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

• 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.
• Pietro Terna, None, "Economic Simulations in Swarm: Agent-Based Modelling and Object Oriented Programming - By Benedikt Stefansson and Francesco Luna: A Review and Some Comments about Agent Based Modeling," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.