My JEL codes
Follow this JEL code
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:
This topic is covered by the following reading lists:
2024
- Luya Wang & Jeffrey S. Racine & Qiaoyu Wang, 2024. "Bootstrap Inference on a Factor Model Based Average Treatment Effects Estimator," Department of Economics Working Papers 2024-03, McMaster University.
- Valentin Patilea & Jeffrey S. Racine, 2024. "Locally Adaptive Online Functional Data Analysis," Department of Economics Working Papers 2024-04, McMaster University.
- Attila Zoltan Nagy, 2024. "Market Timing Investment Methods on the Budapest Stock Exchange," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 23(2), pages 105-130.
- Jung Sakong & Alexander K. Zentefis, 2024. "A Simulation-Based Method to Estimating Economic Models with Privacy-Protected Data," NBER Chapters, in: Data Privacy Protection and the Conduct of Applied Research: Methods, Approaches and their Consequences, National Bureau of Economic Research, Inc.
- M Hashem Pesaran & Takashi Yamagata, 2024.
"Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
- M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
- M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series 6432, CESifo.
- Sadat Reza & Paul Rilstone, 2024. "Effects of bargaining legislation on worker and management reconciliation decisions—a bivariate duration analysis," Oxford Economic Papers, Oxford University Press, vol. 76(1), pages 115-135.
- Tiberiu-Cristian Avrămescu, 2024. "Modelling the Economic Determinants of Unemployment Using the Multiple Linear Regression: a Case Study of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 384-391, August.
- Stauskas, Ovidijus & De Vos, Ignace, 2024. "Handling Distinct Correlated Effects with CCE," MPRA Paper 120194, University Library of Munich, Germany.
- Sinha, Pankaj & verma, Kaushal & Biswas, Sumana & Tyagi, Shashank & Gogia, Shaily & Singh, Aakhyat & Kumar, Amit, 2024. "Modeling and forecasting US presidential election 2024," MPRA Paper 122319, University Library of Munich, Germany, revised 08 Oct 2024.
- Sinha, Pankaj & Kumar, Amit & Biswas, Sumana & Gupta, Chirag, 2024. "Forecasting US Presidential Election 2024 using multiple machine learning algorithms," MPRA Paper 122490, University Library of Munich, Germany, revised 22 Oct 2024.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024.
"Cluster-robust jackknife and bootstrap inference for binary response models,"
Papers
2406.00650, arXiv.org.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models," Working Paper 1515, Economics Department, Queen's University.
- Alina Cornelia LUCHIAN & Vasile STRAT, 2024. "The Trustworthiness of AI Algorithms and the Simulator Bias in Trading," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, vol. 6(1), pages 211-220, August.
- Riccardo Brignone & Luca Gonzato & Carlo Sgarra, 2024. "Commodity Asian option pricing and simulation in a 4-factor model with jump clusters," Annals of Operations Research, Springer, vol. 336(1), pages 275-306, May.
- Daniel Goller & Sandro Heiniger, 2024.
"A general framework to quantify the event importance in multi-event contests,"
Annals of Operations Research, Springer, vol. 341(1), pages 71-93, October.
- Goller, Daniel & Heiniger, Sandro, 2022. "A general framework to quantify the event importance in multi-event contests," Economics Working Paper Series 2204, University of St. Gallen, School of Economics and Political Science.
- Francis C. Petterini, 2024. "Modelling simultaneously censored outcomes of private policing and crime," Empirical Economics, Springer, vol. 66(3), pages 1311-1331, March.
- Fumitaka Furuoka & Luis A. Gil-Alana & OlaOluwa S. Yaya & Elayaraja Aruchunan & Ahamuefula E. Ogbonna, 2024. "A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis," Empirical Economics, Springer, vol. 66(6), pages 2471-2499, June.
- Zhenhao Gong & Min Seong Kim, 2024. "Improved inference for interactive fixed effects model under cross-sectional dependence," Empirical Economics, Springer, vol. 67(2), pages 727-760, August.
- Stefano Boscolo & Giovanni Gallo, 2024.
"The Struggle of Being Poor and Claimant: Evidence on the Non-Take-Up of Social Policies in Italy,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(2), pages 625-648, July.
- Stefano Boscolo & Giovanni Gallo, 2021. "The Struggle of Being Poor and Claimant: Evidence on the Non-Take-Up of Social Policies in Italy," Center for the Analysis of Public Policies (CAPP) 0174, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024. "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 323-344, June.
- Taro Ohno & Junpei Sakamaki & Daizo Kojima & Tomotsugu Imahori, 2024. "Factor decomposition of changes in the income tax base," The Japanese Economic Review, Springer, vol. 75(1), pages 1-28, January.
- Lukas Leitner, 2024. "Imprecision in the Estimation of Willingness to Pay Using Subjective Well-Being Data," Journal of Happiness Studies, Springer, vol. 25(7), pages 1-40, October.
- Diego Muñoz-Higueras & Stephan Köppe & Rafael Granell & Amadeo Fuenmayor, 2024. "Non-take-up of in-work benefits: determinants, benefit erosion and indexing," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 58(1), pages 1-19, December.
- Luz Judith R. Esparza & Ángel Lee & Carmen Rubio, 2024. "Influence of cultural and socioeconomic factors on scientific production: a statistical analysis of the h-index," Scientometrics, Springer;Akadémiai Kiadó, vol. 129(4), pages 2083-2099, April.
- Jau-Hung Yu & Bin-Tzong Chie, 2024. "Interplay and Implications of Urban Renewal under Dual Laws - An Agent-Based Simulation," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 14(5), pages 1-1.
- Marian Vavra, 2024. "A Growth-at-Risk Model in Slovakia," Working and Discussion Papers WP 7/2024, Research Department, National Bank of Slovakia.
- Theresa Beltramo & Hai-Anh Dang & Ibrahima Sarr & Paolo Verme, 2024.
"Estimating poverty among refugee populations: a cross-survey imputation exercise for Chad,"
Oxford Development Studies, Taylor & Francis Journals, vol. 52(1), pages 94-113, January.
- Theresa Beltramo & Hai-Anh H. Dang & Ibrahima Sarr & Paolo Verme, 2020. "Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad," Working Papers 536, ECINEQ, Society for the Study of Economic Inequality.
- Beltramo, Theresa & Dang, Hai-Anh H. & Sarr, Ibrahima & Verme, Paolo, 2020. "Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad," GLO Discussion Paper Series 538, Global Labor Organization (GLO).
- Beltramo, Theresa & Dang, Hai-Anh H & Sarr, Ibrahima & Verme, Paolo, 2021. "Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad," IZA Discussion Papers 14606, Institute of Labor Economics (IZA).
- Beltram,Theresa & Dang,Hai-Anh H. & Sarr,Ibrahima-000535387 & Verme,Paolo, 2020. "Estimating Poverty among Refugee Populations : A Cross-Survey Imputation Exercise for Chad," Policy Research Working Paper Series 9222, The World Bank.
- Zhenhao Gong & Min Seong Kim, 2024. "Improved Inference for Interactive Fixed Effects Model under Cross-Sectional Dependence," Working papers 2024-02, University of Connecticut, Department of Economics.
- Gustavo Fruet Dias & Karsten Schweiker, 2024. "Integrated Variance Estimation for Assets Traded in Multiple Venues," University of East Anglia School of Economics Working Paper Series 2024-04, School of Economics, University of East Anglia, Norwich, UK..
- Andrés César, 2024. "A characterization of the changes in the income distribution in Argentina in the period 1992-2014 through an analysis of microdecompositions [Una caracterización de los cambios en la distribución d," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 41(82), pages 31-66, january-j.
- Oscar Hernán Cerquera & Gabriel Montes Rojas, 2024. "Value added of Economics programs in Colombia: An analysis quantitative reasoning competency [Valor agregado de los programas de Economía en Colombia: un análisis para la competencia de razonamient," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 41(83), pages 123-153, july-dece.
- Lucio Barabesi & Federico Crescenzi & Lorenzo Mori, 2024. "Theil index estimation by means of the influence function with an application to income surveys," Department of Economics University of Siena 915, Department of Economics, University of Siena.
- Lauren Bin Dong & David E. A. Giles, 2004. "Testing for Normality in the Linear Regression Model: An Empirical Likelihood Ratio Test," Department Discussion Papers 0402, Department of Economics, University of Victoria.
- Kenneth G. Stewart, 2022.
"How important are land values in house price growth? Evidence from Canadian cities,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(1), pages 249-271, February.
- Kenneth G. Stewart, 2021. "How Important are Land Values in House Price Growth? Evidence from Canadian Cities," Department Discussion Papers 2004, Department of Economics, University of Victoria.
- Alexander Dow & Sheila Dow, 2021. "Coase and the Scottish Political Economy Tradition," Department Discussion Papers 2005, Department of Economics, University of Victoria.
- Stanisław Łaniewski & Robert Ślepaczuk, 2024. "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers 2024-16, Faculty of Economic Sciences, University of Warsaw.
- Dang, Hai-Anh H & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024.
"Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment,"
IZA Discussion Papers
16792, Institute of Labor Economics (IZA).
- Dang,Hai-Anh H. & Kilic,Talip & Hlasny,Vladimir & Abanokova,Ksenia & Carletto,Calogero, 2024. "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost : Evidence from a Randomized Survey Experiment," Policy Research Working Paper Series 10738, The World Bank.
- Dang, Hai-Anh & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024. "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," GLO Discussion Paper Series 1392, Global Labor Organization (GLO).
- Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024.
"Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis,"
IZA Discussion Papers
17136, Institute of Labor Economics (IZA).
- Hai-Anh H. Dang & Talip Kilic & Ksenia Abanokova & Gero Carletto, 2024. "Imputing Poverty Indicators without Consumption Data : An Exploratory Analysis," Policy Research Working Paper Series 10867, The World Bank.
- Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024. "Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis," GLO Discussion Paper Series 1458, Global Labor Organization (GLO).
- Haisheng Hu & Wanhao Dong & Chien-Lung Hsu & Jiun-Nan Pan, 2024. "How Will The Land Revenue Policy Reform Affect China’S Economy? A Simulation Analysis Based On General Equilibrium," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(06), pages 1867-1883, September.
- Dang, Hai-Anh H & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024.
"Tackling the Last Hurdles of Poverty Entrenchment: An Investigation of Poverty Dynamics for Ghana during 2005/06–2016/17,"
IZA Discussion Papers
16738, Institute of Labor Economics (IZA).
- Dang, Hai-Anh H. & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024. "Tackling the Last Hurdles of Poverty Entrenchment: An Investigation of Poverty Dynamics for Ghana during 2005/06-2016/17," GLO Discussion Paper Series 1376, Global Labor Organization (GLO).
- Dang, Hai-Anh H & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024.
"Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment,"
IZA Discussion Papers
16792, Institute of Labor Economics (IZA).
- Dang, Hai-Anh & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024. "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," GLO Discussion Paper Series 1392, Global Labor Organization (GLO).
- Dang,Hai-Anh H. & Kilic,Talip & Hlasny,Vladimir & Abanokova,Ksenia & Carletto,Calogero, 2024. "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost : Evidence from a Randomized Survey Experiment," Policy Research Working Paper Series 10738, The World Bank.
- Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024.
"Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis,"
IZA Discussion Papers
17136, Institute of Labor Economics (IZA).
- Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024. "Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis," GLO Discussion Paper Series 1458, Global Labor Organization (GLO).
- Hai-Anh H. Dang & Talip Kilic & Ksenia Abanokova & Gero Carletto, 2024. "Imputing Poverty Indicators without Consumption Data : An Exploratory Analysis," Policy Research Working Paper Series 10867, The World Bank.
- Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Volz, Ulrich, 2024. "Nature loss and sovereign credit ratings," Accountancy, Economics, and Finance Working Papers 2024-09, Heriot-Watt University, Department of Accountancy, Economics, and Finance.
- Elena Derby & Connor Dowd & Jacob Mortenson, 2024. "Constructing Confidence Intervals for BIFSG Disparity Estimates," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 638-643, May.
- Nicoleta Sirghi & Mirela-Catrinel Voicu & Gratiela Georgiana Noja & Oana-Ramona Socoliuc (Gurita), 2024. "Challenges of Artificial Intelligence on the Learning Process in Higher Education," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 26(65), pages 1-53, February.
- Valeriu Ioan-Franc & Ioan I. Gaf-Deac, 2024. "Participation of Artificial Intelligence in Economic Growth in Romania," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 26(67), pages 944-944, August.
- Sergey I. Krylov, 2024. "Analysis of the Sensitivity of the Corporation's Market Activity Indicators with a Neutral Approach to the Dividend Policy," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(1), pages 180-205.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024.
"Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models,"
Working Paper
1515, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024. "Cluster-robust jackknife and bootstrap inference for binary response models," Papers 2406.00650, arXiv.org.
- Joshua Brault, 2024. "Parallel Tempering for DSGE Estimation," Staff Working Papers 24-13, Bank of Canada.
- Lenin Arango-Castillo & Francisco J. Martínez-Ramírez & María José Orraca, 2024. "Univariate Measures of Persistence: A Comparative Analysis," Working Papers 2024-11, Banco de México.
- Stephanie Ettmeier & Alexander Kriwoluzky, 2024. "Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation," CRC TR 224 Discussion Paper Series crctr224_2024_565, University of Bonn and University of Mannheim, Germany.
- van Dijk Herman K., 2024. "Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 155-176, April.
- Chen Pu & Semmler Willi, 2024. "Stability in Threshold VAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 531-544.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024. "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series 10947, CESifo.
- Lena S. Bjerkander & Jonas Dovern & Hans Manner, 2024. "Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing," CESifo Working Paper Series 11027, CESifo.
- Ilyes Abidi & Kamel Touhami, 2024. "Safe Haven for Crude Oil: Bitcoin or Precious Metals? New Insight from Time Varying Coefficient-Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 184-195, January.
- Awadh Ahmed Mohammed Gamal & Joseph David & Mohd Asri Mohd Noor & Mohd Yahya Mohd Hussin & K. Kuperan Viswanathan, 2024. "Asymmetric Effect of Shadow Economy on Environmental Pollution in Egypt: Evidence from Bootstrap NARDL Technique," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 206-215, May.
- He, Fuli & Yarahmadi, Ali & Soleymani, Fazlollah, 2024. "Investigation of multivariate pairs trading under copula approach with mixture distribution," Applied Mathematics and Computation, Elsevier, vol. 472(C).
- Brignone, Riccardo & Gonzato, Luca, 2024. "Exact simulation of the Hull and White stochastic volatility model," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2024. "Gamma positioning and market quality," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
- Gómez Fernández-Aguado, Pilar & Partal Ureña, Antonio & Trigo Martínez, Eduardo, 2024. "Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 341-355.
- Darné, Olivier & Levy-Rueff, Guy & Pop, Adrian, 2024. "The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach," Economic Modelling, Elsevier, vol. 136(C).
- Ji, Hongyun & Zhang, Han, 2024. "Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Kuypers, Sarah & Figari, Francesco & Verbist, Gerlinde, 2024. "Vertical and horizontal equity of wealth taxes: An assessment from a joint income-wealth perspective," Economics Letters, Elsevier, vol. 234(C).
- Li, Donglin & Wang, Wenyue & Ren, Yanyan, 2024. "Quantile estimation of heterogenous panel quantile model with group structure," Economics Letters, Elsevier, vol. 241(C).
- Claramunt, M. Mercè & Costa, Teresa & Mármol, Maite & Varea, Xavier, 2024. "Household Refundable Utility by taking out refundable insurance: Empirical study in the Spanish auto insurance market," Economics Letters, Elsevier, vol. 241(C).
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2024.
"Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate,"
Journal of Econometrics, Elsevier, vol. 238(1).
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics 119379, London School of Economics and Political Science, LSE Library.
- Bei, Xinyue, 2024. "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, vol. 238(1).
- Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024.
"A residual bootstrap for conditional Value-at-Risk,"
Journal of Econometrics, Elsevier, vol. 238(2).
- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2018. "A Residual Bootstrap for Conditional Value-at-Risk," Papers 1808.09125, arXiv.org, revised Aug 2023.
- Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024. "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, vol. 239(2).
- De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
- Athey, Susan & Imbens, Guido W. & Metzger, Jonas & Munro, Evan, 2024.
"Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations,"
Journal of Econometrics, Elsevier, vol. 240(2).
- 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 26566, National Bureau of Economic Research, Inc.
- Susan Athey & Guido Imbens & Jonas Metzger & Evan Munro, 2019. "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," Papers 1909.02210, arXiv.org, revised Jul 2020.
- Khan, Shakeeb & Nekipelov, Denis, 2024. "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, vol. 240(2).
- Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan, 2024.
"Testing identification conditions of LATE in fuzzy regression discontinuity designs,"
Journal of Econometrics, Elsevier, vol. 241(1).
- Yu-Chin Hsu & Ji-Liang Shiu & Yuanyuan Wan, 2023. "Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs," Working Papers tecipa-761, University of Toronto, Department of Economics.
- Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
- Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024.
"Modeling Turning Points in the Global Equity Market,"
Econometrics and Statistics, Elsevier, vol. 30(C), pages 60-75.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
- Ignatieva, Katja & Wong, Patrick, 2024. "Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models," Journal of Empirical Finance, Elsevier, vol. 78(C).
- Fang, Mingyu & Tan, Ken Seng & Wirjanto, Tony S., 2024. "Valuation of carbon emission allowance options under an open trading phase," Energy Economics, Elsevier, vol. 131(C).
- Borgonovo, Emanuele & Clemente, Gian Paolo & Rabitti, Giovanni, 2024. "Why insurance regulators need to require sensitivity settings of internal models for their approval," Finance Research Letters, Elsevier, vol. 60(C).
- Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024.
"Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?,"
Finance Research Letters, Elsevier, vol. 67(PB).
- Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023. "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," MPRA Paper 118459, University Library of Munich, Germany.
- Alessi, Lucia & Di Girolamo, Erica Francesca & Pagano, Andrea & Giudici, Marco Petracco, 2024. "Accounting for climate transition risk in banks’ capital requirements," Journal of Financial Stability, Elsevier, vol. 73(C).
- Huang, Zhenzhen & Kwok, Yue Kuen & Xu, Ziqing, 2024. "Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 132-150.
- Berrisch, Jonathan & Ziel, Florian, 2024. "Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1568-1586.
- Ecker, Olivier & Pauw, Karl, 2024. "Dairy consumption and household diet quality in East Africa: Evidence from survey-based simulation models," Food Policy, Elsevier, vol. 122(C).
- Knotek, Edward S., 2024. "The roles of price points and menu costs in price rigidity," Journal of Monetary Economics, Elsevier, vol. 145(C).
- Ahmad, Ferhana & Shehzad, Choudhry Tanveer, 2024. "The role of interest rate environment in mortgage pricing," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 225-245.
- Sheng, Zhiyun & Ni, Ningning, 2024. "Dynamic game analysis of E-commerce platform rewards and research & development investment of settled enterprises," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1112-1125.
- Lian, Yu-Min & Chen, Jun-Home, 2024. "Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics," International Review of Economics & Finance, Elsevier, vol. 94(C).
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2024.
"Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate,"
Journal of Econometrics, Elsevier, vol. 238(1).
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics 119379, London School of Economics and Political Science, LSE Library.
- Dang, Hai-Anh H. & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024. "Poverty dynamics for Ghana during 2005/06–2016/17: an investigation using synthetic panels," LSE Research Online Documents on Economics 124105, London School of Economics and Political Science, LSE Library.
- Dang,Hai-Anh H. & Kilic,Talip & Carletto,Calogero & Abanokova,Kseniya, 2021.
"Poverty Imputation in Contexts without Consumption Data : A Revisit with Further Refinements,"
Policy Research Working Paper Series
9838, The World Bank.
- Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024. "Poverty imputation in contexts without consumption data: a revisit with further refinements," LSE Research Online Documents on Economics 125798, London School of Economics and Political Science, LSE Library.
- Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2023. "Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements," IZA Discussion Papers 15873, Institute of Labor Economics (IZA).
- Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2023. "Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements," GLO Discussion Paper Series 1226, Global Labor Organization (GLO).
- Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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"Exponential Time Trends in a Fractional Integration Model,"
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"Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment,"
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- Hai-Anh H. Dang & Talip Kilic & Ksenia Abanokova & Gero Carletto, 2024.
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2023
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"Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators,"
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"A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities,"
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"Rational bubbles: Too many to be true?,"
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"What is a relevant control?: An algorithmic proposal,"
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"Testing for the appropriate level of clustering in linear regression models,"
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"Amortized Neural Networks for Agent-Based Model Forecasting,"
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- Emanuele Dicarlo & Pasquale Recchia & Antonella Tomasi, 2023. "The changes to the Italian tax and welfare system implemented in 2022: fairness and efficiency profiles," Questioni di Economia e Finanza (Occasional Papers) 748, Bank of Italy, Economic Research and International Relations Area.
- Giulia Bovini & Emanuele Dicarlo & Antonella Tomasi, 2023. "The revision of anti-poverty measures in Italy," Questioni di Economia e Finanza (Occasional Papers) 820, Bank of Italy, Economic Research and International Relations Area.
- Martha López & Eduardo Sarmiento G., 2023. "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Borradores de Economia 1243, Banco de la Republica de Colombia.
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- Oleksii Vasyliev, 2023. "The model of economic self-organization based on the distribution of banking assets," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 4, pages 87-96.
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"The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation,"
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"Exponential Time Trends in a Fractional Integration Model,"
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- Jason Shachat & Lijia Wei, 2023. "Discrete Rule Learning in First Price Auctions," Working Papers 23-07, Chapman University, Economic Science Institute.
- Bérubé, Julie, 2023. "Pandemic and Cultural Industries in a Regional Context," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 15(2), pages 493-516, July.
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"Spurious Precision in Meta-Analysis,"
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"Continuously Updated Indirect Inference In Heteroskedastic Spatial Models,"
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"International trade and technological competition in markets with dynamic increasing returns,"
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"Rational bubbles: Too many to be true?,"
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"A higher-order correct fast moving-average bootstrap for dependent data,"
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"Estimation and inference in factor copula models with exogenous covariates,"
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The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(1), pages 67-74, February.
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"Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 400-416, June.
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"Estimating poverty for refugees in data-scarce contexts: an application of cross-survey imputation,"
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"Macroeconomic Impacts of the Covid-19 Pandemic in Some European Union Countries: A Counterfactual Analysis,"
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"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
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"Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors],"
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"Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks,"
Economics Letters, Elsevier, vol. 217(C).
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"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
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- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
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"A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors,"
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"State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models,"
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- José Francisco Martínez-Sánchez & Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2022. "Money laundering risk management in multiple-purpose financial institutions in Mexico: a Bayesian network approach," Journal of Money Laundering Control, Emerald Group Publishing Limited, vol. 26(4), pages 845-861, May.
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- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022. "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 1-29, March.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022. "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 1-29, April.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022. "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 1-29, May.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022. "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.
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"Macroeconomic Impacts of the Covid-19 Pandemic in Some European Union Countries: A Counterfactual Analysis,"
GEE Papers
0161, Gabinete de Estratégia e Estudos, Ministério da Economia, revised May 2022.
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"On the volatility of cryptocurrencies,"
Research in International Business and Finance, Elsevier, vol. 62(C).
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"Estimating Separable Matching Models,"
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"International trade and technological competition in markets with dynamic increasing returns,"
Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
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- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," Post-Print hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers 2021-33, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," LEM Papers Series 2021/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Victor Champonnois & Olivier Chanel & Costin Protopopescu, 2022.
"Quantile Regression Analysis of Censored Data with Selection An Application to Willingness-to-Pay Data,"
AMSE Working Papers
2214, Aix-Marseille School of Economics, France.
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"Estimating Separable Matching Models,"
CEPR Discussion Papers
17155, C.E.P.R. Discussion Papers.
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- Alfred Galichon & Bernard Salanié, 2022. "Estimating Separable Matching Models," SciencePo Working papers Main hal-03936122, HAL.
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"International trade and technological competition in markets with dynamic increasing returns,"
Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers 2021-33, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," Working Papers halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," Post-Print hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," LEM Papers Series 2021/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," Working Papers hal-03370650, HAL.
- Bruckmeier, Kerstin & d'Andria, Diego & Wiemers, Jürgen, 2022. "Universal, targeted or both: Effects of different child support policies on labour supply and poverty - A simulation study," IAB-Discussion Paper 202206, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Mühlhan, Jannek, 2022. "The ‘German job miracle’ and its impact on income inequality: a decomposition study," IAB-Discussion Paper 202216, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Miguel Antonio Alba Suarez & Miguel Ángel Alba Acosta & David Camilo Alba Acosta, 2022. "Estimación bayesiana del modelo de difusión con saltos de Merton," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(2), pages 1-32, Abril - J.
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"Regression-based imputation for poverty measurement in data-scarce settings,"
Chapters, in: Jacques Silber (ed.), Research Handbook on Measuring Poverty and Deprivation, chapter 13, pages 141-150,
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- Alessi, Lucia & Di Girolamo, Francesca Erica & Pagano, Andrea & Petracco Giudici, Marco, 2022. "Accounting for climate transition risk in banks' capital requirements," Working Papers 2022-08, Joint Research Centre, European Commission.
- Peter S. Sephton, 2022. "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 177-183, January.
- Siyan Chen & Saul Desiderio, 2022. "A Regression-Based Calibration Method for Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 687-700, February.
- Giovanni Villani, 2022. "A Neural Network Approach to Value R&D Compound American Exchange Option," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 305-324, June.
- Thomas Lux, 2022. "Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 451-477, August.
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- Juan Menduiña, 2022. "Evolución de la pobreza monetaria en Colombia: Un análisis de descomposiciones," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 68, pages 75-109, January-D.
2021
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"Why does risk matter more in recessions than in expansions?,"
Bank of Finland Research Discussion Papers
13/2021, Bank of Finland.
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- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why does risk matter more in recessions than in expansions?," CAMA Working Papers 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," "Marco Fanno" Working Papers 0275, Dipartimento di Scienze Economiche "Marco Fanno".
- Jessie Li, 2021. "The Proximal Bootstrap for Finite-Dimensional Regularized Estimators," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 616-620, May.
- Jean-Jacques Forneron & Serena Ng, 2021.
"Estimation and Inference by Stochastic Optimization: Three Examples,"
AEA Papers and Proceedings, American Economic Association, vol. 111, pages 626-630, May.
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- Carlo Drago, 2021.
"The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator,"
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- Drago, Carlo, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator," FEEM Working Papers 313282, Fondazione Eni Enrico Mattei (FEEM).
- Tomasz Antczak & Bartosz Skorupa & Mikolaj Szurlej & Rafal Weron & Jacek Zabawa, 2021. "Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design," WORking papers in Management Science (WORMS) WORMS/21/05, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021. "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers 448, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Touhami Abdelkhalek & Dorothée Boccanfuso, 2021.
"Impact des programmes de protection sociale sur la pauvreté multidimensionnelle : nouvelles approches et application au cas du Maroc,"
Revue d’économie du développement, De Boeck Université, vol. 29(3), pages 5-48.
- Touhami Abdelkhalek & Dorothee Boccanfuso, 2021. "Impact de programmes de protection sociale sur la pauvrete multidimensionnelle : Nouvelles approches et application au cas du Maroc," Working Papers 5, Africa Institute for Research in Economics and Social Sciences.
- Galichon, Alfred & Henry, Marc, 2013.
"Dilation bootstrap,"
Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
- Alfred Galichon & Marc Henry, 2021. "Dilation bootstrap," Papers 2102.04457, arXiv.org.
- Jean-Jacques Forneron & Serena Ng, 2021.
"Estimation and Inference by Stochastic Optimization: Three Examples,"
AEA Papers and Proceedings, American Economic Association, vol. 111, pages 626-630, May.
- Jean-Jacques Forneron & Serena Ng, 2021. "Estimation and Inference by Stochastic Optimization: Three Examples," Papers 2102.10443, arXiv.org.
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023.
"Vector autoregression models with skewness and heavy tails,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021. "Vector autoregression models with skewness and heavy tails," Working Papers 2021:8, Örebro University, School of Business.
- Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021. "Vector autoregression models with skewness and heavy tails," Papers 2105.11182, arXiv.org.
- Mayer, Alexander & Wied, Dominik, 2023.
"Estimation and inference in factor copula models with exogenous covariates,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1500-1521.
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- M. Hashem Pesaran & Cynthia Fan Yang, 2022.
"Matching theory and evidence on Covid‐19 using a stochastic network SIR model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1204-1229, September.
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- M. Hashem Pesaran & Cynthia Fan Yang, 2021. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Papers 2109.00321, arXiv.org, revised Jan 2022.
- Pesaran, M. H. & Yang, C. F., 2020. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics 20102, Faculty of Economics, University of Cambridge.
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"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
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"Machine learning and oil price point and density forecasting,"
Energy Economics, Elsevier, vol. 102(C).
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- Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021. "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 11, Bank of Italy, Directorate General for Markets and Payment System.
- Hernán Rincón-Castro & Pedro Rubiano-López & Lisseth Yaya-Garzón & Héctor M. Zárate-Solano, 2021. "Traspaso de la tasa de cambio a la inflación básica en Colombia: un análisis de parámetros cambiantes en el tiempo," Borradores de Economia 1177, Banco de la Republica de Colombia.
- Luis Armando Galvis-Aponte & Jaime Bonet-Morón & Leonardo Bonilla-MejÃa & Andrea Otero-Cortés & Gerson Javier Pérez-Valbuena & Christian Posso & Diana Ricciulli-MarÃn, 2021. "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 101, pages 1-52, December.
- Luis Armando Galvis-Aponte & Jaime Bonet-Morón & Leonardo Bonilla-Mejía & Andrea Otero-Cortés & Gerson Javier Pérez-Valbuena & Christian Posso & Diana Ricciulli-Marín, 2021.
"Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 101, pages 1-53, December.
- Luis Armando Galvis-Aponte & Jaime Bonet-Morón & Leonardo Bonilla-Mejía & Andrea Otero-Cortés & Gerson Javier Pérez-Valbuena & Christian Posso & Diana Ricciulli-Marín, 2021. "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 101, pages 1-53, December.
- Amandine Tran, 2021. "Statistical Modelization of Overindebtedness," Working papers 807, Banque de France.
- Jonathan Kearns & Mike Major & David Norman, 2021.
"How Risky Is Australian Household Debt?,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(3), pages 313-330, September.
- Jonathan Kearns & Mike Major & David Norman, 2020. "How Risky is Australian Household Debt?," RBA Research Discussion Papers rdp2020-05, Reserve Bank of Australia.
- Emanuel Kohlscheen & Jouchi Nakajima, 2021.
"Steady‐state growth,"
International Finance, Wiley Blackwell, vol. 24(1), pages 40-52, April.
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- Paulo M. D. C. Parente & Richard J. Smith, 2021.
"Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
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"Cluster-robust inference: A guide to empirical practice,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 272-299.
- Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
- James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper 1456, Economics Department, Queen's University.
- Divya Jain & Meghna Chhabra, 2021. "A Bibliometric Mapping of Utilization of Google Trends for Examining Stock Market Dynamics," Acta Universitatis Bohemiae Meridionales, University of South Bohemia in Ceske Budejovice, vol. 24(3), pages 57-76.
- Alexeev Vitali & Ignatieva Katja & Liyanage Thusitha, 2021. "Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
- Lahiri Kajal & Yang Liu, 2021. "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(4), pages 193-212, September.
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- Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022.
"Markov switching panel with endogenous synchronization effects,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 281-298.
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- Touhami Abdelkhalek & Dorothée Boccanfuso, 2021.
"Impact des programmes de protection sociale sur la pauvreté multidimensionnelle : nouvelles approches et application au cas du Maroc,"
Revue d’économie du développement, De Boeck Université, vol. 29(3), pages 5-48.
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"Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 101, pages 1-53, December.
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"Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 589-605.
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"Machine learning and oil price point and density forecasting,"
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"Economic policy uncertainty: Persistence and cross-country linkages,"
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"DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors,"
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"The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach,"
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"Bayesian Approaches to Shrinkage and Sparse Estimation,"
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"Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit,"
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- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," Working Papers halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," Post-Print hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers 2021-33, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
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"International trade and technological competition in markets with dynamic increasing returns,"
Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
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- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," Working Papers hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," Working Papers halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," Post-Print hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," LEM Papers Series 2021/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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"Vector autoregression models with skewness and heavy tails,"
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"Testing identifying assumptions in fuzzy regression discontinuity designs,"
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"Estimating poverty for refugees in data-scarce contexts: an application of cross-survey imputation,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 36(2), pages 653-679, April.
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"Competition reform and household welfare: A microsimulation analysis of the telecommunication sector in Ethiopia,"
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"Poverty in Russia: a bird’s-eye view of trends and dynamics in the past quarter of a century,"
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"Estimating poverty among refugee populations: a cross-survey imputation exercise for Chad,"
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"The Struggle of Being Poor and Claimant: Evidence on the Non-Take-Up of Social Policies in Italy,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(2), pages 625-648, July.
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- Jesús Mur, 2021. "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 41-55.
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"The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach,"
Economies, MDPI, vol. 9(4), pages 1-17, October.
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"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
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"Cluster-robust inference: A guide to empirical practice,"
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"Fast cluster bootstrap methods for linear regression models,"
Econometrics and Statistics, Elsevier, vol. 26(C), pages 52-71.
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"On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(1), pages 52-79, June.
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"A simple wavelet-based test for serial correlation in panel data models,"
Empirical Economics, Springer, vol. 60(5), pages 2351-2363, May.
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"Sup-ADF-style bubble-detection methods under test,"
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"The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms,"
Empirical Economics, Springer, vol. 61(1), pages 173-199, July.
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"Measuring the effect of negative interest rate on New Zealand banks,"
SN Business & Economics, Springer, vol. 1(3), pages 1-23, March.
- Weshah Razzak, 2020. "Measuring the Effect of Negative Interest Rate on New Zealand Banks," Discussion Papers 2008, School of Economics and Finance, Massey University, New Zealand.
- Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harré, 2021. "Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model," SN Business & Economics, Springer, vol. 1(6), pages 1-21, June.
- Fontanelli, Luca & Guerini, Mattia & Napoletano, Mauro, 2023.
"International trade and technological competition in markets with dynamic increasing returns,"
Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," Working Papers hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," LEM Papers Series 2021/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," Working Papers halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," Post-Print hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-04531047, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers 2021-33, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Demosthenes Tambakis, 2021.
"A Markov chain measure of systemic banking crisis frequency,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(16), pages 1351-1356, September.
- Tambakis, D., 2020. "A Markov-Chain Measure of Systemic Banking Crisis Frequency," Cambridge Working Papers in Economics 2083, Faculty of Economics, University of Cambridge.
- Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021.
"Testing fractional unit roots with non-linear smooth break approximations using Fourier functions,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(13-15), pages 2542-2559, November.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper 90516, University Library of Munich, Germany.
- Haroon Mumtaz & Alberto Musso, 2021.
"The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 466-481, March.
- Haroon Mumtaz & Alberto Musso, 2018. "The evolving impact of global, region-specific and country-specific uncertainty," Working Papers 866, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Musso, Alberto, 2018. "The evolving impact of global, region-specific and country-specific uncertainty," Working Paper Series 2147, European Central Bank.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021.
"Wild Bootstrap and Asymptotic Inference With Multiway Clustering,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
- James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb, 2019. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," Working Paper 1415, Economics Department, Queen's University.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," CREATES Research Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2020.
"A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance,"
Working Paper series
20-27, Rimini Centre for Economic Analysis.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2021. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Tinbergen Institute Discussion Papers 21-016/III, Tinbergen Institute.
- Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis, 2021. "Time-varying effects of housing attributes and economic environment on housing prices," Tinbergen Institute Discussion Papers 23-039/III, Tinbergen Institute.
- Caravello, Tomas E. & Psaradakis, Zacharias & Sola, Martin, 2023.
"Rational bubbles: Too many to be true?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Tomás Caravello & Zacharias Psaradakis & Martín Sola, 2021. "Rational Bubbles: Too Many to be True?," Department of Economics Working Papers 2021_06, Universidad Torcuato Di Tella.
- Martin Sola, 2023. "Rational Bubbles: Too Many to be True?," Working Papers 240, Red Nacional de Investigadores en Economía (RedNIE).
- Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022.
"Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities,"
Econometrica, Econometric Society, vol. 90(4), pages 1681-1710, July.
- Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Papers 1612.04932, arXiv.org, revised Dec 2021.
- Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2021. "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers 2021_07, Universidad Torcuato Di Tella.
- Canepa Alessandra, 2022.
"Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors,"
Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.
- Canepa, Alessandra, 2021. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202108, University of Turin.
- Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020.
"The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach,"
Papers
2012.14693, arXiv.org.
- Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021. "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers 2021:03, Department of Economics, University of Venice "Ca' Foscari".
- Ylenia Brilli, 2022.
"Mother’s Time Allocation, Childcare, and Child Cognitive Development,"
Journal of Human Capital, University of Chicago Press, vol. 16(2), pages 233-272.
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- Ylenia Brilli, 2021. "Mother's time allocation, child care and child cognitive development," Working Papers 2021: 30, Department of Economics, University of Venice "Ca' Foscari".
- Brilli, Ylenia, 2017. "Mother’s Time Allocation, Child Care and Child Cognitive Development," Working Papers in Economics 695, University of Gothenburg, Department of Economics.
- Ylenia Brilli, 2017. "Mother's Time Allocation, Child Care and Child Cognitive Development," CHILD Working Papers Series 59 JEL Classification: D1, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Akkal Fatima & Kadiri Nadia & Rabhi Abbes, 2021. "Asymptotic Normality of Conditional Density and Conditional Mode in the Functional Single Index Model," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(1), pages 1-24, March.
- Stachurski Tomasz, 2021. "Small area quantile estimation based on distribution function using linear mixed models," Economics and Business Review, Sciendo, vol. 7(2), pages 97-114, June.
- Dzicher Mateusz, 2021. "Sampling methods for investment portfolio formulation procedure at increased market volatility," Journal of Economics and Management, Sciendo, vol. 43(1), pages 70-89, January.
- Ghalehteimouri Kamran Jafarpour & Rahimzadeh Azad & Parizadi Taher & Sasanpour Farzaneh, 2021. "Qualitative and Quantitative Analysis of Housing Indices at the Neighborhood Level: Case Study of Region 6 of Tehran Municipality," Real Estate Management and Valuation, Sciendo, vol. 29(2), pages 1-15, June.
- Rodríguez-Castelán, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Granguillhome Ochoa, Rogelio, 2022.
"Competition reform and household welfare: A microsimulation analysis of the telecommunication sector in Ethiopia,"
Telecommunications Policy, Elsevier, vol. 46(2).
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- Rodriguez Castelan,Carlos & Malasquez Carbonel,Eduardo Alonso & Granguillhome Ochoa,Rogelio & Araar,Abdelkrim, 2021. "Competition Reform and Household Welfare : A Microsimulation Analysis of the Telecommunication Sector in Ethiopia," Policy Research Working Paper Series 9516, The World Bank.
- Dang,Hai-Anh H. & Kilic,Talip & Carletto,Calogero & Abanokova,Kseniya, 2021.
"Poverty Imputation in Contexts without Consumption Data : A Revisit with Further Refinements,"
Policy Research Working Paper Series
9838, The World Bank.
- Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2023. "Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements," IZA Discussion Papers 15873, Institute of Labor Economics (IZA).
- Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2023. "Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements," GLO Discussion Paper Series 1226, Global Labor Organization (GLO).
- Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024. "Poverty imputation in contexts without consumption data: a revisit with further refinements," LSE Research Online Documents on Economics 125798, London School of Economics and Political Science, LSE Library.
- Thu Pham-Gia, 2021. "The Multivariate Normal Distribution:Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12237, August.
- Pham-Gia Thu, 2021. "Review," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "The Univariate Normal Distribution," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 2, pages 11-34, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Limit Theorems," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 3, pages 35-52, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Distributions Derived from the Normal," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 4, pages 53-79, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Applications of the Univariate Normal Distribution," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 5, pages 81-124, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Bayes Approach in Applied Probability," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 6, pages 125-154, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Bivariate and Trivariate Normal Distributions," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 7, pages 155-245, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Probability, Historical Survey, and Discussion," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 8, pages 247-272, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Normal Theory in Rp," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 9, pages 273-310, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Some Applications of the Multivariate Normal Distribution in Science and Engineering," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 10, pages 311-345, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Functions of Matrices and Jacobians of Transformations," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 11, pages 347-376, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Matrix Variate Distributions," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 12, pages 377-398, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Complements and Supplementary Information," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 13, pages 399-435, World Scientific Publishing Co. Pte. Ltd..
- Taining Wang & Feng Yao, 2021. "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers 21-01, Department of Economics, West Virginia University.
- Kseniya Abanokova & Hai-Anh H. Dang, 2023.
"Poverty in Russia: a bird’s-eye view of trends and dynamics in the past quarter of a century,"
Chapters, in: Jacques Silber (ed.), Research Handbook on Measuring Poverty and Deprivation, chapter 58, pages 627-635,
Edward Elgar Publishing.
- Abanokova, Kseniya & Dang, Hai-Anh H, 2021. "Poverty in Russia: A Bird's-Eye View of Trends and Dynamics in the past Quarter of Century," IZA Discussion Papers 14544, Institute of Labor Economics (IZA).
- Abanokova, Kseniya & Dang, Hai-Anh H., 2021. "Poverty in Russia: A Bird's-Eye View of Trends and Dynamics in the Past Quarter of Century," GLO Discussion Paper Series 880, Global Labor Organization (GLO).
- Dang, Hai-Anh H & Lanjouw, Peter F., 2021.
"Data Scarcity and Poverty Measurement,"
IZA Discussion Papers
14631, Institute of Labor Economics (IZA).
- Dang, Hai-Anh H. & Lanjouw, Peter F., 2021. "Data Scarcity and Poverty Measurement," GLO Discussion Paper Series 904, Global Labor Organization (GLO).
- Savin, Ivan & Ott, Ingrid & Konop, Chris, 2022.
"Tracing the evolution of service robotics: Insights from a topic modeling approach,"
Technological Forecasting and Social Change, Elsevier, vol. 174(C).
- Ott, Ingrid & Savin, Ivan & Konop, Chris, 2021. "Tracing the evolution of service robotics: Insights from a topic modeling approach," Kiel Working Papers 2180, Kiel Institute for the World Economy (IfW Kiel).
2020
- Vahidin Jeleskovic & Mirko Meloni & Zahid Irshad Younas, 2020. "Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations," MAGKS Papers on Economics 202034, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- W. A. Razzak, 2021.
"Measuring the effect of negative interest rate on New Zealand banks,"
SN Business & Economics, Springer, vol. 1(3), pages 1-23, March.
- Weshah Razzak, 2020. "Measuring the Effect of Negative Interest Rate on New Zealand Banks," Discussion Papers 2008, School of Economics and Finance, Massey University, New Zealand.
- S. Broda & Juan Carlos Arismendi-Zambrano, 2020. "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series n302-20.pdf, Department of Economics, National University of Ireland - Maynooth.
- Taro Ohno & Junpei Sakamaki & Daizo Kojima, 2020. "Factor decomposition of changes in the tax base for income tax," Discussion papers ron331, Policy Research Institute, Ministry of Finance Japan.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2020. "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers 14/20, Monash University, Department of Econometrics and Business Statistics.
- Svetlana Litvinova & Mervyn J. Silvapulle, 2020. "Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index," Monash Econometrics and Business Statistics Working Papers 15/20, Monash University, Department of Econometrics and Business Statistics.
- Hillebrand, Eric & Lukas, Manuel & Wei, Wei, 2021.
"Bagging weak predictors,"
International Journal of Forecasting, Elsevier, vol. 37(1), pages 237-254.
- Manuel Lukas & Eric Hillebrand, 2014. "Bagging Weak Predictors," CREATES Research Papers 2014-01, Department of Economics and Business Economics, Aarhus University.
- Eric Hillebrand & Manuel Lukas & Wei Wei, 2020. "Bagging Weak Predictors," Monash Econometrics and Business Statistics Working Papers 16/20, Monash University, Department of Econometrics and Business Statistics.
- Artūras Juodis & Vasilis Sarafidis, 2022.
"A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 1-15, January.
- Arturas Juodis & Vasilis Sarafidis, 2020. "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 5/20, Monash University, Department of Econometrics and Business Statistics.
- Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
- Beth Ann Griffin & Megan S. Schuler & Elizabeth A. Stuart & Stephen Patrick & Elizabeth McNeer & Rosanna Smart & David Powell & Bradley Stein & Terry Schell & Rosalie Liccardo Pacula, 2020. "Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality," NBER Working Papers 27029, National Bureau of Economic Research, Inc.
- Donald A. Berry & Scott Berry & Peter Hale & Leah Isakov & Andrew W. Lo & Kien Wei Siah & Chi Heem Wong, 2020. "A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates," NBER Working Papers 27882, National Bureau of Economic Research, Inc.
- Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018.
"Multivariate stochastic volatility with co-heteroscedasticity,"
CAMA Working Papers
2018-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- CHAN Joshua & DOUCET Arnaud & Roberto Leon-Gonzalez & STRACHAN Rodney W., 2020. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers 20-09, National Graduate Institute for Policy Studies.
- Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers 18-12, National Graduate Institute for Policy Studies.
- Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Working Paper series 18-38, Rimini Centre for Economic Analysis.
- Halkos, George & Skouloudis, Antonis, 2020. "Revisiting the Dynamics of Forest Area Change: A Panel Data Assessment," Journal of Forest Economics, now publishers, vol. 35(2-3), pages 107-127, March.
- Nico Keilman, 2020. "Evaluating Probabilistic Population Forecasts," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 520-521, pages 49-64.
- HARCSA Imre Milán & KOVÁCS Sándor & NÁBRÁDI András, 2020. "Economic Analysis Of Subcontract Distilleries By Simulation Modeling Method," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 50-63, July.
- Shuping Shi & Stan Hurn & Peter C B Phillips, 2020. "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship [Energy Consumption and Economic Growth in the United States]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(1), pages 158-180.
- Simon C Smith & George Bulkley & David S Leslie, 2020. "Equity Premium Forecasts with an Unknown Number of Structural Breaks [Tests for Parameter Instability and Structural Change with Unknown Change Point]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(1), pages 59-94.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2020.
"Identification and Estimation in Non-Fundamental Structural VARMA Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(4), pages 1915-1953.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017. "Identification and Estimation in Non-Fundamental Structural VARMA Models," Working Papers 2017-08, Center for Research in Economics and Statistics.
- Hai-Anh H. Dang & Michael M. Lokshin & Kseniya Abanokova & Maurizio Bussolo, 2020. "Welfare Dynamics and Inequality in the Russian Federation During 1994–2015," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 32(4), pages 812-846, September.
- Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020. "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series 181, University of Pavia, Department of Economics and Management.
- Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022.
"Modeling risk contagion in the Italian zonal electricity market,"
European Journal of Operational Research, Elsevier, vol. 298(2), pages 656-679.
- Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020. "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series 182, University of Pavia, Department of Economics and Management.
- Daniel Felix Ahelegbey & Paolo Giudici, 2020. "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series 188, University of Pavia, Department of Economics and Management.
- Ahelegbey, Daniel Felix & Giudici, Paolo, 2022.
"NetVIX — A network volatility index of financial markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
- Daniel Felix Ahelegbey & Paolo Giudici, 2020. "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series 192, University of Pavia, Department of Economics and Management.
- Daniel Felix Ahelegbey, 2020. "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series 194, University of Pavia, Department of Economics and Management.
- Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024.
"Modeling Turning Points in the Global Equity Market,"
Econometrics and Statistics, Elsevier, vol. 30(C), pages 60-75.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
- Gary Koop & Dimitris Korobilis, 2023.
"Bayesian Dynamic Variable Selection In High Dimensions,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
- Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
- Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
- Dimitris Korobilis & Davide Pettenuzzo, 2020.
"Machine Learning Econometrics: Bayesian algorithms and methods,"
Working Papers
2020_09, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Pettenuzzo, Davide, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," MPRA Paper 100165, University Library of Munich, Germany.
- Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Papers 2004.11486, arXiv.org.
- Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 130, Brandeis University, Department of Economics and International Business School.
- Pihnastyi, Oleh & Khodusov, Valery, 2020. "Neural model of conveyor type transport system," MPRA Paper 101527, University Library of Munich, Germany, revised 01 May 2020.
- Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020. "Forecasting transaction counts with integer-valued GARCH models," MPRA Paper 101779, University Library of Munich, Germany, revised 11 Jul 2020.
- Maulana, Ardian & Situngkir, Hokky, 2020. "Divided Information Space: Media Polarization on Twitter during 2019 Indonesian Election," MPRA Paper 101957, University Library of Munich, Germany.
- Jemio Hurtado, Valeria, 2020. "Monetary rules in an open economy with distortionary subsidies and inefficient shocks: A DSGE approach for Bolivia," MPRA Paper 102374, University Library of Munich, Germany, revised 14 Jul 2020.
- Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2020. "Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas," MPRA Paper 102473, University Library of Munich, Germany.
- Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022.
"Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors],"
The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
- Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, Osaka University.
- Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
- Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
- Van, Germinal G., 2020. "Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era," MPRA Paper 103153, University Library of Munich, Germany.
- Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020. "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper 103250, University Library of Munich, Germany, revised 01 Oct 2020.
- Pihnastyi, Oleh & Khodusov, Valery & Subbotin, Sergey, 2020. "Linear Regression Model of the Conveyor Type Transport System," MPRA Paper 103881, University Library of Munich, Germany, revised 26 Sep 2020.
- Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper 103889, University Library of Munich, Germany, revised 31 Oct 2020.
- Pihnastyi, Oleh & Yemelianova, Daria & Lysytsia, Dmytro, 2020. "Using PDE-model and system dynamics model for describing multi-operation production lines," MPRA Paper 103975, University Library of Munich, Germany, revised 31 Aug 2020.
- Nartikoev, Alan & Peresetsky, Anatoly, 2020. "Эндогенная Классификация Домохозяйств В Регионах России [Endogenous household classification: Russian regions]," MPRA Paper 104351, University Library of Munich, Germany.
- Pihnastyi, Oleh & Khodusov, Valery, 2020. "The stabilization problem the flow parameters of the production line," MPRA Paper 104528, University Library of Munich, Germany, revised 14 Sep 2020.
- Pihnastyi, Oleh & Khodusov, Valery, 2020. "Development of the controlling speed algorithm of the conveyor belt based on TOU-tariffs," MPRA Paper 104681, University Library of Munich, Germany, revised 12 Nov 2020.
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"How Risky Is Australian Household Debt?,"
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"The Time-series Linkages between US Fiscal Policy and Asset Prices,"
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"Migration and trust: Evidence from West Germany after unification,"
Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 425-441.
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"Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 5-32, March.
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"Assessing distributional properties of forecast errors for fan-chart modelling,"
Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
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"Real-time density nowcasts of US inflation: A model combination approach,"
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"Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting,"
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"Sampling properties of the Bayesian posterior mean with an application to WALS estimation,"
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"The Romano–Wolf multiple-hypothesis correction in Stata,"
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"Family ties and child obesity in Italy,"
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"Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor,"
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"Estimating poverty among refugee populations: a cross-survey imputation exercise for Chad,"
Oxford Development Studies, Taylor & Francis Journals, vol. 52(1), pages 94-113, January.
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"Modelling the Distributional Impact of the COVID‐19 Crisis,"
Fiscal Studies, John Wiley & Sons, vol. 41(2), pages 321-336, June.
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- Theresa Beltramo & Hai-Anh Dang & Ibrahima Sarr & Paolo Verme, 2024.
"Estimating poverty among refugee populations: a cross-survey imputation exercise for Chad,"
Oxford Development Studies, Taylor & Francis Journals, vol. 52(1), pages 94-113, January.
- Theresa Beltramo & Hai-Anh H. Dang & Ibrahima Sarr & Paolo Verme, 2020. "Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad," Working Papers 536, ECINEQ, Society for the Study of Economic Inequality.
- Beltramo, Theresa & Dang, Hai-Anh H & Sarr, Ibrahima & Verme, Paolo, 2021. "Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad," IZA Discussion Papers 14606, Institute of Labor Economics (IZA).
- Beltramo, Theresa & Dang, Hai-Anh H. & Sarr, Ibrahima & Verme, Paolo, 2020. "Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad," GLO Discussion Paper Series 538, Global Labor Organization (GLO).
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"A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012),"
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"Bootstrap methods for inference in the Parks model,"
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"Active, or passive? Revisiting the role of fiscal policy in the Great Inflation,"
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"Wild Bootstrap and Asymptotic Inference With Multiway Clustering,"
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"Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores,"
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"A higher-order correct fast moving-average bootstrap for dependent data,"
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"Causality in econometric modeling. From theory to structural causal modeling,"
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"Machine Learning Econometrics: Bayesian algorithms and methods,"
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"Techno-economic study of output-flexible light water nuclear reactor systems with cryogenic energy storage,"
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"Real-time density nowcasts of US inflation: A model combination approach,"
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"Maximum Likelihood Estimation for the Fractional Vasicek Model,"
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"What can be learned from the free destination option in the LNG imbroglio?,"
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9231, The World Bank.
- Dang, Hai-Anh H & Lanjouw, Peter F., 2020. "Welfare Dynamics in India over a Quarter Century: Poverty, Vulnerability, and Mobility during 1987-2012," IZA Discussion Papers 13215, Institute of Labor Economics (IZA).
- Hai-Anh H. Dang & Peter F. Lanjouw, 2020. "Welfare Dynamics in India over a Quarter Century: Poverty, Vulnerability, and Mobility during 1987-2012," Working Papers 540, ECINEQ, Society for the Study of Economic Inequality.
- Dang, Hai-Anh H. & Lanjouw, Peter F., 2020. "Welfare Dynamics in India over a Quarter Century: Poverty, Vulnerability, and Mobility during 1987-2012," GLO Discussion Paper Series 535, Global Labor Organization (GLO).
- Cathal O'Donoghue & Denisa M. Sologon & Iryna Kyzyma & John McHale, 2020.
"Modelling the Distributional Impact of the COVID‐19 Crisis,"
Fiscal Studies, John Wiley & Sons, vol. 41(2), pages 321-336, June.
- O'Donoghue, Cathal & Sologon, Denisa Maria & Kyzyma, Iryna & McHale, John, 2020. "Modelling the Distributional Impact of the COVID-19 Crisis," IZA Discussion Papers 13235, Institute of Labor Economics (IZA).
- Janys, Lena, 2020. "Evidence for a Two-Women Quota in University Departments across Disciplines," IZA Discussion Papers 13372, Institute of Labor Economics (IZA).
- Hyeong-Ohk Bae & Seung-Yeal Ha & Yongsik Kim & Hyuncheul Lim & Jane Yoo, 2020. "Volatility Flocking by Cucker–Smale Mechanism in Financial Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(3), pages 387-414, September.
- Murat Midiliç, 2020. "Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 87-117, January.
- Heni Boubaker, 2020. "Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 473-498, February.
- Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020. "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 589-616, February.
- Robina Iqbal & Ghulam Sorwar & Rose Baker & Taufiq Choudhry, 2020. "Multiday expected shortfall under generalized t distributions: evidence from global stock market," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 803-825, October.
- Boros, Péter, 2020. "A hitelminősítői bejelentések fertőző hatásai és a hitelértékelési kiigazítás [Rating migration, credit risk contagion and Credit Valuation Adjustment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 140-163.
- Losoncz, Miklós & Czelleng, Ádám, 2020. "A jövedelemegyenlőtlenség makrogazdasági hatásai szimulációs megközelítésben [Some macroeconomic effects of income inequalities in a simulation approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 495-511.
- Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020. "An Introduction To Bootstrap Theory In Time Series Econometrics," Discussion Papers 20-02, University of Copenhagen. Department of Economics.
2019
- Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019.
"Asymptotic theory and wild bootstrap inference with clustered errors,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2018. "Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors," Working Paper 1399, Economics Department, Queen's University.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," CREATES Research Papers 2019-05, Department of Economics and Business Economics, Aarhus University.
- Gabriela Pesce & Gastón Milanesi & Emilio El Alabi & Joaquín Menna, 2019. "Valuación de un seguro de vida mediante opciones exóticas," Asociación Argentina de Economía Política: Working Papers 4189, Asociación Argentina de Economía Política.
- Ryan Kruger & Chun-Sung Huang & Kanshukan Rajaratnam & Chun-Kai Huang, 2019. "A Comparative Analysis of Aggregational Gaussianity Across Different Market Capitalisations for JSE-listed Shares and Indices," The African Finance Journal, Africagrowth Institute, vol. 21(2), pages 24-35.
- Vladan Pavlović & Goranka Knežević & Marijana Joksimović & Dušan Joksimović, 2019. "Fraud Detection in Financial Statements Applying Benford’s Law with Monte Carlo Simulation," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 69(2), pages 217-239, June.
- Jessica Bracco, Leonardo Gasparini, Leopoldo Tornarolli, 2019.
"Explorando los cambios de la pobreza en Argentina: 2003-2015,"
Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 65, pages 69-124, January-D.
- Jessica Bracco & Leonardo Gasparini & Leopoldo Tornarolli, 2019. "Explorando los cambios de la pobreza en Argentina: 2003-2015," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 65, pages 69-124, January-D.
- Jessica Bracco & Leonardo Gasparini & Leopoldo Tornarolli, 2019. "Explorando los cambios de la pobreza en Argentina: 2003-2015," CEDLAS, Working Papers 0245, CEDLAS, Universidad Nacional de La Plata.
- Arne Melchior, 2019. "Russia in world trade: Between globalism and regionalism," Russian Journal of Economics, ARPHA Platform, vol. 5(4), pages 354-384, December.
- Athey, Susan & Imbens, Guido W. & Metzger, Jonas & Munro, Evan, 2024.
"Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations,"
Journal of Econometrics, Elsevier, vol. 240(2).
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- Susan Athey & Guido Imbens & Jonas Metzger & Evan Munro, 2019. "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," Papers 1909.02210, arXiv.org, revised Jul 2020.
- Slavko Bezeredi, 2019. "The Impact Of Tax And Social Benefit System Reforms On Work Incentives In Croatia: 2013-2018," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 28(2), pages 613-638, december.
- Nicola Curci & Marco Savegnago, 2019. "Shifting taxes from labour to consumption: the efficiency-equity trade-off," Temi di discussione (Economic working papers) 1244, Bank of Italy, Economic Research and International Relations Area.
- Jitka Pomenkova & Eva Klejmova & Zuzana Kucerova, 2019. "Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis: a local-adaptive-based testing of wavelets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 19(1), pages 155-175.
- Emanuel Kohlscheen & Jouchi Nakajima, 2021.
"Steady‐state growth,"
International Finance, Wiley Blackwell, vol. 24(1), pages 40-52, April.
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- Hai‐Anh Dang & Dean Jolliffe & Calogero Carletto, 2019.
"Data Gaps, Data Incomparability, And Data Imputation: A Review Of Poverty Measurement Methods For Data‐Scarce Environments,"
Journal of Economic Surveys, Wiley Blackwell, vol. 33(3), pages 757-797, July.
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- Dang, Hai-Anh & Jolliffe, Dean & Carletto, Calogero, 2018. "Data Gaps, Data Incomparability, and Data Imputation: A Review of Poverty Measurement Methods for Data-Scarce Environments," GLO Discussion Paper Series 179, Global Labor Organization (GLO).
- 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 456, ECINEQ, Society for the Study of Economic Inequality.
- Daniel Buncic, 2019.
"Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(3), pages 667-685, June.
- Buncic, Daniel, 2017. "Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models," Working Paper Series 344, Sveriges Riksbank (Central Bank of Sweden).
- Gary Koop & Dimitris Korobilis, 2019.
"Forecasting with High‐Dimensional Panel VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
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- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Taras Bodnar & Stepan Mazur & Nestor Parolya, 2019.
"Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(2), pages 636-660, June.
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- Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020.
"Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1092-1110, July.
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- 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
19-025/III, Tinbergen Institute.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2019. "Forecast density combinations with dynamic learning for large data sets in economics and finance," Working Paper 2019/7, Norges Bank.
- Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020.
"Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1092-1110, July.
- Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper 2019/2, Norges Bank.
- Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019. "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Papers No 01/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Shakeeb Khan & Denis Nekipelov, 2013.
"On Uniform Inference in Nonlinear Models with Endogeneity,"
Working Papers
13-16, Duke University, Department of Economics.
- Shakeeb Khan & Denis Nekipelov, 2019. "On Uniform Inference in Nonlinear Models with Endogeneity," Boston College Working Papers in Economics 986, Boston College Department of Economics.
- Tsakas Nikolas, 2019.
"On Decay Centrality,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 19(1), pages 1-18, January.
- Nikolas Tsakas, 2016. "On decay centrality," University of Cyprus Working Papers in Economics 04-2016, University of Cyprus Department of Economics.
- Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2019. "Density Forecasting," BEMPS - Bozen Economics & Management Paper Series BEMPS59, Faculty of Economics and Management at the Free University of Bozen.
- Zuzana Mucka, 2019. "The mirror does not lie: Endogenous fiscal limits for Slovakia," Working Papers Working Paper No. 2/2019, Council for Budget Responsibility.
- Sanghyun Hong & W. Robert Reed, 2019. "A Performance Analysis of Some New Meta-Analysis Estimators Designed to Correct Publication Bias," Working Papers in Economics 19/04, University of Canterbury, Department of Economics and Finance.
- Sanghyun Hong & W. Robert Reed, 2019. "Towards an Experimental Framework for Assessing Meta-Analysis Methods, with a Focus on Andrews-Kasy Estimators," Working Papers in Economics 19/13, University of Canterbury, Department of Economics and Finance.
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2019.
"Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate,"
LSE Research Online Documents on Economics
102544, London School of Economics and Political Science, LSE Library.
- V A Hajivassiliou & Frédérique Savignac & Frédérique Savignac, 2019. "Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate," STICERD - Econometrics Paper Series 606, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hajivassiliou, Vassilis, 2019.
"Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics,"
LSE Research Online Documents on Economics
102843, London School of Economics and Political Science, LSE Library.
- V A Hajivassiliou, 2019. "Estimation and Specification Testing of Panel Data Models with Non-Ignorable Persistent Heterogeneity, Contemporaneous and Intertemporal Simultaneity, and Observable and Unobservable Dynamics," STICERD - Econometrics Paper Series 609, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hajivassiliou, Vassilis, 2019.
"Switching regressions with imperfect regime classification information: theory and applications,"
LSE Research Online Documents on Economics
103119, London School of Economics and Political Science, LSE Library.
- V A Hajivassiliou, 2019. "Switching Regressions with Imperfect Regime Classification Information: Theory and Applications," STICERD - Econometrics Paper Series 610, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Elisabeth Christen & Michael Pfaffermayr & Yvonne Wolfmayr, 2019.
"Trade Costs in Services. Firm Survival, Firm Growth and Implied Changes in Employment,"
WIFO Working Papers
593, WIFO.
- Elisabeth Christen & Michael Pfaffermayr & Yvonne Wolfmayr, 2019. "Trade Costs in Services: Firm Survival, Firm Growth and Implied Changes in Employment," CESifo Working Paper Series 8008, CESifo.
- Arun Advani & Toru Kitagawa & Tymon Słoczyński, 2019.
"Mostly harmless simulations? Using Monte Carlo studies for estimator selection,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 893-910, September.
- Arun Advani & Toru Kitagawa & Tymon S{l}oczy'nski, 2018. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," Papers 1809.09527, arXiv.org, revised Apr 2019.
- Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2019. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," CAGE Online Working Paper Series 411, Competitive Advantage in the Global Economy (CAGE).
- Advani, Arun & Kitagawa, Toru & Słoczyński, Tymon, 2019. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," The Warwick Economics Research Paper Series (TWERPS) 1192, University of Warwick, Department of Economics.
- Morales González, Kenkin & Manjarrés de Ávila, William & Cruz Almanza, Sadan de la, 2019. "Evaluación del Servicio Público de Empleo: sus efectos en la inserción laboral formal en el Área Metropolitana de Barranquilla, Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 211-239, July.
- Verena Monschang & Bernd Wilfling, 2021.
"Sup-ADF-style bubble-detection methods under test,"
Empirical Economics, Springer, vol. 61(1), pages 145-172, July.
- 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 203568, Verein für Socialpolitik / German Economic Association.
- Verena Monschang & Bernd Wilfling, 2019. "Sup-ADF-style bubble-detection methods under test," CQE Working Papers 7819, Center for Quantitative Economics (CQE), University of Muenster.
- Guillaume MAROIS & Patrick SABOURIN & Alain BÉLANGER, 2019. "Forecasting Human Capital of EU Member Countries Accounting for Sociocultural Determinants," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 85(3), pages 231-269, September.
- Xiao, Weilin & Yu, Jun, 2019.
"Asymptotic Theory For Estimating Drift Parameters In The Fractional Vasicek Model,"
Econometric Theory, Cambridge University Press, vol. 35(1), pages 198-231, February.
- Xiao, Weilin & Yu, Jun, 2017. "Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model," Economics and Statistics Working Papers 8-2017, Singapore Management University, School of Economics.
- Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023.
"Continuously Updated Indirect Inference In Heteroskedastic Spatial Models,"
Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.
- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers 2208, Cowles Foundation for Research in Economics, Yale University.
- Jessica Bracco, Leonardo Gasparini, Leopoldo Tornarolli, 2019.
"Explorando los cambios de la pobreza en Argentina: 2003-2015,"
Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 65, pages 69-124, January-D.
- Jessica Bracco & Leonardo Gasparini & Leopoldo Tornarolli, 2019. "Explorando los cambios de la pobreza en Argentina: 2003-2015," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 65, pages 69-124, January-D.
- Jessica Bracco & Leonardo Gasparini & Leopoldo Tornarolli, 2019. "Explorando los cambios de la pobreza en Argentina: 2003-2015," CEDLAS, Working Papers 0245, CEDLAS, Universidad Nacional de La Plata.
- Julia Bellenbaum & Benjamin Böcker & Thomas Kallabis & Christoph Weber, 2019. "Probabilistic methodology for adequacy assessment under uncertainty for a multi-region system," EWL Working Papers 1912, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Dec 2019.
- Chin-Sheng Huang & Yi-Sheng Liu, 2019. "Machine Learning on Stock Price Movement Forecast: The Sample of the Taiwan Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 9(2), pages 189-201.
- Sirilius Seran, 2019. "Social Economic Status to the Number of Life Expectancy," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 166-171.
- Nidhi Malhotra & Saumya Gupta, 2019. "Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 208-215.
- Groll, Andreas & Hambuckers, Julien & Kneib, Thomas & Umlauf, Nikolaus, 2019.
"LASSO-type penalization in the framework of generalized additive models for location, scale and shape,"
Computational Statistics & Data Analysis, Elsevier, vol. 140(C), pages 59-73.
- 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 2018-16, Faculty of Economics and Statistics, Universität Innsbruck.
- Lee, Junsoo & Tieslau, Margie, 2019. "Panel LM unit root tests with level and trend shifts," Economic Modelling, Elsevier, vol. 80(C), pages 1-10.
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"Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market,"
Economic Modelling, Elsevier, vol. 80(C), pages 383-391.
- 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 1806, University of Waterloo, Department of Economics, revised 09 Jan 2018.
- Fasolo, Angelo Marsiglia, 2019.
"Monetary policy volatility shocks in Brazil,"
Economic Modelling, Elsevier, vol. 81(C), pages 348-360.
- Angelo Marsiglia Fasolo, 2018. "Monetary Policy Volatility Shocks in Brazil," Working Papers Series 480, Central Bank of Brazil, Research Department.
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"Asymptotic theory for rough fractional Vasicek models,"
Economics Letters, Elsevier, vol. 177(C), pages 26-29.
- Xiao, Weilin & Yu, Jun, 2018. "Asymptotic Theory for Rough Fractional Vasicek Models," Economics and Statistics Working Papers 7-2018, Singapore Management University, School of Economics.
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"Regime switching panel data models with interactive fixed effects,"
Economics Letters, Elsevier, vol. 177(C), pages 47-51.
- Tingting Cheng & Jiti Gao & Yayi Yan, 2018. "Regime switching panel data models with interative fixed effects," Monash Econometrics and Business Statistics Working Papers 21/18, Monash University, Department of Econometrics and Business Statistics.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019.
"Time-varying impact of uncertainty shocks on the US housing market,"
Economics Letters, Elsevier, vol. 180(C), pages 15-20.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018. "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers 201870, University of Pretoria, Department of Economics.
- Yao, Xingzhi & Izzeldin, Marwan & Li, Zhenxiong, 2019. "Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model," Economics Letters, Elsevier, vol. 181(C), pages 160-163.
- Mykland, Per A. & Zhang, Lan & Chen, Dachuan, 2019. "The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times," Journal of Econometrics, Elsevier, vol. 208(1), pages 101-119.
- Richard, Patrick, 2019. "Residual bootstrap tests in linear models with many regressors," Journal of Econometrics, Elsevier, vol. 208(2), pages 367-394.
- McAlinn, Kenichiro & West, Mike, 2019. "Dynamic Bayesian predictive synthesis in time series forecasting," Journal of Econometrics, Elsevier, vol. 210(1), pages 155-169.
- Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2019.
"Forecast density combinations of dynamic models and data driven portfolio strategies,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 170-186.
- 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 18-076/III, Tinbergen Institute.
- Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2018. "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper 2018/10, Norges Bank.
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"Tempered particle filtering,"
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- Edward P. Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," Finance and Economics Discussion Series 2016-072, Board of Governors of the Federal Reserve System (U.S.).
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"Modeling systemic risk with Markov Switching Graphical SUR models,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 58-74.
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- Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
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"Asymptotic theory and wild bootstrap inference with clustered errors,"
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- Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," CREATES Research Papers 2019-05, Department of Economics and Business Economics, Aarhus University.
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"Indirect inference with a non-smooth criterion function,"
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"Bootstrapping structural change tests,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
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"Explorando los cambios de la pobreza en Argentina: 2003-2015,"
Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 65, pages 69-124, January-D.
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"Wild Bootstrap and Asymptotic Inference With Multiway Clustering,"
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"Maximum Likelihood Estimation for the Fractional Vasicek Model,"
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"A Bayesian approach to account for misclassification in prevalence and trend estimation,"
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"A nonlinear dynamic factor model of health and medical treatment,"
Health Economics, John Wiley & Sons, Ltd., vol. 31(6), pages 1046-1066, June.
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"Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR,"
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"Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks,"
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- Barańska Anna, 2019. "Linear and Nonlinear Weighing of Property Features," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 59-68, March.
- Ślepaczuk Robert & Zenkova Maryna, 2018.
"Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market,"
Central European Economic Journal, Sciendo, vol. 5(52), pages 186-205, January.
- Maryna Zenkova & Robert Ślepaczuk, 2019. "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Working Papers 2019-02, Faculty of Economic Sciences, University of Warsaw.
- Latoszek Michał & Ślepaczuk Robert, 2020.
"Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor,"
Economics and Business Review, Sciendo, vol. 6(1), pages 46-81, March.
- 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 2019-14, Faculty of Economic Sciences, University of Warsaw.
- Kamil Korzeń & Robert Ślepaczuk, 2019. "Hybrid Investment Strategy Based on Momentum and Macroeconomic Approach," Working Papers 2019-17, Faculty of Economic Sciences, University of Warsaw.
- 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
8838, The World Bank.
- Rodriguez Castelan, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Olivieri, Sergio & Vishwanath, Tara, 2021. "Distributional Effects of Competition: A Simulation Approach," IZA Discussion Papers 14043, Institute of Labor Economics (IZA).
- 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
429, Global Labor Organization (GLO).
- 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 9076, The World Bank.
- Dang, Hai-Anh H & Verme, Paolo, 2019. "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," IZA Discussion Papers 12822, Institute of Labor Economics (IZA).
- Elisabeth Christen & Michael Pfaffermayr & Yvonne Wolfmayr, 2019.
"Trade Costs in Services: Firm Survival, Firm Growth and Implied Changes in Employment,"
CESifo Working Paper Series
8008, CESifo.
- Elisabeth Christen & Michael Pfaffermayr & Yvonne Wolfmayr, 2019. "Trade Costs in Services. Firm Survival, Firm Growth and Implied Changes in Employment," WIFO Working Papers 593, WIFO.
- James G. MacKinnon, 2019.
"How cluster-robust inference is changing applied econometrics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
- James G. MacKinnon, 2019. "How cluster‐robust inference is changing applied econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(3), pages 851-881, August.
- James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Working Paper 1413, Economics Department, Queen's University.
- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019.
"Confidence Intervals for Projections of Partially Identified Parameters,"
Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
- Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers 49/17, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers 02/16, Institute for Fiscal Studies.
- Sebastian Kripfganz & Claudia Schwarz, 2019.
"Estimation of linear dynamic panel data models with time‐invariant regressors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
- Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79756, Verein für Socialpolitik / German Economic Association.
- Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
- Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers 25/2013, Deutsche Bundesbank.
- Alexander Konon & Alexander S. Kritikos, 2019.
"Prediction based on entrepreneurship-prone personality profiles: sometimes worse than the toss of a coin,"
Small Business Economics, Springer, vol. 53(1), pages 1-20, June.
- 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, vol. 53(1), pages 1-20.
- Alexander Konon & Alexander Kritikos, 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," Discussion Papers of DIW Berlin 1763, DIW Berlin, German Institute for Economic Research.
- Konon, Alexander & Kritikos, Alexander S., 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," IZA Discussion Papers 11880, Institute of Labor Economics (IZA).
- 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
8629, The World Bank.
- 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 297, Global Labor Organization (GLO).
- Hai-Anh H. Dang & Michael M. Lokshin & Kseniya Abanokova & Maurizio Bussolo, 2019. "Inequality and welfare dynamics in the Russian Federation during 1994-2015," Working Papers 484, ECINEQ, Society for the Study of Economic Inequality.
- 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
9076, The World Bank.
- 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 429, Global Labor Organization (GLO).
- Dang, Hai-Anh H & Verme, Paolo, 2019. "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," IZA Discussion Papers 12822, Institute of Labor Economics (IZA).
- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020.
"Bootstrap methods for inference in the Parks model,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2016. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 16/22, University of Canterbury, Department of Economics and Finance.
- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019. "Bootstrap methods for inference in the Parks model," Economics Discussion Papers 2019-39, Kiel Institute for the World Economy (IfW Kiel).
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 18/13, University of Canterbury, Department of Economics and Finance.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 17/09, University of Canterbury, Department of Economics and Finance.
- Chen, Siyan & Desiderio, Saul, 2020.
"Job duration and inequality,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-27.
- Chen, Siyan & Desiderio, Saul, 2019. "Job duration and inequality," Economics Discussion Papers 2019-44, Kiel Institute for the World Economy (IfW Kiel).
- 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, vol. 3(2019-4), pages 1-22.
- 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, vol. 3(2019-5), pages 1-4.
- Döhrn, Roland, 2019. "Comparing forecast accuracy in small samples," Ruhr Economic Papers 833, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- 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 203518, Verein für Socialpolitik / German Economic Association.
- Verena Monschang & Bernd Wilfling, 2021.
"Sup-ADF-style bubble-detection methods under test,"
Empirical Economics, Springer, vol. 61(1), pages 145-172, July.
- Verena Monschang & Bernd Wilfling, 2019. "Sup-ADF-style bubble-detection methods under test," CQE Working Papers 7819, Center for Quantitative Economics (CQE), University of Muenster.
- 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 203568, Verein für Socialpolitik / German Economic Association.
- 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
203609, Verein für Socialpolitik / German Economic Association.
- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2020. "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," Working Papers 17, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
2018
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2020.
"Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 5-32, March.
- Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181590, Verein für Socialpolitik / German Economic Association.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics 201810, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Lodz Economics Working Papers 1/2018, University of Lodz, Faculty of Economics and Sociology.
- Richard Ashley & Christopher F. Parmeter, 2018. "A Correction/Update to “When Is It Justifiable to Ignore Variable Endogeneity In A Regression Model?â€," Working Papers 2018-01, University of Miami, Department of Economics.
- 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, MIR Center for Socio-Economic Research, vol. 8(1), pages 1-18, January.
- 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 0131, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- 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, vol. 14(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 18038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018.
"Multivariate stochastic volatility with co-heteroscedasticity,"
CAMA Working Papers
2018-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers 18-12, National Graduate Institute for Policy Studies.
- CHAN Joshua & DOUCET Arnaud & Roberto Leon-Gonzalez & STRACHAN Rodney W., 2020. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers 20-09, National Graduate Institute for Policy Studies.
- Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Working Paper series 18-38, Rimini Centre for Economic Analysis.
- 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 ," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 28(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 18/210, National Institute of Public Finance and Policy.
- James G. MacKinnon & Matthew D. Webb, 2018.
"The wild bootstrap for few (treated) clusters,"
Econometrics Journal, Royal Economic Society, vol. 21(2), pages 114-135, June.
- James G. MacKinnon & Matthew D. Webb, 2018. "The wild bootstrap for few (treated) clusters," Econometrics Journal, Royal Economic Society, vol. 21(2), pages 114-135.
- James G. MacKinnon & Matthew D. Webb, 2017. "The Wild Bootstrap For Few (treated) Clusters," Working Paper 1364, Economics Department, Queen's University.
- 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, vol. 85(1), pages 1-49.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
- Andreas Kaeck, 2018. "Variance-of-Variance Risk Premium," Review of Finance, European Finance Association, vol. 22(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, vol. 60(4), pages 583-604, December.
- Bo Jiang & Bruce Philp & Zhongmin Wu, 2018. "Macro stress testing in the banking system of China," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(4), pages 287-298, November.
- Pedro Cosme da Costa Vieira, 2018. "The impact of corruption on economic growth, a bootstrapping analysis," FEP Working Papers 612, Universidade do Porto, Faculdade de Economia do Porto.
- Пигнастый, Олег, 2018. "Синтез Программного Управления Операционными Параметрами Поточной Линии [Synthesis of program control of operational parameters of a production line]," MPRA Paper 102418, University Library of Munich, Germany, revised 25 May 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
89975, University Library of Munich, Germany.
- 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 103348, University Library of Munich, Germany, revised 11 Sep 2020.
- Bensalma, Ahmed, 2018. "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper 84969, University Library of Munich, Germany.
- David Lee, 2018.
"Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment,"
Working Papers
hal-01758922, HAL.
- Lee, David, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper 85575, University Library of Munich, Germany.
- David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers 1804.02289, arXiv.org.
- Sokolovskyi, Dmytro, 2018. "Analysis of dependencies between state tax behavior and macroeconomic indicators," MPRA Paper 86417, University Library of Munich, Germany.
- Baum, Anja & Eyraud, Luc & Hodge, Andrew & Jarmuzek, Mariusz & Kim, Young & Mbaye, Samba & Ture, Elif, 2018. "How to calibrate fiscal rules : a primer," MPRA Paper 86423, University Library of Munich, Germany.
- Habimana, Olivier, 2018. "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper 87823, University Library of Munich, Germany.
- 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 agri," MPRA Paper 88657, University Library of Munich, Germany.
- 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 88777, University Library of Munich, Germany.
- Legrand, Romain, 2018. "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper 88925, University Library of Munich, Germany.
- 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 88957, University Library of Munich, Germany, revised 17 Jul 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
103348, University Library of Munich, Germany, revised 11 Sep 2020.
- 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 89975, University Library of Munich, Germany.
- Crudu, F.; & Neri, L.; & Tiezzi, S.;, 2018.
"Family Ties and Children Obesity in Italy,"
Health, Econometrics and Data Group (HEDG) Working Papers
18/09, HEDG, c/o Department of Economics, University of York.
- Crudu, Federico & Neri, Laura & Tiezzi, Silvia, 2018. "Family Ties and Children Obesity in Italy," MPRA Paper 90360, University Library of Munich, Germany, 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 h," MPRA Paper 90422, University Library of Munich, Germany.
- Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021.
"Testing fractional unit roots with non-linear smooth break approximations using Fourier functions,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(13-15), pages 2542-2559, November.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper 90516, University Library of Munich, Germany.
- Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018. "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper 91136, University Library of Munich, Germany.
- 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 92567, University Library of Munich, Germany, revised Sep 2018.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019.
"Time-varying impact of uncertainty shocks on the US housing market,"
Economics Letters, Elsevier, vol. 180(C), pages 15-20.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018. "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers 201870, University of Pretoria, Department of Economics.
- Milan Bašta, 2018. "Time series forecasting with a prior wavelet-based denoising step," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2018(1), pages 5-24.
- Milan Fičura & Jiří Witzany, 2018. "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(3), pages 5-20.
- Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019.
"Asymptotic theory and wild bootstrap inference with clustered errors,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2018. "Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors," Working Paper 1399, Economics Department, Queen's University.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," CREATES Research Papers 2019-05, Department of Economics and Business Economics, Aarhus University.
- David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019.
"Fast and wild: Bootstrap inference in Stata using boottest,"
Stata Journal, StataCorp LP, vol. 19(1), pages 4-60, March.
- James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb, 2018. "Fast and Wild: Bootstrap Inference in Stata Using boottest," CREATES Research Papers 2018-34, Department of Economics and Business Economics, Aarhus University.
- David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2018. "Fast And Wild: Bootstrap Inference In Stata Using Boottest," Working Paper 1406, Economics Department, Queen's University.
- Simar, Leopold & Zelenyuk, Valentin, 2018.
"Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores,"
LIDAM Discussion Papers ISBA
2018020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Leopold & Zelenyuk, Valentin, 2020. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Reprints ISBA 2020002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Léopold Simar & Valentin Zelenyuk, 2018. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," CEPA Working Papers Series WP072018, School of Economics, University of Queensland, Australia.
- Sickles, Robin C. & Song, Wonho & Zelenyuk, Valentin, 2018.
"Econometric Analysis of Productivity: Theory and Implementation in R,"
Working Papers
18-008, Rice University, Department of Economics.
- Robin C. Sickles & Wonho Song & Valentin Zelenyuk, 2018. "Econometric Analysis of Productivity: Theory and Implementation in R," CEPA Working Papers Series WP082018, School of Economics, University of Queensland, Australia.
- Haroon Mumtaz & Alberto Musso, 2021.
"The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 466-481, March.
- Mumtaz, Haroon & Musso, Alberto, 2018. "The evolving impact of global, region-specific and country-specific uncertainty," Working Paper Series 2147, European Central Bank.
- Haroon Mumtaz & Alberto Musso, 2018. "The evolving impact of global, region-specific and country-specific uncertainty," Working Papers 866, Queen Mary University of London, School of Economics and Finance.
- Gary Koop & Dimitris Korobilis, 2019.
"Forecasting with High‐Dimensional Panel VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
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"Multivariate Stochastic Volatility with Co-Heteroscedasticity,"
GRIPS Discussion Papers
18-12, National Graduate Institute for Policy Studies.
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"Asymptotic theory for rough fractional Vasicek models,"
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"Spatial dynamic panel data models with correlated random effects,"
Journal of Econometrics, Elsevier, vol. 221(2), pages 424-454.
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"Agent-based model calibration using machine learning surrogates,"
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"Grid and shake: spatial aggregation and the robustness of regionally estimated elasticities,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(1), pages 143-170, January.
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"On the invertibility of seasonally adjusted series,"
Computational Statistics, Springer, vol. 33(1), pages 443-465, March.
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"Slack-based directional distance function in the presence of bad outputs: theory and application to Vietnamese banking,"
Empirical Economics, Springer, vol. 54(1), pages 153-187, February.
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"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, vol. 13(1), pages 173-193, April.
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"Assessing distributional properties of forecast errors for fan-chart modelling,"
Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
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"Bootstrap-Assisted Tests of Symmetry for Dependent Data,"
Birkbeck Working Papers in Economics and Finance
1806, Birkbeck, Department of Economics, Mathematics & Statistics.
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- Anton Kolotilin & Valentyn Panchenko, 2018. "Estimation of a Scale-Free Network Formation Model," Discussion Papers 2018-10, School of Economics, The University of New South Wales.
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"Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1033-1050, November.
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"Fixed T dynamic panel data estimators with multifactor errors,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
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"Minimum Distance Estimation of Search Costs Using Price Distribution,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 658-671, October.
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"Combining long memory and level shifts in modelling and forecasting the volatility of asset returns,"
Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
- Pierre Perron & Rasmus T. Varneskov, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2011-050, Boston University - Department of Economics.
- Rasmus T. Varneskov & Pierre Perron, 2015. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series wp2015-015, Boston University - Department of Economics.
- Rasmus Tangsgaard Varneskov & Pierre Perron, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.
- Rasmus T. Varneskov & Pierre Perron, 2017. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
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"Efficient global optimisation for black-box simulation via sequential intrinsic Kriging,"
Journal of the Operational Research Society, Taylor & Francis Journals, vol. 69(11), pages 1725-1737, November.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2015-042, Tilburg University, Center for Economic Research.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Other publications TiSEM 5e785713-146c-4e5b-b671-f, Tilburg University, School of Economics and Management.
- Fethi Ogunc & Mustafa Utku Ozmen & Cagri Sarikaya, 2018. "Inflation Dynamics in Turkey from a Bayesian Perspective," Working Papers 1810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- 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 18-063/III, Tinbergen Institute.
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"Forecast density combinations of dynamic models and data driven portfolio strategies,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 170-186.
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"Prediction for Big Data through Kriging : Small Sequential and One-Shot Designs,"
Other publications TiSEM
b0504930-f518-44f7-908c-6, Tilburg University, School of Economics and Management.
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"Hamiltonian sequential Monte Carlo with application to consumer choice behavior,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(1), pages 54-77, January.
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"Testing identifying assumptions in fuzzy regression discontinuity designs,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
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- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP10/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
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"Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(8), pages 1255-1266, August.
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- Angelo Ranaldo & Paolo Santucci de Magistris, 2018. "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance 1823, University of St. Gallen, School of Finance, revised Oct 2019.
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"Are long‐run output growth rates falling?,"
Metroeconomica, Wiley Blackwell, vol. 71(1), pages 204-234, February.
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"Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market,"
Central European Economic Journal,
Sciendo, vol. 5(1), pages 186-205, January.
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"Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market,"
Central European Economic Journal, Sciendo, vol. 5(52), pages 186-205, January.
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"A new baseline model for estimating willingness to pay from discrete choice models,"
Journal of Environmental Economics and Management, Elsevier, vol. 95(C), pages 57-61.
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"Momentum and contrarian effects on the cryptocurrency market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 691-701.
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- 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 2018-18, Faculty of Economic Sciences, University of Warsaw.
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"Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market,"
Economic Modelling, Elsevier, vol. 80(C), pages 383-391.
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"To Impute or Not to Impute? A Review of Alternative Poverty Estimation Methods in the Context of Unavailable Consumption Data,"
GLO Discussion Paper Series
201, Global Labor Organization (GLO).
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"Inequality and Welfare Dynamics in the Russian Federation during 1994-2015,"
Policy Research Working Paper Series
8629, The World Bank.
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"Stochastic intrinsic Kriging for simulation metamodeling,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
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- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 00bed9cb-d34c-4e98-93ef-e, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
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"The wild bootstrap for few (treated) clusters,"
Econometrics Journal, Royal Economic Society, vol. 21(2), pages 114-135, June.
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- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018.
"What Do Vars Tell Us About The Impact Of A Credit Supply Shock?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 625-646, May.
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"Indirect inference with time series observed with error,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 874-897, September.
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- Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018.
"The State‐Level Impact of Uncertainty Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December.
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"The Emissions Reduction Effect And Economic Impact Of An Energy Tax Vs. A Carbon Tax In China: A Dynamic Cge Model Analysis,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(02), pages 339-387, March.
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- Opiła, Janusz, 2018. "Visualization in a Knowledge Transfer Process," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2018), Split, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Split, Croatia, 6-8 September 2018, pages 485-493, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
- Schreiber, Sven, 2018. "Are bootstrapped cointegration test findings unreliable?," Discussion Papers 2018/8, Free University Berlin, School of Business & Economics.
- Hai‐Anh Dang & Dean Jolliffe & Calogero Carletto, 2019.
"Data Gaps, Data Incomparability, And Data Imputation: A Review Of Poverty Measurement Methods For Data‐Scarce Environments,"
Journal of Economic Surveys, Wiley Blackwell, vol. 33(3), pages 757-797, July.
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- Dang, Hai-Anh & Jolliffe, Dean & Carletto, Calogero, 2018. "Data Gaps, Data Incomparability, and Data Imputation: A Review of Poverty Measurement Methods for Data-Scarce Environments," GLO Discussion Paper Series 179, Global Labor Organization (GLO).
- 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 456, ECINEQ, Society for the Study of Economic Inequality.
- 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
8403, The World Bank.
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"Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 5-32, March.
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"Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory,"
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"The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty,"
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- Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," Working Papers 124, Brandeis University, Department of Economics and International Business School.
- Arun Advani & Tymon Sloczynski, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers CWP64/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arun Advani & Tymon Słoczyński, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers 64/13, Institute for Fiscal Studies.
- Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019.
"Modeling systemic risk with Markov Switching Graphical SUR models,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 58-74.
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- Robert Tanton, 2018. "Spatial Microsimulation: Developments and Potential Future Directions," International Journal of Microsimulation, International Microsimulation Association, vol. 11(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, vol. 11(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, vol. 11(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, vol. 11(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, vol. 11(3), pages 2-38.
- Chandan Kumar, 2018.
"Role of Bidding Method and Risk Allocation in the Performance of Public Private Partnership (PPP) Projects,"
Working Papers
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- 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 2018-013, Indira Gandhi Institute of Development Research, Mumbai, India.
- Manuel Gebetsberger & Reto Stauffer & Georg J. Mayr & Achim Zeileis, 2018. "Skewed logistic distribution for statistical temperature post-processing in mountainous areas," Working Papers 2018-06, Faculty of Economics and Statistics, Universität Innsbruck.
- Groll, Andreas & Hambuckers, Julien & Kneib, Thomas & Umlauf, Nikolaus, 2019.
"LASSO-type penalization in the framework of generalized additive models for location, scale and shape,"
Computational Statistics & Data Analysis, Elsevier, vol. 140(C), pages 59-73.
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- Hai‐Anh Dang & Dean Jolliffe & Calogero Carletto, 2019.
"Data Gaps, Data Incomparability, And Data Imputation: A Review Of Poverty Measurement Methods For Data‐Scarce Environments,"
Journal of Economic Surveys, Wiley Blackwell, vol. 33(3), pages 757-797, July.
- Dang,Hai-Anh H. & Jolliffe,Dean Mitchell & Carletto,Calogero & Dang,Hai-Anh H. & Jolliffe,Dean Mitchell & Carletto,Calogero, 2017. "Data gaps, data incomparability, and data imputation : a review of poverty measurement methods for data-scarce environments," Policy Research Working Paper Series 8282, The World Bank.
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- Dang, Hai-Anh & Jolliffe, Dean & Carletto, Calogero, 2018. "Data Gaps, Data Incomparability, and Data Imputation: A Review of Poverty Measurement Methods for Data-Scarce Environments," GLO Discussion Paper Series 179, Global Labor Organization (GLO).
- 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 JRC111606, Joint Research Centre.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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"Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
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- Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Advani, Arun & Sloczynski, Tymon, 2013.
"Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies,"
IZA Discussion Papers
7874, Institute of Labor Economics (IZA).
- Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2018. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers 11862, Institute of Labor Economics (IZA).
- Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," Working Papers 124, Brandeis University, Department of Economics and International Business School.
- Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers CWP56/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arun Advani & Tymon Sloczynski, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers CWP64/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arun Advani & Tymon Słoczyński, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers 64/13, Institute for Fiscal Studies.
- Alexander Konon & Alexander S. Kritikos, 2019.
"Prediction based on entrepreneurship-prone personality profiles: sometimes worse than the toss of a coin,"
Small Business Economics, Springer, vol. 53(1), pages 1-20, June.
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- Alexander Konon & Alexander Kritikos, 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," Discussion Papers of DIW Berlin 1763, DIW Berlin, German Institute for Economic Research.
- Konon, Alexander & Kritikos, Alexander S., 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," IZA Discussion Papers 11880, Institute of Labor Economics (IZA).
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- 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, vol. 52(3), pages 711-744, October.
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- 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, vol. 16(2), pages 541-561, June.
- 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, vol. 4(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), vol. 0(2), pages 161-184.
- 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, vol. 8(1), pages 1-18, January.
2017
- Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016.
"Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory,"
Cahiers de recherche
14-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2017. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory," School of Economics Working Papers 2017-01, University of Adelaide, School of Economics.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
- Patrick GAGLIARDINI & Olivier SCAILLET, 2017.
"A Specification Test for Nonparametric Instrumental Variable Regression,"
Annals of Economics and Statistics, GENES, issue 128, pages 151-202.
- Patrick Gagliardini & Olivier Scaillet, 2007. "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series 07-13, Swiss Finance Institute.
- Stelios Arvanitis & Nikolas Topalogou, 2017. "Testing for Prospect and Markowitz stochastic dominance efficiency," Working Papers 201701, Athens University Of Economics and Business, Department of Economics.
- 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, vol. 6(1), pages 46-59, JULY.
- James G. MacKinnon & Matthew D. Webb, 2017.
"The Wild Bootstrap for Few (Treated) Clusters,"
Working Papers
1364, Queen's University, Department of Economics.
- MacKinnon, James G. & Webb, Matthew D., 2017. "The Wild Bootstrap for Few (Treated) Clusters," Queen's Economics Department Working Papers 274690, Queen's University - Department of Economics.
- Antoine Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2017.
"Validity of Wild Bootstrap Inference with Clustered Errors,"
Working Papers
1383, Queen's University, Department of Economics.
- Djogbenou, Antoine & MacKinnon, James G. & Orregaard Nielsen, Morten, 2017. "Validity of Wild Bootstrap Inference with Clustered Errors," Queen's Economics Department Working Papers 274709, Queen's University - Department of Economics.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2017.
"Bootstrap and Asymptotic Inference with Multiway Clustering,"
Working Papers
1386, Queen's University, Department of Economics.
- MacKinnon, James G. & Orregaard Nielsen, Morten & Webb, Matthew D., 2017. "Bootstrap and Asymptotic Inference with Multiway Clustering," Queen's Economics Department Working Papers 274712, Queen's University - Department of Economics.
- James G. MacKinnon & Matthew D. Webb, 2017.
"Pitfalls when Estimating Treatment Effects Using Clustered Data,"
Working Papers
1387, Queen's University, Department of Economics.
- MacKinnon, James G. & Webb, Matthew D., 2017. "Pitfalls when Estimating Treatment Effects Using Clustered Data," Queen's Economics Department Working Papers 274713, Queen's University - Department of Economics.
- 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, vol. 64(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, vol. 5(2), pages 317-328, December.
- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018.
"Agent-based model calibration using machine learning surrogates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," SciencePo Working papers Main hal-01499344, HAL.
- Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
- 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-01499344, HAL.
- Frazier, David T. & Oka, Tatsushi & Zhu, Dan, 2019.
"Indirect inference with a non-smooth criterion function,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 623-645.
- David T. Frazier & Tatsushi Oka & Dan Zhu, 2017. "Indirect Inference with a Non-Smooth Criterion Function," Papers 1708.02365, arXiv.org, revised Jul 2019.
- Lieb, Lenard & Smeekes, Stephan, 2017.
"Inference for Impulse Responses under Model Uncertainty,"
Research Memorandum
022, Maastricht University, Graduate School of Business and Economics (GSBE).
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- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019.
"Confidence Intervals for Projections of Partially Identified Parameters,"
Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers 49/17, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers 02/16, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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 1704, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marian Vavra, 2017.
"Normality Tests for Dependent Data,"
Working and Discussion Papers
WP 12/2017, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2017. "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance 1706, Birkbeck, Department of Economics, Mathematics & Statistics.
- 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) 394, Bank of Italy, Economic Research and International Relations Area.
- Daniele Coin, 2017. "A goodness-of-fit test for Generalized Error Distribution," Temi di discussione (Economic working papers) 1096, Bank of Italy, Economic Research and International Relations Area.
- Stéphane Loisel, 2014.
"Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views,"
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- F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats économiques et financiers 32, Banque de France.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013517, HAL.
- Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013547, HAL.
- Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013545, HAL.
- Stéphane Loisel, 2015. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013649, HAL.
- Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
- Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017. "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles 10, EIOPA, Risks and Financial Stability Department.
- Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA 2017006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- 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, vol. 66(4), pages 777-795, August.
- Saint-Cyr, Legrand D.F. & Piet, Laurent, 2015. "Movers and Stayers in the Farming Sector: Accounting for Unobserved Heterogeneity in Structural Change," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204234, Agricultural Economics Society.
- Saint-Cyr, Legrand D.F. & Piet, Laurent, 2015. "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Working Papers 208912, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Legrand D.F. Saint-Cyr & Laurent Piet, 2015. "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Working Papers SMART 15-06, INRAE UMR SMART.
- BRATIAN Vasile, 2017. "Options Evaluation Using Monte Carlo Simulation," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(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, vol. 27(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, vol. 21(1), pages 3-29, February.
- Nazila Alinaghi & W. Robert Reed, 2016.
"Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?,"
Working Papers in Economics
16/26, University of Canterbury, Department of Economics and Finance.
- Nazila Alinaghi & W. Robert Reed, 2017. "Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?," Working Papers in Economics 17/04, University of Canterbury, Department of Economics and Finance.
- Alinaghi, Nazila & Reed, W. Robert, 2017. "Meta-Analysis and Publication Bias: How Well Does the Fat-Pet-Peese Procedure Work?," Working Paper Series 20285, Victoria University of Wellington, Chair in Public Finance.
- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020.
"Bootstrap methods for inference in the Parks model,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2016. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 16/22, University of Canterbury, Department of Economics and Finance.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 17/09, University of Canterbury, Department of Economics and Finance.
- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019. "Bootstrap methods for inference in the Parks model," Economics Discussion Papers 2019-39, Kiel Institute for the World Economy (IfW Kiel).
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 18/13, University of Canterbury, Department of Economics and Finance.
- Ylenia Brilli, 2022.
"Mother’s Time Allocation, Childcare, and Child Cognitive Development,"
Journal of Human Capital, University of Chicago Press, vol. 16(2), pages 233-272.
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- Ylenia Brilli, 2017. "Mother's Time Allocation, Child Care and Child Cognitive Development," CHILD Working Papers Series 59 JEL Classification: D1, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Brilli, Ylenia, 2017. "Mother’s Time Allocation, Child Care and Child Cognitive Development," Working Papers in Economics 695, University of Gothenburg, Department of Economics.
- Ylenia Brilli, 2021. "Mother's time allocation, child care and child cognitive development," Working Papers 2021: 30, Department of Economics, University of Venice "Ca' Foscari".
- M Hashem Pesaran & Takashi Yamagata, 2024.
"Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
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- M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series 6432, CESifo.
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"Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors,"
Cahiers de recherche
01-2017, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- 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 2017s-06, CIRANO.
- Jorge A. Paz, 2017. "Desigualdad persistente. Un ejercicio con datos de Argentina (1993-2015)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 36(72), October.
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"Least squares estimation for GARCH (1,1) model with heavy tailed errors,"
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- Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017.
"Autoregressive Moving Average Infinite Hidden Markov-Switching Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
- Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017. "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE 2836, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.
- M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017.
"The Global Role of the U.S. Economy: Linkages, Policies and Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
1706, Koc University-TUSIAD Economic Research Forum.
- 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 11836, C.E.P.R. Discussion Papers.
- M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017. "The global role of the US economy: Linkages, policies and spillovers," CAMA Working Papers 2017-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose,Ayhan & Lakatos,Csilla & Ohnsorge,Franziska Lieselotte & Stocker,Marc, 2017. "The global role of the U.S. economy: linkages, policies and spillovers," Policy Research Working Paper Series 7962, The World Bank.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2020.
"Identification and Estimation in Non-Fundamental Structural VARMA Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(4), pages 1915-1953.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017. "Identification and Estimation in Non-Fundamental Structural VARMA Models," Working Papers 2017-08, Center for Research in Economics and Statistics.
- Maurizio Baussola & Camilla Ferretti & Chiara Mussida, 2017. "Pitfall in labour market flows modeling: a Reappraisal," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali dises1722, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Carrasco, Marine & Kotchoni, Rachidi, 2017.
"Efficient Estimation Using The Characteristic Function,"
Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient estimation using the Characteristic Function," CIRANO Working Papers 2013s-22, CIRANO.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient Estimation Using the Characteristic Function," Working Papers hal-00867850, HAL.
- Marine Carrasco & Rachidi Kotchoni, 2017. "Efficient Estimation Using the Characteristic Function," Post-Print hal-01386060, HAL.
- Hounyo, Ulrich & Gonçalves, Sílvia & Meddahi, Nour, 2017.
"Bootstrapping Pre-Averaged Realized Volatility Under Market Microstructure Noise,"
Econometric Theory, Cambridge University Press, vol. 33(4), pages 791-838, August.
- Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi, 2013. "Bootstrapping pre-averaged realized volatility under market microstructure noise," CREATES Research Papers 2013-28, Department of Economics and Business Economics, Aarhus University.
- Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017. "Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise," IDEI Working Papers 869, Institut d'Économie Industrielle (IDEI), Toulouse.
- Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017. "Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise," TSE Working Papers 17-809, Toulouse School of Economics (TSE).
- Ulrich Hounyo & Silvia Gonçalves & Nour Meddahi, 2016. "Bootstrapping pre-averaged realized volatility under market microstructure noise," CIRANO Working Papers 2016s-25, CIRANO.
- 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, vol. 49(3), pages 347-362, August.
- Zapata, Samuel D. & Ribera, Luis A. & Palma, Marco, 2016. "Effect of Production Parameters On the Economic Feasibility of a Biofuel Enterprise," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229804, Southern Agricultural Economics Association.
- Cao, Jing & Stokes, Lynne, 2017. "Comparison of Different Ranking Methods in Wine Tasting," Journal of Wine Economics, Cambridge University Press, vol. 12(2), pages 203-210, May.
- 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, vol. 51(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, vol. 13(13 Year 2), pages 5-23.
- 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, vol. 51(C), pages 12-22.
- Marks, Joseph M. & Musumeci, Jim, 2017. "Misspecification in event studies," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 333-341.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- 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, vol. 64(C), pages 384-398.
- Hu, Yang & Oxley, Les, 2017. "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, vol. 64(C), pages 419-442.
- 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, vol. 67(C), pages 114-124.
- Lourme, Alexandre & Maurer, Frantz, 2017. "Testing the Gaussian and Student's t copulas in a risk management framework," Economic Modelling, Elsevier, vol. 67(C), pages 203-214.
- Dimitrakopoulos, Stefanos, 2017. "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, vol. 150(C), pages 10-14.
- 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, vol. 154(C), pages 20-23.
- Rao, Yao & McCabe, Brendan, 2017. "Is MORE LESS? The role of data augmentation in testing for structural breaks," Economics Letters, Elsevier, vol. 155(C), pages 131-134.
- Dimitrakopoulos, Stefanos, 2017. "The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation," Economics Letters, Elsevier, vol. 155(C), pages 14-18.
- Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017. "On weak identification in structural VARMA models," Economics Letters, Elsevier, vol. 156(C), pages 1-6.
- Cheng, Tingting & Yan, Cheng, 2017. "Evaluating the size of the bootstrap method for fund performance evaluation," Economics Letters, Elsevier, vol. 156(C), pages 36-41.
- Omay, Tolga & Emirmahmutoglu, Furkan & Denaux, Zulal S., 2017. "Nonlinear error correction based cointegration test in panel data," Economics Letters, Elsevier, vol. 157(C), pages 1-4.
- Kaffo, Maximilien & Wang, Wenjie, 2017. "On bootstrap validity for specification testing with many weak instruments," Economics Letters, Elsevier, vol. 157(C), pages 107-111.
- Zhang, Yonghui & Zhou, Qiankun & Jiang, Li, 2017. "Panel kink regression with an unknown threshold," Economics Letters, Elsevier, vol. 157(C), pages 116-121.
- Dias, Gustavo Fruet, 2017. "The time-varying GARCH-in-mean model," Economics Letters, Elsevier, vol. 157(C), pages 129-132.
- 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, vol. 159(C), pages 128-133.
- Richard, Patrick, 2017. "Robust heteroskedasticity-robust tests," Economics Letters, Elsevier, vol. 159(C), pages 28-32.
- Jiang, Shifu, 2017. "The cause of an integral correction mechanism of the real exchange rate," Economics Letters, Elsevier, vol. 161(C), pages 66-70.
- Andrews, Donald W.K. & Shi, Xiaoxia, 2017.
"Inference based on many conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
- Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010, Cowles Foundation for Research in Economics, Yale University.
- Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017. "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, vol. 196(2), pages 305-319.
- Hounyo, Ulrich, 2017. "Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading," Journal of Econometrics, Elsevier, vol. 197(1), pages 130-152.
- 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, vol. 198(1), pages 10-28.
- Kristensen, Dennis & Salanié, Bernard, 2017.
"Higher-order properties of approximate estimators,"
Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.
- Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers CWP45/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers 45/13, Institute for Fiscal Studies.
- Arvanitis, Stelios & Topaloglou, Nikolas, 2017. "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, vol. 198(2), pages 253-270.
- Davidson, Russell, 2017.
"A discrete model for bootstrap iteration,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers CWP38/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Russell Davidson, 2017. "A discrete model for bootstrap iteration," Post-Print hal-01658497, HAL.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers 38/15, Institute for Fiscal Studies.
- 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, vol. 1(C), pages 101-117.
- Burdejova, Petra & Härdle, Wolfgang Karl & Kokoszka, Piotr & Xiong, Q., 2015. "Change point and trend analyses of annual expectile curves of tropical storms," SFB 649 Discussion Papers 2015-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kiviet, Jan F. & Pleus, Milan, 2017.
"The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation,"
Econometrics and Statistics, Elsevier, vol. 2(C), pages 1-21.
- Jan F. KIVIET & Milan PLEUS, 2012. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth Centre Working Paper Series 1208, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Psaradakis, Zacharias & Vávra, Marián, 2017.
"A distance test of normality for a wide class of stationary processes,"
Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.
- Marian Vavra, 2015. "Testing for normality with applications," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2015. "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.
- Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2017.
"Meta-analytic cointegrating rank tests for dependent panels,"
Econometrics and Statistics, Elsevier, vol. 2(C), pages 61-72.
- Deniz Dilan Karaman Örsal & Antonia Arsova, 2015. "Meta-analytic cointegrating rank tests for dependent panels," Working Paper Series in Economics 349, University of Lüneburg, Institute of Economics.
- Kleijnen, Jack P.C., 2017.
"Regression and Kriging metamodels with their experimental designs in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Other publications TiSEM c592e895-1656-43c3-8c7e-f, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper 2015-035, Tilburg University, Center for Economic Research.
- Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2017.
"Relevant states and memory in Markov chain bootstrapping and simulation,"
European Journal of Operational Research, Elsevier, vol. 256(1), pages 163-177.
- Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013. "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper 46250, University Library of Munich, Germany.
- Illukpitiya, Prabodh & Reddy, K.C. & Bansal, Ankit, 2017. "Modeling net energy balance of ethanol production from native warm season grasses," Energy Economics, Elsevier, vol. 64(C), pages 346-352.
- 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, vol. 65(C), pages 127-136.
- Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan, 2017. "Bayesian calibration and number of jump components in electricity spot price models," Energy Economics, Elsevier, vol. 65(C), pages 375-388.
- Farzanegan, Mohammad Reza & Habibpour, Mohammad Mahdi, 2017. "Resource rents distribution, income inequality and poverty in Iran," Energy Economics, Elsevier, vol. 66(C), pages 35-42.
- 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, vol. 67(C), pages 300-314.
- Jerome Dumortier & Nathan S. Kauffman & Dermot J. Hayes, 2016. "Production and Spatial Distribution of Switchgrass and Miscanthus in the United States under Uncertainty and Sunk Cost," Center for Agricultural and Rural Development (CARD) Publications 16-wp568, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- 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," ISU General Staff Papers 201709010700001686, Iowa State University, Department of Economics.
- Eom, Cheoljun & Park, Jong Won, 2017. "Effects of common factors on stock correlation networks and portfolio diversification," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 1-11.
- Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017. "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 113-127.
- 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, vol. 49(C), pages 176-190.
- Degiannakis, Stavros & Potamia, Artemis, 2016. "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper 74670, University Library of Munich, Germany.
- Smith, Simon C., 2017. "Equity premium estimates from economic fundamentals under structural breaks," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 49-61.
- Mendes, Beatriz Vaz de Melo & Lavrado, Rafael Coelho, 2017. "Implementing and testing the Maximum Drawdown at Risk," Finance Research Letters, Elsevier, vol. 22(C), pages 95-100.
- 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, vol. 33(C), pages 207-223.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2017.
"Common and country specific economic uncertainty,"
Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
- Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Common and Country Specific Economic Uncertainty," Working Papers 752, Queen Mary University of London, School of Economics and Finance.
- Hao, Xuemiao & Liang, Chunli & Wei, Linghua, 2017. "Evaluation of credit value adjustment in K-forward," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 95-103.
- García-Céspedes, Rubén & Moreno, Manuel, 2017. "An approximate multi-period Vasicek credit risk model," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 105-113.
- 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, vol. 79(C), pages 1-19.
- 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, vol. 65(C), pages 355-362.
- 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, vol. 65(C), pages 56-64.
- 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, vol. 75(C), pages 145-156.
- 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, vol. 51(C), pages 562-573.
- Smimou, K., 2017. "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 461-479.
- M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017.
"The Global Role of the U.S. Economy: Linkages, Policies and Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
1706, Koc University-TUSIAD Economic Research Forum.
- M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017. "The global role of the US economy: Linkages, policies and spillovers," CAMA Working Papers 2017-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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 11836, C.E.P.R. Discussion Papers.
- Kose,Ayhan & Lakatos,Csilla & Ohnsorge,Franziska Lieselotte & Stocker,Marc, 2017. "The global role of the U.S. economy: linkages, policies and spillovers," Policy Research Working Paper Series 7962, The World Bank.
- 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, vol. 5(1), pages 29-60.
- Dassios, Angelos & Zhao, Hongbiao, 2017. "Efficient simulation of clustering jumps with CIR intensity," LSE Research Online Documents on Economics 74205, London School of Economics and Political Science, LSE Library.
- 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, 2019.
"Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR,"
Annals of Operations Research, Springer, vol. 281(1), pages 423-453, October.
- 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 2017-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Otávio Bartalotti & Gray Calhoun & Yang He, 2017.
"Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs,"
Advances in Econometrics, in: Regression Discontinuity Designs, volume 38, pages 421-453,
Emerald Group Publishing Limited.
- Bartalotti, Otávio & Calhoun, Gray & He, Yang, 2017. "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," ISU General Staff Papers 201701010800001003, Iowa State University, Department of Economics.
- 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, vol. 44(4), pages 506-517, September.
- Niu, Cuizhen & Guo, Xu & McAleer, Michael & Wong, Wing-Keung, 2018.
"Theory and application of an economic performance measure of risk,"
International Review of Economics & Finance, Elsevier, vol. 56(C), pages 383-396.
- Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer, 2017. "Theory and Application of an Economic Performance Measure of Risk," Documentos de Trabajo del ICAE 2017-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- 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 EI2017-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Cuizhen Niu & Xu Guo & Michael McAleer & Wing-Keung Wong, 2017. "Theory and Application of an Economic Performance Measure of Risk," Tinbergen Institute Discussion Papers 17-055/III, Tinbergen Institute.
- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018.
"Agent-based model calibration using machine learning surrogates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
- Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
- 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-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," SciencePo Working papers Main hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
- Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017. "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024, Board of Governors of the Federal Reserve System (U.S.).
- Filip Zikes, 2017. "Measuring Transaction Costs in the Absence of Timestamps," Finance and Economics Discussion Series 2017-045, Board of Governors of the Federal Reserve System (U.S.).
- 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 1635, International Food Policy Research Institute (IFPRI).
- 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.
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"Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views,"
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hal-02013669, HAL.
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- Sylvain Barde, 2017.
"A Practical, Accurate, Information Criterion for Nth Order Markov Processes,"
Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 281-324, August.
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- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018.
"Agent-based model calibration using machine learning surrogates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
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- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
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- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
- Sylvain Barde, 2017.
"A Practical, Accurate, Information Criterion for Nth Order Markov Processes,"
Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 281-324, August.
- Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Post-Print hal-03471817, HAL.
- Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," SciencePo Working papers Main hal-03471817, HAL.
- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018.
"Agent-based model calibration using machine learning surrogates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," SciencePo Working papers Main hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
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- 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-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
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"Agent-based model calibration using machine learning surrogates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
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Advances in Econometrics, in: Regression Discontinuity Designs, volume 38, pages 421-453,
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Energy Economics, Elsevier, vol. 67(C), pages 300-314.
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"A Practical, Accurate, Information Criterion for Nth Order Markov Processes,"
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"Identification-robust moment-based tests for Markov switching in autoregressive models,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 713-727, October.
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- Vincent Boucher, 2017. "The Estimation of Network Formation Games with Positive Spillovers," Cahiers de recherche 1710, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
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"The contribution of jumps to forecasting the density of returns,"
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"Recursive estimation in large panel data models: Theory and practice,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 439-465.
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"Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors,"
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"Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models,"
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"Stress testing the household sector in Mongolia,"
Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 24(2), pages 23-52, December.
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- Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T., 2017. "Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma [Empirical analysis of the MXN/USD exchange rate: geometric Brownian motion vs. variance," MPRA Paper 78961, University Library of Munich, Germany.
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"New bid-ask spread estimators from daily high and low prices,"
International Review of Financial Analysis, Elsevier, vol. 60(C), pages 69-86.
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- Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A., 2017. "Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk," MPRA Paper 79438, University Library of Munich, Germany.
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"Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 471-494, November.
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"Model Averaging and Its Use in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
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"Testing for bubbles in stock markets with irregular dividend distribution,"
Finance Research Letters, Elsevier, vol. 26(C), pages 89-94.
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- Bhattacherjee, Sanjay & Sarkar, Palash, 2017. "Correlation and inequality in weighted majority voting games," MPRA Paper 83168, University Library of Munich, Germany.
- Bhattacherjee, Sanjay & Sarkar, Palash, 2017. "Cryptocurrency Voting Games," MPRA Paper 83592, University Library of Munich, Germany.
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- Пигнастый, Олег & Ходусов, Валерий, 2017. "Диффузионное Описание Производственного Процесса [Diffusion description of the production process]," MPRA Paper 89250, University Library of Munich, Germany, revised 01 Nov 2017.
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- Mark F. J. Steel, 2020.
"Model Averaging and Its Use in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
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"The wild bootstrap for few (treated) clusters,"
Econometrics Journal, Royal Economic Society, vol. 21(2), pages 114-135, June.
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- James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017. "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper 1386, Economics Department, Queen's University.
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- Haroon Mumtaz, 2017. "Does uncertainty affect real activity? Evidence from state-level," Working Papers 844, Queen Mary University of London, School of Economics and Finance.
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"Model risk of expected shortfall,"
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"Asymptotic Theory For Estimating Drift Parameters In The Fractional Vasicek Model,"
Econometric Theory, Cambridge University Press, vol. 35(1), pages 198-231, February.
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"An econometric method for estimating population parameters from non‐random samples: An application to clinical case finding,"
Health Economics, John Wiley & Sons, Ltd., vol. 26(9), pages 1110-1122, September.
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- Olivar