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

• 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.
• 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 2010-68, Dec.
• Vladimir Parail, 2010, "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1033, Nov.
• Sidika Basci & Asad Zaman & Arzdar Kiraci, 2010, "Variance Estimates and Model Selection," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 57-72, September.
• Andreas Ziegler, 2010, "Individual Characteristics and Stated Preferences for Alternative Energy Sources and Propulsion Technologies in Vehicles: A Discrete Choice Analysis," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 10/125, Mar.
• Russell Cooper & John Haltiwanger & Jonathan L. Willis, 2010, "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," Economics Working Papers, European University Institute, number ECO2010/21.
• Tomas Cipra, 2010, "Securitization of Longevity and Mortality Risk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 545-560, December.
• Jozef Barunik & Lukas Vacha, 2010, "Monte Carlo-Based Tail Exponent Estimator," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/06, Apr, revised Apr 2010.
• Lawrence Kryzanowski, Shishir Singh, 2010, "Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 1-37, October.
• Russell W. Cooper & John Haltiwanger & Jonathan L. Willis, 2010, "Euler-equation estimation for discrete choice models: a capital accumulation application," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-04.
• Edward S. Knotek, 2010, "The roles of price points and menu costs in price rigidity," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-18.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010, "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports, Federal Reserve Bank of New York, number 465.
• Giorgio Calzolari & Laura Neri, 2010, "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_01, Jan.
• Laura Mørch Andersen, 2010, "Maintaining symmetry of simulated likelihood functions," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2010/16, Nov.
• Hrishikesh D. Vinod, 2010, "A New Solution to Time Series Inference in Spurious Regression Problems," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-01.
• Ranoua Bouchouicha, 2010, "Dépendance entre risques extrêmes : Application aux Hedge Funds," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1013.
• Christian de Peretti & Carole Siani & Mario Cerrato, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," Working Papers, Business School - Economics, University of Glasgow, number 2010_05, Mar.
• Ronen Bar-El & Teresa García-Muñoz & Shoshana Neuman & Yossef Tobol, 2010, "The Evolution of Secularization: Cultural Transmission, Religion and Fertility. Theory, Simulations and Evidence," Papers on Economics of Religion, Department of Economic Theory and Economic History of the University of Granada., number 10/03, Oct.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010, "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00486655, Apr, DOI: 10.1080/03610911003646381.
• Dominique Guegan & Justin Leroux, 2010, "Predicting chaos with Lyapunov exponents: Zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00462454, Jan.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476022, Mar.
• Ibrahim Ahamada & Mohamed Boutahar, 2010, "The power of some standard tests of stationarity against changes in the unconditional variance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476024, Apr.
• Dominique Guegan & Zhiping Lu, 2010, "Testing unit roots and long range dependence of foreign exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00505117, Jun.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010, "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," Post-Print, HAL, number hal-00486655, Apr, DOI: 10.1080/03610911003646381.
• Szabolcs Blazsek & Alvaro Escribano, 2010, "Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors," Post-Print, HAL, number hal-00732533, Sep, DOI: 10.1016/j.jeconom.2010.04.004.
• Gianni Amisano & Oreste Tristani, 2010, "Euro area inflation persistence in an estimated nonlinear dsge model," Post-Print, HAL, number hal-00732762, Sep, DOI: 10.1016/j.jedc.2010.05.001.
• Bart Frijns & Thorsten Lehnert & Remco C.J. Zwinkels, 2010, "Behavioral heterogeneity in the option market," Post-Print, HAL, number hal-00736742, Sep, DOI: 10.1016/j.jedc.2010.05.009.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Post-Print, HAL, number halshs-00476022, Mar.
• Ibrahim Ahamada & Mohamed Boutahar, 2010, "The power of some standard tests of stationarity against changes in the unconditional variance," Post-Print, HAL, number halshs-00476024, Apr.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010, "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00486655, Apr, DOI: 10.1080/03610911003646381.
• Marie Bernhart & Peter Tankov & Xavier Warin, 2010, "A finite dimensional approximation for pricing moving average options," Working Papers, HAL, number hal-00554216, Nov.
• Thomas Barnay & Sophie Thiebault & Bruno Ventelou, 2010, "Ageing, chronic conditions and the evolution of future drugs expenditures," Working Papers, HAL, number halshs-00809736.
• Georgios Georgiadis & José Pineda & Francisco Rodríguez, 2010, "Has the Preston Curve Broken Down?," Human Development Research Papers (2009 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number HDRP-2010-32, Oct.
• Milorad Kovacevic & Clara García Aguña, 2010, "Uncertainty and Sensitivity Analysis of the Human Development Index," Human Development Research Papers (2009 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number HDRP-2010-47, Dec.
• Hacker, R. Scott & Hatemi-J, Abdulnasser, 2010, "A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 223, Apr.
• Bond, Stephen R. & Söderbom, Måns & Wu, Guiying, 2010, "Pursuing the Wrong Options? Adjustment Costs and the Relationship between Uncertainty and Capital Accumulation," Working Papers in Economics, University of Gothenburg, Department of Economics, number 449, May.
• Baroni, Elisa, 2010, "Effects of Sharing Parental Leave on Pensioners' Poverty and Gender Inequality in Old Age. A Simulation in IFSIM," Arbetsrapport, Institute for Futures Studies, number 2010:5, Jun.
• Graziani, Rebecca & Keilman, Nico, 2010, "The sensitivity of the Scaled Model of Error with respect to the choice of the correlation parameters: A Simulation Study," Memorandum, Oslo University, Department of Economics, number 22/2010, Nov.
• Bygren, Magnus, 2010, "Unpacking the Causes of Ethnic Segregation across Workplaces," SULCIS Working Papers, Stockholm University, Linnaeus Center for Integration Studies - SULCIS, number 2010:2, Feb.
• C. W. Yang & Ken Hung, 2010, "Stability Of Rents And Returns As A Source Of Internal Financing: Evidence From Appalachian Coal Producers," Accounting & Taxation, The Institute for Business and Finance Research, volume 2, issue 1, pages 33-46.
• Emina Kozarevic, 2010, "Comparative Analysis of VaR Models Aplicability in the Evaluation of Exchange Rate Risk in the B&H Banking Sector," Economic Analysis, Institute of Economic Sciences, volume 43, issue 3-4, pages 29-41.
• Michael P. Keane & Robert M. Sauer, 2010, "A Computationally Practical Simulation Estimation Algorithm For Dynamic Panel Data Models With Unobserved Endogenous State Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 51, issue 4, pages 925-958, November.
• Angelo Mele, 2010, "A structural model of segregation in social networks," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/10, Nov.
• Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2010, "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System," Economics Series, Institute for Advanced Studies, number 251, May.
• Polasek, Wolfgang & Sellner, Richard, 2010, "Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models," Economics Series, Institute for Advanced Studies, number 255, Sep.
• Rob Vos & Marco V. Sánchez, 2010, "A non-parametric microsimulation approach to assess changes in inequality and poverty," International Journal of Microsimulation, International Microsimulation Association, volume 3, issue 1, pages 8-23.
• Marcelo Bergolo & Fedora Carbajal, 2010, "Exploring the Urban-Rural Labor Income Gap in Uruguay: A Quantile Regression Decomposition," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 25, issue 2, pages 133-168, Diciembre.
• Guillermo Paraje & Melvyn Weeks, 2010, "Income Nonresponse and Inequality Measurement," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 25, issue 2, pages 193-221, Diciembre.
• Prowse, Victoria L., 2010, "Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity," IZA Discussion Papers, IZA Network @ LISER, number 4889, Apr.
• Bar-El, Ronen & García-Muñoz, Teresa & Neuman, Shoshana & Tobol, Yossef, 2010, "The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence," IZA Discussion Papers, IZA Network @ LISER, number 4980, May.
• Daniel J. Henderson, 2010, "A test for multimodality of regression derivatives with application to nonparametric growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 3, pages 458-480, DOI: 10.1002/jae.1099.
• Marek Jarocinski, 2010, "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 5, pages 833-868, DOI: 10.1002/jae.1082.
• Michael P. Clements & David I. Harvey, 2010, "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 6, pages 1028-1062, DOI: 10.1002/jae.1097.
• Michael P. Keane & Robert M. Sauer, 2010, "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1008, Jul, revised 05 Jul 2010.
• Ziegler Andreas, 2010, "Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 230, issue 5, pages 630-652, October, DOI: 10.1515/jbnst-2010-0507.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010, "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 251-269, DOI: 10.1002/for.1145.
• Sebastian Sienknecht, 2010, "Persistence Endogeneity Via Adjustment Costs: An Assessment based on Bayesian Estimations," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-057, Aug.
• Kim Sawyer & André Gygax & Matthew Hazledine, 2010, "Pricing errors and estimates of risk premia in factor models," Annals of Finance, Springer, volume 6, issue 3, pages 391-403, July, DOI: 10.1007/s10436-008-0116-4.
• Katja Ignatieva & Eckhard Platen, 2010, "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 17, issue 3, pages 261-302, September, DOI: 10.1007/s10690-010-9116-2.

2009

• Nisar Ahmad & Michael Svarer, 2009, "The Effect of Sanctions and Active Labour Market Programmes on the Exit Rate From Unemployment," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2009-14, Dec.
• Jeroen V.K. Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-07, Feb.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-52, Oct.
• Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009, "Forecasting long memory time series under a break in persistence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-53, Nov.
• Livanis, Grigorios T. & Salois, Matthew J. & Moss, Charles B., , "A Nonparametric Kernel Representation of the Agricultural Production Function: Implications for Economic Measures of Technology," 83rd Annual Conference, March 30 - April 1, 2009, Dublin, Ireland, Agricultural Economics Society, number 51063, DOI: 10.22004/ag.econ.51063.
• Pérez Domínguez, Ignacio & Britz, Wolfgang & Holm-Müller, Karin, 2009, "Trading schemes for greenhouse gas emissions from European agriculture: A comparative analysis based on different implementation options," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), volume 90, issue 3, DOI: 10.22004/ag.econ.207765.
• Ludena, Carlos E. & Schuschny, Andres & de Miguel, Carlos & Duran Lima, Jose E., 2009, "Georeferenced Assessment of Trade Liberalization Effects on Agriculture in Ecuador," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 50556, DOI: 10.22004/ag.econ.50556.
• Loy, Jens-Peter & Pieniadz, Agata, 2009, "Optimal Grain Marketing Revisited: A German and Polish Perspective," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51058, DOI: 10.22004/ag.econ.51058.
• Wilson, William W. & Dahl, Bruce L., None, "Grain Contracting Strategies to Induce Delivery and Performance in Volatile Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 2, DOI: 10.22004/ag.econ.53082.
• Wilson, William W., 2009, "Grain Contracting Strategies to Induce Delivery and Performance in Volatile Markets," Agribusiness & Applied Economics Report, North Dakota State University, Department of Agribusiness and Applied Economics, number 55084, May, DOI: 10.22004/ag.econ.55084.
• Morris, Brittany D. & Richardson, James W. & Frosch, Brian J. & Outlaw, Joe L. & Rooney, William L., , "Economic Feasibility of Ethanol Production from Sweet Sorghum Juice in Texas," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association, number 46852, DOI: 10.22004/ag.econ.46852.
• Pablo Alonso González & Irene Albarrán Lozano, 2009, "Private long term care insurance: Theoretical approach and results applied to the Spanish case," Alcamentos, Universidad de Alcalá, Departamento de Economía., number 0902.
• Jean-Yves Duclos & Wen-Hao Chen, 2009, "Testing for Poverty Dominance: An Application to Canada," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 769.09, Apr.
• Marcelo Soto, 2009, "System GMM Estimation With A Small Sample," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 780.09, Sep.
• Michael Creel & Dennis Kristensen, 2009, "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 792.09, Nov.
• Michael Creel & Dennis Kristensen, 2009, "SNM Guide," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 793.09, Nov.
• Jan P.A.M. Jacobs & Jenny E. Ligthart & Hendrik Vrijburg, 2009, "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0915, Dec.
• Ramdane Djoudad, 2009, "Simulations du ratio du service de la dette des consommateurs en utilisant des données micro," Staff Working Papers, Bank of Canada, number 09-18, DOI: 10.34989/swp-2009-18.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers, Bank of Canada, number 09-31, DOI: 10.34989/swp-2009-31.
• Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2009, "Do institutional changes affect business cycles? Evidence from Europe," Working Papers, Banco de España, number 0921, Sep.
• Leonardo Bonilla Mejía, 2009, "Determinantes de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de microdescomposición," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 27, issue 59, pages 100-156, June, DOI: 10.32468/Espe.5904.
• Martha López & Juan David Prada & Norberto Rodríguez, 2009, "Evidence for a financial accelerator in a small open economy, and implications for monetary policy," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 27, issue 60, pages 12-45, December, DOI: 10.32468/Espe.6001.
• Leonardo Bonilla Mejía, 2009, "Causas de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de micro-descomposición," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 111, Mar, DOI: 10.32468/dtseru.111.
• Boldea, Otilia & Magnus, Jan R., 2009, "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 488, pages 1539-1549.
• Patrick F ve & Julien Matheron & Jean-Guillaume Sahuc, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Working papers, Banque de France, number 245.
• Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney., 2009, "Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries," Working papers, Banque de France, number 249.
• Wen-Hao Chen & Jean-Yves Duclos, 2015, "Testing for poverty dominance: an application to Canada," Working Papers, Barcelona School of Economics, number 379, Sep.
• Marcelo Soto, 2015, "System GMM estimation with a small sample," Working Papers, Barcelona School of Economics, number 395, Sep.
• Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis, 2009, "The systemic importance of financial institutions," BIS Quarterly Review, Bank for International Settlements, September.
• Darrell Duffie & Andreas Eckner & Guillaume Horel & Leandro Saita, 2009, "Frailty Correlated Default," Journal of Finance, American Finance Association, volume 64, issue 5, pages 2089-2123, October, DOI: 10.1111/j.1540-6261.2009.01495.x.
• Jaroslava Hlouskova & Martin Wagner, 2009, "Finite Sample Correction Factors for Panel Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 6, pages 851-881, December, DOI: 10.1111/j.1468-0084.2009.00559.x.
• Patrick Fève & Julien Matheron & Jean‐Guillaume Sahuc, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 6, pages 883-894, December, DOI: 10.1111/j.1468-0084.2009.00562.x.
• Pär Österholm, 2009, "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, volume 111, issue 2, pages 387-415, June, DOI: 10.1111/j.1467-9442.2009.01569.x.
• Steinar Holden & Fredrik Wulfsberg, 2009, "Wage rigidity, institutions, and inflation," Working Paper, Norges Bank, number 2009/02, Jan.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
• Christian Kascha & Carsten Trenkler, 2009, "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper, Norges Bank, number 2009/12, Aug.
• Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009, "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/216, Apr.
• Mathieu Lefèbvre & Kristian Orsini & Alexis Paszukiewicz, 2009, "La retraite anticipée des salariés en Belgique," Revue économique, Presses de Sciences-Po, volume 60, issue 3, pages 777-785.
• Imed Drine & Christophe Rault, 2009, "Une analyse économétrique des sources de fluctuations du taux de change réel dans trois pays en développement. Le cas du Maroc, des Philippines et de l'Uruguay," Revue économique, Presses de Sciences-Po, volume 60, issue 6, pages 1421-1453.
• Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2009, "How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/13, Oct.
• W. Robert Reed & Rachel S. Webb, 2009, "Estimating Standard Errors For The Parks Model: Can Jackknifing Help?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/18, Nov.
• Li, GuangJie, 2009, "Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/5, Mar.
• Li, GuangJie & Leon-Gonzalez, Roberto, 2009, "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/6, Mar.
• Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2009, "The Determinants of Economic Growth in European Regions," CESifo Working Paper Series, CESifo, number 2519.
• Steinar Holden & Fredrik Wulfsberg, 2009, "Wage Rigidity, Institutions, and Inflation," CESifo Working Paper Series, CESifo, number 2554.
• Bart Cockx & Matteo Picchio, 2009, "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," CESifo Working Paper Series, CESifo, number 2569.
• Giovanni Villani, 2009, "A Strategic R&D Investment with Flexible Development Time in Real Option Game Analysis," CESifo Working Paper Series, CESifo, number 2728.
• Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2009, "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," CESifo Working Paper Series, CESifo, number 2819.
• Alexander Ebertz, 2009, "The Determinants of Joint Residential and Job Location Choices: A Mixed Logit Approach," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 82.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_10.
• Jeroen Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," CIRANO Working Papers, CIRANO, number 2009s-19, May.
• Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers, CIRANO, number 2009s-28, Jun.
• Kul B. Luintel & Mosahid Khan, 2009, "Heterogeneous ideas production and endogenous growth: an empirical investigation," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 3, pages 1176-1205, August, DOI: 10.1111/j.1540-5982.2009.01543.x.
• Miguel Andr√©s Espinosa Farf√°n, 2009, "Una aproximaci√≥n al problema de optimalidad y eficiencia en el sector el√©ctrico colombiano," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 5402, Feb.
• Alejandro Reveiz & Carlos Le�n & Freddy H. Castro & Gabriel Piraquive, 2009, "Modelo de simulaci�n del valor de la pensi�n de un trabajador en Colombia," Borradores de Economia, Banco de la Republica, number 5387, Mar.
• Carlos Le�n, 2009, "Una aproximaci�n te�rica a la superficie de volatilidad en el mercado colombiano a trav�s del modelo de difusi�n con saltos," Borradores de Economia, Banco de la Republica, number 5738, Aug.
• Ana Mar�a Iregui & Ligia Alba Melo & Mar�a Teresa Ram�rez, 2009, "Rigideces de los salarios a la baja en Colombia: Evidencia emp�rica a partir de una muestra de salarios a nivel de firma," Borradores de Economia, Banco de la Republica, number 5757, Aug.
• Leonardo Bonilla Mejía, 2009, "Causas de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de micro-descomposición," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 5363, Mar, DOI: 10.32468/dtseru.111.
• Leonardo Bonilla Mejía, 2009, "Determinantes de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de microdescomposición," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 27, issue 59, pages 100-156, DOI: 10.32468/Espe.5904.
• Martha López & Juan David Prada & Norberto Rodr�guez, 2009, "Evidence for a financial accelerator in a small open economy, and implications for monetary policy," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 27, issue 60, pages 12-45, DOI: 10.32468/Espe.6001.
• Carlos Alberto Castro Iragorri, 2009, "Administración de riesgos en los Fondos Privados de Pensiones," Archivos de Economía, Departamento Nacional de Planeación, number 5250, Jan.
• Carlos Humberto Ortiz & Jos� Ignacio Uribe & Harvy Vivas, 2009, "Transformación industrial, Autonomía tecnológica y Crecimiento Económico: Colombia 1925-2005," Archivos de Economía, Departamento Nacional de Planeación, number 5283, Feb.
• Lina Marcela González & Sof�a Patricia Claros & Germ�n Cano & H�ctor Flechas, 2009, "Comparación evaluación costo-beneficio Programas nutricionales en Colombia Familias en acción y Hogares comunitarios," Archivos de Economía, Departamento Nacional de Planeación, number 5501, Apr.
• Marleny Cardona Acevedo & John Fernando Mac�as Prada & Paula Andrea Suesc�n �lvarez, 2009, "La educación para el trabajo de jóvenes en Colombia, ¿Mecanismo de Inserción Laboral y Equidad?," Archivos de Economía, Departamento Nacional de Planeación, number 5504, Apr.
• Óscar Montero, 2009, "Proyección de tasas de interés para la planeación de futuros préstamos Inter-Companía: una aproximación alternativa," Archivos de Economía, Departamento Nacional de Planeación, number 5669, Jun.
• Juan Carlos Vergara Schmalbach & V�ctor Manuel Quesada Ibarg�en & Melissa Manga Altamar & Vanessa Restrepo Torres, 2009, "La planeación agregada analizada desde el enfoque de la dinámica de sistemas," Revista Panorama Económico, Universidad de Cartagena, volume 0, issue 0, pages 1-17.
• Anna Staszewska-Bystrova, 2009, "Bootstrap Confidence Bands for Forecast Paths," Working Papers, COMISEF, number 024, Dec.
• ROMBOUTS, Jeroen V.K. & STENTOFT, Lars, 2009, "Bayesian option pricing using mixed normal heteroskedasticity models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009013, Mar.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to Granger causality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009041, Jun.
• Graddy, Kathryn & Hall, George, 2009, "A Dynamic Model of Price Discrimination and Inventory Management at the Fulton Fish Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7315, Jun.
• Nikolay Gospodinov & Ye Tao, 2009, "Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors," Working Papers, Concordia University, Department of Economics, number 09001, Jan.
• Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009, "Behavioral Heterogeneity in the Option Market," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-07.
• Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to granger causality," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093419, Jun.
• Escribano, Álvaro & Pena, Jorge, 2009, "Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we098750, Dec.
• Blazsek, Szabolcs & Escribano, Álvaro, 2009, "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we098951, Dec.
• Bart COCKX & Matteo PICCHIO, 2009, "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs ?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009004, Feb.
• Galvao Jr, A. F. & Montes-Rojas, G. & Olmo, J., 2009, "Threshold quantile autoregressive models," Working Papers, Department of Economics, City St George's, University of London, number 09/05.
• Trenkler, Carsten, 2009, "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 243-269, February.
• Andrews, Donald W.K. & Guggenberger, Patrik, 2009, "Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 669-709, June.
• Olaf J. de Groot & Idil Göksel, 2009, "The Influence of Conflict on the Demand for Education in the Basque Region," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 927.
• Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2009, "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 941.
• Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli & Mariana Marchionni, 2009, "A Turning Point? Recent Developments on Inequality in Latin America and the Caribbean," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0081, Feb.
• Bruno Arpino & Roberta Varriale, 2009, "Assessing the quality of institutions' rankings obtained through multilevel linear regression models," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 019, Jul.
• Rihab Bedoui & Makram Ben Dbadis, 2009, "Copulas and bivariate risk measures : an application to hedge funds," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-19.
• Thabo M. Mokoena & Gupta, R. & Van Eyden, R., 2009, "Half-Life Deviations from PPP in the South African Development Community (SADC)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Adel M. EL-MAHDY & Neveen M. TORAYEH, 2009, "Debt Sustainabiliy And Economic Growth In Egypt," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• Peter C. B. Phillips & Jun Yu, 2009, "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Finance Working Papers, East Asian Bureau of Economic Research, number 23051, Jan.
• Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009, "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, volume 77, issue 2, pages 585-602, March.
• David Ardia, 2009, "Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 105-126, March.
• Bagdatoglou, George & Kontonikas, Alexandros, 2009, "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-23.
• Bauwens, L. & Galli, F., 2009, "Efficient importance sampling for ML estimation of SCD models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 1974-1992, April.