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

2007

• 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 Presidential 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.
• Hikaru Hasegawa & Kazuhiro Ueda, 2007, "Measuring chronic and transient components of poverty: a Bayesian approach," Empirical Economics, Springer, volume 33, issue 3, pages 469-490, November, DOI: 10.1007/s00181-006-0110-5.
• Arnaud Gloter, 2007, "Efficient estimation of drift parameters in stochastic volatility models," Finance and Stochastics, Springer, volume 11, issue 4, pages 495-519, October, DOI: 10.1007/s00780-007-0048-2.
• Paolo Pellizzari & Arianna Forno, 2007, "A comparison of different trading protocols in an agent-based market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 1, pages 27-43, June, DOI: 10.1007/s11403-006-0016-5.
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An objective function for simulation based inference on exchange rate data," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 125-145, December, DOI: 10.1007/s11403-007-0020-4.
• Gerald Silverberg & Bart Verspagen, 2007, "Self-organization of R&D search in complex technology spaces," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 195-210, December, DOI: 10.1007/s11403-007-0023-1.
• Gerald Silverberg & Bart Verspagen, 2007, "Self-organization of R&D search in complex technology spaces," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 211-229, December, DOI: 10.1007/s11403-006-0008-5.
• Josep Carrion-i-Silvestre & Andreu Sansó, 2007, "The KPSS test with two structural breaks," Spanish Economic Review, Springer;Spanish Economic Association, volume 9, issue 2, pages 105-127, June, DOI: 10.1007/s10108-006-9017-8.
• Malcolm James Beynon & Max Munday, 2007, "An Aggregated Regional Economic Input–Output Analysis within a Fuzzy Environment," Spatial Economic Analysis, Taylor & Francis Journals, volume 2, issue 3, pages 281-296, DOI: 10.1080/17421770701549787.
• Burcu Gurcihan & Erdal Yilmaz, 2007, "Turkiye�de Kamu Borc Stokunun Yapisi : Orijinal Gunah Gostergeleri ve Risk-Dahil Kamu Borc Yuku," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0702.
• Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007, "Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-027/4, Mar.
• Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot, 2007, "The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-052/3, Jul.
• C.S. Bos & S.J. Koopman & M. Ooms, 2007, "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-099/4, Dec.
• Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007, "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-45.
• Chuan Goh, 2007, "Nonparametric Inferences on Conditional Quantile Processes," Working Papers, University of Toronto, Department of Economics, number tecipa-277, Jan.
• Giuseppe Arbia & Marco Bee & Giuseppe Espa, 2007, "Aggregation of regional economic time series with different spatial correlation structures," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0720.
• Andras Niedermayer & Daniel Niedermayer, 2007, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0701, Jan.
• Gianni Amisano & Oreste Tristani, 2007, "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Papers, University of Brescia, Department of Economics, number 0704.
• Graciela Sanromán, 2007, "Estimación de costes heterogéneos de participación en el mercado de activos con riesgo," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2107, Jun.
• Giovanni Villani, 2007, "A Monte Carlo approach to value exchange options using a single stochastic factor," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 08-2007, May.
• Silvia London & Juan Gabriel Brida & Edgar J. Sánchez Carrera, 2007, "Demanda por servicios turísticos: análisis de su evolución en un modelo autoorganizado," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 24, issue 48, pages 39-56, january-j.
• Francisco Peñaranda & Jón Daníelsson, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1003, Jan, revised Mar 2010.
• Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-36, Sep.
• John Bound & Todd Stinebrickner & Timothy Waidmann, 2007, "Health, Economic Resources and the Work Decisions of Older Men," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20076.
• Yamin Ahmad, 2007, "The Effects of Small Sample Bias in Threshold Autoregressive Models," Working Papers, UW-Whitewater, Department of Economics, number 07-01, May, revised Jun 2007.
• Silvestro Di Sanzo, 2007, "Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_03.
• Roberto Casarin & Domenico Sartore, 2007, "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_30.
• Monica Billio & Roberto Casarin & Domenico Sartore, 2007, "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_34.
• Alan Mehlenbacher, 2007, "Multiagent System Platform for Auction Simulations," Department Discussion Papers, Department of Economics, University of Victoria, number 0706, Nov.
• Alan Mehlenbacher, 2007, "Multiagent System Simulations of Sealed-Bid Auctions with Two-Dimensional Value Signals," Department Discussion Papers, Department of Economics, University of Victoria, number 0707, Nov.
• Alan Mehlenbacher, 2007, "Multiagent System Simulations of Signal Averaging in English Auctions with Two-Dimensional Value Signals," Department Discussion Papers, Department of Economics, University of Victoria, number 0708, Nov.
• Alan Mehlenbacher, 2007, "Multiagent System Simulations of Treasury Auctions," Department Discussion Papers, Department of Economics, University of Victoria, number 0709, Nov.
• Ricardo Scarpa & Mara Thiene & Francesco Marangon, 2007, "The Value of Collective Reputation for Environmentally Friendly Production Methods: The Case of Val di Gresta," Working Papers in Economics, University of Waikato, number 07/11, Sep.
• Danny Campbell & W. George Hutchinson & Riccardo Scarpa, 2007, "Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments," Working Papers in Economics, University of Waikato, number 07/18, Sep.
• Ricardo Scarpa & Mara Thiene & Francesco Marangon, 2007, "Using flexible taste distributions to value collective reputation for environmentally-friendly production methods," Working Papers in Economics, University of Waikato, number 07/24, Nov.
• Bal??zs ??gert & Kirsten Lommatzsch & Amina Lahr??che-R??vil, 2007, "Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp859, Jan.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 784.
• Anna Conte & John D Hey & Peter G Moffatt, 2007, "Mixture Models of Choice Under Risk," Discussion Papers, Department of Economics, University of York, number 07/06, Apr.
• Schanz, Sebastian, 2007, "Repatriierungspolitik unter Unsicherheit: lohnt sich die Optimierung," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 32.
• Düllmann, Klaus & Scheicher, Martin & Schmieder, Christian, 2007, "Asset correlations and credit portfolio risk: an empirical analysis," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,13.
• Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman, 2007, "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-11.
• Liesenfeld, Roman & Richard, Jean-François, 2007, "The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-26.
• Demary, Markus, 2007, "A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-27.
• Hautsch, Nikolaus, 2007, "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/25.
• Griebsch, Susanne & Kühn, Christoph & Wystup, Uwe, 2007, "Instalment options: a closed-form solution and the limiting case," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 5.
• Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007, "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-13.
• Di Iorio, Francesca & Fachin, Stefano, 2007, "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-39.
• Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007, "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2007-.
• Di Iorio, Francesca & Fachin, Stefano, 2007, "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-23, DOI: 10.5018/economics-ejournal.ja.2007-.
• Izem, Rima & Fuchs-Schündeln, Nicola, 2007, "Explaining the low labor productivity in East Germany: a spatial analysis," Kiel Working Papers, Kiel Institute for the World Economy, number 1307.
• Dannenberg, Henry, 2007, "Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 5/2007.
• Örsal, Deniz Dilan Karaman, 2007, "Comparison of panel cointegration tests," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-029.
• Belomestny, Denis & Milstein, Grigori N. & Schoenmakers, John G. M., 2007, "Sensitivities for Bermudan options by regression methods," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-048.
• Hautsch, Nikolaus, 2007, "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-052.
• Malyutov, Mikhail B. & Wickramasinghe, Chammi Irosha & Li, Sufeng, 2007, "Conditional complexity of compression for authorship attribution," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-057.

2006

• Barry Boots, 2006, "Local configuration measures for categorical spatial data: binary regular lattices," Journal of Geographical Systems, Springer, volume 8, issue 1, pages 1-24, March, DOI: 10.1007/s10109-005-0010-9.
• Atsuyuki Okabe & Toshiaki Satoh, 2006, "Uniform network transformation for points pattern analysis on a non-uniform network," Journal of Geographical Systems, Springer, volume 8, issue 1, pages 25-37, March, DOI: 10.1007/s10109-005-0009-2.
• Dag Sommervoll, 2006, "Temporal Aggregation in Repeated Sales Models," The Journal of Real Estate Finance and Economics, Springer, volume 33, issue 2, pages 151-165, September, DOI: 10.1007/s11146-006-8946-1.
• Ruthira Naraidoo & Patrick Minford, 2006, "Vicious and Virtuous Circles: The Political Economy of Unemployment," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/03, Mar.
• John Stachurski, 2006, "Computing the Distributions of Economic Models Via Simulation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 615, Apr.
• Jean-Yves Duclos & Russell Davidson, 2006, "Testing for Restricted Stochastic Dominance," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 430, Mar.
• Harhoff, Dietmar & Wagner, Stefan, 2006, "Modeling the Duration of Patent Examination at the European Patent Office," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1256.
• Heiss, Florian, 2006, "Nonlinear State-Space Models for Microeconometric Panel Data," Discussion Papers in Economics, University of Munich, Department of Economics, number 1157, Jun.
• Heiss, Florian & Winschel, Viktor, 2006, "Estimation with Numerical Integration on Sparse Grids," Discussion Papers in Economics, University of Munich, Department of Economics, number 916, Apr.
• Roberto Benedetti & Rita Lima & Alessandro Pandimiglio, 2006, "Multiple Imputation Of Missing Data In Sustainable Development Modelling," Economia, Societa', e Istituzioni, Dipartimento di Economia e Finanza, LUISS Guido Carli, volume 0, issue 3.
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani, 2006, "Heterogeneous Basket Options Pricing Using Analytical Approximations," Cahiers de recherche, CIRPEE, number 0605.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing for Restricted Stochastic Dominance," Cahiers de recherche, CIRPEE, number 0609.
• Jean-Yves Duclos & Abdelkrim Araar & John Giles, 2006, "Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China," Cahiers de recherche, CIRPEE, number 0611.
• Michel Truchon & Stephen Gordon, 2006, "Statistical Comparison of Aggregation Rules for Votes," Cahiers de recherche, CIRPEE, number 0625.
• Russell Davidson & James MacKinnon, 2006, "The Case Against Jive," Departmental Working Papers, McGill University, Department of Economics, number 2004-02, Sep.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing For Restricted Stochastic Dominance," Departmental Working Papers, McGill University, Department of Economics, number 2006-20, Sep.
• Russell Davidson & James MacKinnon, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers, McGill University, Department of Economics, number 2006-21, Sep.
• Zoltán Varsányi, 2006, "Pillar I treatment of concentrations in the banking book – a multifactor approach," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/11.
• Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006, "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/06, Jun.
• D. S. Poskitt, 2006, "Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/06, Jul.
• Azhong Ye & Rob J Hyndman & Zinai Li, 2006, "Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/06, May.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0321, Feb.
• Philip Liu, 2006, "A Small New Keynesian Model of the New Zealand economy," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/03, May.
• Mosahid Khan & Kul B. Luintel, 2006, "Sources of Knowledge and Productivity: How Robust is the Relationship?," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2006/6, Jul, DOI: 10.1787/305171346027.
• Marek Jarocinski, 2006, "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 124, May.
• David G. Bivin, 2006, "Has Production Management Improved Since 1984?," Economic Inquiry, Western Economic Association International, volume 44, issue 4, pages 671-688, October.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006, "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 73, issue 4, pages 1057-1084.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2006, "Downside Risk," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1191-1239.
• Alessandro Bucciol & Raffaele Miniaci, 2006, "Optimal asset allocation based on utility maximization in the presence of market frictions," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0012, Mar.
• Oya Celasun & Xavier Debrun & Jonathan D. Ostry, 2006, "Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 3, pages 1-3.
• F. Laurini & J. A. Tawn, 2006, "The extremal index for GARCH(1,1) processes with t-distributed innovations," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2006-SE01.
• Ana Oliveira-Brochado & F. Vitorino Martins, 2006, "Examining the segment retention problem for the “Group Satellite” case," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 220, Jul.
• Westerlund, Joakim & Basher, Syed A., 2006, "Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?," MPRA Paper, University Library of Munich, Germany, number 1229, Dec.
• Enrique, Navarrete, 2006, "Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods," MPRA Paper, University Library of Munich, Germany, number 1369, Oct.
• Chasco, Coro & López, Fernando, 2006, "Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces," MPRA Paper, University Library of Munich, Germany, number 1777, Dec.
• Mandler, Martin, 2006, "Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy," MPRA Paper, University Library of Munich, Germany, number 2318.
• Halkos, George & Kevork, Ilias, 2006, "Forecasting an ARIMA (0,2,1) using the random walk model with drift," MPRA Paper, University Library of Munich, Germany, number 31841.
• Halkos, George & Kevork, Ilias, 2006, "Estimating population means in covariance stationary process," MPRA Paper, University Library of Munich, Germany, number 31843.
• Mishra, SK, 2006, "Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization," MPRA Paper, University Library of Munich, Germany, number 465, Jul.
• Buzzigoli, Lucia & Giusti, Antonio, 2006, "From Marginals to Array Structure with the Shuttle Algorithm," MPRA Paper, University Library of Munich, Germany, number 49245, Jun.
• Sullivan, Paul, 2006, "Estimation of an Occupational Choice Model when Occupations are Misclassified," MPRA Paper, University Library of Munich, Germany, number 862, Nov.
• Sullivan, Paul, 2006, "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper, University Library of Munich, Germany, number 864, Oct.
• Jeong, Jinook, 2006, "Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models," MPRA Paper, University Library of Munich, Germany, number 9789, Apr, revised Mar 2007.
• Jeong, Jinook & Kang, Byunguk, 2006, "Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 9791, Dec, revised May 2008.
• Gutierrez Girault, Matias, 2006, "Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data," MPRA Paper, University Library of Munich, Germany, number 9798, Sep, revised Jun 2007.
• Пигнастый, Олег, 2006, "Характерные Числа В Моделях Описания Производственных Систем
  [Characteristic numbers in production system description models]," MPRA Paper, University Library of Munich, Germany, number 98986, Aug, revised 16 Aug 2006.
• James G. MacKinnon, 2006, "Applications Of The Fast Double Bootstrap," Working Paper, Economics Department, Queen's University, number 1023, Feb.
• James G. MacKinnon & Russell Davidson, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper, Economics Department, Queen's University, number 1024, Feb.
• James G. MacKinnon, 2006, "Bootstrap Methods In Econometrics," Working Paper, Economics Department, Queen's University, number 1028, Feb.
• James G. MacKinnon & Russell Davidson, 2006, "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper, Economics Department, Queen's University, number 1044, Mar.
• James G. MacKinnon & Jeff Racine, 2006, "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper, Economics Department, Queen's University, number 1054, Mar.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper, Economics Department, Queen's University, number 1063, Feb.
• George Kapetanios & Vincent Labhard & Simon Price, 2006, "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 566, Sep.
• George Kapetanios & Vincent Labhard & Simon Price, 2006, "Forecasting Using Predictive Likelihood Model Averaging," Working Papers, Queen Mary University of London, School of Economics and Finance, number 567, Sep.
• George Kapetanios & Elias Tzavalis, 2006, "Stochastic Volatility Driven by Large Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 568, Sep.
• Jesús Ferreyra & Jorge Salas, 2006, "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers, Banco Central de Reserva del Perú, number 2006-006, Jun.