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

2009

• 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, Centre for Economic Policy Research, 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.
• Lombardi, Marco J. & Veredas, David, 2009, "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2309-2324, April.
• Tramontana, Fabio & Gardini, Laura & Puu, Tönu, 2009, "Cournot duopoly when the competitors operate multiple production plants," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 1, pages 250-265, January.
• Kascha, Christian & Mertens, Karel, 2009, "Business cycle analysis and VARMA models," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 2, pages 267-282, February.
• Baillie, Richard T. & Morana, Claudio, 2009, "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 8, pages 1577-1592, August.
• Kuester, Keith & Müller, Gernot J. & Stölting, Sarah, 2009, "Is the New Keynesian Phillips curve flat?," Economics Letters, Elsevier, volume 103, issue 1, pages 39-41, April.
• Li, Tong, 2009, "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 114-123, February.
• Lawford, Steve & Stamatogiannis, Michalis P., 2009, "The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 124-130, February.
• Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009, "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 149-161, February.
• Gärtner, Dennis L. & Halbheer, Daniel, 2009, "Are there waves in merger activity after all?," International Journal of Industrial Organization, Elsevier, volume 27, issue 6, pages 708-718, November.
• Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009, "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 447-460, July.
• Chortareas, Georgios & Kapetanios, George, 2009, "Getting PPP right: Identifying mean-reverting real exchange rates in panels," Journal of Banking & Finance, Elsevier, volume 33, issue 2, pages 390-404, February.
• Rémillard, Bruno & Scaillet, Olivier, 2009, "Testing for equality between two copulas," Journal of Multivariate Analysis, Elsevier, volume 100, issue 3, pages 377-386, March.
• Truchon, Michel & Gordon, Stephen, 2009, "Statistical comparison of aggregation rules for votes," Mathematical Social Sciences, Elsevier, volume 57, issue 2, pages 199-212, March.
• Stakhovych, Stanislav & Bijmolt, Tammo H.A., 2009, "Specification of spatial models: A simulation study on weights matrices," Papers in Regional Science, Elsevier, volume 88, issue 2, pages 389-409, DOI: 10.1111/j.1435-5957.2008.00213.x.
• Mur, Jesús & Angulo, Ana, 2009, "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, volume 39, issue 2, pages 200-213, March.
• Carrillo, Paul & Yezer, Anthony, 2009, "Alternative measures of homeownership gaps across segregated neighborhoods," Regional Science and Urban Economics, Elsevier, volume 39, issue 5, pages 542-552, September.
• García Pérez, Carmelo & Prieto Alaiz, Mercedes, 2009, "Sensibilidad de la evolución de la desigualdad a las técnicas de inferencia utilizadas. Una aplicación para el índice de Gini en el caso español (1993-2000)," El Trimestre Económico, Fondo de Cultura Económica, volume 6, issue 301, pages 101-118, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Adrián Hernández-del-Valle, 2009, "Método de la cadena de Markov-remuestreo-punto de rompimiento estructural del crecimiento económico," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 303, pages 619-643, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Montero, Rodrigo & Garcés, Paz, 2009, "¿Existe discriminación salarial contra la población indígena en Chile?," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 303, pages 645-669, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Yanqin Fan & Sang Soo Park, 2009, "Partial identification of the distribution of treatment effects and its confidence sets," Advances in Econometrics, Emerald Group Publishing Limited, "Nonparametric Econometric Methods", DOI: 10.1108/S0731-9053(2009)0000025004.
• van Eck, N.J.P. & Waltman, L., 2009, "VOSviewer: A Computer Program for Bibliometric Mapping," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-005-LIS, Feb.
• Alexandru Todea & Adrian Zoicas-Ienciu & Angela-Maria Filip, 2009, "Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 63-72.
• Mehtabul Azam, 2009, "A Distributional Analysis of Social Group Inequality in Rural India," Working Papers, eSocialSciences, number id:2047.
• Katelijne A.E. Carbonez, 2009, "Model Selection and Estimation of Long-Memory Time-Series Models," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 512-554.
• Luigi Curini & Paolo Martelli, 2009, "Electoral Systems and Government Stability: A Simulation of 2006 Italian Policy Space," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 3, issue 3, pages 305-322, October.
• FENG Jin & SONG Zheng, 2009, "Health care system in rural China: A quantitative approach based on heterogeneous individuals," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 4, issue 2, pages 153-172, June.
• Cyril Caillault, Dominique Guégan, 2009, "Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 1, pages 26-50, April.
• Pereira, Pedro L. Valls, 2009, "Predictability of equity models," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 176, Jan.
• George Bagdatoglou & Alexandros Kontonikas, 2009, "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," Working Papers, Business School - Economics, University of Glasgow, number 2009_17, May.
• Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis, 2009, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers, Business School - Economics, University of Glasgow, number 2009_28, Jul.
• Edwin Le Heron, 2009, "Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-01, Jan.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375531, Mar.
• Cyril Caillault & Dominique Guegan, 2009, "Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375765, Apr.
• Dominique Guegan & Justin Leroux, 2009, "Forecasting chaotic systems: The role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00431726, Sep, DOI: 10.1016/j.chaos.2008.09.017.
• Steve Lawford & Michalis P. Stamatogiannis, 2009, "The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators," Post-Print, HAL, number hal-00563603, Feb, DOI: 10.1016/j.jeconom.2008.10.004.
• Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Post-Print, HAL, number hal-01612710.
• Edwin Le Héron, 2009, "Fiscal and Monetary Policies in a Keynesian Stock-flow Consistent Model," Post-Print, HAL, number halshs-00385799.
• Russell Davidson, 2009, "Bootstraping econometric models," Working Papers, HAL, number halshs-00442693, Dec.
• Russell Davidson & James Mackinnon, 2009, "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers, HAL, number halshs-00442713, Dec.
• Russell Davidson & James Mackinnon, 2009, "Wild bootstrap tests for IV regression," Working Papers, HAL, number halshs-00443550, Dec.
• Russell Davidson, 2009, "Testing for restricted stochastic dominance: some further results," Working Papers, HAL, number halshs-00443556, Dec.
• Russell Davidson & Jean-Yves Duclos, 2009, "Testing for restricted stochastic dominance," Working Papers, HAL, number halshs-00443560, Dec.
• Arnab Bhattacharjee & Jean Bonnet & Nicolas Le Pape & Régis Renault, 2009, "Entrepreneurial motives and performance: Why might better educated entrepreneurs be less successful?," Working Papers, HAL, number halshs-00809745, Aug.
• Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009, "Forecasting long memory time series under a break in persistence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-433, Nov.
• Westerlund, Joakim, 2009, "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics, University of Gothenburg, Department of Economics, number 384, Sep.
• Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J, 2009, "Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:4, Feb.
• de Luna, Xavier & Lundin, Mathias, 2009, "Sensitivity analysis of the unconfoundedness assumption in observational studies," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:12, Jun.
• Holden , Steinar & Wulfsberg, Fredrik, 2009, "Wage Rigidity, Institutions, and Inflation," Memorandum, Oslo University, Department of Economics, number 03/2009, Jan.
• Leoni, Patrick L., 2009, "Downside risk of derivative portfolios with mean-reverting underlyings," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2009, Jan.
• Iversen, Jens, 2009, "Should we expect financial globalization to have significant effects on business cycles?," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 6/2009, Oct.
• Li, Yushu & Shukur, Ghazi, 2009, "Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:6, Feb.
• Li, Yushu & Shukur, Ghazi, 2009, "Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:7, Feb.
• Claire Blackman, 2009, "Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data," Royal Holloway, University of London: Discussion Papers in Economics, Department of Economics, Royal Holloway University of London, number 09/06, May.
• Peter C. B. Phillips & Jun Yu, 2009, "Information Loss in Volatility Measurement with Flat Price Trading," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-039, Mar.
• Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-072, May.
• Richard T. Baille & Claudio Morana, 2009, "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 06-2009, May.
• Llano, Carlos & Polasek, Wolfgang & Sellner, Richard, 2009, "Bayesian Methods for Completing Data in Space-time Panel Models," Economics Series, Institute for Advanced Studies, number 241, Jul.
• Hlouskova, Jaroslava & Wagner, Martin, 2009, "Finite Sample Correction Factors for Panel Cointegration Tests," Economics Series, Institute for Advanced Studies, number 244, Sep.
• Klaus Duellmann & Martin Erdelmeier, 2009, "Crash Testing German Banks," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 139-175, September.
• Dietske Simons & Ferdinand Rolwes, 2009, "Macroeconomic efault Modeling and Stress Testing," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 177-204, September.
• Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009, "How to Find Plausible, Severe and Useful Stress Scenarios," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 205-224, September.
• Adan Diaz Hernandez & Jose C. Ramirez Sanchez, 2009, "Una Metodología basada en Cúpulas y Valores Extremos para Estimar el Capital Económico Requerido de un Portafolio de Creditos al Menudeo," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 24, issue 2, pages 95-132, Diciembre.
• Claudio Agostini & Johanna Jimenez, 2009, "La Incidencia Distributiva del Impuesto a las Gasolinas en Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv224, Oct.
• Pedro Guajardo & Julio Peña Torres & Hector Ramirez, 2009, "Harvesting technology and catch-to-biomass dependence: The case of small pelagic fish," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv232, Dec.
• Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-13, May.
• Jesús Crespo-Cuaresma & Martin Feldkircher, 2009, "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-17, Jun.
• Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli, 2009, "Recent trends in income inequality in Latin America," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 132.
• Rodrigo Alfaro & Marcelo Fuenzalida, 2009, "Imputación Múltiple en Encuestas Microeconómicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 134, pages 273-288.
• José-Antonio Monteiro & Madina Kukenova, 2009, "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," IRENE Working Papers, IRENE Institute of Economic Research, number 09-01, Mar.
• Claudio Ceccarelli & Giovanni Maria Giorgi, 2009, "Analysis of Gini for evaluating attrition in Italian survey on income and living condition," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 63, issue 1-2, pages 49-69, January-J.
• Azam, Mehtabul, 2009, "Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition," IZA Discussion Papers, IZA Network @ LISER, number 3963, Jan.
• Azam, Mehtabul, 2009, "A Distributional Analysis of Social Group Inequality in Rural India," IZA Discussion Papers, IZA Network @ LISER, number 3973, Jan.
• Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J., 2009, "Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data," IZA Discussion Papers, IZA Network @ LISER, number 3992, Feb.
• Cockx, Bart & Picchio, Matteo, 2009, "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," IZA Discussion Papers, IZA Network @ LISER, number 4007, Feb.
• Caporale, Guglielmo Maria & Hadj Amor Essid, Thouraya & Rault, Christophe, 2009, "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," IZA Discussion Papers, IZA Network @ LISER, number 4038, Feb.
• Keane, Michael P. & Sauer, Robert M., 2009, "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," IZA Discussion Papers, IZA Network @ LISER, number 4054, Mar.
• Troske, Kenneth & Voicu, Alexandru, 2009, "The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?," IZA Discussion Papers, IZA Network @ LISER, number 4074, Mar.
• Behncke, Stefanie, 2009, "How Do Shocks to Non-Cognitive Skills Affect Test Scores?," IZA Discussion Papers, IZA Network @ LISER, number 4222, Jun.
• Troske, Kenneth & Voicu, Alexandru, 2009, "The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women," IZA Discussion Papers, IZA Network @ LISER, number 4417, Sep.
• Paul Turner, 2009, "Testing for cointegration using the Johansen approach: are we using the correct critical values?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 5, pages 825-831, DOI: 10.1002/jae.1073.
• Haroon Mumtaz & Paolo Surico, 2009, "Time-varying yield curve dynamics and monetary policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 6, pages 895-913, DOI: 10.1002/jae.1084.
• Cem Payaslioglu, 2009, "Common features and stylized facts in Turkish macroeconomy," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 155-176, September.
• Camelia Minoiu & Sanjay G. Reddy, 2009, "The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation," Journal of Income Distribution, Ad libros publications inc., volume 18, issue 2, pages 160-178, June.
• Thomas Grebel, 2009, "The Random Part in Network Evolution," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-039, May.
• Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela T. Di Cagno & Carlo D'Ippoliti, 2009, "A Test of the Rational Expectations Hypothesis using data from a Natural Experiment," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-104, Dec.
• Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009, "Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit," Journal of Statistical Software, Foundation for Open Access Statistics, volume 29, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Christoph Becker & Uwe Wystup, 2009, "On the cost of delayed currency fixing announcements," Annals of Finance, Springer, volume 5, issue 2, pages 161-174, March, DOI: 10.1007/s10436-008-0101-y.
• Eric Blankmeyer, 2009, "A Bootstrap for Theil’s Best Linear Index Numbers," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 4, pages 443-444, December, DOI: 10.1007/s11293-009-9189-3.
• Flavia Cortelezzi & Giovanni Villani, 2009, "Valuation of R&D Sequential Exchange Options Using Monte Carlo Approach," Computational Economics, Springer;Society for Computational Economics, volume 33, issue 3, pages 209-236, April, DOI: 10.1007/s10614-008-9157-z.
• Alan Mehlenbacher, 2009, "Multiagent System Simulations of Signal Averaging in English Auctions with Two-Dimensional Value Signals," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 2, pages 119-143, September, DOI: 10.1007/s10614-009-9167-5.
• Klaus Moeltner & Richard Woodward, 2009, "Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 42, issue 1, pages 89-108, January, DOI: 10.1007/s10640-008-9205-0.
• Laurent Cavaignac, 2009, "Bias of distance functions estimates and Primont and Primont’s homotheticity test," Journal of Productivity Analysis, Springer, volume 31, issue 2, pages 95-100, April, DOI: 10.1007/s11123-008-0120-8.
• Juan Martín & Concepción Román & Augusto Voltes-Dorta, 2009, "A stochastic frontier analysis to estimate the relative efficiency of Spanish airports," Journal of Productivity Analysis, Springer, volume 31, issue 3, pages 163-176, June, DOI: 10.1007/s11123-008-0126-2.
• Siddharth Singh & Sharad Borle & Dipak Jain, 2009, "A generalized framework for estimating customer lifetime value when customer lifetimes are not observed," Quantitative Marketing and Economics (QME), Springer, volume 7, issue 2, pages 181-205, June, DOI: 10.1007/s11129-009-9065-0.
• E Pavlidis & I Paya & D Peel, 2009, "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Working Papers, Lancaster University Management School, Economics Department, number 599040.
• Fredy Vásquez Bedoya & Sergio Restrepo Ochoa, 2009, "Effects of Filter Techniques on the Evaluation of a Model of Real Economic Cycles," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 71, pages 43-76.
• Stephen Hall & Sahar S. Qaqeesh, 2009, "The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/18, Sep.
• 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," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 135.