontier methods for efficiency measurement," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 200.
• Klein, Martin, 2010, "Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie," Working Papers in Accounting Valuation Auditing, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing, number 2010-8.
• Reed, W. Robert & Webb, Rachel S., 2010, "Estimating standard errors for the Parks model: Can jackknifing help?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-23.
• Demary, Markus, 2010, "Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 4, pages 1-44, DOI: 10.5018/economics-ejournal.ja.2010-.
• El-Shagi, Makram & Giesen, Sebastian, 2010, "Testing for Structural Breaks at Unknown Time: A Steeplechase," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 19/2010.
• Dettmann, Eva & Becker, Claudia & Schmeißer, Christian, 2010, "Is there a Superior Distance Function for Matching in Small Samples?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2010.
• Gentle, James E. & Härdle, Wolfgang Karl, 2010, "Modeling asset prices," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-031.
• Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafał, 2010, "Building loss models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-048.
• Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010, "Models for heavy-tailed asset returns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-049.
• Horstschräer, Julia & Clauss, Markus & Schnabel, Reinhold, 2010, "An unconditional basic income in the family context: Labor supply and distributional effects," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-091.
• Martin M. Andreasen, 2010, "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-05, Jan.
• Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Multivariate Option Pricing with Time Varying Volatility and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-19, Apr.
• Martin M. Andreasen, 2010, "Non-linear DSGE Models and The Central Difference Kalman Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-30, Jul.
• Mogens Bladt & Michael Sørensen, 2010, "Simple simulation of diffusion bridges with application to likelihood inference for diffusions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-32, Aug.
• Jeroen V.K. Rombouts & Lars Stentoft, 2010, "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-44, Aug.
• Eva Crespo Cebada & Francisco Pedraja Chaparro & Daniel Santin Gonzalez, 2010, "¿Escuela pública o concertada? Una comparación mediante un índice de Malmquist educativo," Investigaciones de Economía de la Educación volume 5, Asociación de Economía de la Educación, chapter 34, in: María Jesús Mancebón-Torrubia & Domingo P. Ximénez-de-Embún & José María Gómez-Sancho & Gregorio Gim, "Investigaciones de Economía de la Educación 5".
• Asfaw, Solomon & Shiferaw, Bekele A., 2010, "Agricultural Technology Adoption and Rural Poverty: Application of an Endogenous Switching Regression for Selected East African Countries," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa, African Association of Agricultural Economists (AAAE), number 97049, Sep, DOI: 10.22004/ag.econ.97049.
• Mallory, Mindy L. & Lence, Sergio H., 2010, "Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61721, DOI: 10.22004/ag.econ.61721.
• Fall, Madior & Piet, Laurent & Roger, Muriel, 2010, "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), volume 91, issue 3, DOI: 10.22004/ag.econ.188259.
• Fall, Madior & Piet, Laurent & Roger, Muriel, 2010, "Trends in the French commercial farm population," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 210286, DOI: 10.22004/ag.econ.210286.
• Urcola, Hernan A. & Irwin, Scott H., 2010, "Hog Options: Contract Redesign and Market Efficiency," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 4, pages 1-18, November, DOI: 10.22004/ag.econ.100518.
• Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., None, "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 2, DOI: 10.22004/ag.econ.90675.
• MacKinnon, James G., 2010, "Critical Values for Cointegration Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273723, Jan, DOI: 10.22004/ag.econ.273723.
• Shankar, Sriram & O'Donnell, Christopher & Quiggin, John, 2010, "Production Under Uncertainty: A Simulation Study," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 151193, DOI: 10.22004/ag.econ.151193.
• Ioan TRENCA & Simona MUTU & Maria-Miruna POCHEA, 2010, "Using stress testing methodology in evaluating banking institution’s exposure to risk," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 208-217, May.
• Manuel S. Santos, 2010, "Consistency properties of a simulation-based estimator for dynamic processes," Papers, arXiv.org, number 1001.2173, Jan.
• Marie Bernhart & Peter Tankov & Xavier Warin, 2010, "A finite dimensional approximation for pricing moving average options," Papers, arXiv.org, number 1011.3599, Nov.
• Salimifar, Mostafa & Taherifard, Ali, 2010, "Analytical Survey of the Relationship between Economic Growth and Income Distribution in Latin American Countries (in Persian)," Management and Development Process Quarterly (٠صلنامه ٠رایند مدیریت Ùˆ توسعه), Institute for Management and Planning studies, volume 23, issue 1, pages 3-23, September.
• Rosenow, Bernd & Weissbach, Rafael, 2010, "Modelling correlations in credit portfolio risk," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 3, issue 1, pages 16-30, January.
• Pasquale La Ganga & Gianluca Trevisan, 2010, "Liquidity risk stress test: new trends and methods," BANCARIA, Bancaria Editrice, volume 12, pages 59-75, December.
• Céline Gauthier & Zhongfang He & Moez Souissi, 2010, "Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings," Staff Working Papers, Bank of Canada, number 10-29, DOI: 10.34989/swp-2010-29.
• Céline Gauthier & Alfred Lehar & Moez Souissi, 2010, "Macroprudential Regulation and Systemic Capital Requirements," Staff Working Papers, Bank of Canada, number 10-4, DOI: 10.34989/swp-2010-4.