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:

1. Bootstrap Methods

2018

• Vasile BRÄ‚TIAN, 2018, "Evaluation of Options using the Monte Carlo Method and the Entropy of Information," Expert Journal of Economics, Sprint Investify, volume 6, issue 2, pages 35-43.
• Dejan Zivkov & Suzana Balaban & Jasmina Djuraskovic, 2018, "What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 5, pages 491-512, October.
• Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner, 2018, "Inference in Bayesian Proxy-SVARs," Working Papers, FEDEA, number 2018-13, Nov.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018, "Inference in Bayesian Proxy-SVARs," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-16, Dec, DOI: 10.29338/wp2018-16.
• Mark Bognanni, 2018, "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1811, Sep, DOI: 10.26509/frbc-wp-201811.
• Bo E. Honore & Luojia Hu, 2018, "Easy Bootstrap-Like Estimation of Asymptotic Variances," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-11, Jun, DOI: 10.21033/wp-2018-11.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018, "Inference in Bayesian Proxy-SVARs," Working Papers, Federal Reserve Bank of Philadelphia, number 18-25/R, Nov, DOI: 10.21799/frbp.wp.2018.25.
• Violeta Duță, 2018, "Relaţia dintre cursul de schimb valutar şi preţul bursier al băncilor comerciale pe piaţa financiară din România," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 89-103, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-29, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-29, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-28, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-28, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-29, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Abdelkader Derbali & Lamia Jamel, 2018, "Dependence of default probability and recovery rate in structural credit risk models: Case of Greek banks," Post-Print, HAL, number hal-01695998, DOI: 10.1007/s13132-017-0473-1.
• Stéphane Loisel, 2018, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013430, May.
• Stéphane Loisel, 2018, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013437, Mar.
• Jorge Miguel Bravo & Najat El Mekkaoui de Freitas, 2018, "Valuation of longevity-linked life annuities," Post-Print, HAL, number hal-04233592, DOI: 10.1016/j.insmatheco.2017.09.009.
• David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers, HAL, number hal-01758922, Apr.
• Yamin Ahmad & Ming Chien Lo & Olena Staveley-O'Carroll, 2018, "Nonlinearities in the Real Exchange Rates: New Evidence from Developed and Developing Countries," Working Papers, College of the Holy Cross, Department of Economics, number 1813, Dec.
• Ma, Lin, 2018, "Importance of Demand and Supply Shocks for Oil Price Variations," Working Paper Series, Norwegian University of Life Sciences, School of Economics and Business, number 10-2018, Sep.
• Arlyana Abubakar & Rieska Indah Astuti & Rini Oktapiani, 2018, "Selection Of Early Warning Indicator To Identify Distress In The Corporate Sector: Crisis Prevention Strengthening Efforts," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 3, pages 343-374, January, DOI: https://doi.org/10.21098/bemp.v20i3.
• Bernard Njindan Iyke, 2018, "Macro Determinants Of The Real Exchange Rate In A Small Open Small Island Economy:Evidence From Mauritius Via Bma," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 57-80, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Luigi Grossi & Fany Nan, 2018, "The influence of renewables on electricity price forecasting: a robust approach," Working Papers, Institut d'Economia de Barcelona (IEB), number 2018/10.
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018, "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/18, Aug.
• Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018, "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP56/18, Sep.
• Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018, "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 626.
• Robert Tanton, 2018, "Spatial Microsimulation: Developments and Potential Future Directions," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 1, pages 143-161.
• Mauri Kotamäki & Jukka Mattila & Jussi Tervola, 2018, "Distributional Impacts of Behavioral Effects – Ex-Ante Evaluation of the 2017 Unemployment Insurance Reform in Finland," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 2, pages 146-168.
• Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018, "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 100-121.
• Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018, "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime APPENDIX," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 122-133.
• Cathal O’Donoghue & Jinjing Li & Ilona Cserháti & Péter Elek & Tibor Keresztély & Tibor Takács, 2018, "The Distributional Impact of VAT Reduction for Food in Hungary: Results from a Hungarian Microsimulation Model," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 2-38.
• Chandan Kumar, 2018, "Role of bidding method and risk allocation in the performance of public private partnership (PPP) projects," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2018-013, Mar.
• Manuel Gebetsberger & Reto Stauffer & Georg J. Mayr & Achim Zeileis, 2018, "Skewed logistic distribution for statistical temperature post-processing in mountainous areas," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-06, Jun.
• Andreas Groll & Julien Hambuckers & Thomas Kneib & Nikolaus Umlauf, 2018, "LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-16, Aug.
• Hai-Anh Dang & Dean Jolliffe & Calogero Carletto, 2018, "Data gaps, data incomparability, and data imputation: A review of poverty measurement methods for data-scarce environments," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 456, Feb.
• Alessi, Lucia & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita & Menyhert, Balint & Pagano, Andrea, 2018, "The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour?," JRC Research Reports, Joint Research Centre, number JRC111606, May.
• Paulo M.D.C. Parente & Richard J. Smith, 2018, "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/55, Nov.
• Paulo M.D.C. Parente & Richard J. Smith, 2018, "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/59, Nov.
• Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2018, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers, IZA Network @ LISER, number 11862, Sep.
• Konon, Alexander & Kritikos, Alexander S., 2018, "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," IZA Discussion Papers, IZA Network @ LISER, number 11880, Oct.
• Planas, Christophe & Rossi, Alessandro, 2018, "The slice sampler and centrally symmetric distributions," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2018-11, Nov.
• Zhenxi Chen & Thomas Lux, 2018, "Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 3, pages 711-744, October, DOI: 10.1007/s10614-016-9638-4.
• 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.

2017

• Patrick GAGLIARDINI & Olivier SCAILLET, 2017, "A Specification Test for Nonparametric Instrumental Variable Regression," Annals of Economics and Statistics, GENES, issue 128, pages 151-202, DOI: 10.15609/annaeconstat2009.128.0151.
• Stelios Arvanitis & Nikolas Topalogou, 2017, "Testing for Prospect and Markowitz stochastic dominance efficiency," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201701, Jan.
• Fadel Hamid Hadi ALHUSSEINI, 2017, "Selection Of Variables Influencing Iraqi Banks Deposits By Using New Bayesian Lasso Quantile Regression," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 6, issue 1, pages 46-59, JULY.
• Zapata, Samuel D. & Ribera, Luis A. & Palma, Marco A., None, "Effect of Production Parameters on the Economic Feasibility of a Biofuel Enterprise," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 49, issue 3, DOI: 10.22004/ag.econ.352110.
• MacKinnon, James G. & Webb, Matthew D., 2017, "The Wild Bootstrap for Few (Treated) Clusters," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274690, Nov, DOI: 10.22004/ag.econ.274690.
• Djogbenou, Antoine & MacKinnon, James G. & Orregaard Nielsen, Morten, 2017, "Validity of Wild Bootstrap Inference with Clustered Errors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274709, Jun, DOI: 10.22004/ag.econ.274709.
• MacKinnon, James G. & Orregaard Nielsen, Morten & Webb, Matthew D., 2017, "Bootstrap and Asymptotic Inference with Multiway Clustering," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274712, Aug, DOI: 10.22004/ag.econ.274712.
• MacKinnon, James G. & Webb, Matthew D., 2017, "Pitfalls when Estimating Treatment Effects Using Clustered Data," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274713, Sep, DOI: 10.22004/ag.econ.274713.
• Martin PAŽICKÃ, 2017, "Stock Price Simulation Using Bootstrap And Monte Carlo," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 2, pages 155-170, June.
• Fatih Tüysüz, 2017, "A Hybrid Multi-Criteria Analysis Approach for the Assessment of Renewable Energy Resources Under Uncertainty," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 5, issue 2, pages 317-328, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Papers, arXiv.org, number 1703.10639, Mar, revised Apr 2017.
• David T. Frazier & Tatsushi Oka & Dan Zhu, 2017, "Indirect Inference with a Non-Smooth Criterion Function," Papers, arXiv.org, number 1708.02365, Aug, revised Jul 2019.
• Lenard Lieb & Stephan Smeekes, 2017, "Inference for Impulse Responses under Model Uncertainty," Papers, arXiv.org, number 1709.09583, Sep, revised Oct 2019.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Institute for Fiscal Studies, number 49/17, Nov, DOI: 10.1920/wp.cem.2017.4917.
• Maryna Tatar & Olena Sergienko & Sergii Kavun & Lidiya Guryanova, 2017, "Complex of Management Models of the Enterprise Competitiveness for Steel Industry in the Currency Instable Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 102-124.
• Andrea Nocera, 2017, "Causes and Effects of Negative Definite Covariance Matrices in Swamy Type Random Coefficient Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1704, Jun.
• Zacharias Psaradakis & Marián Vávra, 2017, "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1706, Oct.
• Nicola Curci & Marco Savegnago & Marika Cioffi, 2017, "BIMic: the Bank of Italy microsimulation model for the Italian tax and benefit system," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 394, Sep.
• Daniele Coin, 2017, "A goodness-of-fit test for Generalized Error Distribution," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1096, Feb.
• F. Borel-Mathurin & S. Loisel & J. Segers, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats Economiques et financiers, Banque de France, number 32.
• Legrand D. F. Saint-Cyr & Laurent Piet, 2017, "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 66, issue 4, pages 777-795, August.
• BRATIAN Vasile, 2017, "Options Evaluation Using Monte Carlo Simulation," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 4, pages 30-42, November.
• Jonnathan R. Cáceres Santos, 2017, "Riesgo de contagio en el sistema financiero boliviano – Análisis a través de redes de pagos interbancarios y del financiamiento de operaciones de crédito a empresas," Revista de Análisis del BCB, Banco Central de Bolivia, volume 27, issue 2, pages 91-118, July - De.
• Chevallier Julien & Goutte Stéphane, 2017, "On the estimation of regime-switching Lévy models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 3-29, February, DOI: 10.1515/snde-2016-0048.
• Nazila Alinaghi & W. Robert Reed, 2017, "Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/04, Jul.
• Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017, "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/09, Nov.
• Ylenia Brilli, 2017, "Mother's Time Allocation, Child Care and Child Cognitive Development," CHILD Working Papers Series, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA, number 59 JEL Classification: D1.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series, CESifo, number 6432.
• Elise Coudin & Jean-Marie Dufour, 2017, "Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors," CIRANO Working Papers, CIRANO, number 2017s-06, Feb.
• Jorge A. Paz, 2017, "Desigualdad persistente. Un ejercicio con datos de Argentina (1993-2015)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 72.
• PREMINGER Arie & STORTI Giuseppe, 2017, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017015, Apr.
• Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017, "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2836, Jan.
• Kose, M. Ayhan & Ohnsorge, Franziska & Lakatos, Csilla & Stocker, Marc, 2017, "The Global Role of the U.S. Economy: Linkages, Policies and Spillovers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11836, Feb.
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017, "Identification and Estimation in Non-Fundamental Structural VARMA Models," Working Papers, Center for Research in Economics and Statistics, number 2017-08, May.
• Maurizio Baussola & Camilla Ferretti & Chiara Mussida, 2017, "Pitfall in labour market flows modeling: a Reappraisal," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dises1722, Feb.
• Carrasco, Marine & Kotchoni, Rachidi, 2017, "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, volume 33, issue 2, pages 479-526, April.
• Hounyo, Ulrich & Gonçalves, Sílvia & Meddahi, Nour, 2017, "Bootstrapping Pre-Averaged Realized Volatility Under Market Microstructure Noise," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 791-838, August.
• Zapata, Samuel D. & Ribera, Luis A. & Palma, Marco A., 2017, "Effect Of Production Parameters On The Economic Feasibility Of A Biofuel Enterprise," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 49, issue 3, pages 347-362, August.
• Cao, Jing & Stokes, Lynne, 2017, "Comparison of Different Ranking Methods in Wine Tasting," Journal of Wine Economics, Cambridge University Press, volume 12, issue 2, pages 203-210, May.
• Aleksandr Viktor CHERNOVALOV & Pavel Viktor CHERNOVALOV, 2017, "Instytucionalistics," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 1, pages 121-126, March.
• Mehmet B L KBA, 2017, "18. International symposium on econometrics operation research and statistics," Journal of Economics Library, EconSciences Journals, volume 4, issue 3, pages 402-403, September.
• Bahr Kadhim MOHAMMED & Monica ROMAN & Meshal Harbi ODAH & Ali SadigMohommed BAGER, 2017, "Testing Reliability: Factorial Design with Data from A Log-EpsilonSkew-Normal Distribution," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 143-160.
• Даниел Николаев, 2017, "Стойност Под Риск, Кохерентните Алтернативи Cvar И Evar – Ползи И Приложимост," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 5-23.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0997, Apr.
• Goh, Soo Khoon & Sam, Chung Yan & McNown, Robert, 2017, "Re-examining foreign direct investment, exports, and economic growth in asian economies using a bootstrap ARDL test for cointegration," Journal of Asian Economics, Elsevier, volume 51, issue C, pages 12-22, DOI: 10.1016/j.asieco.2017.06.001.
• Marks, Joseph M. & Musumeci, Jim, 2017, "Misspecification in event studies," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 333-341, DOI: 10.1016/j.jcorpfin.2017.05.003.
• Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017, "Bayesian estimation of agent-based models," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 26-47, DOI: 10.1016/j.jedc.2017.01.014.
• Jiang, Yonghong & Nie, He & Monginsidi, Joe Yohanes, 2017, "Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests," Economic Modelling, Elsevier, volume 64, issue C, pages 384-398, DOI: 10.1016/j.econmod.2017.04.012.
• Hu, Yang & Oxley, Les, 2017, "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, volume 64, issue C, pages 419-442, DOI: 10.1016/j.econmod.2017.02.022.
• Banerjee, Piyali & Arčabić, Vladimir & Lee, Hyejin, 2017, "Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market," Economic Modelling, Elsevier, volume 67, issue C, pages 114-124, DOI: 10.1016/j.econmod.2016.11.004.
• Lourme, Alexandre & Maurer, Frantz, 2017, "Testing the Gaussian and Student's t copulas in a risk management framework," Economic Modelling, Elsevier, volume 67, issue C, pages 203-214, DOI: 10.1016/j.econmod.2016.12.014.
• Dimitrakopoulos, Stefanos, 2017, "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, volume 150, issue C, pages 10-14, DOI: 10.1016/j.econlet.2016.10.035.
• Dimitrakopoulos, Stefanos & Dey, Dipak K., 2017, "Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target," Economics Letters, Elsevier, volume 154, issue C, pages 20-23, DOI: 10.1016/j.econlet.2017.02.012.
• Rao, Yao & McCabe, Brendan, 2017, "Is MORE LESS? The role of data augmentation in testing for structural breaks," Economics Letters, Elsevier, volume 155, issue C, pages 131-134, DOI: 10.1016/j.econlet.2017.03.033.
• Dimitrakopoulos, Stefanos, 2017, "The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation," Economics Letters, Elsevier, volume 155, issue C, pages 14-18, DOI: 10.1016/j.econlet.2017.02.039.
• Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017, "On weak identification in structural VARMA models," Economics Letters, Elsevier, volume 156, issue C, pages 1-6, DOI: 10.1016/j.econlet.2017.03.035.
• Cheng, Tingting & Yan, Cheng, 2017, "Evaluating the size of the bootstrap method for fund performance evaluation," Economics Letters, Elsevier, volume 156, issue C, pages 36-41, DOI: 10.1016/j.econlet.2017.03.028.
• Omay, Tolga & Emirmahmutoglu, Furkan & Denaux, Zulal S., 2017, "Nonlinear error correction based cointegration test in panel data," Economics Letters, Elsevier, volume 157, issue C, pages 1-4, DOI: 10.1016/j.econlet.2017.05.017.
• Kaffo, Maximilien & Wang, Wenjie, 2017, "On bootstrap validity for specification testing with many weak instruments," Economics Letters, Elsevier, volume 157, issue C, pages 107-111, DOI: 10.1016/j.econlet.2017.06.004.
• Zhang, Yonghui & Zhou, Qiankun & Jiang, Li, 2017, "Panel kink regression with an unknown threshold," Economics Letters, Elsevier, volume 157, issue C, pages 116-121, DOI: 10.1016/j.econlet.2017.05.033.
• Dias, Gustavo Fruet, 2017, "The time-varying GARCH-in-mean model," Economics Letters, Elsevier, volume 157, issue C, pages 129-132, DOI: 10.1016/j.econlet.2017.06.005.
• Yang, Lixiong & Lee, Chingnun & Su, Jen-Je, 2017, "Behavior of the standard Dickey–Fuller test when there is a Fourier-form break under the null hypothesis," Economics Letters, Elsevier, volume 159, issue C, pages 128-133, DOI: 10.1016/j.econlet.2017.07.016.
• Richard, Patrick, 2017, "Robust heteroskedasticity-robust tests," Economics Letters, Elsevier, volume 159, issue C, pages 28-32, DOI: 10.1016/j.econlet.2017.07.008.
• Jiang, Shifu, 2017, "The cause of an integral correction mechanism of the real exchange rate," Economics Letters, Elsevier, volume 161, issue C, pages 66-70, DOI: 10.1016/j.econlet.2017.09.022.
• Andrews, Donald W.K. & Shi, Xiaoxia, 2017, "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 275-287, DOI: 10.1016/j.jeconom.2016.09.010.
• Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017, "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 305-319, DOI: 10.1016/j.jeconom.2016.10.001.
• Hounyo, Ulrich, 2017, "Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 130-152, DOI: 10.1016/j.jeconom.2016.11.002.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2017, "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 10-28, DOI: 10.1016/j.jeconom.2017.01.002.
• Kristensen, Dennis & Salanié, Bernard, 2017, "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 189-208, DOI: 10.1016/j.jeconom.2016.10.008.
• Arvanitis, Stelios & Topaloglou, Nikolas, 2017, "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 253-270, DOI: 10.1016/j.jeconom.2017.01.006.
• Davidson, Russell, 2017, "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 228-236, DOI: 10.1016/j.jeconom.2017.08.005.
• Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017, "Change point and trend analyses of annual expectile curves of tropical storms," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 101-117, DOI: 10.1016/j.ecosta.2016.09.002.
• Kiviet, Jan F. & Pleus, Milan, 2017, "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 1-21, DOI: 10.1016/j.ecosta.2017.01.001.
• Psaradakis, Zacharias & Vávra, Marián, 2017, "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 50-60, DOI: 10.1016/j.ecosta.2016.11.005.
• Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2017, "Meta-analytic cointegrating rank tests for dependent panels," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 61-72, DOI: 10.1016/j.ecosta.2016.10.001.
• Kleijnen, Jack P.C., 2017, "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, volume 256, issue 1, pages 1-16, DOI: 10.1016/j.ejor.2016.06.041.
• Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2017, "Relevant states and memory in Markov chain bootstrapping and simulation," European Journal of Operational Research, Elsevier, volume 256, issue 1, pages 163-177, DOI: 10.1016/j.ejor.2016.06.006.
• Illukpitiya, Prabodh & Reddy, K.C. & Bansal, Ankit, 2017, "Modeling net energy balance of ethanol production from native warm season grasses," Energy Economics, Elsevier, volume 64, issue C, pages 346-352, DOI: 10.1016/j.eneco.2017.04.008.
• Aquila, Giancarlo & Rotela Junior, Paulo & de Oliveira Pamplona, Edson & de Queiroz, Anderson Rodrigo, 2017, "Wind power feasibility analysis under uncertainty in the Brazilian electricity market," Energy Economics, Elsevier, volume 65, issue C, pages 127-136, DOI: 10.1016/j.eneco.2017.04.027.
• Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan, 2017, "Bayesian calibration and number of jump components in electricity spot price models," Energy Economics, Elsevier, volume 65, issue C, pages 375-388, DOI: 10.1016/j.eneco.2017.04.022.
• Farzanegan, Mohammad Reza & Habibpour, Mohammad Mahdi, 2017, "Resource rents distribution, income inequality and poverty in Iran," Energy Economics, Elsevier, volume 66, issue C, pages 35-42, DOI: 10.1016/j.eneco.2017.05.029.
• Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2017, "Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost," Energy Economics, Elsevier, volume 67, issue C, pages 300-314, DOI: 10.1016/j.eneco.2017.08.023.
• Eom, Cheoljun & Park, Jong Won, 2017, "Effects of common factors on stock correlation networks and portfolio diversification," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 1-11, DOI: 10.1016/j.irfa.2016.11.007.
• Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017, "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 113-127, DOI: 10.1016/j.irfa.2016.12.010.
• Degiannakis, Stavros & Potamia, Artemis, 2017, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 176-190, DOI: 10.1016/j.irfa.2016.10.008.
• Smith, Simon C., 2017, "Equity premium estimates from economic fundamentals under structural breaks," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 49-61, DOI: 10.1016/j.irfa.2017.04.011.
• Mendes, Beatriz Vaz de Melo & Lavrado, Rafael Coelho, 2017, "Implementing and testing the Maximum Drawdown at Risk," Finance Research Letters, Elsevier, volume 22, issue C, pages 95-100, DOI: 10.1016/j.frl.2017.06.001.
• Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017, "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 207-223, DOI: 10.1016/j.jfs.2016.03.001.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2017, "Common and country specific economic uncertainty," Journal of International Economics, Elsevier, volume 105, issue C, pages 205-216, DOI: 10.1016/j.jinteco.2017.01.007.
• Hao, Xuemiao & Liang, Chunli & Wei, Linghua, 2017, "Evaluation of credit value adjustment in K-forward," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 95-103, DOI: 10.1016/j.insmatheco.2017.07.004.
• García-Céspedes, Rubén & Moreno, Manuel, 2017, "An approximate multi-period Vasicek credit risk model," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 105-113, DOI: 10.1016/j.jbankfin.2017.05.002.
• Buncic, Daniel & Gisler, Katja I.M., 2017, "The role of jumps and leverage in forecasting volatility in international equity markets," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 1-19, DOI: 10.1016/j.jimonfin.2017.09.001.
• Padmakumari, Lakshmi & S., Maheswaran, 2017, "A new statistic to capture the level dependence in stock price volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 355-362, DOI: 10.1016/j.qref.2016.12.001.
• Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017, "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 56-64, DOI: 10.1016/j.regsciurbeco.2017.04.005.
• Mezghani, Imed & Ben Haddad, Hedi, 2017, "Energy consumption and economic growth: An empirical study of the electricity consumption in Saudi Arabia," Renewable and Sustainable Energy Reviews, Elsevier, volume 75, issue C, pages 145-156, DOI: 10.1016/j.rser.2016.10.058.
• Cai, Yumei & Cui, Xiaomei & Huang, Qianyun & Sun, Jianqiang, 2017, "Hierarchy, cluster, and time-stable information structure of correlations between international financial markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 562-573, DOI: 10.1016/j.iref.2017.07.024.
• Smimou, K., 2017, "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 461-479, DOI: 10.1016/j.ribaf.2017.04.030.
• M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017, "The Global Role of the U.S. Economy: Linkages, Policies and Spillovers," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-13, Feb.
• Altaras Penda Ivor, 2017, "Je li dobit kompanija dobar prediktor za kretanje cijena dionica na ZSE?," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 5, issue 1, pages 29-60.
• Dassios, Angelos & Zhao, Hongbiao, 2017, "Efficient simulation of clustering jumps with CIR intensity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 74205, Nov.
• Boj del Val, Eva & Costa Cor, Teresa, 2017, "Provisions for claims outstanding, incurred but not reported, with generalized linear models: prediction error formulated according to calendar year," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017, "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-21.
• Otávio Bartalotti & Gray Calhoun & Yang He, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038018.
• Diego Ferreira & Andreza Aparecida Palma, 2017, "Assessing the effect of inflation uncertainty on inflation: further evidences for Latin America," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 4, pages 506-517, September, DOI: 10.1108/JES-04-2016-0066.
• Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K., 2017, "Theory and Application of an Economic Performance Measure of Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-18, Jun.
• Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-09, Mar.
• Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017, "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-024, Mar, DOI: 10.17016/FEDS.2017.024.
• Filip Zikes, 2017, "Measuring Transaction Costs in the Absence of Timestamps," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-045, Apr, DOI: 10.17016/FEDS.2017.045.
• Debnath, Deepayan & Babu, Suresh Chandra & Ghosh, Parijat & Helmer, Michael, 2017, "Impact of India’s National Food Security Act on domestic and international rice markets," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1635.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-30, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-30, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, volume 5, issue 1, pages 1-54, March.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01499344, Apr.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01442618, Jan.
• Russell Davidson, 2017, "A discrete model for bootstrap iteration," Post-Print, HAL, number hal-01658497, Dec, DOI: 10.1016/j.jeconom.2017.08.005.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print, HAL, number hal-01795051, Mar, DOI: 10.1080/07350015.2015.1123636.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013517, Dec.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013545, Jul.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013547, Apr.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Post-Print, HAL, number hal-03471817, Mar, DOI: 10.1007/s10614-016-9617-9.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po Economics Publications (main), HAL, number hal-01499344, Apr.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Sciences Po Economics Publications (main), HAL, number hal-03471817, Mar, DOI: 10.1007/s10614-016-9617-9.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers, HAL, number hal-01499344, Apr.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers, HAL, number hal-03458875, Mar.
• Hirsch, Tristan & Rinke, Saskia, 2017, "Changes in Persistence in Outlier Contaminated Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-583, Jan.
• Vanella, Patrizio & Deschermeier, Philipp, 2017, "Ein stochastisches Prognosemodell internationaler Migration in Deutschland," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-605, Aug.
• Brilli, Ylenia, 2017, "Mother’s Time Allocation, Child Care and Child Cognitive Development," Working Papers in Economics, University of Gothenburg, Department of Economics, number 695, Feb.
• Bodnar, Taras & Mazur, Stepan & Parolya, Nestor, 2017, "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions," Working Papers, Örebro University, School of Business, number 2017:5, Aug.
• Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017, "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers, Örebro University, School of Business, number 2017:7, Aug.
• Buncic, Daniel, 2017, "Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 344, Oct.
• KUROZUMI, Eiji & 黒住, 英司, 2017, "Confidence Sets for the Date of a Mean Shift at the End of a Sample," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-06, Sep.
• Hiroshi SAKAMOTO, 2017, "Economic Contagion Under Uncertainty: Cge With A Monte Carlo Experiment," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 195-208, June.
• Benedetta Frassi & Fabio Pammolli & Luca Regis, 2017, "The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data," Working Papers, IMT School for Advanced Studies Lucca, number 01/2017, Jan, revised Jan 2017.