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

2003

• Nick Webber & Claudia Ribeiro, 2003, "A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge," Computing in Economics and Finance 2003, Society for Computational Economics, number 5, Aug.
• Cees Diks & Svetlana Borovkova, 2003, "Conditional distribution resampling for time series," Computing in Economics and Finance 2003, Society for Computational Economics, number 70, Aug.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramirez, 2003, "Estimating nonlinear dynamic economies: A likelihood approach," Computing in Economics and Finance 2003, Society for Computational Economics, number 91, Aug.
• Athina Kanioura & Paul Turner, 2003, "The Error Correction Model as a Test for Cointegration," Working Papers, The University of Sheffield, Department of Economics, number 2003001, Mar, revised Mar 2003.
• Marie-Paule Laurent, 2003, "Indices as diversification instruments in Europe," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-004.RS.
• Marie-Paule Laurent, 2003, "The effect of earnings release for Belgian listed companies," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-005.RS.
• Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003, "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-006.RS, Mar.
• Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit, 2003, "Asset return correlation: The case of automotive lease portfolios," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-007.RS.
• Joachim Büschken, 2003, "Wann neue Produkte vorankündigen?," Schmalenbach Journal of Business Research, Springer, volume 55, issue 1, pages 3-22, February, DOI: 10.1007/BF03372696.
• Y. Malevergne & D. Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 4, pages 231-250, DOI: 10.1088/1469-7688/3/4/301.
• Levent Ozbek & Umit Ozlale & Fikri Ozturk, 2003, "Employing Extended Kalman Filter in a Simple Macroeconomic Model," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 1, pages 53-65.
• Felisa J. Vazquez-Abad & Bernd Heidergott, 2003, "Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-057/4, Jul.
• Michaud, P.C., 2003, "Joint Labour Supply Dynamics of Older Couples," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-69.
• Michaud, P.C., 2003, "Joint Labour Supply Dynamics of Older Couples," Other publications TiSEM, Tilburg University, School of Economics and Management, number 68aef700-ea7e-443b-a935-8.
• Andrew C. Harvey & Thomas M. Trimbur, 2003, "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," The Review of Economics and Statistics, MIT Press, volume 85, issue 2, pages 244-255, May.
• Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz, 2003, "L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/715.
• Sandra Lechner & Anne Rozan & François Laisney, 2003, "A model of the anchoring effect in dichotomous choice valuation with follow-up," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2003-07.
• Luis A. Gil-Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/03, May.
• Morris, Michael D., 2003, "The impact of grants, tax credit and education savings account on parental contributions to college expenses and the educational attainment of children," Working Papers, University of New Orleans, Department of Economics and Finance, number 2003-07, Feb.
• Àlex Costa & Albert Satorra & Eva Ventura, 2003, "An empirical evaluation of small area estimators," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 674, Apr, revised Jun 2003.
• Manuel Moreno & Javier F. Navas, 2003, "Australian Asian options," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 680, Feb.
• Arturo Kohatsu & Shigeyoshi Ogawa, 2003, "A BPE model for the Burgers' equation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 717, Oct.
• Àlex Costa & Albert Satorra & Eva Ventura, 2003, "Using composite estimators to improve both domain and total area estimation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 731, Dec.
• Henrik Amilon, 2003, "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 107, Sep.
• Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003, "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers, University of Verona, Department of Economics, number 07/2003, Sep.
• Imed Drine & Christophe Rault, 2003, "A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-570, Apr.
• Imed Drine & Christophe Rault, 2003, "On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-571, May.
• Dieter Gstach, 2003, "A Statistical Framework for Estimating Output-Specific Efficiencies," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp083, Feb.
• Dieter Gstach & Andrew Somers & Susanne Warning, 2003, "Output specific efficiencies: The case of UK private secondary schools," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp084, Feb.
• Jean‐Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Til Schuermann & Yusuf Jafry, 2003, "Measurement and Estimation of Credit Migration Matrices," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-08, Apr.
• Evzen Kocenda, 2003, "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics, University Library of Munich, Germany, number 0301004, Jan.
• Yoon-Jae Whang, 2003, "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics, University Library of Munich, Germany, number 0310005, Oct.
• Paolo Pellizzari, 2003, "Static Hedging of Multivariate Derivatives by Simulation," Finance, University Library of Munich, Germany, number 0311013, Nov, revised 04 Dec 2003.
• Alex Costa & Albert Satorra & Eva Ventura, 2003, "An Empirical Evaluation of Five Small Area Estimators," General Economics and Teaching, University Library of Munich, Germany, number 0312003, Dec.
• Katarzyna Sznajd-Weron & Rafal Weron, 2003, "How effective is advertising in duopoly markets?," Public Economics, University Library of Munich, Germany, number 0306005, Jun.
• Otero, Jesus & Smith, Jeremy, 2003, "The KPSS Test with Outliers," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 690.
• Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003, "An introduction to simulation of risk processes," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/04.
• Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda, 2003, "Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,01.
• Behr, Andreas, 2003, "A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,05.
• Lux, Thomas, 2003, "Detecting multi-fractal properties in asset returns: The failure of the scaling estimator," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2003-14.
• Gottschalk, Sandra, 2003, "Microdata Disclosure by Resampling: Empirical Findings for Business Survey Data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-55.

2002

• Janecskó, Balázs, 2002, "Portfóliószemléletű hitelkockázat szimulációs meghatározása
  [Simulated determination of credit risk in portfolio terms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 664-676.
• Y.K. Tse & Xibin Zhang & Jun Yu, 2002, "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/02, Sep.
• Roland G. Shami & Catherine S. Forbes, 2002, "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/02, Aug.
• BONTEMPS, Christian & MEDDAHI, Nour, 2002, "Testing Normality : A GMM Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-14.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-17.
• Christian BONTEMPS & Nour MEDDAHI, 2002, "Testing Normality : A Gmm Approach," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2002.
• Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF, 2002, "Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2002.
• I. Robert-Bobée, 2002, "Microsimulation of demographic behaviours using 2 alternative data sources," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2002-10.
• Helmut Elsinger & Alfred Lehar & Martin Summer, 2002, "Risk Assessment for Banking Systems," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 79, Oct.
• Olivier Jeanne & Andrew K. Rose, 2002, "Noise Trading and Exchange Rate Regimes," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 117, issue 2, pages 537-569.
• Pablo Marshall, 2002, "No-Respuesta De Items En Estudios De Mercado," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 5, issue 1, pages 53-76.
• Cooper, Joseph C. & Hanemann, W.M. & Signorello, Giovanni, 2002, "One and One-Half Bound Dichotomous Choice Contingent Valuation," MPRA Paper, University Library of Munich, Germany, number 17190, Nov, revised Nov 2002.
• Calzolari, Giorgio & Neri, Laura, 2002, "Imputation of continuous variables missing at random using the method of simulated scores," MPRA Paper, University Library of Munich, Germany, number 22986, revised 2002.
• Halkos, George & Kevork, Ilias, 2002, "Confidence intervals in stationary autocorrelated time series," MPRA Paper, University Library of Munich, Germany, number 31840.
• Olivera, Javier, 2002, "Determinantes del nivel de pensiones en el Sistema Privado de Pensiones
  [Determinants of the pensions in the Peruvian Private Pension System]," MPRA Paper, University Library of Munich, Germany, number 66683, May.
• Bilgili, Faik, 2002, "VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması
  [A Comparison of Ex-Post Forecast Accuracies for VAR, ARIMA, Exponential Smoothing, Combining and Add-Fac," MPRA Paper, University Library of Munich, Germany, number 75536, revised 2002.
• Gonzalo Camba-Mendez & George Kapetanios, 2002, "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers, Queen Mary University of London, School of Economics and Finance, number 468, Nov.
• George Kapetanios, 2002, "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 469, Nov.
• François Bourguignon & Francisco H.G. Ferreira & Phillipe G. Leite, 2002, "Beyond Oaxaca-Blinder: accounting for differences in household income distributions across countries," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 452, Mar.
• Francisco H. G. Ferreira & Phillippe George Leite, 2002, "Educational expansion and income distribution. A Micro-Simulation for Ceará," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 456, May.
• Albu, Lucian Liviu, 2002, "Sustainability Function," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-14, June.
• Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni, 2006, "Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 97, Nov.
• J. Huston McCulloch & E. Richard Percy, Jr., 2002, "A Spline LR Test for Goodness-of-Fit," Computing in Economics and Finance 2002, Society for Computational Economics, number 123, Jul.
• Romulo A. Chumacero, 2002, "Absolute Convergence, Period," Computing in Economics and Finance 2002, Society for Computational Economics, number 218, Jul.
• K.Y.Szeto & Chiwah Kong, 2002, "Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth," Computing in Economics and Finance 2002, Society for Computational Economics, number 231, Jul.
• B. Frijns & P. Schotman, 2002, "The Dynamics of Dealer Quoting Behavior," Computing in Economics and Finance 2002, Society for Computational Economics, number 235, Jul.
• Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk, 2002, "Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations," Computing in Economics and Finance 2002, Society for Computational Economics, number 248, Jul.
• Claudio Tebaldi, 2002, "Hedging using simulation: a least squares approach," Computing in Economics and Finance 2002, Society for Computational Economics, number 279, Jul.
• Elena Casquel & Ezequiel Uriel, 2002, "An Efficient Monte Carlo Study of Feasible Generalized Least Squares Estimators for Panel Data Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 281, Jul.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002, "Adaptive Polar Sampling," Computing in Economics and Finance 2002, Society for Computational Economics, number 307, Jul.
• Peter Winker & Manfred Gilli, 2002, "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 314, Jul.
• Zsolt Sandor, 2002, "Existence and Uniqueness of Price Equilibrium in Discrete Choice Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 319, Jul.
• P. Palmitesta & C. Provasi, 2002, "Likelihood function optimization of elliptical copula models with financial applications," Computing in Economics and Finance 2002, Society for Computational Economics, number 327, Jul.
• Christian de Peretti, 2002, "unilateral and bilateral bootstrap tests for long memory," Computing in Economics and Finance 2002, Society for Computational Economics, number 334, Jul.
• Fabrizio Lillo & Rosario N. Mantegna, 2002, "Empirical investigation and modeling of a financial market after a crash," Computing in Economics and Finance 2002, Society for Computational Economics, number 339, Jul.
• Alexandru Voicu, 2002, "Employment Dynamics in the Romanian Labor Market. A Markov Chain Monte Carlo Approach," Computing in Economics and Finance 2002, Society for Computational Economics, number 349, Jul.
• J.S. Baixauli & S. Alvarez, 2002, "Testing abnormal performance in event studies with small samples," Computing in Economics and Finance 2002, Society for Computational Economics, number 35, Jul.
• Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel, 2002, "Cultural drift induced diversity in a model for the transmission of culture," Computing in Economics and Finance 2002, Society for Computational Economics, number 351, Jul.
• Lars Rasmusson, 2002, "Evaluating the CDF for m weighted sums of n correlated lognormal random variables," Computing in Economics and Finance 2002, Society for Computational Economics, number 80, Jul.
• Yong Zhao & Kara Maria Kockelman, 2002, "The propagation of uncertainty through travel demand models: An exploratory analysis," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 1, pages 145-163.
• Sylvia Kaufmann, 2002, "Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data," Empirical Economics, Springer, volume 27, issue 2, pages 277-297.
• Patrick J. Coe, 2002, "Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output," Empirical Economics, Springer, volume 27, issue 2, pages 395-401.
• Russell Davidson & James MacKinnon, 2002, "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 4, pages 419-429, DOI: 10.1081/ETC-120015384.
• H. Peter Boswijk & Philip Hans Franses, 2002, "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-002/4, Jan.
• Cees Diks, 2002, "Detecting Serial Dependence in Tail Events," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-079/1, Aug.
• Siem Jan Koopman & Charles S. Bos, 2002, "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-113/4, Nov.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-99.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 416a6d43-3466-47e0-b656-d.
• Joseph C. Cooper & Michael Hanemann & Giovanni Signorello, 2002, "One-and-One-Half-Bound Dichotomous Choice Contingent Valuation," The Review of Economics and Statistics, MIT Press, volume 84, issue 4, pages 742-750, November.
• Martin Wagner, 2002, "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0210, Oct.
• David Bravo & Dante Contreras & Sergio Urzúa, 2002, "Poverty and Inequality in Chile 1990-1998: Learning from Microeconomic Simulations," Working Papers, University of Chile, Department of Economics, number wp198, Oct.
• Stella M. Salvatierra, 2002, "Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/02, Oct.
• Andrew M. Jones & Ángel López-Nicolás, 2002, "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 626, Jun.
• Joseph P. Romano & Michael Wolf, 2002, "Improved nonparametric confidence intervals in time series regressions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 635, Jul.
• Andrew M. Jones & Ángel López-Nicolás, 2002, "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Working Papers, Research Center on Health and Economics, Department of Economics and Business, Universitat Pompeu Fabra, number 626, Jun.
• Bourguignon, Francois & Ferreira, Francisco H. G., 2002, "Beyond Oaxaca-Blinder : accounting for differences in household income distributions across countries," Policy Research Working Paper Series, The World Bank, number 2828, Apr.
• Fran??ois Bourguignon & Francisco H. G. Ferreira & Phillippe G. Leite, 2002, "Beyond Oaxaca-Blinder: Accounting for Differences in Household Income Distributions Across Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 478, Feb.
• Alexandru Voicu, 2002, "Labor Force Participation Dynamics in the Romanian Labor Market," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 481, Jul.
• Bal??zs ??gert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2002, "The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 483, Jul.
• Imed Drine & Christophe Rault, 2002, "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 504, Aug.
• Rietveld, Piet & van Woudenberg, Stefan, 2002, "The utility of travelling when destinations are heterogeneous: How much better is the next destination as one travels further?," ERSA conference papers, European Regional Science Association, number ersa02p040, Aug.
• Allen Abrahamson, 2002, "A "One-line" Simulator for Maxima or Minima on Drifting Brownian Paths," Computational Economics, University Library of Munich, Germany, number 0205001, May.
• Li Chen & H. Vincent Poor, 2002, "Parametric Estimation of Quadratic Term Structure Models of Interest Rate," Econometrics, University Library of Munich, Germany, number 0301001, Nov.
• Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002, "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional, University Library of Munich, Germany, number 0202001, Feb.
• Krzysztof Burnecki & Zbigniew Michna, 2002, "Simulation of Pickands constants," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/02/03.
• Ray Fair, 2002, "Bootstrapping Macroeconometric Models," Yale School of Management Working Papers, Yale School of Management, number ysm254, Jan, revised 01 Aug 2007.
• Selten, Reinhard & Schreckenberg, Michael & Pitz, Thomas & Chmura, Thorsten & Kube, Sebastian, 2002, "Experiments and Simulations on Day-to-Day Route Choice-Behaviour," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 35/2002.
• Kilian, Lutz & Gonçalves, Sílvia, 2002, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,26.
• Jobst, Andreas A., 2002, "The Pricing puzzle: The default term structure of collateralised loan obligations," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/14.
• Trenkler, Carsten, 2002, "The effects of ignoring level shifts on systems cointegration tests," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,68.
• Ziegler, Andreas, 2002, "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-38.
• Gottschalk, Sandra, 2002, "Anonymisierung von Unternehmensdaten: Ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-23.
• Tse, Y.K. & Zhang, Bill & Yu, Jun, 2002, "Estimation of Hyperbolic Diffusion using MCMC Method," Working Papers, Department of Economics, The University of Auckland, number 182.
• Dario Focarelli, 2002, "Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 440, Mar.
• Andreou, Elena & Ghysels, Eric, 2002, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 3, pages 363-376, July.
• J. J. A. Moors & L. W. G. Strijbosch, 2002, "Two–step sequential sampling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 3, pages 270-284, August, DOI: 10.1111/1467-9574.05000.
• Kirman Alan & Teyssière Gilles, 2002, "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 5, issue 4, pages 1-23, January, DOI: 10.2202/1558-3708.1083.
• Wright, S.M. & Satchell, S.E., 2002, "Generalised Mean-Variance Analysis and Robust Portfolio Diversification," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0201, Jan.
• Cooper, Joseph C. & Hanemann, W. Michael & Signorello, Giovanni, 2001, "One-and-One-Half Bound Dichotomous Choice Contingent Valuation," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt09c663b2, Feb.
• Ruge-Murcia, Francisco J., 2002, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4fc8x822, Oct.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 433, Mar.
• Christian Bontemps & Nour Meddahi, 2002, "Testing Normality: A GMM Approach," CIRANO Working Papers, CIRANO, number 2002s-63, Jul.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers, CIRANO, number 2002s-85, Nov.
• Jesus Otero & Jeremy Smith, 2002, "Seasonal adjustment and cointegration," Borradores de Investigación, Universidad del Rosario, number 3483, Dec.
• Dulce Saura Bacaicoa & Ángel Rodriguéz, 2002, "No linealidad y economía Austríaca," Revista de Economía del Rosario, Universidad del Rosario.
• KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002, "Microeconomic models for long-memory in the volatility of financial time series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002056, Mar.
• René Fahr & Uwe Sunde, 2002, "On the Effects of Career Choice: Matching Efficiency of Different Occupations and Education Levels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B1-1, Mar.
• Yoosoon Chang & Wonho Song, 2002, "Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B5-2, Mar.
• Axel Schmidt, 2002, "Statistical Measurement of Income Polarization. A cross-national comparison," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D3-1, Mar.
• Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002, "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D4-2, Mar.
• Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2002, "Interfirm Mobility, Wages and the Returns to Seniority and Experience in the U.S," Working Papers, Center for Research in Economics and Statistics, number 2002-29.
• Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1356, Feb, revised Mar 2002.
• Steven Berry & Oliver Linton & Ariel Pakes, 2002, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1372, May.
• George Hall & John Rust, 2002, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1376, Jul.
• Donald W.K. Andrews & Offer Lieberman, 2002, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1378, Aug.
• François Bourguignon & Francisco H. G. Ferreira & Phillippe G. Leite, 2002, "Beyond Oaxaca-Blinder : Accounting for Differences in Household Income Distributions Across Countries," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2002-04.
• Martin Spieß & Gerhard Tutz, 2002, "Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 291.
• Björn Frank, 2002, "Does the Behaviour of Myopic Addicts Support the Rational Addiction model?: A Simulation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 301.
• Eraker, Bjorn, 2002, "Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices," Working Papers, Duke University, Department of Economics, number 02-23.
• Cook, Steven, 2002, "Assymetric Mean Reversion in the Consumption-Income Ratio: Evidence from OECD economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 2, issue 2.
• Gonçalves, Sí­lvia & Kilian, Lutz, 2002, "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series, European Central Bank, number 196, Nov.
• Donald W. K. Andrews, 2002, "Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators," Econometrica, Econometric Society, volume 70, issue 1, pages 119-162, January.
• Yongcheol Shin & Andy Snell, 2002, "Mean Group Tests for Stationarity in Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 107, Aug.
• Dufour, Jean-Marie & Khalaf, Lynda, 2002, "Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 143-170, January.
• Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002, "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, volume 109, issue 1, pages 107-150, July.
• Vahid, Farshid & Issler, Joao Victor, 2002, "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, volume 109, issue 2, pages 341-363, August.
• Dufour, Jean-Marie & Khalaf, Lynda, 2002, "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 303-322, December.
• Tan, Baris & Yilmaz, Kamil, 2002, "Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation," European Journal of Operational Research, Elsevier, volume 137, issue 3, pages 524-543, March.
• Bauwens, Luc & Lubrano, Michel, 2002, "Bayesian option pricing using asymmetric GARCH models," Journal of Empirical Finance, Elsevier, volume 9, issue 3, pages 321-342, August.
• Joshua Chan & Rodney Strachan, 2012, "Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-13, Mar.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002, "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2207, Mar.
• Jobst, Andreas A., 2002, "Loan securitisation: default term structure and asset pricing based on loss prioritisation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24941, Aug.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2002, "Functional approximations to posterior densities: a neural network approach to efficient sampling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-48, Dec.
• Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J., 2002, "A Broadband Vision of the DAX over Time," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-87-F&A, Oct.
• Giammario Impullitti & C. Matthias Rebmann, 2002, "An Agent-Based Model of Wealth Distribution," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2002-15, Sep, revised 26 Sep 2002.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp407, Feb.
• Andreas Jobst, 2002, "Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation," FMG Discussion Papers, Financial Markets Group, number dp422, Aug.
• Steve Berry & Oliver B. Linton & Ariel Pakes, 2002, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1955.
• Nilsson, Birger, 2002, "International Asset Pricing and the Benefits from World Market Diversification," Working Papers, Lund University, Department of Economics, number 2002:1, Feb.
• Hjelm, Göran & Johansson, Martin W, 2002, "A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models," Working Papers, Lund University, Department of Economics, number 2002:3, Feb.
• Nilsson, Birger, 2002, "Financial Liberalization and the Changing Characteristics of Nordic Stock Returns," Working Papers, Lund University, Department of Economics, number 2002:4, Feb.
• Graflund, Andreas & Nilsson, Birger, 2002, "Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon," Working Papers, Lund University, Department of Economics, number 2002:8, Mar.
• Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002, "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 145, Dec.
• Hellström, Jörgen, 2002, "A Bivariate Count Data Model for Household Tourism Demand," Umeå Economic Studies, Umeå University, Department of Economics, number 583, Feb.
• Hellström, Jörgen, 2002, "Count Data Modelling and Tourism Demand," Umeå Economic Studies, Umeå University, Department of Economics, number 584, Feb.
• Dahlberg, Matz & Johansson, Eva & Tovmo, Per, 2002, "Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels," Working Paper Series, Uppsala University, Department of Economics, number 2002:13, Jul.
• Yue Ma & Guy Meredith & Matthew S. Yiu, 2002, "A Currency Board Model of Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 012002, Jan.
• Arias, Omar & Yamada, Gustavo & Tejerina, Luis, 2002, "Education, Family Background and Racial Earnings Inequality in Brazil," IDB Publications (Working Papers), Inter-American Development Bank, number 4369, Sep.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002, "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/02, Dec.
• Kunst, Robert M., 2002, "Testing for Stationarity in a Cointegrated System," Economics Series, Institute for Advanced Studies, number 117, Jul.
• Kunst, Robert M., 2002, "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series, Institute for Advanced Studies, number 121, Sep.
• Burc Kayahan & Thanasis Stengos & Burak Saltoglu, 2002, "Intra-Day Features of Realized Volatility: Evidence from an Emerging Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 17-24, April.
• Andrés D. Fundia, 2002, "A Fast Monte Carlo Algorithm For Pricing American Options," 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 1, issue 3, pages 243-253, Septiembr.
• Voicu, Alexandru, 2002, "Employment Dynamics in the Romanian Labor Market: A Markov Chain Monte Carlo Approach," IZA Discussion Papers, IZA Network @ LISER, number 438, Feb.
• Arulampalam, Wiji, 2002, "State Dependence in Unemployment Incidence: Evidence for British Men Revisited," IZA Discussion Papers, IZA Network @ LISER, number 630, Nov.
• Voicu, Alexandru, 2002, "Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics," IZA Discussion Papers, IZA Network @ LISER, number 676, Dec.
• Elena Andreou & Eric Ghysels, 2002, "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 579-600, DOI: 10.1002/jae.684.

2001

• Miller, J. Corey & Barnett, Barry J. & Coble, Keith H., 2001, "Analyzing Producer Preferences For Counter-Cyclical Government Payments," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20455, DOI: 10.22004/ag.econ.20455.
• Temel, Tugrul T., 2001, "A Nonparametric Hypothesis Test Via The Bootstrap Resampling," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20600, DOI: 10.22004/ag.econ.20600.
• Davidson, Russell & MacKinnon, James, 2001, "Bootstrap Tests: How Many Bootstraps?," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273506, Mar, DOI: 10.22004/ag.econ.273506.
• MacKinnon, James, 2001, "Computing Numerical Distribution Functions in Econometrics," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273507, Dec, DOI: 10.22004/ag.econ.273507.