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

• 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.
• Richter, Andreas & Weber, Frederik, 2009, "Mortality-Indexed Annuities," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 10994, Sep.
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani, 2009, "Basket Options on Heterogeneous Underlying Assets," Cahiers de recherche, CIRPEE, number 0918.
• Jeroen V.K. Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," Cahiers de recherche, CIRPEE, number 0926.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche, CIRPEE, number 0927.
• Cosme Vodounou, 2009, "Pauvreté multidimensionnelle et politiques sociales au Bénin," Working Papers PMMA, PEP-PMMA, number 2009-03.
• Theologos Dergiades & Apostolos Dasilas, 2009, "Modelling and Forecasting Mobile Telecommunication Services: The case of Greece," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_13, Sep, revised Sep 2009.
• Roy Cerqueti & Paolo Falbo & Cristian Pelizzari, 2009, "Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 53-2009, Apr, revised Apr 2009.
• James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou, 2009, "Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 293-321, September.
• Daniele Pacifico, 2009, "Inequality and higher education in Italy The distributive impact of fees and subsidies to academics," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0069, Oct.
• Paolo Silvestri, 2009, "Pubblico e privato: prime valutazioni sul caso modenese," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0070, Oct.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09015, Mar.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09070, Aug.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09071, Aug.
• Yong Chen & Wayne Ferson & Helen Peters, 2009, "Measuring the Timing Ability and Performance of Bond Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 15318, Sep.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15533, Nov.
• Eva Poen, 2009, "The Tobit model with feedback and random effects: A Monte-Carlo study," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2009-14, Jul.
• George Monokroussos, 2009, "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Discussion Papers, University at Albany, SUNY, Department of Economics, number 09-07.
• Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009, "How to find plausible, severe, and useful stress scenarios," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 150, Feb.
• Necula Ciprian & Radu Alina-Nicoleta, 2009, "Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 610-615, May.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009, "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 124-163, 2012 10 1.
• Peter C. B. Phillips & Jun Yu, 2009, "Simulation-Based Estimation of Contingent-Claims Prices," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3669-3705, September.
• Muñoz Rosas, Juan Francisco & Alvarez Verdejo, Encarnación, 2009, "Métodos de imputación para el tratamiento de datos faltantes: aplicación mediante R/Splus = Imputation methods to handle the problem of missing data: an application using R/Splus," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 7, issue 1, pages 3-30, June.
• Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2009, "Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 093, Feb.
• Aleksandra Marcikic & Boris Radovanov, 2009, "Simulation In Inventory Management," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 3, issue 3, pages 98-100.
• Lawrence Dacuycuy, 2009, "Testing for omitted variables in partially linear regression models," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 46, issue 2, pages 47-61, December.
• Пигнастый, Олег & Заруба, Виктор, 2009, "О Взаимосвязи Микро- И Макро-Описания Производственно-Технических Систем
  [On the relationship of micro-and macro-descriptions of production and technical systems]," MPRA Paper, University Library of Munich, Germany, number 107485, Nov, revised 17 Nov 2009.
• Valls Pereira, Pedro L. & Chicaroli, Rodrigo, 2009, "Predictability of Equity Models," MPRA Paper, University Library of Munich, Germany, number 10955, Jan.
• Jing, Li, 2009, "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper, University Library of Munich, Germany, number 13086, Jan.
• Cornaglia, Anna & Morone, Marco, 2009, "Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting," MPRA Paper, University Library of Munich, Germany, number 14711, Jan.
• Daras, Tomasz & Tyrowicz, Joanna, 2009, "Breeding Ones' Own Subprime Crisis: The effects of labour market on financial system stability," MPRA Paper, University Library of Munich, Germany, number 15202.
• Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley, 2009, "On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies," MPRA Paper, University Library of Munich, Germany, number 15390.
• Vazquez, Miguel & Barquín, Julián, 2009, "A fundamental power price model with oligopolistic competition representation," MPRA Paper, University Library of Munich, Germany, number 15629, Jun.
• Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja, 2009, "Homogenous Agent Wage-Posting Model with Wage Dispersion," MPRA Paper, University Library of Munich, Germany, number 16114, Jul.
• Bušs, Ginters, 2009, "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper, University Library of Munich, Germany, number 16684, Aug.
• Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja, 2009, "A Repeated Game Heterogeneous-Agent Wage-Posting Model," MPRA Paper, University Library of Munich, Germany, number 16706, Aug.
• Albulescu, Claudiu Tiberiu, 2009, "Forecasting credit growth rate in Romania: from credit boom to credit crunch?," MPRA Paper, University Library of Munich, Germany, number 16740, Jul, revised 10 Aug 2009.
• Gambetta, Renzo, 2009, "A Note of Growth and Inequality in Peru, 2003-2008," MPRA Paper, University Library of Munich, Germany, number 16986, revised 2009.
• Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi, 2009, "Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation," MPRA Paper, University Library of Munich, Germany, number 17099, Aug.
• Bušs, Ginters, 2009, "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper, University Library of Munich, Germany, number 17273, Sep.
• Chun, So Yeon & Alexander, Shapiro, 2009, "Normal versus Noncentral Chi-square Asymptotics of Misspecified Models," MPRA Paper, University Library of Munich, Germany, number 17310, Sep.
• Ardia, David, 2009, "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R," MPRA Paper, University Library of Munich, Germany, number 17414, Sep.
• Suchánek, Petr & Vymětal, Dominik, 2009, "Identifikace, měření a analýza poruch E-Commerce systémů
  [Identification, Measurement and Analysis of the E-Commerce System Disturbances]," MPRA Paper, University Library of Munich, Germany, number 18505, Sep.
• Arpino, Bruno & Varriale, Roberta, 2009, "Assessing the quality of institutions’ rankings obtained through multilevel linear regression models," MPRA Paper, University Library of Munich, Germany, number 19873.
• Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009, "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper, University Library of Munich, Germany, number 19963.
• Palombini, Edgardo, 2009, "Factor models and the credit risk of a loan portfolio," MPRA Paper, University Library of Munich, Germany, number 20107, Oct.
• Koop, Gary & Korobilis, Dimitris, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 20125, Sep.
• Alcantud, José Carlos R. & Matos, Daniel L. & Palmero, Carlos R., 2009, "Goodness of fit in optimizing consumer's model," MPRA Paper, University Library of Munich, Germany, number 20134, Sep.
• Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2009, "DEoptim: An R Package for Global Optimization by Differential Evolution," MPRA Paper, University Library of Munich, Germany, number 21743, Dec, revised 26 Dec 2010.
• Khan, Zahid & Asghar, Zahid, 2009, "Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan," MPRA Paper, University Library of Munich, Germany, number 22091, Dec, revised 10 Apr 2010.
• Giovanis, Eleftherios, 2009, "Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB," MPRA Paper, University Library of Munich, Germany, number 22326.
• Giovanis, Eleftherios, 2009, "Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS," MPRA Paper, University Library of Munich, Germany, number 22327.
• Boldea, Otilia & Magnus, Jan R., 2009, "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper, University Library of Munich, Germany, number 23149.
• Shiu, Alice & Zelenyuk, Valentin, 2009, "Production Efficiency versus Ownership: The Case of China," MPRA Paper, University Library of Munich, Germany, number 23760, Aug, revised 22 Mar 2010.
• Sarafidis, Vasilis, 2009, "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper, University Library of Munich, Germany, number 25176, Jan.
• Eryilmaz, Serkan & Kan, Cihangir & Akici, Fatih, 2009, "Consecutive k-within-m-out-of-n:F system with exchangeable components," MPRA Paper, University Library of Munich, Germany, number 26838.
• Baumöhl, Eduard & Lyócsa, Štefan, 2009, "Stationarity of time series and the problem of spurious regression," MPRA Paper, University Library of Munich, Germany, number 27926, Sep.
• Gonzales, Rolando, 2009, "Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping
  [Portfolio analysis with Sharpe ratios resampled by bootstrapping]," MPRA Paper, University Library of Munich, Germany, number 28402.
• Albu, Lucian-Liviu & Diaconescu, Tiberiu, 2009, "Simulation on long-term correlation between demographic variables and economic growth," MPRA Paper, University Library of Munich, Germany, number 33003, May.
• Fan, Yanqin & Park, Sang Soo, 2009, "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper, University Library of Munich, Germany, number 37148.
• Bandi, Federico & Corradi, Valentina & Moloche, Guillermo, 2009, "Bandwidth selection for continuous-time Markov processes," MPRA Paper, University Library of Munich, Germany, number 43682, Oct.
• Youssef, Ahmed H. & Abonazel, Mohamed R., 2009, "A Comparative Study for Estimation Parameters in Panel Data Model," MPRA Paper, University Library of Munich, Germany, number 49713, May.
• Wieser, Robert, 2009, "Parameterstabilität in hedonischen Bodenpreismodellen
  [Stability of Parameters in Hedonic Urban Land Price Models]," MPRA Paper, University Library of Munich, Germany, number 65859, Aug.
• Пигнастый, Олег & Михайленко, Виктор & Дидиченко, Николай & Дубровин, Анатолий & Демутцкий, Виктор, 2009, "Использование Статистической Теории Производственно-Технических Систем Для Расчета Производственного Цикла Изготовления Продукции
  [Use of the statistical theory of technological systems for the calculation of the production cycle]," MPRA Paper, University Library of Munich, Germany, number 97317, Jan, revised 01 Jan 2009.
• Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda, 2009, "Smart Agents and Sentiment in the Heterogeneous Agent Model," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 3, pages 209-219, DOI: 10.18267/j.pep.350.
• Ignacio Pérez Domínguez & Wolfgang Britz & Karin Holm-Müller, 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, INRA Department of Economics, volume 90, issue 3, pages 287-308.
• Carol Alexander & Walter Ledermann & Daniel Ledermann, 2009, "Exact Moment Simulation using Random Orthogonal Matrices," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-09, Sep.
• Russell Davidson, 2009, "Testing for Restricted Stochastic Dominance: Some Further Results," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 1, issue 1, pages 34-59, September.
• Robinson, Elizabeth J.Z. & Lokina, Razack, 2009, "Spatial Aspects of Forest Management and Non-Timber Forest Product Extraction in Tanzania," RFF Working Paper Series, Resources for the Future, number dp-09-07-efd, Mar.
• Hermans, Outi & Hermans, Raine, 2009, "Paikkatietojen yhteiskäyttö ja jakeluperiaatteet - Hinnoitteluperiaatteiden analyysi ja kansantaloudellisten vaikutusten simulointi," Discussion Papers, The Research Institute of the Finnish Economy, number 1194.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 11_09, Jan.
• Gary Koop & Dimitris Korobilis, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series, Rimini Centre for Economic Analysis, number 47_09, Jan.
• Maria Musatova, 2009, "Intensity of Russian Companies’ Mergers & Acquisitions (M&A) Processes, 2001-2004: Econometric Estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 23-42.
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani, 2009, "Basket options on heterogeneous underlying assets," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 09-3, May.
• Günther Westner & Reinhard Madlener, 2009, "Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 4/2009, Nov.
• Günther Westner & Reinhard Madlener, 2009, "The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 5/2009, Nov.
• Dean Fantazzini & Maria Elena DeGiuli & Silvia Figini & Paolo Giudici, 2009, "Enhanced credit default models for heterogeneous SME segments," Journal of Financial Transformation, Capco Institute, volume 25, pages 31-39.
• Zgurovski, M., 2009, "Global Simulation of Quality and Security of Human Life," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 5-21, September.
• LUBAN Florica, 2009, "Using simulation to evaluate investment projects," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 1 Special, pages 139-144, July.
• Florica LUBAN & Daniela HINCU, 2009, "Interdependency Between Simulation Model Development And Knowledge Management," Theoretical and Empirical Researches in Urban Management, Research Centre in Public Administration and Public Services, Bucharest, Romania, volume 4, issue 10, pages 75-85, February.
• G. Everaert, 2009, "Using Backward Means to Eliminate Individual Effects from Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/553, Jan.
• B. Cockx & M. Picchio, 2009, "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/560, Feb.
• Oliver Budzinski & Isabel Ruhmer, 2009, "Merger Simulation in Competition Policy: A Survey," Working Papers, University of Southern Denmark, Department of Sociology, Environmental and Business Economics, number 82/09, Jan.
• Liangjun Su & Zhenlin Yang, 2009, "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Working Papers, Singapore Management University, School of Economics, number 03-2009, Jan.
• Peter C. B. Phillips & Jun Yu, 2009, "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Working Papers, Singapore Management University, School of Economics, number 18-2009, Nov.
• Tore Selland KLEPPE & Jun YU & Hans J. SKAUG, 2009, "Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 20-2009, Jun.
• Peter C.B.Phillips & Jun Yu, 2009, "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-07-2009, Apr.
• Tore Selland Kleppe & Hans J. Skaug & Jun Yu, 2009, "Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-09-2009, Jun.
• Marcel Risch & Ivona Brandic & Jorn Altmann, 2009, "Using SLA Mapping to Increase Market Liquidity," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200937, Oct, revised Oct 2009.
• Maurus Rischatsch, 2009, "Simulating WTP Values from Random-Coefficient Models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0912, Jul.
• Uwe Blien & Hermann Gartner & Heiko Stüber & Katja Wolf, 2009, "Regional price levels and the agglomeration wage differential in western Germany," The Annals of Regional Science, Springer;Western Regional Science Association, volume 43, issue 1, pages 71-88, March, DOI: 10.1007/s00168-007-0205-8.
• Carsten Kuchler & Martin Spiess, 2009, "The data quality concept of accuracy in the context of publicly shared data sets," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 3, issue 1, pages 67-80, June, DOI: 10.1007/s11943-009-0056-0.
• Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2009, "A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence," Empirical Economics, Springer, volume 36, issue 1, pages 201-229, February, DOI: 10.1007/s00181-008-0192-3.
• Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009, "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, volume 37, issue 3, pages 653-679, December, DOI: 10.1007/s00181-008-0251-9.
• Knut Veisten & Åse Nossum & Juned Akhtar, 2009, "Total costs of injury from accidents in the home and during education, sports and leisure activities: estimates for Norway with assessment of uncertainty," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 10, issue 3, pages 337-346, July, DOI: 10.1007/s10198-009-0149-2.
• Pierre L’Ecuyer, 2009, "Quasi-Monte Carlo methods with applications in finance," Finance and Stochastics, Springer, volume 13, issue 3, pages 307-349, September, DOI: 10.1007/s00780-009-0095-y.
• Michael Giles & Desmond Higham & Xuerong Mao, 2009, "Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff," Finance and Stochastics, Springer, volume 13, issue 3, pages 403-413, September, DOI: 10.1007/s00780-009-0092-1.
• Jin Feng & Zheng Song, 2009, "Health care system in rural China: A quantitative approach based on heterogeneous individuals," Frontiers of Economics in China, Springer;Higher Education Press, volume 4, issue 2, pages 153-172, June, DOI: 10.1007/s11459-009-0009-0.
• Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2009, "Smart predictors in the heterogeneous agent model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 4, issue 2, pages 163-172, November, DOI: 10.1007/s11403-009-0051-0.
• Floortje Alkemade & Koen Frenken & Marko Hekkert & Malte Schwoon, 2009, "A complex systems methodology to transition management," Journal of Evolutionary Economics, Springer, volume 19, issue 4, pages 527-543, August, DOI: 10.1007/s00191-009-0144-x.
• Giancarlo Manzi & Fulvia Mecatti, 2009, "Bootstrap Algorithms for Risk Models with Auxiliary Variable and Complex Samples," Methodology and Computing in Applied Probability, Springer, volume 11, issue 1, pages 21-27, March, DOI: 10.1007/s11009-008-9072-8.
• Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2009, "The microfoundations of business cycles: an evolutionary, multi-agent model," Springer Books, Springer, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta, "Schumpeterian Perspectives on Innovation, Competition and Growth", DOI: 10.1007/978-3-540-93777-7_10.
• John Foster & Jason Potts, 2009, "A micro-meso-macro perspective on the methodology of evolutionary economics: Integrating history, simulation and econometrics," Springer Books, Springer, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta, "Schumpeterian Perspectives on Innovation, Competition and Growth", DOI: 10.1007/978-3-540-93777-7_5.
• Leïla Nouira & Mohamed Boutahar & Vêlayoudom Marimoutou, 2009, "The effect of tapering on the semiparametric estimators for nonstationary long memory processes," Statistical Papers, Springer, volume 50, issue 2, pages 225-248, March, DOI: 10.1007/s00362-007-0071-6.
• Gang Liu & Terje Skjerpen & Kjetil Telle, 2009, "Unit roots, polynomial transformations and the environmental Kuznets curve," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 3, pages 285-288, DOI: 10.1080/13504850601018478.
• Giovanni Cerulli & Bianca Poti`, 2009, "Measuring Intersectoral Knowledge Spillovers: An Application Of Sensitivity Analysis To Italy," Economic Systems Research, Taylor & Francis Journals, volume 21, issue 4, pages 409-436, DOI: 10.1080/09535310903569216.
• Gonzalo Camba-Mendez & George Kapetanios, 2009, "Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 6, pages 581-611, DOI: 10.1080/07474930802473785.
• Denis Belomestny & Grigori Milstein & Vladimir Spokoiny, 2009, "Regression methods in pricing American and Bermudan options using consumption processes," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 3, pages 315-327, DOI: 10.1080/14697680802165736.
• Kerstin Enflo & Per Hjertstrand, 2009, "Relative Sources of European Regional Productivity Convergence: A Bootstrap Frontier Approach," Regional Studies, Taylor & Francis Journals, volume 43, issue 5, pages 643-659, DOI: 10.1080/00343400701874198.
• R Gupta & K Komen, 2009, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 1, pages 16-27, April, DOI: 10.1080/10800379.2009.12106460.
• R Gupta & J Uwilingiye, 2009, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 3, pages 95-109, December, DOI: 10.1080/10800379.2009.12106474.
• Ole Boysen & Carsten Schr der, 2009, "Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0209, Nov.
• David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009, "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-017/4, Feb.
• 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 Weights," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-061/4, Jul.
• Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009, "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-92.
• Boldea, O. & Magnus, J.R., 2009, "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM, Tilburg University, School of Economics and Management, number c5d9a58c-6bc2-4098-bfed-d.
• Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009, "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Other publications TiSEM, Tilburg University, School of Economics and Management, number d473cc67-03f6-4389-9a9f-3.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2009, "A Trinomial Test for Paired Data When There are Many Ties," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-662, Sep.
• Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009, "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," TSE Working Papers, Toulouse School of Economics (TSE), number 09-138, Dec.
• Migheli, Matteo & Ortona, Guido & Ponzano, Ferruccio, 2009, "A preliminary simulative assessment of disproportionality indices," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 116, Jan.
• Migheli, Matteo & Ortona, Guido, 2009, "Majority, proportionality, governability and factions," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 122, Apr.