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

• 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.
• 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

• Maarten Rooij & Arjen Siegmann & Peter Vlaar, 2008, "Market Valuation, Pension Fund Policy and Contribution Volatility," De Economist, Springer, volume 156, issue 1, pages 73-93, March, DOI: 10.1007/s10645-007-9083-9.
• Guglielmo Caporale & Luis Gil-Alana, 2008, "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 3, pages 241-253, July, DOI: 10.1007/s10663-008-9061-8.
• Matthew Potts & Jeffrey Vincent, 2008, "Spatial distribution of species populations, relative economic values, and the optimal size and number of reserves," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 39, issue 2, pages 91-112, February, DOI: 10.1007/s10640-007-9097-4.
• Roger Haefen, 2008, "Latent Consideration Sets and Continuous Demand Systems," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 41, issue 3, pages 363-379, November, DOI: 10.1007/s10640-008-9196-x.
• Danny Campbell & W. Hutchinson & Riccardo Scarpa, 2008, "Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 41, issue 3, pages 401-417, November, DOI: 10.1007/s10640-008-9198-8.
• Samih Azar, 2008, "Jensen’s Inequality in Finance," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 4, pages 433-440, November, DOI: 10.1007/s11294-008-9172-9.
• William Horrace & Joseph Marchand & Timothy Smeeding, 2008, "Ranking inequality: Applications of multivariate subset selection," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 6, issue 1, pages 5-32, March, DOI: 10.1007/s10888-006-9043-7.
• François Bourguignon & Francisco Ferreira & Phillippe Leite, 2008, "Beyond Oaxaca–Blinder: Accounting for differences in household income distributions," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 6, issue 2, pages 117-148, June, DOI: 10.1007/s10888-007-9063-y.
• Youngho Kim & Morton O’Kelly, 2008, "A bootstrap based space–time surveillance model with an application to crime occurrences," Journal of Geographical Systems, Springer, volume 10, issue 2, pages 141-165, June, DOI: 10.1007/s10109-008-0058-4.
• Yongmei Lu & Jean-Claude Thill, 2008, "Cross-scale analysis of cluster correspondence using different operational neighborhoods," Journal of Geographical Systems, Springer, volume 10, issue 3, pages 241-261, September, DOI: 10.1007/s10109-008-0069-1.
• Yong Yang & Peter Atkinson, 2008, "Parameter exploration of the raster space activity bundle simulation," Journal of Geographical Systems, Springer, volume 10, issue 3, pages 263-289, September, DOI: 10.1007/s10109-008-0062-8.
• 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.