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

• Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008, "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 163-181, September, DOI: 10.1007/s10614-008-9137-3.
• 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.

2007

• Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007, "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-44, Dec.
• Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo & Baldi, Fabio, 2007, "A Robust Multivariate Long Run Analysis of European Electricity Prices," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 7438, DOI: 10.22004/ag.econ.7438.
• MacKinnon, James, 2007, "Bootstrap Hypothesis Testing," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273603, Jun, DOI: 10.22004/ag.econ.273603.
• Andrea BONFIGLIO & Francesco CHELLI, 2007, "Assessing the Behaviour of Non-Survey Methods of Constructing Regional Input-Output Tables through a Monte Carlo Simulation," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 293, Jun.
• Bernhard Herz & Marco Wagner, 2007, "Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 020, Jan.
• David Bolder & Tiago Rubin, 2007, "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers, Bank of Canada, number 07-13, DOI: 10.34989/swp-2007-13.
• Nikola Tarashev & Haibin Zhu, 2007, "Measuring portfolio credit risk: modelling versus calibration errors," BIS Quarterly Review, Bank for International Settlements, March.
• Steinar Holden & Fredrik Wulfsberg, 2007, "Are real wages rigid downwards?," Working Paper, Norges Bank, number 2007/01, Apr.
• Naohito Abe & Noriko Inakura & Tomoaki Yamada, 2007, "Consumption, Working Hours, and Wealth Determination in a Life Cycle Model," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-14, Jun.
• Scarpa Riccardo & Thiene Mara & Marangon Francesco, 2007, "The Value of Collective Reputation for Environmentally-Friendly Production Methods: The Case of Val di Gresta," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 5, issue 1, pages 1-28, September, DOI: 10.2202/1542-0485.1149.
• Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbet & Danilo Soares de Medeiros, 2007, "Cash flow at risk: different estimation methods tested in the Brazilian steel industry," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 2, pages 165-204.
• Anna Sess & Michel Grun-Rehomme, 2007, "Note sur les méthodes univariées d’extraction du cycle économique," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 3, pages 335-360.
• Imed Drine & Christophe Rault, 2007, "Fluctuations de Change et Performances Economiques," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 4, pages 427-444.
• Doppelhofer, G. & Cuaresma, J.C., 2007, "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0706, Feb.
• Massacci, D., 2007, "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0744, Aug.
• Roques, F.A., 2007, "Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0759, Apr.
• Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0775, Dec.
• Carlos Santos, 2007, "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 14, Aug.
• S.F. Chin & Ann Harding & Anthea Bill, 2007, "Regional Dimensions: Preparation of 1998-99 HES for reweighting to small-area benchmarks," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 34, Mar.
• W. Robert Reed & Haichun Ye, 2007, "A Monte Carlo Evaluation of Some Common Panel Data Estimators when Serial Correlation and Cross-sectional Dependence are Both Present," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 07/01, Apr.
• Ambra Poggi & Xavier Ramos, 2007, "Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 59.
• Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007, "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/26, Sep.
• José García-Solanes & Francisco I. Sancho-Portero & Fernando Torrejón-Flores, 2007, "Beyond the Salassa-Samuelson Effect in some New Member States of the European Union," CESifo Working Paper Series, CESifo, number 1886.
• Balazs Egert & Kirsten Lommatzsch & Amina Lahrèche-Révil, 2007, "Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?," CESifo Working Paper Series, CESifo, number 1928.
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An Objective Function for Simulation Based Inference on Exchange Rate Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-01, Feb.
• Patrick Gagliardini & Olivier Scaillet, 2007, "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-13, Apr.
• Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
• Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography, UCLA Department of Economics, number 321307000000000805, Jan.
• Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007, "How Structural Are Structural Parameters?," Levine's Bibliography, UCLA Department of Economics, number 843644000000000057, Jul.
• Kamil Galuscak & Jan Pavel, 2007, "Unemployment and Inactivity Traps in the Czech Republic: Incentive Effects of Policies," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/9, Dec.
• Christian R. Jaramillo H. & Jorge Tovar, 2007, "Reflexiones Sobre La Teor√Ça Y La Pr√Åctica Del Iva En Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3425, Apr.
• Christian R. Jaramillo & Jorge Tovar, 2007, "Reflexiones sobre la teoría y la práctica del IVA en Colombia," Revista de Economía del Rosario, Universidad del Rosario.
• Jorge Hernan Restrepo Correa & Eduardo Arturo Cruz Trejos & Pedro Daniel Medina Varela, 2007, "Negociación de portafolios de acciones," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• María Eugenia Morales Rubiano & Oscar Fernando Castellanos Domínguez & Claudia Nelcy Jiménez Hernández, 2007, "Consideraciones metodológicas para el análisis de la competitividad en empresas de base tecnológica," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007, "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007015, Mar.
• LOMBARDI, Marco & VEREDAS, David, 2007, "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007018, Mar.
• BAUWENS, Luc & STORTI, Giuseppe, 2007, "A component GARCH model with time varying weights," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007019, Mar.
• BAUWENS, Luc & GALLI, Fausto, 2007, "Efficient importance sampling for ML estimation of SCD models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007053, Aug.
• Van den Berg, Gerard & van der Klaauw, Bas, 2007, "If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6323, Jun.
• Tristani, Oreste & Amisano, Giovanni, 2007, "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6373, Jun.
• Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007, "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers, University of Crete, Department of Economics, number 0704, Sep.
• Giovanni Cerulli & Bianca Potì, 2007, "Measuring Intersectoral Knowledge Spillovers: an Application of Sensitivity Analysis to Italy," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200711, Dec.
• Grané Chávez, Aurea & Veiga, Helena, 2007, "The effect of realised volatility on stock returns risk estimates," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws076316, Sep.
• Luc, BAUWENS & G., STORTI, 2007, "A Component GARCH Model with Time Varying Weights," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007012, Mar.
• Luc, BAUWENS & Fausto Galli, 2007, "Efficient importance sampling for ML estimation of SCD models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007032, Sep.
• Olmo, J., 2007, "An asset pricing model for mean-variance-downside-risk averse investors," Working Papers, Department of Economics, City St George's, University of London, number 07/01.
• Gonzalo, J. & Olmo, J., 2007, "The impact of heavy tails and comovements in downside-risk diversification," Working Papers, Department of Economics, City St George's, University of London, number 07/02.
• Olmo, J. & Pilbeam, K., 2007, "A resolution of the forward discount puzzle," Working Papers, Department of Economics, City St George's, University of London, number 07/10.
• Escanciano, J. C. & Olmo, J., 2007, "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers, Department of Economics, City St George's, University of London, number 07/11.
• Kapetanios, G. & Labhard, V. & Price, S., 2007, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers, Department of Economics, City St George's, University of London, number 07/15.
• Peter C.B. Phillips & Jun Yu, 2007, "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1596, Jan.
• Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1598, Jan.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605, Mar.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605R, Mar, revised Jul 2007.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1606, Mar.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1608, May.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1620, Jul.
• Donald W.K. Andrews & Gustavo Soares, 2007, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1631, Oct.
• Krüger, Jens & Chlaß, Nadine, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34399.
• Joachim R. Frick & Olaf Groh-Samberg, 2007, "To Claim or Not to Claim: Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 53.
• Joachim R. Frick & Olaf Groh-Samberg, 2007, "To Claim or Not to Claim: Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 734.
• Attiya Y. Javid, 2007, "Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms," Finance Working Papers, East Asian Bureau of Economic Research, number 22199, Jan.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007, "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07008, Apr.
• Tristani, Oreste & Amisano, Gianni, 2007, "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series, European Central Bank, number 754, May.
• Holden, Steinar & Wulfsberg, Fredrik, 2007, "Downward nominal wage rigidity in the OECD," Working Paper Series, European Central Bank, number 777, Jul.
• Lombardi, Marco J. & Sgherri, Silvia, 2007, "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series, European Central Bank, number 794, Aug.
• Müller, Gernot J. & Kuester, Keith & Stölting, Sarah, 2007, "Is the New Keynesian Phillips curve flat?," Working Paper Series, European Central Bank, number 809, Sep.
• L. Bauwens & J.V.K. Rombouts, 2007, "Bayesian inference for the mixed conditional heteroskedasticity model," Econometrics Journal, Royal Economic Society, volume 10, issue 2, pages 408-425, July.
• Jason Allen, 2007, "Size matters: covariance matrix estimation under the alternative," Econometrics Journal, Royal Economic Society, volume 10, issue 3, pages 637-644, November.
• Racine, Jeffrey S. & MacKinnon, James G., 2007, "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5949-5957, August.
• Davidson, Russell & MacKinnon, James G., 2007, "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3259-3281, April.
• Kiviet, Jan F. & Niemczyk, Jerzy, 2007, "The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3296-3318, April.
• Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007, "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3418-3432, April.
• Perez-Alonso, Alicia, 2007, "A bootstrap approach to test the conditional symmetry in time series models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3484-3504, April.
• Staszewska, Anna, 2007, "Representing uncertainty about response paths: The use of heuristic optimisation methods," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 1, pages 121-132, September.
• Ruge-Murcia, Francisco J., 2007, "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 8, pages 2599-2636, August.
• Hertel, Thomas & Hummels, David & Ivanic, Maros & Keeney, Roman, 2007, "How confident can we be of CGE-based assessments of Free Trade Agreements?," Economic Modelling, Elsevier, volume 24, issue 4, pages 611-635, July.
• Meenagh, David & Minford, Patrick & Peel, David, 2007, "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, volume 94, issue 2, pages 235-239, February.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," Economics Letters, Elsevier, volume 97, issue 2, pages 179-184, November.
• Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007, "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 125-180, May.
• Martens, Martin & van Dijk, Dick, 2007, "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 181-207, May.
• Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 154-180, July.
• Gaure, Simen & Roed, Knut & Zhang, Tao, 2007, "Time and causality: A Monte Carlo assessment of the timing-of-events approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1159-1195, December.
• Fedrizzi, Michele & Giove, Silvio, 2007, "Incomplete pairwise comparison and consistency optimization," European Journal of Operational Research, Elsevier, volume 183, issue 1, pages 303-313, November.
• de Andrade, Fabio Wendling Muniz & Thomas, Lyn, 2007, "Structural models in consumer credit," European Journal of Operational Research, Elsevier, volume 183, issue 3, pages 1569-1581, December.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007, "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, volume 14, issue 4, pages 546-563, September.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007, "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 736-755, December.
• Kiefer, Nicholas M. & Larson, C. Erik, 2007, "A simulation estimator for testing the time homogeneity of credit rating transitions," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 818-835, December.
• Crespo Cuaresma, Jesus & Doppelhofer, Gernot, 2007, "Nonlinearities in cross-country growth regressions: A Bayesian Averaging of Thresholds (BAT) approach," Journal of Macroeconomics, Elsevier, volume 29, issue 3, pages 541-554, September.
• Fogale, Alberto & Pellizzari, Paolo & Warglien, Massimo, 2007, "Learning and equilibrium selection in a coordination game with heterogeneous agents," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 380, issue C, pages 519-527, DOI: 10.1016/j.physa.2007.02.073.
• Urzúa, Carlos M., 2007, "GRAN1: Gauss procedure to generate normal random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-02, revised .
• Urzúa, Carlos M., 2007, "GRAN2: Gauss procedure to generate t-distributed random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-03, revised .
• Urzúa, Carlos M., 2007, "GRAN3: Gauss procedure to generate stable random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-04, revised .
• Urzúa, Carlos M., 2007, "GRAN4: Gauss procedure to generate Laplace-distributed random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-05, revised .
• Urzúa, Carlos M., 2007, "GRAN5: Gauss procedure to generate heteroskedastic normal random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-06, revised .
• Urzúa, Carlos M., 2007, "GRAN6: Gauss procedure to generate Pareto-distributed random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-07, revised .
• Urzúa, Carlos M., 2007, "GRAN7: Gauss procedure to generate lognormal random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-08, revised .
• Urzúa, Carlos M., 2007, "GRAN8: Gauss procedure to generate standard EPD (GED) random numbers," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-09, revised .
• Nobay, A. Robert & Paya, Ivan & Peel, David A., 2007, "Inflation dynamics in the US - a nonlinear perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24499, Nov.
• Kalogeropoulos, Konstantinos, 2007, "Likelihood-based inference for a class of multivariate diffusions with unobserved paths," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31423, Oct.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2007, "Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4774, Jun.
• Lucía A. Ruiz-Galindo & Francisco Venegas-Martínez, 2007, "Un modelo macroeconométrico de simulación con microfundamentos para la economía mexicana," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 2, pages 165-217, July-Dece.
• Miguel Székely Pardo & Luis F. López-Calva & Álvaro Meléndez Martínez & Ericka G. Rascón Ramírez & Lourdes Rodríguez-Chamussy, 2007, "Poniendo a la pobreza de ingresos y a la desigualdad en el mapa de México," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 2, pages 239-303, July-Dece.
• Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007, "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 25, issue 6, pages 603-625, October, DOI: 10.1108/14635780710829306.
• Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007, "Simulation based bayesian econometric inference: principles and some recent computational advances," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-03, Jan.
• Fabian A. Roques, 2007, "Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0726, Dec.
• Christian Kascha, 2007, "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers, European University Institute, number ECO2007/12.
• Maria S. Heracleous, 2007, "Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue," Economics Working Papers, European University Institute, number ECO2007/60.
• Mario Cerrato & Christian De Peretti & Nick Sarantis, 2007, "A nonlinear panel unit root test under cross section dependence," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 07-12.
• Vít Pošta & Zbynìk Hackl, 2007, "Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 5-6, pages 235-254, August.
• Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007, "A Robust Multivariate Long Run Analysis of European Electricity Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2007.103, Nov.
• Raul Ponce-Hernandez, 2007, "A Modelling Framework for Addressing the Synergies between Global Conventions through Land Use Changes: Carbon Sequestration, Biodiversity Conservation, Prevention of Land Degradation and Food Security in Agricultural and Forested Lands in Developing," Working Papers, Fondazione Eni Enrico Mattei, number 2007.30, Mar.
• Erik Hjalmarsson & Pär Österholm, 2007, "Testing for cointegration using the Johansen methodology when variables are near-integrated," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 915.
• Francisco Penaranda & Jon Danielsson, 2007, "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers, Financial Markets Group, number dp586, Jan.
• Vassilis Hajivassiliou & Frédérique Savignac, 2007, "Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects," FMG Discussion Papers, Financial Markets Group, number dp594, Jun.
• Bob Nobay & Ivan Paya & David A. Peel, 2007, "Inflation Dynamics in the US -A Nonlinear Perspective," FMG Discussion Papers, Financial Markets Group, number dp601, Nov.
• Giacomo Sbrana, 2007, "Testing for Model Selection in Predicting Aggregate Variables," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 66, issue 1, pages 3-28, March.
• Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007, "Do real interest rates converge? Evidence from the European Union," Working Papers, Business School - Economics, University of Glasgow, number 2007_21, Jun.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007, "Indirect robust estimation of the short-term interest rate process," Post-Print, HAL, number hal-00463251, Sep, DOI: 10.1016/j.jempfin.2006.09.004.
• Christophe Rault, 2007, "Further Results on Week-Exogeneity in Vector Error Correction Models," Post-Print, HAL, number halshs-00202833, Jul.
• Patrice Borda & Nlandu Mamingi, 2007, "On the persistence of unemployment in small open economies," Working Papers, HAL, number hal-04053066, Aug.
• Lillestøl, Jostein, 2007, "Some new bivariate IG and NIG-distributions for modelling covariate nancial returns," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/1, Jan.
• Andersson, Jonas & Moberg, Jan-Magnus, 2007, "Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/28, Dec.
• Eklund, Jana & Karlsson, Sune, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers, Örebro University, School of Business, number 2007:4, Sep.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian Forecast Combination for VAR Models," Working Papers, Örebro University, School of Business, number 2007:13, Dec.
• Carling, Kenneth & Alam, Moudud, 2007, "Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)," Working Papers, Örebro University, School of Business, number 2007:14, Sep.
• Holden, Steinar & Wulfsberg, Fredrik, 2007, "Are real wages rigid downwards?," Memorandum, Oslo University, Department of Economics, number 07/2007, Mar.
• Røed, Knut & Westlie, Lars, 2007, "Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions," Memorandum, Oslo University, Department of Economics, number 13/2007, Jun.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian forecast combination for VAR models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 216, Nov.
• Johansson, Fredrik, 2007, "How to Adjust for Nonignorable Nonresponse: Calibration, Heckit or FIML?," Working Paper Series, Uppsala University, Department of Economics, number 2007:22, Aug.
• Klevmarken, N. Anders & Bolin, Kristian & Eklöf, Matias & Flood, Lennart & Fransson, Urban & Hallberg, Daniel & Höjgård, Sören & Lindgren, Björn & Mitrut, Andrea & Lagergren, Mårten, 2007, "Simulating the future of the Swedish baby-boom generations," Working Paper Series, Uppsala University, Department of Economics, number 2007:26, Jun.
• Isacsson, Gunnar, 2007, "The trade off between time and money: Is there a difference between real and hypothetical choices?," Working Papers, Swedish National Road & Transport Research Institute (VTI), number 2007:3, Mar.
• Laurence Fung & Ip-wing Yu, 2007, "Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar," Working Papers, Hong Kong Monetary Authority, number 0719, Dec.
• Mercedes Prieto Alaiz & Carmelo García Pérez, 2007, "Tendencias de la distribución personal de la renta en España (1985-2002). Inferencia sobre indicadores y sensibilidad ante encuestas y escalas de equivalencia," Hacienda Pública Española / Review of Public Economics, IEF, volume 181, issue 2, pages 49-80, June.
• Jensen, Uwe & Rässler, Susanne, 2007, "The effects of collective bargaining on firm performance : new evidence based on stochastic production frontiers and multiply imputed German establishment data," IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200703.
• Jana Eklund & Sune Karlsson, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Economics, Department of Economics, Central bank of Iceland, number wp35, May.
• Richard T. Baillie & Claudio Morana, 2007, "Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 11-2007, Mar.
• Ñopo, Hugo R., 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers), Inter-American Development Bank, number 1959, Jul.
• Hugo Ñopo, 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications, Inter-American Development Bank, Research Department, number 4532, Jul.
• Bontemps, Christian & Meddahi, Nour, 2007, "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 486, Oct.
• Dominique Guégan & Justin Leroux, 2007, "Forecasting chaotic systems: The role of local Lyapunov exponents," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-12, Dec.
• Kakamu, Kazuhiko & Polasek, Wolfgang, 2007, "Cross-sectional Space-time Modeling Using ARNN(p, n) Processes," Economics Series, Institute for Advanced Studies, number 203, Feb.
• Wagner, Martin & Hlouskova, Jaroslava, 2007, "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series, Institute for Advanced Studies, number 210, May.
• Burcu GÜRCİHAN & Erdal YILMAZ, 2007, "Türkiye’de Kamu Borç Stokunun Yapısı: Orijinal Günah Göstergeleri ve Risk-Dahil Kamu Borç Yükü," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 251, pages 5-20.
• Pär Österholm & Erik Hjalmarsson, 2007, "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers, International Monetary Fund, number 2007/141, Jun.
• Arnstein Aassve & Maria Grazia Pazienza & Chiara Rapallini, 2007, "Does Italy need family income taxation?," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 77.
• STANCIOLE Anderson, 2007, "Health Insurance and Life Style Choices: Identifying the Ex Ante Moral Hazard," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2007-10, Nov.
• José Miguel Albert & Jorge Mateu & Vicente Orts, 2007, "Distribución Espacial De La Actividad Económica En La Union Europea," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-02, Mar.
• Poggi, Ambra & Ramos, Xavier, 2007, "Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)," IZA Discussion Papers, IZA Network @ LISER, number 2614, Feb.
• Røed, Knut & Westlie, Lars, 2007, "Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions," IZA Discussion Papers, IZA Network @ LISER, number 2877, Jun.
• Drine, Imed & Rault, Christophe, 2007, "Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?," IZA Discussion Papers, IZA Network @ LISER, number 2887, Jun.
• Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers, IZA Network @ LISER, number 3254, Dec.
• M. Hashem Pesaran, 2007, "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 265-312, DOI: 10.1002/jae.951.
• H. Spencer Banzhaf & V. Kerry Smith, 2007, "Meta-analysis in model implementation: choice sets and the valuation of air quality improvements," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 6, pages 1013-1031, DOI: 10.1002/jae.977.
• Shihyu Chou & Chin-Shien Lin & Chi-hong Chen & Tai-Ru Ho & Yu-Chen Hsieh, 2007, "A Simulation-Based Model for Final Price Prediction in Online Auctions," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 1, pages 1-16, January.
• Seiichi Inagaki, 2007, "The Impact of the Increase in Non-regular Employment on Income Disparities," Journal of Income Distribution, Ad libros publications inc., volume 16, issue 3-4, pages 71-87, September.
• Joakim Westerlund & Syed A. Basher, 2007, "Can panel data really improve the predictability of the monetary exchange rate model?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 5, pages 365-383, DOI: 10.1002/for.1034.
• Nadine Chlass & Jens J. Krueger, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2007-032, Jul.
• Samih Azar, 2007, "The Risk of Underestimating Product Demand," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 4, pages 505-506, December, DOI: 10.1007/s11293-007-9086-6.
• Charles Romeo, 2007, "A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 1, pages 33-68, February, DOI: 10.1007/s10614-006-9074-y.
• Jesús Otero & Jeremy Smith, 2007, "The KPSS Test with Outliers," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 423-423, May, DOI: 10.1007/s10614-006-9056-0.
• Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007, "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 3, pages 245-264, October, DOI: 10.1007/s10614-007-9097-z.
• Robert Marks, 2007, "Validating Simulation Models: A General Framework and Four Applied Examples," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 3, pages 265-290, October, DOI: 10.1007/s10614-007-9101-7.
• Tomoki Nakaya & A. Fotheringham & Kazumasa Hanaoka & Graham Clarke & Dimitris Ballas & Keiji Yano, 2007, "Combining microsimulation and spatial interaction models for retail location analysis," Journal of Geographical Systems, Springer, volume 9, issue 4, pages 345-369, December, DOI: 10.1007/s10109-007-0052-2.
• Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007, "On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data," Journal of Productivity Analysis, Springer, volume 28, issue 3, pages 165-181, December, DOI: 10.1007/s11123-007-0058-2.
• In Kim & In-Seok Baek & Jaesun Noh & Sol Kim, 2007, "The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 69-110, July, DOI: 10.1007/s11156-007-0022-2.
• Benedek, Gábor, 2007, ""Dupla vagy semmi". Duplikációbecslés szimulációs módszerekkel
  [Double or nothing" - Estimation of the number of duplications using simulation methods]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 376-383.
• Lublóy, Ágnes & Szenes, Márk, 2007, "Az ügyfélelvándorlás kereskedelmi banki modellezése
  [Modelling the migration of commercial bank clients]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 915-934.
• Mikkel Barslund, 2007, "Estimation of Tobit Type Censored Demand Systems: A Comparison of Estimators," Discussion Papers, University of Copenhagen. Department of Economics, number 07-16, Aug.
• Paul Turner, 2007, "Testing for cointegration using the Johansen approach: Are we using the correct critical values?," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_12, May, revised May 2007.
• Joachim Merz & Paul Böhm & Dominik Hanglberger & J.F. Rafael Rucha & Henning Stolze, 2007, "Wann werden Serviceleistungen nachgefragt? Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim," FFB-Discussionpaper, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)), LEUPHANA University Lüneburg, number 70, Apr.