Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General
This JEL code is mentioned in the following RePEc Biblio entries:
2019
- Giancarlo MANZI & Ahmed Alsayed, 2019, "A Simulation Study for Monotonic Dependence in the Presence of Outliers," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2019-04, Mar.
- Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2019, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 32/19.
- Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019, "Benchmarking Global Optimizers," NBER Working Papers, National Bureau of Economic Research, Inc, number 26340, Oct.
- Susan Athey & Guido W. Imbens & Jonas Metzger & Evan M. Munro, 2019, "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," NBER Working Papers, National Bureau of Economic Research, Inc, number 26566, Dec.
- Kozyk Vasyl & Vorobets Stepan & Musiiovska Oksana, 2019, "Research of the place of Ukraine in implementation of the goals of the sustainable development model," Technology audit and production reserves, 3(47) 2019, Socionet;Technology audit and production reserves, volume 3, issue 4(47), pages 19-27.
- Can Tongur, 2019, "Inflation Measurement with Scanner Data and an Ever-Changing Fixed Basket," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 509, pages 31-47, DOI: https://doi.org/10.24187/ecostat.20.
- Dimitar Dimitrov & Tsvetan Tsvetkov & Georgi Penchev (885) & Konstantin Poudin, 2019, "Tobacco Products Contraband & Counterfeit Risk Identification," Godishnik na UNSS, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 123-145, December, DOI: 10.37075/YB.2019.1.06.
- Clara De Luigi & Florian Huber & Josef Schreiner, 2019, "The impact of labor cost growth on inflation in selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/19, pages 56-78.
- Daniela Pordea & Dorel Mates, 2019, "DETERMINANTS OF ACCOUNTING CREATIVITY: EMPIRICAL ANALYSIS ON ROMANIAN SMEs IN CONSTRUCTION INDUSTRY," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 4, issue Special, pages 7-18, May.
- Zheng Fang & Andres Santos, 2019, "Inference on Directionally Differentiable Functions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 1, pages 377-412.
- Dávila Aragón, Griselda & Ortiz Arango, Francisco, 2019, "Cálculo del Valor en Riesgo Operacional de una Empresa Aseguradora Mediante Redes Bayesianas || Calculation of Operational Value at Risk of an Insurance Company through Bayesian Networks," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 27, issue 1, pages 30-54, June.
- Boada, Antonio José & Mayorca, Rómulo, 2019, "Valoración estadística - financiera para medio plazo del sector bancario en países con economías emergentes. El caso de Colombia || Statistical - financial value for the medium term of the banking sector in countries with emerging economies. The case," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 95-112, December.
- Carlos A. Abanto-Valle & Hernán B. Garrafa-Aragón, 2019, "Threshold Stochastic Volatility Models with Heavy Tails:A Bayesian Approach," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 83, pages 32-53.
- Micha³ Bernard Pietrzak, 2019, "Modifiable Areal Unit Problem: the issue of determining the relationship between microparameters and a macroparameter," Oeconomia Copernicana, Institute of Economic Research, volume 10, issue 3, pages 393-417, September, DOI: 10.24136/oc.2019.019.
- Pihnastyi, Oleh & Kozhevnikov, Georgii & Bondarenko, Tetiana, 2019, "The information controlling model transport system during transient conditions," MPRA Paper, University Library of Munich, Germany, number 101908, Oct, revised 11 Oct 2019.
- Asaduzzaman, Md, 2019, "FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis," MPRA Paper, University Library of Munich, Germany, number 110328, Dec, revised 05 Dec 2019.
- Mestiri, Sami, 2019, "How to use the R software," MPRA Paper, University Library of Munich, Germany, number 119428.
- MAO TAKONGMO, Charles Olivier, 2019, "Keynesian Models, Detrending, and the Method of Moments," MPRA Paper, University Library of Munich, Germany, number 91709.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos & Touche, Nassim, 2019, "Integer-valued stochastic volatility," MPRA Paper, University Library of Munich, Germany, number 91962, Feb, revised 04 Feb 2019.
- Pihnastyi, Oleh, 2019, "Optimal Control of the Parameters of the Production Line," MPRA Paper, University Library of Munich, Germany, number 92495, Feb, revised 02 Feb 2019.
- Пигнастый, Олег & Koжевников, Георгий, 2019, "Распределенная Динамическая Pde-Модель Программного Управления Загрузкой Технологического Оборудования Производственной Линии
[Distributed dynamic PDE-model of a program control by utilization of the technological equipment of production line]," MPRA Paper, University Library of Munich, Germany, number 93278, Feb, revised 02 Feb 2019. - Mnasri, Ayman & Nechi, Salem, 2019, "New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values," MPRA Paper, University Library of Munich, Germany, number 93426, Apr.
- Kounetas, Konstantinos & Polemis, Michael & Tzeremes, Nickolaos, 2019, "An alternative probabilistic frontier analysis to the measurement of eco-efficiency," MPRA Paper, University Library of Munich, Germany, number 93686, May.
- Shah, Syed Sibghatullah, 2019, "On Trust Dynamics of Economic Growth," MPRA Paper, University Library of Munich, Germany, number 94095, May, revised 30 May 2019.
- Pellecchia, Marco & Perciaccante, Giovambattista, 2019, "The calculation of Solvency Capital Requirement using Copulas," MPRA Paper, University Library of Munich, Germany, number 94213, May.
- Dmitriy, Skrypnik & Marina, Shakleina, 2019, "Counter sanctions and well-being population of Russia: econometric analyses," MPRA Paper, University Library of Munich, Germany, number 94478.
- Пигнастый, Олег & Koжевников, Георгий, 2019, "Дискретно-Событийная Модель Расчета Продолжительного Производственного Цикла Изготовления Партии Деталей
[Discrete-Eventing Model Of Calculation Of The Duration Of The Production Cycle Of Manufacturing A Part Of Products]," MPRA Paper, University Library of Munich, Germany, number 94898, Jul, revised 02 Jul 2019. - Pihnastyi, Oleh & Khodusov, Valery, 2019, "The optimal control problem for output material flow on a conveyor belt with input accumulating bunker," MPRA Paper, University Library of Munich, Germany, number 95928, Jan, revised 07 Jan 2019.
- Riveros Gavilanes, John Michael, 2019, "Low sample size and regression: A Monte Carlo approach," MPRA Paper, University Library of Munich, Germany, number 97017, Nov.
- Khodusov, Valery & Pihnastyi, Oleh, 2019, "The statement of the task of optimal control of the production line using the additional time of equipment operation," MPRA Paper, University Library of Munich, Germany, number 97076, Sep, revised 10 Sep 2019.
- Muratova, Anna & Islam, Robiul & Mitrofanova, Ekaterina S. & Ignatov, Dmitry I., 2019, "Searching for Interpretable Demographic Patterns," MPRA Paper, University Library of Munich, Germany, number 97305, Sep, revised 23 Sep 2019.
- Muteba Mwamba, John Weirstrass & Mhlophe, Bongani, 2019, "Modelling Asset Correlations of Revolving Loan Defaults in South Africa," MPRA Paper, University Library of Munich, Germany, number 97340, Aug.
- Jan Hrevuš & Luboš Marek, 2019, "Exposure Modelling in Property Reinsurance," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 2, pages 129-154, DOI: 10.18267/j.pep.683.
- Manveer Kaur Mangat & Erhard Reschenhofer, 2019, "Testing for Long-Range Dependence in Financial Time Series," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 2, pages 93-106, June.
- James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb, 2019, "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," Working Paper, Economics Department, Queen's University, number 1415, Mar.
- James G. MacKinnon & Matthew D. Webb, 2020, "When and How to Deal with Clustered Errors in Regression Models," Working Paper, Economics Department, Queen's University, number 1421, May.
- Alejandro Mosino & Laura Andrea Salomon-Nunez & Alejandro Tatsuo Moreno-Okuno, 2019, "Estudio empirico sobre el tipo de cambio MXN/USD movimiento browniano geometrico versus proceso varianza-gamma," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 16, issue 1, pages 33-56, Enero-Jun.
- Naoyuki Yoshino & Prachi Gupta, 2019, "How to Avoid Household Debt Overhang? An Analytical Framework and Analysis for India," ADBI Working Papers, Asian Development Bank Institute, number 975, Jul.
- Hojin Lee, 2019, "Data-Mining Bootstrap Procedure with Potential Predictors in Forecasting Models: Evidence from Eight Countries in the Asia-Pacific Stock Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 23, issue 4, pages 333-351, DOI: 10.11644/KIEP.EAER.2019.23.4.366.
- Mohammad Jalal Goldoost & Seyed Abbas Najafizadeh & Seyed Fakhreddin fakhrhosseini & Ahamad Sarlak, 2019, "Resilience of macroeconomic variables of the Iranian economy against monetary policy shock based on the DSGE mode," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 2, pages 1-28.
- Yuhong Xu & Zhenlin Yang, 2019, "Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 5-2019, Jan.
- Katsuto Tanaka & Weilin Xiao & Jun Yu, 2019, "Maximum Likelihood Estimation for the Fractional Vasicek Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2019, Mar.
- Xiaohu Wang & Weilin Xiao & Jun Yu, 2019, "Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 17-2019, Sep.
- Martijn van Hasselt & Christopher Bollinger & Jeremy Bray, 2019, "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 19-13, Oct.
- Federico Belotti & Giuseppe Ilardi & Andrea Piano Mortari, 2019, "Estimation of Stochastic Frontier Panel Data Models with Spatial Inefficiency," CEIS Research Paper, Tor Vergata University, CEIS, number 459, May, revised 30 May 2019.
- Franco Peracchi & Claudio Rossetti, 2019, "A Nonlinear Dynamic Factor Model of Health and Medical Treatment," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 524, Feb.
- Sandra Obiora & Yong Zeng, 2019, "Factors Affecting the Adoption of Alternative Financing Methods for Startups by Africans in China," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9010883, Jun.
- Ali Bendob & Naima Bentouir, 2019, "Options Pricing by Monte Carlo Simulation, Binomial Tree and BMS Model: a comparative study of Nifty50 options index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 11, pages 79-95, January.
- Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2019, "Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR," Annals of Operations Research, Springer, volume 281, issue 1, pages 423-453, October, DOI: 10.1007/s10479-018-2792-4.
- Thorsten Lehnert, 2019, "Big moves of mutual funds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 1, pages 1-27, March, DOI: 10.1007/s40822-018-0104-6.
- Christina C. Bartenschlager & Jens O. Brunner, 2019, "Reaching for the stars: attention to multiple testing problems and method recommendations using simulation for business research," Journal of Business Economics, Springer, volume 89, issue 4, pages 447-479, June, DOI: 10.1007/s11573-018-0919-3.
- Abdelkader Derbali & Lamia Jamel, 2019, "Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 10, issue 2, pages 711-733, June, DOI: 10.1007/s13132-017-0473-1.
- Nisar Ahmad & Michael Svarer & Amjad Naveed, 2019, "The Effect of Active Labour Market Programmes and Benefit Sanctions on Reducing Unemployment Duration," Journal of Labor Research, Springer, volume 40, issue 2, pages 202-229, June, DOI: 10.1007/s12122-019-09288-x.
- Lisa Crosato & Luigi Grossi, 2019, "Correcting outliers in GARCH models: a weighted forward approach," Statistical Papers, Springer, volume 60, issue 6, pages 1939-1970, December, DOI: 10.1007/s00362-017-0903-y.
- Sayabek Ziyadin & Nataliya Shash & Tatyana Levchenko & Saltanat Khudaibergenova & Gulmira Yessenova, 2019, "Modeling of resultant effects in assessment of innovative activity of the hotel organizations," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 4, pages 2180-2193, June, DOI: 10.9770/jesi.2019.6.4(43).
- Irina Maslova & Boris Maslov & Irina Korostelkina & Liudmila Popova, 2019, "Model of statistical economic profile of innovative biomedical product value formation and update," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 1, pages 471-483, September, DOI: 10.9770/jesi.2019.7.1(33).
- Yamin Ahmad & Ming Chien Lo & Olena Staveley-O’Carroll, 2019, "Nonlinearities in the real exchange rates: new evidence from developed and developing countries," Applied Economics, Taylor & Francis Journals, volume 51, issue 25, pages 2731-2743, May, DOI: 10.1080/00036846.2018.1558354.
- Firat Bilgel & Burhan Can Karahasan, 2019, "Thirty Years of Conflict and Economic Growth in Turkey: A Synthetic Control Approach," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 5, pages 609-631, July, DOI: 10.1080/10242694.2017.1389582.
- Zacharias Psaradakis & Marián Vávra, 2019, "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 2, pages 248-262, February, DOI: 10.1080/07474938.2016.1261015.
- Sven Schreiber, 2019, "The estimation uncertainty of permanent-transitory decompositions in co-integrated systems," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 3, pages 279-300, March, DOI: 10.1080/07474938.2016.1235257.
- Andrés Ramírez Hassan & Santiago Montoya Blandón, 2019, "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 3, pages 301-318, March, DOI: 10.1080/07474938.2016.1261062.
- Arnaud Dufays & Jeroen V. K. Rombouts, 2019, "Sparse Change-point HAR Models for Realized Variance," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 8, pages 857-880, September, DOI: 10.1080/07474938.2018.1454366.
- Stephan Smeekes & Joakim Westerlund, 2019, "Robust block bootstrap panel predictability tests," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 9, pages 1089-1107, October, DOI: 10.1080/07474938.2018.1536102.
- Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019, "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 526, pages 831-843, April, DOI: 10.1080/01621459.2018.1448827.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019, "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 1, pages 1-12, January, DOI: 10.1080/07350015.2016.1255216.
- M. Bee & J. Hambuckers & L. Trapin, 2019, "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 8, pages 1255-1266, August, DOI: 10.1080/14697688.2019.1580762.
- Francisco (F.) Blasques & Marc Nientker, 2019, "Transformed Perturbation Solutions for Dynamic Stochastic General Equilibrium Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-012/III, Feb, revised 09 Feb 2020.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk, 2019, "Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-025/III, Apr.
- Kleijnen, Jack & van Beers, W.C.M., 2019, "Statistical Tests for Cross-Validation of Kriging Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-022.
- Martin Burda & Louis Belisle, 2019, "Copula Multivariate GARCH Model with Constrained Hamiltonian Monte Carlo," Working Papers, University of Toronto, Department of Economics, number tecipa-638, Apr.
- Marco Bee & Julien Hambuckers & Luca Trapin, 2019, "An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution," DEM Working Papers, Department of Economics and Management, number 2019/11.
- David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019, "Fast and wild: Bootstrap inference in Stata using boottest," Stata Journal, StataCorp LLC, volume 19, issue 1, pages 4-60, March, DOI: 10.1177/1536867X19830877.
- Sylvain Barde, 2019, "Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion," Studies in Economics, School of Economics, University of Kent, number 1908, Jun.
- Eckhard Platen & Renata Rendek, 2019, "Dynamics of a Well-Diversified Equity Index," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 398, Jan.
- Kylie-Anne Richards & William T. M. Dunsmuir & Gareth W. Peters, 2019, "Score Test for Marks in Hawkes Processes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 405, May.
- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019, "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers, University of Verona, Department of Economics, number 15/2019, Oct.
- Gričar Sergej & Baldigara Tea, 2019, "An explorative study of tourism time series: Evidence from Slovenia and Croatia," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 5, issue 2, pages 101-116, December, DOI: 10.2478/crebss-2019-0015.
- Berezka Kateryna & Kovalchuk Olha, 2019, "Modelling Factors Connected with the Effect of International Migration for Security and Economy," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 23, issue 4, pages 30-42, December, DOI: 10.15611/eada.2019.4.03.
- Mościbrodzka Monika & Homa Magdalena, 2019, "The efficiency of an investing in investment funds in the context of a longevity," Journal of Economics and Management, Paradigm, volume 38, issue 4, pages 107-128, December, DOI: 10.22367/jem.2019.38.06.
- Barańska Anna, 2019, "Linear and Nonlinear Weighing of Property Features," Real Estate Management and Valuation, Paradigm, volume 27, issue 1, pages 59-68, March, DOI: 10.2478/remav-2019-0006.
- Maryna Zenkova & Robert Ślepaczuk, 2019, "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-02.
- Michał Latoszek & Robert Ślepaczuk, 2019, "Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-14.
- Kamil Korzeń & Robert Ślepaczuk, 2019, "Hybrid Investment Strategy Based on Momentum and Macroeconomic Approach," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-17.
- Rodriguez Castelan,Carlos & Araar,Abdelkrim & Malasquez Carbonel,Eduardo Alonso & Olivieri,Sergio Daniel & Vishwanath,Tara, 2019, "Distributional Effects of Competition : A Simulation Approach," Policy Research Working Paper Series, The World Bank, number 8838, May.
- Dang,Hai-Anh H. & Verme,Paolo, 2019, "Estimating Poverty for Refugee Populations : Can Cross-Survey Imputation Methods Substitute for Data Scarcity ?," Policy Research Working Paper Series, The World Bank, number 9076, Dec.
- Elisabeth Christen & Michael Pfaffermayr & Yvonne Wolfmayr, 2019, "Trade Costs in Services. Firm Survival, Firm Growth and Implied Changes in Employment," WIFO Working Papers, WIFO, number 593, Dec.
- James G. MacKinnon, 2019, "How cluster‐robust inference is changing applied econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 52, issue 3, pages 851-881, August, DOI: 10.1111/caje.12388.
- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019, "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, volume 87, issue 4, pages 1397-1432, July, DOI: 10.3982/ECTA14075.
- Sebastian Kripfganz & Claudia Schwarz, 2019, "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 4, pages 526-546, June, DOI: 10.1002/jae.2681.
- Konon, Alexander & Kritikos, Alexander S., 2019, "Prediction based on entrepreneurship-prone personality profiles: sometimes worse than the toss of a coin," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 53, issue 1, pages 1-20.
- Dang, Hai-Anh H. & Lokshin, Michael M. & Abanokova, Kseniya & Bussolo, Maurizio, 2019, "Inequality and Welfare Dynamics in the Russian Federation during 1994-2015," GLO Discussion Paper Series, Global Labor Organization (GLO), number 297.
- Dang, Hai-Anh H. & Verme, Paolo, 2019, "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 429.
- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019, "Bootstrap methods for inference in the Parks model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-39.
- Chen, Siyan & Desiderio, Saul, 2019, "Job duration and inequality," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-44.
- Hong, Sanghyun, 2019, "Meta-analysis and publication bias: How well does the FAT-PET-PEESE procedure work? A replication study of Alinaghi & Reed (Research Synthesis Methods, 2018)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-22, DOI: 10.18718/81781.13.
- Reed, W. Robert, 2019, "Meta-analysis and publication bias: How well does the FAT-PET-PEESE procedure work? A reply to Hong (International Journal for Re-Views in Empirical Economics, 2019)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-4, DOI: 10.18718/81781.14.
- Döhrn, Roland, 2019, "Comparing forecast accuracy in small samples," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 833, DOI: 10.4419/86788966.
- Finkler, Sebastian, 2019, "Old-age poverty: The household perspective : a microsimulation approach of pension entitlements in Germany," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203518.
- Monschang, Verena & Wilfling, Bernd, 2019, "Sup-ADF-style bubble detection methods under test," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203568.
- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019, "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203609.
2018
- Thomas Brenner & Matthias Duschl, 2018, "Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 3, pages 745-772, October, DOI: 10.1007/s10614-017-9775-4.
- Amadeo Fuenmayor & Rafael Granell & Mauro Mediavilla, 2018, "The effects of separate taxation on labor participation of married couples. An empirical analysis using propensity score," Review of Economics of the Household, Springer, volume 16, issue 2, pages 541-561, June, DOI: 10.1007/s11150-016-9345-x.
- Elena Bugudui & Ghenadie Ciobanu, 2018, "The Development of the Digital Economy in the Context of Regional Development in Romania," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1, pages 213-220, March.
- Boros, Péter, 2018, "A hitelértékelési kiigazítás tőketartalékolásának új szabályozása
[New regulation of the Credit Valuation Adjustment for capital reserves]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 161-184, DOI: 10.18414/KSZ.2018.2.161. - Nusrat Fatema, 2018, "Stimulation of Efficient Employee Performance through Human Resource Management Practices: A Study on the Health Care Sector of Bangladesh," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 1, pages 1-18, January.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201810.
- Francesco Caloia & Andrea Cipollini & Silvia Muzzioli, 2018, "On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0131, Sep.
- Taro Ohno & Takahiro Kodama & Ryutaro Matsumoto, 2018, "Decomposition Approach on Changes in Redistributive Effects of Taxes and Social Insurance Premiums," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 14, issue 4, pages 777-802, July.
- Jørgen Vitting Andersen & Philippe de Peretti, 2018, "New method to detect convergence in simple multi-period market games with infinite large strategy spaces," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18038, Dec.
- Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018, "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 18-12, Oct.
- Francis Petterini & Diogo Signor & Pedro Santos, 2018, "O limítrofe do horário de verão: análises quase-experimentais do consumo de energia elétrica na Bahia e no Tocantins [The daylight saving borderline: quasi-experimental analysis of the electric power consumption in Bahia and Tocantins]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 28, issue 3, pages 943-964, September.
- Chakraborty, Lekha & Singh, Yadawendra, 2018, "Fiscal Policy, as the "Employer of Last Resort": Impact of MGNREGS on Labour Force Participation Rates in India," Working Papers, National Institute of Public Finance and Policy, number 18/210, Feb.
- Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 1-49.
- Andreas Kaeck, 2018, "Variance-of-Variance Risk Premium," Review of Finance, European Finance Association, volume 22, issue 4, pages 1549-1579.
- Kerstin Bruckmeier & Jürgen Wiemers, 2018, "Benefit Take-Up and Labor Supply Incentives of Interdependent Means-Tested Benefit Programs for Low-Income Households," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 4, pages 583-604, December, DOI: 10.1057/s41294-017-0041-5.
- Bo Jiang & Bruce Philp & Zhongmin Wu, 2018, "Macro stress testing in the banking system of China," Journal of Banking Regulation, Palgrave Macmillan, volume 19, issue 4, pages 287-298, November, DOI: 10.1057/s41261-017-0057-9.
- Pedro Cosme da Costa Vieira, 2018, "The impact of corruption on economic growth, a bootstrapping analysis," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 612, Dec.
- Пигнастый, Олег, 2018, "Синтез Программного Управления Операционными Параметрами Поточной Линии
[Synthesis of program control of operational parameters of a production line]," MPRA Paper, University Library of Munich, Germany, number 102418, May, revised 25 May 2018. - Ghazouani, tarek, 2018, "Reexamining the Foreign direct investment, Renewable energy consumption and Economic growth nexus: Evidence from a new Bootstrap ARDL test for Cointegration," MPRA Paper, University Library of Munich, Germany, number 103348, Nov, revised 11 Sep 2020.
- Adkins, Lee, 2018, "Using GRETL for Principles of Econometrics, 5th edition," MPRA Paper, University Library of Munich, Germany, number 123799, Nov.
- Bensalma, Ahmed, 2018, "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper, University Library of Munich, Germany, number 84969, Mar.
- Lee, David, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper, University Library of Munich, Germany, number 85575, Mar.
- Sokolovskyi, Dmytro, 2018, "Analysis of dependencies between state tax behavior and macroeconomic indicators," MPRA Paper, University Library of Munich, Germany, number 86417, Apr.
- Baum, Anja & Eyraud, Luc & Hodge, Andrew & Jarmuzek, Mariusz & Kim, Young & Mbaye, Samba & Ture, Elif, 2018, "How to calibrate fiscal rules : a primer," MPRA Paper, University Library of Munich, Germany, number 86423, Mar.
- Habimana, Olivier, 2018, "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 87823, Jun.
- Chtcheva, Iuliia & Mahmudov, Telman & Podzorova, Marina, 2018, "Методика Классификационно-Регрессионного Анализа Районов По Показателям Сельского Хозяйства (На Примере Тульской Области)
[Methods classification and regression analysis areas on indicators of agriculture (on the example of Tula region)]," MPRA Paper, University Library of Munich, Germany, number 88657, Aug. - Chan, Kemin & Hong, Yu, 2018, "Simulation of Spar Type Floating Offshore Wind Turbine Subjected to Misaligned Wind-Wave Loading Using Conservation of Momentum Method," MPRA Paper, University Library of Munich, Germany, number 88777, Sep.
- Legrand, Romain, 2018, "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper, University Library of Munich, Germany, number 88925, Sep.
- Kounetas, Kostas & Napolitano, Oreste & Stavropoulos, Spyridon & Burger, Martijn, 2018, "European Regional Productive Performance under a Metafrontier Framework. The role of patents and human capital on technology gap?," MPRA Paper, University Library of Munich, Germany, number 88957, Jan, revised 17 Jul 2018.
- Ghazouani, tarek, 2018, "Re-examining the Foreign direct investment, Renewable energy consumption and Economic growth nexus: Evidence from a new Bootstrap ARDL test for Cointegration," MPRA Paper, University Library of Munich, Germany, number 89975, Nov.
- Crudu, Federico & Neri, Laura & Tiezzi, Silvia, 2018, "Family Ties and Children Obesity in Italy," MPRA Paper, University Library of Munich, Germany, number 90360, Apr, revised 15 Oct 2018.
- Sandoval Paucar, Giovanny, 2018, "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad
[Spillovers effects on financial markets of Colombia. Identification through heteroskedasticity]," MPRA Paper, University Library of Munich, Germany, number 90422, Dec. - Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
- Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018, "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 91136, May.
- Radanliev, Petar & De Roure, David & Nicolescu, Razvan & Huth, Michael & Mantilla Montalvo, Rafael & Cannady, Stacy & Burnap, Peter, 2018, "Future developments in cyber risk assessment for the internet of things," MPRA Paper, University Library of Munich, Germany, number 92567, Sep, revised Sep 2018.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018, "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201870, Nov.
- Milan Bašta, 2018, "Time series forecasting with a prior wavelet-based denoising step," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2018, issue 1, pages 5-24, DOI: 10.18267/j.aop.592.
- Milan Fičura & Jiří Witzany, 2018, "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 3, pages 5-20, DOI: 10.18267/j.efaj.211.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2018, "Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors," Working Paper, Economics Department, Queen's University, number 1399, Mar.
- David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2018, "Fast And Wild: Bootstrap Inference In Stata Using Boottest," Working Paper, Economics Department, Queen's University, number 1406, Nov.
- Léopold Simar & Valentin Zelenyuk, 2018, "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP072018, Sep.
- Robin C. Sickles & Wonho Song & Valentin Zelenyuk, 2018, "Econometric Analysis of Productivity: Theory and Implementation in R," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082018, Sep.
- Haroon Mumtaz & Alberto Musso, 2018, "The evolving impact of global, region-specific and country-specific uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 866, Sep.
- Nikita Petrov & Tatiana Ratnikova, 2018, "Analysis of the joint distribution of stock and art indices: Attempt of a copular approach," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 52, pages 46-61.
- Weilin Xiao & Jun Yu, 2018, "Asymptotic Theory for Rough Fractional Vasicek Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2018, Mar.
- Liyao Li & Zhenlin Yang, 2018, "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2018, Aug.
- Basim Abbas Kraidy JASSMY & Cristian-Silviu BANACU & Zaki Muhammad Abbas BHAYA, 2018, "Strategic Orientation and External Environment on Organizational Commitment," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 3, issue 1, pages 39-57, June.
- Autcha Araveeporn, 2018, "A Comparison of Parameter Estimation of Logistic Regression model by Maximum Likelihood, Ridge Regression, Markov Chain Monte Carlo Methods," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409196, Jun.
- Roser Bono & María J. Blanca & Rafael Alarcón & Jaume Arnau, 2018, "The Effects Of Autocorrelation And Number Of Repeated Measures On Glmm Robustness With Ordinal Data," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7309082, Nov.
- María J. Blanca & Roser Bono & Jaume Arnau & Rafael Alarcón & Juana Gómez-Benito, 2018, "Which Are The Most Common Distributions In Social, Health, And Education Sciences?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7309086, Nov.
- Kamil Polak, 2018, "Investors’ Reaction to a Published Recommendation (Wplyw opublikowanej rekomendacji na reakcje inwestorow)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 127-135.
- Gábor Békés & Péter Harasztosi, 2018, "Grid and shake: spatial aggregation and the robustness of regionally estimated elasticities," The Annals of Regional Science, Springer;Western Regional Science Association, volume 60, issue 1, pages 143-170, January, DOI: 10.1007/s00168-017-0849-y.
- Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018, "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, volume 33, issue 1, pages 443-465, March, DOI: 10.1007/s00180-017-0715-5.
- Manh D. Pham & Valentin Zelenyuk, 2018, "Slack-based directional distance function in the presence of bad outputs: theory and application to Vietnamese banking," Empirical Economics, Springer, volume 54, issue 1, pages 153-187, February, DOI: 10.1007/s00181-017-1232-7.
- Dong-Yop Oh & Hyejin Lee & Ming Meng, 2018, "More powerful threshold cointegration tests," Empirical Economics, Springer, volume 54, issue 3, pages 887-911, May, DOI: 10.1007/s00181-017-1243-4.
- Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018, "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, volume 55, issue 4, pages 1717-1755, December, DOI: 10.1007/s00181-017-1343-1.
- K. P. M. Winssen & R. C. Kleef & W. P. M. M. Ven, 2018, "Can premium differentiation counteract adverse selection in the Dutch supplementary health insurance? A simulation study," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 5, pages 757-768, June, DOI: 10.1007/s10198-017-0918-2.
- Caroline Orset, 2018, "People’s perception and cost-effectiveness of home confinement during an influenza pandemic: evidence from the French case," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 9, pages 1335-1350, December, DOI: 10.1007/s10198-018-0978-y.
- Gordon H. Dash & Nina Kajiji & Domenic Vonella, 2018, "The role of supervised learning in the decision process to fair trade US municipal debt," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, volume 6, issue 1, pages 139-168, June, DOI: 10.1007/s40070-018-0079-2.
- G. Dosi & M. C. Pereira & M. E. Virgillito, 2018, "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 1, pages 173-193, April, DOI: 10.1007/s11403-017-0193-4.
- Panayiotis Tzeremes & Nickolaos G. Tzeremes, 2018, "A convergence assessment of water price rates: evidence from major U.S. cities," Letters in Spatial and Resource Sciences, Springer, volume 11, issue 3, pages 361-368, October, DOI: 10.1007/s12076-018-0218-1.
- Georg P. Mueller, 2018, "When the search for truth fails: A computer simulation of the impact of the publication bias on the meta-analysis of scientific literature," Scientometrics, Springer;Akadémiai Kiadó, volume 117, issue 3, pages 2061-2076, December, DOI: 10.1007/s11192-018-2942-0.
- Ana Suárez Álvarez & Ana Jesús López Menéndez, 2018, "Assessing Changes Over Time in Inequality of Opportunity: The Case of Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 139, issue 3, pages 989-1014, October, DOI: 10.1007/s11205-017-1759-1.
- Aleksandr M. Batkovskiy & Natalya S. Efimova & Vyacheslav D. Kalachanov & Elena G. Semenova & Alena V. Fomina & Viktor M. Balashov, 2018, "Evaluation of the efficiency of industrial management in high-technology industries," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 2, pages 577-590, December, DOI: 10.9770/jesi.2018.6.2(8).
- Marian Vavra, 2018, "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2018, Mar.
- Zacharias Psaradakis & Marian Vavra, 2018, "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2018, Oct.
- Anton Kolotilin & Valentyn Panchenko, 2018, "Estimation of a Scale-Free Network Formation Model," Discussion Papers, School of Economics, The University of New South Wales, number 2018-10, Jun.
- Antonia Arsova & Deniz Dilan Karaman Örsal, 2018, "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 10, pages 1033-1050, November, DOI: 10.1080/07474938.2016.1183070.
- Artūras Juodis & Vasilis Sarafidis, 2018, "Fixed T dynamic panel data estimators with multifactor errors," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 8, pages 893-929, September, DOI: 10.1080/00927872.2016.1178875.
- Fabio Sanches & Daniel Silva Junior & Sorawoot Srisuma, 2018, "Minimum Distance Estimation of Search Costs Using Price Distribution," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 658-671, October, DOI: 10.1080/07350015.2016.1247003.
- Rasmus T. Varneskov & Pierre Perron, 2018, "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 3, pages 371-393, March, DOI: 10.1080/14697688.2017.1329591.
- Ehsan Mehdad & Jack P. C. Kleijnen, 2018, "Efficient global optimisation for black-box simulation via sequential intrinsic Kriging," Journal of the Operational Research Society, Taylor & Francis Journals, volume 69, issue 11, pages 1725-1737, November, DOI: 10.1080/01605682.2017.1409154.
- Fethi Ogunc & Mustafa Utku Ozmen & Cagri Sarikaya, 2018, "Inflation Dynamics in Turkey from a Bayesian Perspective," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1810.
- Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018, "Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-063/III, Aug.
- Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018, "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-076/III, Oct.
- Kleijnen, J.P.C. & van Beers, W.C.M., 2018, "Prediction for Big Data through Kriging : Small Sequential and One-Shot Designs," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-022.
- Martin Burda & Remi Daviet, 2018, "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers, University of Toronto, Department of Economics, number tecipa-618, Sep.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018, "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-623, Nov.
- Marco Bee & Julien Hambuckers & Luca Trapin, 2018, "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," DEM Working Papers, Department of Economics and Management, number 2018/08.
- Angelo Ranaldo & Paolo Santucci de Magistris, 2018, "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1823, Nov, revised Oct 2019.
- Ivan Mendieta-Munoz & Mengheng Li, 2018, "Are long-run output growth rates falling?," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2018_02.
- Ślepaczuk Robert & Zenkova Maryna, 2018, "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Central European Economic Journal, Paradigm, volume 5, issue 52, pages 186-205, January, DOI: 10.1515/ceej-2018-0022.
- Berezka Kateryna & Kovalchuk Olha, 2018, "Correspondence Analysis as a Tool for Computer Modeling of Sustainable Development," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 22, issue 4, pages 9-23, December, DOI: 10.15611/eada.2018.4.01.
- Tilca Magnolia & Mare Elisabeta & Apatean Anca, 2018, "A Model to Measure the Performance of Human Resources in Organisations," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 28, issue 1, pages 57-73, March, DOI: 10.2478/sues-2018-0005.
- Richard T. Carson & Mikołaj Czajkowski, 2018, "A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-04.
- Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018, "Momentum and contrarian effects on the cryptocurrency market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-09.
- Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-18.
- Przemysław Ryś & Robert Ślepaczuk, 2018, "Machine learning in algorithmic trading strategy optimization - implementation and efficiency," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-25.
- Dinghai Xu & Jingru Ji & Donghua Wang, 2018, "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Working Papers, University of Waterloo, Department of Economics, number 1806, Jan, revised 09 Jan 2018.
- Dang,Hai-Anh H., 2018, "To impute or not to impute ? a review of alternative poverty estimation methods in the context of unavailable consumption data," Policy Research Working Paper Series, The World Bank, number 8403, Apr.
- Dang,Hai-Anh H. & Lokshin,Michael M. & Abanokova,Ksenia & Bussolo,Maurizio, 2018, "Inequality and Welfare Dynamics in the Russian Federation during 1994-2015," Policy Research Working Paper Series, The World Bank, number 8629, Oct.
- Ehsan Mehdad & Jack P.C. Kleijnen, 2018, "Stochastic intrinsic Kriging for simulation metamodeling," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 34, issue 3, pages 322-337, May, DOI: 10.1002/asmb.2300.
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