## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C15: Statistical Simulation Methods: General**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Detection of Multiple Bubbles in South African Electricity Prices**

*by*Rangan Gupta & Roula Inglesi-Lotz

**Do Precious Metal Prices Help in Forecasting South African Inflation?**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias**

*by*Reed, W. Robert & Florax, Raymond J. G. M. & Poot, Jacques

**Nanoeconomics: A statistical model of company profit influenced by individual interests of managers**

*by*Sokolov, Igor & Katyshev, Anatoly

**Unternehmensbewertung mit Monte-Carlo-Simulationen**

*by*Schmallowsky, Katrin

**Estimation of sentiment effects in financial markets: A simulated method of moments approach**

*by*Zhenxi, Chen & Lux, Thomas

**Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks**

*by*Busch, Ramona & Koziol, Philipp & Mitrovic, Marc

**Calculating trading book capital: Is risk separation appropriate?**

*by*Raupach, Peter

**Centrality-based capital allocations**

*by*Alter, Adrian & Craig, Ben & Raupach, Peter

**Growing Together? Projecting Income Growth in Europe at the Regional Level**

*by*Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer

**Accounting for tax evasion profiles and tax expenditures in microsimulation modelling. The BETAMOD model for personal income taxes in Italy**

*by*Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio

**The Econometrics of Networks: A Review**

*by*Daniel Felix Ahelegbey

**Direct calibration and comparison of agent-based herding models of financial markets**

*by*Sylvain Barde

**A Practical, Universal, Information Criterion over Nth Order Markov Processes**

*by*Sylvain Barde

**Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence**

*by*Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay

**Estimating the Variance of the Predictor in Stochastic Kriging**

*by*Kleijnen, J.P.C. & Mehdad, Ehsan

**Regression and kriging metamodels with their experimental designs in simulation : review**

*by*Kleijnen, J.P.C.

**GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)**

*by*Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H.

**Validating the assumptions of sequential bifurcation in factor screening**

*by*Shi, W. & Kleijnen, J.P.C.

**Stochastic intrinsic kriging for simulation metamodelling**

*by*Mehdad, Ehsan & Kleijnen, J.P.C.

**Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**In-Sample Bounds for Time-Varying Parameters of Observation Driven Models**

*by*Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & Andr� Lucas

**Penalized Indirect Inference**

*by*Francisco Blasques & Artem Duplinskiy

**Estimating a Falsified Model: Some Impossibility Theorems**

*by*Andrew J. Buck & George M. Lady

**Do Precious Metal Prices Help in Forecasting South African Inflation?**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**On a Bootstrap Test for Forecast Evaluations**

*by*Marian Vavra

**Testing for normality with applications**

*by*Marian Vavra

**The Performance of Conditional CAPMs based on Evidence from the European Union’s (EU) Financial Stock Markets before and after the Eurozone Financial Crisis**

*by*Serdar Neslihanoglu

**A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania**

*by*Mihaela Simionescu

**Stress Testing the Australian Household Sector Using the HILDA Survey**

*by*Tom Bilston & Robert Johnson & Matthew Read

**Common and Country Specific Economic Uncertainty**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**What do VARs Tell Us about the Impact of a Credit Supply Shock?**

*by*Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

**Wild Bootstrap Inference for Wildly Different Cluster Sizes**

*by*James G. MacKinnon & Matthew D. Webb

**Covariate-augmented unit root tests with mixed-frequency data**

*by*Cláudia Duarte

**The Time-Series Linkages between US Fiscal Policy and Asset Prices**

*by*Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

**Decomposition of the European GDP based on Singular Spectrum Analysis**

*by*Leon, Costas

**Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito**

*by*Gambetta Podesta, Renzo

**Lagged Explanatory Variables and the Estimation of Causal Effects**

*by*Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B.

**Unit Roots and Smooth Transitions: A Replication**

*by*Kulaksizoglu, Tamer

**Monetary transmission models for bank interest rates**

*by*Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici

**Application of ß – Convergence Approach in Visegrad Four Regions**

*by*Jan Nevima & Ingrid Majerová

**A Quantal Response Model of Firm Competition**

*by*Ellis Scharfenaker

**Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**A Practical Approach to Financial Crisis Indicators Based on Random Matrices**

*by*Antoine Kornprobst & Raphael Douady

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**A Comprehensive Simulation Study on the Forward Imputation**

*by*Nadia SOLARO & Alessandro BARBIERO & Giancarlo MANZI & Pier Alda FERRARI

**Comparing the Homogeneity of Income Distributions using Polarization Indices**

*by*André-Marie Taptué

**Comparing the Size of the Middle Class using the Alienation Component of Polarization**

*by*André-Marie Taptué

**The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis**

*by*Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa

**A discrete model for bootstrap iteration**

*by*Russell Davidson

**Endogenizing take-up of social assistance in a microsimulation model : a case study for Germany**

*by*Wiemers, Jürgen

**Simultaneous likelihood-based bootstrap confidence sets for a large number of models**

*by*Mayya Zhilova & & &

**Change point and trend analyses of annual expectile curves of tropical storms**

*by*P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong

**Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**Speeding Up Mcmc By Efficient Data Subsampling**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**Information Criteria for Nonlinear Time Series Models**

*by*Rinke, Saskia & Sibbertsen, Philipp

**Treatments of Non-metric Variables in Partial Least Squares and Principal Component Analysis**

*by*Jisu Yoon & Tatyana Krivobokova

**Composite Indices Based on Partial Least Squares**

*by*Jisu Yoon & Stephan Klasen & Axel Dreher & Tatyana Krivobokova

**The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures**

*by*António Alberto Santos

**Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach**

*by*Pedro Godinho

**Bayesian Estimation of Time-Changed Default Intensity Models**

*by*Gordy, Michael B. & Szerszen, Pawel J.

**Centrality-based Capital Allocations**

*by*Alter, Adrian & Craig, Ben R. & Raupach, Peter

**GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation**

*by*Roman Horváth & Boril Sopov

**Banking Stress Scenarios for Public Debt Projections**

*by*Peter Benczur & Katia Berti & Jessica Cariboni & Francesca Erica Di Girolamo & Sven Langedijk & Andrea Pagano & Marco Petracco Giudici

**Identifying Periods of US Housing Market Explosivity**

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean**

*by*Joshua C.C. Chan & Angelia L. Grant

**The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling**

*by*Joshua C.C. Chan

**A DARE for VaR**

*by*Hamidi, Benjamin & Hurlin, Christophe & Kouontchou, Patrick & Maillet, Bertrand

**Estimating rational stock-market bubbles with sequential Monte Carlo methods**

*by*Benedikt Rotermann & Bernd Wilfling

**Autoregressive moving average infinite hidden markov-switching models**

*by*Bauwens, Luc & Carpantier, Jean-FranÃ§ois & Dufays, Arnaud

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

**A Non-linear Forecast Combination Procedure for Binary Outcomes**

*by*Kajal Lahiri & Liu Yang

**Quantifying the Impacts of Limited Supply: The Case of Nursing Homes**

*by*Andrew Ching & Fumiko Hayashi & Hui Wang

**Is the Maastricht debt limit safe enough for Slovakia?**

*by*Zuzana Mucka

**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**

*by*Ben Jann

**Dynamic predictive density combinations for large data sets in economics and finance**

*by*Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

**Statistical matching and uncertainty analysis in combining household income and expenditure data**

*by*Pier Luigi Conti & Daniela Marella & Andrea Neri

**The impact of lower oil prices on energy expenditure and economic activity**

*by*Ivan Faiella & Alessandro Mistretta

**Explicando cambios en bienestar, distribución del ingreso y pobreza en Bolivia durante los años 2000**

*by*Wilson Jimenez & Werner L. Hernani-Limarino & Ahmed Eid & Gary Mena & Paul Villarroel & Alejandra Uribe & Rodrigo Aguirre & Alvaro Chirino & Tommy Tapia & Javier Aliaga

**Log-Transform Kernel Density Estimation of Income Distribution**

*by*Arthur Charpentier & Emmanuel Flachaire

**A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation**

*by*Ulrich Hounyo & Rasmus T. Varneskov

**Validity of Edgeworth expansions for realized volatility estimators**

*by*Ulrich Hounyo & Bezirgen Veliyev

**Explicando cambios en bienestar, distribución del ingreso y pobreza en Bolivia durante los años 2000**

*by*

**Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put options**

*by*Olivares Aguayo, Héctor Alonso & Ortiz-Ramírez, Ambrosio & Bucio Pacheco, Christian

**Evolution of the Main Banking Sector Risks in Romania in the Last Decade**

*by*Dana Sisea & Emilia Stoica & Sandra Teodorescu

**Wealth and Labor Supply Heterogeneity**

*by*Jose Mustre-del-Rio

**Common Trends and Common Cycles – Bayesian Approach**

*by*Justyna Wróblewska

**Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency**

*by*Arabinda Das

**Guyana: A Half a Century of Struggles with Planning, Growth, and Development**

*by*Lall B. RAMRATTAN

**Weekend vs. Medium Stay Tourism**

*by*Petru Balogh & Pompiliu Golea

**Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data**

*by*KAMEL HELALI & MAHA KALAI

**Centrality-Based Capital Allocations**

*by*Adrian Alter & Ben R. Craig & Peter Raupach

**Long-term Stochastic Forecasting of the Nuclear Energy Global Market**

*by*Vladimir Kharitonov & Uliana Kurelchuk & Sergey Masterov

**A nonparametric study of real exchange rate persistence over a century**

*by*Kim, Hyeongwoo & Ryu, Deockhyun

**Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality**

*by*Liu, Shew Fan & Yang, Zhenlin

**Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions**

*by*Assaf, Ata

**Does the Greenspan era provide evidence on leadership in the FOMC?**

*by*El-Shagi, Makram & Jung, Alexander

**Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes**

*by*Gresnigt, Francine & Kole, Erik & Franses, Philip Hans

**Counterparty risk for CDS: Default clustering effects**

*by*Bo, Lijun & Capponi, Agostino

**Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models**

*by*Targino, Rodrigo S. & Peters, Gareth W. & Shevchenko, Pavel V.

**Calculating systemic risk capital: A factor model approach**

*by*Avramidis, Panagiotis & Pasiouras, Fotios

**Testing equality of modified Sharpe ratios**

*by*Ardia, David & Boudt, Kris

**Are emerging MENA stock markets mean reverting? A Monte Carlo simulation**

*by*Neaime, Simon

**Determining the economic value of ambiguous loan portfolios**

*by*Parnes, Dror

**Stochastic volatility and leverage: Application to a panel of S&P500 stocks**

*by*Ozturk, Serda Selin & Richard, Jean-Francois

**Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case**

*by*Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo

**ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models**

*by*Creel, Michael & Kristensen, Dennis

**Testing of a market fraction model and power-law behaviour in the DAX 30**

*by*He, Xue-Zhong & Li, Youwei

**Diagnostic analysis and computational strategies for estimating discrete time duration models—A Monte Carlo study**

*by*Li, Xianghong & Smith, Barry

**Bootstrap inference for linear dynamic panel data models with individual fixed effects**

*by*Gonçalves, Sílvia & Kaffo, Maximilien

**A general method for third-order bias and variance corrections on a nonlinear estimator**

*by*Yang, Zhenlin

**Through the looking glass: Indirect inference via simple equilibria**

*by*Calvet, Laurent E. & Czellar, Veronika

**LM tests of spatial dependence based on bootstrap critical values**

*by*Yang, Zhenlin

**Specification tests for partially identified models defined by moment inequalities**

*by*Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia

**QML estimation of dynamic panel data models with spatial errors**

*by*Su, Liangjun & Yang, Zhenlin

**Asymptotic theory for differentiated products demand models with many markets**

*by*Freyberger, Joachim

**On the bootstrap for Moran’s I test for spatial dependence**

*by*Jin, Fei & Lee, Lung-fei

**Pitfalls of estimating the marginal likelihood using the modified harmonic mean**

*by*Chan, Joshua C.C. & Grant, Angelia L.

**Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models**

*by*Abay, Kibrom A.

**Shifts in volatility driven by large stock market shocks**

*by*Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias

**Estimation of ergodic agent-based models by simulated minimum distance**

*by*Grazzini, Jakob & Richiardi, Matteo

**Economic Valuation of Electrical Service Reliability for Households’ in Developing Country: A Censored Random Coefficient Model Approach**

*by*Alastaire Sèna ALINSATO

**Valoración de derivados europeos con mixtura de distribuciones Weibull**

*by*Andrés Mauricio Molina & José Alfredo Jiménez

**The Study Of The Impact Of Active Measures On Labour Market By Factor Techniques**

*by*Ph.D. Mariana BALAN

**Simulation-Based E-Learning Framework for Entrepreneurship Education and Training**

*by*Constanta-Nicoleta Bodea & Radu Ioan Mogos & Maria-Iuliana Dascalu & Augustin Purnus

**The factors responsible with corporate reputation: A structural equation modelling approach**

*by*Mihaela Cornelia SANDU

**Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?**

*by*Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke

**Date Stamping Historical Oil Price Bubbles: 1876-2014**

*by*Itamar Caspi & Nico Katzke & Rangan Gupta

**Testing for Multiple Bubbles in the BRICS Stock Markets**

*by*Tsangyao Chang & Omid Ranjbar & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta

**Relevant statistics for Bayesian model choice**

*by*Rousseau, Judith & Robert, Christian P. & Pillai, Natesh S. & Marin, Jean-Michel

**The Wang-Landau algorithm reaches the Flat Histogram criterion in finite time**

*by*Jacob, Pierre E. & Ryder, Robin

**Méthodes de simulation**

*by*Cartier, Manuel

**Are property derivatives a leading indicator of the real estate market?**

*by*Drouhin, Pierre-Arnaud & Simon, Arnaud

**Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System**

*by*Kurmaş AKDOĞAN & Burcu Deniz YILDIRIM

**Las transferencias públicas y su efecto distributivo. La experiencia de los países del Cono Sur en el decenio de los 2000**

*by*Alejo, Javier. & Bérgolo, Marcelo. & Carbajal, Fedora.

**Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions**

*by*Stefan Bruder

**The identification of directed technical change revisited**

*by*Saam, Marianne

**How do employment tax credits work? An analysis of the German inheritance tax**

*by*Franke, Benedikt & Simons, Dirk & Voeller, Dennis

**The estimation uncertainty of permanent-transitory decompositions in co-integrated systems**

*by*Schreiber, Sven

**The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity**

*by*Becker, Gideon

**Systemic risk in an interconnected banking system with endogenous asset markets**

*by*Bluhm, Marcel & Krahnen, Jan Pieter

**Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID**

*by*Bush, C. Anthony

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**How do employment tax credits work? An analysis of the German inheritance tax**

*by*Franke, Benedikt & Simons, Dirk & Voeller, Dennis

**Donâ€™t Stop â€™Til You Get Enough: a quickest detection approach to HTA**

*by*Daniele Bregantini

**Unit Root Tests In The Presence Of Multiple Breaks In Variance**

*by*SOO-BIN JEONG & BONG-HWAN KIM & TAE-HWAN KIM & HYUNG-HO MOON

**Sparse Graphical Vector Autoregression: A Bayesian Approach**

*by*Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio

**A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities**

*by*Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst

**Growth-cycle phases in China’s provinces: A panel Markov-switching approach**

*by*Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin

**Why can sectoral shocks lead to sizable macroeconomic fluctuations? Assessing alternative theories by means of stochastic simulation with a general equilibrium model**

*by*Roberto Roson & Martina Sartori

**Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets**

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

**Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?**

*by*Yamin Ahmad & Luiggi Donayre

**Temporal Aggregation of Random Walk Processes and Implications for Asset Prices**

*by*Yamin Ahmad & Ivan Paya

**Ambiguity and Reality**

*by*Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan

**Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts**

*by*Trojan, Sebastian

**Multivariate Stochastic Volatility with Dynamic Cross Leverage**

*by*Trojan, Sebastian

**Is regularization necessary? A Wald-type test under non-regular conditions**

*by*Duplinskiy A.

**A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing**

*by*Smeekes S. & Urbain J.R.Y.J.

**Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?**

*by*Catalina M. Torres & Sergio Colombo & Nick Hanley

**Testing Local Average Treatment Effect Assumptions**

*by*Ismael Mourifie & Yuanyuan Wan

**Stochastic Intrinsic Kriging for Simulation Metamodelling**

*by*Mehdad, E. & Kleijnen, Jack P.C.

**Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data**

*by*de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D.

**Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging**

*by*Mehdad, E. & Kleijnen, Jack P.C.

**Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)**

*by*Kleijnen, Jack P.C. & Mehdad, E.

**Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)**

*by*Mehdad, E. & Kleijnen, Jack P.C.

**Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models**

*by*Istv�n Barra & Lennart Hoogerheide & Siem Jan Koopman & Andr� Lucas

**Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes**

*by*Francine Gresnigt & Erik Kole & Philip Hans Franses

**Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

*by*Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk

**Fractional Cointegration Rank Estimation**

*by*Katarzyna Lasak & Carlos Velasco

**On Distributions of Ratios**

*by*Simon A. Broda & Raymond Kan

**The Responses of the Prime Rate to a Change in Policies of the Federal Reserve**

*by*Joseph Friedman & Yochanan Shachmurove

**A New Approach to Model Verification, Falsification and Selection**

*by*Andrew J. Buck & George M. Lady

**Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System**

*by*Kurmas Akdogan & Burcu Deniz Yildirim

**Date stamping historical oil price bubbles: 1876 - 2014**

*by*Itamar Caspi & Nico Katzke & Rangan Gupta

**Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators**

*by*Seojeong Lee

**Testing Stationarity for Unobserved Components Models**

*by*James Morley & Irina B. Panovska & Tara M. Sinclair

**Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?**

*by*Cati Torres & Sergio Colombo & Nick Hanley

**How Variability in Individual Patterns of Behavior Changes the Structural Properties of Networks**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**A Network Formation Model for Social Object Networks**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**How Structural Changes in Complex Networks Impact Organizational Learning Performance**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**How Placing Limitations on the Size of Personal Networks Changes the Structural Properties of Complex Networks**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**Carry Trade Activities: A Multivariate Threshold Model Analysis**

*by*Matthias Gubler

**Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models**

*by*Zhenlin Yang

**Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality**

*by*Shew Fan Liu & Zhenlin Yang

**Bootstrap tests in linear models with many regressors**

*by*Patrick Richard

**Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property**

*by*Francesco Giordano & Maria Lucia Parrella

**GRID for model structure discovering in high dimensional regression**

*by*Francesco Giordano & Soumendra Nath Lahiri & Maria Lucia Parrella

**Test of Log-Normal Process with Importance Sampling for Options Pricing**

*by*Semih Yon & Cafer Erhan Bozdag

**Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach**

*by*Valeriu Nalban

**Predicting a future observation: A reconciliation of the Bayesian and frequentist approaches**

*by*Rahul Mukherjee

**Estimation of the Distribution of Remaning Life Time of the People in Turkey**

*by*Mehmet Fedai KAYA & Muslu Kaz KÖREZ & Süleyman DÜNDAR

**Statistical matching of income and consumption expenditures**

*by*GABRIELLA DONATIELLO & MARCELLO D'ORAZIO & DORIANA FRATTAROLA & ANTONY RIZZI & MAURO SCANU & MATTIA SPAZIANI

**Confidence Interval for Ratio of Percentiles of Two Independent and Small Samples**

*by*Li-Fei Huang

**Methodology Of Application Of Statistical Modelling For Risk Assessment**

*by*Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors

**Dealing with unobservable common trends in small samples: a panel cointegration approach**

*by*Francesca Di Iorio & Stefano Fachin

**Evaluation of Credit Risk Under Correlated Defaults: The Cross-Entropy Simulation Approach**

*by*Loretta Mastroeni & Giuseppe D'Acquisto & Maurizio Naldi

**Monte Carlo Approximate Tensor Moment Simulations**

*by*Juan C. Arismendi

**The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis**

*by*Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

**Wild cluster bootstrap confidence intervals**

*by*James G. MacKinnon

**Bootstrap tests for overidentification in linear regression models**

*by*Russell Davidson & James G. MacKinnon

**Reworking Wild Bootstrap Based Inference for Clustered Errors**

*by*Matthew D. Webb

**Modelling Firm and Market Dynamics - A Flexible Model Reproducing Existing Stylized Facts**

*by*Thomas Brenner & Matthias Duschl

**Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence**

*by*Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay

**On the optimal use of put options under trade restrictions**

*by*Bell, Peter N

**The small multiple in econometrics – a redesign**

*by*Klein, Torsten L.

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**Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts**

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**Bootstrap Methods in Econometrics**

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**Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables**

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**Applications of the Fast Double Bootstrap**

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**Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity**

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**Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization**

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**Forecasting an ARIMA (0,2,1) using the random walk model with drift**

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**Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy**

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**Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods**

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**Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations**

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**Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?**

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**Optimal asset allocation based on utility maximization in the presence of market frictions**

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**Sources of Knowledge and Productivity: How Robust is the Relationship?**

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**A Small New Keynesian Model of the New Zealand economy**

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**Estimating Macroeconomic Models: A Likelihood Approach**

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**Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity**

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**Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes**

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**Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach**

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**Pillar I treatment of concentrations in the banking book – a multifactor approach**

*by*Zoltán Varsányi

**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**

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**Testing For Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**The Case Against Jive**

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**Statistical Comparison of Aggregation Rules for Votes**

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**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

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**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Heterogeneous Basket Options Pricing Using Analytical Approximations**

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**Estimation with Numerical Integration on Sparse Grids**

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**Nonlinear State-Space Models for Microeconometric Panel Data**

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**Modeling the Duration of Patent Examination at the European Patent Office**

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**Computing the Distributions of Economic Models Via Simulation**

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**Vicious and Virtuous Circles: The Political Economy of Unemployment**

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**Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation**

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**Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation**

*by*Cappellari, Lorenzo & Jenkins, Stephen P.

**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

*by*Jean-Yves Duclos & Abdelkrim Araar & John Giles

**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

*by*Duclos, Jean-Yves & Araar, Abdelkrim & Giles, John T.

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Testing for Restricted Stochastic Dominance**

*by*Davidson, Russell & Duclos, Jean-Yves

**A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models**

*by*Alicia Pérez Alonso

**Consistent Specification Test For Ordered Discrete Choice Models**

*by*Juan Mora & Ana I. Moro

**Inappropriate Detrending and Spurious Cointegration**

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**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

*by*Jean-Yves Duclos & Abdelkrim Araaryand & John Giles

**Ranking Inequality: Applications of Multivariate Subset Selection**

*by*William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding

**Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing**

*by*Joseph Francois & Julia Woerz

**Simulation based selection of competing structural econometric models**

*by*Tong Li

**Bayesian inference for the mixed conditional heteroskedasticity model**

*by*Luc Bauwens & Jeroen V.K. Rombouts

**Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB**

*by*Rässler, Susanne

**How valid can data fusion be?**

*by*Kiesl, Hans & Rässler, Susanne

**Measuring overeducation with earnings frontiers and multiply imputed censored income data**

*by*Jensen, Uwe & Gartner, Hermann & Rässler, Susanne

**Regression methods in pricing American and Bermudan options using consumption processes**

*by*Denis Belomestny & Grigori N. Milstein & Vladimir Spokoiny

**An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems**

*by*Denis Belomestny & Pavel V. Gapeev

**Forward and reverse representations for Markov chains**

*by*Grigori Milstein & John Schoenmakers & Vladimir Spokoiny

**Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market**

*by*Denis Belomestny & Grigori Milstein

**A jump-diffusion Libor model and its robust calibration**

*by*Denis Belomestny & John Schoenmakers

**Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions**

*by*Ralf Brüggemann

**Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms**

*by*Carsten Trenkler

**Incorporating Judgement in Fan Charts**

*by*Österholm, Pär

**Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis**

*by*Angelov, Nikolay

**Modelling firm mergers as a roommate problem**

*by*Angelov, Nikolay

**Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models**

*by*Giordani, Paolo & Kohn, Robert

**Finite-Sample Stability of the KPSS Test**

*by*Jönsson, Kristian

**Bayesian simultaneous determination of structural breaks and lag lengths**

*by*Hultblad, Brigitta & Karlsson, Sune

**Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure**

*by*Akay, Alpaslan & Tsakas, Elias

**Real Exchange Rate Adjustment In European Transition Countries**

*by*Maican, Florin G. & Sweeney, Richard J.

**Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations**

*by*Eric Meyermans & Patrick Van Brusselen

**Business Cycle Analysis and VARMA models**

*by*Christian Kascha & Karel Mertens

**Does rounding matter for payment efficiency?**

*by*Bijwaard, G.E. & Franses, Ph.H.B.F.

**Gibbs sampling in econometric practice**

*by*de Pooter, M.D. & Segers, R. & van Dijk, H.K.

**Measuring volatility with the realized range**

*by*Martens, M.P.E. & van Dijk, D.J.C.

**Testing for stochastic monotonicity**

*by*Sokbae Lee & Oliver Linton & Yoon-Jae Whang

**Are there Monday effects in stock returns: a stochastic dominance approach**

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**Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand**

*by*Philip Liu

**A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy**

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**Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation**

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**Development under Regulation: The Way of the Ukrainian Insurance Market**

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**The Data Quality Concept of Accuracy in the Context of Public Use Data Sets**

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**Business Cycle and Stock Market Volatility: A Particle Filter Approach**

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**Iterated importance sampling in missing data problems**

*by*Celeux, Gilles & Marin, Jean-Michel & Robert, Christian P.

**Understanding the Fine Structure of Electricity Prices**

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**On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data**

*by*Myungsup Kim & Yangseon Kim & Peter Schmidt

**Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency**

*by*Meenagh, David & Minford, Patrick & Peel, David

**Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing**

*by*Francois, Joseph & Wörz, Julia

**Estimation of stable distributions by indirect inference**

*by*GARCIA, RenÃ© & RENAULT, Eric & VEREDAS, David

**A GARCH (1,1) estimator with (almost) no moment conditions on the error term**

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*by*Oliver Enrique PARDO REINOSO

**Do Wealth Differences Affect Fairness Considerations?**

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**Testing For Equality Between Two Copulas**

*by*Bruno Rémillard & Olivier Scaillet

**Robust Subsampling**

*by*Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani

**Tikhonov Regularization for Functional Minimum Distance Estimators**

*by*P. Gagliardini & O. Scaillet

**How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World**

*by*Lubos Briatka

**Testing For Stochasticmonotonicity**

*by*Sokbae Lee & Oliver Linton & Yoon-Jae Whang

**Simulating Stock Returns under switching regimes - a new test of market efficiency**

*by*Meenagh, David & Minford, Patrick & Peel, David

**Bootstrap-Based Improvements for Inference with Clustered Errors**

*by*Doug Miller & A. Colin Cameron & Jonah B. Gelbach

**A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator**

*by*Xiujian Chen & Shu Lin & W. Robert Reed

**Another Look at what to do with Time-series Cross-section Data**

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**Problems and Prospects for Dynamic Microsimulation: A review and lessons for APPSIM**

*by*Rebecca Cassells & Ann Harding & Simon Kelly

**Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty**

*by*Roques, F.A. & Nuttall, W.J. & Newbery, D.M.

**A Percolation-Based Model Explaining Delayed Take-Off in New-Product Diffusion**

*by*Martin Hohnisch & Sabine Pittnauer & Dietrich Stauffer

**Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models**

*by*Alois Kneip & Léopold Simar & Paul W. Wilson

**The pricing of portfolio credit risk**

*by*Nikola A. Tarashev & Haibin Zhu

**A Garch (1,1) Estimator With (Almost) No Moment Conditions On The Error Term**

*by*Arie Preminger & Giuseppe Storti

**An Optimal Method Of Binary Information Transfer (Bit) Between Surveys Of An Identical Population**

*by*Daniel Gottlieb & Leonid Kushnir

**Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector**

*by*Miroslav Misina & David Tessier & Shubhasis Dey

**Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices**

*by*Jean-Marie Dufour & David Tessier

**Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization**

*by*Tilke, Stephan

**Bootstrapping pairs in Distance-Based Regression**

*by*Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

**Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix**

*by*Michael Creel

**Social Free Energy of a Pareto-Like Resource Distribution**

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**Mercato del credito e imprese in un modello con agenti eterogenei**

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**Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte**

*by*Catherine Bruneau & Amine Lahiani

**Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process**

*by*Lupu, Radu

**An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy**

*by*Stefanescu, Poliana & Stefanescu, Stefan

**Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach**

*by*Oya Celasun & Xavier Debrun & Jonathan D. Ostry

**Has Production Management Improved Since 1984?**

*by*David G. Bivin

**Multiple Imputation Of Missing Data In Sustainable Development Modelling**

*by*Roberto Benedetti & Rita Lima & Alessandro Pandimiglio

**Empirical Insights on the Heterogeneity of the Spanish Stock Market/Un Análisis Empírico De La Heterogeneidad Del Mercado De Capitales Español**

*by*POUCHKAREV, IGOR & SPRONK, JAAP & TRINIDAD SEGOVIA, JUAN E.

**Including environmental variables in the effi ciency analysis: A three-step method/El análisis de efi ciencia con variables de entorno: un método de programas con tres etapas**

*by*DIOS PALOMARES, RAFAELA & MARTÍNEZ PAZ, JOSÉ MIGUEL & MARTÍNEZCARRASCO PLEITE, FEDERICO

**Using Market Information for Banking System Risk Assessment**

*by*Helmut Elsinger & Alfred Lehar & Martin Summer

**A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System**

*by*Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ

**Oportunidades de desarrollo económico en el posconflicto: propuesta de política**

*by*Ana María Ibáñez L. & Christian Jaramillo H.

**Modelos de valoración de opciones europeas en tiempo continuo**

*by*Jaime Villamil

**Le « risque de montant » des primes de rentes viagères. L'exemple de la loterie-tontine de 1743**

*by*Georges Gallais-Hamonno & Nicolas Zamfirescu & Laurent Monsigny

**A Critical Approach To The Demographic Policy**

*by*Carmen Radu

**Swing Options: A Mechanism for Pricing Peak IT Demand**

*by*Bernardo A. Huberman & Scott H. Clearwater

**Estimating the Deep Parameters of RBC Model with Learning**

*by*Stefano Eusepi & Stefania D'Amico

**Stochastic Volatility in DSGE models**

*by*Giorgio Primiceri & Alejandro Justiniano

**Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models**

*by*Kai Christoffel

**Bootstrap inference on a nonlinear time series model of advertising effects**

*by*Miguel A. Arranz

**Test for serial independence based on quadratic forms**

*by*Cees Diks & Valentyn Panchenko

**The accuracy of welfare computations**

*by*Michel Juillard

**Heterogeneity, Profitability and Autocorrelations**

*by*Youwei Li & Xue-Zhong (Tony) He

**Limited Dependet Panel Data: a Bayesian Approach**

*by*Giuseppe Bruno

**Long Swings in the US-Dollar: a Stochastic Control Approach**

*by*Rita L. Dâ€™Ecclesia & Rosella Castellano

**Estimating default probabilities using a non parametric approach**

*by*Rita L. D'Ecclesia & Robert G. Tompkins

**Panel Cointegration Tests of the Fisher Hypothesis**

*by*Westerlund, Joakim

**Simulation-based finite-sample linearity test against smooth transition models**

*by*González, Andrés & Teräsvirta, Timo

**Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries**

*by*Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

**On the cost of delayed currency fixing announcements**

*by*Becker, Christoph & Wystup, Uwe

**The Decline in German Output Volatility: A Bayesian Analysis**

*by*Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian

**Measuring business sector concentration by an infection model**

*by*Düllmann, Klaus

**Unit roots and cointegration in panels**

*by*Breitung, Jörg & Pesaran, Mohammad Hashem

**Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence**

*by*Shengzu Wang & Shen Guo

**Can the SupLR test discriminate between different switching**

*by*CHARFEDDINE Lanouar

**Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality**

*by*Viktor Winschel

**Valuing defaultable bonds: an excursion time approach**

*by*Martina Nardon

**The Foresight Bias in Monte-Carlo Pricing of Options with Early**

*by*Christian Fries

**Persistence Characteristics of the Chinese Stock Markets**

*by*Cornelis A. Los & Bing Yu

**From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices**

*by*Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

**Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)**

*by*Christian P. Fries & Joerg Kampen

**Measurement of Financial Risk Persistence**

*by*Cornelis A. Los

**Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe**

*by*Pierangelo De Pace

**Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment**

*by*Matthias Kredler

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Zacharias Bragoudakis

**Nonparametric Slope Estimators for Fixed-Effect Panel Data**

*by*Kusum Mundra

**Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues**

*by*Balázs Égert, & László Halpern & Ronald MacDonald

**Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis**

*by*Balázs Égert & László Halpern &

**Testing for inflation convergence between the Euro Zone and its CEE partners**

*by*Imed Drine & Christophe Rault &

**Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation**

*by*Silvia Ferrini & Riccardo Scarpa

**Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation**

*by*Silvia Ferrini & Riccardo Scarpa

**A Recursive Thick Frontier Approach To Estimating Production Efficiency**

*by*Rien Wagenvoort & Paul Schure

**Long Memory, Heterogeneity and Trend Chasing**

*by*Xue-Zhong He & Youwei Li

**Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models**

*by*Loriano Mancini & Elvezio Ronchetti & Fabio Trojani

**Technical Efficiency and Stock Market Reaction to Horizontal Mergers**

*by*Yanna Wu & Subhash C. Ray

**Unit Roots and Cointegrating Matrix Estimation using Subspace Methods**

*by*Alfredo Garcia Hiernaux & Miguel Jerez & José Casals

**The KPSS Test with Two Structural Breaks**

*by*Josep Lluís Carrion-i-Silvestre & Andreu Sansó

**The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study**

*by*Jaroslava Hlouskova & Martin Wagner

**Labor Income and the Demand for Long-term Bonds**

*by*Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M.

**Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping**

*by*van Beers, W.C.M. & Kleijnen, J.P.C.

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