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

2010

• 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.
• Abdelaziz Rouabah & John Theal, 2010, "Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector," BCL working papers, Central Bank of Luxembourg, number 47, Aug.
• Thomas Breuer & Martin Jandačka & Javier Mencía & Martin Summer, 2010, "A systematic approach to multi-period stress testing of portfolio credit risk," Working Papers, Banco de España, number 1018, Jun.
• Benavides Guillermo, 2010, "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Working Papers, Banco de México, number 2010-12, Oct.
• Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2010, "Localized Realized Volatility Modeling," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 492, pages 1376-1393.
• Davidson, Russell & MacKinnon, James G., 2010, "Wild Bootstrap Tests for IV Regression," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 128-144.
• Scaillet, Olivier & Topaloglou, Nikolas, 2010, "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 169-180.
• Kapetanios, George, 2010, "A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 3, pages 397-409.
• Matthieu Lemoine & Christophe Mougin, 2010, "The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models," Working papers, Banque de France, number 285.
• Emre Soyer & Robin Hogarth (1942-2024), 2015, "Experiencing Simulated Outcomes," Working Papers, Barcelona School of Economics, number 470, Sep.
• James W. Boudreau & Vicki Knoblauch, 2010, "Marriage Matching and Intercorrelation of Preferences," Journal of Public Economic Theory, Association for Public Economic Theory, volume 12, issue 3, pages 587-602, June, DOI: 10.1111/j.1467-9779.2010.01465.x.
• Jing Li & Junsoo Lee, 2010, "ADL tests for threshold cointegration," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 4, pages 241-254, July, DOI: 10.1111/j.1467-9892.2010.00659.x.
• Roman Liesenfeld & Guilherme Valle Moura & Jean‐François Richard, 2010, "Determinants and Dynamics of Current Account Reversals: An Empirical Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 4, pages 486-517, August, DOI: 10.1111/j.1468-0084.2010.00588.x.
• Patrick Minford & Ruthira Naraidoo, 2010, "Vicious And Virtuous Circles – The Political Economy Of Unemployment," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 1, pages 1-22, March, DOI: 10.1111/j.1813-6982.2010.01235.x.
• Oscar A. Martínez Cusicanqui & Raúl A. Ballón Fernández, 2010, "Modelo KMW - Merton para la medición del riesgo crediticio de las reservas internacionales del Banco Central de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 12, issue 1, pages 185-222, June.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010, "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper, Norges Bank, number 2010/29, Dec.
• Zacharias Bragoudakis & Stelios Panagiotou, 2010, "Determinants of the receipts from shipping services: the case of Greece," Economic Bulletin, Bank of Greece, issue 34, pages 41-55, September.
• Reed W. Robert & Webb Rachel, 2010, "The PCSE Estimator is Good -- Just Not As Good As You Think," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 1, pages 1-26, September, DOI: 10.2202/1941-1928.1032.
• Evarist Stoja & Richard D. F. Harris & Fatih Yilmaz, 2010, "A Cyclical Model of Exchange Rate Volatility," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 10/618, Oct.
• Steve de Castro & Flávio Gonçalves, 2010, "History or path dependence in mixed-Poisson growth: Brazil, 1822-2000, and USA, 1869-1996, with an estimate of the world mixing distribution at start-up," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 332, Nov.
• Steve de Castro, 2010, "The great divergence: history or path dependence? Results from the Americas," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 333, Nov.
• Kerstin Schneider & Claudia Wesselbaum-Neugebauer, 2010, "Die Gewerbesteuer seit der Unternehmensteuerreform 2008: Steigt die Steuerbelastung und die Gefahr der Substanzbesteuerung? Eine empirische Analyse," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp10008, Jul.
• Dimitrios Hristu-Varsakelis & Catherine Kyrtsou, 2010, "Testing for Granger Causality in the Presence of Chaotic Dynamics," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 323-327.
• Parail, V., 2010, "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1059, Nov.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "A Trinomial Test for Paired Data When There are Many Ties," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/20, May.
• W. Robert Reed & Rachel Webb, 2010, "The PCSE Estimator is Good -- Just Not as Good as You Think," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/53, Aug.
• Luintel, Kul B & Khan, Mosahid & Theodoridis, Konstantinos, 2010, "How Robust is the R&D-Productivity relationship? Evidence from OECD Countries," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2010/7, Sep.
• Russell Cooper & John Haltiwanger & Jonathan Willis, 2010, "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 10-02, Jan.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010, "Alternative versions of the RESET test for binary response index models: a comparative study," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_09.
• Jeroen Rombouts & Lars Stentoft, 2010, "Multivariate Option Pricing With Time Varying Volatility and Correlations," CIRANO Working Papers, CIRANO, number 2010s-23, May.
• Jeroen Rombouts & Lars Stentoft, 2010, "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CIRANO Working Papers, CIRANO, number 2010s-38, Sep.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7013, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7014, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7015, May.
• Fredy Vásquez Bedoya & Sergio Restrepo, 2010, "Efectos de las técnicas de filtrado en la evaluación de un modelo de ciclos económicos reales," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Myrian Vergara & Giovany Babativa, 2010, "El supuesto de normalidad: ¿mito o realidad?," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.211.
• ROMBOUTS, Jeroen J. K & STENTOFT, Lars, 2010, "Multivariate option pricing with time varying volatility and correlations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010020, May.
• ROMBOUTS, Jeroen V. K. & STENTOFT, Lars, 2010, "Option pricing with asymmetric heteroskedastic normal mixture models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010049, Aug.
• Nicolas Chopin & Christian Schafer, 2010, "Adaptive Monte Carlo on Multivariate Binary Sampling Spaces," Working Papers, Center for Research in Economics and Statistics, number 2010-24.
• Delgado, Miguel A. & Escanciano, Juan Carlos, 2010, "Testing conditional monotonicity in the absence of smoothness," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1017, Mar.
• Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., 2010, "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 42, issue 2, pages 303-319, May.
• Urcola, Hernán A. & Irwin, Scott H., 2010, "Hog Options: Contract Redesign and Market Efficiency," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 42, issue 4, pages 773-790, November.
• Donald W.K. Andrews & Xiaoxia Shi, 2010, "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1761, Jun.
• Donald W.K. Andrews & Xiaoxia Shi, 2010, "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1761R, Jun, revised Jul 2011.
• Donald W.K. Andrews & Xiaoxia Shi, 2010, "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1761R2, Jun, revised May 2012.
• Peter C. B. Phillips & Jun Yu, 2010, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1770, Sep.
• Donald W.K. Andrews & Xu Cheng, 2010, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1773, Oct.
• Donald W.K. Andrews & Xu Cheng, 2010, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1773R, Oct, revised Jul 2011.
• Kerstin Bruckmeier & Jürgen Wiemers, 2010, "A New Targeting - A New Take-Up?: Non-take-up of Social Assistance in Germany after Social Policy Reforms," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 294.
• Olaf J. de Groot & Idil Göksel, 2010, "Baskenland: regionaler Konflikt lässt die Bildungsnachfrage steigen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 12, pages 10-15.
• Bernd Görzig & Martin Gornig, 2010, "Intangibles, Can They Explain the Dispersion in Return Rates?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1018.
• Walter Sosa Escudero & Sergio Petralia, 2010, "“I Can Hear the Grass Grow”: The Anatomy of Distributive Changes in Argentina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0106, Sep.
• Donald W. K. Andrews & Gustavo Soares, 2010, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Econometrica, Econometric Society, volume 78, issue 1, pages 119-157, January.
• Viktor Winschel & Markus Kr‰tzig, 2010, "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, volume 78, issue 2, pages 803-821, March.
• Patrick Bajari & Han Hong & Stephen P. Ryan, 2010, "Identification and Estimation of a Discrete Game of Complete Information," Econometrica, Econometric Society, volume 78, issue 5, pages 1529-1568, September.
• de Peretti, Christian & Siani, Carole & Cerrato, Mario, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-20.
• He, Zhongfang & Maheu, John M., 2010, "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2628-2640, November.
• Ramalho, Esmeralda A. & Ramalho, Joaquim J.S., 2010, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 4, pages 987-1001, April.
• Duclos, Jean-Yves & Araar, Abdelkrim & Giles, John, 2010, "Chronic and transient poverty: Measurement and estimation, with evidence from China," Journal of Development Economics, Elsevier, volume 91, issue 2, pages 266-277, March.
• Amisano, Gianni & Tristani, Oreste, 2010, "Euro area inflation persistence in an estimated nonlinear DSGE model," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 1837-1858, October.
• Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2010, "Behavioral heterogeneity in the option market," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 11, pages 2273-2287, November.
• Galindev, Ragchaasuren & Lkhagvasuren, Damba, 2010, "Discretization of highly persistent correlated AR(1) shocks," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 7, pages 1260-1276, July.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2010, "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, volume 154, issue 1, pages 42-58, January.
• Bound, John & Stinebrickner, Todd & Waidmann, Timothy, 2010, "Health, economic resources and the work decisions of older men," Journal of Econometrics, Elsevier, volume 156, issue 1, pages 106-129, May.
• Lasak, Katarzyna, 2010, "Likelihood based testing for no fractional cointegration," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 67-77, September.
• Andrews, Donald W.K. & Guggenberger, Patrik, 2010, "Applications of subsampling, hybrid, and size-correction methods," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 285-305, October.
• Blazsek, Szabolcs & Escribano, Alvaro, 2010, "Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 14-32, November.
• Westner, Günther & Madlener, Reinhard, 2010, "The benefit of regional diversification of cogeneration investments in Europe: A mean-variance portfolio analysis," Energy Policy, Elsevier, volume 38, issue 12, pages 7911-7920, December.
• Ching, Andrew T., 2010, "Consumer learning and heterogeneity: Dynamics of demand for prescription drugs after patent expiration," International Journal of Industrial Organization, Elsevier, volume 28, issue 6, pages 619-638, November.
• Chor, Davin, 2010, "Unpacking sources of comparative advantage: A quantitative approach," Journal of International Economics, Elsevier, volume 82, issue 2, pages 152-167, November.
• Hoogerheide, Lennart & van Dijk, Herman K., 2010, "Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 231-247, April.
• Troske, Kenneth R. & Voicu, Alexandru, 2010, "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Labour Economics, Elsevier, volume 17, issue 1, pages 150-169, January.
• Barunik, Jozef & Vacha, Lukas, 2010, "Monte Carlo-based tail exponent estimator," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4863-4874, DOI: 10.1016/j.physa.2010.06.054.
• Timo Mitze, 2010, "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_22, Aug.
• Guillermo Benavides, 2010, "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 2, pages 1-27.
• Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2010, "Inference for stochastic volatility models using time change transformations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31421.
• Graeme Wells & Thanasis Stengos, 2010, "Estimates of Technology and Convergence: Simulation Results," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 13, issue 2-1, pages 97-108, Winter-Su.
• Cruz Aké, Salvador & Venegas-Martínez, Francisco, 2010, "Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 473-503, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Tore Selland Kleppe & Jun Yu & H.J. Skaug, 2010, "Simulated maximum likelihood estimation of continuous time stochastic volatility models," Advances in Econometrics, Emerald Group Publishing Limited, "Maximum Simulated Likelihood Methods and Applications", DOI: 10.1108/S0731-9053(2010)0000026009.
• Bian, G. & McAleer, M.J. & Wong, W.-K., 2010, "A Trinomial Test for Paired Data When There are Many Ties," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-66, Dec.