Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Bootstrap Methods

2007

• 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 Garc a P rez, 2007, "Tendencias de la distribuci n personal de la renta en Espa a (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, DOI: http://dx.doi.org/10.18235/0010980.
• 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.
• Bauer, Daniel & Weber, Frederik, 2007, "Assessing Investment and Longevity Risks within Immediate Annuities," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1982.
• Russell Davidson, 2007, "Bootstrapping Econometric Models," Departmental Working Papers, McGill University, Department of Economics, number 2007-13, Jun.
• Russell Davidson & James G. MacKinnon, 2007, "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers, McGill University, Department of Economics, number 2007-14, Aug.
• Russell Davidson, 2007, "Testing For Restricted Stochastic Dominances: Some Further Results," Departmental Working Papers, McGill University, Department of Economics, number 2007-15, Apr.
• Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So, 2007, "Asymmetric Return and Volatility Responses to Composite News from Stock Markets," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 179-210, September.
• Manuel Santos, 2007, "Consistency Properties of a Simulation-Based Estimator for Dynamic Processes," Working Papers, University of Miami, Department of Economics, number 0705, Aug.
• C.L. Skeels, 2007, "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series, The University of Melbourne, number 1020.
• Karim Azizi, 2007, "Inégalités et clubs de convergence : les résultats d'un modèle à seuil," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number r07050, Oct.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2007-06.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2007.
• A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2007, "Bootstrap-Based Improvements for Inference with Clustered Errors," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0344, Sep.
• Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007, "How Structural Are Structural Parameters?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13166, Jun.
• William J. McCausland & Shirley Miller & Denis Pelletier, 2007, "A New Approach to Drawing States in State Space Models," Working Paper Series, North Carolina State University, Department of Economics, number 014, Aug, revised Aug 2007.
• Pablo Antolín, 2007, "Longevity Risk and Private Pensions," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 3, Jan, DOI: 10.1787/261260613084.
• Pablo Antolín & Hans J. Blommestein, 2007, "Governments and the Market for Longevity-Indexed Bonds," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 4, Jan, DOI: 10.1787/260561411283.
• Pablo Antolín & Hans J. Blommestein, 2007, "Governments and the Market for Longevity-indexed Bonds," Financial Market Trends, OECD Publishing, volume 2007, issue 1, pages 153-175, DOI: 10.1787/fmt-v2007-art8-en.
• Pablo Antolín, 2007, "Longevity Risk and Private Pensions," Financial Market Trends, OECD Publishing, volume 2007, issue 1, pages 107-128, DOI: 10.1787/fmt-v2007-art6-en.
• Luiz de Mello & Diego Moccero, 2007, "Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico," OECD Economics Department Working Papers, OECD Publishing, number 545, Feb, DOI: 10.1787/285851107845.
• W Robert J Alexander & Alfred A. Haug & Mohammad Jaforullah, 2007, "A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools," Working Papers, University of Otago, Department of Economics, number 0714, Nov, revised Nov 2007.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007, "Estimating Macroeconomic Models: A Likelihood Approach," The Review of Economic Studies, Review of Economic Studies Ltd, volume 74, issue 4, pages 1059-1087.
• Victoria Prowse, 2007, "Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity," Economics Series Working Papers, University of Oxford, Department of Economics, number 337, Aug.
• Merino, María & Vadillo, Fernando, 2007, "Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB©," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 4, issue 1, pages 35-55, December.
• Attiya Y. Javid, 2007, "Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:37.
• Jean-Francois Richard & Roman Liesenfeld, 2007, "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Working Paper, Department of Economics, University of Pittsburgh, number 322, Jun, revised Jan 2004.
• K. K., Suresh & K., Pradeepa Veerakumari, 2007, "Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)," MPRA Paper, University Library of Munich, Germany, number 10105, revised 2007.
• Bonaccorsi, Andrea & Daraio, Cinzia & Räty, Tarmo & Simar, Léopold, 2007, "Efficiency and University Size: Discipline-wise Evidence from European Universities," MPRA Paper, University Library of Munich, Germany, number 10265.
• Rodríguez Dupuy, Analía, 2007, "Loan portfolio loss distribution: Basel II unifactorial approach vs. Non parametric estimations," MPRA Paper, University Library of Munich, Germany, number 10697, Oct.
• Rodriguez, Analía, 2007, "Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas," MPRA Paper, University Library of Munich, Germany, number 12637, Oct.
• Sen Gupta, Rajorshi & Vadali, Sharada R, 2007, "Stochastic Dominance Approach to Evaluate Optimism Bias in Truck Toll Forecasts," MPRA Paper, University Library of Munich, Germany, number 12891, revised 2008.
• López, Fernando & Chasco, Coro, 2007, "Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model," MPRA Paper, University Library of Munich, Germany, number 1985, Mar.
• Westerlund, Joakim & Basher, Syed A., 2007, "Mixed Signals Among Tests for Panel Cointegration," MPRA Paper, University Library of Munich, Germany, number 3261, May.
• Dobrescu, Emilian & Pauna, Bianca, 2007, "Stochastic simulations on the Romanian macroeconomic model," MPRA Paper, University Library of Munich, Germany, number 35723, Dec.
• Asghar, Zahid & Abid, Irum, 2007, "Performance of lag length selection criteria in three different situations," MPRA Paper, University Library of Munich, Germany, number 40042, Apr.
• Mishra, SK, 2007, "A note on least squares fitting of signal waveforms," MPRA Paper, University Library of Munich, Germany, number 4705, Sep.
• Mishra, SK, 2007, "Least squares estimation of joint production functions by the Differential Evolution method of global optimization," MPRA Paper, University Library of Munich, Germany, number 4813, Sep.
• Ching, Andrew & Ishihara, Masakazu, 2007, "The Effects of Detailing on Prescribing Decisions under Two-Sided Learning," MPRA Paper, University Library of Munich, Germany, number 4935, Sep.
• Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007, "Likelihood-based inference for correlated diffusions," MPRA Paper, University Library of Munich, Germany, number 5696.
• Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2007, "Inference for stochastic volatility model using time change transformations," MPRA Paper, University Library of Munich, Germany, number 5697.
• Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning, 2007, "Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim," MPRA Paper, University Library of Munich, Germany, number 5739, Apr.
• Shahateet, Mohammed & Al-Tayyeb, Saud, 2007, "Regional consumption inequalities in Jordan: Empirical study," MPRA Paper, University Library of Munich, Germany, number 57400.
• Cappellini, Alessandro & Ferraris, Gianluigi, 2007, "Waiting Times in Simulated Stock Markets," MPRA Paper, University Library of Munich, Germany, number 7324, Dec.
• Dekker, Ronald, 2007, "Non-standard employment and mobility in the Netherlands," MPRA Paper, University Library of Munich, Germany, number 7385, Nov.
• Proietti, Tommaso & Riani, Marco, 2007, "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper, University Library of Munich, Germany, number 7862, Dec.
• Hachicha, Wafik & Masmoudi, Faouzi & Haddar, Mohamed, 2007, "An improvement of a cellular manufacturing system design using simulation analysis," MPRA Paper, University Library of Munich, Germany, number 8922, Feb, revised 22 Dec 2007.
• Subbotin, Viktor, 2007, "Asymptotic and bootstrap properties of rank regressions," MPRA Paper, University Library of Munich, Germany, number 9030, Nov, revised 20 Mar 2008.
• Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning, 2007, "Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim," MPRA Paper, University Library of Munich, Germany, number 9034, Apr.
• Ngwa Edielle, T. H. Jackson & Hevi Kodzo, Dodzi, 2007, "Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis
  [Technical Efficiency of Banks in CEMAC Zone : Data Envelopment Analysis Approach]," MPRA Paper, University Library of Munich, Germany, number 9462, Jun.
• Jeong, Jinook & Yoon, Byung, 2007, "The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test," MPRA Paper, University Library of Munich, Germany, number 9792, Apr.
• Пигнастый, Олег & Ходусов, Валерий & Михайленко, Виктор & Демуцкий, Виктор & Дидиченко, Николай & Дубровин, Анатолий, 2007, "Теоретические Основы Построения Целевой Функции Производственной Системы
  [The theoretical basis for constructing the objective function of the production system]," MPRA Paper, University Library of Munich, Germany, number 98080, Aug, revised 05 Aug 2007.
• Pihnastyi, Oleh, 2007, "Distinctive numbers of production systems functioning description," MPRA Paper, University Library of Munich, Germany, number 98200, Mar, revised 04 Mar 2007.
• James G. MacKinnon, 2007, "Bootstrap Hypothesis Testing," Working Paper, Economics Department, Queen's University, number 1127, Jun.
• Prof John Foster, 2007, "A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 343.
• Russell Davidson, 2007, "Bootstrapping econometric models (in Russian)," Quantile, Quantile, issue 3, pages 13-36, September.
• Rima Izem & Nicola Fuchs-Schuendeln, 2007, "Explaining the Low Labor Productivity in East Germany - A Spatial Analysis," 2007 Meeting Papers, Society for Economic Dynamics, number 378.
• Rute Mendes & Gerard J. Van den Berg & Guillaume Horny, 2007, "Job mobility in Portugal: a Bayesian study with matched worker-firm data," 2007 Meeting Papers, Society for Economic Dynamics, number 454.
• Hermans, Raine & Kulvik, Martti, 2007, "Simulaatio lääkekehitysalan kannattavuudesta ja riskeistä," Discussion Papers, The Research Institute of the Finnish Economy, number 1075.
• Gianni Amisano & Oreste Tristani, 2007, "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," Working Paper series, Rimini Centre for Economic Analysis, number 18_07, Jul.
• Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana, 2007, "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Working Paper series, Rimini Centre for Economic Analysis, number 40_07, Jul.
• Céline Bonnet, 2007, "Économétrie de la concurrence entre produits différenciés : théorie et méthodes empiriques," L'Actualité Economique, Société Canadienne de Science Economique, volume 83, issue 4, pages 555-580.
• Andrey Zlotnik, 2007, "An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 5, issue 1, pages 20-29.
• Stefanescu, Stefan, 2007, "How much the Rounding Errors could affect the Computer Results," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 2, pages 87-96, June.
• Caraiani, Petre, 2007, "An Estimated New Keynesian Model for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 114-123, December.
• Georgiana I. STEFAN, 2007, "Urban Simulation Models for the Future City Evolution," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 2, pages 98-112, December.
• G. Everaert, 2007, "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/452, Jan.
• Michael Beer, 2007, "Bootstrapping a hedonic price index: experience from used cars data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 91, issue 1, pages 77-92, March, DOI: 10.1007/s10182-006-0015-9.