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

• Philip Liu, 2006, "Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-25, Dec.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2006, "Are there Monday effects in stock returns: a stochastic dominance approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24520, Sep.
• Lee, Sokbae & Linton, Oliver & Whang, Yoon-Jae, 2006, "Testing for stochastic monotonicity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4425, Aug.
• Martens, M.P.E. & van Dijk, D.J.C., 2006, "Measuring volatility with the realized range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-10, Feb.
• de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006, "Gibbs sampling in econometric practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-13, Mar.
• Bijwaard, G.E. & Franses, Ph.H.B.F., 2006, "Does rounding matter for payment efficiency?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-43, Oct.
• Fabien A. Roques & William J. Nuttall & David M. Newbery, 2006, "Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0619, Jul.
• Fabien A. Roques & David M. Newbery & William J. Nuttall, 2006, "Fuel mix diversification incentives in liberalised electricity markets: a Mean-Variance Portfolio Theory Approach," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0626, Mar.
• Christian Kascha & Karel Mertens, 2006, "Business Cycle Analysis and VARMA models," Economics Working Papers, European University Institute, number ECO2006/37.
• Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ, 2006, "A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 11-12, pages 506-521, November.
• Pär Österholm, 2006, "Incorporating judgement in fan charts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-39.
• Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton, 2006, "Are there Monday effects in Stock Returns: A Stochastic Dominance Approach," FMG Discussion Papers, Financial Markets Group, number dp568, Sep.
• Eric Meyermans & Patrick Van Brusselen, 2006, "Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations," Working Papers, Federal Planning Bureau, Belgium, number 200602, Apr.
• Russell Davidson & James Mackinnon, 2006, "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers, HAL, number halshs-00439247.
• Maican, Florin G. & Sweeney, Richard J., 2006, "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 202, Feb.
• Akay, Alpaslan & Tsakas, Elias, 2006, "Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure," Working Papers in Economics, University of Gothenburg, Department of Economics, number 239, Jan.
• Hultblad, Brigitta & Karlsson, Sune, 2006, "Bayesian simultaneous determination of structural breaks and lag lengths," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 630, Jun.
• Enflo, Kerstin & Hjertstrand, Per, 2006, "Relative sources of European regional productivity convergence: A bootstrap frontier approach," Working Papers, Lund University, Department of Economics, number 2006:17, Aug.
• Jönsson, Kristian, 2006, "Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated," Working Papers, Lund University, Department of Economics, number 2006:20, Oct, revised 09 Nov 2009.
• Jönsson, Kristian, 2006, "Finite-Sample Stability of the KPSS Test," Working Papers, Lund University, Department of Economics, number 2006:23, Dec.
• Giordani, Paolo & Kohn, Robert, 2006, "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 196, May.
• Angelov, Nikolay, 2006, "Modelling firm mergers as a roommate problem," Working Paper Series, Uppsala University, Department of Economics, number 2006:10, Jan.
• Angelov, Nikolay, 2006, "Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis," Working Paper Series, Uppsala University, Department of Economics, number 2006:11, Jan.
• Österholm, Pär, 2006, "Incorporating Judgement in Fan Charts," Working Paper Series, Uppsala University, Department of Economics, number 2006:30, Nov.
• Jensen, Uwe & Gartner, Hermann & Rässler, Susanne, 2006, "Measuring overeducation with earnings frontiers and multiply imputed censored income data," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200611.
• Kiesl, Hans & Rässler, Susanne, 2006, "How valid can data fusion be?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200615.
• Rässler, Susanne, 2006, "Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB," IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200618.
• Luc Bauwens & Jeroen V.K. Rombouts, 2006, "Bayesian inference for the mixed conditional heteroskedasticity model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-07, Jun.
• Olivier Armantier, 2006, "Do Wealth Differences Affect Fairness Considerations?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 2, pages 391-429, May.
• Tong Li, 2006, "Simulation based selection of competing structural econometric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/06, Aug.
• Joseph Francois & Julia Woerz, 2006, "Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp121, Apr.
• Helmut Elsinger & Alfred Lehar & Martin Summer, 2006, "Using Market Information for Banking System Risk Assessment," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 1, March.
• Oya Celasun & Mr. Xavier Debrun & Mr. Jonathan David Ostry, 2006, "Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach," IMF Working Papers, International Monetary Fund, number 2006/067, Mar.
• Fernando Cruz Aranda, 2006, "Valuación Del Valor En Riesgo De Bonos Cupón Cero En El Mercado Financiero Mexicano A Través Del Modelo De Vasicek, Cir Y Simulación Monte Carlo Con Saltos De Poisson," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 5, issue 1, pages 47-83, Marzo 200.
• Helmut Elsinger & Alfred Lehar & Martin Summer, 2006, "Risk Assessment for Banking Systems," Management Science, INFORMS, volume 52, issue 9, pages 1301-1314, September, DOI: 10.1287/mnsc.1060.0531.
• William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding, 2006, "Ranking Inequality: Applications of Multivariate Subset Selection," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 21.
• Jean-Yves Duclos & Abdelkrim Araaryand & John Giles, 2006, "Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 35.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing for Restricted Stochastic Dominance," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 36.
• Heejoon Kang, 2006, "Inappropriate Detrending and Spurious Cointegration," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2006-14.
• Juan Mora & Ana I. Moro, 2006, "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-17, Jul.
• Alicia Pérez Alonso, 2006, "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-18, Jul.
• Davidson, Russell & Duclos, Jean-Yves, 2006, "Testing for Restricted Stochastic Dominance," IZA Discussion Papers, IZA Network @ LISER, number 2047, Mar.
• Duclos, Jean-Yves & Araar, Abdelkrim & Giles, John T., 2006, "Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China," IZA Discussion Papers, IZA Network @ LISER, number 2078, Apr.
• Cappellari, Lorenzo & Jenkins, Stephen P., 2006, "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," IZA Discussion Papers, IZA Network @ LISER, number 2112, May.
• James G. MacKinnon & Russell Davidson, 2006, "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 827-833, DOI: 10.1002/jae.873.
• Matteo Richiardi, 2006, "Toward a Non-Equilibrium Unemployment Theory," Computational Economics, Springer;Society for Computational Economics, volume 27, issue 1, pages 135-160, February, DOI: 10.1007/s10614-005-9019-x.
• Matteo Richiardi, 2006, "Toward a Non-Equilibrium Unemployment Theory," Computational Economics, Springer;Society for Computational Economics, volume 28, issue 4, pages 421-446, November, DOI: 10.1007/s10614-006-9050-6.
• 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.

2005

• Emmanuel Duguet & Pascale Petit, 2005, "Hiring discrimination in the French financial sector: an econometric analysis on field experiment data," Annals of Economics and Statistics, GENES, issue 78, pages 79-102.
• José García Solanes & Fernando Torrejón Flores, 2005, "Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 05-02, Jan.
• Happe, Kathrin, 2005, "Agent-Based Modelling and Sensitivity Analysis by Experimental Design and Metamodelling: An Application to Modelling Regional Structural Change," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24464, DOI: 10.22004/ag.econ.24464.
• Rasmussen, Svend & Karantininis, Kostas, 2005, "Estimating State-Contingent Production Functions," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24529, DOI: 10.22004/ag.econ.24529.
• Witzke, Heinz Peter & Britz, Wolfgang, 2005, "Plagiarism Without Apology--Systematic Integration of Available Information in a Long Run Agricultural Outlook," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24666, DOI: 10.22004/ag.econ.24666.
• Sempere, Loreto Pardo & Alcaide, Jose Javier Rodriguez, 2005, "El valor de la flexibilidad en la valoracion de inversiones acuícolas," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 5, issue 10, pages 1-20, DOI: 10.22004/ag.econ.28786.
• Klose, Steven L. & Outlaw, Joe L., 2005, "Financial and Risk Management Assistance: Decision Support for Agriculture," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 37, issue 2, pages 1-10, August, DOI: 10.22004/ag.econ.43516.
• Richardson, James W. & Outlaw, Joe L., 2005, "Web Delivery of a Monte Carlo Simulation Model: The Base and Yield Analyzer Experience," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 37, issue 2, pages 1-8, August, DOI: 10.22004/ag.econ.43517.
• Gray, Allan W. & Detre, Joshua D. & Briggeman, Brian C., 2005, "Valuing Limited Information In Decision Making Under Uncertainty," Staff Papers, Purdue University, Department of Agricultural Economics, number 28676, DOI: 10.22004/ag.econ.28676.
• Allen, Jason, 2005, "Size Matters: Covariance Matrix Estimation Under the Alternative," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273567, Aug, DOI: 10.22004/ag.econ.273567.
• Orregaard Nielsen, Morten & Frederiksen, Per, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273666, Jul, DOI: 10.22004/ag.econ.273666.
• Orregaard Nielsen, Morten & Frederiksen, Per, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273667, Jul, DOI: 10.22004/ag.econ.273667.
• Orregaard Nielsen, Morten & Houmann Frederiksen, Per, 2005, "Finite Sample Accuracy of Integrated Volatility Estimators," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273721, Jan, DOI: 10.22004/ag.econ.273721.
• Newell, Richard G. & Pizer, William A., 2005, "Carbon Mitigation Costs for the Commercial Sector: Discrete-Continuous Choice Analysis of Multifuel Energy Demand," Discussion Papers, Resources for the Future, number 10625, DOI: 10.22004/ag.econ.10625.
• Jansson, Torbjorn, 2005, "Two Ways of Estimating a Transport Model," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 18787, DOI: 10.22004/ag.econ.18787.
• Diks, C.G.H. & Panchenko, V., 2005, "Nonparametric Tests for Serial Independence Based on Quadratic Forms," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-13.
• Andrea BONFIGLIO, 2005, "Ca Non-survey Methods Substitute for Survey-based Models ? A Performance Analysis of Indirect Techniques of Estimating I-O Coefficients and Multipliers," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 230, Mar.
• Claudio Castelo Branco Puty, 2005, "A Cellular Automata Model Of The General Rate Of Profit," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 006.
• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 637.05, Jan.
• Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 628-641, June.
• Virmantas Kvedaras, 2005, "Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 5, issue 2, pages 48-65, July.
• Feng Zhu, 2005, "A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000," BIS Working Papers, Bank for International Settlements, number 184, Oct.
• John Creedy & Guyonne Kalb, 2005, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Journal of Economic Surveys, Wiley Blackwell, volume 19, issue 5, pages 697-734, December, DOI: 10.1111/j.0950-0804.2005.00265.x.
• Frederic Udina & Pedro Delicado, 2005, "Estimating Parliamentary composition through electoral polls," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 168, issue 2, pages 387-399, March, DOI: 10.1111/j.1467-985X.2005.00354.x.
• George Kapetanios, 2005, "Unit‐root testing against the alternative hypothesis of up to m structural breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 1, pages 123-133, January, DOI: 10.1111/j.1467-9892.2005.00393.x.
• George Kapetanios & Vincent Labhard & Simon Price, 2005, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers, Bank of England, number 268, Jul.
• Sancetta, A., 2005, "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0506, Jan.
• Breitung, J. & Pesaran, M.H., 2005, "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0535, Aug.
• Roques, F.A. & Nuttall, W.J. & Newbery, D.M. & de Neufville, R., 2005, "Nuclear Power: a Hedge against Uncertain Gas and Carbon Prices?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0555, Nov.
• Matteo Richiardi, 2005, "Towards a Non-Equilibrium Unemployment Theory," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 37.
• Myunghwan Seo, 2005, "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 484, Jan.
• Violetta Dalla & Javier Hidalgo, 2005, "A Parametric Bootstrap Test for Cycles," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 486, Feb.
• Joerg Breitung & M. Hashem Pesaran, 2005, "Unit Roots and Cointegration in Panels," CESifo Working Paper Series, CESifo, number 1565.
• Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-31, Oct.
• Jean-Marie Dufour, 2005, "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers, CIRANO, number 2005s-02, Feb.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers, CIRANO, number 2005s-05, Feb.
• Jean-Marie Dufour & Tarek Jouini, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," CIRANO Working Papers, CIRANO, number 2005s-26, Aug.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2005, "Convergence Properties of the Likelihood of Computed Dynamic Models," Levine's Bibliography, UCLA Department of Economics, number 122247000000000822, Jan.
• Christian Jaramillo & Ana MarÔøΩa IbÔøΩÔøΩez, 2005, "El Censo Nacional De Poblaci√Ìn: Una Comparaci√Ìn De Metodolog√Ças Mediante Simulaciones De Monte Carlo," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2464, May.
• Salas Bahamón Luz Magdalena, 2005, "Transmisión intergeneracional de la violencia intrafamiliar: evidencia para las familias colombianas," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Christian Jaramillo H. & Ana Mar�a Ib��ez, 2005, "El censo nacional de población: una comparación de metodologías mediante simulaciones de Monte Carlo," Coyuntura Social, Fedesarrollo, number 12909, Jun.
• HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005029, 00.
• BAUWENS, Luc & ROMBOUTS, Jeroen V.K., 2005, "Bayesian inference for the mixed conditional heteroskedasticity model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005085, Dec.
• Halpern, László & Égert, Balázs, 2005, "Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4869, Jan.
• Harhoff, Dietmar & Wagner, Stefan, 2005, "Modelling the duration of patent examination at the European Patent Office," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5283, Oct.
• Giovanni S.F. Bruno, 2005, "Estimation and inference in dynamic unbalanced panel data models with a small number of individuals," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 165, Jun, revised Jun 2005.
• Luc, Bauwens & J.V.K., ROMBOUTS, 2005, "Bayesian inference for the mixed conditional heteroskedasticity model," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005058, Dec.
• Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005, "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 795-837, August.
• Klose, Steven L. & Outlaw, Joe L., 2005, "Financial and Risk Management Assistance: Decision Support for Agriculture," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 37, issue 2, pages 415-423, August.
• Richardson, James W. & Outlaw, Joe L., 2005, "Web Delivery of a Monte Carlo Simulation Model: The Base and Yield Analyzer Experience," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 37, issue 2, pages 425-431, August.
• Robert L. Hicks & Kurt Schnier, 2005, "Dynamic Discrete Choice Modeling: Monte Carlo Analysis," Working Papers, Economics Department, William & Mary, number 18, Jun.
• Francisco Haimovich & Hernán Winkler, 2005, "Pobreza Rural y Urbana en Argentina: Un Análisis de Descomposiciones," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0024, Jun.
• Enrico Tanuwidjaja & Choy Keen Meng, 2005, "Central Bank Credibility and Monetary Policy : Evidence from Small Scale Macroeconomic Model of Indonesia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22576, Jan.
• Calza, Alessandro & Sousa, João, 2005, "Output and inflation responses to credit shocks: are there threshold effects in the euro area?," Working Paper Series, European Central Bank, number 481, Apr.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005, "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-4, Feb.
• Sanford, Andrew D. & Martin, Gael M., 2005, "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 527-554, April.
• Tebaldi, Claudio, 2005, "Hedging using simulation: a least squares approach," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 8, pages 1287-1312, August.
• Duncombe, William & Yinger, John, 2005, "How much more does a disadvantaged student cost?," Economics of Education Review, Elsevier, volume 24, issue 5, pages 513-532, October.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2005, "Testing for seasonal unit roots in heterogeneous panels," Economics Letters, Elsevier, volume 86, issue 2, pages 229-235, February.
• Bontemps, Christian & Meddahi, Nour, 2005, "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, volume 124, issue 1, pages 149-186, January.
• Yu, Jun, 2005, "On leverage in a stochastic volatility model," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 165-178, August.
• Gonzalo, Jesus & Wolf, Michael, 2005, "Subsampling inference in threshold autoregressive models," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 201-224, August.
• Dalla, Violetta & Hidalgo, Javier, 2005, "A parametric bootstrap test for cycles," Journal of Econometrics, Elsevier, volume 129, issue 1-2, pages 219-261.
• Pellizzari, P., 2005, "Static hedging of multivariate derivatives by simulation," European Journal of Operational Research, Elsevier, volume 166, issue 2, pages 507-519, October.
• Voicu, Alexandru, 2005, "Employment dynamics in the Romanian labor market. A Markov chain Monte Carlo approach," Journal of Comparative Economics, Elsevier, volume 33, issue 3, pages 604-639, September.
• Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005, "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-15, Jun.
• Salnykov Mykhaylo & Zelenyuk Valentin, 2005, "Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 05-06e, Jun.
• López-Calva, Luis F. & Meléndez, Alvaro & Rascón, Ericka G. & Rodríguez-Chammusy, Lourdes & Székely, Miguel, 2005, "Poniendo a la pobreza de ingresos y a la desigualdad en el mapa de México," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2005-05, May.
• Altissimo, Filippo & Mele, Antonio, 2005, "Simulated nonparametric estimation of dynamic models with applications to finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24658, May.
• Dalla, Violetta & Hidalgo, Javier, 2005, "A parametric bootstrap test for cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6829, Feb.
• Seo, Myung Hwan, 2005, "Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6836, Jan.
• Silverberg, G. & Verspagen, B., 2005, "Self-organization of R&D search in complex technology spaces," Working Papers, Eindhoven Center for Innovation Studies, number 05.07.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-12, Mar.
• Strachan, R.W. & van Dijk, H.K., 2005, "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-40, Nov.
• Fabien A Roques & William J. Nuttall & David M. Newbery & Richard de Neufville, 2005, "Nuclear Power: A Hedge against Uncertain Gas and Carbon Prices?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0509, Nov.
• Jaroslava Hlouskova & Martin Wagner, 2005, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Economics Working Papers, European University Institute, number ECO2005/05.
• Christophe Rault, 2005, "Further Results on Weak-Exogeneity in Vector Error Correction Models," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-12.
• Imed Drine & Christophe Rault, 2005, "La PPA est-elle vérifiée pour les pays développés et en développement ? Un ré-examen par l’économétrie des panels non-stationnaires," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-13.
• Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2005, "The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-15.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005, "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp135, Mar.
• Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005, "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp144, May.
• Olivier Scaillet & Nikolas Topaloglou, 2005, "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp154, Jul.
• Järviö, Maija-Liisa & Luoma, Kalevi & Räty, Tarmo & Aaltonen, Juho, 2005, "Productivity and its Drivers in Finnish Primary Care 1988-2003," Research Reports, VATT Institute for Economic Research, number 118.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005, "Downside risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
• Eric Meyermans & Patrick Van Brusselen, 2005, "Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model," Working Papers, Federal Planning Bureau, Belgium, number 200517, Dec.
• Emmanuel Duguet & Pascale Petit, 2005, "Hiring Discrimination in the French Financial Sector: An Econometric Analysis on Field Experiment Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-04265055, Apr, DOI: 10.2307/20079129.
• Christian Bontemps & Nour Meddahi, 2005, "Testing normality: a GMM approach," Post-Print, HAL, number hal-02875105, Jan, DOI: 10.1016/j.jeconom.2004.02.014.
• Emmanuel Duguet & Pascale Petit, 2005, "Hiring Discrimination in the French Financial Sector: An Econometric Analysis on Field Experiment Data," Post-Print, HAL, number hal-04265055, Apr, DOI: 10.2307/20079129.
• González, Andrés & Teräsvirta, Timo, 2005, "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 603, Aug.
• Gaspar, Raquel M. & Slinko, Irina, 2005, "Correlation Between Intensity and Recovery in Credit Risk Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 614, Nov.
• Åslund, Olof & Nordström Skans, Oskar, 2005, "Measuring conditional segregation: methods and empirical examples," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2005:12, May.
• Queijo, Virginia, 2005, "How Important are Financial Frictions in the U.S. and Euro Area?," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 738, Aug.
• Westerlund, Joakim, 2005, "Panel Cointegration Tests of the Fisher Hypothesis," Working Papers, Lund University, Department of Economics, number 2005:10, Jan.
• Jönsson, Kristian, 2005, "Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results," Working Papers, Lund University, Department of Economics, number 2005:16, Feb.
• Holden, Steinar & Wulfsberg, Fredrik, 2005, "Downward Nominal Wage Rigidity in the OECD," Memorandum, Oslo University, Department of Economics, number 10/2005, Mar.
• Gaure, Simen & Røed, Knut & Zhang, Tao, 2005, "Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach," Memorandum, Oslo University, Department of Economics, number 19/2005, Aug.
• Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol, 2005, "Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction," Ratio Working Papers, The Ratio Institute, number 66, Jan.
• Amilon, Henrik, 2005, "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 177, Jan.
• Hellström, Jörgen & Nordström, Jonas, 2005, "Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach," Umeå Economic Studies, Umeå University, Department of Economics, number 648, Feb.
• Welz, Peter & Österholm, Pär, 2005, "Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests," Working Paper Series, Uppsala University, Department of Economics, number 2005:14, Mar.
• Hans Genberg & Astrit Sulstarova, 2005, "Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads," Working Papers, Hong Kong Institute for Monetary Research, number 182005, Oct.
• Gartner, Hermann & Rässler, Susanne, 2005, "Analyzing the changing gender wage gap based on multiply imputed right censored wages," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200505.
• Jensen, Uwe & Rässler, Susanne, 2005, "Where have all the data gone? Stochastic production frontiers with multiply imputed German establishment data," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200515.
• Gabriel Jiménez Zambrano, 2005, "Modified maximum likelihood estimation of Tobit models with fixed effects: theory and an application to earnings equations," Investigaciones Economicas, Fundación SEPI, volume 29, issue 3, pages 575-607, September.
• Emanuel Vespa, 2005, "¿Es el ingreso suficiente para explicar cambios en la elección de carrera?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 20, issue 2, pages 63-90, December.
• Raquel Andres & Samuel Calonge, 2005, "Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 09, Nov.
• Nanak Kakwani & Hyun H. Son, 2005, "On assessing pro-poorness of government programmes: international comparisons," Working Papers, International Policy Centre, number 6, May.
• Roberto Basile & Mauro Costantini & Sergio Destefanis, 2005, "Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 53, Jun.
• Aylin Aktükün, 2005, "Asal Bilesenler Analizine Bootstrap Yaklasimi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 1, issue 1, pages 1-10, May.
• Enis Siniksaran & Aylin Aktükün, 2005, "Rastlantisal seritler ile En Kucuk Medyan Kareler Dogrusunun Bulunmasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 1, issue 1, pages 11-20, May.
• Coskun Kus, 2005, "Ýlerleyen Tür Týp-Ii Saðdan Sansürlü Örnekleme Dayali Düzgün Daðilimin Parametrelerýnýn Jackknýfe Tahmýn Edýcýsý," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 2, issue 1, pages 1-15, NOV.
• Ivan Paya & David A. Peel, 2005, "The Process Followed By Ppp Data. On The Properties Of Linearity Tests," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-23, Jun.