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

2008

• 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(0x609a3510), 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 Japanese Economic Association at Nihon University," 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.
• Colombo, Giulia, 2008, "The Effects of DR-CAFTA in Nicaragua A CGE-Microsimulation Model for Poverty and Inequality Analysis," Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics, number 6.
• García Solanes, José & Torrejón-Flores, Fernando, 2008, "The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-14.
• Lux, Thomas, 2008, "Stochastic behavioral asset pricing models and the stylized facts," Kiel Working Papers, Kiel Institute for the World Economy, number 1426.
• Hufnagel, Rainer, 2008, "Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression," IÖB-Diskussionspapiere, University of Münster, Institute for Economic Education, number 3/08.
• Winschel, Viktor & Krätzig, Markus, 2008, "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-018.
• Winschel, Viktor & Krätzig, Markus, 2008, "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-034.
• Andriyashin, Anton, 2008, "Stock picking via nonsymmetrically pruned binary decision trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-035.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2008, "Discrete-time stochastic volatility models and MCMC-based statistical inference," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-063.
• Colombo, Giulia, 2008, "Linking CGE and Microsimulation Models: A Comparison of Different Approaches," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-054.
• Hermeling, Claudia & Mennel, Tim, 2008, "Sensitivity Analysis in Economic Simulations: A Systematic Approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-068.
• Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost Henrich, 2008, "ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM)," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-117.
• Michael Cohen & Philip Shaw & Tao Chen, 2008, "Nonparametric Instrumental Variable Estimation in Practice," Food Marketing Policy Center Research Reports, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 111, Nov.
• Martin Møller Andreasen, 2008, "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-33, Jun.
• Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
• Katarzyna Lasak, 2008, "Likelihood based testing for no fractional cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-52, Sep.
• Dennis Kristensen & Yongseok Shin, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-58, Nov.
• Koen Frenken & Gerald Silverberg & Marco Valente, 2008, "A Percolation Model of the Product Lifecycle," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 08-20.
• Guillaume Horny & Dragana Djurdjevic & Bernhard Boockmann & François Laisney, 2008, "Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries," Annals of Economics and Statistics, GENES, issue 89, pages 193-214.
• Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2008, "Hedonic Price Functions: Guidance On Empirical Specification," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6555, DOI: 10.22004/ag.econ.6555.
• Koontz, Stephen R. & Hoag, Dana L. & Brethour, John R. & Walker, Jodine L., 2008, "Production Inefficiency in Fed Cattle Marketing and the Value of Sorting Pens into Alternative Marketing Groups Using Ultrasound Technology," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 40, issue 3, pages 1-18, December, DOI: 10.22004/ag.econ.47266.
• Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2008, "Applying the gravity approach to sector trade: Who bears the trade costs?," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331671.
• Davidson, Russell & MacKinnon, James G., 2008, "Wild Bootstrap Tests for IV Regression," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273611, Mar, DOI: 10.22004/ag.econ.273611.
• Davidson, Russell & MacKinnon, James G., 2008, "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273633, Mar, DOI: 10.22004/ag.econ.273633.
• Cohen, Michael & Shaw, Philip & Chen, Tao, 2008, "Nonparametric Instrumental Variable Estimation in Practice," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149936, Nov, DOI: 10.22004/ag.econ.149936.
• Staus, Alexander, 2008, "Standard and Shuffled Halton Sequences in a Mixed Logit Model," Working Papers, Universitaet Hohenheim, Institute of Agricultural Policy and Agricultural Markets, number 93856, Sep, DOI: 10.22004/ag.econ.93856.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, , "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," Economic Research Papers, University of Warwick - Department of Economics, number 269863, DOI: 10.22004/ag.econ.269863.
• Guilherme Valle Moura & Roman Liesenfeld & Jean-Francois Richard, 2008, "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807141048250.
• Michael Creel, 2008, "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 725.08, Feb, revised 02 Jun 2008.
• Miroslav Misina & David Tessier, 2008, "Non-Linearities, Model Uncertainty, and Macro Stress Testing," Staff Working Papers, Bank of Canada, number 08-30, DOI: 10.34989/swp-2008-30.
• Noriega Antonio E. & Soria Luis M. & Velázquez Ramón, 2008, "International Evidence on Stochastic and Deterministic Monetary Neutrality," Working Papers, Banco de México, number 2008-04, Apr.
• Kapetanios, George & Labhard, Vincent & Price, Simon, 2008, "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 33-41, January.
• Prodan, Ruxandra, 2008, "Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 50-65, January.
• Koopman, Siem Jan & Lucas, André, 2008, "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 510-525.
• Giordani, Paolo & Kohn, Robert, 2008, "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 66-77, January.
• Vassillis Hajivassiliou & Frédérique Savignac, 2008, "Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects," Working papers, Banque de France, number 202.
• Riccardo Scarpa & Mara Thiene & Francesco Marangon, 2008, "Using Flexible Taste Distributions to Value Collective Reputation for Environmentally Friendly Production Methods," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 56, issue 2, pages 145-162, June, DOI: 10.1111/j.1744-7976.2008.00122.x.
• Imed Drine & Christophe Rault, 2008, "Purchasing Power Parity For Developing And Developed Countries. What Can We Learn From Non‐Stationary Panel Data Models?," Journal of Economic Surveys, Wiley Blackwell, volume 22, issue 4, pages 752-773, September, DOI: 10.1111/j.1467-6419.2007.00548.x.
• Wolfgang Gerke & Ferdinand Mager & Timo Reinschmidt & Christian Schmieder, 2008, "Empirical Risk Analysis of Pension Insurance: The Case of Germany," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 75, issue 3, pages 763-784, September, DOI: 10.1111/j.1539-6975.2008.00283.x.
• D. S. Poskitt, 2008, "Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 2, pages 224-250, March, DOI: 10.1111/j.1467-9892.2007.00554.x.
• Franz C. Palm & Stephan Smeekes & Jean‐Pierre Urbain, 2008, "Bootstrap Unit‐Root Tests: Comparison and Extensions," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 2, pages 371-401, March, DOI: 10.1111/j.1467-9892.2007.00565.x.
• Fabio Milani, 2008, "Monetary Policy With A Wider Information Set: A Bayesian Model Averaging Approach," Scottish Journal of Political Economy, Scottish Economic Society, volume 55, issue 1, pages 1-30, February, DOI: 10.1111/j.1467-9485.2008.00446.x.
• Siem Jan Koopman & Marius Ooms & André Lucas & Kees van Montfort & Victor Van Der Geest, 2008, "Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 62, issue 1, pages 104-130, February, DOI: 10.1111/j.1467-9574.2007.00375.x.
• Christian Kascha & Karel Mertens, 2008, "Business cycle analysis and VARMA models," Working Paper, Norges Bank, number 2008/05, Apr.
• Holden Steinar & Wulfsberg Fredrik, 2008, "Downward Nominal Wage Rigidity in the OECD," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-50, April, DOI: 10.2202/1935-1690.1651.
• Guillaume Horny & Rute Mendes & Gerard J. Van den Berg, 2008, "Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes," Revue économique, Presses de Sciences-Po, volume 59, issue 3, pages 631-639.
• Méjean, A. & Hope, C., 2008, "Modelling the costs of non-conventional oil: A case study of Canadian bitumen," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0810, Feb.
• Carlos Santos, 2008, "Selection on the basis of prior testing," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 062008, Sep.
• Luintel, Kul B & Khan, Mosahid, 2008, "Heterogeneous Ideas Production and Endogenous Growth: An Empirical Investigation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/29, Dec.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series, CESifo, number 1237.
• Steinar Holden & Fredrik Wulfsberg, 2007, "Are Real Wages Rigid Downwards?," CESifo Working Paper Series, CESifo, number 1983.
• Steinar Holden & Fredrik Wulfsberg, 2007, "Downward Nominal Wage Rigidity in the OECD," CESifo Working Paper Series, CESifo, number 2009.
• M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," CESifo Working Paper Series, CESifo, number 2193.
• Imed Drine & Christophe Rault, 2008, "Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models?," CESifo Working Paper Series, CESifo, number 2255.
• Markus Lips & Robert Finger & Pierluigi Calanca, 2008, "Potenzielle Auswirkungen des Klimawandels auf Risiko und Kosten der Weizenernte," Journal of Socio-Economics in Agriculture (Until 2015: Yearbook of Socioeconomics in Agriculture), Swiss Society for Agricultural Economics and Rural Sociology, volume 1, issue 1, pages 219-323.
• I. Sulis & Porcu, 2008, "Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200804.
• Sergio Botero Botero & Jovan Alfonso Cano Cano, 2008, "Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Andrés Cano Gamboa & Marcela Orozco Chávez & Luis Alfonso Sánchez Betancur, 2008, "Mecanismo de transmisión de las tasas de interés en Colombia (2001-2007)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Elkin Castano & Karoll Gómez & Santiago Gallón, 2008, "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Martha R. L�pez & Norberto Rodr�guez N., 2008, "Financial Accelerator Mechanism: Evidence for Colombia," Borradores de Economia, Banco de la Republica, number 4509, Jan.
• Martha R. L�pez & Juan D. Prada & Norberto Rodr�guez Ni�o, 2008, "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia, Banco de la Republica, number 4992, Aug.
• Juan Carlos Vergara Schmalbach & Julio Am�zquita L�pez & Francisco Javier Maza �vila, 2008, "Diseno y análisis de escenarios a partir de la caracterización de las cadenas productivas mediante modelos de redes," Revista Panorama Económico, Universidad de Cartagena, volume 0, issue 0, pages 1-17.
• Debby Lanser & Henk Kranendonk, 2008, "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 112, Sep.
• Damba Lkhagvasuren & Ragchaasuren Galindev, 2008, "Discretization of Highly-Persistent Correlated AR(1) Shocks," Working Papers, Concordia University, Department of Economics, number 08012, Sep, revised Nov 2008.
• Dikaios Tserkezos & Konstantinos Tsagarakis, 2008, "A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results," Working Papers, University of Crete, Department of Economics, number 0821, Jun.
• Moreno, M. & Serrano, P. & Stute, Winfried, 2008, "Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb084912, Oct.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Short and long run causality measures: theory and inference," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we083720, Jul.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we086027, Nov.
• Martinez, O. & Olmo, J., 2008, "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," Working Papers, Department of Economics, City St George's, University of London, number 08/08.
• Nikolas A. Müller-Plantenberg, 2008, "Current Account Reversals Triggered by Large Exchange Rate Movements," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 31, issue 86, pages 059-082, Mayo-Agos.
• Cecile Bastidon & Philippe Gilles & Nicolas Huchet, 2008, "A Selective Bail-Out International Lending of Last Resort Model," Annals of Economics and Finance, Society for AEF, volume 9, issue 1, pages 103-114, May.
• Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2008, "Asymptotics And Consistent Bootstraps For Dea Estimators In Nonparametric Frontier Models," Econometric Theory, Cambridge University Press, volume 24, issue 6, pages 1663-1697, December.
• Seo, Myung Hwan, 2008, "Unit Root Test In A Threshold Autoregression: Asymptotic Theory And Residual-Based Block Bootstrap," Econometric Theory, Cambridge University Press, volume 24, issue 6, pages 1699-1716, December.
• Donald W.K. Andrews & Panle Jia, 2008, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1676, Sep.
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• Nadja Dwenger & Viktor Steiner, 2008, "Unternehmensteuerreform 2008: Selbstfinanzierungseffekte von knapp 3 Milliarden Euro," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 75, issue 47, pages 745-748.
• Michael Broer & Nadja Dwenger, 2008, "Die kurzfristigen Steuereffekte der "Thesaurierungsbegünstigung" für Personenunternehmen: eine mikrofundierte Analyse," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 765.
• Nadja Dwenger & Viktor Steiner, 2008, "Effective Profit Taxation and the Elasticity of the Corporate Income Tax Base: Evidence from German Corporate Tax Return Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 829.
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• Peter C. B. Phillips & Jun Yu, 2008, "Simulation-based Estimation of Contingent-claims Prices," Finance Working Papers, East Asian Bureau of Economic Research, number 22473, Jan.
• Davin Chor, 2008, "Unpacking Sources of Comparative Advantage : A Quantitative Approach," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22071, Jan.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2008, "Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling," Working Paper Series, European Central Bank, number 850, Jan.
• Sánchez, Marcelo, 2008, "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," Working Paper Series, European Central Bank, number 860, Jan.
• Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2008, "How arbitrage-free is the Nelson-Siegel Model?," Working Paper Series, European Central Bank, number 874, Feb.
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• Hautsch, Nikolaus, 2008, "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 12, pages 3978-4015, December.
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• Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008, "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, volume 25, issue 6, pages 1261-1275, November.
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• García-Solanes, José & Sancho-Portero, F. Israel & Torrejón-Flores, Fernando, 2008, "Beyond the Balassa-Samuelson effect in some new member states of the European Union," Economic Systems, Elsevier, volume 32, issue 1, pages 17-32, March.
• van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008, "Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping," European Journal of Operational Research, Elsevier, volume 186, issue 3, pages 1099-1113, May.
• Stinstra, Erwin & den Hertog, Dick, 2008, "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, volume 191, issue 3, pages 816-837, December.
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• Amilon, Henrik, 2008, "Estimation of an adaptive stock market model with heterogeneous agents," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 342-362, March.
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• Frehen, Rik G.P. & Hoevenaars, Roy P.M.M. & Palm, Franz C. & Schotman, Peter C., 2008, "Regret aversion and annuity risk in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1050-1061, June.
• Genberg, Hans & Sulstarova, Astrit, 2008, "Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads," Journal of International Money and Finance, Elsevier, volume 27, issue 1, pages 26-39, February.
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• Adán Díaz Hernández & José C. Ramírez Sánchez, 2008, "Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 1, pages 20-43.
• Tommy E. Murphy & Sandra González-Bailón, 2008, "When smaller families look contagious: a spatial look at the French fertility decline using an agent-based simulation model," Working Papers, Economic History Society, number 8017, Mar.
• Arteche González, Jesús María & Orbe Lizundia, Jesús María, 2008, "Selection of the number of frequencies using bootstrap techniques in log-periodogram regression," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Feb.
• Castillo, Augusto & Águila, Rafael, 2008, "Cobertura óptima de riesgos de mercado en presencia de riesgos de cantidad y de costos de producción," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 299, pages 755-778, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v75i.