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

• 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

• K. Minderhoud, 2006, "Systemic Risk in the Dutch Financial Sector," De Economist, Springer, volume 154, issue 2, pages 177-195, June, DOI: 10.1007/s10645-006-9001-6.
• Helmut Elsinger & Alfred Lehar & Martin Summer, 2006, "Systemically important banks: an analysis for the European banking system," International Economics and Economic Policy, Springer, volume 3, issue 1, pages 73-89, April, DOI: 10.1007/s10368-006-0046-4.
• 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.
• Damiano Brigo & Naoufel El-Bachir, 2006, "Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-13, Dec.
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani, 2006, "Heterogeneous basket options pricing using analytical approximations," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 06-1, Jan.
• Stefanescu, Poliana & Stefanescu, Stefan, 2006, "An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 2, pages 47-57, June.
• Lupu, Radu, 2006, "Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 2, pages 58-71, June.
• T. Berger & G. Everaert, 2006, "Unemployment in the OECD since the 1960s. Do we really know?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/425, Nov.
• Norman Swanson & Geetesh Bhardwaj, 2006, "A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects," Departmental Working Papers, Rutgers University, Department of Economics, number 200613, Sep.
• Fabien A. Roques & William J. Nuttall & David M. Newbery & Richard de Neufville & Stephen Connors, 2006, "Nuclear Power: A Hedge against Uncertain Gas and Carbon Prices?," The Energy Journal, , volume 27, issue 4, pages 1-24, October, DOI: 10.5547/ISSN0195-6574-EJ-Vol27-No4-.
• Manfred Gilli & Peter Winker & Vahidin Jeleskovic, 2006, "An Objective Function for Simulation Based Inference on Exchange Rate Data," Computing in Economics and Finance 2006, Society for Computational Economics, number 147, Jul.
• Periklis Kougoulis & John C. Nankervis & Jerry Coakley, 2006, "Generalized variance ratio tests in the presence of statistical dependence," Computing in Economics and Finance 2006, Society for Computational Economics, number 180, Jul.
• John Stachurski & University of Melbourne, 2006, "Computing the Distributions of Economic Models via Simulation," Computing in Economics and Finance 2006, Society for Computational Economics, number 185, Jul.
• Michael Creel & Universitat Autònoma de Barcelona, 2006, "Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix," Computing in Economics and Finance 2006, Society for Computational Economics, number 202, Jul.
• Romulo A. Chumacero, 2006, "The Econometrics of the Old and New Phillips Curve," Computing in Economics and Finance 2006, Society for Computational Economics, number 242, Jul.
• Arnab Kumar Laha, 2006, "Analysis of Regime Switching Behaviour of Indian Stock Markets," Computing in Economics and Finance 2006, Society for Computational Economics, number 249, Jul.
• Kostas Giannopoulos, 2006, "Pricing Basket spread options," Computing in Economics and Finance 2006, Society for Computational Economics, number 252, Jul.
• Pilar Grau-Carles, 2006, "Extreme observations in developed and emerging equity markets," Computing in Economics and Finance 2006, Society for Computational Economics, number 254, Jul.
• Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006, "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006, Society for Computational Economics, number 277, Jul.
• Florian Heiss, 2006, "Nonlinear State-Space Models for Microeconometric Panel Data," Computing in Economics and Finance 2006, Society for Computational Economics, number 285, Jul.
• Carole Siani & Christian de Peretti, 2006, "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006, Society for Computational Economics, number 301, Jul.
• Denis Bolduc & Moshe Ben-Akiva, 2006, "Estimation of IP Telephony Demand Using the Integrated Choice and Latent Variables Approach," Computing in Economics and Finance 2006, Society for Computational Economics, number 303, Jul.
• Christian de Peretti & Carole Siani, 2006, "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory," Computing in Economics and Finance 2006, Society for Computational Economics, number 304, Jul.
• Silvia Sgherri & Marco J. Lombardi, 2006, "(Un)naturally low?," Computing in Economics and Finance 2006, Society for Computational Economics, number 321, Jul.
• Pui Sun Tam & University of Macau, 2006, "Breaking trend panel unit root tests," Computing in Economics and Finance 2006, Society for Computational Economics, number 341, Jul.
• Anna Staszewska, 2006, "Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods," Computing in Economics and Finance 2006, Society for Computational Economics, number 379, Jul.
• Giuseppe Storti & Luc Bauwens, 2006, "A component GARCH model with time varying weights," Computing in Economics and Finance 2006, Society for Computational Economics, number 388, Jul.
• George Monokroussos, 2006, "A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function," Computing in Economics and Finance 2006, Society for Computational Economics, number 390, Jul.
• Marco Ratto, 2006, "Global sensitivity analysis for macro-economic models," Computing in Economics and Finance 2006, Society for Computational Economics, number 42, Jul.
• Mario Larch & Janette Walde, 2006, "Lag or Error? - Detecting the Nature of Spatial Correlation," Computing in Economics and Finance 2006, Society for Computational Economics, number 484, Jul.
• Alessandra Amendola & Giuseppe Storti, 2006, "The combination of volatility forecasts," Computing in Economics and Finance 2006, Society for Computational Economics, number 496, Jul.
• Michele La Rocca & Cira Perna, 2006, "A multiple testing procedure for neural network model selection," Computing in Economics and Finance 2006, Society for Computational Economics, number 497, Jul.
• Svetlana Borovkova & Ferry Permana, 2006, "A closed form approach to valuing and hedging basket options," Computing in Economics and Finance 2006, Society for Computational Economics, number 54, Jul.
• Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli, 2006, "A Unified Copula Framework for VaR forecasting," Computing in Economics and Finance 2006, Society for Computational Economics, number 57, Jul.
• Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006, "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 74, Jul.
• Catherine Bruneau & Amine Lahiani, 2006, "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue 4, pages 479-500, December.
• Matthias Schmid, 2006, "Estimation of a linear model under microaggregation by individual ranking," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 3, pages 419-438, September, DOI: 10.1007/s10182-006-0243-z.
• Guglielmo Caporale & Luis Gil-Alana, 2006, "Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994," Empirical Economics, Springer, volume 31, issue 1, pages 83-93, March, DOI: 10.1007/s00181-005-0017-6.
• Dimitris Hatzinikolaou & Athanassios Stavrakoudis, 2006, "Empirical size and power of some diagnostic tests applied to a distributed lag model," Empirical Economics, Springer, volume 31, issue 3, pages 631-643, September, DOI: 10.1007/s00181-005-0039-0.
• Paolo Guasoni, 2006, "Asymmetric Information in Fads Models," Finance and Stochastics, Springer, volume 10, issue 2, pages 159-177, April, DOI: 10.1007/s00780-006-0006-4.
• Julide Yazar, 2006, "Evolving densities in continuous strategy games through particle simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 1, issue 2, pages 171-187, November, DOI: 10.1007/s11403-006-0014-7.
• Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle, 2006, "Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve," Discussion Papers, Statistics Norway, Research Department, number 443, Jan.
• Dieter von Fintel, 2006, "Earnings bracket obstacles in household surveys – How sharp are the tools in the shed?," Working Papers, Stellenbosch University, Department of Economics, number 08/2006.
• Imed Drine & Christophe Rault, 2006, "Testing for inflation convergence between the Euro Zone and its CEE partners," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 4, pages 235-240, DOI: 10.1080/13504850500396322.
• Jaroslava Hlouskova & Martin Wagner, 2006, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 1, pages 85-116, DOI: 10.1080/07474930500545504.
• Charles Bos & Neil Shephard, 2006, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 219-244, DOI: 10.1080/07474930600713275.
• Roman Liesenfeld & Jean-Francois Richard, 2006, "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 335-360, DOI: 10.1080/07474930600713424.
• Jun Yu & Renate Meyer, 2006, "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 361-384, DOI: 10.1080/07474930600713465.
• Leopold Simar & Valentin Zelenyuk, 2006, "On Testing Equality of Distributions of Technical Efficiency Scores," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 4, pages 497-522, DOI: 10.1080/07474930600972582.
• Franc J.G.M. Klaasen & Jan R. Magnus, 2006, "Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-048/2, May.
• Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006, "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-076/4, Aug.
• Jan F. Kiviet & Jerzy Niemczyk, 2006, "The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-078/4, Sep.
• Kleijnen, J.P.C. & Wan, J., 2006, "Optimization of Simulated Inventory Systems : OptQuest and Alternatives," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-75.
• Einmahl, J.H.J. & Li, J. & Liu, R.Y., 2006, "Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-104.
• Klaassen, F.J.G.M. & Magnus, J.R., 2006, "Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-52.
• Kleijnen, J.P.C., 2006, "Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-10.
• Kleijnen, J.P.C., 2006, "White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-50.
• Harhoff, Dietmar & Wagner, Stefan, 2006, "Modeling the Duration of Patent Examination at the European Patent Office," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 170, Oct.
• Lorenzo Cappellari & Stephen P. Jenkins, 2006, "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," Stata Journal, StataCorp LLC, volume 6, issue 2, pages 156-189, June.
• Andras Niedermayer & Daniel Niedermayer, 2006, "Applying Markowitz's Critical Line Algorithm," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0602, Mar.
• Roberto Casarin & Carmine Trecroci, 2006, "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers, University of Brescia, Department of Economics, number ubs0603.
• Alessandro Bucciol & Raffaele Miniaci, 2006, "Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions," Working Papers, University of Brescia, Department of Economics, number ubs0605.
• Guillaume Horny & Rute Mendes & Gerard J. Van den Berg, 2006, "Job mobility in Portugal: a Bayesian study with matched worker-firm data," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-32.
• Nanak Kakwani & Hyun H. Son, 2006, "Evaluating Targeting Efficiency of Government Programmes: International Comparisons," Working Papers, United Nations, Department of Economics and Social Affairs, number 13, Feb.
• Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2006, "Bootstrap unit root tests: comparison and extensions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 015, Jan, DOI: 10.26481/umamet.2006015.
• Nicholas Longford, 2006, "An assessment of empirical Bayes and composite estimators for small areas," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 995, Nov.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20064.
• Silvestro Di Sanzo, 2006, "Output fluctuations persistence: Do cyclical shocks matter?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_21.
• Pietro A. VAGLIASINDI & Giovanni VERGA & Pasquale CIRILLO, 2006, "Mercato del credito e imprese in un modello con agenti eterogenei," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 114, issue 3, pages 459-490.
• Jesus Crespo Cuaresma & Gernot Doppelhofer, 2006, "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0608, Sep.
• Alberto Fogale & Paolo Pellizzari & Massimo Warglien, 2006, "Learning and equilibrium selection in a coordination game with heterogeneous agents," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 135, May.
• Paolo Pellizzari & Arianna Dal Forno, 2006, "A comparison of different trading protocols in an agent-based market," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 140, Jul.
• Diana Barro & Antonella Basso, 2006, "A credit contagion model for loan portfolios in a network of firms with spatial interaction," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 143, Nov.
• Michele Fedrizzi & Silvio Giove, 2006, "Incomplete pairwise comparison and consistency optimization," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 144, Nov.
• Martina Nardon & Paolo Pianca, 2006, "Simulation techniques for generalized Gaussian densities," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 145, Nov.
• Luca Barzanti & Corrado Corradi & Martina Nardon, 2006, "On the efficient application of the repeated Richardson extrapolation technique to option pricing," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 147, Nov.
• Ricardo Scarpa & Mara Thiene & Kenneth Train, 2006, "Utility in WTP Space: A Tool to Address Confounding Random Scale Effects in Destination Choice to the Alps," Working Papers in Economics, University of Waikato, number 06/15, Dec.
• Joseph F. Francois & Julia Wörz, 2006, "Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 37, Jan.
• Russell Davidson & James G. MacKinnon, 2006, "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 827-833, September, DOI: 10.1002/jae.873.
• Daniele Fabbri & Chiara Monfardini, 2006, "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp06_06, Feb.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006, "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 758.
• Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2006, "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 771.
• Clements, Michael P & Harvey, David I, 2006, "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 774.
• Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2006, "Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 12/2006.
• Hohnisch, Martin & Pittnauer, Sabine & Stauffer, Dietrich, 2006, "A Percolation-Based Model Explaining Delayed Take-Off in New-Product Diffusion," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 9/2006.
• Düllmann, Klaus, 2006, "Measuring business sector concentration by an infection model," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,03.
• Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang, 2006, "Empirical risk analysis of pension insurance: the case of Germany," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,07.
• Tauchmann, Harald, 2006, "A Note on Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 40.
• Trenkler, Carsten, 2006, "Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-012.
• Brüggemann, Ralf, 2006, "Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-021.
• Belomestny, Denis & Schoenmakers, John G. M., 2006, "A jump-diffusion Libor model and its robust calibration," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-037.
• Belomestny, Denis & Milstein, Grigori N. & Spokoiny, Vladimir, 2006, "Regression methods in pricing American and Bermudan options using consumption processes," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-051.
• Josip Stepanic & Hrvoje Stefancic & Vinko Zlatic, 2006, "Social Free Energy of a Pareto-Like Resource Distribution," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 4, issue 2, pages 136-143.
• Joseph P. Romano & Michael Wolf, 2006, "Improved Nonparametric Confidence Intervals in Time Series Regressions," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 273, Feb.
• Scarpa, Riccardo & Thiene, Mara & Marangon, Francesco, 2006, "Consumer's WTP for Environment-Friendly Production Methods and Collective Reputation for Place of Origin: The Case of Val di Gresta's Carrots," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25637, DOI: 10.22004/ag.econ.25637.
• MacKinnon, James, 2006, "Applications of the Fast Double Bootstrap," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273459, Feb, DOI: 10.22004/ag.econ.273459.
• Davidson, Russell & MacKinnon, James, 2006, "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273460, Feb, DOI: 10.22004/ag.econ.273460.
• MacKinnon, James, 2006, "Bootstrap Methods in Econometrics," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273466, Feb, DOI: 10.22004/ag.econ.273466.
• Davidson, Russell & MacKinnon, James, 2006, "Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273514, Mar, DOI: 10.22004/ag.econ.273514.
• Racine, Jeff & MacKinnon, James, 2006, "Inference via Kernel Smoothing of Bootstrap P Values," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273530, Mar, DOI: 10.22004/ag.econ.273530.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273539, Feb, DOI: 10.22004/ag.econ.273539.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, , "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," Economic Research Papers, University of Warwick - Department of Economics, number 269651, DOI: 10.22004/ag.econ.269651.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, , "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economic Research Papers, University of Warwick - Department of Economics, number 269741, DOI: 10.22004/ag.econ.269741.