Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. > Econometrics > Econometric Theory > Bootstrap Methods

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This topic is covered by the following reading lists:

1. SOEP based publications

2020

• Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers 20-06, The University of Western Australia, Department of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," School of Economics Working Papers 2020-03, University of Adelaide, School of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," CAMA Working Papers 2020-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Davide La Vecchia & Alban Moor & O. Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series 20-01, Swiss Finance Institute.
  • Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers 2001.04867, arXiv.org.
• 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 2020_09, Business School - Economics, University of Glasgow.
• Nicola Curci & Pietro Rizza & Marzia Romanelli & Marco Savegnago, 2020. "Irpef: (Un)Fairness and (in)efficiency. A structural analysis based on the BIMic microsimulation model," Questioni di Economia e Finanza (Occasional Papers) 546, Bank of Italy, Economic Research and International Relations Area.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020. "Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 72(1), pages 50-62, January.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers 201462, University of Pretoria, Department of Economics.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers 2016-20, University of Connecticut, Department of Economics.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers 2015-02, University of Connecticut, Department of Economics.
• M. Mouchart & R. Orsi & G. Wunsch, 2020. "Causality in Econometric Modeling. From Theory to Structural Causal Modeling," Working Papers wp1143, Dipartimento Scienze Economiche, Universita' di Bologna.
• Dungey Mardi & Martin Vance L. & Tang Chrismin & Tremayne Andrew, 2020. "A threshold mixed count time series model: estimation and application," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-18, April.
• Ahmad Yamin S & Paya Ivan, 2020. "Temporal aggregation of random walk processes and implications for economic analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-20, April.
• Wilson, A. & Nuttall, W. & Glowacki, B., 2020. "Techno-economic study of output-flexible light water nuclear reactor systems with cryogenic energy storage," Cambridge Working Papers in Economics 2001, Faculty of Economics, University of Cambridge.
• Linton, O. & Seo, M. & Whang, Y-J., 2020. "Testing Stochastic Dominance with Many Conditioning Variables," Cambridge Working Papers in Economics 2004, Faculty of Economics, University of Cambridge.
• W. Robert Reed, 2020. "A Note on the Use of Partial Correlation Coefficients in Meta-Analyses," Working Papers in Economics 20/08, University of Canterbury, Department of Economics and Finance.
• Rafael S. M. Ribeiro, 2020. "Previsões a partir do Modelo Epidemiológico SIR para os Casos de Infecção pelo COVID-19: uma aplicação para os estados brasileiros," Notas Técnicas Cedeplar-UFMG 005, Cedeplar, Universidade Federal de Minas Gerais.
• Leonardo Costa Ribeiro & Américo Tristão Bernardes, 2020. "Estimate of underreporting of COVID-19 in Brazil by Acute Respiratory Syndrome hospitalization reports," Notas Técnicas Cedeplar-UFMG 010, Cedeplar, Universidade Federal de Minas Gerais.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series 8289, CESifo Group Munich.
• Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers 2001.04867, arXiv.org.
  • Davide La Vecchia & Alban Moor & O. Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series 20-01, Swiss Finance Institute.
• MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020. "Causality in econometric modeling. From theory to structural causal modeling," CORE Discussion Papers 2020003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• UMBA, Gilles Bertrand, 2017. "Estimation bayésienne d'un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo
  [Bayesian estimation of a DSGE model for a small open economy: Case of DR Congo]," MPRA Paper 81324, University Library of Munich, Germany.
  • Umba, Gilles Bertrand, 2020. "Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo," Dynare Working Papers 57, CEPREMAP.
• de Groot, Oliver & Richter, Alexander & Throckmorton, Nathaniel, 2020. "Valuation Risk Revalued," CEPR Discussion Papers 14588, C.E.P.R. Discussion Papers.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2020. "Active, or Passive? Revisiting the Role of Fiscal Policy in the Great Inflation," Discussion Papers of DIW Berlin 1872, DIW Berlin, German Institute for Economic Research.
• Enrique Martínez-García & Efthymios Pavlidis & Kostas Vasilopoulos, 2020. "exuber: Recursive Right-Tailed Unit Root Testing with R," Globalization Institute Working Papers 383, Federal Reserve Bank of Dallas.
• Tyler Atkinson & Michael D. Plante & Alexander W. Richter & Nathaniel Throckmorton, 2020. "Complementarity and Macroeconomic Uncertainty," Working Papers 2009, Federal Reserve Bank of Dallas, revised 31 Mar 2020.
• Tyler Atkinson & James Dolmas & Christoffer Koch & Evan F. Koenig & Karel Mertens & Anthony Murphy & Kei-Mu Yi, 2020. "Social Distancing Following the SARS-Cov-2 Outbreak," Working Papers 2014, Federal Reserve Bank of Dallas.
• 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," Working Papers 2020_09, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Papers 2004.11486, arXiv.org.
• Karlsson, Sune & Mazur, Stepan, 2020. "Flexible Fat-tailed Vector Autoregression," Working Papers 2020:5, Örebro University, School of Business.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
  • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers 20-015/III, Tinbergen Institute.
• Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," School of Economics Working Papers 2020-03, University of Adelaide, School of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers 20-06, The University of Western Australia, Department of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," CAMA Working Papers 2020-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• 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.
• Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk, 2020. "Investing in VIX futures based on rolling GARCH models forecasts," Working Papers 2020-10, Faculty of Economic Sciences, University of Warsaw.
• 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).
  • 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.
• 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).
  • Dang,Hai-Anh H. & Lanjouw,Peter F., 2020. "Welfare Dynamics in India over a Quarter Century : Poverty, Vulnerability, and Mobility during 1987-2012," Policy Research Working Paper Series 9231, The World Bank.
  • Dang, Hai-Anh & 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).
• Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020. "Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure," Discussion Papers 20/03, Department of Economics, University of York.
• Lux, Thomas, 2020. "Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo," Economics Working Papers 2020-01, Christian-Albrechts-University of Kiel, Department of Economics.
• Sallam, Walid & Ahmed, Osama, 2020. "The socio-economic assessment to evaluate the potentiality of developing the rural community in Upper Egypt," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 143-165.
• Dang,Hai-Anh H. & Lanjouw,Peter F., 2020. "Welfare Dynamics in India over a Quarter Century : Poverty, Vulnerability, and Mobility during 1987-2012," Policy Research Working Paper Series 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," GLO Discussion Paper Series 535, Global Labor Organization (GLO).
  • Dang, Hai-Anh & 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).
• 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.
  • 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).
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers 2020-5, Kiel Institute for the World Economy (IfW).
• Poncela, Pilar & Ruiz, Esther, 2020. "A comment on the dynamic factor model with dynamic factors," Economics Discussion Papers 2020-7, Kiel Institute for the World Economy (IfW).
• 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, Kiel Institute for the World Economy (IfW), vol. 14, pages 1-18.
• Chen, Siyan & Desiderio, Saul, 2020. "Job duration and inequality," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), 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).
• Paula Beatriz Morales Bañuelos, 2020. "Selección del modelo de mejor estimación del Valor Razonable en un mercado emergente," 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. 15(1), pages 81-103, Enero - M.
• Dang,Hai-Anh H. & Lanjouw,Peter F., 2020. "Welfare Dynamics in India over a Quarter Century : Poverty, Vulnerability, and Mobility during 1987-2012," Policy Research Working Paper Series 9231, The World Bank.
  • Dang, Hai-Anh & 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).
  • 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).
• 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).
• 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.
• Czelleng, Ádám & Losoncz, Miklós, 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.
• 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.
• 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.
• 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.
• Chia-Cheng Chen & Chun-Hung Chen & Ting-Yin Liu, 2020. "Investment Performance of Machine Learning: Analysis of S&P 500 Index," International Journal of Economics and Financial Issues, Econjournals, vol. 10(1), pages 59-66.
• Dmitry Kulikov & Nicolas Reigl, 2020. "Inflation expectations in Phillips Curves models for the euro area," Bank of Estonia Working Papers wp2019-8, Bank of Estonia, revised 29 Jan 2020.
• Barde, Sylvain, 2020. "Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
• Han, Jong-Suk & Hur, Joonyoung, 2020. "Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach," Economic Modelling, Elsevier, vol. 89(C), pages 142-152.
• Lian, Yu-Min & Chen, Jun-Home, 2020. "Joint dynamic modeling and option pricing in incomplete derivative-security market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
• Hounyo, Ulrich & Varneskov, Rasmus T., 2020. "Inference for local distributions at high sampling frequencies: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 215(1), pages 1-34.
• Dufays, Arnaud & Rombouts, Jeroen V.K., 2020. "Relevant parameter changes in structural break models," Journal of Econometrics, Elsevier, vol. 217(1), pages 46-78.
• Boucher, Vincent, 2020. "Equilibrium homophily in networks," European Economic Review, Elsevier, vol. 123(C).
• Tranberg, Bo & Hansen, Rasmus Thrane & Catania, Leopoldo, 2020. "Managing volumetric risk of long-term power purchase agreements," Energy Economics, Elsevier, vol. 85(C).
• Qin, Ping. & Chen, Peilin. & Zhang, Xiao-Bing. & Xie, Lunyu., 2020. "Coal taxation reform in China and its distributional effects on residential consumers," Energy Policy, Elsevier, vol. 139(C).
• Nivelleau De La Brunière, Stanislas & Haye, Jean-Come & Mazza, Paolo, 2020. "The performance of corporate legal insiders on the French stock market," International Review of Law and Economics, Elsevier, vol. 61(C).
• Škare, Marinko & Porada-Rochoń, Małgorzata, 2020. "Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018," Journal of Business Research, Elsevier, vol. 112(C), pages 567-575.
• Wang, Haoyu & Di, Junpeng & Yang, Zhaojun & Han, Qing, 2020. "Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
• Silveira, Douglas & Vasconcelos, Silvinha, 2020. "Essays on duopoly competition with asymmetric firms: Is profit maximization always an evolutionary stable strategy?," International Journal of Production Economics, Elsevier, vol. 225(C).
• Xu, Yuhong & Yang, Zhenlin, 2020. "Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects," Regional Science and Urban Economics, Elsevier, vol. 81(C).
• Li, Liyao & Yang, Zhenlin, 2020. "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 81(C).
• Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers 20-06, The University of Western Australia, Department of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," CAMA Working Papers 2020-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," School of Economics Working Papers 2020-03, University of Adelaide, School of Economics.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers 20-015/III, Tinbergen Institute.
  • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
• 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.
• 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.
• 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.
• 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.
• Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
• 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.
• Luís Martins, 2020. "Imputation of the Portuguese Household Finance and Consumption Survey," Working Papers o202002, Banco de Portugal, Economics and Research Department.
• James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Testing for the appropriate level of clustering in linear regression models," Working Paper 1428, Economics Department, Queen's University.
• Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Paper series 20-09, Rimini Centre for Economic Analysis.
• 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," 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.
• M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
• Isabel Narbón-Perpiñá & Maria Teresa Balaguer-Coll & Marko Petrović & Emili Tortosa-Ausina, 2020. "Which estimator to measure local governments’ cost efficiency? The case of Spanish municipalities," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(1), pages 51-82, March.

2019

• Yoshino, Naoyuki & Gupta, Prachi, 2019. "How to Avoid Household Debt Overhang? An Analytical Framework and Analysis for India," ADBI Working Papers 975, Asian Development Bank Institute.
• Lee, Hojin, 2019. "Data-Mining Bootstrap Procedure with Potential Predictors in Forecasting Models: Evidence from Eight Countries in the Asia-Pacific Stock Markets," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 23(4), pages 333-351, December.
• Goldoost, Mohammad Jalal & Najafizadeh, Seyed Abbas & fakhrhosseini, Seyed Fakhreddin & Sarlak, Ahamad, 2019. "Resilience of macroeconomic variables of the Iranian economy against monetary policy shock based on the DSGE mode," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(2), pages 1-28, August.
• Xu, Yuhong & Yang, Zhenlin, 2019. "Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects," Economics and Statistics Working Papers 5-2019, Singapore Management University, School of Economics.
• Tanaka, Katsuto & Xiao, Weilin & Yu, Jun, 2019. "Maximum Likelihood Estimation for the Fractional Vasicek Model," Economics and Statistics Working Papers 8-2019, Singapore Management University, School of Economics.
• Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2019. "Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data," Economics and Statistics Working Papers 17-2019, Singapore Management University, School of Economics.
• van Hasselt, Martijn & Bollinger, Christopher & Bray, Jeremy, 2019. "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers 19-13, University of North Carolina at Greensboro, Department of Economics.
• Federico Belotti & Giuseppe Ilardi & Andrea Piano Mortari, 2019. "Estimation of Stochastic Frontier Panel Data Models with Spatial Inefficiency," CEIS Research Paper 459, Tor Vergata University, CEIS, revised 30 May 2019.
• Franco Peracchi & Claudio Rossetti, 2019. "A nonlinear dynamic factor model of health and medical treatment," EIEF Working Papers Series 1901, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2019.
  • Franco Peracchi & Claudio Rossetti, 2019. "A Nonlinear Dynamic Factor Model of Health and Medical Treatment," CSEF Working Papers 524, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Sandra Obiora & Yong Zeng, 2019. "Factors Affecting the Adoption of Alternative Financing Methods for Startups by Africans in China," Proceedings of International Academic Conferences 9010883, International Institute of Social and Economic Sciences.
• Ali Bendob & Naima Bentouir, 2019. "Options Pricing by Monte Carlo Simulation, Binomial Tree and BMS Model: a comparative study of Nifty50 options index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(11), pages 79-95, January.
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2019. "Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR," Annals of Operations Research, Springer, 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.
• Thorsten Lehnert, 2019. "Big moves of mutual funds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(1), pages 1-27, March.
• Christina C. Bartenschlager & Jens O. Brunner, 2019. "Reaching for the stars: attention to multiple testing problems and method recommendations using simulation for business research," Journal of Business Economics, Springer, vol. 89(4), pages 447-479, June.
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• 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.
• Monschang, Verena & Wilfling, Bernd, 2019. "Sup-ADF-style bubble detection methods under test," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203568, Verein für Socialpolitik / German Economic Association.
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• 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.
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• 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.
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• 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.
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• Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 1-12, January.
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• Kleijnen, Jack & van Beers, W.C.M., 2019. "Statistical Tests for Cross-Validation of Kriging Models," Discussion Paper 2019-022, Tilburg University, Center for Economic Research.
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• Sylvain Barde, 2019. "Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion," Studies in Economics 1908, School of Economics, University of Kent.
• Jin Sun & Eckhard Platen, 2019. "Benchmarked Risk Minimizing Hedging Strategies for Life Insurance Policies," Research Paper Series 399, Quantitative Finance Research Centre, University of Technology, Sydney.
• 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.
  • 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.
• Gričar Sergej & Baldigara Tea, 2019. "An explorative study of tourism time series: Evidence from Slovenia and Croatia," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 101-116, December.
• Berezka Kateryna & Kovalchuk Olha, 2019. "Modelling Factors Connected with the Effect of International Migration for Security and Economy," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(4), pages 30-42, December.
• 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.
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• 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.
• 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).
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• 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 Group Munich.
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• Can Tongur, 2019. "Inflation Measurement with Scanner Data and an Ever-Changing Fixed Basket," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Études Économiques (INSEE), issue 509, pages 31-47.
• Dimitar Dimitrov & Tsvetan Tsvetkov & Georgi Penchev & Konstantin Poudin, 2019. "Tobacco Products Contraband & Counterfeit Risk Identification," Godishnik na UNSS, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 123-146, December.
• Clara De Luigi & Florian Huber & Josef Schreiner, 2019. "The impact of labor cost growth on inflation in selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/19, pages 56-78.
• Daniela Pordea & Dorel Mates, 2019. "DETERMINANTS OF ACCOUNTING CREATIVITY: EMPIRICAL ANALYSIS ON ROMANIAN SMEs IN CONSTRUCTION INDUSTRY," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 4(Special), pages 7-18, May.
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• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos & Touche, Nassim, 2019. "Integer-valued stochastic volatility," MPRA Paper 91962, University Library of Munich, Germany, revised 04 Feb 2019.
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• Пигнастый, Олег & Koжевников, Георгий, 2019. "Распределенная Динамическая Pde-Модель Программного Управления Загрузкой Технологического Оборудования Производственной Линии
  [Distributed dynamic PDE-model of a program control by utilization of t," MPRA Paper 93278, University Library of Munich, Germany, revised 02 Feb 2019.
• Mnasri, Ayman & Nechi, Salem, 2019. "New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values," MPRA Paper 93426, University Library of Munich, Germany.
• Kounetas, Konstantinos & Polemis, Michael & Tzeremes, Nickolaos, 2019. "An alternative probabilistic frontier analysis to the measurement of eco-efficiency," MPRA Paper 93686, University Library of Munich, Germany.
• Shah, Syed Sibghatullah, 2019. "On Trust Dynamics of Economic Growth," MPRA Paper 94095, University Library of Munich, Germany, revised 30 May 2019.
• Pellecchia, Marco & Perciaccante, Giovambattista, 2019. "The calculation of Solvency Capital Requirement using Copulas," MPRA Paper 94213, University Library of Munich, Germany.
• Dmitriy, Skrypnik & Marina, Shakleina, 2019. "Counter sanctions and well-being population of Russia: econometric analyses," MPRA Paper 94478, University Library of Munich, Germany.
• Пигнастый, Олег & Koжевников, Георгий, 2019. "Дискретно-Событийная Модель Расчета Продолжительного Производственного Цикла Изготовления Партии Деталей
  [Discrete-Eventing Model Of Calculation Of The Duration Of The Production Cycle Of Manufactu," MPRA Paper 94898, University Library of Munich, Germany, revised 02 Jul 2019.
• Pihnastyi, Oleh & Khodusov, Valery, 2019. "The optimal control problem for output material flow on a conveyor belt with input accumulating bunker," MPRA Paper 95928, University Library of Munich, Germany, revised 07 Jan 2019.
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• Khodusov, Valery & Pihnastyi, Oleh, 2019. "The statement of the task of optimal control of the production line using the additional time of equipment operation," MPRA Paper 97076, University Library of Munich, Germany, revised 10 Sep 2019.
• Muratova, Anna & Islam, Robiul & Mitrofanova, Ekaterina S. & Ignatov, Dmitry I., 2019. "Searching for Interpretable Demographic Patterns," MPRA Paper 97305, University Library of Munich, Germany, revised 23 Sep 2019.
• Muteba Mwamba, John Weirstrass & Mhlophe, Bongani, 2019. "Modelling Asset Correlations of Revolving Loan Defaults in South Africa," MPRA Paper 97340, University Library of Munich, Germany.
• Jan Hrevuš & Luboš Marek, 2019. "Exposure Modelling in Property Reinsurance," Prague Economic Papers, University of Economics, Prague, vol. 2019(2), pages 129-154.
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• James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
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• Sven Schreiber, 2019. "On (bootstrapped) cointegration tests in partial systems," IMK Working Paper 199-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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• Hai-Anh H. Dang, 2019. "To impute or not to impute, and how? A review of alternative poverty estimation methods in the context of unavailable consumption data," Working Papers 507, 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?," GLO Discussion Paper Series 429, Global Labor Organization (GLO).
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• Juhász, Péter & Száz, János & Misik, Sándor, 2019. "Ellátási láncok versenyképessége és finanszírozása - gondolatok az optimumról
  [Competitiveness and finance of supply: thinking about the optimum]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 53-71.
• 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.
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• Kenkin Morales-González & William Manjarrés de Ávila & Sadan de la Cruz Almanza, 2019. "Assessing the Employment Public Service: its effects on formal labour insertion in the metropolitan area of Barranquilla, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 91, pages 211-239, Julio - D.
• Naimy, Viviane & Bou Zeidan, Melissa, 2019. "FORECASTING VALUE AT RISK (VAR) FOR EMERGING AND DEVELOPED MARKETS/Previsio?n del valor en riesgo (VaR) para mercados emergentes y desarrollados," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 37, pages 133-154, Septiembr.
• Giancarlo MANZI & Ahmed Alsayed, 2019. "A Simulation Study for Monotonic Dependence in the Presence of Outliers," Departmental Working Papers 2019-04, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Nusrat Fatema, 2019. "Women Empowerment or Gender Equality: Which One Should Come First for Augmenting Satisfaction and Performance of Female Employees: A study on the Ready-made Garment Sector of Bangladesh," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 9(1), pages 08-21, January.
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• Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019. "Benchmarking Global Optimizers," NBER Working Papers 26340, National Bureau of Economic Research, Inc.
• 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.
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• 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 Hoogerheide & Herman K. van Dijk, 2018. "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper 2018/10, Norges Bank.
  • 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.
• Herbst, Edward & Schorfheide, Frank, 2019. "Tempered particle filtering," Journal of Econometrics, Elsevier, vol. 210(1), pages 26-44.
  • Edward Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," Finance and Economics Discussion Series 2016-072, Board of Governors of the Federal Reserve System (U.S.), revised 25 Aug 2016.
  • Edward Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," PIER Working Paper Archive 16-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Oct 2016.
  • Edward Herbst & Frank Schorfheide, 2017. "Tempered Particle Filtering," NBER Working Papers 23448, National Bureau of Economic Research, Inc.
• 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.
  • Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018. "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers 626, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
• Guo, Shaojun & Li, Dong & Li, Muyi, 2019. "Strict stationarity testing and GLAD estimation of double autoregressive models," Journal of Econometrics, Elsevier, vol. 211(2), pages 319-337.
• Bergamelli, Michele & Bianchi, Annamaria & Khalaf, Lynda & Urga, Giovanni, 2019. "Combining p-values to test for multiple structural breaks in cointegrated regressions," Journal of Econometrics, Elsevier, vol. 211(2), pages 461-482.
• Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019. "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, vol. 212(1), pages 323-344.
• 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.
• 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.
• Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
  • Otilia Boldea & Alastair R. Hall & Adriana Cornea-Madeira, 2017. "Bootstrapping Structural Change Tests," The School of Economics Discussion Paper Series 1704, Economics, The University of Manchester.
  • Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
• Liu, Tuo & Lee, Lung-fei, 2019. "A likelihood ratio test for spatial model selection," Journal of Econometrics, Elsevier, vol. 213(2), pages 434-458.
• Beare, Brendan K. & Shi, Xiaoxia, 2019. "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, vol. 10(C), pages 9-26.
  • beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
• Al-Sadoon, Majid M., 2019. "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, vol. 9(C), pages 42-61.
  • Majid M. Al-Sadoon, 2015. "Testing subspace Granger causality," Economics Working Papers 1495, Department of Economics and Business, Universitat Pompeu Fabra.
  • Majid M. Al-Sadoon, 2016. "Testing Subspace Granger Causality," Working Papers 850, Barcelona Graduate School of Economics.
• Galuščák, Kamil & Kátay, Gábor, 2019. "Tax-benefit systems and differences in aggregate labour force participation: Comparative evidence from the Czech Republic and Hungary," Economic Systems, Elsevier, vol. 43(3).
• Czajkowski, Mikołaj & Budziński, Wiktor, 2019. "Simulation error in maximum likelihood estimation of discrete choice models," Journal of choice modelling, Elsevier, vol. 31(C), pages 73-85.
  • Mikołaj Czajkowski & Wiktor Budziński, 2017. "Simulation error in maximum likelihood estimation of discrete choice models," Working Papers 2017-18, Faculty of Economic Sciences, University of Warsaw.
• Yan, Cheng & Cheng, Tingting, 2019. "In search of the optimal number of fund subgroups," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 78-92.
• Al-Zoubi, Haitham A., 2019. "Bond and option prices with permanent shocks," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 272-290.
• Caloia, Francesco Giuseppe & Cipollini, Andrea & Muzzioli, Silvia, 2019. "How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study," Energy Economics, Elsevier, vol. 84(C).
• Lin, Yuehao & Lehnert, Thorsten & Wolff, Christian, 2019. "Skewness risk premium: Theory and empirical evidence," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 174-185.
  • Lehnert, Thorsten & Lin, Yuehao & Wolff, Christian C, 2013. "Skewness Risk Premium: Theory and Empirical Evidence," CEPR Discussion Papers 9349, C.E.P.R. Discussion Papers.
  • Christian Wolff & Thorsten Lehnert & Yuehao Lin, 2014. "Skewness Risk Premium: Theory and Empirical Evidence," LSF Research Working Paper Series 14-05, Luxembourg School of Finance, University of Luxembourg.
• Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019. "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, vol. 30(C), pages 37-43.
  • Dionisis Philippas & Hatem Rjiba & Khaled Guesmi & Stéphane Goutte, 2019. "Media attention and Bitcoin prices," Post-Print halshs-02148912, HAL.
• Bezemer, Dirk & Zhang, Lu, 2019. "Credit composition and the severity of post-crisis recessions," Journal of Financial Stability, Elsevier, vol. 42(C), pages 52-66.
• Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
• O’Hara, Michael, 2019. "Teaching hypothesis testing with simulated distributions," International Review of Economics Education, Elsevier, vol. 30(C), pages 1-1.
• Lazar, Emese & Zhang, Ning, 2019. "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 74-93.
• Wegener, Christoph & Kruse, Robinson & Basse, Tobias, 2019. "The walking debt crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 382-402.
  • Tobias Basse & Robinson Kruse & Christoph Wegener, 2017. "The Walking Debt Crisis," CREATES Research Papers 2017-06, Department of Economics and Business Economics, Aarhus University.
• Carson, Richard T. & Czajkowski, Mikołaj, 2019. "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.
  • Richard T. Carson & Mikołaj Czajkowski, 2018. "A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models," Working Papers 2018-04, Faculty of Economic Sciences, University of Warsaw.
• Kilgarriff, Paul & Charlton, Martin & Foley, Ronan & O'Donoghue, Cathal, 2019. "The impact of housing consumption value on the spatial distribution of welfare," Journal of Housing Economics, Elsevier, vol. 43(C), pages 118-130.
• Spelta, A. & Pecora, N. & Rovira Kaltwasser, P., 2019. "Identifying Systemically Important Banks: A temporal approach for macroprudential policies," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 197-218.
• Seip, Knut L., 2019. "Does tax reduction have an effect on gross domestic product? An empirical investigation," Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1128-1143.
• Hoang, Khoa & Cannavan, Damien & Gaunt, Clive & Huang, Ronghong, 2019. "Is that factor just lucky? Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
• Kosc, Krzysztof & Sakowski, Paweł & Ślepaczuk, Robert, 2019. "Momentum and contrarian effects on the cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 691-701.
  • Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018. "Momentum and contrarian effects on the cryptocurrency market," Working Papers 2018-09, Faculty of Economic Sciences, University of Warsaw.
• Sun, Chao & Wang, Chao & Lai, Weike, 2019. "Gait analysis and recognition prediction of the human skeleton based on migration learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 532(C), pages 1-1.
• Rathgeber, A.W. & Stadler, J. & Stöckl, S., 2019. "Financial modelling applying multivariate Lévy processes: New insights into estimation and simulation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 532(C).
• He, Yi & Wu, Shan & Tong, Mu, 2019. "Systemic risk and liquidity rescue in complex financial networks: Pit hole and black hole of liquidity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
• Landini, S. & Uberti, M. & Casellina, S., 2019. "Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 175-189.
• 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 & 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, 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. "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.
• 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.
• Franco Peracchi & Claudio Rossetti, 2019. "A Nonlinear Dynamic Factor Model of Health and Medical Treatment," CSEF Working Papers 524, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Franco Peracchi & Claudio Rossetti, 2019. "A nonlinear dynamic factor model of health and medical treatment," EIEF Working Papers Series 1901, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2019.
• Eva María Jorge Miguel Bravo, 2019. "Funding for longer lives. Retirement wallet and risk-sharing annuities," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 96(02), pages 268-291.

2018

• Mumtaz, Haroon & Musso, Alberto, 2018. "The evolving impact of global, region-specific and country-specific uncertainty," Working Paper Series 2147, European Central Bank.
• 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.
  • 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.
• Zul - Amry, 2018. "Bayesian Approach for Indonesia Inflation Forecasting," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 96-102.
• Nelson Javier Hernández Bueno & María de los Ángeles Pinto Calderón & Yecid Alfonso Muñoz Maldonado & Adalberto Ospino Castro, 2018. "Determination of Models of Simple Regression and Multivariate Analysis for the Forecast of the Electricity Price in Colombia at 2030," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 202-211.
• Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018. "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, vol. 57(C), pages 36-52.
• Klein, Daniel, 2018. "Executive turnover and the valuation of stock options," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 76-93.
• Hartigan, Luke, 2018. "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 55-73.
  • Luke Hartigan, 2016. "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers 2016-06, School of Economics, The University of New South Wales.
• 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," Sciences Po publications 2017-09, Sciences Po.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
  • 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," 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-01499344, HAL.
• Lux, Thomas, 2018. "Estimation of agent-based models using sequential Monte Carlo methods," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 391-408.
• Grant, Angelia L., 2018. "The Great Recession and Okun's law," Economic Modelling, Elsevier, vol. 69(C), pages 291-300.
• Raïssi, Hamdi, 2018. "Testing normality for unconditionally heteroscedastic macroeconomic variables," Economic Modelling, Elsevier, vol. 70(C), pages 140-146.
• Hur, Joonyoung, 2018. "Time-varying information rigidities and fluctuations in professional forecasters' disagreement," Economic Modelling, Elsevier, vol. 75(C), pages 117-131.
• Kim, Ju Hyun & Park, Byoung G., 2018. "Weak convergence of local quantile treatment effect processes," Economics Letters, Elsevier, vol. 162(C), pages 49-52.
• Li, Shaomin & Wang, Kangning & Ren, Yanyan, 2018. "Robust estimation and empirical likelihood inference with exponential squared loss for panel data models," Economics Letters, Elsevier, vol. 164(C), pages 19-23.
• Chen, Tao & DeJuan, Joseph & Tian, Renfang, 2018. "Distributions of GDP across versions of the Penn World Tables: A functional data analysis approach," Economics Letters, Elsevier, vol. 170(C), pages 179-184.
• Honoré, Bo E. & Hu, Luojia, 2018. "Easy bootstrap-like estimation of asymptotic variances," Economics Letters, Elsevier, vol. 171(C), pages 46-50.
  • Bo E. Honore & Luojia Hu, 2018. "Easy Bootstrap-Like Estimation of Asymptotic Variances," Working Paper Series WP-2018-11, Federal Reserve Bank of Chicago.
• Kalli, Maria & Griffin, Jim E., 2018. "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, vol. 203(2), pages 267-282.
• Blasques, Francisco & Duplinskiy, Artem, 2018. "Penalized indirect inference," Journal of Econometrics, Elsevier, vol. 205(1), pages 34-54.
  • Francisco Blasques & Artem Duplinskiy, 2015. "Penalized Indirect Inference," Tinbergen Institute Discussion Papers 15-009/III, Tinbergen Institute.
• Chaudhuri, Saraswata & Frazier, David T. & Renault, Eric, 2018. "Indirect Inference with endogenously missing exogenous variables," Journal of Econometrics, Elsevier, vol. 205(1), pages 55-75.
• Yang, Zhenlin, 2018. "Unified M-estimation of fixed-effects spatial dynamic models with short panels," Journal of Econometrics, Elsevier, vol. 205(2), pages 423-447.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018. "Confidence regions for entries of a large precision matrix," Journal of Econometrics, Elsevier, vol. 206(1), pages 57-82.
• Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018. "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, vol. 206(2), pages 359-378.
• Delgado, Miguel A. & Song, Xiaojun, 2018. "Nonparametric tests for conditional symmetry," Journal of Econometrics, Elsevier, vol. 206(2), pages 447-471.
• Zhu, Qianqian & Zheng, Yao & Li, Guodong, 2018. "Linear double autoregression," Journal of Econometrics, Elsevier, vol. 207(1), pages 162-174.
• Seo, Juwon, 2018. "Tests of stochastic monotonicity with improved power," Journal of Econometrics, Elsevier, vol. 207(1), pages 53-70.
• Kwon, Tae Yeon & Lee, Yoonjung, 2018. "Industry specific defaults," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 45-58.
• Chen, Siyuan & Zhang, Qi & Wang, Ge & Zhu, Lijing & Li, Yan, 2018. "Investment strategy for underground gas storage facilities based on real option model considering gas market reform in China," Energy Economics, Elsevier, vol. 70(C), pages 132-142.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018. "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, vol. 70(C), pages 545-562.
  • Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014. "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers 2014:07, Department of Economics, University of Venice "Ca' Foscari".
• Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018. "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, vol. 70(C), pages 582-587.
• Chai, Jian & Xing, Li-Min & Zhou, Xiao-Yang & Zhang, Zhe George & Li, Jie-Xun, 2018. "Forecasting the WTI crude oil price by a hybrid-refined method," Energy Economics, Elsevier, vol. 71(C), pages 114-127.
• Wang, Minggang & Tian, Lixin & Zhou, Peng, 2018. "A novel approach for oil price forecasting based on data fluctuation network," Energy Economics, Elsevier, vol. 71(C), pages 201-212.
• Nagashima, Fumiya, 2018. "The sign reversal problem in structural decomposition analysis," Energy Economics, Elsevier, vol. 72(C), pages 307-312.
• Brix, Anne Floor & Lunde, Asger & Wei, Wei, 2018. "A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method," Energy Economics, Elsevier, vol. 72(C), pages 560-582.
• Prakash Ranjan, Ravi & Bhattachharyya, Malay, 2018. "Does investor attention to energy stocks exhibit power law?," Energy Economics, Elsevier, vol. 75(C), pages 573-582.
• Fang, Jianchun & Lau, Chi Keung Marco & Lu, Zhou & Wu, Wanshan, 2018. "Estimating Peak uranium production in China – Based on a Stella model," Energy Policy, Elsevier, vol. 120(C), pages 250-258.
• Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018. "New bid-ask spread estimators from daily high and low prices," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 69-86.
  • Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017. "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper 79102, University Library of Munich, Germany.
• Pan, Wei-Fong, 2018. "Sentiment and asset price bubble in the precious metals markets," Finance Research Letters, Elsevier, vol. 26(C), pages 106-111.
• Caspi, Itamar & Graham, Meital, 2018. "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, vol. 26(C), pages 89-94.
  • Caspi, Itamar & Graham, Meital, 2017. "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper 82261, University Library of Munich, Germany, revised 29 Oct 2017.
• Bravo, Jorge Miguel & El Mekkaoui de Freitas, Najat, 2018. "Valuation of longevity-linked life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 212-229.
• Börger, Matthias & Schupp, Johannes, 2018. "Modeling trend processes in parametric mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 369-380.
• Eling, Martin & Jung, Kwangmin, 2018. "Copula approaches for modeling cross-sectional dependence of data breach losses," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 167-180.
• Sampid, Marius Galabe & Hasim, Haslifah M., 2018. "Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks," International Economics, Elsevier, vol. 156(C), pages 175-192.
• Debnath, Deepayan & Babu, Suresh & Ghosh, Parijat & Helmar, Michael, 2018. "The impact of India’s food security policy on domestic and international rice market," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 265-283.
• Kopczewski, Tomasz & Sobolewski, Maciej & Miernik, Ireneusz, 2018. "Bundling or unbundling? Integrated simulation model of optimal pricing strategies," International Journal of Production Economics, Elsevier, vol. 204(C), pages 328-345.
• Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2018. "Many a little makes a mickle: Stress testing small and medium-sized German banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 237-253.
• Barzin, Samira & D'Costa, Sabine & Graham, Daniel J., 2018. "A pseudo – panel approach to estimating dynamic effects of road infrastructure on firm performance in a developing country context," Regional Science and Urban Economics, Elsevier, vol. 70(C), pages 20-34.
• 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.
• 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.
  • 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.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018. "Confidence regions for entries of a large precision matrix," LSE Research Online Documents on Economics 87513, London School of Economics and Political Science, LSE Library.
• Marius Galabe Sampid & Haslifah M.Hasim, 2018. "Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks," International Economics, CEPII research center, issue 156, pages 175-192.
• Andrés Felipe Galeano Zurbaran, 2018. "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo Quantil 017208, Quantil.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018. "Does the choice of estimator matter for forecasting? A revisit," Working Papers 053, Centre for Econometric and Allied Research, University of Ibadan.
• Martins-Filho, Carlos & Yao, Feng & Torero, Maximo, 2018. "Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory," Econometric Theory, Cambridge University Press, vol. 34(1), pages 23-67, February.
  • Carlos Martins-Filho & Feng Yao & Maximo Torero, 2012. "Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory," Working Papers 13-05, Department of Economics, West Virginia University.
• Alexander Konon & Alexander Kritikos, 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," SOEPpapers on Multidisciplinary Panel Data Research 1012, DIW Berlin, The German Socio-Economic Panel (SOEP).
• 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., 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).
  • 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.
• Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019r, Institute of Social and Economic Research, Osaka University, revised Apr 2019.
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• José M. Albert Ortiz & Francisco M. Gasca Sánchez & Miguel A. Flores Segovia, 2018. "Patrones de localización espacial de las manufacturas mexicanas: análisis con la técnica de patrones de puntos espaciales\Spatial location patterns of Mexican manufacturing: Analysis using the techniq," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 33(2), pages 253-282.
• Hada Melissa Sáenz Vela & Luis Gutiérrez Flores & Enrique Eliseo Minor Campa, 2018. "Una nota sobre la ponderación del índice de privación social de México\A note on the weighting of the Mexican Social Deprivation Index," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 33(2), pages 313-331.
• Alejandra Macías Sánchez & Héctor Juan Villarreal Páez, 2018. "Sostenibilidad del gasto público: Cobertura y financiamiento de enfermedades crónicas en México. (Public Spending Sustainability: Coverage and Financing of Chronic Diseases in Mexico)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 99-134, May.
• M. Kruk & A. Semenov & A. Cherepovitsyn & A. Nikulina, 2018. "Environmental and Economic Damage from the Development of Oil and Gas Fields in the Arctic Shelf of the Russian Federation," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 423-433.
• 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.
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• 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.
  • 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.
• Vasile BRÄ‚TIAN, 2018. "Evaluation of Options using the Monte Carlo Method and the Entropy of Information," Expert Journal of Economics, Sprint Investify, vol. 6(2), pages 35-43.
• Dejan Zivkov & Suzana Balaban & Jasmina Djuraskovic, 2018. "What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(5), pages 491-512, October.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 18-25, Federal Reserve Bank of Philadelphia, revised 05 Nov 2018.
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• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 18-25, Federal Reserve Bank of Philadelphia, revised 05 Nov 2018.
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• Mark Bognanni, 2018. "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series) 1811, Federal Reserve Bank of Cleveland, revised 11 Sep 2018.
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• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," FRB Atlanta Working Paper 2018-16, Federal Reserve Bank of Atlanta.
  • Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 18-25, Federal Reserve Bank of Philadelphia, revised 05 Nov 2018.
  • Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 2018-13, FEDEA.
• Violeta Duta, 2018. "Relationship between Foreign Exchange Rate and Stock Price of Commercial Banks in Romanian financial market," Scientific Papers 0014, Institute of Financial Studies.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-29, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-29, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-28, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-28, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-29, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Abdelkader Derbali & Lamia Jamel, 2019. "Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(2), pages 711-733, June.
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• Stéphane Loisel, 2014. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013669, HAL.
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• Stéphane Loisel, 2014. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013669, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
  • 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-02013547, HAL.
  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
  • 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, 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.
• Yamin Ahmad & Ming Chien Lo & Olena Staveley-O'Carroll, 2018. "Nonlinearities in the Real Exchange Rates: New Evidence from Developed and Developing Countries," Working Papers 1813, College of the Holy Cross, Department of Economics.
• Ma, Lin, 2018. "Importance of Demand and Supply Shocks for Oil Price Variations," Working Paper Series 10-2018, Norwegian University of Life Sciences, School of Economics and Business.
• Arlyana Abubakar & Rieska Indah Astuti & Rini Oktapiani, 2018. "Selection Of Early Warning Indicator To Identify Distress In The Corporate Sector: Crisis Prevention Strengthening Efforts," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(3), pages 1-32, January.
• Bernard Njindan Iyke, 2018. "Macro Determinants Of The Real Exchange Rate In A Small Open Small Island Economy:Evidence From Mauritius Via Bma," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(1), pages 1-24, July.
• Luigi Grossi & Fany Nan, 2018. "The influence of renewables on electricity price forecasting: a robust approach," Working Papers 2018/10, Institut d'Economia de Barcelona (IEB).
• 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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• 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).
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• 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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• 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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  • Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
  • Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
• 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.
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• Petrov, Nikita & Ratnikova, Tatiana, 2018. "Analysis of the joint distribution of stock and art indices: Attempt of a copular approach," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 52, pages 46-61.
• Xiao, Weilin & Yu, Jun, 2019. "Asymptotic theory for rough fractional Vasicek models," Economics Letters, Elsevier, vol. 177(C), pages 26-29.
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• Li, Liyao & Yang, Zhenlin, 2018. "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers 15-2018, Singapore Management University, School of Economics.
• Basim Abbas Kraidy JASSMY & Cristian-Silviu BANACU & Zaki Muhammad Abbas BHAYA, 2018. "Strategic Orientation and External Environment on Organizational Commitment," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 3(1), pages 39-57, June.
• Autcha Araveeporn, 2018. "A Comparison of Parameter Estimation of Logistic Regression model by Maximum Likelihood, Ridge Regression, Markov Chain Monte Carlo Methods," Proceedings of International Academic Conferences 6409196, International Institute of Social and Economic Sciences.
• Roser Bono & María J. Blanca & Rafael Alarcón & Jaume Arnau, 2018. "The Effects Of Autocorrelation And Number Of Repeated Measures On Glmm Robustness With Ordinal Data," Proceedings of International Academic Conferences 7309082, International Institute of Social and Economic Sciences.
• María J. Blanca & Roser Bono & Jaume Arnau & Rafael Alarcón & Juana Gómez-Benito, 2018. "Which Are The Most Common Distributions In Social, Health, And Education Sciences?," Proceedings of International Academic Conferences 7309086, International Institute of Social and Economic Sciences.
• Kamil Polak, 2018. "Investors’ Reaction to a Published Recommendation (Wplyw opublikowanej rekomendacji na reakcje inwestorow)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(27), pages 127-135.
• 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," Sciences Po publications 2017-09, Sciences Po.
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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.
• Gábor Békés & Péter Harasztosi, 2018. "Grid and shake: spatial aggregation and the robustness of regionally estimated elasticities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(1), pages 143-170, January.
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• Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018. "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, vol. 33(1), pages 443-465, March.
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• Manh D. Pham & Valentin Zelenyuk, 2018. "Slack-based directional distance function in the presence of bad outputs: theory and application to Vietnamese banking," Empirical Economics, Springer, vol. 54(1), pages 153-187, February.
  • Manh D. Pham & Valentin Zelenyuk, 2016. "Slack-based directional distance function in the presence of bad outputs: Theory and Application to Vietnamese Banking," CEPA Working Papers Series WP072016, School of Economics, University of Queensland, Australia.
• Dong-Yop Oh & Hyejin Lee & Ming Meng, 2018. "More powerful threshold cointegration tests," Empirical Economics, Springer, vol. 54(3), pages 887-911, May.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018. "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, vol. 55(4), pages 1717-1755, December.
• K. P. M. Winssen & R. C. Kleef & W. P. M. M. Ven, 2018. "Can premium differentiation counteract adverse selection in the Dutch supplementary health insurance? A simulation study," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(5), pages 757-768, June.
• Caroline Orset, 2018. "People’s perception and cost-effectiveness of home confinement during an influenza pandemic: evidence from the French case," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(9), pages 1335-1350, December.
• Gordon H. Dash & Nina Kajiji & Domenic Vonella, 2018. "The role of supervised learning in the decision process to fair trade US municipal debt," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 139-168, June.
• G. Dosi & M. C. Pereira & M. E. Virgillito, 2018. "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 173-193, April.
  • Giovanni Dosi & Marcelo C. Pereira & Maria Enrica Virgillito, 2016. "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," LEM Papers Series 2016/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Panayiotis Tzeremes & Nickolaos G. Tzeremes, 2018. "A convergence assessment of water price rates: evidence from major U.S. cities," Letters in Spatial and Resource Sciences, Springer, vol. 11(3), pages 361-368, October.
• Georg P. Mueller, 2018. "When the search for truth fails: A computer simulation of the impact of the publication bias on the meta-analysis of scientific literature," Scientometrics, Springer;Akadémiai Kiadó, vol. 117(3), pages 2061-2076, December.
• Ana Suárez Álvarez & Ana Jesús López Menéndez, 2018. "Assessing Changes Over Time in Inequality of Opportunity: The Case of Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 139(3), pages 989-1014, October.
• Aleksandr M. Batkovskiy & Natalya S. Efimova & Vyacheslav D. Kalachanov & Elena G. Semenova & Alena V. Fomina & Viktor M. Balashov, 2018. "Evaluation of the efficiency of industrial management in high-technology industries," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(2), pages 577-590, December.
• Marian Vavra, 2018. "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers WP 3/2018, Research Department, National Bank of Slovakia.
• Zacharias Psaradakis & Márian Vávra, 2018. "Bootstrap-Assisted Tests of Symmetry for Dependent Data," Birkbeck Working Papers in Economics and Finance 1806, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Zacharias Psaradakis & Marian Vavra, 2018. "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers WP 5/2018, Research Department, National Bank of Slovakia.
• 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.
• Antonia Arsova & Deniz Dilan Karaman Örsal, 2018. "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1033-1050, November.
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• ArtÅ«ras Juodis & Vasilis Sarafidis, 2018. "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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• Belaire-Franch, Jorge, 2018. "Exchange rates expectations and chaotic dynamics: A replication study," Economics Discussion Papers 2018-34, Kiel Institute for the World Economy (IfW).
• Belaire-Franch, Jorge, 2018. "Exchange rates expectations and chaotic dynamics: A replication study," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 12, pages 1-9.
• 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.
  • 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.
  • Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," 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).
• Ulrich Hounyo & Rasmus T. Varneskov, 2018. "Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach," CREATES Research Papers 2018-16, Department of Economics and Business Economics, Aarhus University.
• Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2018. "Edgeworth expansion for Euler approximation of continuous diffusion processes," CREATES Research Papers 2018-28, 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.
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• Antoine A. Djogbenou & James G. MacKinnon & Morten Orregard Nielsen, 2018. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," Working Papers 1399, Queen's University, Department of Economics.
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• Dorobanțu Alin Ionuț & Dumitrescu Ioan Alexandru, 2018. "The Analysis Of The Structure Influence And The Financial Balance Of Economic Renewability In The Hotel-Restaurant Sector In Dolj Region," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(46), pages 71-80, November.
• Dorobanțu Alin Ionuț & Dumitrescu Ioan Alexandru, 2018. "Analysis Of The Correlation Between Profitability And Risk In The Services Sector In Dolj Region," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(46), pages 81-89, November.
• 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.
  • 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.
  • Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181590, Verein für Socialpolitik / German Economic Association.
• Lee, Seojeong, 2014. "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
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• 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.
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• Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
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• DRAMA Bedi Guy Herve, 2018. "Re-Examining the Mean Reversion of Inflation Rate in ECOWAS," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(5), pages 653-668, May.
• Zacharias Psaradakis & Marian Vavra, 2018. "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers WP 5/2018, Research Department, National Bank of Slovakia.
  • Zacharias Psaradakis & Márian Vávra, 2018. "Bootstrap-Assisted Tests of Symmetry for Dependent Data," Birkbeck Working Papers in Economics and Finance 1806, Birkbeck, Department of Economics, Mathematics & Statistics.
• Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
  • Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
• Valéry Dongmo Jiongo & Pierre Nguimkeu, 2018. "Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data," Staff Working Papers 18-28, Bank of Canada.
• Thibaut Duprey, 2018. "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes 2018-6, Bank of Canada.
• Fasolo, Angelo Marsiglia, 2019. "Monetary policy volatility shocks in Brazil," Economic Modelling, Elsevier, vol. 81(C), pages 348-360.
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• Luigi Cannari & Giovanni D’Alessio, 2018. "Wealth inequality in Italy: reconstruction of 1968-75 data and comparison with recent estimates," Questioni di Economia e Finanza (Occasional Papers) 428, Bank of Italy, Economic Research and International Relations Area.
• Valerio Scalone, 2018. "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers 688, Banque de France.
• Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018. "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
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• Laura Bisio & Filippo Moauro, 2018. "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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• 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.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2018. "Time series with interdependent level and second moment: statistical testing and applications with Greek external trade and simulated data," Working Papers 246, Bank of Greece.
• Giusto Andrea & İşcan Talan B., 2018. "The Rescaled VAR Model with an Application to Mixed-Frequency Macroeconomic Forecasting," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(4), pages 1-16, September.
• 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).
  • 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 Businesss School.
  • 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," 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.
• Tamara Bašić Vasiljev, 2018. "Estimated DSGE Model for Monetary and Fiscal Polic Coordination Analysis – The Case of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(1), pages 145-173.
• 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, 2018. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 18/13, 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).
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• Konstantinos Theodoridis & Haroon Mumtaz, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 101219932, Lancaster University Management School, Economics Department.
  • Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers E2018/21, Cardiff University, Cardiff Business School, Economics Section.
  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
• 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 id:12688, eSocialSciences.
  • 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, University of 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.
  • 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, University of Innsbruck.
• 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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  • 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 & 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 Working Papers JRC111606, Joint Research Centre (Seville site).
• 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.
• Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • 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 Businesss 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.
• 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.
  • 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).
• Planas, Christophe & Rossi, Alessandro, 2018. "The slice sampler and centrally symmetric distributions," Working Papers 2018-11, Joint Research Centre, European Commission (Ispra site).
• 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.
  • Zhenxi, Chen & Lux, Thomas, 2015. "Estimation of sentiment effects in financial markets: A simulated method of moments approach," FinMaP-Working Papers 37, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Thomas Brenner & Matthias Duschl, 2018. "Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth," Computational Economics, Springer;Society for Computational Economics, vol. 52(3), pages 745-772, October.
• 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.
• 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," 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.
• Fabio Sanches & Daniel Silva Junior & Sorawoot Srisuma, 2018. "Minimum Distance Estimation of Search Costs Using Price Distribution," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 658-671, October.
  • Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2015. "Minimum Distance Estimation of Search Costs using Price Distribution," Working Papers, Department of Economics 2015_31, University of São Paulo (FEA-USP).
• Rasmus T. Varneskov & Pierre Perron, 2018. "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 371-393, March.
  • 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.
  • 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.
  • 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.
• 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.
• 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 Hoogerheide & Herman K. van Dijk, 2018. "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper 2018/10, Norges Bank.
  • 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.
• Kleijnen, J.P.C. & van Beers, W.C.M., 2018. "Prediction for Big Data through Kriging : Small Sequential and One-Shot Designs," Discussion Paper 2018-022, Tilburg University, Center for Economic Research.
• Martin Burda & Remi Daviet, 2018. "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers tecipa-618, University of Toronto, Department of Economics.
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP50/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • 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 Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
• M. Bee & J. Hambuckers & L. Trapin, 2019. "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," Quantitative Finance, Taylor & Francis Journals, vol. 19(8), pages 1255-1266, August.
  • Marco Bee & Julien Hambuckers & Luca Trapin, 2018. "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," DEM Working Papers 2018/08, Department of Economics and Management.
• 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.
• Mengheng Li & Ivan Mendieta‐Muñoz, 2020. "Are long‐run output growth rates falling?," Metroeconomica, Wiley Blackwell, vol. 71(1), pages 204-234, February.
  • Ivan Mendieta-Munoz & Mengheng Li, 2018. "Are long-run output growth rates falling?," Working Paper Series, Department of Economics, University of Utah 2018_02, University of Utah, Department of Economics.
• Ślepaczuk Robert & Zenkova Maryna, 2018. "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Central European Economic Journal, Sciendo, vol. 5(1), 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.
• 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.
• Berezka Kateryna & Kovalchuk Olha, 2018. "Correspondence Analysis as a Tool for Computer Modeling of Sustainable Development," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 22(4), pages 9-23, December.
• Tilca Magnolia & Mare Elisabeta & Apatean Anca, 2018. "A Model to Measure the Performance of Human Resources in Organisations," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 28(1), pages 57-73, March.
• Carson, Richard T. & Czajkowski, Mikołaj, 2019. "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.
  • Richard T. Carson & Mikołaj Czajkowski, 2018. "A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models," Working Papers 2018-04, Faculty of Economic Sciences, University of Warsaw.
• Kosc, Krzysztof & Sakowski, Paweł & Ślepaczuk, Robert, 2019. "Momentum and contrarian effects on the cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 691-701.
  • Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018. "Momentum and contrarian effects on the cryptocurrency market," Working Papers 2018-09, Faculty of Economic Sciences, University of Warsaw.
• 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.
• Przemysław Ryś & Robert Ślepaczuk, 2018. "Machine learning in algorithmic trading strategy optimization - implementation and efficiency," Working Papers 2018-25, Faculty of Economic Sciences, University of Warsaw.
• Ji, Jingru & Wang, Donghua & Xu, Dinghai, 2019. "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.
• 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," GLO Discussion Paper Series 201, Global Labor Organization (GLO).
  • 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.
• 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.
  • 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. & 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).
• Ehsan Mehdad & Jack P.C. Kleijnen, 2018. "Stochastic intrinsic Kriging for simulation metamodeling," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
  • Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
  • Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
• 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, 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, 2017. "The Wild Bootstrap For Few (treated) Clusters," Working Paper 1364, Economics Department, Queen's University.
• 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.
  • Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
  • Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
• Eduardo Rossi & Paolo Santucci de Magistris, 2018. "Indirect inference with time series observed with error," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 874-897, September.
  • Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Indirect inference with time series observed with error," CREATES Research Papers 2014-57, Department of Economics and Business Economics, Aarhus University.
• 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.
  • Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016. "The State Level Impact of Uncertainty Shocks," Working Papers 793, Queen Mary University of London, School of Economics and Finance.
  • Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016. "The State Level Impact of Uncertainty Shocks," Working Papers 793, Queen Mary University of London, School of Economics and Finance.
• Lele Zou & Jinjun Xue & Alan Fox & Bo Meng, 2018. "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.
  • Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa, 2015. "The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis," IDE Discussion Papers 487, Institute of Developing Economies, Japan External Trade Organization(JETRO).
• Idrizi, Olgerta & Shahini, Besa, 2018. "Albanian Challenges towards an Efficient Pension System," 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 25-37, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• 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.
  • 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.
  • 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.
  • 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," GLO Discussion Paper Series 201, Global Labor Organization (GLO).
• 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.
  • 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," Review of Economic Studies, Oxford University Press, 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.
  • Andreasen, Martin M. & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco, 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.
• Bensalma, Ahmed, 2018. "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper 84969, University Library of Munich, Germany.
• Lee, David, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper 85575, University Library of Munich, Germany.
• 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. "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.
• 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, University of Economics, Prague, vol. 2018(1), pages 5-24.
• Milan Fičura & Jiří Witzany, 2018. "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, University of Economics, Prague, 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.
• 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.

2017

• Jangho Yang, 2017. "An Entropy-Constrained Model of Induced Technical Change with a Single Innovation Possibility Frontier," Working Papers 1714, New School for Social Research, Department of Economics.
• Knut L. Seip, 2017. "Does tax reduction have an effect on gross domestic product? An empirical investigation," Working Papers 201701, Oslo Metropolitan University, Oslo Business School.
• P. Gagliardini & E. Ghysels & M. Rubin, 2017. "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 15(4), pages 509-560.
  • Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016. "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models," Swiss Finance Institute Research Paper Series 16-46, Swiss Finance Institute.
• Hai-Anh H. Dang & Peter F. Lanjouw & Umar Serajuddin, 2017. "Updating poverty estimates in the absence of regular and comparable consumption data: methods and illustration with reference to a middle-income country," Oxford Economic Papers, Oxford University Press, vol. 69(4), pages 939-962.
• Kingsley Y. L. Fong & Craig W. Holden & Charles A. Trzcinka, 2017. "What Are the Best Liquidity Proxies for Global Research?," Review of Finance, European Finance Association, vol. 21(4), pages 1355-1401.
• Aivaz Kamer Ainur & Jugănaru Mariana & Jugănaru Ion Dănut, 2017. "Analyzing Seasonality and Forecasting the Number of Tourists’ Overnight Stays in Constanta Municipality," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 265-270, June.
• Jugănaru Mariana & Jugănaru Ion Dănut & Aivaz Kamer Ainur, 2017. "Analyzing the Concentration of Overnight Stays in Constanta City, over the Period 2010-2016," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 307-312, June.
• Maria Kovacova & Tomas Kliestik, 2017. "Logit and Probit application for the prediction of bankruptcy in Slovak companies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 12(4), pages 775-791, December.
• 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.
• Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018. "New bid-ask spread estimators from daily high and low prices," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 69-86.
  • Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017. "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper 79102, University Library of Munich, Germany.
• 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.
• Laura Bisio & Filippo Moauro, 2018. "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.
  • Bisio, Laura & Moauro, Filippo, 2017. "Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts," MPRA Paper 80211, University Library of Munich, Germany, revised 14 Jul 2017.
• Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
  • Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
• Caspi, Itamar & Graham, Meital, 2018. "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, vol. 26(C), pages 89-94.
  • Caspi, Itamar & Graham, Meital, 2017. "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper 82261, University Library of Munich, Germany, revised 29 Oct 2017.
• 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.
• Merce, Emilian & Merce, Cristian Calin & Pocol, Cristina Bianca, 2017. "Autocorrelation - Prevalence of identification of collinearity cause," MPRA Paper 85090, University Library of Munich, Germany.
• 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.
• Pihnastyi, Oleh, 2017. "The model of the production process of the party of the subjects of labour," MPRA Paper 89605, University Library of Munich, Germany, revised 23 Mar 2017.
• 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.
• Nguyen, Cuong, 2017. "Test LOT Quality Assurance Sampling Method in Estimating Communes with Improved Latrine in Vietnam," MPRA Paper 93137, University Library of Munich, Germany.
• 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.
• Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017. "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper 1383, Economics Department, Queen's University.
• 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.
• James G. MacKinnon & Matthew D. Webb, 2017. "Pitfalls When Estimating Treatment Effects Using Clustered Data," Working Paper 1387, Economics Department, Queen's University.
• Aufenanger, Tobias, 2017. "Machine learning to improve experimental design," FAU Discussion Papers in Economics 16/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• 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.
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• Kleijnen, J.P.C., 2017. "Kriging : Methods and Applications," Discussion Paper 2017-047, Tilburg University, Center for Economic Research.
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• Stavroula A Chrysanthopoulou, 2017. "MILC: A Microsimulation Model of the Natural History of Lung Cancer," International Journal of Microsimulation, International Microsimulation Association, vol. 10(3), pages 5-26.
• Artur-Emilian SIMION & Florentina Viorica GHEORGHE & Gheorghe ZAMAN, 2017. "Exporting high-growth enterprises, including gazelles, in Romania," Romanian Journal of Economics, Institute of National Economy, vol. 45(2(54)), pages 43-62, December.
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017. "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers 2017-23, Faculty of Economics and Statistics, University of Innsbruck.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina, 2017. "Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities," Working Papers 2017/06, Economics Department, Universitat Jaume I, Castellón (Spain).
• Alessi, Lucia & Cannas, Giuseppina & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL," Working Papers 2017-12, Joint Research Centre, European Commission (Ispra site).
• Robert Kirkby, 2017. "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 1-15, January.
• Marta Biancardi & Giovanni Villani, 2017. "Robust Monte Carlo Method for R&D Real Options Valuation," Computational Economics, Springer;Society for Computational Economics, vol. 49(3), pages 481-498, March.
• 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," Sciences Po publications info:hdl:2441/5fafm6me7k8, Sciences Po.
• Philip A. Ernst & James R. Thompson & Yinsen Miao, 2017. "Tukey’s transformational ladder for portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(3), pages 317-355, August.
• Min Deng & Wentao Yang & Qiliang Liu & Yunfei Zhang, 2017. "A divide-and-conquer method for space–time series prediction," Journal of Geographical Systems, Springer, vol. 19(1), pages 1-19, January.
• Marta R. Casanova & Vicente Orts & José M. Albert, 2017. "Sectoral scope and colocalisation of Spanish manufacturing industries," Journal of Geographical Systems, Springer, vol. 19(1), pages 65-92, January.
• German Blanco, 2017. "Who benefits from job placement services? A two-sided analysis," Journal of Productivity Analysis, Springer, vol. 47(1), pages 33-47, February.
• Alfred A. Haug & Vincent C. Blackburn, 2017. "Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level," Journal of Productivity Analysis, Springer, vol. 48(1), pages 69-83, August.
• Takahiro Hoshino & Ryosuke Igari, 2017. "Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data," Keio-IES Discussion Paper Series 2017-014, Institute for Economics Studies, Keio University.
• Igari Ryosuke & Takahiro Hoshino, 2017. "Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses," Keio-IES Discussion Paper Series 2017-020, Institute for Economics Studies, Keio University.
• Hiroyuki Watanabe, 2017. "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series DP2017-20, Research Institute for Economics & Business Administration, Kobe 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.
  • 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, Ayhan & Lakatos, Csilla & Ohnsorge, Franziska & 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.
• Aleksandr Viktor CHERNOVALOV & Pavel Viktor CHERNOVALOV, 2017. "Instytucionalistics," Journal of Economics and Political Economy, KSP Journals, vol. 4(1), pages 121-126, March.
• Mehmet BÖLÜKBAÞ, 2017. "18. International symposium on econometrics operation research and statistics," Journal of Economics Library, KSP Journals, vol. 4(3), pages 402-403, September.
• Benchimol, Andrés, 2017. "Proyección de mortalidad en España mediante mixturas de modelos y análisis del impacto económico del riesgo de longevidad /Mortality Projection in Spain through Mixtures of Models and Analysis of the ," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 341-366, Mayo.
• Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 713-727, October.
  • Jean-Marie Dufour & Richard Luger, 2016. "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers 2016s-63, CIRANO.
  • Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche 1701, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Jean-Marie DUFOUR & Richard LUGER, 2016. "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche 15-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• 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.
• Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
  • Otilia Boldea & Alastair R. Hall & Adriana Cornea-Madeira, 2017. "Bootstrapping Structural Change Tests," The School of Economics Discussion Paper Series 1704, Economics, The University of Manchester.
  • Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
• Paola CHIODINI & Giancarlo MANZI & Bianca Maria MARTELLI & Flavio VERRECCHIA, 2017. "Divide, Allocate et Impera: Comparing Allocation Strategies via Simulation," Departmental Working Papers 2017-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Taro Ohno & Takahiro Kodama, 2017. "Estimation of Tax and Social Insurance Burden on Households: Verification of the Validity and Assessment of Actual Status," Discussion papers ron289, Policy Research Institute, Ministry of Finance Japan.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01442618, HAL.
  • Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne 17006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Dominique Guegan & Bertrand Hassani & Kehan Li, 2017. "Impact of multimodality of distributions on VaR and ES calculations," Documents de travail du Centre d'Economie de la Sorbonne 17019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Jørgen Vitting Andersen & Philippe de Peretti, 2017. "New method to detect convergence in simple multi-period market games," Documents de travail du Centre d'Economie de la Sorbonne 17058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017. "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers 4/17, Monash University, Department of Econometrics and Business Statistics.
• Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017. "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers 5/17, Monash University, Department of Econometrics and Business Statistics.
• Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017. "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers 6/17, Monash University, Department of Econometrics and Business Statistics.
• 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.
  • Élise, COUDIN & Jean-Marie DUFOUR, 2017. "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.
• Jaime Fabián Díaz Córdova & Edisson Coba Molina & Paúl Navarrete López, 2017. "Lógica difusa y el riesgo financiero. Una propuestade clasificación de riesgo financiero al sectorcooperativo," Contaduría y Administración, Accounting and Management, vol. 62(5), pages 31-32, Diciembre.
• Jaime Fabián Díaz Córdova & Edisson Coba Molina & Paúl Navarrete López, 2017. "Fuzzy logic and financial risk. A proposed classificationof financial risk to the cooperative sector," Contaduría y Administración, Accounting and Management, vol. 62(5), pages 33-34, Diciembre.
• Stanisław Urbański, 2017. "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 48(4), pages 343-374.
• Siem Koopman & André Lucas & Marcin Zamojski, 2017. "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers 258, Narodowy Bank Polski, Economic Research Department.

2016

• Cecilia Llambi & Silvia Laens & Marcelo Perera, 2016. "Assessing the Impacts of a Major Tax Reform: a CGE-microsimulation analysis for Uruguay," International Journal of Microsimulation, International Microsimulation Association, vol. 9(1), pages 134-166.
• Paul Kilgarriff & Cathal OÂ’Donoghue & Martin Charlton & Ronan Foley, 2016. "Intertemporal Income in Ireland 1996-2011 – A Spatial Analysis," International Journal of Microsimulation, International Microsimulation Association, vol. 9(2), pages 123-143.
• Jason Loughrey & Fiona Thorne & Thia Hennessy, 2016. "A Microsimulation Model for Risk in Irish Tillage Farming," International Journal of Microsimulation, International Microsimulation Association, vol. 9(2), pages 41-76.
• Sharyn Lymer & Deborah Schofield & Crystal M Y Lee & Stephen Colagiuri, 2016. "NCDMod: A Microsimulation Model Projecting Chronic Disease and Risk Factors for Australian Adults," International Journal of Microsimulation, International Microsimulation Association, vol. 9(3), pages 103-139.
• Alison Ritter & Nagesh Shukla & Marian Shanahan & Phuong Van Hoang & Vu Lam Cao & Pascal Perez & Michael Farrell, 2016. "Building a Microsimulation Model of Heroin Use Careers in Australia," International Journal of Microsimulation, International Microsimulation Association, vol. 9(3), pages 140-176.
• Sarah Kuypers & Francesco Figari & Gerlinde Verbist, 2016. "The Eurosystem Household Finance and Consumption Survey: A New Underlying Database for EUROMOD," International Journal of Microsimulation, International Microsimulation Association, vol. 9(3), pages 35-65.
  • Kuypers, Sarah & Figari, Francesco & Verbist, Gerlinde, 2016. "The Eurosystem Household Finance and Consumption Survey: a new underlying database for EUROMOD," EUROMOD Working Papers EM10/16, EUROMOD at the Institute for Social and Economic Research.
• Dieter Vandelannoote & André Decoster & Toon Vanheukelom & Gerlinde Verbist, 2016. "Evaluating The Quality Of Gross Incomes In SILC: Compare Them With Fiscal Data And Re-calibrate Them Using EUROMOD," International Journal of Microsimulation, International Microsimulation Association, vol. 9(3), pages 5-34.
• M. Esteban Muñoz H. & Ivan Dochev & Hannes Seller & Irene Peters, 2016. "Constructing a Synthetic City for Estimating Spatially Disaggregated Heat Demand," International Journal of Microsimulation, International Microsimulation Association, vol. 9(3), pages 66-88.
• Nazeef Ishtiaq & Hafiz Muhammad Qasim & Adeel Ahmad Dar, 2016. "Testing the Marshall-Lerner Condition and the J-Curve Phenomenon for Pakistan: Some New Insights," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(6), pages 307-319, June.
• Waseem Khadim & Bilal Mehmood, 2016. "Can Remittances Spur Economic Growth? Evidence from Selected Asian and South American Countries," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(7), pages 342-347, July.
• Leslie A. Jiménez Rosas & Guillermo Benavides Perales, 2016. "Stress-Testing para carteras de crédito del Sistema Bancario Mexicano," 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. 11(3), pages 23-46, Octubre-D.
• Mittag, Nikolas, 2016. "Correcting for Misreporting of Government Benefits," IZA Discussion Papers 10266, Institute of Labor Economics (IZA).
• Yi-Ping Chang & Jing-Xiu Lin & Chih-Tun Yu, 2016. "Calculating Value-at-Risk Using the Granularity Adjustment Method in the Portfolio Credit Risk Model with Random Loss Given Default," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(2), pages 157-176, August.
• Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
  • Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
  • Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW).
  • Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
• Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
  • Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW).
  • Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
• Heni Boubaker, 2016. "A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 693-731, December.
• Pierluigi Sabbatini, 2016. "The Coordinated Effect of a Merger with Balanced Sharing of Collusive Profits," Journal of Industry, Competition and Trade, Springer, vol. 16(3), pages 345-371, September.
• Neumann, Anne & Nieswand, Maria & Schubert, Torben, 2016. "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 35-51.
  • Anne Neumann & Maria Nieswand & Torben Schubert, 2016. "Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data," Journal of Productivity Analysis, Springer, vol. 45(1), pages 35-51, February.
  • Anne Neumann & Maria Nieswand & Torben Schubert, 2016. "Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data," Journal of Productivity Analysis, Springer, vol. 45(1), pages 35-51, February.
  • Anne Neumann & Maria Nieswand & Torben Schubert, 2013. "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," RSCAS Working Papers 2013/13, European University Institute.
  • Anne Neumann & Maria Nieswand & Torben Schubert, 2013. "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," Discussion Papers of DIW Berlin 1283, DIW Berlin, German Institute for Economic Research.
• Michael Bleaney & Zhiyong Li, 2016. "A new spread estimator," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 179-211, July.
  • Michael Bleaney & Zhiyong Li, 2014. "A New Spread Estimator," Discussion Papers 14/01, University of Nottingham, School of Economics.
• Nicolae Lupu & Ana-Maria Nica, 2016. "Statistics Of The Evolution Of The Romanian Tourism Market In The Years After 1989," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 8(3), pages 59-64, September.
• Konstantin GLUSCHENKO, 2016. "The Path-Dependence Bias in Approximating Local Price Levels by CPIs," Journal of Economics Library, KSP Journals, vol. 3(1), pages 69-76, March.
  • Gluschenko, Konstantin, 2016. "The Path-Dependence Bias in Approximating Local Price Levels by CPIs," MPRA Paper 68936, University Library of Munich, Germany.
• Moya Fernández, Pablo José & Muñoz Rosas, Juan Francisco & Álvarez Verdejo, Encarnación, 2016. "The Capability Index when Some Assumptions are not Satisfied: Analysis and Empirical Comparisons/El índice de capacidad cuando no se cumplen algunas hipótesis de partida: Análisis y comparaciones empí," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 34, pages 639-664, Agosto.
• Antonia Arsova & Deniz Dilan Karaman Örsal, 2016. "An intersection test for the cointegrating rank in dependent panel data," Working Paper Series in Economics 357, University of Lüneburg, Institute of Economics.
• Arnaud Dufays & Jeroen V.K. Rombouts, 2016. "Sparse Change-point HAR Models for Realized Variance," Cahiers de recherche 1607, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Stephan B. Bruns, 2016. "The Fragility of Meta-Regression Models in Observational Research," MAGKS Papers on Economics 201603, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Markus Engler & Vahidin Jeleskovic, 2016. "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics 201648, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Taremi, Mohammad & Esksndari, Farzad & Bameni Moghadam, Mohammad, 2016. "Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(3), pages 225-243, July.
• Rasekhi, Saeed & Rastgar, Majid, 2016. "Policy Time-Inconsistency: A Comparison of Managed Floating Exchange Rate and Controlled Exchange Rate Regimes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(4), pages 351-373, October.
• Áron Horváth & Blanka Imre & Zoltán Sápi, 2016. "The International Practice of Statistical Property Valuation Methods and the Possibilities of Introducing Automated Valuation Models in Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(4), pages 45-64.
• Carsen Jentsch & Kurt Graden Lunsford, 2016. "Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States," Working Papers (Old Series) 1619, Federal Reserve Bank of Cleveland, revised 19 Jul 2016.
  • Jentsch, Carsten & Lunsford, Kurt G., 2016. "Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States," Working Papers 16-10, University of Mannheim, Department of Economics.
• Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli, 2016. "A note on normalization schemes:The case of generalized forecast error variance decompositions," Department of Economics 0092, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016. "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers 1/16, Monash University, Department of Econometrics and Business Statistics.
• D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau, 2016. "Asymptotic Properties of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers 18/16, Monash University, Department of Econometrics and Business Statistics.
• Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016. "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers 5/16, Monash University, Department of Econometrics and Business Statistics.
• 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.
  • 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.
• Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 713-727, October.
  • Jean-Marie Dufour & Richard Luger, 2016. "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers 2016s-63, CIRANO.
  • Jean-Marie DUFOUR & Richard LUGER, 2016. "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche 15-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche 1701, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios, 2016. "Pricing of average value options versus European options with stochastic interest rate," Contaduría y Administración, Accounting and Management, vol. 61(4), pages 629-648, Octubre-D.
• William D. Nordhaus, 2016. "Projections and uncertainties about climate change in an era of minimal climate policies," Cowles Foundation Discussion Papers 2057, Cowles Foundation for Research in Economics, Yale University.
  • William D. Nordhaus, 2016. "Projections and Uncertainties About Climate Change in an Era of Minimal Climate Policies," NBER Working Papers 22933, National Bureau of Economic Research, Inc.
• Samira Barzin & Sabine D'Costa & Daniel Graham, 2016. "A Pseudo-Panel Approach to Estimating Dynamic Effects of Road Infrastructure Provision on Firm Performance in a Developing Country Context," Working Papers 69, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
• P. Gagliardini & E. Ghysels & M. Rubin, 2017. "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 15(4), pages 509-560.
  • Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016. "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models," Swiss Finance Institute Research Paper Series 16-46, Swiss Finance Institute.
• 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.
• 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, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
• Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 713-727, October.
  • Jean-Marie DUFOUR & Richard LUGER, 2016. "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche 15-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Jean-Marie Dufour & Richard Luger, 2016. "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers 2016s-63, CIRANO.
  • Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche 1701, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Francisco Venegas-Martínez & José Francisco Martínez-Sánchez & María Teresa V. Martínez-Palacios, 2016. "An analysis on operational risk in international banking: A Bayesian approach (2007–2011)," Estudios Gerenciales, Universidad Icesi, vol. 32(140), pages 208-220, September.
• Carolina Barrios Laborda & Dayana Pinzón Callejas, 2016. "Salud y el uso de Internet: Un estudio de la relación médico-paciente," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 10(2), pages 219-240, December.
• Daniel Ordoñez-Callamand, 2016. "Una nota sobre la construcción de intervalos de confianza para autocorrelaciones de k-ésimo orden," Vniversitas Económica 015305, Universidad Javeriana - Bogotá.
• Julián Fernández Mejía & Jorge Mario Uribe, 2016. "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Política Económica, Universidad Católica de Colombia, vol. 8(1), pages 83-103, March.
• Jérôme Adda & Christian Dustmann & Katrien Stevens, 2017. "The Career Costs of Children," Journal of Political Economy, University of Chicago Press, vol. 125(2), pages 293-337.
  • Adda, Jérôme & Dustmann, Christian & Stevens, Katrien, 2011. "The Career Costs of Children," IZA Discussion Papers 6201, Institute of Labor Economics (IZA).
  • Adda, Jerome & Dustmann, Christian & Stevens, Katrien, 2016. "The Career Costs of Children," CEPR Discussion Papers 11586, C.E.P.R. Discussion Papers.
  • Jerome Adda & Christian Dustmann & Katrien Stevens, 2012. "The Career Costs of Children," Economics Working Papers ECO2012/, European University Institute.
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• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016. "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 1-30, October.
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• Martins, Élica de Aguiar & Campos, Robério Telmo & Campos, Kilmer Coelho & Almeida, Cleycianne de Souza, 2016. "Rentabilidade da Produção de Acerola Orgânica Sob Condição Determinística e de Risco: estudo do distrito de irrigação Tabuleiro Litorâneo do Piauí," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 54(1), pages 1-20, March.
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• Marian SIMINICA & Silviu CARSTINA & Mirela SICHIGEA (GANEA), 2016. "Analysis Of Correlation Between Indicators Of Asset Management And Profitability For Companies In The Food Industry Spanish," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(44), pages 168-177.
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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.
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• David Magaña Lemus, 2016. "Assessment of Price Risk on Agricultural Inventory Credit under Sparse Data Conditions," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 34, pages 106-118, Enero-Jun.
• Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips, 2016. "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," Cowles Foundation Discussion Papers 2059, Cowles Foundation for Research in Economics, Yale University.
  • Shuping Shi & Stan Hurn & Peter C B Phillips, 2016. "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," NCER Working Paper Series 113, National Centre for Econometric Research.
• Piet, Laurent & Saint-Cyr, Legrand D.F., 2016. "Projection de la population des exploitations agricoles françaises à l’horizon 2025," Working Papers 250208, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  • Laurent, Piet & Legrand D.F. Saint-Cyr, 2016. "Projection de la population des exploitations agricoles françaises à l’horizon 2025," Working Papers SMART - LERECO 16-11, INRAE UMR SMART-LERECO.
• Castillo, Paul & Montoya, Jimena & Quineche, Ricardo, 2016. "From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis," Working Papers 2016-003, Banco Central de Reserva del Perú.
• Winfried G. Hallerback & Igor Pouchkarev, 2016. "Active Portfolio Management with Conditional Tracking Error," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 18-25, July-Augu.
• Daniele Di Gennaro & Guido Pellegrini, 2016. "Policy Evaluation In Presence Of Interferences: A Spatial Multilevel Did Approach," Working Papers 0416, CREI Università degli Studi Roma Tre, revised 2016.
• Edward S. Knotek, 2010. "The roles of price points and menu costs in price rigidity," Research Working Paper RWP 10-18, Federal Reserve Bank of Kansas City, revised 2010.
  • Edward Knotek II, 2016. "The Roles of Price Points and Menu Costs in Price Rigidity," 2016 Meeting Papers 1563, Society for Economic Dynamics.
  • Edward S. Knotek, 2019. "The Roles of Price Points and Menu Costs in Price Rigidity," Working Papers 192300, Federal Reserve Bank of Cleveland, revised 12 Nov 2019.
• MacKinnon, James G., 2016. "Inference with Large Clustered Datasets," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(4), pages 649-665, Décembre.
  • James G. MacKinnon, 2016. "Inference With Large Clustered Datasets," Working Paper 1365, Economics Department, Queen's University.
• Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady, 2016. "Joint distribution of stock indices: Methodological aspects of construction and selection of copula models," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 42, pages 30-53.
• Udvari, Beáta & Dávid Kiss, Gábor & Pontet, Julianna, 2016. "Challenges of Missing Data in Analyses of Aid Activity: The Case of US Aid Activity," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 39(1-2), pages 1-25, March-Jun.
• Frieling, Julius & Madlener, Reinhard, 2016. "Estimation of Substitution Elasticities in Three-Factor Production Functions: Identifying the Role of Energy," FCN Working Papers 1/2016, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Sep 2016.
• Hakimipoor, Nader & Akbarian, Hojjat, 2016. "Identifying Key Sectors in Iranian Economy using Eigenvector Method Based on Input-Output Table for year 2011," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 3(1), pages 139-160, June.
• Paetzold, Jörg & Tiefenbacher, Markus, 2016. "Shifting the tax burden from labor to property: The case of Germany," Working Papers in Economics 2016-3, University of Salzburg.
• Xiao, Weilin & Yu, Jun, 2016. "Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model," Economics and Statistics Working Papers 13-2016, Singapore Management University, School of Economics.
• Aleksandras KRYLOVAS & Natalja KOSAREVA & Edmundas Kazimieras ZAVADSKAS, 2016. "Statistical Analysis of KEMIRA Type Weights Balancing Methods," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 19-39, September.
• Mihaela Simionescu, 2016. "The Real GDP Rate in European Union. A Panel Data Approach," Working Papers of Institute for Economic Forecasting 161001, Institute for Economic Forecasting.
• Bianca Pauna, 2016. "Testarea proprietatilor predictive ale modelelor macroeconomice prin utilizarea simulărilor stohastice. Influenta numarului de observatii asupra restrangerii intervalului de prognoza," Working Papers of Macroeconomic Modelling Seminar 162701, Institute for Economic Forecasting.
• Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu, 2016. "Model Estimates Of Gross Domestic Product In Relation to Export And Import Of Fuels, Focused on the Elasticity and Determination Of Directly and Indirectly Associated Rates," Romanian Statistical Review, Romanian Statistical Review, vol. 64(1), pages 21-40, March.
• Paola Stolfi & Mauro Bernardi & Lea Petrella, 2016. "Multivariate Method Of Simulated Quantiles," Departmental Working Papers of Economics - University 'Roma Tre' 0212, Department of Economics - University Roma Tre.
• Murat Midilic, 2016. "Estimation Of Star-Garch Models With Iteratively Weighted Least Squares," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/918, Ghent University, Faculty of Economics and Business Administration.
• Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016. "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(2), pages 23-35, October.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015. "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers 2015-39, Faculty of Economic Sciences, University of Warsaw.
• Muneer Shaik & S. Maheswaran, 2016. "Modelling the Paradox in Stock Markets by Variance Ratio Volatility Estimator that Utilises Extreme Values of Asset Prices," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(3), pages 333-361, December.
• Mehmet Fatih Tra? & Esra Ball? & Çiler Sigeze, 2016. "Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap," Proceedings of International Academic Conferences 3506095, International Institute of Social and Economic Sciences.
• Snezhana Gocheva-Ilieva & Iliycho Iliev, 2016. "Using Generalized PathSeeker Regularized Regression for Modeling and Prediction of Output Power of CuBr Laser," Proceedings of International Academic Conferences 4006523, International Institute of Social and Economic Sciences.
• Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016. "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(1), pages 83-114, enero-jun.
• Dobromił Serwa, 2016. "Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 1(1), pages 47-65, June.
• Tomasz Krawczyk, 2016. "The Application of the Monte Carlo Method in the Management of Value at Risk of an Investment Portfolio (Zastosowanie metody Monte Carlo w zarzadzaniu Value at Risk portfela inwestycyjnego)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 14(63), pages 25-38.
• Yu-Chin Hsu, 2016. "Multiplier Bootstrap for Empirical Processes," IEAS Working Paper : academic research 16-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2016. "How Network Visibility and Strategic Networking Leads to the Emergence of Certain Network Characteristics: A Complex Adaptive System Approach," TEMEP Discussion Papers 2016130, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Aug 2016.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2016. "How Strategic Networking Impacts the Networking Outcome: A Complex Adaptive System Approach," TEMEP Discussion Papers 2016131, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Aug 2016.
• Barde, Sylvain, 2016. "Direct comparison of agent-based models of herding in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 329-353.
  • Sylvain Barde, 2016. "Direct comparison of agent -based models of herding in financial markets," Sciences Po publications info:hdl:2441/7kr9gv74ut9, Sciences Po.
• Chun-Xia Zhang & Jiang-She Zhang & Sang-Woon Kim, 2016. "PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection," Computational Statistics, Springer, vol. 31(4), pages 1237-1262, December.
• Tetsuya Takaishi, 2016. "Dynamical cross-correlation of multiple time series Ising model," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 455-468, December.
• Xiaodong Du & Fengxia Dong, 2016. "Responses to market information and the impact on price volatility and trading volume: the case of Class III milk futures," Empirical Economics, Springer, vol. 50(2), pages 661-678, March.
• Michal Brzezinski, 2016. "Robust estimation of the Pareto tail index: a Monte Carlo analysis," Empirical Economics, Springer, vol. 51(1), pages 1-30, August.
• Jan Ditzen & Erich Gundlach, 2016. "A Monte Carlo study of the BE estimator for growth regressions," Empirical Economics, Springer, vol. 51(1), pages 31-55, August.
• Galip Altinay & A. Talha Yalta, 2016. "Estimating the evolution of elasticities of natural gas demand: the case of Istanbul, Turkey," Empirical Economics, Springer, vol. 51(1), pages 201-220, August.
• Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2016. "Correlation structure and principal components in the global crude oil market," Empirical Economics, Springer, vol. 51(4), pages 1501-1519, December.
  • Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2014. "Correlation structure and principal components in global crude oil market," Papers 1405.5000, arXiv.org.
• Benedikt Franke & Dirk Simons & Dennis Voeller, 2016. "Who benefits from the preferential treatment of business property under the German inheritance tax?," Journal of Business Economics, Springer, vol. 86(9), pages 997-1041, December.
• Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil, 2016. "Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 25-48, September.
• Thomas Brenner & Johann Peter Murmann, 2016. "Using simulation experiments to test historical explanations: the development of the German dye industry 1857-1913," Journal of Evolutionary Economics, Springer, vol. 26(4), pages 907-932, October.
• B. Balaji & S. Raja Sethu Durai & M. Ramachandran, 2016. "The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 1-14, June.
• Levi John Wolf & Sergio Rey, 2016. "On the lumpability of regional income convergence," Letters in Spatial and Resource Sciences, Springer, vol. 9(3), pages 265-275, October.
• Jaya Krishnakumar & Florian Chávez-Juárez, 2016. "Estimating Capabilities with Structural Equation Models: How Well are We Doing in a ‘Real’ World?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 129(2), pages 717-737, November.
• Jan Limbers & Thieß Petersen & Michael Böhmer, 2016. "Lohnimpulse und Wirtschaftswachstum — eine Simulationsanalyse für die Eurozone
  [Wage Stimuli and Economic Growth — A Simulation Analysis for the Eurozone]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 96(2), pages 122-127, February.
• Jan Limbers & Thieß Petersen & Michael Böhmer, 2016. "Lohnimpulse und Wirtschaftswachstum — eine Simulationsanalyse für die Eurozone," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 96(2), pages 122-127, February.
• G. Dosi & M. C. Pereira & M. E. Virgillito, 2018. "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 173-193, April.
  • Giovanni Dosi & Marcelo C. Pereira & Maria Enrica Virgillito, 2016. "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," LEM Papers Series 2016/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Hartigan, Luke, 2018. "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 55-73.
  • Luke Hartigan, 2016. "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers 2016-06, School of Economics, The University of New South Wales.
• Luke Hartigan, 2016. "Testing for Symmetry in Weakly Dependent Time Series," Discussion Papers 2016-18, School of Economics, The University of New South Wales.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
  • Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016. "Speeding up MCMC by Efficient Data Subsampling," Working Papers 2123/16205, University of Sydney Business School, Discipline of Business Analytics.
• Thorsten Lehnert & Yuehao Lin, 2016. "Skewness Term-Structure Tests," Applied Mathematical Finance, Taylor & Francis Journals, vol. 23(6), pages 484-504, November.
  • Thorsten Lehnert & Yuehao Lin, 2014. "Skewness Term Structure Tests," LSF Research Working Paper Series 14-08, Luxembourg School of Finance, University of Luxembourg.
• Roberto Roson & Martina Sartori, 2016. "Input--output linkages and the propagation of domestic productivity shocks: assessing alternative theories with stochastic simulation," Economic Systems Research, Taylor & Francis Journals, vol. 28(1), pages 38-54, March.
  • Roson, Roberto & Sartori, Martina, 2014. "Input-output linkages and the propagation of domestic productivity shocks: Assessing alternative theories with stochastic simulation," MPRA Paper 59884, University Library of Munich, Germany.
• Sofia Anyfantaki & Antonis Demos, 2016. "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," Econometric Reviews, Taylor & Francis Journals, vol. 35(2), pages 293-310, February.
  • Sofia Anyfantaki & Antonis Demos, 2012. "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," DEOS Working Papers 1228, Athens University of Economics and Business.
• Gerdie Everaert & Tom De Groote, 2016. "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 428-463, March.
  • T. De Groote & G. Everaert, 2011. "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/723, Ghent University, Faculty of Economics and Business Administration.
• Jan Willem Van den End, 2016. "A macroprudential approach to address liquidity risk with the loan-to-deposit ratio," The European Journal of Finance, Taylor & Francis Journals, vol. 22(3), pages 237-253, February.
  • Jan Willem van den End, 2013. "A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio," DNB Working Papers 372, Netherlands Central Bank, Research Department.
• Stavros Degiannakis & Alexandra Livada, 2016. "Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(5), pages 871-892, April.
  • Degiannakis, Stavros & Livada, Alexandra, 2013. "Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors," MPRA Paper 67968, University Library of Munich, Germany.
• Sermin Gungor & Richard Luger, 2016. "Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 161-175, April.
  • Sermin Gungor & Richard Luger, 2013. "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers 13-16, Bank of Canada.
• Andrew J. Buck & George M. Lady, 2016. "Estimating a Falsified Model," DETU Working Papers 1601, Department of Economics, Temple University.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016. "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 03 Jul 2017.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers 16-099/III, Tinbergen Institute.
• Lavergne, Pascal & Nguimkeu, Pierre, 2016. "A Hausman Specification Test of Conditional Moment Restrictions," TSE Working Papers 16-743, Toulouse School of Economics (TSE).
• Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015. "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers 201519, University of Pretoria, Department of Economics.
  • Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016. "The time-series linkages between US fiscal policy and asset prices," Working papers 2016-15, University of Connecticut, Department of Economics.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020. "Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 72(1), pages 50-62, January.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers 201462, University of Pretoria, Department of Economics.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers 2016-20, University of Connecticut, Department of Economics.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers 2015-02, University of Connecticut, Department of Economics.
• Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018. "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, vol. 33(1), pages 443-465, March.
  • Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "On the invertibility of seasonally adjusted series," Working Papers 2072/261539, Universitat Rovira i Virgili, Department of Economics.
• KORKMAZ, Özge & ERER, Elif & ERER, Deniz, 2016. "The Factors Affecting Credit Bubbles: The Case Of Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(1), pages 37-53.
• Ortona Guido, 2016. "A commonsense assessment of Arrow’s theorem," Journal of Heterodox Economics, Sciendo, vol. 3(1), pages 54-62, June.
  • Ortona, Guido, 2015. "A commonsense assessment of Arrow's theorem," POLIS Working Papers 182, Institute of Public Policy and Public Choice - POLIS.
• Zyga Jacek, 2016. "Connection Between Similarity and Estimation Results of Property Values Obtained by Statistical Methods," Real Estate Management and Valuation, Sciendo, vol. 24(3), pages 5-15, September.
• Kobylińska Katarzyna & Cellmer Radosław, 2016. "The Use of Indicator Kriging for Analyzing Prices in the Real Estate Market," Real Estate Management and Valuation, Sciendo, vol. 24(4), pages 5-15, December.
• Yang Hu & Les Oxley, 2016. "Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries," Working Papers in Economics 16/05, University of Waikato.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study," Working Papers 2016-08, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers 2016-09, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 47.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers 2016-10, Faculty of Economic Sciences, University of Warsaw.
• Yingxia Pu & Ying Ge, 2016. "Multilateral mechanism analysis of interprovincial migration flows in China," ERSA conference papers ersa16p423, European Regional Science Association.
• Ulrich Hounyo & Bezirgen Veliyev, 2016. "Validity of Edgeworth expansions for realized volatility estimators," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 1-32, February.
  • Ulrich Hounyo & Bezirgen Veliyev, 2015. "Validity of Edgeworth expansions for realized volatility estimators," CREATES Research Papers 2015-21, Department of Economics and Business Economics, Aarhus University.
• Anna Kormilitsina & Denis Nekipelov, 2016. "Consistent Variance Of The Laplace‐Type Estimators: Application To Dsge Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 603-622, May.
  • Anna Kormilitsina & Denis Nekipelov, 2015. "Consistent Variance of the Laplace Type Estimators: Application to DSGE Models," Departmental Working Papers 1510, Southern Methodist University, Department of Economics.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 357-386, March.
  • Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
• Jason R. Blevins, 2016. "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(5), pages 773-804, August.
  • Jason R. Blevins, 2011. "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Working Papers 11-01, Ohio State University, Department of Economics.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
• Stelios D. Bekiros & Alessia Paccagnini, 2016. "Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(7), pages 613-632, November.
  • Stelios Bekiros & Alessia Paccagnini, 2013. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 236, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
  • Stelios D. Bekiros & Alessia Paccagnini, 2014. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 2014-426, Department of Research, Ipag Business School.
• Channing Arndt & Azhar M. Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2016. "Poverty Mapping Based on First‐Order Dominance with an Example from Mozambique," Journal of International Development, John Wiley & Sons, Ltd., vol. 28(1), pages 3-21, January.
  • Channing Arndt & M. Azhar Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2015. "Poverty mapping based on first order dominance with an example from Mozambique," WIDER Working Paper Series wp-2015-105, World Institute for Development Economic Research (UNU-WIDER).
  • Arndt, Channing & Hussain, M. Azhar & Salvucci, Vincenzo & Tarp, Finn & Østerdal, Lars Peter, 2015. "Poverty mapping based on first order dominance with an example from Mozambique," Discussion Papers of Business and Economics 15/2015, University of Southern Denmark, Department of Business and Economics.
• 牛霖琳 & 洪智武 & 陈国进, 2016. "中国地方政府性债务风险与国债定价--基于城投债利差与国债收益率的分析," Working Papers 2016-10-19, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Anne Neumann & Maria Nieswand & Torben Schubert, 2016. "Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data," Journal of Productivity Analysis, Springer, vol. 45(1), pages 35-51, February.
  • Neumann, Anne & Nieswand, Maria & Schubert, Torben, 2016. "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 35-51.
  • Anne Neumann & Maria Nieswand & Torben Schubert, 2016. "Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data," Journal of Productivity Analysis, Springer, vol. 45(1), pages 35-51, February.
  • Anne Neumann & Maria Nieswand & Torben Schubert, 2013. "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," RSCAS Working Papers 2013/13, European University Institute.
  • Anne Neumann & Maria Nieswand & Torben Schubert, 2013. "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," Discussion Papers of DIW Berlin 1283, DIW Berlin, German Institute for Economic Research.

2015

• Andrew J. Buck & George M. Lady, 2015. "Estimating a Falsified Model: Some Impossibility Theorems," DETU Working Papers 1506, Department of Economics, Temple University.
• Blasques, Francisco & Duplinskiy, Artem, 2018. "Penalized indirect inference," Journal of Econometrics, Elsevier, vol. 205(1), pages 34-54.
  • Francisco Blasques & Artem Duplinskiy, 2015. "Penalized Indirect Inference," Tinbergen Institute Discussion Papers 15-009/III, Tinbergen Institute.
• Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Bounds for Time-Varying Parameters of Observation Driven Models," Tinbergen Institute Discussion Papers 15-027/III, Tinbergen Institute, revised 07 Sep 2015.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016. "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
  • Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
• Ehsan Mehdad & Jack P.C. Kleijnen, 2018. "Stochastic intrinsic Kriging for simulation metamodeling," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
  • Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
  • Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
• Shi, W. & Kleijnen, J.P.C., 2015. "Validating the Assumptions of Sequential Bifurcation in Factor Screening," Discussion Paper 2015-034, Tilburg University, Center for Economic Research.
• 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.
• Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Discussion Paper 2015-003, Tilburg University, Center for Economic Research.
• 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," Discussion Paper 2015-035, Tilburg University, Center for Economic Research.
• Kleijnen, J.P.C. & Mehdad, Ehsan, 2015. "Estimating the Variance of the Predictor in Stochastic Kriging," Discussion Paper 2015-041, Tilburg University, Center for Economic Research.
• Yongchen Zhao, 0. "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, vol. 0, pages 1-27.
  • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-005, The George Washington University, Department of Economics, Research Program on Forecasting.
  • Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-04, Towson University, Department of Economics, revised Mar 2020.
• Ortona Guido, 2016. "A commonsense assessment of Arrow’s theorem," Journal of Heterodox Economics, Sciendo, vol. 3(1), pages 54-62, June.
  • Ortona, Guido, 2015. "A commonsense assessment of Arrow's theorem," POLIS Working Papers 182, Institute of Public Policy and Public Choice - POLIS.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020. "Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 72(1), pages 50-62, January.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers 201462, University of Pretoria, Department of Economics.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers 2016-20, University of Connecticut, Department of Economics.
  • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers 2015-02, University of Connecticut, Department of Economics.
• Sylvain Barde, 2015. "A Practical, Universal, Information Criterion over Nth Order Markov Processes," Studies in Economics 1504, School of Economics, University of Kent.
• Sylvain Barde, 2015. "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics 1507, School of Economics, University of Kent.
• Channing Arndt & Azhar M. Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2016. "Poverty Mapping Based on First‐Order Dominance with an Example from Mozambique," Journal of International Development, John Wiley & Sons, Ltd., vol. 28(1), pages 3-21, January.
  • Arndt, Channing & Hussain, M. Azhar & Salvucci, Vincenzo & Tarp, Finn & Østerdal, Lars Peter, 2015. "Poverty mapping based on first order dominance with an example from Mozambique," Discussion Papers of Business and Economics 15/2015, University of Southern Denmark, Department of Business and Economics.
  • Channing Arndt & M. Azhar Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2015. "Poverty mapping based on first order dominance with an example from Mozambique," WIDER Working Paper Series wp-2015-105, World Institute for Development Economic Research (UNU-WIDER).
• Channing Arndt & Azhar M. Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2016. "Poverty Mapping Based on First‐Order Dominance with an Example from Mozambique," Journal of International Development, John Wiley & Sons, Ltd., vol. 28(1), pages 3-21, January.
  • Arndt, Channing & Hussain, M. Azhar & Salvucci, Vincenzo & Tarp, Finn & Østerdal, Lars Peter, 2015. "Poverty mapping based on first order dominance with an example from Mozambique," Discussion Papers of Business and Economics 15/2015, University of Southern Denmark, Department of Business and Economics.
  • Channing Arndt & M. Azhar Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2015. "Poverty mapping based on first order dominance with an example from Mozambique," WIDER Working Paper Series 105, World Institute for Development Economic Research (UNU-WIDER).
• Al-Sadoon, Majid M., 2019. "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, vol. 9(C), pages 42-61.
  • Majid M. Al-Sadoon, 2015. "Testing subspace Granger causality," Economics Working Papers 1495, Department of Economics and Business, Universitat Pompeu Fabra.
  • Majid M. Al-Sadoon, 2016. "Testing Subspace Granger Causality," Working Papers 850, Barcelona Graduate School of Economics.
• He, Xue-Zhong & Li, Youwei, 2015. "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
  • Xue-Zhong He & Youwei Li, 2015. "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series 354, Quantitative Finance Research Centre, University of Technology, Sydney.
• Xue-Zhong He & Youwei Li, 2017. "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
  • Xue-Zhong He & Youwei Li, 2015. "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series 364, Quantitative Finance Research Centre, University of Technology, Sydney.
• Daniel Felix Ahelegbey, 2015. "The Econometrics of Networks: A Review," Working Papers 2015:13, Department of Economics, University of Venice "Ca' Foscari".
• Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio, 2015. "Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy," International Journal of Microsimulation, International Microsimulation Association, vol. 8(3), pages 99-136.
  • Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio, 2015. "Accounting for tax evasion profiles and tax expenditures in microsimulation modelling. The BETAMOD model for personal income taxes in Italy," Working Papers 2015:24, Department of Economics, University of Venice "Ca' Foscari".
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016. "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(2), pages 23-35, October.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015. "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers 2015-39, Faculty of Economic Sciences, University of Warsaw.
• Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Huber, Florian & Piribauer, Philipp, 2015. "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Paper Series 198, WU Vienna University of Economics and Business.
  • Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer, 2015. "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Papers wuwp198, Vienna University of Economics and Business, Department of Economics.
• Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer, 2015. "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Papers wuwp198, Vienna University of Economics and Business, Department of Economics.
  • Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Huber, Florian & Piribauer, Philipp, 2015. "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Paper Series 198, WU Vienna University of Economics and Business.
• Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
  • Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
  • Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," MPRA Paper 47485, University Library of Munich, Germany.
  • Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics Working Papers 2014-06, University of Adelaide, School of Economics.
• Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1043-1078, November.
  • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500," Working Papers 04-2013, Singapore Management University, School of Economics.
  • Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.
• Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1079-1134, November.
  • Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers 1915, Cowles Foundation for Research in Economics, Yale University.
  • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers 05-2013, Singapore Management University, School of Economics.
• Andrew T. Ching & Fumiko Hayashi & Hui Wang, 2015. "Quantifying The Impacts Of Limited Supply: The Case Of Nursing Homes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1291-1322, November.
  • Andrew Ching & Fumiko Hayashi & Hui Wang, 2015. "Quantifying the Impacts of Limited Supply: The Case of Nursing Homes," Working Papers 150006, Canadian Centre for Health Economics.
• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015. "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 331-357, May.
  • Phillipp Eisenhauer & James J. Heckman & Stefano Mosso, 2014. "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," NBER Working Papers 20622, National Bureau of Economic Research, Inc.
  • Eisenhauer, Philipp & Heckman, James J., 2014. "Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments," ZEW Discussion Papers 14-081, ZEW - Leibniz Centre for European Economic Research.
  • Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano, 2014. "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," IZA Discussion Papers 8548, Institute of Labor Economics (IZA).
• Tamer Kulaksizoglu, 2015. "Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 1010-1010, September.
  • Kulaksizoglu, Tamer, 2014. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication," MPRA Paper 60456, University Library of Munich, Germany.
• Rodrigo Chicaroli & Pedro L. Valls Pereira, 2015. "Predictability of Equity Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(6), pages 427-440, September.
  • Valls Pereira, Pedro L. & Chicaroli, Rodrigo, 2009. "Predictability of Equity Models," MPRA Paper 10955, University Library of Munich, Germany.
  • Pereira, Pedro L. Valls, 2009. "Predictability of equity models," Textos para discussão 176, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2015. "The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1223-1238, September.
  • Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2013. "The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach," Working Papers 707, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2013. "The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach," Working Papers 707, Queen Mary University of London, School of Economics and Finance.
• Efstathios Panayi & Gareth W. Peters, 2015. "Stochastic simulation framework for the limit order book using liquidity-motivated agents," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-52.
• Luiz Moutinho & Kun-Huang Huarng (ed.), 2015. "Quantitative Modelling in Marketing and Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9657, May.
• Wayne S DeSarbo & Sunghoon Kim, 2015. "A Review Of The Major Multidimensional Scaling Models For The Analysis Of Preference/Dominance Data In Marketing," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 1, pages 3-25, World Scientific Publishing Co. Pte. Ltd..
• Parikshat S Manhas & Ajay K Manrai & Lalita A Manrai & Ramjit, 2015. "Role Of Structural Equation Modelling In Theory Testing And Development," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 2, pages 27-42, World Scientific Publishing Co. Pte. Ltd..
• Joaquín Aldás-Manzano, 2015. "Partial Least Squares Path Modelling In Marketing And Management Research: An Annotated Application," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 3, pages 43-78, World Scientific Publishing Co. Pte. Ltd..
• Graeme D Hutcheson, 2015. "Statistical Model Selection," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 4, pages 79-101, World Scientific Publishing Co. Pte. Ltd..
• Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva, 2015. "Artificial Neural Networks And Structural Equation Modelling: An Empirical Comparison To Evaluate Business Customer Loyalty," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 5, pages 105-137, World Scientific Publishing Co. Pte. Ltd..
• Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva, 2015. "The Application Of Nn To Management Problems," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 6, pages 139-210, World Scientific Publishing Co. Pte. Ltd..
• Stephen Hurley & Luiz Moutinho, 2015. "Meta-Heuristics In Marketing," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 7, pages 211-239, World Scientific Publishing Co. Pte. Ltd..
• Yu-Lan Lee & Ming-leih Wu & Chunti Su, 2015. "Non-Parametric Test With Fuzzy Data And Its Applications In The Performance Evaluation Of Customer Capital," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 8, pages 241-254, World Scientific Publishing Co. Pte. Ltd..
• Berlin Wu & Mei Fen Liu, 2015. "Too Much Ado About Nothing? Fuzzy Measurement Of Job Stress For School Leaders," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 9, pages 255-272, World Scientific Publishing Co. Pte. Ltd..
• Yingwan Wu & Simon Fong & Suash Deb & Thomas Hanne, 2015. "Interactive Virtual Platform For Shopping Furniture Based On Unity 3d," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 10, pages 273-292, World Scientific Publishing Co. Pte. Ltd..
• Malcolm J Beynon & Aoife McDermott & Mary A Keating, 2015. "Qualitative Comparison Analysis: An Example Analysis Of Clinical Directorates And Resource Management," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 11, pages 295-308, World Scientific Publishing Co. Pte. Ltd..
• Mladen Sokele, 2015. "Growth Models," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 12, pages 309-321, World Scientific Publishing Co. Pte. Ltd..
• Yun Li & Luiz Moutinho & Kwaku K Opong & Yang Pang, 2015. "Bayesian Prediction With Linear Dynamic Model: Principle And Application," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 13, pages 323-342, World Scientific Publishing Co. Pte. Ltd..
• Malcolm J Beynon & Harry Barton, 2015. "Promethee: Technical Details And Developments, And Its Role In Performance Management," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 14, pages 343-361, World Scientific Publishing Co. Pte. Ltd..
• Armando B Mendes & Luís Cavique & Jorge MA Santos, 2015. "Data Mining Process Models: A Roadmap For Knowledge Discovery," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 15, pages 363-391, World Scientific Publishing Co. Pte. Ltd..
• Thomas Hanne & Suash Deb & Simon Fong, 2015. "Metaheuristics In Logistics," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 16, pages 393-422, World Scientific Publishing Co. Pte. Ltd..
• Pedro Godinho & Luiz Moutinho & Manuela Silva, 2015. "A Model For Optimising Earned Attention In Social Media Based On A Memetic Algorithm," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 17, pages 423-456, World Scientific Publishing Co. Pte. Ltd..
• Yan Zhuang & Hang Yang, 2015. "Stream-Based Classification For Social Network Recommendation Systems," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 18, pages 457-468, World Scientific Publishing Co. Pte. Ltd..
• Luís Cavique & Armando B Mendes & Jorge MA Santos, 2015. "Clique Communities In Social Networks," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 19, pages 469-490, World Scientific Publishing Co. Pte. Ltd..
• Iola Pinto & Margarida GMS Cardoso, 2015. "Measuring The Effects Of Marketing Actions: The Role Of Matching Methodologies," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 20, pages 491-506, World Scientific Publishing Co. Pte. Ltd..
• Jorge Santos & Armando B Mendes & Luís Cavique & Magdalena Kapelko, 2015. "Mathematical Programming Applied To Benchmarking In Economics And Management," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Quantitative Modelling in Marketing and Management, chapter 21, pages 507-529, World Scientific Publishing Co. Pte. Ltd..
• Saruta Benjanuvatra & Peter Burridge, 2015. "QML Estimation of the Spatial Weight Matrix in the MR-SAR Model," Discussion Papers 15/24, Department of Economics, University of York.
• Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-Based Capital Allocations," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 329-377, June.
  • Adrian Alter & Ben Craig & Peter Raupach, 2014. "Centrality-based Capital Allocations," IMF Working Papers 14/237, International Monetary Fund.
  • Alter, Adrian & Craig, Ben & Raupach, Peter, 2015. "Centrality-based capital allocations," Discussion Papers 03/2015, Deutsche Bundesbank.
  • Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-based Capital Allocations," Working Papers (Old Series) 1501, Federal Reserve Bank of Cleveland, revised 13 Feb 2015.
• Raupach, Peter, 2015. "Calculating trading book capital: Is risk separation appropriate?," Discussion Papers 19/2015, Deutsche Bundesbank.
• Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2015. "Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks," Discussion Papers 23/2015, Deutsche Bundesbank.
• Koziol, Philipp & Schell, Carmen & Eckhardt, Meik, 2015. "Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?," Discussion Papers 46/2015, Deutsche Bundesbank.
• 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.
  • Zhenxi, Chen & Lux, Thomas, 2015. "Estimation of sentiment effects in financial markets: A simulated method of moments approach," FinMaP-Working Papers 37, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Schmallowsky, Katrin, 2015. "Unternehmensbewertung mit Monte-Carlo-Simulationen," Wismar Discussion Papers 02/2015, Hochschule Wismar, Wismar Business School.
• Sokolov, Igor & Katyshev, Anatoly, 2015. "Nanoeconomics: A statistical model of company profit influenced by individual interests of managers," Economics Discussion Papers 2015-5, Kiel Institute for the World Economy (IfW).
• Reed, W. Robert, 2015. "A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 9, pages 1-40.
  • W. Robert Reed & Raymond J.G.M. Florax & Jacques Poot, 2014. "A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias," Working Papers in Economics 14/22, University of Canterbury, Department of Economics and Finance.
  • Reed, W. Robert & Florax, Raymond J. G. M. & Poot, Jacques, 2015. "A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias," Economics Discussion Papers 2015-9, Kiel Institute for the World Economy (IfW).
• Reed, W. Robert, 2015. "A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 9, pages 1-40.
  • W. Robert Reed & Raymond J.G.M. Florax & Jacques Poot, 2014. "A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias," Working Papers in Economics 14/22, University of Canterbury, Department of Economics and Finance.
  • Reed, W. Robert & Florax, Raymond J. G. M. & Poot, Jacques, 2015. "A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias," Economics Discussion Papers 2015-9, Kiel Institute for the World Economy (IfW).
• Henger, Ralph & Schaefer, Thilo, 2015. "Mehr Boden für die Grundsteuer: Eine Simulationsanalyse verschiedener Grundsteuermodelle," IW policy papers 32/2015, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Bendel, Daniel, 2015. "Die Effektivität der EZB-Liquiditätsmaßnahmen zur Steigerung der Kreditgeschäfte im Euroraum," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 42(1), pages 91-103.
• Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
• Roman Liesenfeld & Jean‐François Richard & Jan Vogler, 2017. "Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 600-620, April.
  • Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois, 2015. "Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113131, Verein für Socialpolitik / German Economic Association.
• Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph, 2015. "Nonlinear Expectation Formation in the U.S. Stock Market," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113210, Verein für Socialpolitik / German Economic Association.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 08/2015, Stellenbosch University, Department of Economics.
  • Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
  • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 201544, University of Pretoria, Department of Economics.
• Muhammad Irfan Malik & Atiq-ur-Rehman, 2015. "Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis," International Econometric Review (IER), Econometric Research Association, vol. 7(2), pages 51-63, September.
  • Malik, Muhammad Irfan & Rehman, Atiq-ur-, 2014. "Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis," MPRA Paper 59973, University Library of Munich, Germany.
• Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA, 2015. "The Capital Markets Research Based on the Financial Quantitative Models," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, vol. 1(1), pages 3-16, June.
• Peter Benczur & Katia Berti & Jessica Cariboni & Francesca Erica Di Girolamo & Sven Langedijk & Andrea Pagano & Marco Petracco Giudici, 2015. "Banking Stress Scenarios for Public Debt Projections," European Economy - Economic Papers 2008 - 2015 548, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini, . "Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel, . "Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Brilli, Ylenia, 2015. "Mother's Time Allocation, Child Care and Child Cognitive Development," Economics Working Papers MWP2015/03, European University Institute.
  • 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.
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• Horváth, Roman & Šopov, Boril, 2016. "GARCH models, tail indexes and error distributions: An empirical investigation," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 1-15.
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• Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-Based Capital Allocations," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 329-377, June.
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• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "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 1-19, March.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "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 1-19, April.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "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 1-19, May.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "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 1-19, June.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015. "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 1-31, December.
• 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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• Pedro Godinho, 2015. "Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach," GEMF Working Papers 2015-02, GEMF, Faculty of Economics, University of Coimbra.
• António Alberto Santos, 2015. "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers 2015-10, GEMF, Faculty of Economics, University of Coimbra.
• António A. F. Santos, 2015. "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers 2015-17, GEMF, Faculty of Economics, University of Coimbra.
• Jisu Yoon & Stephan Klasen & Axel Dreher & Tatyana Krivobokova, 2015. "Composite Indices Based on Partial Least Squares," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 171, Courant Research Centre PEG.
• Jisu Yoon & Tatyana Krivobokova, 2015. "Treatments of Non-metric Variables in Partial Least Squares and Principal Component Analysis," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 172, Courant Research Centre PEG.
• Yongchen Zhao, 0. "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, vol. 0, pages 1-27.
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• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
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  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print hal-01159741, HAL.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
• Andreas Groth & M. Ghil & Stéphane Hallegatte & Patrice Dumas, 2015. "The role of oscillatory modes in US business cycles," Post-Print hal-01239779, HAL.
• Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 1-39, December.
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• Charpentier, Arthur & Flachaire, Emmanuel, 2015. "Log-Transform Kernel Density Estimation Of Income Distribution," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 141-159, Mars-Juin.
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• Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J., 2015. "Which continuous-time model is most appropriate for exchange rates?," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 256-268.
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• Stéphane Loisel, 2014. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013669, HAL.
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  • Stéphane Loisel, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013430, HAL.
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• Rinke Saskia & Sibbertsen Philipp, 2016. "Information criteria for nonlinear time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 325-341, June.
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• Gábor Békés & Péter Harasztosi, 2018. "Grid and shake: spatial aggregation and the robustness of regionally estimated elasticities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(1), pages 143-170, January.
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• Susanna Gallani & Ranjani Krishnan, 2015. "Applying the Fractional Response Model to Survey Research in Accounting," Harvard Business School Working Papers 16-016, Harvard Business School, revised Jan 2017.
• Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre, 2015. "On the Distributional Assumptions in the StoNED model," Discussion Papers 2015/24, Norwegian School of Economics, Department of Business and Management Science.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
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• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series 306, Sveriges Riksbank (Central Bank of Sweden).
• Quiroz, Matias, 2015. "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series 307, Sveriges Riksbank (Central Bank of Sweden).
• Channing Arndt & Azhar M. Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2016. "Poverty Mapping Based on First‐Order Dominance with an Example from Mozambique," Journal of International Development, John Wiley & Sons, Ltd., vol. 28(1), pages 3-21, January.
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• Vladimir Kharitonov & Uliana Kurelchuk & Sergey Masterov, 2015. "Long-term Stochastic Forecasting of the Nuclear Energy Global Market," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 9(2), pages 58-71.
• 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.
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• Mayya Zhilova, 2015. "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers SFB649DP2015-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Wiemers, Jürgen, 2015. "Endogenizing take-up of social assistance in a microsimulation model : a case study for Germany," IAB Discussion Paper 201520, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Krzysztof Kluza, 2015. "Debt Repayment Capacity Of Local Government Sector In Poland During The 2008-2013 Economic Slowdown Period," Accounting & Taxation, The Institute for Business and Finance Research, vol. 7(2), pages 17-27.
• Arlyana Abubakar & Rieska Indah Astuti & Rini Oktapiani, 2015. "Selecting Early Warning Indicator To Identify Corporate Sector Distress: Efforts To Strengthen Crisis Prevention," Working Papers WP/7/2015, Bank Indonesia.
• Davidson, Russell, 2017. "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
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• Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015. "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers CWP41/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP54/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-Based Capital Allocations," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 329-377, June.
  • Adrian Alter & Ben Craig & Peter Raupach, 2014. "Centrality-based Capital Allocations," IMF Working Papers 14/237, International Monetary Fund.
  • Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-based Capital Allocations," Working Papers (Old Series) 1501, Federal Reserve Bank of Cleveland, revised 13 Feb 2015.
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• Jürgen Wiemers, 2015. "Endogenizing take-up of social assistance in a microsimulation model. A case study for Germany," International Journal of Microsimulation, International Microsimulation Association, vol. 8(2), pages 4-27.
• Le-le Cao & Xiao-xue Li & Fen-ni Kang & Chang Liu & Fu-chun Sun & Ramamohanarao Kotagiri, 2015. "The Quantitative and Qualitative Evaluation of a Multi-Agent Microsimulation Model for Subway Carriage Design," International Journal of Microsimulation, International Microsimulation Association, vol. 8(3), pages 6-40.
• Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio, 2015. "Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy," International Journal of Microsimulation, International Microsimulation Association, vol. 8(3), pages 99-136.
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• Mihaela Cornelia SANDU, 2015. "The factors responsible with corporate reputation: A structural equation modelling approach," Romanian Journal of Economics, Institute of National Economy, vol. 40(1(49)), pages 170-183, june.
• Danijel Grahovac & Nenad Suvak, 2015. "Heavy-tailed modeling of CROBEX," Financial Theory and Practice, Institute of Public Finance, vol. 39(4), pages 411-430.
• Géraud Krähenbühl, 2015. "Supply Analysis of the Forestry Industry," IRENE Working Papers 15-08, IRENE Institute of Economic Research.
• Kamel Helali & Maha Kalai, 2015. "Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 40(2), pages 105-130, June.
• Lele Zou & Jinjun Xue & Alan Fox & Bo Meng, 2018. "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.
  • Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa, 2015. "The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis," IDE Discussion Papers 487, Institute of Developing Economies, Japan External Trade Organization(JETRO).
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
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  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
• Jan Baldeaux & Eckhard Platen, 2015. "Credit Derivative Evaluation and CVA Under the Benchmark Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 22(3), pages 305-331, September.
  • Jan Baldeaux & Eckhard Platen, 2013. "Credit Derivative Evaluation and CVA under the Benchmark Approach," Research Paper Series 324, Quantitative Finance Research Centre, University of Technology, Sydney.
• Heni Boubaker, 2015. "Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 551-574, December.
• Zvika Afik, 2015. "Do not put all your eggs in one (time) basket," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 251-269, August.
• Daisuke Murakami & Daniel Griffith, 2015. "Random effects specifications in eigenvector spatial filtering: a simulation study," Journal of Geographical Systems, Springer, vol. 17(4), pages 311-331, October.
• Januj Juneja, 2015. "An evaluation of alternative methods used in the estimation of Gaussian term structure models," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 1-24, January.
• Petru Balogh & Pompiliu Golea, 2015. "Weekend vs. Medium Stay Tourism," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 7(3), pages 28-32, September.
• Vékás, Péter, 2015. "Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben
  [Estimating individual labor market activity in Hungary in a microsimulation framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1291-1308.
• Lall B. RAMRATTAN, 2015. "Guyana: A Half a Century of Struggles with Planning, Growth, and Development," Journal of Economics and Political Economy, KSP Journals, vol. 2(1), pages 42-68, March.
• Thor Pajhede, 2015. "Backtesting Value-at-Risk: A Generalized Markov Framework," Discussion Papers 15-18, University of Copenhagen. Department of Economics.
• Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
  • Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers E2018/21, Cardiff University, Cardiff Business School, Economics Section.
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  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
• 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.
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• André-Marie Taptué, 2015. "Comparing the Size of the Middle Class using the Alienation Component of Polarization," Cahiers de recherche 1511, CIRPEE.
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• André-Marie Taptué, 2015. "Comparing the Homogeneity of Income Distributions using Polarization Indices," Cahiers de recherche 1512, CIRPEE.
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• Arnaud Dufays, 2016. "Evolutionary Sequential Monte Carlo Samplers for Change-Point Models," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-33, March.
  • Arnaud Dufays, 2015. "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche 1518, CIRPEE.
  • Arnaud Dufays, 2015. "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche 1508, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Andrée Marie-Taptue, 2015. "Comparing the Size of the Middle Class using the Alienation Component of Polarization," Cahiers de recherche 1503, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • André-Marie Taptué, 2015. "Comparing the Size of the Middle Class using the Alienation Component of Polarization," Cahiers de recherche 1511, CIRPEE.
• André-Marie Taptué, 2015. "Comparing the Homogeneity of Income Distributions using Polarization Indices," Cahiers de recherche 1504, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • André-Marie Taptué, 2015. "Comparing the Homogeneity of Income Distributions using Polarization Indices," Cahiers de recherche 1512, CIRPEE.
• Arnaud Dufays, 2016. "Evolutionary Sequential Monte Carlo Samplers for Change-Point Models," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-33, March.
  • Arnaud Dufays, 2015. "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche 1508, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Arnaud Dufays, 2015. "Evolutionary Sequential Monte Carlo Samplers for Change-point Models," Cahiers de recherche 1518, CIRPEE.
• Santosh K. Sahu & Sukanya Das, 2015. "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," Working Papers 2015-131, Madras School of Economics,Chennai,India.
• Václav Klepáč, 2015. "Default Probability Prediction with Static Merton-D-Vine Copula Model," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 1(2), pages 104-113, December.
• Nadia SOLARO & Alessandro BARBIERO & Giancarlo MANZI & Pier Alda FERRARI, 2015. "A Comprehensive Simulation Study on the Forward Imputation," Departmental Working Papers 2015-04, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Taro Ohno & Masahiko Nakazawa & Kazuaki Kikuta & Manabu Yamamoto, 2015. "Comparison of Taxes and Social Insurance Premium Burdens in Household Accounts," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 11(4), pages 547-572, September.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print hal-01159741, HAL.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
  • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print hal-01159741, HAL.
• Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
  • Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• David T. Frazier & Gael M. Martin & Christian P. Robert, 2015. "On Consistency of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers 19/15, Monash University, Department of Econometrics and Business Statistics.
• Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao, 2015. "Testing for a Structural Break in Dynamic Panel Data Models with Common Factors," Monash Econometrics and Business Statistics Working Papers 20/15, Monash University, Department of Econometrics and Business Statistics.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 1-12, January.
  • Tingting Cheng & Jiti Gao & Xibin Zhang, 2015. "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 3/15, Monash University, Department of Econometrics and Business Statistics.
• Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo Group Munich.
• Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series 5189, CESifo Group Munich.
• Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina, 2015. "Country Risk, Macroeconomic Fundamentals and Uncertainty in Latin American Economies," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 147-174, July-Dece.
• Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina, 2015. "Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 163-195, julio-dic.
• Andrés Mauricio Molina & José Alfredo Jiménez, 2015. "Valoración de derivados europeos con mixtura de distribuciones Weibull," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, March.
• Andrés Ramírez Hassan & Santiago Montoya Blandón, 2019. "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects," Econometric Reviews, Taylor & Francis Journals, vol. 38(3), pages 301-318, March.
  • Andr´es Ramírez Hassan & Santiago Montoya Blandón, 2015. "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects," Documentos de Trabajo CIEF 013678, Universidad EAFIT.
• Sebastia?n Montenegro & Julio Ce?sar Alonso, 2015. "Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobre residuos de mi?nimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden," Estudios Gerenciales, Universidad Icesi, vol. 31(136), pages 253-265, August.
  • Sebastián Montenegro & Julio César Alonso, 2015. "Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobreresiduos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden," Estudios Gerenciales, Universidad Icesi, vol. 31(136), pages 253-265, September.
• Sebastián Montenegro & Julio César Alonso, 2015. "Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobreresiduos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden," Estudios Gerenciales, Universidad Icesi, vol. 31(136), pages 253-265, September.
  • Sebastia?n Montenegro & Julio Ce?sar Alonso, 2015. "Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobre residuos de mi?nimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden," Estudios Gerenciales, Universidad Icesi, vol. 31(136), pages 253-265, August.
• Jose Luis Alayon G., 2015. "Distribucion hiperbolica generalizada: una aplicacion en la seleccion de portafolios y en cuantificacion de medidas de riesgo de mercado," Revista de Economía del Rosario, Universidad del Rosario, vol. 18(2), pages 249-308, December.
• 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," CORE Discussion Papers 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," CORE Discussion Papers RP 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.
• Deschamps, P., 2015. "Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors," CORE Discussion Papers 2015020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Dufays, A. & Rombouts, V., 2015. "Sparse Change-Point Time Series Models," CORE Discussion Papers 2015032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Yang, Yuan & Wang, Lu, 2015. "An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models," Dynare Working Papers 47, CEPREMAP.
• Benedikt Rotermann & Bernd Wilfling, 2015. "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers 4015, Center for Quantitative Economics (CQE), University of Muenster.
• B. Campagne & V. Alhenc-Gelas & J.-B. Bernard, 2015. "No evidence of financial accelerator in France," Documents de Travail de la DESE - Working Papers of the DESE g2015-07, Institut National de la Statistique et des Etudes Economiques, DESE.
• Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
  • Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
  • Firmin Doko Tchatoka, 2011. "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers 10668, University of Tasmania, Tasmanian School of Business and Economics.
• Ellis Scharfenaker, 2015. "A Quantal Response Model of Firm Competition," Working Papers 1507, New School for Social Research, Department of Economics.
• B. Campagne & V. Alhenc-Gelas & J.-B. Bernard, 2015. "No evidence of financial accelerator in France," Documents de Travail de l'Insee - INSEE Working Papers g2015-07, Institut National de la Statistique et des Etudes Economiques.
• 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 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.
  • Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
• Wiriyawit Varang & Wong Benjamin, 2016. "Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 141-157, April.
  • Varang Wiriyawit & Benjamin Wong, 2014. "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers 2014-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Benjamin Wong & Varang Wiriyawit, 2015. "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series DP2015/02, Reserve Bank of New Zealand.
• Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2015. "The role of oscillatory modes in US business cycles," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(1), pages 63-81.
  • Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas, 2012. "The Role of Oscillatory Modes in U.S. Business Cycles," Working Papers 2012.26, Fondazione Eni Enrico Mattei.
  • Groth, Andreas & Ghil, Michael & Hallegatte, Stephane & Dumas, Patrice, 2012. "The Role of Oscillatory Modes in U.S. Business Cycles," Economy and Society 127421, Fondazione Eni Enrico Mattei (FEEM).
• Jan Nevima & Ingrid Majerová, 2015. "Application of ß – Convergence Approach in Visegrad Four Regions," Working Papers 0004, Silesian University, School of Business Administration.
• Manuel Gavilano, 2015. "Impacto de Esquemas de Fijacion de Cargos de Terminacion Movil sobre el Bienestar en una Industria Asimetrica: Un Modelo Economico," Documentos de Trabajo 26, OSIPTEL.
• Droj Laurentiu & Droj Gabriela, 2015. "Considerations Regarding Valuation Of Private Properties Using The Automated Valuation Models Based On Gis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 380-388, December.
• Laurent E. Calvet & Veronika Czellar, 2015. "Accurate Methods for Approximate Bayesian Computation Filtering," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(4), pages 798-838.
• Marco Del Negro & Giorgio E. Primiceri, 2015. "Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum," Review of Economic Studies, Oxford University Press, vol. 82(4), pages 1342-1345.
  • Marco Del Negro & Giorgio E. Primiceri, 2013. "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports 619, Federal Reserve Bank of New York, revised 01 Oct 2014.
• Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015. "Understanding FX Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
  • Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013. "Understanding FX Liquidity," Working Papers on Finance 1315, University of St. Gallen, School of Finance, revised Apr 2015.
• Almas Heshmati & Flávio Lenz-Cesar, 2015. "Policy simulation of firms’ cooperation in innovation," Research Evaluation, Oxford University Press, vol. 24(3), pages 293-311.
  • Heshmati, Almas & Lenz-Cesar, Flávio, 2014. "Policy Simulation of Firms Cooperation in Innovation," Working Paper Series in Economics and Institutions of Innovation 357, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 101, University of Pavia, Department of Economics and Management.
• Kulaksizoglu, Tamer, 2015. "Unit Roots and Smooth Transitions: A Replication," MPRA Paper 61867, University Library of Munich, Germany.
• Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B., 2015. "Lagged Explanatory Variables and the Estimation of Causal Effects," MPRA Paper 62350, University Library of Munich, Germany, revised 23 Feb 2015.
• Gambetta Podesta, Renzo, 2015. "Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito
  [Microfinances in Peru: Solvency and Profitability in Municipal Savings and Loans Banks]," MPRA Paper 64741, University Library of Munich, Germany.
• Leon, Costas, 2015. "Decomposition of the European GDP based on Singular Spectrum Analysis," MPRA Paper 65812, University Library of Munich, Germany.
• Situngkir, Hokky, 2015. "Indonesia embraces the Data Science," MPRA Paper 66048, University Library of Munich, Germany.
• Maulana, Ardian & Situngkir, Hokky, 2015. "Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan
  [Scale-free correlation within Geopolitics of Election Studies]," MPRA Paper 66351, University Library of Munich, Germany.
• Kim, Jaeho, 2015. "Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market," MPRA Paper 67153, University Library of Munich, Germany.
• Situngkir, Hokky, 2015. "On Capturing the Spreading Dynamics over Trading Prices in the Market," MPRA Paper 67247, University Library of Munich, Germany.
• Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015. "Tests for sphericity in multivariate garch models," MPRA Paper 67411, University Library of Munich, Germany.
• Arturas Juodis & Sarafidis, V., 2015. "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers 15-03, Universiteit van Amsterdam, Dept. of Econometrics.
  • Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
• Abonazel, Mohamed R., 2015. "How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models," MPRA Paper 68708, University Library of Munich, Germany.
• Meriem Rjiba & Michail Tsagris & Hedi Mhalla, 2015. "Bootstrap for Value at Risk Prediction," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 4(6), pages 362-371.
  • Meriem Rjiba, Meriem & Tsagris, Michail & Mhalla, Hedi, 2015. "Bootstrap for Value at Risk Prediction," MPRA Paper 68842, University Library of Munich, Germany.
• Alexandri, Cecilia, 2015. "Population food security assessment – a methodological approach," MPRA Paper 69258, University Library of Munich, Germany.
• Bohateret, Valentin - Mihai & Bruma, Ioan Sebastian, 2015. "The future of the Romanian rural household from the perspective of agricultural censuses," MPRA Paper 69322, University Library of Munich, Germany.
• Wijesiri, Mahinda & Yaron, Jacob & Meoli, Michele, 2015. "Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?," MPRA Paper 69821, University Library of Munich, Germany.
• Azimi, Mohammad Naim, 2015. "Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it," MPRA Paper 70267, University Library of Munich, Germany.
• Giandomenico, Rossano, 2015. "Financial Methods: A Quantitative Approach," MPRA Paper 71919, University Library of Munich, Germany.
• Bell, Peter N, 2015. "Identifying the Median Path of a Stochastic Processes," MPRA Paper 72680, University Library of Munich, Germany.
• Beare, Brendan K. & Shi, Xiaoxia, 2019. "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, vol. 10(C), pages 9-26.
  • beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
• 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.
  • 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.
• Ahelegbey, Daniel Felix, 2015. "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper 92634, University Library of Munich, Germany, revised 25 Apr 2016.
• Пигнастый, Олег & Заруба, Виктор & Ходусов, Валерий, 2015. "Моделирование Движения Предмета Труда По Технологическому Маршруту В Двухкоординатном Описании
  [Simulation of the motion of the subject of labour on a technological route in the description of the ," MPRA Paper 93150, University Library of Munich, Germany, revised 14 Nov 2015.
• Пигнастый, Олег, 2015. "Обзор Моделей Управляемых Производственных Процессов Поточных Линий Производственных Систем
  [Overview of models of controlled production processes of production line production lines]," MPRA Paper 93413, University Library of Munich, Germany, revised 04 Mar 2015.
• Пигнастый, Олег, 2015. "О Выводе Кинетического Уравнения Производственного Процесса
  [Derivation of kinetic equations of the production process]," MPRA Paper 93529, University Library of Munich, Germany, revised 07 Aug 2015.
• Пигнастый, Олег & Ходусов, Валерий, 2015. "Использование Кинетической Теории Для Исследования Колебаний Потоковых Параметров Производственной Линии
  [Using the kinetic theory for the study of vibrations streaming parameters of the production," MPRA Paper 93657, University Library of Munich, Germany, revised 09 Jun 2015.
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Do precious metal prices help in forecasting South African inflation?," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 63-72.
  • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 03/2015, Stellenbosch University, Department of Economics.
  • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
  • Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
• Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015. "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers 201519, University of Pretoria, Department of Economics.
  • Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016. "The time-series linkages between US fiscal policy and asset prices," Working papers 2016-15, University of Connecticut, Department of Economics.
• Rangan Gupta & Roula Inglesi-Lotz, 2015. "Detection of Multiple Bubbles in South African Electricity Prices," Working Papers 201546, University of Pretoria, Department of Economics.
• Alina Kulai, 2015. "Integrational Models and Forms of Inter-State Public-Private Partnership: Aspects of Financial Convergence," ACTA VSFS, University of Finance and Administration, vol. 9(1), pages 42-58.
• Pavol Krasnovský, 2015. "Estimating the Value-at-Risk from High-frequency Data," European Financial and Accounting Journal, University of Economics, Prague, vol. 2015(2), pages 5-11.
• Jitka Poměnková & Roman Maršálek, 2015. "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, University of Economics, Prague, vol. 2015(5), pages 485-502.
• Arabinda Das, 2015. "Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(2), pages 111-126, June.
• Justyna Wróblewska, 2015. "Common Trends and Common Cycles – Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(2), pages 91-110, June.
• Marcin Owczarczuk, 2015. "Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(4), pages 205-217, December.
• Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
• James G. MacKinnon & Matthew D. Webb, 2017. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
  • James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper 1314, Economics Department, Queen's University.
• 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.
  • Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
  • Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
• 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.
  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Common and Country Specific Economic Uncertainty," Working Papers 752, Queen Mary University of London, School of Economics and Finance.
• Konstantinos Theodoridis & Haroon Mumtaz, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 101219932, Lancaster University Management School, Economics Department.
  • Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers E2018/21, Cardiff University, Cardiff Business School, Economics Section.
  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
  • Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 760, Queen Mary University of London, School of Economics and Finance.
• Liudas Giraitis & Donatas Surgailis & Andrius Škarnulis, 2015. "Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory," Working Papers 766, Queen Mary University of London, School of Economics and Finance.
• 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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  • Xue-Zhong He & Youwei Li, 2015. "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series 354, Quantitative Finance Research Centre, University of Technology, Sydney.
• Creel, Michael & Kristensen, Dennis, 2015. "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 85-108.
  • Michael Creel & Dennis Kristensen, 2014. "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers 2014-30, Department of Economics and Business Economics, Aarhus University.
• Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia, 2015. "Two-step estimation of the volatility functions in diffusion models with empirical applications," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 135-159.
• Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo, 2015. "Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case," Energy Economics, Elsevier, vol. 47(C), pages 37-41.
• Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan, 2015. "On the use of panel cointegration tests in energy economics," Energy Economics, Elsevier, vol. 50(C), pages 359-363.
• Ozturk, Serda Selin & Richard, Jean-Francois, 2015. "Stochastic volatility and leverage: Application to a panel of S&P500 stocks," Finance Research Letters, Elsevier, vol. 12(C), pages 67-76.
• Parnes, Dror, 2015. "Determining the economic value of ambiguous loan portfolios," Finance Research Letters, Elsevier, vol. 13(C), pages 148-154.
• Neaime, Simon, 2015. "Are emerging MENA stock markets mean reverting? A Monte Carlo simulation," Finance Research Letters, Elsevier, vol. 13(C), pages 74-80.
• Ardia, David & Boudt, Kris, 2015. "Testing equality of modified Sharpe ratios," Finance Research Letters, Elsevier, vol. 13(C), pages 97-104.
• Buchner, Axel, 2015. "Equilibrium option pricing: A Monte Carlo approach," Finance Research Letters, Elsevier, vol. 15(C), pages 138-145.
• Avramidis, Panagiotis & Pasiouras, Fotios, 2015. "Calculating systemic risk capital: A factor model approach," Journal of Financial Stability, Elsevier, vol. 16(C), pages 138-150.
• Targino, Rodrigo S. & Peters, Gareth W. & Shevchenko, Pavel V., 2015. "Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 206-226.
  • Rodrigo S. Targino & Gareth W. Peters & Pavel V. Shevchenko, 2014. "Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models," Papers 1410.1101, arXiv.org, revised Feb 2015.
• Hunt, Andrew & Blake, David, 2015. "Modelling longevity bonds: Analysing the Swiss Re Kortis bond," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 12-29.
• Butt, Adam & Khemka, Gaurav, 2015. "The effect of objective formulation on retirement decision making," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 385-395.
• Rombouts, Jeroen V.K. & Stentoft, Lars, 2015. "Option pricing with asymmetric heteroskedastic normal mixture models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 635-650.
  • Jeroen V.K. Rombouts & Lars Stentoft, 2010. "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CREATES Research Papers 2010-44, Department of Economics and Business Economics, Aarhus University.
  • Jeroen Rombouts & Lars Stentoft, 2010. "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CIRANO Working Papers 2010s-38, CIRANO.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars, 2010. "Option pricing with asymmetric heteroskedastic normal mixture models," CORE Discussion Papers 2010049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Bo, Lijun & Capponi, Agostino, 2015. "Counterparty risk for CDS: Default clustering effects," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 29-42.
• Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015. "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 123-139.
  • Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014. "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers 14-067/III, Tinbergen Institute.
• Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J., 2015. "Which continuous-time model is most appropriate for exchange rates?," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 256-268.
  • Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely, 2013. "Which continuous-time model is most appropriate for exchange rates?," Working Papers 2013-024, Federal Reserve Bank of St. Louis.
  • Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2015. "Which continuous-time model is most appropriate for exchange rates?," Post-Print hal-01457402, HAL.
• Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015. "Golden rule of forecasting: Be conservative," Journal of Business Research, Elsevier, vol. 68(8), pages 1717-1731.
  • Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014. "Golden Rule of Forecasting: Be conservative," MPRA Paper 53579, University Library of Munich, Germany.
• Bilgel, Fırat & Galle, Brian, 2015. "Financial incentives for kidney donation: A comparative case study using synthetic controls," Journal of Health Economics, Elsevier, vol. 43(C), pages 103-117.
• El-Shagi, Makram & Jung, Alexander, 2015. "Does the Greenspan era provide evidence on leadership in the FOMC?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
  • Makram El-Shagi & Alexander Jung, 2012. "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers 2012.6, International Network for Economic Research - INFER.
  • El-Shagi, Makram & Jung, Alexander, 2013. "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series 1579, European Central Bank.
• Goyette, Jonathan & Gallipoli, Giovanni, 2015. "Distortions, efficiency and the size distribution of firms," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 202-221.
  • Jonathan Goyette & Giovanni Gallipoli, 2012. "Distortions, Efficiency and the Size Distribution of Firms," Cahiers de recherche 12-06, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke.
• Assaf, Ata, 2015. "Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 30-45.
• Liu, Shew Fan & Yang, Zhenlin, 2015. "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 50-70.
  • Shew Fan Liu & Zhenlin Yang, 2014. "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers 14-2014, Singapore Management University, School of Economics.
• Liu, Shew Fan & Yang, Zhenlin, 2015. "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 55-67.
• El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015. "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 19-23.
  • Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014. "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers 201479, University of Pretoria, Department of Economics.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015. "A nonparametric study of real exchange rate persistence over a century," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 406-418.
  • Hyeongwoo Kim & Deockhyun Ryu, 2013. "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series auwp2013-08, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Deockhyun Ryu, 2014. "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series auwp2014-15, Department of Economics, Auburn University.
• Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti, 2015. "Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 160-173.
• Joshua C. C. Chan, 2017. "The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 17-28, January.
  • Joshua C.C. Chan, 2015. "The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling," CAMA Working Papers 2015-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chan, Joshua C.C. & Grant, Angelia L., 2015. "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, vol. 131(C), pages 29-33.
  • Joshua C.C. Chan & Angelia L. Grant, 2015. "Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean," CAMA Working Papers 2015-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Danielsson, Jon & Zhou, Chen, 2015. "Why risk is so hard to measure," LSE Research Online Documents on Economics 62002, London School of Economics and Political Science, LSE Library.
  • Jon Danielsson & Chen Zhou, 2016. "Why risk is so hard to measure," DNB Working Papers 494, Netherlands Central Bank, Research Department.
• Biagio Ciuffo & Eckehard Rosenbaum, 2015. "Comparative numerical analysis of two stock-flow consistent post-Keynesian growth models," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 12(1), pages 113-134, April.
• Mária Bohdalová & Michal Greguš, 2015. "Estimating Value-At-Risk Based On Non-Normal Distributions," CBU International Conference Proceedings, ISE Research Institute, vol. 3(0), pages 188-195, September.
• Ulrich Hounyo & Bezirgen Veliyev, 2016. "Validity of Edgeworth expansions for realized volatility estimators," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 1-32, February.
  • Ulrich Hounyo & Bezirgen Veliyev, 2015. "Validity of Edgeworth expansions for realized volatility estimators," CREATES Research Papers 2015-21, Department of Economics and Business Economics, Aarhus University.
• Ulrich Hounyo & Rasmus T. Varneskov, 2015. "A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation," CREATES Research Papers 2015-26, Department of Economics and Business Economics, Aarhus University.
• Stelios Arvanitis & Nikolas Topaloglou, 2015. "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers 201511, Athens University Of Economics and Business, Department of Economics.
• Constanta-Nicoleta Bodea & Radu Ioan Mogos & Maria-Iuliana Dascalu & Augustin Purnus, 2015. "Simulation-Based E-Learning Framework for Entrepreneurship Education and Training," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 17(38), pages 1-10, February.
• Koutchadé, Philippe & Carpentier, Alain & Féménia, Fabienne, 2015. "Empirical modelling of production decisions of heterogeneous farmers with mixed models," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205098, Agricultural and Applied Economics Association.
• Burns, Christopher & Prager, Daniel & Ghosh, Sujit & Goodwin, Barry, 2015. "Imputing for Missing Data in the ARMS Household Section: A Multivariate Imputation Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205291, Agricultural and Applied Economics Association.
• Baylis, Kathy & Ham, Andres, 2015. "How important is spatial correlation in randomized controlled trials?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205586, Agricultural and Applied Economics Association.
• Koutchade, Obafèmi Philippe & Carpentier, Alain & Femenia, Fabienne, 2015. "Corner solutions in empirical acreage choice models: an andogeneous switching regime approach with regime fixed cost," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206060, Agricultural and Applied Economics Association.
• Loughrey, Jason & Thorne, Fiona & Hennessy, Thia, 2015. "The Direct Impact of Risk Management Tools on Farm Income: The Case of Irelands Spring Barley Producers," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204228, Agricultural Economics Society.
• 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.
  • 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 - LERECO 15-06, INRAE UMR SMART-LERECO.
  • 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).
• Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015. "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207264, Italian Association of Agricultural and Applied Economics (AIEAA).
• Koutchade, Philippe & Carpentier, Alain & Femenia, Fabienne, 2015. "Accounting for unobserved heterogeneity in micro-econometric agricultural production models: a random parameter approach," 2015 Conference, August 9-14, 2015, Milan, Italy 212015, International Association of Agricultural Economists.
• Ahmed, Osama & Serra, Teresa, 2015. "Evaluate the economic consequences of revenue insurance programs in Spain using copula models. The case of orange and apple," 2015 Conference, August 9-14, 2015, Milan, Italy 212522, International Association of Agricultural Economists.
• 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 - LERECO 15-06, INRAE UMR SMART-LERECO.
• Philippe Koutchade & Alain Carpentier & Fabienne Féménia, 2015. "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers SMART - LERECO 15-10, INRAE UMR SMART-LERECO.
  • Koutchade, Philippe & Carpentier, Alain & Féménia, Fabienne, 2015. "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers 210097, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
• James G. Mackinnon & Matthew D. Webb, 2017. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
  • James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Working Papers 1314, Queen's University, Department of Economics.
  • MacKinnon, James G. & Webb, Matthew D., 2015. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Queen's Economics Department Working Papers 274639, Queen's University - Department of Economics.
• Freitas, Clailton Ataídes de & Sáfadi, Thelma, 2015. "Volatilidade dos Retornos de Commodities Agropecuárias Brasileiras: um teste utilizando o modelo APARCH," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 53(2), pages 1-18, June.
• Luminita HURBEAN & Vasile Daniel PAVALOAIA & Doina FOTACHE, 2015. "Improving Graduates' Employability In It Field. The Case Of Accounting And Information Systems Study Program," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 16, pages 135-148, December.
• Gabriel GAIDUCHEVICI, 2015. "A Method For Systemic Risk Estimation Based On Cds Indices," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 15, pages 103-124, June.
• Charpentier, Arthur & Flachaire, Emmanuel, 2015. "Log-Transform Kernel Density Estimation Of Income Distribution," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 141-159, Mars-Juin.
  • Arthur Charpentier & Emmanuel Flachaire, 2014. "Log-Transform Kernel Density Estimation of Income Distribution," Working Papers halshs-01115988, HAL.
  • Arthur Charpentier & Emmanuel Flachaire, 2015. "Log-Transform Kernel Density Estimation of Income Distribution," AMSE Working Papers 1506, Aix-Marseille School of Economics, France.
  • Arthur Charpentier & Emmanuel Flachaire, 2015. "Log-Transform Kernel Density Estimation of Income Distribution," Post-Print hal-01457340, HAL.
• Mirela Cristea & Ionut Dragulin, 2015. "The New Economic Governance In The Eu Member States. Macroeconomic Results And Statistical Correlations For Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(43), pages 375-388.
• Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
  • Arturas Juodis & Sarafidis, V., 2015. "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers 15-03, Universiteit van Amsterdam, Dept. of Econometrics.
• Adem Yavuz Elveren, 2015. "The Impact of the Informal Employment on the Social Security Deficits in Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 1(1), pages 3-19, June.
• Raphael Douady & Antoine Kornprobst, 2018. "An Empirical Approach To Financial Crisis Indicators Based On Random Matrices," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-22, May.
  • Antoine Kornprobst & Raphael Douady, 2015. "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers 1506.00806, arXiv.org, revised Sep 2017.
• Ph.D. Mariana BALAN, 2015. "The Study Of The Impact Of Active Measures On Labour Market By Factor Techniques," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 37(1), pages 1-12, March.
• Kateryna Koliedina, 2015. "RESEARCH OF THE LEVEL OF THE INNOVATIVE DEVELOPMENT OF THE MACHINE BUILDING ENTERPRISES OF UKRAINE IN KHARKOV REGION Abstract: In today's world of the science and new technologies development all the ," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 1(2).
• Annalisa Cristini & Piero Ferri & Anna Maria Variato, 2015. "Search Theories and Aggregate Demand," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 55-65, August.
• Mirta González & María Cecilia Pérez, 2015. "Simulation of the term structure. An application for measuring the interest rate risk," BCRA Working Paper Series 201570, Central Bank of Argentina, Economic Research Department.
• Ivan Faiella & Alessandro Mistretta, 2015. "The impact of lower oil prices on energy expenditure and economic activity," Questioni di Economia e Finanza (Occasional Papers) 279, Bank of Italy, Economic Research and International Relations Area.
• Pier Luigi Conti & Daniela Marella & Andrea Neri, 2017. "Statistical matching and uncertainty analysis in combining household income and expenditure data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(3), pages 485-505, August.
  • Pier Luigi Conti & Daniela Marella & Andrea Neri, 2015. "Statistical matching and uncertainty analysis in combining household income and expenditure data," Temi di discussione (Economic working papers) 1018, Bank of Italy, Economic Research and International Relations Area.
• Jason R. Blevins, 2015. "Structural Estimation Of Sequential Games Of Complete Information," Economic Inquiry, Western Economic Association International, vol. 53(2), pages 791-811, April.
  • Jason R. Blevins, 2014. "Structural Estimation of Sequential Games of Complete Information," Working Papers 14-01, Ohio State University, Department of Economics.
• Pere Arqué-Castells & Pierre Mohnen, 2015. "Sunk Costs, Extensive R&D Subsidies and Permanent Inducement Effects," Journal of Industrial Economics, Wiley Blackwell, vol. 63(3), pages 458-494, September.
  • Arqué-Castells, Pere & Mohnen, Pierre, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," MERIT Working Papers 029, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  • Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," CIRANO Working Papers 2012s-09, CIRANO.
  • Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," Working Papers XREAP2012-10, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2012.
  • Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," Working Papers 2012/13, Institut d'Economia de Barcelona (IEB).
• Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
  • Marian Vavra, 2013. "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.
• Neil Kellard & Denise Osborn & Jerry Coakley & John C. Nankervis & Periklis Kougoulis & Jerry Coakley, 2015. "Generalized Variance-Ratio Tests in the Presence of Statistical Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 687-705, September.
  • Periklis Kougoulis & John C. Nankervis & Jerry Coakley, 2006. "Generalized variance ratio tests in the presence of statistical dependence," Computing in Economics and Finance 2006 180, Society for Computational Economics.
• Guiying Laura Wu, 2015. "Investment Frictions and the Aggregate Output Loss in China," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(3), pages 437-465, June.
  • Guiying (Laura) Wu, 2013. "Investment Frictions and the Aggregate Output Loss in China," Economic Growth Centre Working Paper Series 1307, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• William Robert Reed, 2015. "On the Practice of Lagging Variables to Avoid Simultaneity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 897-905, December.
  • W. Robert Reed, 2014. "On the Practice of Lagging Variables To Avoid Simultaneity," Working Papers in Economics 14/18, University of Canterbury, Department of Economics and Finance.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
  • Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016. "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 03 Jul 2017.
• Laine, Tatu (ed.), 2015. "Quantitative analysis of financial market infrastructures: further perspectives on financial stability," Scientific Monographs, Bank of Finland, number 50/2015.
• I. Mammi, 2015. "GMM estimation of fiscal rules: Monte Carlo experiments and empirical tests," Working Papers wp1028, Dipartimento Scienze Economiche, Universita' di Bologna.
• Bekiros Stelios & Paccagnini Alessia, 2015. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
  • Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
• Fernanda Maria Muller & Fábio Mariano Bayer, 2015. "Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(1), pages 40-73.
• Ben Jann, 2015. "Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie," University of Bern Social Sciences Working Papers 10, University of Bern, Department of Social Sciences.
• Zuzana Mucka, 2015. "Is the Maastricht debt limit safe enough for Slovakia?," Working Papers Working Paper No. 2/2015, Council for Budget Responsibility.
• 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.
• Andrew T. Ching & Fumiko Hayashi & Hui Wang, 2015. "Quantifying The Impacts Of Limited Supply: The Case Of Nursing Homes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1291-1322, November.
  • Andrew Ching & Fumiko Hayashi & Hui Wang, 2015. "Quantifying the Impacts of Limited Supply: The Case of Nursing Homes," Working Papers 150006, Canadian Centre for Health Economics.

2014

• Mária Bohdalová & Michal Greguš, 2014. "Cointegration Analysis Of The Foreign Exchange Rate Pairs," CBU International Conference Proceedings, ISE Research Institute, vol. 2(0), pages 147-153, July.
• Mogens Bladt & Samuel Finch & Michael Sørensen, 2016. "Simulation of multivariate diffusion bridges," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 343-369, March.
  • Mogens Bladt & Samuel Finch & Michael Sørensen, 2014. "Simulation of multivariate diffusion bridges," CREATES Research Papers 2014-16, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2014. "Discretization of Lévy semistationary processes with application to estimation," CREATES Research Papers 2014-21, Department of Economics and Business Economics, Aarhus University.
• Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
• Creel, Michael & Kristensen, Dennis, 2015. "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 85-108.
  • Michael Creel & Dennis Kristensen, 2014. "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers 2014-30, Department of Economics and Business Economics, Aarhus University.
• Ulrich Hounyo, 2014. "The wild tapered block bootstrap," CREATES Research Papers 2014-32, Department of Economics and Business Economics, Aarhus University.
• Ulrich Hounyo, 2014. "Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading," CREATES Research Papers 2014-35, Department of Economics and Business Economics, Aarhus University.
• Eduardo Rossi & Paolo Santucci de Magistris, 2018. "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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• Hahn, William F. & Davis, Christopher G., 2014. "Costs of Taxing Sodium: A Lunch Meat Application," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 17(A), pages 1-16, March.
• Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 1-39, December.
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• MacKinnon , James G., 2015. "Wild Cluster Bootstrap Confidence Intervals," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 11-33, Mars-Juin.
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• Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LP, vol. 14(3), pages 623-661, September.
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• Andreea ROSOIU, 2014. "Monetary Policy Transmission Mechanism And Dynamic Factor Models," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 199-206, December.
• Roxana-Otilia-Sonia HRITCU, 2014. "REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 191-195, June.
• Tomita Vasile & Cora Ionela Daniasa, 2014. "Mathematics Understanding Of Economy By The General Public In The Economic Departments," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(42), pages 39-44.
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• Lucchetti, Riccardo & Pigini, Claudia, 2014. "A simple and effective misspecification test for the double-hurdle model," Economics Letters, Elsevier, vol. 123(1), pages 75-78.
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• Marco Antonio Laes & Marcos Eugênio da Silva, 2014. "Performance of mutual equity funds in Brazil – A bootstrap analysis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 15(3), pages 294-306.
• Goddard, John & Onali, Enrico, 2012. "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 1-11.
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• Nicholas Labelle & Varya Taylor, 2014. "Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment," Discussion Papers 14-4, Bank of Canada.
• Gungor, Sermin & Luger, Richard, 2015. "Bootstrap Tests Of Mean-Variance Efficiency With Multiple Portfolio Groupings," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 35-65, Mars-Juin.
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• Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, June.
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• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
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• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
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• Pierre Perron & Wendong Shi, 2014. "Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models," Boston University - Department of Economics - Working Papers Series wp2014-009, Boston University - Department of Economics.
• William Robert Reed, 2015. "On the Practice of Lagging Variables to Avoid Simultaneity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 897-905, December.
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• Reed, W. Robert, 2015. "A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 9, pages 1-40.
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• Dai, Li & Minford, Patrick & Zhou, Peng, 2014. "A DSGE Model of China," CEPR Discussion Papers 10238, C.E.P.R. Discussion Papers.
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• Lorenzo Camponovo & Taisuke Otsu, 2015. "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
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• Lavička, H. & Lichard, T. & Novotný, J., 2016. "Sand in the wheels or wheels in the sand? Tobin taxes and market crashes," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
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• Mohammad Reza Farzanegan & Mohammad Habibpour, 2014. "Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis," CESifo Working Paper Series 4824, CESifo Group Munich.
• Miguel Rocha de Sousa, 2014. "Optimal Bail-out and Bail-in policy mix: Lessons from the Banco Espírito Santo (BES) failure," CEFAGE-UE Working Papers 2014_16, University of Evora, CEFAGE-UE (Portugal).
• Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LP, vol. 14(3), pages 623-661, September.
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• Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014. "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 165-187, February.
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• José Luis Alayón, 2014. "Distribución Hiperbólica Generalizada: Una Aplicación en la Selección de Portafolios y Cuantificación de Medidas de Riesgo de Mercado," Documentos de Trabajo 012160, Universidad del Rosario.
• Andrés Ramírez Hassan & Johnatan Cardona Jiménez, 2014. "Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies," Documentos de Trabajo CIEF 010898, Universidad EAFIT.
• Mauricio Lopera & Ramón Javier Mesa & Charle Londoño, 2014. "Evaluando las intervenciones cambiarias en Colombia: 2004-2012," Estudios Gerenciales, Universidad Icesi, March.
• Uribe, Jorge & Fernández, Julián, 2014. "Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina," Revista Lecturas de Economía, Universidad de Antioquia - CIE, issue 81, pages 57-90, April.
• Jean-François Carpantier & Arnaud Dufays, 2014. "Specific Markov-switching behaviour for ARMA parameters," Working Papers hal-01821134, HAL.
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• Dai, Li & Minford, Patrick & Zhou, Peng, 2014. "A DSGE Model of China," CEPR Discussion Papers 10238, C.E.P.R. Discussion Papers.
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• Dai, Li & Minford, Patrick & Zhou, Peng, 2014. "A DSGE Model of China," CEPR Discussion Papers 10028, C.E.P.R. Discussion Papers.
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• Lin, Yuehao & Lehnert, Thorsten & Wolff, Christian, 2019. "Skewness risk premium: Theory and empirical evidence," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 174-185.
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• Thorsten Lehnert & Gildas Blanchard & Dennis Bams, 2014. "Evaluating Option Pricing Model Performance Using Model Uncertainty," LSF Research Working Paper Series 14-06, Luxembourg School of Finance, University of Luxembourg.
• Thorsten Lehnert & Yuehao Lin, 2016. "Skewness Term-Structure Tests," Applied Mathematical Finance, Taylor & Francis Journals, vol. 23(6), pages 484-504, November.
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• Blazsek, Szabolcs & Escribano, Álvaro, 2014. "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics we1412, Universidad Carlos III de Madrid. Departamento de Economía.
• Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
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• Peter C.B. Phillips & Shu-Ping Shi, 2014. "Financial Bubble Implosion," Cowles Foundation Discussion Papers 1967, Cowles Foundation for Research in Economics, Yale University.
• Cecilia Parada, 2014. "Empleo Femenino, Pobreza y Desigualdad: Un Análisis de Microdescomposiciones. Uruguay 1991- 2012," CEDLAS, Working Papers 0174, CEDLAS, Universidad Nacional de La Plata.
• Gregor Semieniuk & Ellis Scharfenaker, 2014. "A Bayesian Latent Variable Mixture Model for Filtering Firm Profit Rate," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 2014-1, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
• Anastasios Tsamis & Konstantinos Liapis, 2014. "Property Assets Fair Value Accounting Under Uncertainty," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 35-54.
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• António Alberto Santos & João Andrade, 2014. "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers 2014-10, GEMF, Faculty of Economics, University of Coimbra.
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• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014. "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series 208, Frankfurt School of Finance and Management.
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• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015. "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 331-357, May.
  • Phillipp Eisenhauer & James J. Heckman & Stefano Mosso, 2014. "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," NBER Working Papers 20622, National Bureau of Economic Research, Inc.
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  • Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano, 2014. "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," IZA Discussion Papers 8548, Institute of Labor Economics (IZA).
• Franke, Benedikt & Simons, Dirk & Voeller, Dennis, 2014. "How do employment tax credits work? An analysis of the German inheritance tax," arqus Discussion Papers in Quantitative Tax Research 177, arqus - Arbeitskreis Quantitative Steuerlehre.
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• Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-Based Capital Allocations," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 329-377, June.
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• Francesca Gastaldi & Paolo Liberati & Elena Pisano & Simone Tedeschi, 2014. "Progressivity-Improving VAT Reforms in Italy," Working papers 6, Società Italiana di Economia Pubblica.
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• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015. "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 331-357, May.
  • Phillipp Eisenhauer & James J. Heckman & Stefano Mosso, 2014. "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," NBER Working Papers 20622, National Bureau of Economic Research, Inc.
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• Jentsch, Carsten & Leucht, Anne, 2014. "Bootstrapping Sample Quantiles of Discrete Data," Working Papers 14-15, University of Mannheim, Department of Economics.
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• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015. "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 331-357, May.
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• Wu, Ximing & Sickles, Robin, 2014. "Semiparametric Estimation under Shape Constraints," Working Papers 15-021, Rice University, Department of Economics.
• Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
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• Rombouts, Jeroen V.K. & Stentoft, Lars, 2014. "Bayesian option pricing using mixed normal heteroskedasticity models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 588-605.
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