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

2005

• Alicia Pérez Alon & Silvestro Di Sanzo, 2005, "Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-34, Dec.
• Ahituv, Avner & Lerman, Robert I., 2005, "Job Turnover, Wage Rates, and Marital Stability: How Are They Related?," IZA Discussion Papers, IZA Network @ LISER, number 1470, Jan.
• Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty, 2005, "Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S," IZA Discussion Papers, IZA Network @ LISER, number 1521, Mar.
• Prowse, Victoria L., 2005, "State Dependence in a Multi-State Model of Employment Dynamics," IZA Discussion Papers, IZA Network @ LISER, number 1623, Jun.
• Prowse, Victoria L., 2005, "How Damaging Is Part-Time Employment to a Woman's Occupational Prospects?," IZA Discussion Papers, IZA Network @ LISER, number 1648, Jul.
• Zhao, Zhong, 2005, "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers, IZA Network @ LISER, number 1873, Dec.
• Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 7, pages 891-910, DOI: 10.1002/jae.814.
• Schmid Matthias & Schneeweiss Hans, 2005, "The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 5, pages 529-543, October, DOI: 10.1515/jbnst-2005-0504.
• Gottschalk Sandra, 2005, "Microdata Disclosure Control by Resampling - Effects on Regression Results," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 5, pages 567-583, October, DOI: 10.1515/jbnst-2005-0506.
• Jesús Otero & Jeremy Smith, 2005, "The KPSS Test with Outliers," Computational Economics, Springer;Society for Computational Economics, volume 26, issue 3, pages 59-67, November, DOI: 10.1007/s10614-005-9008-0.
• Luis Gil-Alana, 2005, "Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 257-266, August, DOI: 10.1007/s11294-005-6624-3.
• Al-Amin Ussif & Leif Sandal & Stein Steinshamn, 2005, "Assimilation of Time Series Data into a Dynamic Bioeconomic Fisheries Model: An Application to the North East Arctic Cod Stock," Journal of Bioeconomics, Springer, volume 7, issue 2, pages 179-195, January, DOI: 10.1007/s10818-004-4143-6.
• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2005, "Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Journal of Financial Services Research, Springer;Western Finance Association, volume 28, issue 1, pages 43-75, October, DOI: 10.1007/s10693-005-4356-4.
• Dunrie A. Greiling & Geoffrey M. Jacquez & Andrew M. Kaufmann & Robert G Rommel, 2005, "Space-time visualization and analysis in the Cancer Atlas Viewer," Journal of Geographical Systems, Springer, volume 7, issue 1, pages 67-84, October, DOI: 10.1007/s10109-005-0150-y.
• Nikolaus Hautsch, 2005, "The latent factor VAR model: Testing for a common component in the intraday trading process," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/03, Mar.
• Martha Misas & Enrique López & Juana Téllez & José Fernando Escobar, 2005, "Underlying Inflation in Colombia: a common stochastic trend approach associated with structural restriction vectorial error correction model (SVEC)," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 63, pages 187-230, Julio-Dic.
• Rodney W. Strachan & Herman K. van Dijk, 2005, "Improper priors with well defined Bayes Factors," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/4, Mar.
• Ruijun Bu & Kaddour Hadri, 2005, "Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options," Working Papers, University of Liverpool, Department of Economics, number 200510.
• Michel Truchon, 2005, "Aggregation of Rankings: a Brief Review of Distance-Based Rules," Cahiers de recherche, CIRPEE, number 0534.
• Jushan Bai & Chihwa Kao, 2005, "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 75, Dec.
• Kamhon Kan & Chihwa Kao, 2005, "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 76, Dec.
• John Stachurski, 2005, "Computing the Distributions of Economic Models Via Simulation," Department of Economics - Working Papers Series, The University of Melbourne, number 949.
• Kirsten Lommatzsch & Balazs Egert & Amina Lahreche-Revil, 2005, "The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies:," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 14, Sep.
• Georgios Chortareas & George Kapetanios, 2005, "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 36, Sep.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-03.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-04.
• DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-07.
• DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-12.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2005.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 04-2005.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2005.
• DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 16-2005.
• David A. Penn, 2005, "Determinants of Self-Reported Financial Security for Oklahoma County Households – An Application of Multiple Imputation," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200504, Jul.
• David A. Penn, 2005, "Financial Well-Being in an Urban Setting: An Application of Multiple Imputation," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200506, Jul.
• Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos, 2005, "Convergence Properties of the Likelihood of Computed Dynamic Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0315, Oct.
• Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2005, "Edgeworth Expansions for Realized Volatility and Related Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0319, Oct.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005, "Downside Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11824, Dec.
• M. Duée, 2005, "Modelling Demographic Events in the Microsimulation Model DESTINIE," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2005-15.
• Victoria Prowse, 2005, "How Damaging is Part-time Employment to a Woman's Occupational Prospects?," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W19, Aug.
• Victoria Prowse, 2005, "State Dependence in a Multi-state Model of Employment," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W20, Aug.
• Kul B. Luintel & Mosahid Khan, 2005, "An Empirical Contribution to Knowledge Production and Economic Growth," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2005/10, Dec, DOI: 10.1787/861778011460.
• Balázs Égert & László Halpern & Ronald MacDonald, 2005, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 106, Nov.
• Guglielmo Maria Caporale, 2005, "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 2, pages 282-309.
• Giorgio E. Primiceri, 2005, "Time Varying Structural Vector Autoregressions and Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 3, pages 821-852.
• Allan W. Gray & Joshua D. Detre & Brian C. Briggeman, 2005, "Valuing Limited Information in Decision Making Under Uncertainty," Working Papers, Purdue University, College of Agriculture, Department of Agricultural Economics, number 05-02, Apr.
• Augusto Castillo R. & Rafael Aguila, 2005, "Estrategias Optimas De Cobertura En Presencia De Incertidumbre En Costos Y Cantidad," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 8, issue 2, pages 88-110.
• Ana Oliveira-Brochado & Francisco Vitorino Martins, 2005, "Assessing the Number of Components in Mixture Models: a Review," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 194, Nov.
• Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005, "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper, University Library of Munich, Germany, number 10423.
• Eruygur, H. Ozan, 2005, "Generalized maximum entropy (GME) estimator: formulation and a monte carlo study," MPRA Paper, University Library of Munich, Germany, number 12459, May.
• Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca, 2005, "Indirect estimation of Markov switching models with endogenous switching," MPRA Paper, University Library of Munich, Germany, number 22983, revised 2005.
• Geweke, John & Keane, Michael, 2005, "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996," MPRA Paper, University Library of Munich, Germany, number 54281.
• Geweke, John & Keane, Michael, 2005, "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices," MPRA Paper, University Library of Munich, Germany, number 54286.
• Buda, Rodolphe, 2005, "Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management," MPRA Paper, University Library of Munich, Germany, number 9145, revised 2007.
• Пигнастый, Олег, 2005, "Инженерно-Производственная Функция Предприятия С Серийным Или Массовым Выпуском Продукции
  [Engineering and production function of a firm with serial or mass production]," MPRA Paper, University Library of Munich, Germany, number 99986, Apr, revised 14 Apr 2005.
• António R. Antunes, 2005, "Analysis of delinquent firms using multi-state transitions," Working Papers, Banco de Portugal, Economics and Research Department, number w200505.
• Jason Allen, 2005, "Size Matters: Covariance Matrix Estimation Under The Alternative," Working Paper, Economics Department, Queen's University, number 1091, Aug.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2005, "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper, Economics Department, Queen's University, number 1189, Jul.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2005, "Finite Sample Accuracy Of Integrated Volatility Estimators," Working Paper, Economics Department, Queen's University, number 1225, Jan.
• George Kapetanios, 2005, "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 533, May.
• George Kapetanios, 2005, "Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 534, May.
• George Kapetanios, 2005, "Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 535, May.
• Gonzalo Camba-Mendez & George Kapetanios, 2005, "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers, Queen Mary University of London, School of Economics and Finance, number 541, May.
• George Kapetanios, 2005, "A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 551, Dec.
• Bonnet, C., 2005, "Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200512.
• Timothy Cogley, 2005, "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 2, pages 420-451, April, DOI: 10.1016/j.red.2005.01.004.
• Kevin X.D. Huang & Zheng Liu, 2005, "Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey," 2005 Meeting Papers, Society for Economic Dynamics, number 770.
• Lawrence Christiano & Martin Eichenbaum, 2005, "Assessing the Usefulness of Structural Vector Autoregressions," 2005 Meeting Papers, Society for Economic Dynamics, number 902.
• Pizer, William & Newell, Richard, 2005, "Carbon Mitigation Costs for the Commercial Sector: Discrete-Continuous Choice Analysis of Multifuel Energy Demand," RFF Working Paper Series, Resources for the Future, number dp-05-13, Jun.
• Chi-Young Choi & Ling Hu & Masao Ogaki, 2005, "Structural Spurious Regressions and A Hausman-type Cointegration Test," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 517, May.
• Sergio Perelman & Daniel Santin, 2005, "On the generation of a regular multi-input multi-output technology using parametric output distance functions," CREPP Working Papers, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège, number 0507.
• Roberto Basile & Mauro Costantini & Sergio Destefanis, 2005, "Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 94, May.
• Rault, Christophe, 2005, "Further Results on Weak Exogeneity in Vector Error Correction Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 25, issue 2, November.
• Rita L. D'Ecclesia & Robert G. Tompkins, 2005, "Estimating default probabilities using a non parametric approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 116, Nov.
• Rita L. D’Ecclesia & Rosella Castellano, 2005, "Long Swings in the US-Dollar: a Stochastic Control Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 117, Nov.
• Fabio Trojani & Francesco Audrino, 2005, "Accurate Yield Curve Scenarios Generation using Functional Gradient Descent," Computing in Economics and Finance 2005, Society for Computational Economics, number 14, Nov.
• Giuseppe Bruno, 2005, "Limited Dependet Panel Data: a Bayesian Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 161, Nov.
• Christoph Schleicher & Francisco Barillas, 2005, "Common Trends and Common Cycles in Canadian Sectoral Output," Computing in Economics and Finance 2005, Society for Computational Economics, number 214, Nov.
• Martijn van Hasselt, 2005, "Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 241, Nov.
• Youwei Li & Xue-Zhong (Tony) He, 2005, "Heterogeneity, Profitability and Autocorrelations," Computing in Economics and Finance 2005, Society for Computational Economics, number 244, Nov.
• Michel Juillard, 2005, "The accuracy of welfare computations," Computing in Economics and Finance 2005, Society for Computational Economics, number 272, Nov.
• Cees Diks & Valentyn Panchenko, 2005, "Test for serial independence based on quadratic forms," Computing in Economics and Finance 2005, Society for Computational Economics, number 279, Nov.
• Miguel A. Arranz, 2005, "Bootstrap inference on a nonlinear time series model of advertising effects," Computing in Economics and Finance 2005, Society for Computational Economics, number 319, Nov.
• Kai Christoffel, 2005, "Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 359, Nov.
• Giorgio Primiceri & Alejandro Justiniano, 2005, "Stochastic Volatility in DSGE models," Computing in Economics and Finance 2005, Society for Computational Economics, number 367, Nov.
• Simon Lysbjerg Hansen, 2005, "A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Computing in Economics and Finance 2005, Society for Computational Economics, number 391, Nov.
• Stefano Eusepi & Stefania D'Amico, 2005, "Estimating the Deep Parameters of RBC Model with Learning," Computing in Economics and Finance 2005, Society for Computational Economics, number 404, Nov.
• Bernardo A. Huberman & Scott H. Clearwater, 2005, "Swing Options: A Mechanism for Pricing Peak IT Demand," Computing in Economics and Finance 2005, Society for Computational Economics, number 43, Nov.
• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," Computing in Economics and Finance 2005, Society for Computational Economics, number 445, Nov.
• Stephen Ryan & Patrick Bajari & Han Hong, 2005, "Identification and Estimation of Discrete Games of Complete Information," Computing in Economics and Finance 2005, Society for Computational Economics, number 53, Nov.
• Ghulam Sorwar, 2005, "Estimating Single Factor Jump Diffusion Interest Rate Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 56, Nov.
• Marco Ratto & Werner Roeger, 2005, "An estimated open-economy model for the EURO area," Computing in Economics and Finance 2005, Society for Computational Economics, number 84, Nov.
• Jörg Breitung & M. Hashem Pesaran, 2005, "Unit Roots and Cointegration in Panels," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.32, Aug.
• Carsten Trenkler*, 2005, "The Effects of Ignoring Level Shifts on Systems Cointegration Tests," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 89, issue 3, pages 281-301, August, DOI: 10.1007/s10182-005-0205-x.
• Mark Meyer & Peter Winker*, 2005, "Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 89, issue 3, pages 303-320, August, DOI: 10.1007/s10182-005-0206-9.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_9.
• Krzysztof Burnecki & Adam Misiorek & Rafał Weron, 2005, "Loss Distributions," Springer Books, Springer, chapter 13, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_13.
• Jan F. Bjørnstad, 2005, "Non-Bayesian Multiple Imputation," Discussion Papers, Statistics Norway, Research Department, number 421, May.
• Ivan Paya & David Peel, 2005, "The process followed by PPP data. On the properties of linearity tests," Applied Economics, Taylor & Francis Journals, volume 37, issue 21, pages 2515-2522, DOI: 10.1080/00036840500390189.
• Francisco Gallego & Christian Johnson, 2005, "Building confidence intervals for band-pass and Hodrick-Prescott filters: an application using bootstrapping," Applied Economics, Taylor & Francis Journals, volume 37, issue 7, pages 741-749, DOI: 10.1080/00036840500048985.
• Evzen Kocenda & Lubos Briatka, 2005, "Optimal Range for the iid Test Based on Integration Across the Correlation Integral," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 3, pages 265-296, DOI: 10.1080/07474930500243001.
• Morten Ørregaard Nielsen & Per Houmann Frederiksen, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 4, pages 405-443, DOI: 10.1080/07474930500405790.
• Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005, "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, volume 5, issue 1, pages 9-24, DOI: 10.1080/14697680500142045.
• Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot, 2005, "Correcting for Primary Study Misspecifications in Meta-Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-029/3, Mar, revised 31 Jan 2013.
• Siem Jan Koopman & André Lucas & Robert Daniels, 2005, "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-060/4, Jun.
• Siem Jan Koopman & André Lucas & André Monteiro, 2005, "The Multi-State Latent Factor Intensity Model for Credit Rating Transitions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-071/4, Jun, revised 04 Jul 2005.
• Cees Diks & Valentyn Panchenko, 2005, "Nonparametric Tests for Serial Independence Based on Quadratic Forms," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-076/1, Aug.
• Antonio G. Chessa & Marije C. Schouwstra, 2005, "Total Factor Productivity and the Mongolian Transition," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-087/2, Sep.
• Jan F. Kiviet, 2005, "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-112/4, Dec.
• Borus Jungbacker & Siem Jan Koopman, 2005, "On Importance Sampling for State Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-117/4, Dec.
• Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, Jack P.C., 2005, "Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-81.
• Stinstra, E. & den Hertog, D., 2005, "Robust Optimization Using Computer Experiments," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-90.
• van Beers, W.C.M. & Kleijnen, J.P.C., 2005, "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-55.
• Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2005, "Labor Income and the Demand for Long-term Bonds," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-95.
• van Beers, W.C.M. & Kleijnen, J.P.C., 2005, "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM, Tilburg University, School of Economics and Management, number 893d38f9-8ca5-42ae-9737-6.
• Matias Eklöf, 2005, "Assessing Social Costs Of Inefficient Procurement Design," Journal of the European Economic Association, MIT Press, volume 3, issue 4, pages 826-850, June.
• Giovanni S. F. Bruno, 2005, "Estimation and inference in dynamic unbalanced panel-data models with a small number of individuals," Stata Journal, StataCorp LLC, volume 5, issue 4, pages 473-500, December.
• Jaroslava Hlouskova & Martin Wagner, 2005, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0503, Mar.
• Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005, "The KPSS Test with Two Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 13, Jul.
• Alfredo Garcia Hiernaux & Miguel Jerez & José Casals, 2005, "Unit Roots and Cointegrating Matrix Estimation using Subspace Methods," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0512.
• Yanna Wu & Subhash C. Ray, 2005, "Technical Efficiency and Stock Market Reaction to Horizontal Mergers," Working papers, University of Connecticut, Department of Economics, number 2005-05, Mar.
• Rómulo A.Chumacero & Ricardo D.Paredes, 2005, "Characterizing income distribution for poverty and inequality analysis," Estudios de Economia, University of Chile, Department of Economics, volume 32, issue 1 Year 20, pages 97-117, June.
• Jeanette Fuentes & Amalia Palma & Rodrigo Montero, 2005, "Discriminación salarial por género en Chile: una mirada global," Estudios de Economia, University of Chile, Department of Economics, volume 32, issue 2 Year 20, pages 133-157, December.
• Luis Alberiko Gil-Alana & Guglielmo M.Caporale, 2005, "Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/05, Nov.
• Luis Alberiko Gil-Alana, 2005, "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 19/05, Nov.
• Luis Alberiko Gil-Alana, 2005, "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 20/05, Nov.
• Silverberg, Gerald & Verspagen, Bart, 2005, "Self-organization of R&D search in complex technology spaces," Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT), number 015.
• Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-01, Jan.
• Xue-Zhong He & Youwei Li, 2005, "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 148, Jan.
• Rien Wagenvoort & Paul Schure, 2005, "A Recursive Thick Frontier Approach To Estimating Production Efficiency," Econometrics Working Papers, Department of Economics, University of Victoria, number 0503, Mar.
• Silvia Ferrini & Riccardo Scarpa, 2005, "Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation," Working Papers in Economics, University of Waikato, number 05/08, Dec.
• Imed Drine & Christophe Rault, 2005, "Testing for inflation convergence between the Euro Zone and its CEE partners," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp768, Apr.
• Bal??zs ??gert & L??szl?? Halpern, 2005, "Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp769, May.
• Bal??zs ??gert, & L??szl?? Halpern & Ronald MacDonald, 2005, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp793, Oct.
• Roberto Basile & Sergio Destefanis & Mauro Costantini, 2005, "Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions," ERSA conference papers, European Regional Science Association, number ersa05p171, Aug.
• Kusum Mundra, 2005, "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics, University Library of Munich, Germany, number 0502008, Feb.
• Zacharias Bragoudakis, 2005, "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics, University Library of Munich, Germany, number 0507013, Jul.
• Matthias Kredler, 2005, "Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment," Econometrics, University Library of Munich, Germany, number 0509003, Sep.
• Pierangelo De Pace, 2005, "Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe," Econometrics, University Library of Munich, Germany, number 0509011, Sep, revised 14 Feb 2006.
• Cornelis A. Los, 2005, "Measurement of Financial Risk Persistence," Finance, University Library of Munich, Germany, number 0502013, Feb.
• Christian P. Fries & Joerg Kampen, 2005, "Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)," Finance, University Library of Munich, Germany, number 0504010, Apr.
• Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil, 2005, "From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices," Finance, University Library of Munich, Germany, number 0504011, Apr.
• Cornelis A. Los & Bing Yu, 2005, "Persistence Characteristics of the Chinese Stock Markets," Finance, University Library of Munich, Germany, number 0508008, Aug.
• Christian Fries, 2005, "The Foresight Bias in Monte-Carlo Pricing of Options with Early," Finance, University Library of Munich, Germany, number 0511002, Nov, revised 08 Nov 2005.
• Martina Nardon, 2005, "Valuing defaultable bonds: an excursion time approach," Finance, University Library of Munich, Germany, number 0511015, Nov.
• Viktor Winschel, 2005, "Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality," GE, Growth, Math methods, University Library of Munich, Germany, number 0507014, Jul.
• CHARFEDDINE Lanouar, 2005, "Can the SupLR test discriminate between different switching," International Finance, University Library of Munich, Germany, number 0511002, Nov.
• Shengzu Wang & Shen Guo, 2005, "Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence," Macroeconomics, University Library of Munich, Germany, number 0510009, Oct.
• Égert, Balázs & Halpern, László, 2005, "Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2005.
• Breitung, Jörg & Pesaran, Mohammad Hashem, 2005, "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,42.
• Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005, "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-02.
• Becker, Christoph & Wystup, Uwe, 2005, "On the cost of delayed currency fixing announcements," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 3.
• Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2005, "Portfolio value at risk based on independent components analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-060.
• Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François, 2005, "Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-23.

2004

• Daniel A. Griffith, 2004, "Distributional properties of georeferenced random variables based on the eigenfunction spatial filter," Journal of Geographical Systems, Springer, volume 6, issue 3, pages 263-288, October, DOI: 10.1007/s10109-004-0134-3.
• Yee Leung & Jiang-Hong Ma & Michael F. Goodchild, 2004, "A general framework for error analysis in measurement-based GIS Part 2: The algebra-based probability model for point-in-polygon analysis," Journal of Geographical Systems, Springer, volume 6, issue 4, pages 355-379, December, DOI: 10.1007/s10109-004-0142-3.
• Jinook Jeong, 2004, "An Endogeneity-Corrected Bootstrap Test On Instrument Relevance In Instrumental Variables Estimation," Korean Economic Review, Korean Economic Association, volume 20, pages 3-33.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/03, Jan.
• Cecilia Maya Ochoa, 2004, "Monte Carlo Option Pricing," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 61, pages 53-70, Julio-Dic.
• Denis Larocque & Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, CIRPEE, number 0434.
• William D. Duncombe & John Yinger, 2004, "How Much More Does a Disadvantaged Student Cost?," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 60, Jul.
• Georgios Chortareas & George Kapetanios, 2004, "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 32, Sep.
• Emmanuel Duguet & Pascale Petit, 2004, "Hiring discrimination in the French financial sector: an econometric analysis on field experiment data," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v04038, Apr.
• Emmanuel Duguet & Claire Lelarge, 2004, "Does patenting increase the private incentives to innovate? A microeconometric analysis," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v04096, Sep.
• Andrew D. Sanford & Gael Martin, 2004, "Bayesian Analysis of Continuous Time Models of the Australian Short Rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/04, May.
• Xibin Zhang & Maxwell L. King, 2004, "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/04, Nov.
• ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H., 2004, "The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2004-11.
• ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H., 2004, "The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2004.
• Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004, "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0302, Nov.
• Thomas Hertel & David Hummels & Maros Ivanic & Roman Keeney, 2004, "How Confident Can We Be in CGE-Based Assessments of Free Trade Agreements?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10477, May.
• Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler, 2004, "Pseudo Market Timing and Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 10823, Oct.
• E. Duguet & C. Lelarge, 2004, "Does patenting increase the private incentives to innovate? A microeconometric analysis," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2004-08.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W02, Feb.
• Victoria Prowse, 2004, "Estimating Time Demand Elasticities Under Rationing," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W22, Oct.
• Angela Huang, 2004, "Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/08, Oct.