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

0

• Tubetov, Dulat & Musshoff, Oliver & Kellner, Ulla, 2012, "Investments in Kazakhstani Dairy Farming: A Comparison of Classical Investment Theory and the Real Options Approach," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 51, issue 3, pages 1-28, August, DOI: 10.22004/ag.econ.155480.
• Gabriel Montes Rojas & Andrés Sebastián Mena, 2020, "Density estimation using bootstrap quantile variance and quantile-mean covariance," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2020-50, Feb.
• Sergey Krylov, , "A study of the elasticity of key indicators of activity in the stock market with a neutral approach to dividend policy," Review of Socio - Economic Perspectives, Reviewsep, number 202340, DOI: https://doi.org/10.19275/RSEP183.
• Cheima Ali Bensaad, , "Statistical and Correlation Analysis of Avocado Sales Volume and Prices in the US Market, Insights for Uncovering Key Factors of Statistical Data Discovery," Review of Socio - Economic Perspectives, Reviewsep, number 202343, DOI: https://doi.org/10.19275/RSEP186.
• Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas, 2007, "Inference for stochastic volatility models using time change transformations," Papers, arXiv.org, number 0711.1594, Nov.
• Konstantinos Kalogeropoulos & Petros Dellaportas & Gareth O. Roberts, 2007, "Likelihood-based inference for correlated diffusions," Papers, arXiv.org, number 0711.1595, Nov.
• Alessandro Cappellini & Gianluigi Ferraris, 2008, "Waiting Times in Simulated Stock Markets," Papers, arXiv.org, number 0802.3291, Feb.
• Katarzyna Sznajd-Weron & Rafa{l} Weron & Maja W{l}oszczowska, 2008, "Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland," Papers, arXiv.org, number 0809.1534, Sep.
• Michael Pickhardt & Goetz Seibold, 2011, "Income Tax Evasion Dynamics: Evidence from an Agent-based Econophysics Model," Papers, arXiv.org, number 1112.0233, Dec.
• Daniel Kapp & Marco Vega, 2012, "Real Output Costs of Financial Crises: A Loss Distribution Approach," Papers, arXiv.org, number 1201.0967, Jan, revised May 2012.
• Jozef Barunik & Lukas Vacha, 2012, "Monte Carlo-based tail exponent estimator," Papers, arXiv.org, number 1201.4781, Jan.
• Fariba Karimi & Matthias Raddant, 2013, "Cascades in real interbank markets," Papers, arXiv.org, number 1310.1634, Oct, revised Dec 2014.
• Y. Malevergne & D. Sornette, 2001, "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Papers, arXiv.org, number cond-mat/0111310, Nov.
• K. Sznajd-Weron & R. Weron, 2002, "How effective is advertising in duopoly markets?," Papers, arXiv.org, number cond-mat/0211058, Nov, revised Dec 2002.
• Martha R. López P & Norberto Rodríguez N., 2008, "Financial Accelerator Mechanism: Evidence for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 481, Jan, DOI: 10.32468/be.481.
• Martha R. López & Juan D. Prada & Norberto Rodríguez N., 2008, "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia, Banco de la Republica de Colombia, number 525, Aug, DOI: 10.32468/be.525.
• Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel piraquive, 2009, "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 553, Mar, DOI: 10.32468/be.553.
• Carlos León, 2009, "Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos," Borradores de Economia, Banco de la Republica de Colombia, number 570, Aug, DOI: 10.32468/be.570.
• Ana María Iregui & Ligia Alba Melo & María Teresa Ramírez, 2009, "Rigideces de los salarios a la baja en Colombia: Evidencia empírica a partir de una muestra de salarios a nivel de firma," Borradores de Economia, Banco de la Republica de Colombia, number 571, Aug, DOI: 10.32468/be.571.
• Eliana González, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 604, May, DOI: 10.32468/be.604.
• Eliana González, 2011, "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia, Banco de la Republica de Colombia, number 643, Feb, DOI: 10.32468/be.643.
• Carlos Leóm & Alejandro Reveiz, 2011, "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia, Banco de la Republica de Colombia, number 648, Apr, DOI: 10.32468/be.648.
• Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica de Colombia, number 650, Apr, DOI: 10.32468/be.650.
• Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011, "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia, Banco de la Republica de Colombia, number 651, Apr, DOI: 10.32468/be.651.
• Rafael Puyana & Mario Andrés Ramos & Héctor Zarate, 2011, "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia, Banco de la Republica de Colombia, number 652, Apr, DOI: 10.32468/be.652.
• Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011, "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia, Banco de la Republica de Colombia, number 653, May, DOI: 10.32468/be.653.
• Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011, "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia, Banco de la Republica de Colombia, number 656, May, DOI: 10.32468/be.656.
• Mauricio Arias & Juan Carlos Mendoza, 2009, "Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 044, Sep, DOI: 10.32468/tef.44.
• Angela González Arbeláez & Juan Carlos Mendoza & Hernán Piñeros G., 2010, "Análisis comparativo del riesgo crediticio: una aproximación no paramétrica," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 050, Sep, DOI: 10.32468/tef.50.
• Wilmar Cabrera & Adriana María Corredor-Waldron & Carlos Quicazán, 2012, "Requerimientos Macroprudenciales de capital y riesgo sistémico: Una aplicación para Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 074, Sep, DOI: 10.32468/tef.74.
• Michael Creel & Dennis Kristensen, 2015, "Indirect Likelihood Inference," Working Papers, Barcelona School of Economics, number 558, Sep.
• Michael Creel & Sonik Mandal & Mohammad Zubair, 2015, "Econometrics on GPUs," Working Papers, Barcelona School of Economics, number 669, Sep.
• Tom Doan, 2025, "EGTEST: RATS procedure to compute Engle-Granger test for Cointegration," Statistical Software Components, Boston College Department of Economics, number RTS00061, revised .
• Tom Doan, 2025, "GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks," Statistical Software Components, Boston College Department of Economics, number RTS00082, revised .
• Tom Doan, 2025, "RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results," Statistical Software Components, Boston College Department of Economics, number RTZ00057, revised .
• Tom Doan, 2025, "RATS programs to replicate results from Gregory and Hansen(1996) JOE article," Statistical Software Components, Boston College Department of Economics, number RTZ00081, revised .
• Tom Doan, 2025, "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components, Boston College Department of Economics, number RTZ00167, revised .
• J.B. Satinover & D. Sornette, 2008, "Anomalous Returns in a Neural Network Equity-Ranking Predictor," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-15, Jul.
• Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA, 2008, "Frailty Correlated Default," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-44, Dec.
• Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI, 2009, "Robust Resampling Methods for Time Series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-38, Aug.
• Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE, 2011, "Investment strategies used as spectroscopy of financial markets reveal new stylized facts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-30, Aug.
• Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER, 2011, "Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-33, Mar.
• Valentina Corradi & Walter Distaso & Antonio Mele, 2012, "Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-18, Feb.
• Lucas FIEVET & Zalàn FORRO & Peter CAUWELS & Didier SORNETTE, 2014, "Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-46, Jul.
• Patrik Guggenberger, , "Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007," UCLA Economics Online Papers, UCLA Department of Economics, number 414.
• Bauwens, L. & Lubrano, M., 1998, "Bayesian inference on GARCH models using the Gibbs sampler," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1307, Jan, DOI: 10.1111/1368-423X.11003.
• HARDLE, Wolfgang & HAFNER, Christian M., 2000, "Discrete time option pricing with flexible volatility estimation," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1439, Jan, DOI: 10.1007/s007800050011.
• BAUWENS , Luc & LUBRANO, Michel, 2002, "Bayesian option pricing using asymmetric GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1569, Jan.
• KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002, "Microeconomic models for long memory in the volatility of financial time series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1593, Jan.
• BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2004, "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1731, Jan, DOI: 10.1016/j.jeconom.2003.12.002.
• HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007, "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 Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1922, Jan, DOI: 10.1016/j.jeconom.2006.06.009.
• BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2007, "Bayesian inference for the mixed conditional heteroskedasticity model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1931, Jan, DOI: 10.1111/j.1368-423X.2007.00213.x.
• BAUWENS, Luc & GALLI, Fausto, 2009, "Efficient importance sampling for ML estimation of SCD models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2088, Jan, DOI: 10.1016/j.csda.2008.02.014.
• BAUWENS, Luc & STORTI, Giuseppe, 2009, "A component GARCH model with time varying weights," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2125, Jan, DOI: 10.2202/1558-3708.1512.
• Frank Hespeler, 2007, "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," EcoMod2007, EcoMod, number 23900036, Jul.
• Pascale Petit & Emmanuel Duguet, 2006, "Hiring Discrimination in the French Financial Sector : an Econometric Analysis on Field Experiment Data," EcoMod2006, EcoMod, number 272100069, Jun.
• DRINE Imed & RAULT Christophe, 2010, "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests," EcoMod2003, EcoMod, number 330700045, Jan.
• Carmen Fernández & Eduardo Ley & Mack F. J. Steel, , "Statistical modeling of fishing activities in the North Atlantic," Working Papers, FEDEA, number 97-25.
• Carmen Fernández & Eduardo Ley & Mark F. J. Steel, , "Benchmark priors for Bayesian Model averaging," Working Papers, FEDEA, number 98-06.
• José García Solanes & Fernando Torrejón Flores, , "Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America," Working Papers on International Economics and Finance, FEDEA, number 05-02.
• Harald Oberhofer & Michael Pfaffermayr, , "Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-02.
• Silvestro DI SANZO & Alicia PEREZ-ALONSO, , "Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2010-10.
• Taro Ohno & Junpei Sakamaki & Author-Name:Daizo Kojima, 2021, "Effects of Deductions on the Tax Burden Reduction and the Redistribution of the Income and Resident Taxes," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron338, May.
• Michael Pickhardt, , "A few can do – Ethical behavior and the provision of public goods in an agent-based model," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201037.
• Michael Pickhardt & Goetz Seibold, , "Income Tax Evasion Dynamics: Evidence from an Agent-based Econophysics Model," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201179.
• David Florian & Luis Orezzoli, 2006, "Evaluacion de los efectos de distintos instrumentos tarifarios sobre el bienestar de los usuarios," Documentos de Trabajo, OSIPTEL, number 5.
• James G. MacKinnon, 2019, "How cluster-robust inference is changing applied econometrics," Working Paper, Economics Department, Queen's University, number 1413, Mar.
• Marina Resta & Davide Sciutti, , "A characterization of self-affine processes in finance through the scaling function," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics, number 13.
• David A. Belsley, , "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computing in Economics and Finance 1996, Society for Computational Economics, number _008.
• Peter C.B.Phillips & Jun Yu, , "Simulation-based Estimation of Contingent Claims Prices," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2008.
• Peter C.B.Phillips & Jun Yu, , "Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2009.
• Johannes Koenig & David I. Stern & Richard S.J. Tol, 2022, "Confidence Intervals for Recursive Journal Impact Factors," Working Paper Series, Department of Economics, University of Sussex Business School, number 0122, May.
• Joseph Francois & Julia Woerz, 0000, "Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-007/2, 00.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:01.
• Kenneth Train, , "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive, number _009.
• Steve Lawford & Michalis P Stamatogiannis, , "The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case," Discussion Papers, Department of Economics, University of York, number 02/04.
• James Harvey, , "A note on the 'Natural Rate of Subjective Inequality' hypothesis and the approximate relationship between the Gini coefficient and the Atkinson index," Discussion Papers, Department of Economics, University of York, number 03/12.

None

• Klaus Duellmann & Martin Scheicher & Christian Schmieder, None, "Asset correlations and credit portfolio risk: an empirical analysis," Journal of Credit Risk, Journal of Credit Risk.
• Winfried G. Hallerbach, None, "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
• Daniel Felix Ahelegbey, None, "The econometrics of Bayesian graphical models: a review with financial application," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
• Habiyaremye, Alexis, None, "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 56, issue 3, DOI: 10.22004/ag.econ.347686.
• Rojas Christian, 2012, "The Effect of Mandated Exclusive Territories in the US Brewing Industry," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 12, issue 1, pages 1-41, May, DOI: 10.1515/1935-1682.3088.
• Moeltner Klaus & Rosenberger Randall S, 2008, "Predicting Resource Policy Outcomes via Meta-Regression: Data Space, Model Space, and the Quest for 'Optimal Scope'," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 8, issue 1, pages 1-31, August, DOI: 10.2202/1935-1682.2028.
• Botti Fabrizio & Conte Anna & Di Cagno Daniela Teresa & D'Ippoliti Carlo, 2008, "Risk Attitude in Real Decision Problems," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 8, issue 1, pages 1-32, March, DOI: 10.2202/1935-1682.1798.
• Helland Eric & Tabarrok Alexander, 2004, "Using Placebo Laws to Test "More Guns, Less Crime"," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 4, issue 1, pages 1-9, January, DOI: 10.2202/1538-0637.1182.
• Richiardi Matteo G, 2005, "On the Virtues of the Shame Lane," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-25, May, DOI: 10.1515/1538-0653.1382.
• Nakajima Jouchi, 2011, "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-24, October, DOI: 10.2202/1935-1690.2323.
• Martins-Filho Carlos & Yao Feng, 2006, "Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-43, May, DOI: 10.2202/1558-3708.1304.
• Chumacero Rómulo A., 2006, "On the Power of Absolute Convergence Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1237.
• Kugiumtzis Dimitris, 2008, "Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-26, March, DOI: 10.2202/1558-3708.1474.
• Sun Wei & Rachev Svetlozar & Stoyanov Stoyan V. & Fabozzi Frank J., 2008, "Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-37, May, DOI: 10.2202/1558-3708.1572.
• Hu Liang & Shin Yongcheol, 2008, "Optimal Test for Markov Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-27, September, DOI: 10.2202/1558-3708.1528.
• Hultblad Brigitta & Karlsson Sune, 2008, "Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-29, September, DOI: 10.2202/1558-3708.1519.
• Lo Ming Chien, 2008, "Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-31, December, DOI: 10.2202/1558-3708.1482.
• Bauwens Luc & Storti Giuseppe, 2009, "A Component GARCH Model with Time Varying Weights," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-33, May, DOI: 10.2202/1558-3708.1512.
• Shahbaba Babak, 2009, "Discovering Hidden Structures Using Mixture Models: Application to Nonlinear Time Series Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-21, May, DOI: 10.2202/1558-3708.1609.
• Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010, "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-40, May, DOI: 10.2202/1558-3708.1702.
• Pérez-Alonso Alicia & Di Sanzo Silvestro, 2010, "Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-29, December, DOI: 10.2202/1558-3708.1806.
• Belaire-Franch Jorge & Contreras Dulce, 2010, "Testing the Martingale Property of Exchange Rates: A Replication," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-19, December, DOI: 10.2202/1558-3708.1796.
• Billio Monica & Casarin Roberto, 2011, "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-32, September, DOI: 10.2202/1558-3708.1856.
• Chang Sheng-Kai, 2011, "A Computationally Practical Robust Simulation Estimator for Dynamic Panel Tobit Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-21, September, DOI: 10.2202/1558-3708.1832.
• Martinez Oscar & Olmo Jose, 2012, "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-39, September, DOI: 10.1515/1558-3708.1881.
• Dahl Christian M. & Gonzalez-Rivera Gloria, 2003, "Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 1, pages 1-35, April, DOI: 10.2202/1558-3708.1123.
• Giannerini Simone & Rosa Rodolfo, 2004, "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1215.
• Laurini Fabrizio, 2004, "Clusters of Extreme Observations and Extremal Index Estimate in GARCH Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-23, May, DOI: 10.2202/1558-3708.1225.
• Lee Kai Ming & Koopman Siem Jan, 2004, "Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-17, May, DOI: 10.2202/1558-3708.1210.
• Cappuccio Nunzio & Lubian Diego & Raggi Davide, 2004, "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-31, May, DOI: 10.2202/1558-3708.1211.
• Palmitesta Paola & Provasi Corrado, 2004, "GARCH-type Models with Generalized Secant Hyperbolic Innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-19, May, DOI: 10.2202/1558-3708.1212.
• de Peretti Christian & Siani Carole, 2004, "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1239.
• Ivanov Ventzislav & Kilian Lutz, 2005, "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-36, March, DOI: 10.2202/1558-3708.1219.
• Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005, "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 4, pages 1-15, December, DOI: 10.2202/1558-3708.1268.