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

2022

• Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
  • James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
  • James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper 1456, Economics Department, Queen's University.
  • James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
• Denitsa ZHECHEVA & Nayden NENKOV, 2022. "Business demands for processing unstructured textual data – text mining techniques for companies to implement," Access Journal, Access Press Publishing House, vol. 3(2), pages 107-120, April.
• Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
  • James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
  • James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
  • James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper 1456, Economics Department, Queen's University.
• Mike G. Tsionas, 2022. "Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models," Working Papers 294, Bank of Greece.
• Gregor Boehl, 2022. "Ensemble MCMC Sampling for DSGE Models," CRC TR 224 Discussion Paper Series crctr224_2022_355, University of Bonn and University of Mannheim, Germany.
• Jumamyradov Maksat & Munkin Murat K., 2022. "Biases in Maximum Simulated Likelihood Estimation of Bivariate Models," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 55-70, January.
• Canepa Alessandra, 2022. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.
  • Canepa, Alessandra, 2021. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202108, University of Turin.
• Nazlioglu Saban & Lee Junsoo & Karul Cagin & You Yu, 2022. "Testing for stationarity with covariates: more powerful tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(2), pages 191-203, April.
• Topcu Guloksuz Cigdem & Kumar Pranesh, 2022. "A new bivariate Archimedean copula with application to the evaluation of VaR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(2), pages 273-285, April.
• Florian Dorn & Sahamoddin Khailaie & Marc Stöckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & M, 2022. "The Common Interests of Health Protection and the Economy: Evidence from Scenario Calculations of Covid-19 Containment Policies," ifo Working Paper Series 367, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Florian Dorn & Sahamoddin Khailaie & Marc Stoeckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & , 2022. "The Common Interests of Health Protection and the Economy: Evidence from Scenario Calculations of Covid-19 Containment Policies," CESifo Working Paper Series 9600, CESifo.
• Johannes König & David I. Stern & Richard S.J. Tol, 2022. "Confidence Intervals for Recursive Journal Impact Factors," Tinbergen Institute Discussion Papers 22-038/III, Tinbergen Institute.
  • Johannes König & David I. Stern & Richard S. J. Tol, 2022. "Confidence Intervals for Recursive Journal Impact Factors," CESifo Working Paper Series 9780, CESifo.
  • Johannes Konig & David I. Stern & Richard S. J. Tol, 2022. "Confidence Intervals for Recursive Journal Impact Factors," Papers 2206.00004, arXiv.org.
• Florian Dorn & Sahamoddin Khailaie & Marc Stoeckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & , 2022. "The Common Interests of Health Protection and the Economy: Evidence from Scenario Calculations of Covid-19 Containment Policies," CESifo Working Paper Series 9600, CESifo.
  • Florian Dorn & Sahamoddin Khailaie & Marc Stöckli & Sebastian C. Binder & Tanmay Mitra & Berit Lange & Stefan Lautenbacher & Andreas Peichl & Patrizio Vanella & Timo Wollmershäuser & Clemens Fuest & M, 2022. "The Common Interests of Health Protection and the Economy: Evidence from Scenario Calculations of Covid-19 Containment Policies," ifo Working Paper Series 367, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Galichon, Alfred & Salanié, Bernard, 2022. "Estimating Separable Matching Models," CEPR Discussion Papers 17155, C.E.P.R. Discussion Papers.
• Lim, Kian Guan, 2022. "Endogeneity of commodity price in freight cost models," Journal of Commodity Markets, Elsevier, vol. 26(C).
• Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022. "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
• Bui, Quynh & Ślepaczuk, Robert, 2022. "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 592(C).
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022. "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
  • Daniel Felix Ahelegbey & Paolo Giudici, 2020. "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series 192, University of Pavia, Department of Economics and Management.
• Salisu, Afees A. & Shaik, Muneer, 2022. "Islamic Stock indices and COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 282-293.
• Franke, Reiner, 2022. "An empirical test of a fundamental Harrod-Kaldor business cycle model," Structural Change and Economic Dynamics, Elsevier, vol. 60(C), pages 1-14.
• Savin, Ivan & Ott, Ingrid & Konop, Chris, 2022. "Tracing the evolution of service robotics: Insights from a topic modeling approach," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
  • Ott, Ingrid & Savin, Ivan & Konop, Chris, 2021. "Tracing the evolution of service robotics: Insights from a topic modeling approach," Kiel Working Papers 2180, Kiel Institute for the World Economy (IfW Kiel).
• Rodríguez-Castelán, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Granguillhome Ochoa, Rogelio, 2022. "Competition reform and household welfare: A microsimulation analysis of the telecommunication sector in Ethiopia," Telecommunications Policy, Elsevier, vol. 46(2).
  • Rodriguez Castelan, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Ochoa, Rogelio Granguillhome, 2021. "Competition Reform and Household Welfare: A Microsimulation Analysis of the Telecommunication Sector in Ethiopia," IZA Discussion Papers 14044, Institute of Labor Economics (IZA).
  • Rodriguez Castelan,Carlos & Malasquez Carbonel,Eduardo Alonso & Granguillhome Ochoa,Rogelio & Araar,Abdelkrim, 2021. "Competition Reform and Household Welfare : A Microsimulation Analysis of the Telecommunication Sector in Ethiopia," Policy Research Working Paper Series 9516, The World Bank.
• Ravan Moret & Andrew G. Chapple, 2022. "Analysis of the effects of adjusting for binary non-confounders in a logistic regression model after all true confounders have been accounted for: A simulation study," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 65(2), pages 1-12.
• Ravan Moret & Andrew G. Chapple, 2022. "Analysis of the effects of adjusting for binary non-confounders in a logistic regression model after all true confounders have been accounted for: A simulation study," EERI Research Paper Series EERI RP 2022/05, Economics and Econometrics Research Institute (EERI), Brussels.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2022. "On the volatility of cryptocurrencies," Working Papers 2202, University of Guelph, Department of Economics and Finance.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," Working Papers hal-03370650, HAL.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International Trade And Technological Competition In Markets With Dynamic Increasing Returns," Working Papers halshs-03509092, HAL.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers 2021-33, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," LEM Papers Series 2021/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Aktham Maghyereh & Hussein Abdoh, 2022. "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-29, December.
• Lotfi Boudabsa & Damir Filipović, 2022. "Machine learning with kernels for portfolio valuation and risk management," Finance and Stochastics, Springer, vol. 26(2), pages 131-172, April.
• Benjamin R. Auer, 2022. "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, vol. 16(3), pages 751-768, April.
• Thomas von Brasch & Arvid Raknerud & Trond C. Vigtel, 2022. "Identifying the elasticity of substitution between capital and labour. A pooled GMM panel estimator," Discussion Papers 976, Statistics Norway, Research Department.
• Artūras Juodis & Vasilis Sarafidis, 2022. "A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 1-15, January.
  • Arturas Juodis & Vasilis Sarafidis, 2020. "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 5/20, Monash University, Department of Econometrics and Business Statistics.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk, 2022. "A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers 22-013/III, Tinbergen Institute.
• Hamri Mohamed Mehdi & Mekki Sanaà Dounya & Rabhi Abbes & Kadiri Nadia, 2022. "Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(1), pages 31-62, March.
• Trzcińska Kamila, 2022. "An Analysis of Household Income in Poland and Slovakia Based on Selected Income Models," Folia Oeconomica Stetinensia, Sciendo, vol. 22(1), pages 287-301, June.
• Martijn van Hasselt & Christopher R. Bollinger & Jeremy W. Bray, 2022. "A Bayesian approach to account for misclassification in prevalence and trend estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 351-367, March.
  • 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.
• Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022. "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
  • 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 Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
• José Antonio Pérez Mínguez & Inmaculada Villanúa Martín, 2022. "El contraste reset en los modelos logit y probit. Un estudio de Monte Carlo," Documentos de Trabajo dt2022-02, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
• Bruckmeier, Kerstin & d'Andria, Diego & Wiemers, Jürgen, 2022. "Universal, targeted or both: Effects of different child support policies on labour supply and poverty - A simulation study," IAB-Discussion Paper 202206, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Mühlhan, Jannek, 2022. "The ‘German job miracle’ and its impact on income inequality: a decomposition study," IAB-Discussion Paper 202216, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Hai-Anh Dang & Peter Lanjouw, 2022. "Regression-based Imputation for Poverty Measurement in Data Scarce Settings," Working Papers 611, ECINEQ, Society for the Study of Economic Inequality.
• Peter S. Sephton, 2022. "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 177-183, January.
• Siyan Chen & Saul Desiderio, 2022. "A Regression-Based Calibration Method for Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 687-700, February.
• Giovanni Villani, 2022. "A Neural Network Approach to Value R&D Compound American Exchange Option," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 305-324, June.
• Ciola, Emanuele & Gaffeo, Edoardo & Gallegati, Mauro, 2022. "Search for profits and business fluctuations: How does banks’ behaviour explain cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
• Chen, Jun-Home & Lian, Yu-Min & Liao, Szu-Lang, 2022. "Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
• Gallant, A. Ronald, 2022. "Nonparametric Bayes subject to overidentified moment conditions," Journal of Econometrics, Elsevier, vol. 228(1), pages 27-38.
• Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022. "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, vol. 228(1), pages 85-106.
• Juodis, Artūras & Sarafidis, Vasilis, 2022. "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
• Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
• Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022. "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, vol. 229(2), pages 363-395.
• Dette, Holger & Golosnoy, Vasyl & Kellermann, Janosch, 2022. "Correcting Intraday Periodicity Bias in Realized Volatility Measures," Econometrics and Statistics, Elsevier, vol. 23(C), pages 36-52.
• Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022. "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, vol. 298(2), pages 656-679.
  • Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020. "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series 182, University of Pavia, Department of Economics and Management.
• Alexander, Carol & Meng, Xiaochun & Wei, Wei, 2022. "Targeting Kollo skewness with random orthogonal matrix simulation," European Journal of Operational Research, Elsevier, vol. 299(1), pages 362-376.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022. "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, vol. 81(C).
• Lim, Hanah, 2022. "Benefit attribution in financial systems with bilateral netting," Finance Research Letters, Elsevier, vol. 45(C).
• Tong, Zhongwen & Chen, Zhanbo & Zhu, Chen, 2022. "Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin," Finance Research Letters, Elsevier, vol. 47(PB).
• Feng, Qu & Wu, Guiying Laura & Yuan, Mengying & Zhou, Shihao, 2022. "Save lives or save livelihoods? A cross-country analysis of COVID-19 pandemic and economic growth," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 221-256.
• Lang, Corey & Pearson-Merkowitz, Shanna, 2022. "Aggregate data yield biased estimates of voter preferences," Journal of Environmental Economics and Management, Elsevier, vol. 111(C).
• António Portugal Duarte & Fátima Sol Murta, 2022. "Macroeconomic Impacts of the Covid-19 Pandemic in Some European Union Countries: A Counterfactual Analysis," GEE Papers 0161, Gabinete de Estratégia e Estudos, Ministério da Economia, revised May 2022.
• Istvan Fekete, 2022. "Supporting decision-making with the tools of risk management," Public Finance Quarterly, State Audit Office of Hungary, vol. 67(5), pages 28-47.
• Haggi, Hamed & M. Fenton, James & Brooker, Paul & Sun, Wei, 2022. "Optimal H2 Production and Consumption for Improved Utility Operations: Path to Net-Zero Emission Energy Production," MPRA Paper 111390, University Library of Munich, Germany.
• Pihnastyi, Oleh & Kozhevnikov, Georgii & Ivanovska, Olha, 2022. "Maxwell-Element Model for Describing Conveyor Belt Stresses," MPRA Paper 112560, University Library of Munich, Germany, revised 01 Jan 2022.
• Ben Salem, Ameni & Safer, Imene & Khefacha, Islem, 2022. "Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets," MPRA Paper 113350, University Library of Munich, Germany, revised May 2022.
• Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022. "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers 202215, University of Pretoria, Department of Economics.
• Goodness C. Aye & Riza Demirer & Rangan Gupta & Jacobus Nel, 2022. "The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests," Working Papers 202220, University of Pretoria, Department of Economics.
• Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
• Echevarría, Cruz A. & Hasancebi, Serhat & García-Enríquez, Javier, 2022. "Economic Effects of Macao’s Integration with Mainland China: A Causal Inference Study," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 37(2), pages 179-215.
• Mojtaba Hajian Heidary, 2022. "The Effect of COVID-19 Pandemic on the Global Supply Chain Operations: A System Dynamics Approach," Foreign Trade Review, , vol. 57(2), pages 198-220, May.

2021

• Abdeljalil Settar & Nadia Idrissi Fatmi & Mohammed Badaoui, 2021. "New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(1), pages 55-74, March.
• Janusz Jabłonowski, 2021. "MPC out of Augmented Wealth in Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(3), pages 253-286, September.
• Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
  • James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper 1456, Economics Department, Queen's University.
  • James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
  • James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
• James G. MacKinnon, 2021. "Fast cluster bootstrap methods for linear regression models," Working Paper 1465, Economics Department, Queen's University.
• Jesús Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2021. "Testing for exuberance in house prices using data sampled at different frequencies," Working Paper series 21-13, Rimini Centre for Economic Analysis.
• Karen Poghosyan & Ruben Poghosyan, 2021. "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(1), pages 52-79, June.
  • Poghosyan, Karen & Poghosyan, Ruben, 2021. "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 28-46.
• Dimitriadou, Athanasia & Agrapetidou, Anna & Gogas, Periklis & Papadimitriou, Theophilos, 2021. "Credit Rating Agencies: Evolution or Extinction?," DUTH Research Papers in Economics 9-2021, Democritus University of Thrace, Department of Economics.
• Lee, Hojin, 2021. "A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 25(3), pages 310-336, September.
• Anvari, Ebrahim & Farazmand, Hassan & Ahmadi, Atefe, 2021. "Application of Marshallian Cluster Model in Identifying and Creating Industrial Clusters in Bushehr Province," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 8(3), pages 55-84, December.
• Shi, Shuping & Yu, Jun, 2021. "Different Strokes for Different Folks: Long Memory and Roughness," Economics and Statistics Working Papers 7-2021, Singapore Management University, School of Economics.
• Fatemeh SALIMIANRAD & Vali BORIMNEJAD & Sahar DEHYUORI, 2021. "Investigating the Relationship between Natural Capital and Sustainable Economic Growth using the General Equilibrium Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 120-139, June.
• George Daniel Mateescu, 2021. "Simulation of the Covid-19 pandemic data series," Working Papers of Institute for Economic Forecasting 210925, Institute for Economic Forecasting.
• Canepa Alessandra, 2022. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.
  • Canepa, Alessandra, 2021. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202108, University of Turin.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
  • Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021. "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers 2021:03, Department of Economics, University of Venice "Ca' Foscari".
• Brilli, Ylenia, 2015. "Mother's Time Allocation, Child Care and Child Cognitive Development," Economics Working Papers MWP2015/03, European University Institute.
  • Ylenia Brilli, 2021. "Mother's time allocation, child care and child cognitive development," Working Papers 2021: 30, Department of Economics, University of Venice "Ca' Foscari".
  • Brilli, Ylenia, 2017. "Mother’s Time Allocation, Child Care and Child Cognitive Development," Working Papers in Economics 695, University of Gothenburg, Department of Economics.
  • Ylenia Brilli, 2017. "Mother's Time Allocation, Child Care and Child Cognitive Development," CHILD Working Papers Series 59 JEL Classification: D1, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
• Akkal Fatima & Kadiri Nadia & Rabhi Abbes, 2021. "Asymptotic Normality of Conditional Density and Conditional Mode in the Functional Single Index Model," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(1), pages 1-24, March.
• Stachurski Tomasz, 2021. "Small area quantile estimation based on distribution function using linear mixed models," Economics and Business Review, Sciendo, vol. 7(2), pages 97-114, June.
• Ghalehteimouri Kamran Jafarpour & Rahimzadeh Azad & Parizadi Taher & Sasanpour Farzaneh, 2021. "Qualitative and Quantitative Analysis of Housing Indices at the Neighborhood Level: Case Study of Region 6 of Tehran Municipality," Real Estate Management and Valuation, Sciendo, vol. 29(2), pages 1-15, June.
• Rodríguez-Castelán, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Granguillhome Ochoa, Rogelio, 2022. "Competition reform and household welfare: A microsimulation analysis of the telecommunication sector in Ethiopia," Telecommunications Policy, Elsevier, vol. 46(2).
  • Rodriguez Castelan, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Ochoa, Rogelio Granguillhome, 2021. "Competition Reform and Household Welfare: A Microsimulation Analysis of the Telecommunication Sector in Ethiopia," IZA Discussion Papers 14044, Institute of Labor Economics (IZA).
  • Rodriguez Castelan,Carlos & Malasquez Carbonel,Eduardo Alonso & Granguillhome Ochoa,Rogelio & Araar,Abdelkrim, 2021. "Competition Reform and Household Welfare : A Microsimulation Analysis of the Telecommunication Sector in Ethiopia," Policy Research Working Paper Series 9516, The World Bank.
• Thu Pham-Gia, 2021. "The Multivariate Normal Distribution:Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12237, March.
• Pham-Gia Thu, 2021. "Review," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "The Univariate Normal Distribution," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 2, pages 11-34, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Limit Theorems," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 3, pages 35-52, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Distributions Derived from the Normal," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 4, pages 53-79, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Applications of the Univariate Normal Distribution," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 5, pages 81-124, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Bayes Approach in Applied Probability," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 6, pages 125-154, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Bivariate and Trivariate Normal Distributions," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 7, pages 155-245, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Probability, Historical Survey, and Discussion," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 8, pages 247-272, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Normal Theory in Rp," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 9, pages 273-310, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Some Applications of the Multivariate Normal Distribution in Science and Engineering," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 10, pages 311-345, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Functions of Matrices and Jacobians of Transformations," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 11, pages 347-376, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Matrix Variate Distributions," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 12, pages 377-398, World Scientific Publishing Co. Pte. Ltd..
• Pham-Gia Thu, 2021. "Complements and Supplementary Information," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 13, pages 399-435, World Scientific Publishing Co. Pte. Ltd..
• Taining Wang & Feng Yao, 2021. "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers 21-01, Department of Economics, West Virginia University.
• Abanokova, Kseniya & Dang, Hai-Anh, 2021. "Poverty in Russia: A Bird's-Eye View of Trends and Dynamics in the past Quarter of Century," IZA Discussion Papers 14544, Institute of Labor Economics (IZA).
  • Abanokova, Kseniya & Dang, Hai-Anh H., 2021. "Poverty in Russia: A Bird's-Eye View of Trends and Dynamics in the Past Quarter of Century," GLO Discussion Paper Series 880, Global Labor Organization (GLO).
• Dang, Hai-Anh & Lanjouw, Peter F., 2021. "Data Scarcity and Poverty Measurement," IZA Discussion Papers 14631, Institute of Labor Economics (IZA).
  • Dang, Hai-Anh H. & Lanjouw, Peter F., 2021. "Data Scarcity and Poverty Measurement," GLO Discussion Paper Series 904, Global Labor Organization (GLO).
• Savin, Ivan & Ott, Ingrid & Konop, Chris, 2022. "Tracing the evolution of service robotics: Insights from a topic modeling approach," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
  • Ott, Ingrid & Savin, Ivan & Konop, Chris, 2021. "Tracing the evolution of service robotics: Insights from a topic modeling approach," Kiel Working Papers 2180, Kiel Institute for the World Economy (IfW Kiel).
• Rubio, Jeniffer & Pérez, Bryan & Arroyo, John, 2021. "Risk monitoring in Ecuador's payment system: Implementation of a network topology study," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
• Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2021. "Cojump risks and their impacts on option pricing," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 399-410.
• Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021. "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 272-286.
• Gerth, Florian & Temnov, Grigory, 2021. "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 217-236.
• Lian, Yu-Min & Chen, Jun-Home, 2021. "Pricing virtual currency-linked derivatives with time-inhomogeneity," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 424-439.
• Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
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• Zoumpoulidis Vassilios, 2021. "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 321-343.
• Christian Niemeier & Richard Pospisil, 2021. "The Effects of User Tracking and Behavioral Management on Online Prices: A Theoretical Approach," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 386-398.
• Malgorzata Michalcewicz-Kaniowska & Bartosz Mickiewicz & Anna Murawska & Monika Odlanicka-Poczobutt & Małgorzata Zajdel, 2021. "The Gender Polarization of Education and Employment in the European Union Countries (in 2005-2019): Practical Implications," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 787-809.
• Agnieszka Surowiec & Tomasz Warowny, 2021. "Covid-19 Death Risk Estimation Using VaR Method," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 368-379.
• Antonio López Velarde Loera & José Antonio Núñez Mora & M. Beatriz Mota Aragón, 2021. "Modelling Crude Oil and Refined Petroleum Product Spreads: An Alternative Tool for Risk Quantification," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 54(1), pages 109-136, Enero-Jun.
• Blazej Kochanski, 2021. "A Simulation Model for Risk and Pricing Competition in the Retail Lending Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(2), pages 96-118, October.
• Petr Jansky & Natalia Li, 2021. "Improving the Corruption Perceptions Index: Additional Data Sources and Their Effects," Working Papers IES 2021/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2021.
• Casoli, Chiara & Lucchetti, Riccardo (Jack), 2021. "Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices," FEEM Working Papers 312367, Fondazione Eni Enrico Mattei (FEEM).
  • Davide Bazzana & Francesco Menoncin & Sergio Vergalli, 2021. "The day after tomorrow: mitigation and adaptation policies to deal with uncertainty," Working Papers 2021.22, Fondazione Eni Enrico Mattei.
• Carlo Drago, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator," Working Papers 2021.21, Fondazione Eni Enrico Mattei.
• Marcin Hitczenko, 2021. "Improved Estimation of Poisson Rate Distributions through a Multi-Mode Survey Design," FRB Atlanta Working Paper 2021-10, Federal Reserve Bank of Atlanta.
• Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun, 2021. "Empirical Bayes Control of the False Discovery Exceedance," Working Papers 2115, Federal Reserve Bank of Dallas.
• Thomas R. Cook & Greg Gupton & Zach Modig & Nathan M. Palmer, 2021. "Explaining Machine Learning by Bootstrapping Partial Dependence Functions and Shapley Values," Research Working Paper RWP 21-12, Federal Reserve Bank of Kansas City.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2021. "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Working Papers 21-02, Federal Reserve Bank of Philadelphia.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021. "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 & Astafieva Ekaterina & Bozhechkova Alexandra & Baeva Marina & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021. "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, April.
• Carlo Drago, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach," Economies, MDPI, vol. 9(4), pages 1-17, October.
  • Drago, Carlo, 2020. "The Analysis and the Measurement of Poverty: An Interval Based Composite Indicator Approach," MPRA Paper 104462, University Library of Munich, Germany.
  • Drago, Carlo, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach," MPRA Paper 109307, University Library of Munich, Germany.
• Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," Working Papers hal-03370650, HAL.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International Trade And Technological Competition In Markets With Dynamic Increasing Returns," Working Papers halshs-03509092, HAL.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers 2021-33, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," LEM Papers Series 2021/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Khalaf, Lynda & Kichian, Maral & Saunders, Charles J. & Voia, Marcel, 2021. "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Journal of Econometrics, Elsevier, vol. 220(2), pages 589-605.
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• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," LEM Papers Series 2021/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International Trade And Technological Competition In Markets With Dynamic Increasing Returns," Working Papers halshs-03509092, HAL.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," Working Papers hal-03370650, HAL.
  • Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers 2021-33, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," "Marco Fanno" Working Papers 0275, Dipartimento di Scienze Economiche "Marco Fanno".
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  • Andreasen, Martin M. & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Research Discussion Papers 13/2021, Bank of Finland.
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  • Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
  • Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
• Jessie Li, 2021. "The Proximal Bootstrap for Finite-Dimensional Regularized Estimators," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 616-620, May.
• Jean-Jacques Forneron & Serena Ng, 2021. "Estimation and Inference by Stochastic Optimization: Three Examples," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 626-630, May.
  • Jean-Jacques Forneron & Serena Ng, 2021. "Estimation and Inference by Stochastic Optimization: Three Examples," Papers 2102.10443, arXiv.org.
• Drago, Carlo, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator," FEEM Working Papers 313282, Fondazione Eni Enrico Mattei (FEEM).
• Tomasz Antczak & Bartosz Skorupa & Mikolaj Szurlej & Rafal Weron & Jacek Zabawa, 2021. "Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design," WORking papers in Management Science (WORMS) WORMS/21/05, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021. "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers 448, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Touhami Abdelkhalek & Dorothee Boccanfuso, 2021. "Impact de programmes de protection sociale sur la pauvrete multidimensionnelle : Nouvelles approches et application au cas du Maroc," Working Papers 5, Africa Institute for Research in Economics and Social Sciences.
• Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
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• Jean-Jacques Forneron & Serena Ng, 2021. "Estimation and Inference by Stochastic Optimization: Three Examples," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 626-630, May.
  • Jean-Jacques Forneron & Serena Ng, 2021. "Estimation and Inference by Stochastic Optimization: Three Examples," Papers 2102.10443, arXiv.org.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021. "Vector autoregression models with skewness and heavy tails," Working Papers 2021:8, Örebro University, School of Business.
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• M. Hashem Pesaran & Cynthia Fan Yang, 2020. "Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model," CESifo Working Paper Series 8695, CESifo.
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• Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
• Igor Matyushenko & Serhii Hlibko & Mariana Petrova & Olena Khanova & Maryna Loktionova & Kamila Trofimchenko, 2021. "Assessment of Technological Competitiveness of Ukraine in Terms of Association with the EU," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 148-176.
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
  • Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
• Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021. "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 11, Bank of Italy, Directorate General for Markets and Payment System.
• Hernán Rincón-Castro & Pedro Rubiano-López & Lisseth Yaya-Garzón & Héctor M. Zárate-Solano, 2021. "Traspaso de la tasa de cambio a la inflación básica en Colombia: un análisis de parámetros cambiantes en el tiempo," Borradores de Economia 1177, Banco de la Republica de Colombia.
• Luis Armando Galvis-Aponte & Jaime Bonet-Morón & Leonardo Bonilla-Mejía & Andrea Otero-Cortés & Gerson Javier Pérez-Valbuena & Christian Posso & Diana Ricciulli-Marín, 2021. "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 101, pages 1-52, December.
• Luis Armando Galvis-Aponte & Jaime Bonet-Morón & Leonardo Bonilla-Mejía & Andrea Otero-Cortés & Gerson Javier Pérez-Valbuena & Christian Posso & Diana Ricciulli-Marín, 2021. "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, issue 101, pages 1-53, December.
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• Amandine Tran, 2021. "Statistical Modelization of Overindebtedness," Working papers 807, Banque de France.
• Jonathan Kearns & Mike Major & David Norman, 2021. "How Risky Is Australian Household Debt?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(3), pages 313-330, September.
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• Emanuel Kohlscheen & Jouchi Nakajima, 2021. "Steady‐state growth," International Finance, Wiley Blackwell, vol. 24(1), pages 40-52, April.
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• Paulo M. D. C. Parente & Richard J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
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• Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
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• Alexeev Vitali & Ignatieva Katja & Liyanage Thusitha, 2021. "Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
• Lahiri Kajal & Yang Liu, 2021. "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(4), pages 193-212, September.
• Donfack Morvan Nongni & Dufays Arnaud, 2021. "Modeling time-varying parameters using artificial neural networks: a GARCH illustration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(5), pages 311-343, December.
• Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021. "Markov Switching Panel with Endogenous Synchronization Effects," BEMPS - Bozen Economics & Management Paper Series BEMPS82, Faculty of Economics and Management at the Free University of Bozen.
• Jiarui Tian, 2021. "A Replication of “The effect of the conservation reserve program on rural economies: Deriving a statistical verdict from a null finding” (American Journal of Agricultural Economics, 2019)," Working Papers in Economics 21/12, University of Canterbury, Department of Economics and Finance.
• Yuechen Dai & Tonghui Xu, 2021. "A Lifecycle Approach to Insurance Solvency," Working Papers in Economics 21/13, University of Canterbury, Department of Economics and Finance.
• Luis Armando Galvis-Aponte & Jaime Bonet-Morón & Leonardo Bonilla-Mejía & Andrea Otero-Cortés & Gerson Javier Pérez-Valbuena & Christian Posso & Diana Ricciulli-Marín, 2021. "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 101, pages 1-53, December.
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• Daniel Jacob, 2021. "CATE meets ML," Digital Finance, Springer, vol. 3(2), pages 99-148, June.
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• Ngo Thai Hung, 2021. "Financial connectedness of GCC emerging stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(4), pages 753-773, December.
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  • Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
• Smith, Simon C., 2021. "International stock return predictability," International Review of Financial Analysis, Elsevier, vol. 78(C).
• Chen, Wen & Minney, Aaron & Toscas, Peter & Koo, Bonsoo & Zhu, Zili & Pantelous, Athanasios A., 2021. "Personalised drawdown strategies and partial annuitisation to mitigate longevity risk," Finance Research Letters, Elsevier, vol. 39(C).
• Song, Lingfeng & Zhang, Yinsainan, 2021. "Banking network structure and transnational systemic risk contagion—The case of the European Union," Finance Research Letters, Elsevier, vol. 39(C).
• Alfonsi, Aurélien & Cherchali, Adel & Infante Acevedo, Jose Arturo, 2021. "Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 234-260.
• Makam, Vaishno Devi & Millossovich, Pietro & Tsanakas, Andreas, 2021. "Sensitivity analysis with χ2-divergences," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 372-383.
• Kirkby, J. Lars & Nguyen, Duy, 2021. "Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 408-428.
• Brignone, Riccardo & Kyriakou, Ioannis & Fusai, Gianluca, 2021. "Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 232-247.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021. "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
• Mazza, Paolo & Wang, Shiyu, 2021. "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, vol. 68(C).
• Ohno, Taro & Sakamaki, Junpei & Kojima, Daizo & Imahori, Tomotsugu, 2021. "Effects of deductions on the tax burden reduction and the redistribution of the income and resident taxes," Japan and the World Economy, Elsevier, vol. 60(C).
• Hagströmer, Björn, 2021. "Bias in the effective bid-ask spread," Journal of Financial Economics, Elsevier, vol. 142(1), pages 314-337.
• Alperovych, Yan & Cumming, Douglas & Czellar, Veronika & Groh, Alexander, 2021. "M&A rumors about unlisted firms," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1324-1339.

2020

• 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.
• Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
  • Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
  • Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, Osaka University.
• 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).
  • 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.
• 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.
• Chen, Shou & Jiang, Xiangqian & He, Hongbo & Zhou, Xi, 2020. "A pricing model with dynamic repayment flows for guaranteed consumer loans," Economic Modelling, Elsevier, vol. 91(C), pages 1-11.
• 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).
• Hong, Hui & Bian, Zhicun & Chen, Naiwei, 2020. "Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
• Tang, Zhenpeng & Ran, Meng & Zhao, Yongxiang, 2020. "Stock trading dynamics and pedestrian counterflows: Analogies and differences," The North American Journal of Economics and Finance, Elsevier, vol. 54(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.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
  • 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.
• Khalaf, Lynda & Saunders, Charles J., 2020. "Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels," Journal of Econometrics, Elsevier, vol. 218(2), pages 419-434.
• Davidson, Russell & Trokić, Mirza, 2020. "The fast iterated bootstrap," Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
  • Russell Davidson & Mirza Trokić, 2020. "The fast iterated bootstrap," Post-Print hal-02965001, HAL.
• Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020. "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, vol. 44(2).
• 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).
• Lu, Quanying & Li, Yuze & Chai, Jian & Wang, Shouyang, 2020. "Crude oil price analysis and forecasting: A perspective of “new triangle”," Energy Economics, Elsevier, vol. 87(C).
• Baba, Amina & Creti, Anna & Massol, Olivier, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Energy Economics, Elsevier, vol. 89(C).
  • Amina-Feriel Baba & Anna Creti & O. Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Post-Print hal-03550802, HAL.
  • Amina Baba & Anna Creti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG Imbroglio ?," Working Papers hal-03192881, HAL.
  • Amina Baba & Anna Creti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio ?," Post-Print hal-02955119, HAL.
  • Amina Baba & Anna Cretti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Working Papers 2004, Chaire Economie du climat.
• Ahmad, Wasim & Prakash, Ravi & Uddin, Gazi Salah & Chahal, Rishman Jot Kaur & Rahman, Md. Lutfur & Dutta, Anupam, 2020. "On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?," Energy Economics, Elsevier, vol. 91(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).
• Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2020. "Affine multivariate GARCH models," Journal of Banking & Finance, Elsevier, vol. 118(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.
• 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.
• Sanghyun Hong & W. Robert Reed, 2020. "Using Monte Carlo Experiments to Select Meta-Analytic Estimators," Working Papers in Economics 20/10, 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.
• Amina Baba & Anna Cretti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Working Papers 2004, Chaire Economie du climat.
• Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
  • 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.
• Pesaran, M. H. & Yang, C. F., 2020. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics 20102, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Cynthia Fan Yang, 2020. "Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model," CESifo Working Paper Series 8695, CESifo.
  • M. Hashem Pesaran & Cynthia Fan Yang, 2021. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Papers 2109.00321, arXiv.org, revised Jan 2022.
• Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers 2001.04867, arXiv.org, revised Jan 2022.
  • 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.
  • La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020. "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers unige:129395, University of Geneva, Geneva School of Economics and Management.
• Giovanny Sandoval Paucar, 2020. "Efectos de propagación de los mercados financieros estadounidenses en los colombianos," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, vol. 39(81), pages 667-702, July.
• 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.
  • MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers CORE 2020003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers ISBA 2020021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• 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.
• Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2022. "Valuation risk revalued," Quantitative Economics, Econometric Society, vol. 13(2), pages 723-759, May.
  • Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "Valuation Risk Revalued," Working Papers 1808, Federal Reserve Bank of Dallas.
  • de Groot, Oliver & Richter, Alexander & Throckmorton, Nathaniel, 2020. "Valuation Risk Revalued," CEPR Discussion Papers 14588, C.E.P.R. Discussion Papers.
  • Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton, 2019. "Valuation Risk Revalued," Working Papers 201904, University of Liverpool, Department of Economics.
• De Giorgi, Giacomo & Pellizzari, Michele & Rodríguez Barraquer, Tomás, 2020. "An Estimable Model of Production Interactions in Endogenous Networks," CEPR Discussion Papers 15461, C.E.P.R. Discussion Papers.
• Lankester-Campos, Valerie & Loaiza-Marín, Kerry & Monge-Badilla, Carlos, 2020. "Assessing public debt sustainability for Costa Rica using the fiscal reaction function," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
• Agbeyegbe, Terence D., 2020. "Bayesian analysis of output gap in Barbados," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 262-282.
  • 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.
  • 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.
  • Konstantinos Theodoridis & Haroon Mumtaz, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 101219932, Lancaster University Management School, Economics Department.
• Huang, Jinbo & Ding, Ashley & Li, Yong & Lu, Dong, 2020. "Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
• 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.
• Luis M. Abadie & Marek Smid, 2020. "Climate change and heatwaves in the main coastal cities of the Basque Country," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 97(01), pages 165-189.
• Yu-Wei Hsieh & Matthew Shum, 2020. "Bayesian Estimation of Linear Sum Assignment Problems," Advances in Econometrics, in: Tong Li & M. Hashem Pesaran & Dek Terrell (ed.), Essays in Honor of Cheng Hsiao, volume 41, pages 323-339, Emerald Publishing Ltd.
• Bhushan Praveen Jangam & Badri Narayan Rath, 2020. "Does productivity drive the real exchange rate movements? A re-examination of the Balassa–Samuelson hypothesis," Journal of Economic Studies, Emerald Group Publishing, vol. 47(5), pages 1093-1118, May.
• Washington Martins Silva & Osvaldo Candido, 2020. "Assessing Brazilian electric power transmission auctions: A copula-based sample selection model," Journal of Economic Studies, Emerald Group Publishing, vol. 47(1), pages 182-199, February.
• 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.
  • Andy Wilson & William J Nuttall & Bartek A Glowacki, 2020. "Techno-economic study of output-flexible light water nuclear reactor systems with cryogenic energy storage," Working Papers EPRG2001, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Krzysztof Dmytrow, 2020. "Impact of the Method of Criteria Normalisation on the Order Picking Route and Time," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 834-851.
• Grzegorz Przekota, 2020. "Application of the Surface Division Method to Segregate Investments in Capital Markets for Shares‘ Portfolio," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 883-896.
• Alenka Guzmán & Marco Antonio Pérez, 2020. "Extensión de la pandemia Covid-19 frente al acceso a la vacuna y las capacidades tecnológicas y de innovación del sector biofarmacéutico de México," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 0(2), pages 69-98, Diciembre.
• Lubomira Gertler & Kristina Janovicova-Bognarova & Lukas Majer, 2020. "Explaining Corporate Credit Default Rates with Sector Level Detail," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(2), pages 96-120, August.
• Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.
  • Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
• Enrique Martinez-Garcia & Efthymios Pavlidis & Kostas Vasilopoulos, 2020. "exuber: Recursive Right-Tailed Unit Root Testing with R," Globalization Institute Working Papers 383, Federal Reserve Bank of Dallas, revised 19 Oct 2021.
• Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022. "Complementarity and Macroeconomic Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 225-243, April.
  • Tyler Atkinson & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2020. "Complementarity and Macroeconomic Uncertainty," Working Papers 2009, Federal Reserve Bank of Dallas.
• Tyler Atkinson & Jim Dolmas & Christoffer Koch & Evan F. Koenig & Karel Mertens & Anthony Murphy & Kei-Mu Yi, 2020. "Mobility and Engagement Following the SARS-Cov-2 Outbreak," Working Papers 2014, Federal Reserve Bank of Dallas.
• Christopher Otrok & B. Ravikumar, 2020. "Asset Pricing Through the Lens of the Hansen-Jagannathan Bound," Review, Federal Reserve Bank of St. Louis, vol. 102(3), pages 255-269, July.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2020. "High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗," Working Papers 20-35, Federal Reserve Bank of Philadelphia.
• Turuntseva Marina & Astafieva Ekaterina & Bozhechkova Alexandra & Baeva Marina & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020. "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 1-28, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020. "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 1-28, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020. "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 1-28, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020. "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 & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020. "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, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020. "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, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020. "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, 2020. "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 & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020. "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, August.
• Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020. "Maximum Likelihood Estimation for the Fractional Vasicek Model," Econometrics, MDPI, vol. 8(3), pages 1-28, August.
  • 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.
• 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.
  • Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 130, Brandeis University, Department of Economics and International Businesss School.
• Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Paper series 20-09, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Papers 2020_21, Business School - Economics, University of Glasgow.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020. "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers unige:129395, University of Geneva, Geneva School of Economics and Management.
• Baba, Amina & Creti, Anna & Massol, Olivier, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Energy Economics, Elsevier, vol. 89(C).
  • Amina-Feriel Baba & Anna Creti & O. Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Post-Print hal-03550802, HAL.
  • Amina Baba & Anna Creti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio ?," Post-Print hal-02955119, HAL.
  • Amina Baba & Anna Creti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG Imbroglio ?," Working Papers hal-03192881, HAL.
  • Amina Baba & Anna Cretti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Working Papers 2004, Chaire Economie du climat.
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• Obafèmi Philippe Koutchadé & Alain Carpentier & Fabienne Féménia, 2020. "Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps," Working Papers SMART 20-09, INRAE UMR SMART.
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• Michal Vyskoèil, 2020. "Scenario Analysis Approach for Operational Risk in Insurance Companies," ACTA VSFS, University of Finance and Administration, vol. 14(2), pages 153-165.
• Luís Martins, 2020. "Imputation of the Portuguese Household Finance and Consumption Survey," Working Papers o202002, Banco de Portugal, Economics and Research Department.
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• Firmiano, Marilia & Irffi, Guilherme, 2020. "O Desastre Ambiental na Barragem de Fundão em Mariana–MG e seus Efeitos Econômicos e Sociais em Minas Gerais e no Espírito Santo," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 14(3), pages 392-419.
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• Riccardo De Santis & Lucio Barabesi & Gianni Betti, 2020. "Variance estimation techniques for poverty and inequality measures from complex surveys: a simulation study," Department of Economics University of Siena 829, Department of Economics, University of Siena.
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• 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.
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• Theresa Beltramo & Hai-Anh H. Dang & Ibrahima Sarr & Paolo Verme, 2020. "Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad," Working Papers 536, ECINEQ, Society for the Study of Economic Inequality.
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• Sebastian Kripfganz & Daniel C. Schneider, 2020. "Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1456-1481, December.
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• ROY Subrata, 2020. "Gold & Stock Relation: Investors Reaction During Covid-19 Outbreak," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 103-126, November.
• MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers CORE 2020003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Graziano Moramarco, 2020. "Measuring Global Macroeconomic Uncertainty," Working Papers wp1148, Dipartimento Scienze Economiche, Universita' di Bologna.
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• 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.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," MPRA Paper 100165, University Library of Munich, Germany.
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• Demosthenes Tambakis, 2021. "A Markov chain measure of systemic banking crisis frequency," Applied Economics Letters, Taylor & Francis Journals, vol. 28(16), pages 1351-1356, September.
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• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020. "Empirical Monte Carlo evidence on estimation of Timing-of-Events models," Working Paper Series 2020:26, IFAU - Institute for Evaluation of Labour Market and Education Policy, revised 05 Jan 2021.
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• Karlsson, Sune & Mazur, Stepan, 2020. "Flexible Fat-tailed Vector Autoregression," Working Papers 2020:5, Örebro University, School of Business.
• Tsunetada HIROBE, 2020. "Is Stability For Regional Disparities Of Unemployment Rates Truly Mysterious? An Analysis From Statistical Approach," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 253-260, June.
• Zaafri Ananto Husodo & Sigit Sulistyo Wibowo & Muhammad Budi Prasetyo & Usman Arief & Maulana Harris Muhajir, 2020. "Estimating A Joint Probability Of Default Index For Indonesian Banks: A Copula Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(3), pages 387-410.
• 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.
• Carlos Guerrero de Lizardi, 2020. "Granger revisited: t values and the empirical OLS bias with stationary and non-stationary time series using Monte Carlo simulations," 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(SNEA), pages 577-588, Agosto 20.
• 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.
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• Hai-Anh H. Dang & Peter F. Lanjouw, 2020. "Welfare Dynamics in India over a Quarter Century: Poverty, Vulnerability, and Mobility during 1987-2012," Working Papers 540, ECINEQ, Society for the Study of Economic Inequality.
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• Janys, Lena, 2020. "Evidence for a Two-Women Quota in University Departments across Disciplines," IZA Discussion Papers 13372, Institute of Labor Economics (IZA).
• Hyeong-Ohk Bae & Seung-Yeal Ha & Yongsik Kim & Hyuncheul Lim & Jane Yoo, 2020. "Volatility Flocking by Cucker–Smale Mechanism in Financial Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(3), pages 387-414, September.
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• Boros, Péter, 2020. "A hitelminősítői bejelentések fertőző hatásai és a hitelértékelési kiigazítás [Rating migration, credit risk contagion and Credit Valuation Adjustment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 140-163.
• Losoncz, Miklós & Czelleng, Ádám, 2020. "A jövedelemegyenlőtlenség makrogazdasági hatásai szimulációs megközelítésben [Some macroeconomic effects of income inequalities in a simulation approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 495-511.
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• Martínez Vázquez, David Conaly & Bucio Pacheco, Christian & Olivares Aguayo, Héctor Alonso, 2020. "Dependencia en el modelo colectivo de riesgo de una compañía de seguros en México / Dependence in the Collective Risk Model of an Insurance Company in Mexico," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 10(1), pages 5-26, enero-jun.
• Martínez Vázquez, David Conaly & Pérez Avila, Héctor, 2020. "Proyección Markoviana de riesgos hidrometeorológicos para el cálculo actuarial en México al 2020 / Markovian projection of hydrometeorological risks for actuarial calculation in Mexico up to 2020," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 10(2), pages 163-194, julio-dic.
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• Tobias Schoch & André Müller, 2020. "Treatment of sample under-representation and skewed heavy-tailed distributions in survey-based microsimulation: An analysis of redistribution effects in compulsory health care insurance in Switzerland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(3), pages 267-304, December.
• Arianna Agosto & Paolo Giudici, 2020. "COVID-19 contagion and digital finance," Digital Finance, Springer, vol. 2(1), pages 159-167, September.
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• Vadim Kufenko, 2020. "Hide-and-Seek with time-series filters: a model-based Monte Carlo study," Empirical Economics, Springer, vol. 59(5), pages 2335-2361, November.
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• James R. Bland, 2020. "Heterogeneous trembles and model selection in the strategy frequency estimation method," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 6(2), pages 113-124, December.
• Ricardo Crespo & Ignacio Hernandez, 2020. "On the spatially explicit Gini coefficient: the case study of Chile—a high-income developing country," Letters in Spatial and Resource Sciences, Springer, vol. 13(1), pages 37-47, April.
• 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.
• Charle Augusto Londoño Henao, 2020. "Cost-Efficiency Index of the Development Plan of Medellín, 2015," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(1), pages 335-367, November.
• Orkideh Gharehgozli, 2020. "A Monte Carlo Analysis of Robustness of the Synthetic Control Method and Dynamic Panel Estimation: A Comparative Case Study of a Policy Intervention," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(1), pages 1-4.
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• Vahidin Jeleskovic & Mirko Meloni & Zahid Irshad Younas, 2020. "Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations," MAGKS Papers on Economics 202034, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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• Taro Ohno & Junpei Sakamaki & Daizo Kojima, 2020. "Factor decomposition of changes in the tax base for income tax," Discussion papers ron331, Policy Research Institute, Ministry of Finance Japan.
• Gael M. Martin & David T. Frazier & Christian P. Robert, 2020. "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers 14/20, Monash University, Department of Econometrics and Business Statistics.
• Svetlana Litvinova & Mervyn J. Silvapulle, 2020. "Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index," Monash Econometrics and Business Statistics Working Papers 15/20, Monash University, Department of Econometrics and Business Statistics.
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• Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
• Beth Ann Griffin & Megan S. Schuler & Elizabeth A. Stuart & Stephen Patrick & Elizabeth McNeer & Rosanna Smart & David Powell & Bradley Stein & Terry Schell & Rosalie Liccardo Pacula, 2020. "Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality," NBER Working Papers 27029, National Bureau of Economic Research, Inc.
• Donald A. Berry & Scott Berry & Peter Hale & Leah Isakov & Andrew W. Lo & Kien Wei Siah & Chi Heem Wong, 2020. "A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates," NBER Working Papers 27882, National Bureau of Economic Research, Inc.
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• Nico Keilman, 2020. "Evaluating Probabilistic Population Forecasts," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Études Économiques (INSEE), issue 520-521, pages 49-64.
• HARCSA Imre Milán & KOVÁCS Sándor & NÁBRÁDI András, 2020. "Economic Analysis Of Subcontract Distilleries By Simulation Modeling Method," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 50-63, July.
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• 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.
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• Daniel Felix Ahelegbey & Paolo Giudici, 2020. "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series 188, University of Pavia, Department of Economics and Management.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022. "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
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• Daniel Felix Ahelegbey, 2020. "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series 194, University of Pavia, Department of Economics and Management.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
• Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
• Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 2020_09, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris & Pettenuzzo, Davide, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," MPRA Paper 100165, University Library of Munich, Germany.
  • Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Papers 2004.11486, arXiv.org.
  • Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 130, Brandeis University, Department of Economics and International Businesss School.
• Pihnastyi, Oleh & Khodusov, Valery, 2020. "Neural model of conveyor type transport system," MPRA Paper 101527, University Library of Munich, Germany, revised 01 May 2020.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020. "Forecasting transaction counts with integer-valued GARCH models," MPRA Paper 101779, University Library of Munich, Germany, revised 11 Jul 2020.
• Maulana, Ardian & Situngkir, Hokky, 2020. "Divided Information Space: Media Polarization on Twitter during 2019 Indonesian Election," MPRA Paper 101957, University Library of Munich, Germany.
• Jemio Hurtado, Valeria, 2020. "Monetary rules in an open economy with distortionary subsidies and inefficient shocks: A DSGE approach for Bolivia," MPRA Paper 102374, University Library of Munich, Germany, revised 14 Jul 2020.
• Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2020. "Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas," MPRA Paper 102473, University Library of Munich, Germany.
• Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, Osaka University.
  • Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
  • Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
• Van, Germinal G., 2020. "Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era," MPRA Paper 103153, University Library of Munich, Germany.
• Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020. "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper 103250, University Library of Munich, Germany, revised 01 Oct 2020.
• Pihnastyi, Oleh & Khodusov, Valery & Subbotin, Sergey, 2020. "Linear Regression Model of the Conveyor Type Transport System," MPRA Paper 103881, University Library of Munich, Germany, revised 26 Sep 2020.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper 103889, University Library of Munich, Germany, revised 31 Oct 2020.
• Pihnastyi, Oleh & Yemelianova, Daria & Lysytsia, Dmytro, 2020. "Using PDE-model and system dynamics model for describing multi-operation production lines," MPRA Paper 103975, University Library of Munich, Germany, revised 31 Aug 2020.
• Nartikoev, Alan & Peresetsky, Anatoly, 2020. "Эндогенная Классификация Домохозяйств В Регионах России [Endogenous household classification: Russian regions]," MPRA Paper 104351, University Library of Munich, Germany.
• Pihnastyi, Oleh & Khodusov, Valery, 2020. "The stabilization problem the flow parameters of the production line," MPRA Paper 104528, University Library of Munich, Germany, revised 14 Sep 2020.
• Pihnastyi, Oleh & Khodusov, Valery, 2020. "Development of the controlling speed algorithm of the conveyor belt based on TOU-tariffs," MPRA Paper 104681, University Library of Munich, Germany, revised 12 Nov 2020.
• Wang, Wenjie, 2020. "On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity," MPRA Paper 104858, University Library of Munich, Germany.
• Juodis, Arturas & Sarafidis, Vasilis, 2020. "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104906, University Library of Munich, Germany.
• Juodis, Arturas & Sarafidis, Vasilis, 2020. "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104908, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020. "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper 105406, University Library of Munich, Germany.
• Pihnastyi, Oleh & Kozhevnikov, Georgii, 2020. "Control of a Conveyor Based on a Neural Network," MPRA Paper 111950, University Library of Munich, Germany, revised 09 Oct 2021.

2019

• 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, LAR Center Press, vol. 9(1), pages 08-21, January.
• 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.
• Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
  • 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.
  • Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2019. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," Monash Econometrics and Business Statistics Working Papers 32/19, Monash University, Department of Econometrics and Business Statistics.
• Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019. "Benchmarking Global Optimizers," NBER Working Papers 26340, National Bureau of Economic Research, Inc.
• Susan Athey & Guido Imbens & Jonas Metzger & Evan Munro, 2019. "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," Papers 1909.02210, arXiv.org, revised Jul 2020.
  • Susan Athey & Guido W. Imbens & Jonas Metzger & Evan M. Munro, 2019. "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," NBER Working Papers 26566, National Bureau of Economic Research, Inc.
• Kozyk Vasyl & Vorobets Stepan & Musiiovska Oksana, 2019. "Research of the place of Ukraine in implementation of the goals of the sustainable development model," Technology audit and production reserves, 3(47) 2019, Socionet;Technology audit and production reserves, vol. 3(4(47)), pages 19-27.
• Can Tongur, 2019. "Inflation Measurement with Scanner Data and an Ever-Changing Fixed Basket," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des 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.
• Zheng Fang & Andres Santos, 2019. "Inference on Directionally Differentiable Functions," Review of Economic Studies, Oxford University Press, vol. 86(1), pages 377-412.
• Dávila Aragón, Griselda & Ortiz Arango, Francisco, 2019. "Cálculo del Valor en Riesgo Operacional de una Empresa Aseguradora Mediante Redes Bayesianas || Calculation of Operational Value at Risk of an Insurance Company through Bayesian Networks," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 27(1), pages 30-54, June.
• Boada, Antonio José & Mayorca, Rómulo, 2019. "Valoración estadística - financiera para medio plazo del sector bancario en países con economías emergentes. El caso de Colombia || Statistical - financial value for the medium term of the banking sec," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 28(1), pages 95-112, December.
• Carlos A. Abanto-Valle & Hernán B. Garrafa-Aragón, 2019. "Umbral de modelos de volatilidad estocástica con colas pesadas: un enfoque bayesiano," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 42(83), pages 32-53.
• Micha³ Bernard Pietrzak, 2019. "Modifiable Areal Unit Problem: the issue of determining the relationship between microparameters and a macroparameter," Oeconomia Copernicana, Institute of Economic Research, vol. 10(3), pages 393-417, September.
• Pihnastyi, Oleh & Kozhevnikov, Georgii & Bondarenko, Tetiana, 2019. "The information controlling model transport system during transient conditions," MPRA Paper 101908, University Library of Munich, Germany, revised 11 Oct 2019.
• Asaduzzaman, Md, 2019. "FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis," MPRA Paper 110328, University Library of Munich, Germany, revised 05 Dec 2019.
• Eckhard Platen & Renata Rendek, 2019. "Dynamics of a Well-Diversified Equity Index," Research Paper Series 398, Quantitative Finance Research Centre, University of Technology, Sydney.
• Kylie-Anne Richards & William T. M. Dunsmuir & Gareth W. Peters, 2019. "Score Test for Marks in Hawkes Processes," Research Paper Series 405, 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.
  • Maryna Zenkova & Robert Ślepaczuk, 2019. "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Working Papers 2019-02, Faculty of Economic Sciences, University of Warsaw.
• Latoszek Michał & Ślepaczuk Robert, 2020. "Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor," Economics and Business Review, Sciendo, vol. 6(1), pages 46-81, March.
  • Michał Latoszek & Robert Ślepaczuk, 2019. "Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor," Working Papers 2019-14, Faculty of Economic Sciences, University of Warsaw.
• Kamil Korzeń & Robert Ślepaczuk, 2019. "Hybrid Investment Strategy Based on Momentum and Macroeconomic Approach," Working Papers 2019-17, Faculty of Economic Sciences, University of Warsaw.
• Rodriguez Castelan,Carlos & Araar,Abdelkrim & Malasquez Carbonel,Eduardo Alonso & Olivieri,Sergio Daniel & Vishwanath,Tara, 2019. "Distributional Effects of Competition : A Simulation Approach," Policy Research Working Paper Series 8838, The World Bank.
  • Rodriguez Castelan, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Olivieri, Sergio & Vishwanath, Tara, 2021. "Distributional Effects of Competition: A Simulation Approach," IZA Discussion Papers 14043, Institute of Labor Economics (IZA).
• Dang, Hai-Anh H. & Verme, Paolo, 2019. "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," GLO Discussion Paper Series 429, Global Labor Organization (GLO).
  • Dang,Hai-Anh H. & Verme,Paolo, 2019. "Estimating Poverty for Refugee Populations : Can Cross-Survey Imputation Methods Substitute for Data Scarcity ?," Policy Research Working Paper Series 9076, The World Bank.
  • Dang, Hai-Anh & Verme, Paolo, 2019. "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," IZA Discussion Papers 12822, Institute of Labor Economics (IZA).
• Elisabeth Christen & Michael Pfaffermayr & Yvonne Wolfmayr, 2019. "Trade Costs in Services: Firm Survival, Firm Growth and Implied Changes in Employment," CESifo Working Paper Series 8008, CESifo.
  • Elisabeth Christen & Michael Pfaffermayr & Yvonne Wolfmayr, 2019. "Trade Costs in Services. Firm Survival, Firm Growth and Implied Changes in Employment," WIFO Working Papers 593, WIFO.
• James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
  • James G. MacKinnon, 2019. "How cluster‐robust inference is changing applied econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(3), pages 851-881, August.
  • James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Working Paper 1413, Economics Department, Queen's University.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019. "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Sebastian Kripfganz & Claudia Schwarz, 2019. "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
  • Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79756, Verein für Socialpolitik / German Economic Association.
  • Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
  • Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers 25/2013, Deutsche Bundesbank.
• Alexander Konon & Alexander S. Kritikos, 2019. "Prediction based on entrepreneurship-prone personality profiles: sometimes worse than the toss of a coin," Small Business Economics, Springer, vol. 53(1), pages 1-20, June.
  • Konon, Alexander & Kritikos, Alexander S., 2019. "Prediction based on entrepreneurship-prone personality profiles: sometimes worse than the toss of a coin," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 1-20.
  • Alexander Konon & Alexander Kritikos, 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," Discussion Papers of DIW Berlin 1763, DIW Berlin, German Institute for Economic Research.
  • Konon, Alexander & Kritikos, Alexander S., 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," IZA Discussion Papers 11880, Institute of Labor Economics (IZA).
• Dang,Hai-Anh H. & Lokshin,Michael M. & Abanokova,Ksenia & Bussolo,Maurizio, 2018. "Inequality and Welfare Dynamics in the Russian Federation during 1994-2015," Policy Research Working Paper Series 8629, The World Bank.
  • Dang, Hai-Anh H. & Lokshin, Michael M. & Abanokova, Kseniya & Bussolo, Maurizio, 2019. "Inequality and Welfare Dynamics in the Russian Federation during 1994-2015," GLO Discussion Paper Series 297, Global Labor Organization (GLO).
  • Hai-Anh H. Dang & Michael M. Lokshin & Kseniya Abanokova & Maurizio Bussolo, 2019. "Inequality and welfare dynamics in the Russian Federation during 1994-2015," Working Papers 484, ECINEQ, Society for the Study of Economic Inequality.
• Dang,Hai-Anh H. & Verme,Paolo, 2019. "Estimating Poverty for Refugee Populations : Can Cross-Survey Imputation Methods Substitute for Data Scarcity ?," Policy Research Working Paper Series 9076, The World Bank.
  • Dang, Hai-Anh H. & Verme, Paolo, 2019. "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," GLO Discussion Paper Series 429, Global Labor Organization (GLO).
  • Dang, Hai-Anh & Verme, Paolo, 2019. "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," IZA Discussion Papers 12822, Institute of Labor Economics (IZA).
• Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020. "Bootstrap methods for inference in the Parks model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2016. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 16/22, University of Canterbury, Department of Economics and Finance.
  • Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019. "Bootstrap methods for inference in the Parks model," Economics Discussion Papers 2019-39, Kiel Institute for the World Economy (IfW Kiel).
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 17/09, 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.
• Chen, Siyan & Desiderio, Saul, 2020. "Job duration and inequality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-27.
  • Chen, Siyan & Desiderio, Saul, 2019. "Job duration and inequality," Economics Discussion Papers 2019-44, Kiel Institute for the World Economy (IfW Kiel).
• Hong, Sanghyun, 2019. "Meta-analysis and publication bias: How well does the FAT-PET-PEESE procedure work? A replication study of Alinaghi & Reed (Research Synthesis Methods, 2018)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, vol. 3(2019-4), pages 1-22.
• Reed, W. Robert, 2019. "Meta-analysis and publication bias: How well does the FAT-PET-PEESE procedure work? A reply to Hong (International Journal for Re-Views in Empirical Economics, 2019)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, vol. 3(2019-5), pages 1-4.
• Döhrn, Roland, 2019. "Comparing forecast accuracy in small samples," Ruhr Economic Papers 833, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Finkler, Sebastian, 2019. "Old-age poverty: The household perspective : a microsimulation approach of pension entitlements in Germany," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203518, Verein für Socialpolitik / German Economic Association.
• Verena Monschang & Bernd Wilfling, 2021. "Sup-ADF-style bubble-detection methods under test," Empirical Economics, Springer, vol. 61(1), pages 145-172, July.
  • Verena Monschang & Bernd Wilfling, 2019. "Sup-ADF-style bubble-detection methods under test," CQE Working Papers 7819, Center for Quantitative Economics (CQE), University of Muenster.
  • Monschang, Verena & Wilfling, Bernd, 2019. "Sup-ADF-style bubble detection methods under test," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203568, Verein für Socialpolitik / German Economic Association.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203609, Verein für Socialpolitik / German Economic Association.
  • Ettmeier, Stephanie & Kriwoluzky, Alexander, 2020. "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," Working Papers 17, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• 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, 2022. "A nonlinear dynamic factor model of health and medical treatment," Health Economics, John Wiley & Sons, Ltd., vol. 31(6), pages 1046-1066, June.
  • 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.
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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.
• Pihnastyi, Oleh, 2019. "Optimal Control of the Parameters of the Production Line," MPRA Paper 92495, University Library of Munich, Germany, revised 02 Feb 2019.
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• 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.
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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.
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• 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.
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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.
• Alejandro Mosino & Laura Andrea Salomon-Nunez & Alejandro Tatsuo Moreno-Okuno, 2019. "Estudio empirico sobre el tipo de cambio MXN/USD movimiento browniano geometrico versus proceso varianza-gamma," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 16(1), pages 33-56, Enero-Jun.
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• 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.
• Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020. "Maximum Likelihood Estimation for the Fractional Vasicek Model," Econometrics, MDPI, vol. 8(3), pages 1-28, August.
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• 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.
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• Arne Melchior, 2019. "Russia in world trade: Between globalism and regionalism," Russian Journal of Economics, ARPHA Platform, vol. 5(4), pages 354-384, December.
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• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2019. "Density Forecasting," BEMPS - Bozen Economics & Management Paper Series BEMPS59, Faculty of Economics and Management at the Free University of Bozen.
• Zuzana Mucka, 2019. "The mirror does not lie: Endogenous fiscal limits for Slovakia," Working Papers Working Paper No. 2/2019, Council for Budget Responsibility.
• Mazur, Stepan & Otryakhin, Dmitry, 2019. "Linear Fractional Stable Motion with the RLFSM R Package," Working Papers 2019:9, Örebro University, School of Business.
• Gunawan, David & Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc, 2019. "Subsampling Sequential Monte Carlo for Static Bayesian Models," Working Paper Series 371, Sveriges Riksbank (Central Bank of Sweden).
• Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc & Villani, Mattias, 2019. "Hamiltonian Monte Carlo with Energy Conserving Subsampling," Working Paper Series 372, Sveriges Riksbank (Central Bank of Sweden).
• Boris Sokolov, 2019. "Sensitivity Of Goodness Of Fit Indices To Lack Of Measurement Invariance With Categorical Indicators And Many Groups," HSE Working papers WP BRP 86/SOC/2019, National Research University Higher School of Economics.
• Mario Aceves Mejia & Rufina Georgina Hernandez Contreras & Luis Alejandro Louvier Hernandez & Jose Francisco Tenorio Martinez & Cesar Daniel Nolasco Perez, 2019. "Impulse-Response Relationship Between Economic Growth And Sectorial Stock Market Dynamic, Mexico 1998-2018 Relacion Impulso-Respuesta Entre Crecimiento Economico Y Dinamica Bursatil Sectorial, Mexico ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 12(1), pages 21-40.
• Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022. "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
  • 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 Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019. "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
• Paulo M. D. C. Parente & Richard J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
  • 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.
• Maria Jouste & Pia Rattenhuber, 2019. "A Role for Universal Pension? Simulating Universal Pensions in Ecuador, Ghana, Tanzania and South Africa," International Journal of Microsimulation, International Microsimulation Association, vol. 12(1), pages 13-51.
• Sven Schreiber, 2019. "On (bootstrapped) cointegration tests in partial systems," IMK Working Paper 199-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Araceli Matías González & María Teresa Verónica Martínez-Palacios & Ambrosio Ortiz-Ramírez, 2019. "Consumo e inversión óptimos y valuación de opciones asiáticas en un entorno estocástico con fundamentos microeconómicos y simulación Monte Carlo," 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. 14(3), pages 397-414, Julio - S.
• 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).
• 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).
  • Dang, Hai-Anh & Verme, Paolo, 2019. "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," IZA Discussion Papers 12822, Institute of Labor Economics (IZA).
  • Dang,Hai-Anh H. & Verme,Paolo, 2019. "Estimating Poverty for Refugee Populations : Can Cross-Survey Imputation Methods Substitute for Data Scarcity ?," Policy Research Working Paper Series 9076, The World Bank.
• Damian Clarke & Joseph P. Romano & Michael Wolf, 2020. "The Romano–Wolf multiple-hypothesis correction in Stata," Stata Journal, StataCorp LP, vol. 20(4), pages 812-843, December.
  • Clarke, Damian & Romano, Joseph P. & Wolf, Michael, 2019. "The Romano-Wolf Multiple Hypothesis Correction in Stata," IZA Discussion Papers 12845, Institute of Labor Economics (IZA).
• Christoph Strumann, 2019. "Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 141-168, January.
• Konon, Alexander & Kritikos, Alexander S., 2019. "Prediction based on entrepreneurship-prone personality profiles: sometimes worse than the toss of a coin," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 1-20.
  • 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).
• 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, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 65, pages 69-124, January-D.
  • Jessica Bracco, Leonardo Gasparini, Leopoldo Tornarolli, 2019. "Explorando los cambios de la pobreza en Argentina: 2003-2015," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 65, pages 69-124, January-D.
  • Jessica Bracco & Leonardo Gasparini & Leopoldo Tornarolli, 2019. "Explorando los cambios de la pobreza en Argentina: 2003-2015," CEDLAS, Working Papers 0245, CEDLAS, Universidad Nacional de La Plata.
• 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.

2018

• 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 Mourifié & Yuanyuan Wan, 2022. "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
  • 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.
  • Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP10/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 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, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, 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).
  • 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 & 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 & 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.
  • 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).
• 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.
• 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.
  • 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.
  • 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 Research Reports 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, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
  • 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.
  • Konon, Alexander & Kritikos, Alexander S., 2019. "Prediction based on entrepreneurship-prone personality profiles: sometimes worse than the toss of a coin," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 1-20.
  • Alexander Konon & Alexander Kritikos, 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," Discussion Papers of DIW Berlin 1763, DIW Berlin, German Institute for Economic Research.
  • Konon, Alexander & Kritikos, Alexander S., 2018. "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," IZA Discussion Papers 11880, Institute of Labor Economics (IZA).
• Planas, Christophe & Rossi, Alessandro, 2018. "The slice sampler and centrally symmetric distributions," Working Papers 2018-11, Joint Research Centre, European Commission.
• 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.
• Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020. "Bootstrap methods for inference in the Parks model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2016. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 16/22, University of Canterbury, Department of Economics and Finance.
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 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 Kiel).
  • Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 17/09, University of Canterbury, Department of Economics and Finance.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018. "Hedging Labor Income Risk over the Life-Cycle," Working papers 058, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
  • Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018. "Hedging Labor Income Risk over the Life-Cycle," Carlo Alberto Notebooks 576, Collegio Carlo Alberto.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 262-282.
  • 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.
• 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.
• 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.
  • 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.
  • 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.
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• Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018. "What Do Vars Tell Us About The Impact Of A Credit Supply Shock?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 625-646, May.
  • 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.
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• Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018. "The State‐Level Impact of Uncertainty Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December.
  • 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.
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• Opiła, Janusz, 2018. "Visualization in a Knowledge Transfer Process," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2018), Split, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Split, Croatia, 6-8 September 2018, pages 485-493, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Schreiber, Sven, 2018. "Are bootstrapped cointegration test findings unreliable?," Discussion Papers 2018/8, Free University Berlin, School of Business & Economics.
• Hai‐Anh Dang & Dean Jolliffe & Calogero Carletto, 2019. "Data Gaps, Data Incomparability, And Data Imputation: A Review Of Poverty Measurement Methods For Data‐Scarce Environments," Journal of Economic Surveys, Wiley Blackwell, vol. 33(3), pages 757-797, July.
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• Dang,Hai-Anh H., 2018. "To impute or not to impute ? a review of alternative poverty estimation methods in the context of unavailable consumption data," Policy Research Working Paper Series 8403, The World Bank.
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• Packham, Natalie & Papenbrock, Jochen & Schwendner, Peter & Woebbeking, Fabian, 2018. "Tail-Risk Protection Trading Strategies," IRTG 1792 Discussion Papers 2018-038, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Guo, Shaojun & Li, Dong & Li, Muyi, 2018. "Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models," IRTG 1792 Discussion Papers 2018-049, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Zbonakova, Lenka & Pio Monti, Ricardo & Härdle, Wolfgang Karl, 2018. "Towards the interpretation of time-varying regularization parameters in streaming penalized regression models," IRTG 1792 Discussion Papers 2018-059, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• 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," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181590, Verein für Socialpolitik / German Economic Association.
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• 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.
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• Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
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• Haroon Mumtaz & Alberto Musso, 2021. "The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 466-481, March.
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• 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.
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• 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.
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• 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.
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• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
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• 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.
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• 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.
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• 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.
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• 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.
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• Kwon, Tae Yeon & Lee, Yoonjung, 2018. "Industry specific defaults," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 45-58.
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• 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.
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• 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.
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• Börger, Matthias & Schupp, Johannes, 2018. "Modeling trend processes in parametric mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 369-380.
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• 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.
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• Chtcheva, Iuliia & Mahmudov, Telman & Podzorova, Marina, 2018. "Методика Классификационно-Регрессионного Анализа Районов По Показателям Сельского Хозяйства (На Примере Тульской Области) [Methods classification and regression analysis areas on indicators of agri," MPRA Paper 88657, University Library of Munich, Germany.
• Chan, Kemin & Hong, Yu, 2018. "Simulation of Spar Type Floating Offshore Wind Turbine Subjected to Misaligned Wind-Wave Loading Using Conservation of Momentum Method," MPRA Paper 88777, University Library of Munich, Germany.
• Legrand, Romain, 2018. "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper 88925, University Library of Munich, Germany.
• Kounetas, Kostas & Napolitano, Oreste & Stavropoulos, Spyridon & Burger, Martijn, 2018. "European Regional Productive Performance under a Metafrontier Framework. The role of patents and human capital on technology gap?," MPRA Paper 88957, University Library of Munich, Germany, revised 17 Jul 2018.
• Ghazouani, tarek, 2018. "Reexamining the Foreign direct investment, Renewable energy consumption and Economic growth nexus: Evidence from a new Bootstrap ARDL test for Cointegration," MPRA Paper 103348, University Library of Munich, Germany, revised 11 Sep 2020.
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• 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.
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• 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.
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• Milan Bašta, 2018. "Time series forecasting with a prior wavelet-based denoising step," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2018(1), pages 5-24.
• Milan Fičura & Jiří Witzany, 2018. "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(3), pages 5-20.
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• Simar, Leopold & Zelenyuk, Valentin, 2018. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Discussion Papers ISBA 2018020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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• 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.
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• 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.
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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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• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018. "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, vol. 55(4), pages 1717-1755, December.
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• 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.
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• 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," Other publications TiSEM b0504930-f518-44f7-908c-6, Tilburg University, School of Economics and Management.
  • 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, 2022. "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
  • 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 Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
• 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.

2017

• Gloria Gheno, 2017. "A new semiparametric approach for mediation analyses," Proceedings of International Academic Conferences 5007336, International Institute of Social and Economic Sciences.
• Li-Fei Huang, 2017. "Stata programming of confidence regions for the ratio of two percentiles," Proceedings of International Academic Conferences 5808079, International Institute of Social and Economic Sciences.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Venegas Martínez, Francisco, 2017. "Valuación de una nota estructurada que vincula el rendimiento de un bono cupón cero con una opción en un portafolio de inversión / Pricing a Structured Note that Links a Zero-Coupon Bond Return with a," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 7(2), pages 201-235, julio-dic.
• Thierno Thioune, 2017. "Financial Instability and Inequality Dynamics in the WAEMU," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 2(1), pages 43-62, June.
• Olgun Kitapci & Ömür Tosun & Murat Fatih Tuna & Tarik Turk, 2017. "The Use of Artificial Neural Networks (ANN) in Forecasting Housing Prices in Ankara, Turkey," Journal of Marketing and Consumer Behaviour in Emerging Markets, University of Warsaw, Faculty of Management, vol. 1(5), pages 4-14.
• Netsanet Haile & Jörn Altmann, 2017. "Evaluating Investments in Portability and Interoperability between Software Service Platforms," TEMEP Discussion Papers 2017136, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised May 2017.
• 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.
  • 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," 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," 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," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 281-324, August.
  • Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Post-Print hal-03471817, HAL.
  • Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Sciences Po publications info:hdl:2441/5fafm6me7k8, Sciences Po.
• Natalia A. Sadovnikova & Ekaterina S. Darda & Elena N. Klochkova, 2017. "Assistive Technologies Market: State and Perspectives," Contributions to Economics, in: Elena G. Popkova (ed.), Overcoming Uncertainty of Institutional Environment as a Tool of Global Crisis Management, pages 77-87, Springer.
• Margherita Giuzio, 2017. "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 243-256, November.
• Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
• Krzysztof Kluza, 2017. "Risk assessment of the local government sector based on the ratio analysis and the DEA method. Evidence from Poland," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(3), pages 329-351, December.
• Michael B. Giles & Yuan Xia, 2017. "Multilevel Monte Carlo for exponential Lévy models," Finance and Stochastics, Springer, vol. 21(4), pages 995-1026, October.
• Sebastian Voigt & Oliver Hinz, 2017. "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, vol. 87(4), pages 421-464, May.
  • Voigt, Sebastian & Hinz, Oliver, 2016. "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 84846, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• 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.
• 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.
• Claudio Pinto, 2017. "Perceived quality and formation of inter-regional networks of health care migration," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 7(3), pages 1-5.
• Pietrunti, Mario, 2017. "Financial frictions and the real economy," ESRB Working Paper Series 41, European Systemic Risk Board.
• 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," 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," 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," 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," Working Papers hal-01499344, HAL.
• Zacharias Psaradakis & Marián Vávra, 2017. "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance 1706, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Zacharias Psaradakis & Marian Vavra, 2017. "Normality Tests for Dependent Data," Working and Discussion Papers WP 12/2017, Research Department, National Bank of Slovakia.
• Yoosoon Chang & Robin C. Sickles & Wonho Song, 2017. "Bootstrapping unit root tests with covariates," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 136-155, March.
  • Chang, Yoosoon & Sickles, Robin & Song, Wonho, 2001. "Bootstrapping Unit Root Tests with Covariates," Working Papers 2001-07, Rice University, Department of Economics.
  • Chang, Yoosoon & Sickles, Robin C. & Song, Wonho, 2014. "Bootstrapping Unit Root Tests with Covariates," Working Papers 15-009, Rice University, Department of Economics.
• 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.
• 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.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
  • Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017. "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE 2836, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.
• Panagiotis Mantalos, 2017. "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1274282-127, January.
  • Mantalos, Panagiotis, 2012. "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Working Papers 2012:2, Örebro University, School of Business.
• Alexis Habiyaremye, 2017. "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Taylor & Francis Journals, vol. 56(3), pages 296-311, July.
  • Habiyaremye, Alexis, 2017. "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," MERIT Working Papers 2017-024, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
  • Brantly Callaway & Tong Li, 2017. "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers 1701, Department of Economics, Temple University.
• 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.
  • 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.
  • 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.
• Kleijnen, J.P.C., 2017. "Kriging : Methods and Applications," Other publications TiSEM 0e31d8b9-596f-4bbc-a248-0, Tilburg University, School of Economics and Management.
  • Kleijnen, J.P.C., 2017. "Kriging : Methods and Applications," Discussion Paper 2017-047, Tilburg University, Center for Economic Research.
• Kleijnen, J.P.C. & Shi, Wen, 2017. "Sequential Probability Ration Tests : Conservative and Robust," Other publications TiSEM 5f24e30d-7931-4be4-96f0-6, Tilburg University, School of Economics and Management.
  • Kleijnen, J.P.C. & Shi, Wen, 2017. "Sequential Probability Ration Tests : Conservative and Robust," Discussion Paper 2017-001, Tilburg University, Center for Economic Research.
• Shi, Wen & Kleijnen, J.P.C., 2017. "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Other publications TiSEM 763fd6f8-b618-4b06-a284-5, Tilburg University, School of Economics and Management.
  • Shi, Wen & Kleijnen, J.P.C., 2017. "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Discussion Paper 2017-006, Tilburg University, Center for Economic Research.
• Kleijnen, J.P.C., 2017. "Design and Analysis of simulation experiments : Tutorial," Other publications TiSEM c7ad6b68-dcd6-4485-9ee2-0, Tilburg University, School of Economics and Management.
  • Kleijnen, J.P.C., 2017. "Design and Analysis of simulation experiments : Tutorial," Discussion Paper 2017-018, Tilburg University, Center for Economic Research.
• Kleijnen, J.P.C., 2017. "Simulation Optimization through Regression or Kriging Metamodels," Other publications TiSEM c7f60f02-9dc5-41fc-897f-2, Tilburg University, School of Economics and Management.
  • Kleijnen, J.P.C., 2017. "Simulation Optimization through Regression or Kriging Metamodels," Discussion Paper 2017-026, Tilburg University, Center for Economic Research.
• Ismael Mourifié & Yuanyuan Wan, 2017. "Testing Local Average Treatment Effect Assumptions," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 305-313, May.
  • Ismael Mourifie & Yuanyuan Wan, 2014. "Testing Local Average Treatment Effect Assumptions," Working Papers tecipa-514, University of Toronto, Department of Economics.
• 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," TSE Working Papers 17-809, Toulouse School of Economics (TSE).
  • 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.
  • Ulrich Hounyo & Silvia Gonçalves & Nour Meddahi, 2016. "Bootstrapping pre-averaged realized volatility under market microstructure noise," CIRANO Working Papers 2016s-25, CIRANO.
• 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 & 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.
  • 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.
• 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," Working Papers 2011-13, University of Sydney, School of Economics.
  • Jerome Adda & Christian Dustmann & Katrien Stevens, 2012. "The Career Costs of Children," Economics Working Papers ECO2012/, European University Institute.
  • Adda, Jérôme & Dustmann, Christian & Stevens, Katrien, 2011. "The Career Costs of Children," CEPR Discussion Papers 8697, C.E.P.R. Discussion Papers.
  • 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.
  • Jérôme Adda & Christian Dustmann & Katrien Stevens, 2016. "The Career Costs of Children," CESifo Working Paper Series 6158, CESifo.
• Lenard Lieb & Stephan Smeekes, 2017. "Inference for Impulse Responses under Model Uncertainty," Papers 1709.09583, arXiv.org, revised Oct 2019.
  • Lieb, Lenard & Smeekes, Stephan, 2017. "Inference for Impulse Responses under Model Uncertainty," Research Memorandum 022, Maastricht University, Graduate School of Business and Economics (GSBE).
• Alexis Habiyaremye, 2017. "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Taylor & Francis Journals, vol. 56(3), pages 296-311, July.
  • Habiyaremye, Alexis, 2017. "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," MERIT Working Papers 2017-024, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Gan-Ochir Doojav & Ariun-Erdene Bayarjargal, 2017. "Stress testing the household sector in Mongolia," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 24(2), pages 23-52, December.
  • Doojav, Gan-Ochir & Bayarjargal, Ariun-Erdene, 2017. "Stress testing the household sector in Mongolia," MPRA Paper 111310, University Library of Munich, Germany.
• Alessandro Chiarucci & Rosa Maria Di Biase & Lorenzo Fattorini & Marzia Marcheselli & Caterina Pisani, 2017. "Joining the Incompatible: Exploiting Floristic Lists for the Sample-based Estimation of Species Richness," Department of Economics University of Siena 753, Department of Economics, University of Siena.
• Ryan T. Godwin & David E. Giles, 2017. "Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant," Econometrics Working Papers 1702, Department of Economics, University of Victoria.
• Tong Mu & He Yi, 2017. "Topology of Complex Networks and Demand of Intraday Liquidity: Based on the Real-Time Gross Settlement System," Central European Economic Journal, Sciendo, vol. 2(49), pages 50-61, December.
• Nazila Alinaghi & W. Robert Reed, 2016. "Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?," Working Papers in Economics 16/26, University of Canterbury, Department of Economics and Finance.
  • Alinaghi, Nazila & Reed, W. Robert, 2017. "Meta-Analysis and Publication Bias: How Well Does the Fat-Pet-Peese Procedure Work?," Working Paper Series 6709, Victoria University of Wellington, Chair in Public Finance.
  • Nazila Alinaghi & W. Robert Reed, 2017. "Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?," Working Papers in Economics 17/04, University of Canterbury, Department of Economics and Finance.
• 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.
• M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017. "The Global Role of the U.S. Economy: Linkages, Policies and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 1706, Koc University-TUSIAD Economic Research Forum.
  • Kose,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 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.
• 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.
• Stefan Jestl & Roman Römisch, 2017. "Online Annex – Economic Challenges of Lagging Regions: Annex II – Econometric Analysis and Supplemental Tables," wiiw Research Reports 426, The Vienna Institute for International Economic Studies, wiiw.
• Rulof P. Burger & Zoë M. McLaren, 2017. "An econometric method for estimating population parameters from non‐random samples: An application to clinical case finding," Health Economics, John Wiley & Sons, Ltd., vol. 26(9), pages 1110-1122, September.
  • Rulof P. Burger & PhD & Zoë M. McLaren & PhD, 2017. "An Econometric Method for Estimating Population Parameters from Non-Random Samples: An Application to Clinical Case Finding," Working Papers 692, Economic Research Southern Africa.
• 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.
• 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.
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• 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.
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• Filip Zikes, 2017. "Measuring Transaction Costs in the Absence of Timestamps," Finance and Economics Discussion Series 2017-045, Board of Governors of the Federal Reserve System (U.S.).
• Debnath, Deepayan & Babu, Suresh Chandra & Ghosh, Parijat & Helmer, Michael, 2017. "Impact of India’s National Food Security Act on domestic and international rice markets," IFPRI discussion papers 1635, International Food Policy Research Institute (IFPRI).
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-30, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-30, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
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• 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.
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• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
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• Vanella, Patrizio & Deschermeier, Philipp, 2017. "Ein stochastisches Prognosemodell internationaler Migration in Deutschland," Hannover Economic Papers (HEP) dp-605, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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• Daniele Coin, 2017. "A goodness-of-fit test for Generalized Error Distribution," Temi di discussione (Economic working papers) 1096, Bank of Italy, Economic Research and International Relations Area.
• Stéphane Loisel, 2014. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013669, 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, 2018. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013437, HAL.
  • Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-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.
  • Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017. "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles 10, EIOPA, Risks and Financial Stability Department.
  • Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA 2017006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Legrand D. F. Saint-Cyr & Laurent Piet, 2017. "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(4), pages 777-795, August.
  • Saint-Cyr, Legrand D.F. & Piet, Laurent, 2015. "Movers and Stayers in the Farming Sector: Accounting for Unobserved Heterogeneity in Structural Change," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204234, Agricultural Economics Society.
  • Saint-Cyr, Legrand D.F. & Piet, Laurent, 2015. "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Working Papers 208912, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
  • Legrand D.F. Saint-Cyr & Laurent Piet, 2015. "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Working Papers SMART 15-06, INRAE UMR SMART.
• BRATIAN Vasile, 2017. "Options Evaluation Using Monte Carlo Simulation," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(4), pages 30-42, November.
• Jonnathan R. Cáceres Santos, 2017. "Riesgo de contagio en el sistema financiero boliviano – Análisis a través de redes de pagos interbancarios y del financiamiento de operaciones de crédito a empresas," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 27(2), pages 91-118, July - De.
• Chevallier Julien & Goutte Stéphane, 2017. "On the estimation of regime-switching Lévy models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 3-29, February.

2016

• 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.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics Working Papers 2016-01, University of Adelaide, School of Economics.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
  • Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
• Jérôme Lahaye, 2016. "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76.
• Raluca Necula & Mirela Stoian & Manea Draghici, 2016. "The Convergent Evolution of Romania’s Gross Domestic Product in Relation to the Average Macro-Economic Result of the European Union Countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(43), pages 575-575, August.
• Zhao, Xin & Guolin, Yao & Wallace, Tyner, 2016. "Quantifying Breakeven Price Distributions in Stochastic Techno-Economic Analysis — A Case of Cellulosic Biofuel Production from Fast Pyrolysis and Hydroprocessing Pathway," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235215, Agricultural and Applied Economics Association.
• Saint-Cyr, Legrand D. F., 2016. "Accounting for farm heterogeneity in the assessment of agricultural policy impacts on structural change," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235778, Agricultural and Applied Economics Association.
• Laurent, Piet & Legrand D.F. Saint-Cyr, 2016. "Projection de la population des exploitations agricoles françaises à l’horizon 2025," Working Papers SMART 16-11, INRAE UMR SMART.
  • 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).
• 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 Papers 1365, Queen's University, Department of Economics.
  • MacKinnon, James G., 2016. "Inference with Large Clustered Datasets," Queen's Economics Department Working Papers 274691, Queen's University - Department of Economics.
• 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.
• Zapata, Samuel D. & Ribera, Luis A. & Palma, Marco A., 2017. "Effect Of Production Parameters On The Economic Feasibility Of A Biofuel Enterprise," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 49(3), pages 347-362, August.
  • Zapata, Samuel D. & Ribera, Luis A. & Palma, Marco, 2016. "Effect of Production Parameters On the Economic Feasibility of a Biofuel Enterprise," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229804, Southern Agricultural Economics Association.
• 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.
• Mirela Cristea & Ionu? Dr?gulin, 2016. "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. 1(44), pages 310-321.
• Ilona Cserháti & Tibor Keresztély & Tibor Takács, 2016. "Examination of Inequalities in Hungary by Microsimulation in Consistency with Macro Data," Society and Economy, Akadémiai Kiadó, Hungary, vol. 38(4), pages 479-495, December.
• Esin Firuzan & Berhan Çoban, 2016. "Comparison of Cointegration Tests for Near Integrated Time Series Data with Structural Break," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 4(1), pages 35-44, June.
• Gamze Özel & Rıdvan Ceylan, 2016. "Investigating The Factors Which Are Effective On Ice Cream Consumption Of Consumers," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 4(2), pages 147-158, December.
• Özcan Mutlu & Muhammed Ordu & Olcay Polat, 2016. "Comparison of Individual Pension System and Bank's Deposit System for Low-Risk Investors," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 4(2), pages 95-114, September.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019. "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Papers 1612.04932, arXiv.org, revised Dec 2021.
  • Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2021. "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers 2021_07, Universidad Torcuato Di Tella.
• Srini Vasan & Adelamar Alcantara, 2016. "GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 1-13, August.
• Dimitris Hatzinikolaou, 2016. "A "litmus test" of Deficit Sustainability: The Case of the Greek Budget Deficit," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 65-73, August.
• Alfonso Cebreros, 2016. "The Rewards of Self-Discovery: Learning and Firm Exporter Dynamics," Working Papers 2016-08, Banco de México.
• 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.
• Jekaterina Navicke & Romas Lazutka, 2016. "Work incentives across the income distribution and for model families in Lithuania: 2005-2013," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 16(2), pages 175-191.
• Agić-Šabeta Elma, 2016. "Constant Proportion Portfolio Insurance Strategy in Southeast European Markets," Business Systems Research, Sciendo, vol. 7(1), pages 59-80, March.
• Zheng Fang & Chris Sakellariou, 2016. "Living Standards Inequality Between Migrants And Local Residents In Urban China—A Quantile Decomposition," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 369-386, April.
• Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016. "Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 907-924, April.
  • Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 74344, University Library of Munich, Germany.
  • Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 82888, University Library of Munich, Germany.
• 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.
• 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.
  • Itamar Caspi & Meital Graham, 2016. "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers 2016.06, Bank of Israel.
  • 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.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019. "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, vol. 87(4), pages 1397-1432, July.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP02/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017. "Confidence intervals for projections of partially identified parameters," CeMMAP working papers CWP49/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
  • Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016. "Nonparametric Instrumental Variable Estimation in Practice," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 153-177, January.
  • Cohen, Michael & Shaw, Philip & Chen, Tao, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Research Reports 149936, University of Connecticut, Food Marketing Policy Center.
  • Michael Cohen & Philip Shaw & Tao Chen, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Food Marketing Policy Center Research Reports 111, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
• 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.
• 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.
  • Rinke, Saskia & Sibbertsen, Philipp, 2015. "Information Criteria for Nonlinear Time Series Models," Hannover Economic Papers (HEP) dp-548, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Lahiri Kajal & Yang Liu, 2016. "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 421-440, September.
  • Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo.
• James G. MacKinnon & Matthew D. Webb, 2016. "The Subcluster Wild Bootstrap for Few (Treated) Clusters," Carleton Economic Papers 16-13, Carleton University, Department of Economics.
• Nazila Alinaghi & W. Robert Reed, 2016. "Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?," Working Papers in Economics 16/26, University of Canterbury, Department of Economics and Finance.
  • Alinaghi, Nazila & Reed, W. Robert, 2017. "Meta-Analysis and Publication Bias: How Well Does the Fat-Pet-Peese Procedure Work?," Working Paper Series 6709, Victoria University of Wellington, Chair in Public Finance.
  • Nazila Alinaghi & W. Robert Reed, 2017. "Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?," Working Papers in Economics 17/04, University of Canterbury, Department of Economics and Finance.
• Makram El-Shagi & Gregor Von Schweinitz, 2016. "Qual Var Revisited: Good Forecast, Bad Story," Journal of Applied Economics, Taylor & Francis Journals, vol. 19(2), pages 293-321, November.
  • Makram El-Shagi & Gregor von Schweinitz, 2016. "Qual VAR revisited: Good forecast, bad story," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 293-322, November.
  • El-Shagi, Makram & von Schweinitz, Gregor, 2012. "Qual VAR Revisited: Good Forecast, Bad Story," IWH Discussion Papers 12/2012, Halle Institute for Economic Research (IWH).
• 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," 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.
  • 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.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
  • 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 Ordonez-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 Politica Economica, 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.
  • Adda, Jérôme & Dustmann, Christian & Stevens, Katrien, 2011. "The Career Costs of Children," Working Papers 2011-13, University of Sydney, School of Economics.
  • Jérôme Adda & Christian Dustmann & Katrien Stevens, 2016. "The Career Costs of Children," CESifo Working Paper Series 6158, CESifo.
  • Adda, Jérôme & Dustmann, Christian & Stevens, Katrien, 2011. "The Career Costs of Children," CEPR Discussion Papers 8697, C.E.P.R. Discussion Papers.
• Jonathan Lain, 2016. "Job Flexibility and Occupational Selection: An Application of Maximum Simulated Likelihood Using Data from Ghana," CSAE Working Paper Series 2016-34, Centre for the Study of African Economies, University of Oxford.
• 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.
  • Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.
  • Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016. ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers 2058, 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.
  • 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.
• Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA, 2016. "Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 85-102.
• Sebastian Voigt & Oliver Hinz, 2017. "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, vol. 87(4), pages 421-464, May.
  • Voigt, Sebastian & Hinz, Oliver, 2016. "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 84846, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Никола Илиев, 2016. "Прецизиране На Регресионната Значимост Чрез Фиктивни Регресори, Продукт На Уинсоризация На Условни Променливи," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, vol. 12(12 Year 2), pages 3-27.
• Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
  • Marco Jacopo Lombardi, 2013. "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers 420, Bank for International Settlements.
• Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016. "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 61(C), pages 52-72.
• Dekker, Thijs & Hess, Stephane & Brouwer, Roy & Hofkes, Marjan, 2016. "Decision uncertainty in multi-attribute stated preference studies," Resource and Energy Economics, Elsevier, vol. 43(C), pages 57-73.
• Gunes Kamber & Ozer Karagedikli & Michael Ryan & Tugrul Vehbi, 2016. "International spill-overs of uncertainty shocks: Evidence from a FAVAR," CAMA Working Papers 2016-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Firat Bilgel & Burhan Can Karahasan, 2019. "Thirty Years of Conflict and Economic Growth in Turkey: A Synthetic Control Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 30(5), pages 609-631, July.
  • Fırat Bilgel & Burhan Can Karahasan, 2016. "Thirty Years of Conflict and Economic Growth in Turkey: A Synthetic Control Approach," LEQS – LSE 'Europe in Question' Discussion Paper Series 112, European Institute, LSE.
• 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.
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• Parada, Cecilia, 2016. "Empleo femenino, pobreza y desigualdad. Un análisis de microdescomposiciones. Uruguay (1991-2012)," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(330), pages .371-404, abril-jun.
• Rubi Tonantzin Gutiérrez Villanueva, 2016. "Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015," Graduate theses (Spanish) TESG 008, CIDE, División de Economía.
• Matthew Harding & Jerry Hausman & Christopher J. Palmer, 2016. "Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments," Advances in Econometrics, in: Gloria GonzÁlez-Rivera & R. Carter Hill & Tae-Hwy Lee (ed.), Essays in Honor of Aman Ullah, volume 36, pages 245-273, Emerald Publishing Ltd.
• Roman Liesenfeld & Jean-François Richard & Jan Vogler, 2016. "Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables," Advances in Econometrics, in: Badi H. Baltagi & James P. Lesage & R. Kelley Pace (ed.), Spatial Econometrics: Qualitative and Limited Dependent Variables, volume 37, pages 35-77, Emerald Publishing Ltd.
• Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016. "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing, vol. 43(4), pages 646-660, September.
• 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.
• Duclos, Jean-Yves & Araar, Abdelkrim & Giles, John, 2010. "Chronic and transient poverty: Measurement and estimation, with evidence from China," Journal of Development Economics, Elsevier, vol. 91(2), pages 266-277, March.
  • Jean-Yves Duclos & Abdelkrim Araar & John Giles, 2006. "Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China," Cahiers de recherche 0611, CIRPEE.
  • John Giles & Abdelkrim Araar & Jean-Yves Duclos, 2016. "Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China," Working Papers id:11242, eSocialSciences.
  • Duclos, Jean-Yves & Araar, Abdelkrim & Giles, John T., 2006. "Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China," IZA Discussion Papers 2078, Institute of Labor Economics (IZA).
  • Jean-Yves Duclos & Abdelkrim Araaryand & John Giles, 2006. "Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China," Working Papers 35, ECINEQ, Society for the Study of Economic Inequality.
• José Luis Manzanares Rivera., 2016. "Capacidad redistributiva de los gastos fiscales en el contexto de la polarización del ingreso en México, 2008-2012," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 45(2), pages 67-96, Julio-Dic.
• Victor Champonnois & Olivier Chanel, 2016. "How useful are (Censored) Quantile Regressions for Contingent Valuation?," Working Papers 2016.12, FAERE - French Association of Environmental and Resource Economists.
• Milan Ficura & Jiri Witzany, 2016. "Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 278-301, August.
• Tomas Konecny & Oxana Babecka-Kucharcukova, 2016. "Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 302-321, August.
  • Konečný, Tomáš & Babecká Kucharčuková, Oxana, 2014. "Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic," Working Paper Series 1730, European Central Bank.
• 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.
  • 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.
  • 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.
• fany88@uw.edu & Ruixuan Liu & Dongming Zhu, 2016. "Inference for Optimal Split Point in Conditional Quantiles," Frontiers of Economics in China, IAR, Shanghai University of Finance and Economics, vol. 11(1), pages 40-59, March.
• 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.
  • 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.
• 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," PIER Working Paper Archive 16-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Oct 2016.
  • Edward P. Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," Finance and Economics Discussion Series 2016-072, Board of Governors of the Federal Reserve System (U.S.).
  • Edward Herbst & Frank Schorfheide, 2017. "Tempered Particle Filtering," NBER Working Papers 23448, National Bureau of Economic Research, Inc.
• Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael, 2016. "A wild bootstrap algorithm for propensity score matching estimators," FSES Working Papers 470, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Simona-Mihaela Iftimie (Chiru), 2016. "Aproximarea probabilităţii de ruină atunci când distribuţia severităţii daunelor este lognormală," Journal of Financial Studies, Institute of Financial Studies, vol. 1(1), pages 15-30, June.
• M. Kozlova & M. Collan & P. Luukka, 2016. "Simulation Decomposition: New Approach For Better Simulation Analysis Of Multi-Variable Investment Projects," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(2), pages 3-18, November.
• M. Kozlova & M. Collan & P. Luukka, 2016. "Simulation Decomposition: New Approach For Better Simulation Analysis Of Multi-Variable Investment Projects," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(2), pages 3-18, November.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 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 1, pages 1-31, January.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 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 2, pages 1-31, February.
• 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, pages 1-30, April.
• 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 10, pages 1-31, October.
• 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 11, pages 1-30, November.
• 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.
• 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 3, pages 1-30, March.
• 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 4, pages 1-30, April.
• 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 5, pages 1-30, May.
• 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 6, pages 1-31, June.
• 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 7, pages 1-30, July.
• 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 8, pages 1-30, August.
• 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 9, pages 1-30, September.
• Arnaud Dufays, 2016. "Evolutionary Sequential Monte Carlo Samplers for Change-Point Models," Econometrics, MDPI, vol. 4(1), pages 1-33, March.
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• David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Econometrics, MDPI, vol. 4(1), pages 1-19, March.
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• Carrasco, Marine & Kotchoni, Rachidi, 2017. "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
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• Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil, 2016. "Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries," Post-Print hal-01701122, HAL.
• 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 & OFCE Observatoire français des conjonctures économiques, 2016. "Direct comparison of agent -based models of herding in financial markets," Sciences Po publications info:hdl:2441/7kr9gv74ut9, Sciences Po.
  • Sylvain Barde & Ofce Observatoire Français Des Conjonctures économiques, 2016. "Direct comparison of agent -based models of herding in financial markets," Post-Print hal-03604749, HAL.
• Rinke, Saskia, 2016. "The Influence of Additive Outliers on the Performance of Information Criteria to Detect Nonlinearity," Hannover Economic Papers (HEP) dp-575, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• 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 & Ofce Observatoire Français Des Conjonctures économiques, 2016. "Direct comparison of agent -based models of herding in financial markets," Post-Print hal-03604749, HAL.
  • Sylvain Barde & OFCE Observatoire français des conjonctures économiques, 2016. "Direct comparison of agent -based models of herding in financial markets," Sciences Po publications info:hdl:2441/7kr9gv74ut9, Sciences Po.
• François Bavaud, 2016. "Testing Spatial Autocorrelation in Weighted Networks: The Modes Permutation Test," Advances in Spatial Science, in: Roberto Patuelli & Giuseppe Arbia (ed.), Spatial Econometric Interaction Modelling, chapter 0, pages 67-83, Springer.
• 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.
• Santosh K. Sahu & Sukanya Das, 2016. "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," India Studies in Business and Economics, in: N.S. Siddharthan & K. Narayanan (ed.), Technology, pages 141-156, Springer.
  • 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.
• 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.
• Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019. "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 831-843, April.
  • 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.
• Makram El-Shagi & Gregor von Schweinitz, 2016. "Qual VAR revisited: Good forecast, bad story," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 293-322, November.
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• Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi‐Ming Wei, 2016. "An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(7), pages 633-651, November.
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• Inga CHISTRUGA-SINCHEVICI, 2016. "Achieving Rights Of Children With Divorced Parents To An Adequate Standard Of Living," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 76-81.
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• Pihnastyi, Oleh & Korsun, Roman, 2016. "The construction a kinetic equation of the production process," MPRA Paper 92073, University Library of Munich, Germany, revised 19 Mar 2016.
• Пигнастый, Олег, 2016. "Анализ Принципов И Методов Построения Систем Управления Производственным Процессом [Analysis Of The Principles And Methods Of Construction Control Systems Of Technological Process]," MPRA Paper 92908, University Library of Munich, Germany, revised 10 Jan 2016.
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• 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.

2015

• 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.
• Haruna, Issahaku & Abdulai, Hamdeeya & Kriesie, Maryiam & Harvey, Simon K., 2015. "Exchange rate forecasting in the West African Monetary Zone: a comparison of forecast performance of time series models," MPRA Paper 97009, University Library of Munich, Germany, revised 26 Jul 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 & Jooste Charl & Stephen M. Miller, 2020. "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , vol. 48(3), pages 303-339, May.
  • 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, Prague University of Economics and Business, 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, Prague University of Economics and Business, 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, Central European Journal of Economic Modelling and Econometrics, 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, Central European Journal of Economic Modelling and Econometrics, 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, Central European Journal of Economic Modelling and Econometrics, 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.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 262-282.
  • 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.
  • Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2014. "What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis," Working Papers 716, 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.
  • 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.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 262-282.
  • Konstantinos Theodoridis & Haroon Mumtaz, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 101219932, Lancaster University Management School, Economics Department.
  • 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.
  • 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.
• 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.
  • Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.
  • Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016. ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers 2058, Cowles Foundation for Research in Economics, Yale University.
• 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.
  • Legrand D.F. Saint-Cyr & Laurent Piet, 2015. "Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change," Working Papers SMART 15-06, INRAE UMR SMART.
  • 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).
• 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).
  • Philippe Koutchade & Alain Carpentier & Fabienne Féménia, 2015. "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers SMART 15-10, INRAE UMR SMART.
• Powell, David, 2015. "Inference with Correlated Clusters," Working Papers 1137, RAND Corporation.
• Tom Bilston & Robert Johnson & Matthew Read, 2015. "Stress Testing the Australian Household Sector Using the HILDA Survey," RBA Research Discussion Papers rdp2015-01, Reserve Bank of Australia.
• Jose Mustre-del-Rio, 2015. "Wealth and Labor Supply Heterogeneity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 619-634, July.
  • Jose Mustre-del-Rio, 2014. "Online Appendix to "Wealth and Labor Supply Heterogeneity"," Online Appendices 12-158, Review of Economic Dynamics.
  • Jose Mustre-del-Rio, 2014. "Code and data files for "Wealth and Labor Supply Heterogeneity"," Computer Codes 12-158, Review of Economic Dynamics.
• MacKinnon, James G., 2020. "Wild cluster bootstrap confidence intervals," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 721-743, Décembre.
  • 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.
  • James G. MacKinnon, 2014. "Wild Cluster Bootstrap Confidence Intervals," Working Paper 1329, Economics Department, Queen's University.
• 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.
  • Sermin Gungor & Richard Luger, 2014. "Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings," Staff Working Papers 14-51, Bank of Canada.
• 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.
• Rodionova, Lilia, 2015. "Age characteristics of the happy life in Russia and Europe: The econometric approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 40(4), pages 64-83.
• Atskanov, Isuf, 2015. "Dynamic optimization of an investment portfolio on European stock markets using pair copulas," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 40(4), pages 84-105.
• Mioara, POPESCU, 2015. "Construction Of Economic Indicators Using Internet Searches," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 6(1), pages 25-31.
• Mihaela Simionescu, 2015. "A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania," Working Papers of Institute for Economic Forecasting 150206, Institute for Economic Forecasting.
• Dana Sisea & Emilia Stoica & Sandra Teodorescu, 2015. "Evolution of the Main Banking Sector Risks in Romania in the Last Decade," Romanian Statistical Review, Romanian Statistical Review, vol. 63(1), pages 23-46, March.
• 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.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 176-196, August.
  • Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201224, University of Pretoria, Department of Economics.
• Valerio Scalone, 2015. "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working Papers 6/15, Sapienza University of Rome, DISS.
• 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 on Economics 15/2015, University of Southern Denmark, Department of 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.
• Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2015. "Novel panel cointegration tests emending for cross‐section dependence with N fixed," Econometrics Journal, Royal Economic Society, vol. 18(3), pages 363-411, October.
  • Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao, 2013. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Discussion Papers 2013-12, Graduate School of Economics, Hitotsubashi University.
  • Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers 14-02, Queen's Management School, Queen's University Belfast.
• 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(2), 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. & 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).
  • 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.
• 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(4), 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(4), pages 1079-1134, November.
  • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers CoFie-04-2013, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • 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.
  • 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.
• 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(4), 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.
• 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.
  • 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).
  • Valls Pereira, Pedro L. & Chicaroli, Rodrigo, 2009. "Predictability of Equity Models," MPRA Paper 10955, University Library of Munich, Germany.
• 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, March.
• 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