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

• Kwamie Dunbar, 2009, "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers, University of Connecticut, Department of Economics, number 2009-03, Jan, revised Feb 2009.
• Kwamie Dunbar, 2009, "Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space," Working papers, University of Connecticut, Department of Economics, number 2009-04, Jan.
• Giovanni Villani, 2009, "Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 21-2009, Dec.
• Guillermo Alves & Matias Brum & Mijail Yapor, 2009, "Cambios en la estructura salarial en Uruguay, 1986-2007: Un análisis mediante regresiones cuantílicas," Documentos de Investigación Estudiantil (students working papers), Instituto de Economía - IECON, number 09-01, May.
• Guillermo Alves & Rodrigo Arim & Gonzalo Salas & Andrea Vigorito, 2009, "Desigualdad salarial en uruguay, 1981-207," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 09-05, Nov.
• Shawn Ni & Antonello Loddo & Dongchu Sun, 2009, "Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search," Working Papers, Department of Economics, University of Missouri, number 0911, Oct.
• Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2009, "Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/09, Nov.
• Carrillo, J.A., 2009, "Sticky information vs. Backward-looking indexation: Inflation inertia in the U.S," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 008, Jan, DOI: 10.26481/umamet.2009008.
• Ringle, C.M. & Götz, O & Wetzels, M.G.M. & Wilson, B, 2009, "On the Use of Formative Measurement Specifications in Structural Equation Modelling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 014, Jan, DOI: 10.26481/umamet.2009014.
• Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2009, "Do institutional changes affect business cycles? Evidence from Europe," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1158, Mar, revised Apr 2012.
• Nicholas Longford, 2009, "A house price index defined in the potential outcomes framework," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1175, Oct.
• Stefanie Behncke, 2009, "How Do Shocks to Non-Cognitive Skills Affect Test Scores?," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-11, Jun.
• Katja Ignatieva & Eckhard Platen, 2009, "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 265, Dec.
• Creal, D., 2009, "A survey of sequential Monte Carlo methods for economics and finance," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0018.
• Tomasz Daras & Joanna Tyrowicz, 2009, "Breeding Ones' Own Subprime Crisis," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-01.
• Christophe RAULT & Guglielmo Maria CAPORALE & Thouraya HADJ AMOR, 2009, "International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp970, Sep.
• Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2009, "The Determinants of Economic Growth in European Regions," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 57, Sep.
• Kul B. Luintel & Mosahid Khan, 2009, "Heterogeneous ideas production and endogenous growth: an empirical investigation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 42, issue 3, pages 1176-1205, August, DOI: 10.1111/j.1540-5982.2009.01543.x.
• Mark N. Harris & Weiping Kostenko & László Mátyás & Isfaaq Timol, 2009, "The Robustness Of Estimators For Dynamic Panel Data Models To Misspecification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 399-426, DOI: 10.1142/S0217590809003409.
• Mehrhoff, Jens, 2009, "A solution to the problem of too many instruments in dynamic panel data GMM," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,31.
• Düllmann, Klaus & Erdelmeier, Martin, 2009, "Stress testing German banks in a downturn in the automobile industry," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,02.
• Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François, 2009, "Determinants and dynamics of current account reversals: an empirical analysis," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-04.
• Demary, Markus, 2009, "Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-47.
• Gottlieb, Daniel & Kushnir, Leonid, 2009, "Social Policy Targeting and Binary Information Transfer between Surveys," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-19.
• Gottlieb, Daniel & Kushnir, Leonid, 2009, "Social policy targeting and binary information transfer between surveys," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-16, DOI: 10.5018/economics-ejournal.ja.2009-.
• García Solanes, José & Torrejón-Flores, Fernando, 2009, "The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-24, DOI: 10.5018/economics-ejournal.ja.2009-.
• Dannenberg, Henry, 2009, "Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2009.
• Mitze, Timo, 2009, "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 83.
• Droge, Bernd & Örsal, Deniz Dilan Karaman, 2009, "Panel cointegration testing in the presence of a time trend," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-005.
• Becker, Franziska & Gürtler, Marc & Hibbeln, Martin, 2009, "Markowitz versus Michaud: Portfolio optimization strategies reconsidered," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF30V3.
• Gürtler, Marc & Rauh, Ronald, 2009, "Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF32V2.
• Mehrhoff, Jens, 2009, "A solution to the problem of too many instruments in dynamic panel data GMM," IBES Diskussionsbeiträge, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES), number 171.
• Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost Henrich, 2009, "ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM)," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-117 [rev.].

2008

• Havran, Dániel, 2008, "Pénzgazdálkodási szokások hatása a működőtőkére. A Magyar Posta példája
  [The effect of financial management habits on operating capital. The example of the Hungarian Post Office]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 907-926.
• Andrea Vaona, 2008, "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0803, Apr.
• Wen-Hao Chen & Jean-Yves Duclos, 2008, "Testing for Poverty Dominance: an Application to Canada," Cahiers de recherche, CIRPEE, number 0836.
• Michele Berardi, 2008, "Fundamentalists vs. chartists: learning and predictor choice dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 104.
• Oliver Budzinski, 2008, "A Note on Competing Merger Simulation Models in Antitrust Cases: Can the Best Be Identified?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200803.
• Oliver Budzinski, 2008, "Europäische Medienmärkte: Die Rolle der Wettbewerbspolitik," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200806.
• Oliver Budzinski & Isabel Ruhmer, 2008, "Merger Simulation in Competition Policy: A Survey," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200807.
• Russell Davidson & Adriana Cornea, 2008, "A Refined Bootstrap For Heavy Tailed Distributions," Departmental Working Papers, McGill University, Department of Economics, number 2008-03, Aug.
• Jacques Légaré & Yann Décarie, 2008, "Using Statistics Canada LifePaths Microsimulation Model to Project the Health Status of Canadian Elderly," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 227, Jan.
• Yuzo Hosoya & Takahiro Terasaka, 2008, "Inference on Transformed Stationary Time Series," Discussion Papers, Meisei University, School of Economics, number 11, Feb.
• Kirt C. Butler & Katsushi Okada, 2008, "Higher-Order Terms in Bivariate Returns to International Stock Market Indices," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 127-155, March-Jun.
• L. K. Hotta & E. C. Lucas & H. P Palaro, 2008, "Estimation of VaR Using Copula and Extreme Value Theory," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 205-218, September.
• Haroon Mumtaz & Paolo Surico, 2008, "Time-Varying Yield Curve Dynamics and Monetary Policy," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 23, Mar.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008, "Testing fractional order of long memory processes: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08012, Feb, DOI: 10.1080/03610911003646381.
• Abdou Ka Diongue & Dominique Guegan, 2008, "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08013, Feb.
• Dominique Guegan & Justin Leroux, 2008, "Forecasting chaotic systems: the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08014, Feb, revised Sep 2008, DOI: 10.1016/j.chaos.2008.09.017.
• Ibrahim Ahamada & Philippe Jolivaldt, 2008, "Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v08032, Mar.
• Rob J Hyndman & Shu Fan, 2008, "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/08, Aug.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2008, "How Structural Are Structural Parameters?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2007, Volume 22".
• Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008, "Inflation-Gap Persistence in the U.S," NBER Working Papers, National Bureau of Economic Research, Inc, number 13749, Jan.
• Matthew Cary & Aparna Das & Benjamin Edelman & Ioannis Giotis & Kurtis Heimerl & Anna R. Karlin & Claire Mathieu & Michael Schwarz, 2008, "On Best-Response Bidding in GSP Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 13788, Feb.
• Hsing Kenneth Cheng & Hong Guo, 2008, "Computer Virus Propagation in a Network Organization: The Interplay between Social and Technological Networks," Working Papers, NET Institute, number 08-24, Oct, revised Oct 2008.
• Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2008, "Is Current Capital Regulation Based on Conservative Risk Assessment?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 112-118.
• Andrei Tudorel & Calin Catalina & Tusa Erika & Stancu Stelian & Stancu Stelian, 2008, "Caracterizing The Public Health System Reform Using The Statistical Survey Approach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 810-815, May.
• Sandra Gonzalez-Bailon & Tommy Murphy, 2008, "When Smaller Families Look Contagious: A Spatial Look at the French Fertility Decline Using an Agent-Based Simulation Model," Oxford Economic and Social History Working Papers, University of Oxford, Department of Economics, number _071, Sep.
• Neil Shephard & Ole E. Barndorff-Nielsen & University of Aarhus, 2001, "Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 71, Jul.
• Massimiliano Caporin & Juliusz Pres, 2008, "Forecasting temperature indices with timevarying long-memory models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0088.
• Ana Oliveira-Brochado & Francisco Vitorino Martins, 2008, "Determining the Number of Market Segments Using an Experimental Design," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 263, Jan.
• Bürgi, Roland & Dacorogna, Michel M & Iles, Roger, 2008, "Risk aggregation, dependence structure and diversification benefit," MPRA Paper, University Library of Munich, Germany, number 10054, Aug.
• Eo, Yunjong & Morley, James C., 2008, "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 10372, Sep.
• Sznajd-Weron, Katarzyna & Weron, Rafal & Wloszczowska, Maja, 2008, "Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland," MPRA Paper, University Library of Munich, Germany, number 10422, Sep.
• Giovanis, Eleftherios, 2008, "An algorithm using GARCH process , Monte-Carlo simulation and wavelets analysis for stock prediction," MPRA Paper, University Library of Munich, Germany, number 10674, Sep.
• Kukenova, Madina & Monteiro, Jose-Antonio, 2008, "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper, University Library of Munich, Germany, number 11569, Jul, revised Nov 2008.
• Klein, Achim & Urbig, Diemo, 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 116175, Jun, revised 30 Apr 2011.
• Albu, Lucian-Liviu, 2008, "A simulation model of public debt sustainability," MPRA Paper, University Library of Munich, Germany, number 11713.
• Di Iorio, Francesca & Fachin, Stefano, 2008, "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper, University Library of Munich, Germany, number 12053, Sep.
• Barnett, William A. & Seck, Ousmane, 2008, "Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution," MPRA Paper, University Library of Munich, Germany, number 12500, Aug.
• Kukenova, Madina & Monteiro, Jose-Antonio, 2008, "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper, University Library of Munich, Germany, number 13405, Jul, revised Feb 2009.
• Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008, "Model specification, observational equivalence and performance of unit root tests," MPRA Paper, University Library of Munich, Germany, number 13489, Jul.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2008, "Comparing the accuracy of density forecasts from competing GARCH models," MPRA Paper, University Library of Munich, Germany, number 13662.
• Faghih, Nezameddin & Faghih, Ali, 2008, "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper, University Library of Munich, Germany, number 14311.
• Klein, A. & Urbig, D. & Kirn, S., 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 14433, Jun.
• McBurney, Peter & Michalak, Tomasz & Tyrowicz, Joanna & Wooldridge, Michael, 2008, "Exogenous coalition formation in the e-marketplace based on geographical proximity," MPRA Paper, University Library of Munich, Germany, number 15203.
• Ciuiu, Daniel & Costinescu, Cristian, 2008, "The Monte Carlo method to find eigenvalues and eigenvectors," MPRA Paper, University Library of Munich, Germany, number 15362, Jan.
• Islam, Tanweer ul, 2008, "Normality Testing- A New Direction," MPRA Paper, University Library of Munich, Germany, number 16452.
• Maldonado, Diego & Pazmiño, Mariela, 2008, "Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
  [New Management Tool for Credit Risk analysis: An aplication for Financial Institution in Ecuador]," MPRA Paper, University Library of Munich, Germany, number 17163, Dec, revised 30 Dec 2008.
• Burnecki, Krzysztof & Pazdan-Siudeja, Liliana, 2008, "Equity-linked insurances and guaranteed annuity options," MPRA Paper, University Library of Munich, Germany, number 21658, Oct.
• Ciuiu, Daniel, 2008, "Solving nonlinear systems of equations and nonlinear systems of differential equations by the Monte Carlo method using queueing networks and games theory," MPRA Paper, University Library of Munich, Germany, number 23434, Mar, revised Feb 2010.
• Nguyen Viet, Cuong, 2008, "Estimating Impact of a Continuous Program under a Conditional Independence Assumption," MPRA Paper, University Library of Munich, Germany, number 24920, Jan.
• Omay, Tolga, 2008, "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 28572.
• Rumyantsev, Mikhail I., 2008, "Моделирование Деятельности Финансово-Кредитного Учреждения Средствами Системной Динамики
  [Modeling the activities of the financial-credit institution with means of system dynamics]," MPRA Paper, University Library of Munich, Germany, number 48583, Oct.
• Kaluzhsky, Mikhail, 2008, "Анализ Использования Методов Индексного Прогнозирования Для Подготовки Управленческих Решений
  [Analysis of the use of Methods index predicting for preparation of administrative decisions]," MPRA Paper, University Library of Munich, Germany, number 58238.
• Liew, Venus Khim-Sen, 2008, "An overview on various ways of bootstrap methods," MPRA Paper, University Library of Munich, Germany, number 7163.
• Ching, Andrew, 2008, "Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration," MPRA Paper, University Library of Munich, Germany, number 7265, Feb.
• Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, René L., 2008, "Stochastic integration for uncoupled continuous-time random walks," MPRA Paper, University Library of Munich, Germany, number 7341, Feb.
• Lopez-Pablos, Rodrigo A., 2008, "Notas sobre Descomposiciones Microeconométricas: Un Análisis Antropométrico
  [Notes on Microeconometric Decompositions: An Anthropometric Analysis]," MPRA Paper, University Library of Munich, Germany, number 8222, Apr.
• Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008, "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper, University Library of Munich, Germany, number 8767, May.
• Henderson, Daniel J., 2008, "A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions," MPRA Paper, University Library of Munich, Germany, number 8768, Apr.
• Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián, 2008, "Short-term evolution of forward curves and volatility in illiquid power market," MPRA Paper, University Library of Munich, Germany, number 8932, Feb, revised May 2008.
• Mishra, SK, 2008, "A new method of robust linear regression analysis: some monte carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9445, Jul.
• Varsanyi, Zoltan, 2008, "A simple model of decision making: How to avoid large outliers?," MPRA Paper, University Library of Munich, Germany, number 9528, Jun.
• Mishra, SK, 2008, "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9737, Jul.
• Varsanyi, Zoltan, 2008, "Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time," MPRA Paper, University Library of Munich, Germany, number 9918, Aug.
• Rangan Gupta & Kibii Komen, 2008, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers, University of Pretoria, Department of Economics, number 200802, Feb.
• Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Half-Life Deviations from PPP in the SADC," Working Papers, University of Pretoria, Department of Economics, number 200823, Jul.
• Rangan Gupta & Josine Uwilingiye, 2008, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 200825, Jul.
• James G. MacKinnon & Russell Davidson, 2007, "Wild Bootstrap Tests For Iv Regression," Working Paper, Economics Department, Queen's University, number 1135, Aug.
• James G. MacKinnon & Russell Davidson, 2008, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper, Economics Department, Queen's University, number 1157, Mar.
• Georgios Chortareas & George Kapetanios, 2008, "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers, Queen Mary University of London, School of Economics and Finance, number 629, Jul.
• Naoufel El-Bachir & Damiano Brigo, 2008, "An analytically tractable time-changed jump-diffusion default intensity model," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-06, Oct.
• Steve Lawford & Michalis P. Stamatogiannis, 2008, "The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators," Working Paper series, Rimini Centre for Economic Analysis, number 13_08, Jan.
• Anna Weinberg Allen, 2008, "Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 42-70.
• Anna Weinberg Allen, 2008, "Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 44-64.
• Mariam Camarero & Renato G. Flôres, 2008, "A “SURE” Approach to Testing for Convergence in Regional Integrated areas: An Application to Output Convergence in Mercosur," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 1-23.
• Hall, S.G. & Yhap, B., 2008, "Measuring the Correlation of Shocks Between the UK and the Core of Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 17-26, March.
• Albu, Lucian Liviu, 2008, "Trends in Structural Changes and Convergence in EU," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 91-101, March.
• Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2008, "Modeling The Economic Growth In Romania. The Role Of Human Capital," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 115-128, September.
• Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2008, "Modeling The Economic Growth In Romania. The Influence Of Fiscal Regimes," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 146-160, December.
• Agapie, Adriana, 2008, "Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 080825, Aug.
• Edward Castronova & Matthew Falk, 2008, "Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences," RatSWD Working Papers, German Data Forum (RatSWD), number 47.
• Caterina Conigliani, 2008, "A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0094, Jul.
• T. Berger & G. Everaert, 2008, "Is the Impact of Labour Taxes on Unemployment asymmetric?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/523, Jul.
• Thomas Flury & Neil Shephard, 2008, "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe32.
• Davin Chor, 2008, "Unpacking Sources of Comparative Advantage: A Quantitative Approach," Working Papers, Singapore Management University, School of Economics, number 13-2008, Oct.
• Peter C.B.Phillips & Jun Yu, 2008, "Information Loss in Volatility Measurement with Flat Price Trading," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2008, May.
• Jun Yu, 2008, "A Semiparametric Stochastic Volatility Model," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2008, Jul.
• Mehtabul Azam, 2008, "Changes in Wage Structure in Urban India, 1983-2004: A Quantile Regression Decomposition," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0807, Aug.
• Eric Koomen & Piet Rietveld & Ton Nijs, 2008, "Modelling land-use change for spatial planning support," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 1, pages 1-10, March, DOI: 10.1007/s00168-007-0155-1.
• Jan Ritsema van Eck & Eric Koomen, 2008, "Characterising urban concentration and land-use diversity in simulations of future land use," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 1, pages 123-140, March, DOI: 10.1007/s00168-007-0141-7.
• Malcolm Beynon & Max Munday, 2008, "Stochastic key sector analysis: an application to a regional input–output framework," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 4, pages 863-877, December, DOI: 10.1007/s00168-007-0172-0.
• Klaus Rheinberger & Martin Summer, 2008, "Credit portfolio risk and asset price cycles," Computational Management Science, Springer, volume 5, issue 4, pages 337-354, October, DOI: 10.1007/s10287-007-0057-9.
• Carsten Trenkler, 2008, "Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms," Computational Statistics, Springer, volume 23, issue 1, pages 19-39, January, DOI: 10.1007/s00180-007-0066-8.
• Jörgen Hellström & Jonas Nordström, 2008, "A count data model with endogenous household specific censoring: the number of nights to stay," Empirical Economics, Springer, volume 35, issue 1, pages 179-192, August, DOI: 10.1007/s00181-007-0155-0.
• Peter Sephton, 2008, "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, volume 35, issue 3, pages 437-450, November, DOI: 10.1007/s00181-007-0171-0.
• Abdulnasser Hatemi-J, 2008, "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, volume 35, issue 3, pages 497-505, November, DOI: 10.1007/s00181-007-0175-9.
• Zhiyong Chen & Paul Glasserman, 2008, "Sensitivity estimates for portfolio credit derivatives using Monte Carlo," Finance and Stochastics, Springer, volume 12, issue 4, pages 507-540, October, DOI: 10.1007/s00780-008-0071-y.
• Tatsuo Yanagita & Tamotsu Onozaki, 2008, "Dynamics of a market with heterogeneous learning agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 107-118, June, DOI: 10.1007/s11403-008-0038-2.
• Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2008, "The microfoundations of business cycles: an evolutionary, multi-agent model," Journal of Evolutionary Economics, Springer, volume 18, issue 3, pages 413-432, August, DOI: 10.1007/s00191-008-0094-8.
• Marco Bee & Giuseppe Espa, 2008, "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," Letters in Spatial and Resource Sciences, Springer, volume 1, issue 1, pages 45-54, July, DOI: 10.1007/s12076-008-0005-5.
• Pau Rabanal & Juan Rubio-Ramírez, 2008, "Comparing new Keynesian models in the Euro area: a Bayesian approach," Spanish Economic Review, Springer;Spanish Economic Association, volume 10, issue 1, pages 23-40, March, DOI: 10.1007/s10108-007-9031-5.
• Gianluca Fusai & Andrea Roncoroni, 2008, "Implementing Models in Quantitative Finance: Methods and Cases," Springer Finance, Springer, number 978-3-540-49959-6, ISBN: ARRAY(0xa1c2a1f8), April, DOI: 10.1007/978-3-540-49959-6.
• Marco Valente, 2008, "Pseudo-NK: an Enhanced Model of Complexity," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2008/26, Nov.
• Terje Skjerpen, 2008, "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers, Statistics Norway, Research Department, number 532, Mar.
• Christian N. Brinch, 2008, "Simulated Maximum Likelihood using Tilted Importance Sampling," Discussion Papers, Statistics Norway, Research Department, number 540, Apr.
• William Greene, 2008, "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-9.
• Cobus Burger, 2008, "Sample selection bias and the South African wage function," Working Papers, Stellenbosch University, Department of Economics, number 18/2008.
• Matz Dahlberg & Eva Mork & Per Tovmo, 2008, "Power properties of the Sargan test in the presence of measurement errors in dynamic panels," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 5, pages 349-353, DOI: 10.1080/13504850500447414.
• Daniele Fabbri & Chiara Monfardini, 2008, "Style of practice and assortative mating: a recursive probit analysis of Caesarean section scheduling in Italy," Applied Economics, Taylor & Francis Journals, volume 40, issue 11, pages 1411-1423, DOI: 10.1080/00036840600771395.
• Kazuhiko Kakamu & Hajime Wago, 2008, "Small-sample Properties of Panel Spatial Autoregressive Models: Comparison of the Bayesian and Maximum Likelihood MethodsAn earlier version of this paper was presented at the 2007 Fall meeting of Japa," Spatial Economic Analysis, Taylor & Francis Journals, volume 3, issue 3, pages 305-319, DOI: 10.1080/17421770802353725.
• André A. Monteiro, 2008, "Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-021/2, Feb.
• Lennart Hoogerheide & Herman K. van Dijk, 2008, "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-036/4, Apr, revised 18 Apr 2008.
• David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008, "Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-062/4, Jun, revised 15 Dec 2008.
• Lennart Hoogerheide & Herman K. van Dijk, 2008, "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-092/4, Oct.
• Martin Burda & Roman Liesenfeld & Jean-Francois Richard, 2008, "Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors," Working Papers, University of Toronto, Department of Economics, number tecipa-321, Jun.
• A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2008, "Bootstrap-Based Improvements for Inference with Clustered Errors," The Review of Economics and Statistics, MIT Press, volume 90, issue 3, pages 414-427, August.
• Marco Bee & Giuseppe Espa, 2008, "A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0801.
• Roberto Casarin & Domenico sartore, 2008, "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers, University of Brescia, Department of Economics, number 0816.
• James W. Boudreau & Vicki Knoblauch, 2008, "Marriage Matching and Intercorrelation of Preferences," Working papers, University of Connecticut, Department of Economics, number 2008-27, Aug.
• James W. Boudreau, 2008, "Preference Structure and Random Paths to Stability in Matching Markets," Working papers, University of Connecticut, Department of Economics, number 2008-29, Aug.
• Flavia Cortelezzi & Giovanni Villani, 2008, "Valuation of R&D Sequential Exchange Options using Monte Carlo approach," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 04-2008, Jan.
• Szabolcs Blazsek & Anna Downarowicz, 2008, "Regime switching models of hedge fund returns," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/08, Nov.
• Frenken, Koen & Silverberg, Gerald & Valente, Marco, 2008, "A percolation model of the product lifecycle," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2008-073.
• Nguyen Khac Minh & Giang Thanh Long, 2008, "Factor productivity and efficiency of the Vietnamese economy in transition," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 15, issue 1, pages 93-117, June.
• Nicholas Longford, 2008, "Small-area estimation with spatial similarity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1105, Jul, revised Sep 2009.
• Fabio Tramontana & Laura Gardini & T?nu Puu, 2008, "Cournot Duopoly when the Competitors Operate Multiple Production Plants," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0809, revised 2008.
• Martínez Ibáñez, Oscar & Olmo, José, 2008, "A nonlinear threshold model for the dependence of extremes of stationary sequences," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/5361.
• Sudhanshu Kumar MISHRA, 2008, "A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 261-268.
• Zoltan VARSANY, 2008, "A Simple Model Of Decision Making Ï¿½How To Avoid Large Errors?," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 320-328.
• Nicola TORELLI & Matilde TREVISANI, 2008, "Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 116, issue 4, pages 443-464.
• Antonella Basso & Riccardo Gusso, 2008, "A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 162, Apr.
• Ozlem Tasseven, 2008, "Modelling Seasonality – An Extension of the HEGY Approach in the Presence of Two Structural Breaks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 4, pages 465-484.
• Koetse, M.J. & Rouwendal, J., 2008, "Transport and welfare consequences of infrastructure investment : a case study for the Betuweroute," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0012.
• Dinghai Xu & John Knight, 2008, "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Working Papers, University of Waterloo, Department of Economics, number 08006, Dec.
• Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008, "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 865.
• M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers, Department of Economics, University of York, number 08/03, Mar.
• Dwenger, Nadja & Steiner, Viktor, 2008, "Effective profit taxation and the elasticity of the corporate income tax base: Evidence from German corporate tax return data," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 57.
• Jokivuolle, Esa & Virolainen, Kimmo & Vähämaa, Oskari, 2008, "Macro-model-based stress testing of Basel II requirements," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2008.
• von Kalckreuth, Ulf, 2008, "Panel estimation of state dependent adjustment when the target is unobserved," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,09.
• Zhu, Haibin & Tarashev, Nikola A., 2008, "The pricing of correlated default risk: evidence from the credit derivatives market," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,09.
• Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin, 2008, "Regulatory capital for market and credit risk interaction: is current regulation always conservative?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,14.
• Aßmann, Christian, 2008, "Assessing the Effect of Current Account and Currency Crises on Economic Growth," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-01.
• Lux, Thomas, 2008, "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-08.
• Franke, Reiner, 2008, "On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance Optimization," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-13.
• Franke, Reiner, 2008, "Artificial Long Memory Effects in Two Agend-Based Asset Pricing Models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-15.
• Weber, Andreas & Wystup, Uwe, 2008, "Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 12.
• Weber, Andreas & Wystup, Uwe, 2008, "Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 13.
• Packham, Natalie & Schmidt, Wolfgang M., 2008, "Latin hypercube sampling with dependence and applications in finance," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 15.
• Becker, Christoph & Wystup, Uwe, 2008, "Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 8.
• Wystup, Uwe, 2008, "Foreign exchange symmetries," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 9.