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

2006

• 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 IV, 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.
• Clements, Michael P. & Harvey, David I., , "Forecast Encompassing Tests and Probability Forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269744, DOI: 10.22004/ag.econ.269744.
• Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers, Yale University, Economic Growth Center, number 28395, DOI: 10.22004/ag.econ.28395.
• Carmen Radu, 2006, "A Critical Approach To The Demographic Policy," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 156-162, April.
• Michael Creel, 2006, "Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 657.06, Feb.
• Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2006, "Bootstrapping pairs in Distance-Based Regression," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 154.
• Tilke, Stephan, 2006, "Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 417.
• Jean-Marie Dufour & David Tessier, 2006, "Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices," Staff Working Papers, Bank of Canada, number 06-39, DOI: 10.34989/swp-2006-39.
• Miroslav Misina & David Tessier & Shubhasis Dey, 2006, "Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector," Staff Working Papers, Bank of Canada, number 06-47, DOI: 10.34989/swp-2006-47.
• Daniel Gottlieb & Leonid Kushnir, 2006, "An Optimal Method Of Binary Information Transfer (Bit) Between Surveys Of An Identical Population," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0606.
• Nikola A. Tarashev & Haibin Zhu, 2006, "The pricing of portfolio credit risk," BIS Working Papers, Bank for International Settlements, number 214, Sep.
• JAMES G. MacKINNON, 2006, "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, volume 82, issue s1, pages 2-18, September, DOI: 10.1111/j.1475-4932.2006.00328.x.
• Balázs Égert & László Halpern & Ronald MacDonald, 2006, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," Journal of Economic Surveys, Wiley Blackwell, volume 20, issue 2, pages 257-324, April, DOI: 10.1111/j.0950-0804.2006.00281.x.
• Rien J. L. M. Wagenvoort & Paul H. Schure, 2006, "A Recursive Thick Frontier Approach to Estimating Production Efficiency," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 2, pages 183-201, April, DOI: 10.1111/j.1468-0084.2006.00158.x.
• Andrés González & Timo Teräsvirta, 2006, "Simulation‐based Finite Sample Linearity Test against Smooth Transition Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 797-812, December, DOI: 10.1111/j.1468-0084.2006.00457.x.
• D. Fabbri & C. Monfardini, 2006, "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 557.
• Calza Alessandro & Sousa João, 2006, "Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-21, May, DOI: 10.2202/1558-3708.1253.
• José Ferreira Marinho Junior & Mauro Antonio Rincon, 2006, "Application of Compound Options in the Evaluation of American Puts," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 169-179.
• Marcos Roberto Gois de Oliveira & Charles Ulises de Montreuil Carmona & José Lamartine Távora Junior, 2006, "Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 181-202.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-13, Apr.
• Georges Gallais-Hamonno & Nicolas Zamfirescu & Laurent Monsigny, 2006, "Le « risque de montant » des primes de rentes viagères. L'exemple de la loterie-tontine de 1743," Revue économique, Presses de Sciences-Po, volume 57, issue 3, pages 615-622.
• Roques, F.A. & Nuttall, W.J. & Newbery, D.M., 2006, "Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0650, Jul.
• Rebecca Cassells & Ann Harding & Simon Kelly, 2006, "Problems and Prospects for Dynamic Microsimulation: A review and lessons for APPSIM," NATSEM Working Paper Series, University of Canberra, National Centre for Social and Economic Modelling, number 63, Mar.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2006, "Another Look at what to do with Time-series Cross-section Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 06/04, Mar.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2006, "A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 06/14, Nov.
• Jonah B. Gelbach & Doug Miller & A. Colin Cameron, 2006, "Bootstrap-Based Improvements for Inference with Clustered Errors," Working Papers, University of California, Davis, Department of Economics, number 128, Jul.
• Meenagh, David & Minford, Patrick & Peel, David, 2006, "Simulating Stock Returns under switching regimes - a new test of market efficiency," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/13, Feb.
• Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006, "Testing For Stochasticmonotonicity," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 504, Aug.
• Lubos Briatka, 2006, "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp308, Sep.
• P. Gagliardini & O. Scaillet, 2006, "Tikhonov Regularization for Functional Minimum Distance Estimators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-30, May, revised Nov 2006.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006, "Robust Subsampling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-33, Nov.
• Bruno Rémillard & Olivier Scaillet, 2007, "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-24, Jun.
• Olivier Armantier, 2006, "Do Wealth Differences Affect Fairness Considerations?," CIRANO Working Papers, CIRANO, number 2006s-13, Sep.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," Levine's Bibliography, UCLA Department of Economics, number 122247000000000849, Mar.
• Jaime Villamil, 2006, "Modelos de valoración de opciones europeas en tiempo continuo," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Yaiza García Padrón & Juan García Boza, 2006, "Revisión bibliográfica de la evidencia empírica de los modelos multifactoriales de valoración de activos financieros," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Oliver Enrique PARDO REINOSO, 2006, "Acumulación de capital humano y gasto público en educación: Un Modelo OLG para Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 1943, Apr.
• Ana María Ibánez L. & Christian Jaramillo H., 2006, "Oportunidades de desarrollo económico en el posconflicto: propuesta de política," Coyuntura Económica, Fedesarrollo.
• PREMINGER, Arie & STORTI, Giuseppe, 2006, "A GARCH (1,1) estimator with (almost) no moment conditions on the error term," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006068, Aug.
• GARCIA, René & RENAULT, Eric & VEREDAS, David, 2006, "Estimation of stable distributions by indirect inference," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006112, Dec.
• Francois, Joseph & Wörz, Julia, 2006, "Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5477, Feb.
• Minford, Patrick & Peel, David & Meenagh, David, 2006, "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5614, Apr.
• Emmanuel Duguet & Claire Lelarge, 2006, "Does Patenting Increase the Private Incentives to Innovates ? A Microeconometric Analysis," Working Papers, Center for Research in Economics and Statistics, number 2006-09.
• Olmo, J., 2006, "A new family of estimators for the extremal index," Working Papers, Department of Economics, City St George's, University of London, number 06/01.
• Whang, Yoon-Jae, 2006, "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 173-205, April.
• Quandt, Richard E., 2006, "Measurement and Inference in Wine Tasting," Journal of Wine Economics, Cambridge University Press, volume 1, issue 1, pages 7-30, April.
• Carsten Kuchler & Martin Spieß, 2006, "The Data Quality Concept of Accuracy in the Context of Public Use Data Sets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 586.
• Oleg Badunenko & Bogdana Grechanyuk & Oleksandr Talavera, 2006, "Development under Regulation: The Way of the Ukrainian Insurance Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 644.
• Héctor Zacaria & Juan Ignacio Zoloa, 2006, "Desigualdad y Pobreza entre las Regiones Argentinas: Un Análisis de Microdescomposiciones," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0039, Jul.
• Catherine Bruneau & Amine Lahiani, 2006, "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-17.
• Hélène Huber, 2006, "Decomposing the causes of health care use inequalities: a micro-simulations approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-19.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006, "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06002, Feb.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2006, "A factor risk model with reference returns for the US dollar and Japanese yen bond markets," Working Paper Series, European Central Bank, number 641, Jun.
• Warne, Anders, 2006, "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series, European Central Bank, number 692, Nov.
• Paul Frijters & Bas van der Klaauw, 2006, "Job Search with Nonparticipation," Economic Journal, Royal Economic Society, volume 116, issue 508, pages 45-83, January.
• Choi, Hwan-sik & Kiefer, Nicholas M., 2006, "Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy," Working Papers, Cornell University, Center for Analytic Economics, number 06-09, Sep.
• Kiefer, Nicholas M. & Larson, C. Erik, 2006, "A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition," Working Papers, Cornell University, Center for Analytic Economics, number 06-10, Sep.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos, 2006, "Convergence Properties of the Likelihood of Computed Dynamic Models," Econometrica, Econometric Society, volume 74, issue 1, pages 93-119, January.
• Yongcheol Shin & Andy Snell, 2006, "Mean group tests for stationarity in heterogeneous panels," Econometrics Journal, Royal Economic Society, volume 9, issue 1, pages 123-158, March.
• Strickland, Chris M. & Forbes, Catherine S. & Martin, Gael M., 2006, "Bayesian analysis of the stochastic conditional duration model," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 9, pages 2247-2267, May.
• Kapetanios, George, 2006, "Choosing the optimal set of instruments from large instrument sets," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 2, pages 612-620, November.
• Kapetanios, George, 2006, "Cluster analysis of panel data sets using non-standard optimisation of information criteria," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 8, pages 1389-1408, August.
• Bonin, Holger & Schneider, Hilmar, 2006, "Analytical prediction of transition probabilities in the conditional logit model," Economics Letters, Elsevier, volume 90, issue 1, pages 102-107, January.
• Kapetanios, George, 2006, "Nonlinear autoregressive models and long memory," Economics Letters, Elsevier, volume 91, issue 3, pages 360-368, June.
• Kapetanios, George & Labhard, Vincent & Price, Simon, 2006, "Forecasting using predictive likelihood model averaging," Economics Letters, Elsevier, volume 91, issue 3, pages 373-379, June.
• Bhardwaj, Geetesh & Swanson, Norman R., 2006, "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 539-578.
• Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006, "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 337-362, June.
• Deschamps, Philippe J., 2006, "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 153-190, July.
• Davidson, Russell & MacKinnon, James G., 2006, "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 421-441, August.
• Dufour, Jean-Marie, 2006, "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 443-477, August.
• Hong, H. & Scaillet, O., 2006, "A fast subsampling method for nonlinear dynamic models," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 557-578, August.
• Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006, "Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 673-702, August.
• Denzler, Stefan M. & Dacorogna, Michel M. & Muller, Ulrich A. & McNeil, Alexander J., 2006, "From default probabilities to credit spreads: Credit risk models do explain market prices," Finance Research Letters, Elsevier, volume 3, issue 2, pages 79-95, June.
• Egert, Balazs & Lommatzsch, Kirsten & Lahreche-Revil, Amina, 2006, "Real exchange rates in small open OECD and transition economies: Comparing apples with oranges?," Journal of Banking & Finance, Elsevier, volume 30, issue 12, pages 3393-3406, December.
• Egert, Balazs & Halpern, Laszlo, 2006, "Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis," Journal of Banking & Finance, Elsevier, volume 30, issue 5, pages 1359-1374, May.
• Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2006, "Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 1899-1926, July.
• Gilbert, Scott & Zemcík, Petr, 2006, "Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example," Journal of Multivariate Analysis, Elsevier, volume 97, issue 4, pages 925-945, April.