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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Econometric Theory > Bootstrap Methods

This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2015 A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias
    by Reed, W. Robert & Florax, Raymond J. G. M. & Poot, Jacques

  • 2015 Nanoeconomics: A statistical model of company profit influenced by individual interests of managers
    by Sokolov, Igor & Katyshev, Anatoly

  • 2015 Unternehmensbewertung mit Monte-Carlo-Simulationen
    by Schmallowsky, Katrin

  • 2015 Estimation of sentiment effects in financial markets: A simulated method of moments approach
    by Zhenxi, Chen & Lux, Thomas

  • 2015 Centrality-based capital allocations
    by Alter, Adrian & Craig, Ben & Raupach, Peter

  • 2015 Direct calibration and comparison of agent-based herding models of financial markets
    by Sylvain Barde

  • 2015 A Practical, Universal, Information Criterion over Nth Order Markov Processes
    by Sylvain Barde

  • 2015 Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
    by Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay

  • 2015 GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)
    by Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H.

  • 2015 In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
    by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & Andr� Lucas

  • 2015 Penalized Indirect Inference
    by Francisco Blasques & Artem Duplinskiy

  • 2015 Estimating a Falsified Model: Some Impossibility Theorems
    by Andrew J. Buck & George M. Lady

  • 2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Testing for normality with applications
    by Marian Vavra

  • 2015 A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania
    by Mihaela Simionescu

  • 2015 Stress Testing the Australian Household Sector Using the HILDA Survey
    by Tom Bilston & Robert Johnson & Matthew Read

  • 2015 What do VARs Tell Us about the Impact of a Credit Supply Shock?
    by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

  • 2015 Wild Bootstrap Inference for Wildly Different Cluster Sizes
    by James G. MacKinnon & Matthew D. Webb

  • 2015 The Time-Series Linkages between US Fiscal Policy and Asset Prices
    by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

  • 2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
    by Mehmet Balcilar & Nico Katzke & Rangan Gupta

  • 2015 Lagged Explanatory Variables and the Estimation of Causal Effects
    by Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B.

  • 2015 Unit Roots and Smooth Transitions: A Replication
    by Kulaksizoglu, Tamer

  • 2015 Application of ß – Convergence Approach in Visegrad Four Regions
    by Jan Nevima & Ingrid Majerová

  • 2015 A Quantal Response Model of Firm Competition
    by Ellis Scharfenaker

  • 2015 Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models
    by Tingting Cheng & Jiti Gao & Xibin Zhang

  • 2015 Comonotonic Monte Carlo and its applications in option pricing and quantification of risk
    by Alain Chateauneuf & Mina Mostoufi & David Vyncke

  • 2015 A Comprehensive Simulation Study on the Forward Imputation
    by Nadia SOLARO & Alessandro BARBIERO & Giancarlo MANZI & Pier Alda FERRARI

  • 2015 The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis
    by Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa

  • 2015 Information Criteria for Nonlinear Time Series Models
    by Rinke, Saskia & Sibbertsen, Philipp

  • 2015 Treatments of Non-metric Variables in Partial Least Squares and Principal Component Analysis
    by Jisu Yoon & Tatyana Krivobokova

  • 2015 Composite Indices Based on Partial Least Squares
    by Jisu Yoon & Stephan Klasen & Axel Dreher & Tatyana Krivobokova

  • 2015 The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures
    by António Alberto Santos

  • 2015 Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach
    by Pedro Godinho

  • 2015 Bayesian Estimation of Time-Changed Default Intensity Models
    by Gordy, Michael B. & Szerszen, Pawel J.

  • 2015 Centrality-based Capital Allocations
    by Alter, Adrian & Craig, Ben R. & Raupach, Peter

  • 2015 Banking Stress Scenarios for Public Debt Projections
    by Peter Benczur & Katia Berti & Jessica Cariboni & Francesca Erica Di Girolamo & Sven Langedijk & Andrea Pagano & Marco Petracco Giudici

  • 2015 Why risk is so hard to measure
    by Jon Danielsson & Chen Zhou

  • 2015 Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling
    by Joshua C.C. Chan

  • 2015 Estimating rational stock-market bubbles with sequential Monte Carlo methods
    by Benedikt Rotermann & Bernd Wilfling

  • 2015 Autoregressive moving average infinite hidden markov-switching models
    by Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

  • 2015 Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
    by Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

  • 2015 A Non-linear Forecast Combination Procedure for Binary Outcomes
    by Kajal Lahiri & Liu Yang

  • 2015 Is the Maastricht debt limit safe enough for Slovakia?
    by Zuzana Mucka

  • 2015 Log-Transform Kernel Density Estimation of Income Distribution
    by Arthur Charpentier & Emmanuel Flachaire

  • 2015 Validity of Edgeworth expansions for realized volatility estimators
    by Ulrich Hounyo & Bezirgen Veliyev

  • 2015 Evolution of the Main Banking Sector Risks in Romania in the Last Decade
    by Dana Sisea & Emilia Stoica & Sandra Teodorescu

  • 2015 Guyana: A Half a Century of Struggles with Planning, Growth, and Development
    by Lall B. RAMRATTAN

  • 2015 A nonparametric study of real exchange rate persistence over a century
    by Kim, Hyeongwoo & Ryu, Deockhyun

  • 2015 Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality
    by Liu, Shew Fan & Yang, Zhenlin

  • 2015 Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions
    by Assaf, Ata

  • 2015 Does the Greenspan era provide evidence on leadership in the FOMC?
    by El-Shagi, Makram & Jung, Alexander

  • 2015 Counterparty risk for CDS: Default clustering effects
    by Bo, Lijun & Capponi, Agostino

  • 2015 Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models
    by Targino, Rodrigo S. & Peters, Gareth W. & Shevchenko, Pavel V.

  • 2015 Calculating systemic risk capital: A factor model approach
    by Avramidis, Panagiotis & Pasiouras, Fotios

  • 2015 Testing equality of modified Sharpe ratios
    by Ardia, David & Boudt, Kris

  • 2015 Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
    by Neaime, Simon

  • 2015 Determining the economic value of ambiguous loan portfolios
    by Parnes, Dror

  • 2015 Stochastic volatility and leverage: Application to a panel of S&P500 stocks
    by Ozturk, Serda Selin & Richard, Jean-Francois

  • 2015 Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case
    by Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo

  • 2015 ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models
    by Creel, Michael & Kristensen, Dennis

  • 2015 Testing of a market fraction model and power-law behaviour in the DAX 30
    by He, Xue-Zhong & Li, Youwei

  • 2015 Bootstrap inference for linear dynamic panel data models with individual fixed effects
    by Gonçalves, Sílvia & Kaffo, Maximilien

  • 2015 A general method for third-order bias and variance corrections on a nonlinear estimator
    by Yang, Zhenlin

  • 2015 Through the looking glass: Indirect inference via simple equilibria
    by Calvet, Laurent E. & Czellar, Veronika

  • 2015 LM tests of spatial dependence based on bootstrap critical values
    by Yang, Zhenlin

  • 2015 Specification tests for partially identified models defined by moment inequalities
    by Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia

  • 2015 QML estimation of dynamic panel data models with spatial errors
    by Su, Liangjun & Yang, Zhenlin

  • 2015 Asymptotic theory for differentiated products demand models with many markets
    by Freyberger, Joachim

  • 2015 On the bootstrap for Moran’s I test for spatial dependence
    by Jin, Fei & Lee, Lung-fei

  • 2015 Pitfalls of estimating the marginal likelihood using the modified harmonic mean
    by Chan, Joshua C.C. & Grant, Angelia L.

  • 2015 Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models
    by Abay, Kibrom A.

  • 2015 Estimation of ergodic agent-based models by simulated minimum distance
    by Grazzini, Jakob & Richiardi, Matteo

  • 2015 Economic Valuation of Electrical Service Reliability for Households’ in Developing Country: A Censored Random Coefficient Model Approach
    by Alastaire Sèna ALINSATO

  • 2015 Valoración de derivados europeos con mixtura de distribuciones Weibull
    by Andrés Mauricio Molina & José Alfredo Jiménez

  • 2015 Simulation-Based E-Learning Framework for Entrepreneurship Education and Training
    by Constanta-Nicoleta Bodea & Radu Ioan Mogos & Maria-Iuliana Dascalu & Augustin Purnus

  • 2014 Date Stamping Historical Oil Price Bubbles: 1876-2014
    by Itamar Caspi & Nico Katzke & Rangan Gupta

  • 2014 Testing for Multiple Bubbles in the BRICS Stock Markets
    by Tsangyao Chang & Omid Ranjbar & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta

  • 2014 Relevant statistics for Bayesian model choice
    by Rousseau, Judith & Robert, Christian P. & Pillai, Natesh S. & Marin, Jean-Michel

  • 2014 The Wang-Landau algorithm reaches the Flat Histogram criterion in finite time
    by Jacob, Pierre E. & Ryder, Robin

  • 2014 Méthodes de simulation
    by Cartier, Manuel

  • 2014 Are property derivatives a leading indicator of the real estate market?
    by Drouhin, Pierre-Arnaud & Simon, Arnaud

  • 2014 Study of the relationship between innovation and export activity of Russian firms
    by Arkhipova, Marina & Aleksandrova, Elena

  • 2014 Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System
    by Kurmaş AKDOĞAN & Burcu Deniz YILDIRIM

  • 2014 Las transferencias públicas y su efecto distributivo. La experiencia de los países del Cono Sur en el decenio de los 2000
    by Alejo, Javier. & Bérgolo, Marcelo. & Carbajal, Fedora.

  • 2014 Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
    by Stefan Bruder

  • 2014 The identification of directed technical change revisited
    by Saam, Marianne

  • 2014 How do employment tax credits work? An analysis of the German inheritance tax
    by Franke, Benedikt & Simons, Dirk & Voeller, Dennis

  • 2014 The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
    by Schreiber, Sven

  • 2014 The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity
    by Becker, Gideon

  • 2014 Systemic risk in an interconnected banking system with endogenous asset markets
    by Bluhm, Marcel & Krahnen, Jan Pieter

  • 2014 Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID
    by Bush, C. Anthony

  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

  • 2014 How do employment tax credits work? An analysis of the German inheritance tax
    by Franke, Benedikt & Simons, Dirk & Voeller, Dennis

  • 2014 Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA
    by Daniele Bregantini

  • 2014 Unit Root Tests In The Presence Of Multiple Breaks In Variance
    by SOO-BIN JEONG & BONG-HWAN KIM & TAE-HWAN KIM & HYUNG-HO MOON

  • 2014 Sparse Graphical Vector Autoregression: A Bayesian Approach
    by Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio

  • 2014 A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities
    by Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst

  • 2014 Growth-cycle phases in China’s provinces: A panel Markov-switching approach
    by Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin

  • 2014 Why can sectoral shocks lead to sizable macroeconomic fluctuations? Assessing alternative theories by means of stochastic simulation with a general equilibrium model
    by Roberto Roson & Martina Sartori

  • 2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
    by Roberto Casarin & Monica Billio & Anthony Osuntuyi

  • 2014 Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?
    by Yamin Ahmad & Luiggi Donayre

  • 2014 Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
    by Yamin Ahmad & Ivan Paya

  • 2014 Ambiguity and Reality
    by Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan

  • 2014 Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts
    by Trojan, Sebastian

  • 2014 Multivariate Stochastic Volatility with Dynamic Cross Leverage
    by Trojan, Sebastian

  • 2014 Is regularization necessary? A Wald-type test under non-regular conditions
    by Duplinskiy A.

  • 2014 A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing
    by Smeekes S. & Urbain J.R.Y.J.

  • 2014 Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?
    by Catalina M. Torres & Sergio Colombo & Nick Hanley

  • 2014 Testing Local Average Treatment Effect Assumptions
    by Ismael Mourifie & Yuanyuan Wan

  • 2014 Stochastic Intrinsic Kriging for Simulation Metamodelling
    by Mehdad, E. & Kleijnen, Jack P.C.

  • 2014 Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data
    by de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D.

  • 2014 Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging
    by Mehdad, E. & Kleijnen, Jack P.C.

  • 2014 Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)
    by Kleijnen, Jack P.C. & Mehdad, E.

  • 2014 Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)
    by Mehdad, E. & Kleijnen, Jack P.C.

  • 2014 Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
    by Istv�n Barra & Lennart Hoogerheide & Siem Jan Koopman & Andr� Lucas

  • 2014 Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
    by Francine Gresnigt & Erik Kole & Philip Hans Franses

  • 2014 Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
    by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk

  • 2014 Fractional Cointegration Rank Estimation
    by Katarzyna Lasak & Carlos Velasco

  • 2014 On Distributions of Ratios
    by Simon A. Broda & Raymond Kan

  • 2014 The Responses of the Prime Rate to a Change in Policies of the Federal Reserve
    by Joseph Friedman & Yochanan Shachmurove

  • 2014 A New Approach to Model Verification, Falsification and Selection
    by Andrew J. Buck & George M. Lady

  • 2014 Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System
    by Kurmas Akdogan & Burcu Deniz Yildirim

  • 2014 Date stamping historical oil price bubbles: 1876 - 2014
    by Itamar Caspi & Nico Katzke & Rangan Gupta

  • 2014 Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
    by Seojeong Lee

  • 2014 Testing Stationarity for Unobserved Components Models
    by James Morley & Irina B. Panovska & Tara M. Sinclair

  • 2014 Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?
    by Cati Torres & Sergio Colombo & Nick Hanley

  • 2014 How Variability in Individual Patterns of Behavior Changes the Structural Properties of Networks
    by Somayeh Koohborfardhaghighi & Jorn Altmann

  • 2014 A Network Formation Model for Social Object Networks
    by Somayeh Koohborfardhaghighi & Jorn Altmann

  • 2014 How Structural Changes in Complex Networks Impact Organizational Learning Performance
    by Somayeh Koohborfardhaghighi & Jorn Altmann

  • 2014 How Placing Limitations on the Size of Personal Networks Changes the Structural Properties of Complex Networks
    by Somayeh Koohborfardhaghighi & Jorn Altmann

  • 2014 Carry Trade Activities: A Multivariate Threshold Model Analysis
    by Matthias Gubler

  • 2014 Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models
    by Zhenlin Yang

  • 2014 Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
    by Shew Fan Liu & Zhenlin Yang

  • 2014 Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality
    by Shew Fan Liu & Zhenlin Yang

  • 2014 Bootstrap tests in linear models with many regressors
    by Patrick Richard

  • 2014 Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
    by Francesco Giordano & Maria Lucia Parrella

  • 2014 GRID for model structure discovering in high dimensional regression
    by Francesco Giordano & Soumendra Nath Lahiri & Maria Lucia Parrella

  • 2014 Test of Log-Normal Process with Importance Sampling for Options Pricing
    by Semih Yon & Cafer Erhan Bozdag

  • 2014 Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach
    by Valeriu Nalban

  • 2014 Predicting a future observation: A reconciliation of the Bayesian and frequentist approaches
    by Rahul Mukherjee

  • 2014 Estimation of the Distribution of Remaning Life Time of the People in Turkey
    by Mehmet Fedai KAYA & Muslu Kaz KÖREZ & Süleyman DÜNDAR

  • 2014 Statistical matching of income and consumption expenditures
    by GABRIELLA DONATIELLO & MARCELLO D'ORAZIO & DORIANA FRATTAROLA & ANTONY RIZZI & MAURO SCANU & MATTIA SPAZIANI

  • 2014 Confidence Interval for Ratio of Percentiles of Two Independent and Small Samples
    by Li-Fei Huang

  • 2014 Methodology Of Application Of Statistical Modelling For Risk Assessment
    by Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors

  • 2014 Dealing with unobservable common trends in small samples: a panel cointegration approach
    by Francesca Di Iorio & Stefano Fachin

  • 2014 Evaluation of Credit Risk Under Correlated Defaults: The Cross-Entropy Simulation Approach
    by Loretta Mastroeni & Giuseppe D'Acquisto & Maurizio Naldi

  • 2014 Monte Carlo Approximate Tensor Moment Simulations
    by Juan C. Arismendi

  • 2014 The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis
    by Haroon Mumtaz & Konstantinos Theodoridis

  • 2014 What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis
    by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

  • 2014 Wild cluster bootstrap confidence intervals
    by James G. MacKinnon

  • 2014 Bootstrap tests for overidentification in linear regression models
    by Russell Davidson & James G. MacKinnon

  • 2014 Reworking Wild Bootstrap Based Inference for Clustered Errors
    by Matthew D. Webb

  • 2014 Modelling Firm and Market Dynamics - A Flexible Model Reproducing Existing Stylized Facts
    by Thomas Brenner & Matthias Duschl

  • 2014 Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?
    by Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke

  • 2014 Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
    by Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay

  • 2014 On the optimal use of put options under trade restrictions
    by Bell, Peter N

  • 2014 The small multiple in econometrics – a redesign
    by Klein, Torsten L.

  • 2014 Communicating quantitative information: tables vs graphs
    by Klein, Torsten L.

  • 2014 Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication
    by Kulaksizoglu, Tamer

  • 2014 Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures
    by Lee, Mei-Yu

  • 2014 Correlation Analysis of the quality of medical quality economic and financial management using correlation coefficients based on nonparametric data
    by Iacob, Constanta & Constantin, Camelia

  • 2014 Analysis of the links between statistical variables on financial performance and its level
    by Iacob, Constanta & Taus, Delia

  • 2014 The Modi ed R a Robust Measure of Association for Time Series
    by Rehman, Atiq-ur- & Malik, Muhammad Irfan

  • 2014 Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis
    by Malik, Muhammad Irfan & Rehman, Atiq-ur-

  • 2014 Input-output linkages and the propagation of domestic productivity shocks: Assessing alternative theories with stochastic simulation
    by Roson, Roberto & Sartori, Martina

  • 2014 Modeling and Forecasting Volatility – How Reliable are modern day approaches?
    by Mehta, Anirudh & Kanishka, Kunal

  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2014 A note on implementing the Durbin and Koopman simulation smoother
    by Jarocinski, Marek

  • 2014 Demand Model Simulation in R with Endogenous Prices and Unobservable Quality
    by Toro Gonzalez, Daniel

  • 2014 Least squares estimation for GARCH (1,1) model with heavy tailed errors
    by Preminger, Arie & Storti, Giuseppe

  • 2014 Macro Stress-Testing Credit Risk in Romanian Banking System
    by Ruja, Catalin

  • 2014 Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors
    by Juodis, Arturas & Sarafidis, Vasilis

  • 2014 A control chart using copula-based Markov chain models
    by Long, Ting-Hsuan & Emura, Takeshi

  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2014 Climate Impacts in Europe - The JRC PESETA II Project
    by Ciscar, Juan-Carlos & Feyen, Luc & Soria, Antonio & Lavalle, Carlo & Raes, Frank & Perry, Miles & Nemry, Françoise & Demirel, Hande & Rozsai, Máté & Dosio, Alessandro & Donatelli, Marcello & Srivastava, Amit Kumar & Fumagalli, Davide & Niemeyer, Stefan & Shrestha, Shailesh & Ciaian, Pavel & Himics, Mihaly & Van Doorslaer, Benjamin & Barrios, Salvador & Ibáñez, Nicolás & Forzieri, Giovanni & Rojas, Rodrigo & Bianchi, Alessandra & Dowling, Paul & Camia, Andrea & Libertà, Giorgio & San-Miguel-Ayanz, Jesús & de Rigo, Daniele & Caudullo, Giovanni & Barredo, Jose-I. & Paci, Daniele & Pycroft, Jonathan & Saveyn, Bert & Van Regemorter, Denise & Revesz, Tamas & Vandyck, Toon & Vrontisi, Zoi & Baranzelli, Claudia & Vandecasteele, Ine & Batista e Silva, Filipe & Ibarreta, Dolores

  • 2014 Stochastic conditonal range, a latent variable model for financial volatility
    by Galli, Fausto

  • 2014 Imputación de ingresos laborales: Una aplicación con encuestas de empleo en México
    by Rodriguez-Oreggia, Eduardo & Lopez-Videla, Bruno

  • 2014 Optimal Use of Put Options in a Stock Portfolio
    by Peter N, Bell

  • 2014 Stochastic conditonal range, a latent variable model for financial volatility
    by Galli, Fausto

  • 2014 Golden Rule of Forecasting: Be conservative
    by Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

  • 2014 A Method for Experimental Events that Break Cointegration: Counterfactual Simulation
    by Bell, Peter N

  • 2014 Analysis and Forecasting of Drought by Developing a Fuzzy-Based Hybrid Index in Iran
    by Moghaddasi, Reza & Eghbali, Alireza & Lakhaye Rizi, Parisa

  • 2014 The modifiable areal unit problem - analysis of correlation and regression
    by Michal Bernard Pietrzak

  • 2014 Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem
    by Michal Bernard Pietrzak

  • 2014 Uniform Inference in Nonlinear Models with Mixed Identification Strength
    by Xu Cheng

  • 2014 Structural Estimation of Sequential Games of Complete Information
    by Jason R. Blevins

  • 2014 Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance
    by Jakob Grazzini & Matteo Richiardi

  • 2014 Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
    by Phillipp Eisenhauer & James J. Heckman & Stefano Mosso

  • 2014 On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
    by Arnaud Dufays

  • 2014 Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
    by Jan F. Kiviet & Milan Pleus & Rutger Poldermans

  • 2014 Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
    by Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

  • 2014 A Computational Implementation of GMM
    by Jiti Gao & Han Hong

  • 2014 Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?
    by Costantini, Mauro & Lupi, Claudio

  • 2014 The impact of skill and management structure on Serie A Clubs’ performance
    by Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni

  • 2014 Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
    by Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N.

  • 2014 Bootstrapping Sample Quantiles of Discrete Data
    by Jentsch, Carsten & Leucht, Anne

  • 2014 Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis
    by Mohammad Reza Farzanegan & Mohammad Habibpour

  • 2014 An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes
    by Matthias Held & Marcel Omachel

  • 2014 Survey-Based Assessment of Household Borrowers' Financial Vulnerability
    by Mikus Arins & Nadezda Sinenko & Laura Laube

  • 2014 Estimating Stable Factor Models By Indirect Inference
    by Giorgio Calzolari & Roxana Halbleib

  • 2014 Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
    by Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano

  • 2014 Reweight: a stata module to reweight survey data to external totals
    by Daniele Pacifico

  • 2014 Block Bootstrap Consistency Under Weak Assumptions
    by Calhoun, Gray

  • 2014 Progressivity-Improving VAT Reforms in Italy
    by Francesca Gastaldi & Paolo Liberati & Elena Pisano & Simone Tedeschi

  • 2014 Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
    by Benoît Sévi

  • 2014 Forecasting the density of oil futures
    by Florian Ielpo & Benoît Sévi

  • 2014 Date stamping historical oil price bubbles: 1876 - 2014
    by Itamar Caspi & Nico Katzke & Rangan Gupta

  • 2014 Testing for Multiple Bubbles in the BRICS Stock Markets
    by Tsangyao Chang & Goodness C. Aye & Rangan Gupta

  • 2014 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
    by Stelios D. Bekiros & Alessia Paccagnini

  • 2014 Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence
    by Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon

  • 2014 The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process
    by Julien Chevallier & Stéphane Goutte

  • 2014 Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios Bekiros & Alessia Paccagnini

  • 2014 Bootstrap confidence sets under model misspecification
    by Vladimir Spokoiny & Mayya Zhilova & &

  • 2014 Stochastic Household Forecasts by Coherent Random Shares Predictions
    by Keilman, Nico & van Duin, Coen

  • 2014 Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
    by Andersson, Fredrik N. G. & Li, Yushu

  • 2014 A simple wavelet-based test for serial correlation in panel data models
    by Li, Yushu & Andersson, Fredrik N. G.

  • 2014 Policy Simulation of Firms Cooperation in Innovation
    by Heshmati, Almas & Lenz-Cesar, Flávio

  • 2014 Stochastic Volatility Estimation with GPU Computing
    by António Alberto Santos & João Andrade

  • 2014 Estimating capabilities with structural equation models: How well are we doing in a 'real' world?
    by Jaya Krishnakumar & Florian Wendelspiess Chavez Juarez

  • 2014 Self-employment and health care reform: evidence from Massachusetts
    by Tuzemen, Didem & Becker, Thealexa

  • 2014 Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
    by Bognanni, Mark & Herbst, Edward

  • 2014 Does Social Capital Matter for European Regional Growth
    by Peiró Palomino Jesús & Forte Deltell Anabel & Tortosa-Ausina Emili

  • 2014 Risk management of savings accounts
    by Hana Dzmuranova & Petr Teply

  • 2014 A Bayesian Latent Variable Mixture Model for Filtering Firm Profit Rate
    by Gregor Semieniuk & Ellis Scharfenaker

  • 2014 Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
    by Joshua C.C. Chan & Angelia L. Grant

  • 2014 Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
    by Varang Wiriyawit & Benjamin Wong

  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant

  • 2014 Empleo Femenino, Pobreza y Desigualdad: Un Análisis de Microdescomposiciones. Uruguay 1991- 2012
    by Cecilia Parada

  • 2014 Financial Bubble Implosion
    by Peter C.B. Phillips & Shu-Ping Shi

  • 2014 Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers
    by Szabolcs Blazsek & Álvaro Escribano

  • 2014 Skewness Term Structure Tests
    by Thorsten Lehnert & Yuehao Lin

  • 2014 Evaluating Option Pricing Model Performance Using Model Uncertainty
    by Thorsten Lehnert & Gildas Blanchard & Dennis Bams

  • 2014 Skewness Risk Premium: Theory and Empirical Evidence
    by Christian Wolff & Thorsten Lehnert & Yuehao Lin

  • 2014 A DSGE Model of China
    by Dai, Li & Minford, Patrick & Zhou, Peng

  • 2014 A DSGE Model of China
    by Dai, Li & Minford, Patrick & Zhou, Peng

  • 2014 Specific Markov-switching behaviour for ARMA parameters
    by CARPANTIER, Jean-François & DUFAYS, Arnaud

  • 2014 Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies
    by Andrés Ramírez Hassan & Johnatan Cardona Jiménez

  • 2014 Distribución Hiperbólica Generalizada: Una Aplicación en la Selección de Portafolios y Cuantificación de Medidas de Riesgo de Mercado
    by José Luis Alayón

  • 2014 Identification-robust inference for endogeneity parameters in linear structural models
    by Firmin Doko Tchatoka & Jean-Marie Dufour

  • 2014 Adaptive Markov chain Monte Carlo sampling and estimation in Mata
    by Matthew J. Baker

  • 2014 Optimal Bail-out and Bail-in policy mix: Lessons from the Banco Espírito Santo (BES) failure
    by Miguel Rocha de Sousa

  • 2014 Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis
    by Mohammad Reza Farzanegan & Mohammad Habibpour

  • 2014 Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes
    by Hynek Lavicka & Tomas Lichard & Jan Novotny

  • 2014 Robustness of bootstrap in instrumental variable regression
    by Lorenzo Camponovo & Taisuke Otsu

  • 2014 A DSGE Model of China
    by Dai, Li & Minford, Patrick & Zhou, Peng

  • 2014 A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias
    by W. Robert Reed & Raymond J.G.M. Florax & Jacques Poot

  • 2014 On the Practice of Lagging Variables To Avoid Simultaneity
    by W. Robert Reed

  • 2014 pca2: implementing a strategy to reduce the instrument count in panel GMM
    by M. E. Bontempi & I. Mammi

  • 2014 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2014 Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
    by Sermin Gungor & Richard Luger

  • 2014 Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment
    by Nicolas Labelle & Varya Taylor

  • 2014 A simple and effective misspecification test for the double-hurdle model
    by Riccardo LUCCHETTI & Claudia PIGINI

  • 2014 On Bootstrap Validity for Specification Tests with Weak Instruments
    by Firmin Doko Tchatoka

  • 2014 Specification Tests with Weak and Invalid Instruments
    by Firmin Doko Tchatoka

  • 2014 A Nonparametric Study of Real Exchange Rate Persistence over a Century
    by Hyeongwoo Kim & Deockhyun Ryu

  • 2014 Indirect inference with time series observed with error
    by Eduardo Rossi & Paolo Santucci de Magistris

  • 2014 Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
    by Ulrich Hounyo

  • 2014 The wild tapered block bootstrap
    by Ulrich Hounyo

  • 2014 ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models
    by Michael Creel & Dennis Kristensen

  • 2014 Bootstrapping Kernel-Based Semiparametric Estimators
    by Matias D. Cattaneo & Michael Jansson

  • 2014 Discretization of Lévy semistationary processes with application to estimation
    by Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen

  • 2014 Simulation of multivariate diffusion bridges
    by Mogens Bladt & Samuel Finch & Michael Sørensen

  • 2014 Mjerenje međuzavisnosti poslovnih ciklusa i ekonomskoga rasta u Hrvatskoj primjenom spektralne analize
    by Marinko Škare

  • 2014 Consistent estimation in pseudo panels in the presence of selection bias
    by Mora, Jhon James & Muro, Juan

  • 2014 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W. K. Andrews & Patrik Guggenberger

  • 2014 Business concentration through the eyes of the HHI
    by George Djolov

  • 2014 The Impact of customers' relation quality and sensing on the marketing performance for micro industries development in Banten Province, Indonesia
    by Suherna & Weksi Budiaji

  • 2014 Forecast of Romanian Industry Employment using Simulation and Panel Data Models
    by Andreica, Madalina Ecaterina & Andreica, Marin

  • 2014 Adequacy of Lagrange Multiplier Test
    by Lee , Mei-Yu

  • 2014 Tax Compliance and Public Goods Provision. An Agent-based Econophysics Approach
    by Sascha Hokamp & Götz Seibold

  • 2014 Where do Moderation Terms Come from in Binary Choice Models?
    by Alfredo A. Romero

  • 2014 Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
    by Małgorzata Doman & Ryszard Doman

  • 2014 Divergent Priors and Well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk

  • 2014 Statistical Matching of Income and Consumption Expenditures
    by Gabriella Donatiello & Marcello D’Orazio & Doriana Frattarola & Antony Rizzi & Mauro Scanu & Mattia Spaziani

  • 2014 Linkages between the Financial and Real Sectors across Interest Rate Regimes: The Case of the Czech Republic
    by Tomas Konecny

  • 2014 New Strategies to Improve the Accuracy of Predictions based on Monte Carlo and Bootstrap Simulations: An Application to Bulgarian and Romanian Inflation || Nuevas estrategias para mejorar la exactitud de las predicciones de inflación en Rumanía y Bulgaria usando simulaciones Monte Carlo y Bootstrap
    by Simionescu, Mihaela

  • 2014 The Impact of E.U. Founds between 2007-2013
    by Ciobanu Carmen Liliana

  • 2014 Econometric Model For Forecasting Traffic On Croatian Motorways
    by Drago Pupavac

  • 2014 Financial bubbles and recent behaviour of the Latin American stock markets
    by Jorge Uribe & Julián Fernández

  • 2014 Innovation and Market Structure in Pharmaceuticals: An Econometric Analysis on Simulated Data
    by Christian Garavaglia & Franco Malerba & Luigi Orsenigo & Michele Pezzoni

  • 2014 Improving quarterly index of turnover by means of a calibration estimator
    by Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone

  • 2014 Methods for variance estimation under random hot deck imputation in business surveys Abstract: When the imputed values are treated as if they were observed the precision of the estimates is generally overstated. In the paper three variance methods under imputatation are taken into account. Two of them are the well known bootstrap and Multiple Imputation. The third is a new method based on grouped jackknife easy to implement, not computer intensive and suitable when random hot deck imputation is performed. A simulative comparison on real business data has been carried out. The findings show that the proposed method has good performances with respect to the other ones
    by Paolo Righi & Stefano Falorsi & Andrea Fasulo

  • 2014 Comparing Two Methods of Reweighting a Survey File to Small Area Data
    by Robert Tanton & Paul Williamson & Ann Harding

  • 2014 A Review of Spatial Microsimulation Methods
    by Robert Tanton

  • 2014 Constructing an Urban Microsimulation Model to Assess the Influence of Demographics on Heat Consumption
    by M. Esteban Muñoz H. & Irene Peters

  • 2014 Modelling the impact of declining Australian terms of trade on the spatial distribution of income
    by Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton

  • 2014 The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
    by Mei-Yu LEE

  • 2014 Income tax evasion dynamics: Evidence from an agent-based econophysics model
    by Pickhardt, Michael & Seibold, Goetz

  • 2014 Non-linear adjustments to intranational PPP
    by Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan

  • 2014 The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
    by Feldkircher, Martin

  • 2014 Measuring the effects of reducing subsidies for private insurance on public expenditure for health care
    by Cheng, Terence Chai

  • 2014 Flexible dependence modeling of operational risk losses and its impact on total capital requirements
    by Brechmann, Eike & Czado, Claudia & Paterlini, Sandra

  • 2014 Systemic risk in an interconnected banking system with endogenous asset markets
    by Bluhm, Marcel & Krahnen, Jan Pieter

  • 2014 A sovereign risk index for the Eurozone based on stochastic dominance
    by Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis

  • 2014 Liquidity risk and the performance of UK mutual funds
    by Foran, Jason & O'Sullivan, Niall

  • 2014 Performance and performance persistence of UK closed-end equity funds
    by Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C.

  • 2014 On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility
    by Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric

  • 2014 Exploring the impacts of a carbon tax on the Chinese economy using a CGE model with a detailed disaggregation of energy sectors
    by Guo, Zhengquan & Zhang, Xingping & Zheng, Yuhua & Rao, Rao

  • 2014 Design of experiments applied to environmental variables analysis in electricity utilities efficiency: The Brazilian case
    by Leme, Rafael C. & Paiva, Anderson P. & Steele Santos, Paulo E. & Balestrassi, Pedro P. & Galvão, Leandro de Lima

  • 2014 Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
    by Vianello, Juliano Melquiades & Costa, Leticia & Teixeira, José Paulo

  • 2014 The incentive to invest in thermal plants in the presence of wind generation
    by Di Cosmo, Valeria & Malaguzzi Valeri, Laura

  • 2014 A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
    by Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud

  • 2014 Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange
    by Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha

  • 2014 Minimum distance estimation of the errors-in-variables model using linear cumulant equations
    by Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M.

  • 2014 Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
    by Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian

  • 2014 Consistent estimation with many moment inequalities
    by Menzel, Konrad

  • 2014 A predictability test for a small number of nested models
    by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

  • 2014 Nonparametric estimation and inference for conditional density based Granger causality measures
    by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar

  • 2014 Maximum likelihood estimation of partially observed diffusion models
    by Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.

  • 2014 A fast resample method for parametric and semiparametric models
    by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

  • 2014 Nonparametric inference based on conditional moment inequalities
    by Andrews, Donald W.K. & Shi, Xiaoxia

  • 2014 Marginal likelihood for Markov-switching and change-point GARCH models
    by Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.

  • 2014 Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
    by Lee, Seojeong

  • 2014 Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV
    by Fan, Yanqin & Park, Sang Soo

  • 2014 Time-varying sparsity in dynamic regression models
    by Kalli, Maria & Griffin, Jim E.

  • 2014 The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
    by Neto, David

  • 2014 On testing for nonlinearity in multivariate time series
    by Psaradakis, Zacharias & Vávra, Marián

  • 2014 Aggregation of the generalized fractional processes
    by Sun, Jingwei & Shi, Wendong

  • 2014 On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
    by Chau, Tak Wai

  • 2014 A simple and effective misspecification test for the double-hurdle model
    by Lucchetti, Riccardo & Pigini, Claudia

  • 2014 Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes
    by Iorio, Francesca Di & Fachin, Stefano

  • 2014 Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
    by Dong, Yinghui & Wang, Guojing

  • 2014 Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area
    by Bekiros, Stelios

  • 2014 A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
    by Kumar, Dilip & Maheswaran, S.

  • 2014 Analyses of retirement benefits with options
    by Lin, Chung-Gee & Yang, Wei-Ning & Chen, Shu-Chuan

  • 2014 Correlated income shocks and excess smoothness of consumption
    by Hryshko, Dmytro

  • 2014 Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
    by Lee, Yongwoong & Poon, Ser-Huang

  • 2014 Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence
    by Cozzi, Marco

  • 2014 Do firms share the same functional form of their growth rate distribution? A statistical test
    by Lunardi, José T. & Miccichè, Salvatore & Lillo, Fabrizio & Mantegna, Rosario N. & Gallegati, Mauro

  • 2014 Extracting market information from equity options with exponential Lévy processes
    by Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.

  • 2014 The Modifiable Areal Unit Problem – Analysis Of Correlation And Regression
    by Michal Bernard Pietrzak

  • 2014 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Aggregation Problem
    by Michal Bernard Pietrzak

  • 2014 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem
    by Michal Bernard Pietrzak

  • 2014 Evaluando las intervenciones cambiarias en Colombia: 2004-2012
    by Mauricio Lopera & Ramón Javier Mesa & Charle Londoño

  • 2014 Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries
    by Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh

  • 2014 Performance of mutual equity funds in Brazil – A bootstrap analysis
    by Marco Antonio Laes & Marcos Eugênio da Silva

  • 2014 Mathematics Understanding Of Economy By The General Public In The Economic Departments
    by Tomita Vasile & Cora Ionela Daniasa

  • 2014 REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)
    by Roxana-Otilia-Sonia HRITCU

  • 2013 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
    by Rangan Gupta & Charl Jooste & Kanyane Matlou

  • 2013 Recentered importance sampling with applications to Bayesian model validation
    by Nur, Darfiana & Mengersen, Kerrie & Mcvinish, Ross

  • 2013 Particle algorithms for optimization on binary spaces
    by Schäfer, Christian

  • 2013 SMC^2: an efficient algorithm for sequential analysis of state-space models
    by Chopin, Nicolas & Jacob, Pierre E. & Papaspiliopoulos, Omiros

  • 2013 Sequential Monte Carlo on large binary sampling spaces
    by Schäfer, Christian & Chopin, Nicolas

  • 2013 An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration
    by Doucet, Arnaud & Del Moral, Pierre & Jacob, Pierre E. & Bornn, Luke

  • 2013 Introduction to Special Issue on Monte Carlo Methods in Statistics
    by Doucet, Arnaud & Robert, Christian P.

  • 2013 Computational aspects of Bayesian spectral density estimation
    by Liseo, Brunero & Rousseau, Judith & Chopin, Nicolas

  • 2013 Decomposing differences in employment outcomes between Kanak and other New Caledonians: how important is the role of school achievement?
    by Catherine Ris & Samuel Gorohouna

  • 2013 Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
    by Kripfganz, Sebastian & Schwarz, Claudia

  • 2013 Methods for calculating cartel damages: A survey
    by Doose, Anna Maria

  • 2013 Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress
    by Odermann, Alexander & Cremers, Heinz

  • 2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
    by Eisele, Martin & Zhu, Junyi

  • 2013 Analysis of discrete dependent variable models with spatial correlation
    by Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan

  • 2013 Pattern, Determinants and Dynamics of Austrian Service Exports – A Firmlevel Analysis
    by Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr

  • 2013 Robust estimation of the Pareto index: A Monte Carlo Analysis
    by Michał Brzeziński

  • 2013 Controlling for overlap in matching
    by Paweł Strawiński

  • 2013 The pricing of options on WIG20 using GARCH models
    by Szymon Kamiński

  • 2013 Asymptotic and bootstrap inference for top income shares
    by Michał Brzeziński

  • 2013 Adaptive Sticky Generalized Metropolis
    by Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

  • 2013 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2013 Bayesian Markov Switching Stochastic Correlation Models
    by Roberto Casarin & Marco Tronzano & Domenico Sartore

  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

  • 2013 Credit Derivative Evaluation and CVA under the Benchmark Approach
    by Jan Baldeaux & Eckhard Platen

  • 2013 Understanding FX Liquidity
    by Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul

  • 2013 Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously
    by Trojan, Sebastian

  • 2013 Estimation of rates of return on social protection: Making the case for non-contributory social transfers in Cambodia
    by Mideros Mora, Andres & Gassmann, Franziska & Mohnen, Pierre

  • 2013 Robust block bootstrap panel predictability tests
    by Westerlund J. & Smeekes S.

  • 2013 Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study
    by Alberto Fernández Muñoz de Morales

  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Les Oxley & Felix Chan

  • 2013 Ranking Law Journals and the Limits of Journal Citation Reports
    by Eisenberg, Theodore & Wells, Martin T.

  • 2013 The Impacts of Social Networks on Immigrants’ Employment Prospects: The Spanish Case 1997-2007
    by Luciana Méndez Errico

  • 2013 Adjustable Robust Parameter Design with Unknown Distributions
    by Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C.

  • 2013 Factor Sreening For Simulation With Multiple Responses : Sequential Bifurcation
    by Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue

  • 2013 Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Felix Chan & Les Oxley

  • 2013 Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation
    by Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk

  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin

  • 2013 Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
    by Seojeong Lee

  • 2013 Testing Stationarity for Unobserved Components Models
    by James Morley & Irina B. Panovska & Tara M. Sinclair

  • 2013 Testing for linear and Markov switching DSGE models
    by Marian Vavra

  • 2013 Testing for non-linearity in multivariate stochastic processes
    by Marian Vavra

  • 2013 Testing for marginal asymmetry of weakly dependent processes
    by Marian Vavra

  • 2013 Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
    by 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
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
    by 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
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 LM Tests of Spatial Dependence Based on Bootstrap Critical Values
    by Zhenlin Yang

  • 2013 Spatial Dependencies of Wind Power and Interrelations with Spot Price Dynamics
    by Elberg, Christina & Hagspiel, Simeon

  • 2013 Can Global Value Chains Effectively Serve Regional Economic Development in Asia?
    by Brunner, Hans-Peter

  • 2013 A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance
    by Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

  • 2013 Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
    by Stelios D. Bekiros & Alessia Paccagnini

  • 2013 Euro – How Big a Difference: Finland and Sweden in Search of Macro Stability
    by Suni, Paavo & Vihriälä, Vesa

  • 2013 The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
    by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou

  • 2013 Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence
    by Marco Cozzi

  • 2013 International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach
    by Muteba Mwamba, John & Mokwena, Paula

  • 2013 Rtadf: Testing for Bubbles with EViews
    by Caspi, Itamar

  • 2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
    by Martin, Eisele & Zhu, Junyi

  • 2013 Estimating International Migration on the Base of Small Area Techniques
    by Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia

  • 2013 Discrete Rule Learning and the Bidding of the Sexes
    by Shachat, Jason & Wei, Lijia

  • 2013 NIG-Levy process in asset price modeling: case of Estonian companies
    by Teneng, Dean

  • 2013 Overnight Index Rate: Model, Calibration, and Simulation
    by Yashkir, Yuriy & Yashkir, Olga

  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin

  • 2013 Stability analysis of Uzawa-Lucas endogenous growth model
    by Barnett, William A. & Ghosh, Taniya

  • 2013 Relevant States and Memory in Markov Chain Bootstrapping and Simulation
    by Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian

  • 2013 Estimation of Inefficiency using a Firm-specific Frontier Model
    by Das, Arabinda

  • 2013 Easy and flexible mixture distributions
    by Fosgerau, Mogens & Mabit, Stefan

  • 2013 Detecting dependence between spatial processes
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

  • 2013 A Mixed Micro-Macro Approach To Statistical Disclosure Control For Macrodata
    by Cristina Matias & Pedro Campos

  • 2013 Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi
    by Flavio ANGELINI & Stefano HERZEL & Marco NICOLOSI

  • 2013 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem
    by Michal Bernard Pietrzak

  • 2013 Sequential Monte Carlo Sampling for DSGE Models
    by Edward P. Herbst & Frank Schorfheide

  • 2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    by Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez

  • 2013 Career Progression, Economic Downturns, and Skills
    by Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin

  • 2013 Mismatch, Sorting and Wage Dynamics
    by Jeremy Lise & Costas Meghir & Jean-Marc Robin

  • 2013 On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
    by Jan F. KIVIET & Jerzy NIEMCZYK

  • 2013 Investment Frictions and the Aggregate Output Loss in China
    by Guiying (Laura) Wu

  • 2013 A Structural Estimation on Capital Market Distortions in Chinese Manufacturing
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  • 2013 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
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  • 2013 Evidence for the “Suicide by Firearm” Proxy for Gun Ownership from Austria
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  • 2013 Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
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  • 2013 Too many skew normal distributions? The practitioner’s perspective
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  • 2013 Modelling and Simulation: An Overview
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  • 2013 Cascades in real interbank markets
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  • 2013 Identifying Genuine Effects in Observational Research by Means of Meta-Regressions
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  • 2013 Distance-Based Methods: An improvement of Ripley’s K function vs. the K density function
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  • 2013 Does social capital matter for European regional growth?
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  • 2013 Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies
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  • 2013 Modeling Income Dynamics for Public Policy Design: An Application to Income Contingent Student Loans
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  • 2013 Determinants and Policy Simulation of Firms Cooperation in Innovation
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  • 2013 Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections
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  • 2013 A nonparametric test of a strong leverage hypothesis
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  • 2013 Calculating confidence intervals for continuous and discontinuous functions of parameters
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  • 2013 Specification for Partially Identified Models defined by Moment Inequalities
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  • 2013 Moment-Based Tests for Discrete Distributions
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  • 2013 Adaptive Markov chain Monte Carlo sampling and estimation in Mata
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  • 2013 Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
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  • 2013 Resolving the Coordination Problem in Health Care: Limited Responsibility HMO:s
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  • 2013 A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models
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  • 2013 Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements
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  • 2013 Rejection Probabilities for a Battery of Unit-Root Tests
    by Maican, Florin G. & Sweeney, Richard J.

  • 2013 Contagion in the interbank network: An epidemiological approach
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  • 2013 Obtaining reliable Likelihood Ratio tests from simulated likelihood functions
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  • 2013 Minimum distance estimation of possibly non-invertible moving average models
    by Gospodinov, Nikolay & Ng, Serena

  • 2013 A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics
    by Assa, Hirbod & Dabbous, Amal & Gospodinov, Nikolay

  • 2013 A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
    by Gospodinov, Nikolay & Lkhagvasuren, Damba

  • 2013 Economic Cycles and Their Synchronization: A Survey of Spectral Properties
    by L. Sella & G. Vivaldo & A. Groth & M. Ghil

  • 2013 Stochastic public debt projections using the historical variance-covariance matrix approach for EU countries
    by Katia Berti

  • 2013 Modelling and Simulation: An Overview
    by McAleer, M.J. & Chan, F. & Oxley, L.

  • 2013 How wrong can you be, without noticing? Further evidence on speci cation errors in the Conditional Logit
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  • 2013 Is the eco-efficiency in greenhouse gas emissions converging among European Union countries?
    by Mariam Camarero & Juana Castillo Giménez & Andrés J. Picazo-Tadeo & Cecilio Tamarit

  • 2013 Through the Looking Glass: Indirect Inference via Simple Equilibria
    by Calvet , Laurent & Czellar, Veronika

  • 2013 On Uniform Inference in Nonlinear Models with Endogeneity
    by Shakeeb Khan & Denis Nekipelov

  • 2013 A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio
    by Jan Willem van den End

  • 2013 Las Transferencias Públicas y su impacto distributivo: La Experiencia de los Países del Cono Sur en la década de 2000
    by Javier Alejo & Marcelo Bérgolo & Fedora Carbajal

  • 2013 Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
    by Russo, Francesco & Oudjane, Nadia & Goutte, Stéphane

  • 2013 Testing for Multiple Bubbles: Limit Theory of Real Time Detectors
    by 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
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2013 Mismatch, Sorting and Wage Dynamics
    by Jeremy Lise & Costas Meghir & Jean-Marc Robin

  • 2013 Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach
    by Román Mínguez & María Durbán & José María Montero & Dae-Jin Lee

  • 2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    by Andreasen, Martin M. & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

  • 2013 Skewness Risk Premium: Theory and Empirical Evidence
    by Lehnert, Thorsten & Lin, Yuehao & Wolff, Christian C

  • 2013 Testing for multiple bubbles with daily data
    by Uribe Gil, Jorge Mario

  • 2013 Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia
    by Zambrano Jurado, Juan Carlos

  • 2013 Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic
    by Tomas Konecny & Oxana Babecka Kucharcukova

  • 2013 Efficient estimation using the Characteristic Function
    by Marine Carrasco & Rachidi Kotchoni

  • 2013 Credit Shocks and Macroeconomic Fluctuations in Emerging Markets
    by Houssa Romain & Jolan Mohimont & Chris Otrok

  • 2013 A Method Of Correcting For Misreporting Applied To The Food Stamp Program
    by Nikolas Mittag

  • 2013 The dynamics of trading duration, volume and price volatility – a vector MEM model
    by Xu, Yongdeng

  • 2013 Disequilibrium in the Indian Registered Manufacturing Sector-A Simulated Maximum Likelihood Analysis
    by HARISH MANI & V. PANDIT & R. PRABHAKAR RAO

  • 2013 Consistent Estimation of Agent-Based Models by Simulated Minimum Distance
    by Jakob Grazzini & Matteo G. Richiardi

  • 2013 A Note on the Practice of Lagging Variables to Avoid Simultaneity
    by W. Robert Reed

  • 2013 Modeling and Simulation: An Overview
    by Michael McAleer & Felix Chan & Les Oxley

  • 2013 ‘Small Area Social Indicators for the Indigenous Population: Synthetic data methodology for creating small area estimates of Indigenous disadvantage’
    by Yogi Vidyattama & Robert Tanton & Nicholas Biddle

  • 2013 Fuel Panics - insights from spatial agent-based simulation
    by Eben Upton & William J. Nuttall

  • 2013 Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach
    by Darne, O. & Levy-Rueff, O. & Pop, A.

  • 2013 Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances
    by Sermin Gungor & Richard Luger

  • 2013 Indirect Likelihood Inference (revised)
    by Michael Creel & Dennis Kristensen

  • 2013 Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems
    by Marcel Aloy & Gilles de Truchis

  • 2013 A Nonparametric Study of Real Exchange Rate Persistence over a Century
    by Hyeongwoo Kim & Deockhyun Ryu

  • 2013 Polynomial Regressions and Nonsense Inference
    by Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

  • 2013 Bootstrapping realized volatility and realized beta under a local Gaussianity assumption
    by Ulrich Hounyo

  • 2013 Bootstrapping pre-averaged realized volatility under market microstructure noise
    by Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi

  • 2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
    by Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez

  • 2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
    by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

  • 2013 Fractional cointegration rank estimation
    by Katarzyna Lasak & Carlos Velasco

  • 2013 Income Distribution in Computable General Equilibrium Modeling
    by Bourguignon, François & Bussolo, Maurizio

  • 2013 Solving Games and All That
    by Saffidine, Abdallah

  • 2013 Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles
    by Xi Chen & Michael Funke

  • 2013 Industrial dynamics in Bulgaria – the connection between past and future: The Case of Food and Beverage Industry
    by Diana Kopeva & Dimitar Blagoev & Nikolay Sterev

  • 2013 The Interaction Of Structural Changes With Inflation in the Presence of Symetric and Asymetric Economic Behaviours – Evidence from a General Dynamic Intersectoral Model
    by Dospinescu, Andrei Silviu & Mitrofan, Maria

  • 2013 Optimal investment paths during the life cycle of a multi-funds system
    by Arboleda, Alejandra & Soto, Carlos & Gutierrez, Juan

  • 2013 Discrete choice modeling and demand estimation for diapers (in Russian)
    by Anna Anikina

  • 2013 A Note on Lenk’s Correction of the Harmonic Mean Estimator
    by Anna Pajor & Jacek Osiewalski

  • 2013 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany

  • 2013 Aplicación de una metodología difusa a la negociación de la reforma laboral || Methodology Based on Fuzzy Logic Techniques for Searching a Solution Reached by Consensus about the Labour Reform
    by Lozano Gutiérrez, M. Carmen & Fernández Fernández, Melchor

  • 2013 Data Mining - an Instrument Managing the Knowledge Collected for the Enterprise
    by Oncioiu Ionica

  • 2013 Analysis of the Degree of Absorption of EU Funds, 2007-2013
    by Ciobanu Carmen Liliana

  • 2013 The Measurement And Evaluation Of The Internal Communication Process In Project Management
    by Pop Alexandra Mihaela & Dumitrascu Danut & &

  • 2013 Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano
    by Martínez Sánchez José Francisco & Venegas Martínez

  • 2013 Visualizing multinational daily life via multidimensional scaling (MDS)
    by John P. Robinson & Jonathan Gershuny

  • 2013 A test for the existence of a fractional root in a non-stationary time series
    by Diego Lemus & Elkin Castaño

  • 2013 Relación de Kuznets en América Latina. Explorando más allá de la media condicional
    by Javier Alejo

  • 2013 A villamos erőművek szén-dioxid-kibocsátásának modellezése reálopciók segítségével
    by Nagy, Tamás

  • 2013 A Simple Method For Measuring Systemic Risk Using Credit Default Swap Market Data
    by SANGWON SUH & INWON JANG & MISUN AHN

  • 2013 Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests
    by Otuken Senger

  • 2013 Cuantificación de las pérdidas inesperadas ocasionadas por la delincuencia en Ecuador
    by Yannira Chávez & Patricia Cortez & Paúl Medina

  • 2013 Tax-benefit systems, income distribution and work incentives in the European Union
    by H. Xavier Jara & Alberto Tumino

  • 2013 The Application of a Grey Markov Model in Forecasting the Errors of EIA’s Projections in Gas Production and Energy Intensity
    by Seyed Hossein Iranmanesh & Hamidreza Mostafaei & Shaghayegh Kordnoori

  • 2013 Prediction Of The Prefectural Economy In Japan Using A Stochastic Model
    by Hiroshi Sakamoto

  • 2013 Does Openness Increase the Efficiency of China¡¯s Manufacturing Firms? Evidence from the World Bank Investment Climate Survey
    by Wenjun Liu & Shuliang Zou

  • 2013 Riesgo operacional en la banca trasnacional: un enfoque bayesiano
    by José Francisco Martínez-Sánchez & Francisco Venegas-Martínez

  • 2013 Estimation of tail-related risk measures in the Indian stock market: An extreme value approach
    by Karmakar, Madhusudan

  • 2013 Estimation of the spatial weights matrix under structural constraints
    by Bhattacharjee, Arnab & Jensen-Butler, Chris

  • 2013 And yet they Co-move! Public capital and productivity in OECD
    by Bottasso, Anna & Castagnetti, Carolina & Conti, Maurizio

  • 2013 Does the forward premium puzzle disappear over the horizon?
    by Snaith, Stuart & Coakley, Jerry & Kellard, Neil

  • 2013 Systemic risk contributions: A credit portfolio approach
    by Puzanova, Natalia & Düllmann, Klaus

  • 2013 Real exchange rate adjustment in European transition countries
    by Maican, Florin G. & Sweeney, Richard J.

  • 2013 Dynamic hedge fund portfolio construction: A semi-parametric approach
    by Harris, Richard D.F. & Mazibas, Murat

  • 2013 Cross-country effects of regulatory capital arbitrage
    by Milcheva, Stanimira

  • 2013 Choosing a random distribution with prescribed risks
    by Cascos, Ignacio & Molchanov, Ilya

  • 2013 Control variates and conditional Monte Carlo for basket and Asian options
    by Dingeç, Kemal Dinçer & Hörmann, Wolfgang

  • 2013 Causes of nonlinearities in low-order models of the real exchange rate
    by Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena

  • 2013 Continuous-time VIX dynamics: On the role of stochastic volatility of volatility
    by Kaeck, Andreas & Alexander, Carol

  • 2013 Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence
    by Degiannakis, Stavros & Floros, Christos & Dent, Pamela

  • 2013 Real wages and the family: Adjusting real wages to changing demography in pre-modern England
    by Schneider, Eric B.

  • 2013 Risk–return incentives in liberalised electricity markets
    by Lynch, Muireann Á. & Shortt, Aonghus & Tol, Richard S.J. & O'Malley, Mark J.

  • 2013 Performance, stock selection and market timing of the German equity mutual fund industry
    by Cuthbertson, Keith & Nitzsche, Dirk

  • 2013 Time-varying combinations of predictive densities using nonlinear filtering
    by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

  • 2013 Dilation bootstrap
    by Galichon, Alfred & Henry, Marc

  • 2013 Panel unit root tests in the presence of a multifactor error structure
    by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi

  • 2013 Methods for computing marginal data densities from the Gibbs output
    by Fuentes-Albero, Cristina & Melosi, Leonardo

  • 2013 Maximum likelihood estimation and uniform inference with sporadic identification failure
    by Andrews, Donald W.K. & Cheng, Xu

  • 2013 Bootstrapping realized multivariate volatility measures
    by Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour

  • 2013 Easy and flexible mixture distributions
    by Fosgerau, Mogens & Mabit, Stefan L.

  • 2013 Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
    by Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo

  • 2013 News impact curve for stochastic volatility models
    by Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki

  • 2013 Asymptotic and bootstrap inference for top income shares
    by Brzezinski, Michal

  • 2013 Volatility and persistence of simulated DSGE real exchange rates
    by Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena

  • 2013 Model selection for regression with heteroskedastic and autocorrelated errors
    by Mao, Guangyu

  • 2013 A comparison of industry classification schemes: A large sample study
    by Hrazdil, Karel & Trottier, Kim & Zhang, Ray

  • 2013 Are the determinants of CO2 emissions converging among OECD countries?
    by Camarero, Mariam & Picazo-Tadeo, Andrés J. & Tamarit, Cecilio

  • 2013 Modeling income dynamics for public policy design: An application to income contingent student loans
    by Higgins, Tim & Sinning, Mathias

  • 2013 Is electricity more important than natural gas? Partial liberalizations of the Western European energy markets
    by Golombek, Rolf & Brekke, Kjell Arne & Kittelsen, Sverre A.C.

  • 2013 Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
    by de Truchis, Gilles

  • 2013 Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions
    by Eriṣ, Mehmet N. & Ulaṣan, Bülent

  • 2013 An automatic bias correction procedure for volatility estimation using extreme values of asset prices
    by Maheswaran, S. & Kumar, Dilip

  • 2013 An empirical estimation for mean-reverting coal prices with long memory
    by Sun, Qi & Xu, Weijun & Xiao, Weilin

  • 2013 Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets
    by Witte, Björn-Christopher

  • 2013 Detecting sudden changes in volatility estimated from high, low and closing prices
    by Kumar, Dilip & Maheswaran, S.

  • 2013 Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
    by Ahamada, Ibrahim & Jolivaldt, Philippe

  • 2013 Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process
    by Degiannakis, Stavros & Livada, Alexandra

  • 2013 Dependence of defaults and recoveries in structural credit risk models
    by Schäfer, Rudi & Koivusalo, Alexander F.R.

  • 2013 Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach
    by Rohin Anhal

  • 2013 ¿Puede una expansión educativa reducir la desigualdad? Un ejercicio de microsimulaciones para Colombia
    by Juan Pablo Uribe

  • 2013 Calidad de vida y ciudad: análisis del nivel de desarrollo en Bogotá a través del método de necesidades básicas insatisfechas
    by Andrés Torres & Sandra Méndez Fajardo & Liliana López Kleine & Sandra Galarza Molina, Nicolás Oviedo

  • 2013 Sistema de inferencia difuso para la inflación en Colombia
    by Jacobo Campo Robledo & Mónica Enciso Pulido & Andrés Acosta Hernández

  • 2013 Modelando el esquema de intervenciones del tipo de cambio para Colombia. una aplicación empírica de la técnica de regresión del cuantil bajo redes neu
    by Mauricio Lopera Castaño & Ramón Javier Mesa Callejas & Sergio Iván Restrepo Ochoa & Charle Augusto Londoño Henao

  • 2013 Monetary Policy Transmission Mechanism And Tvp-Var Model
    by Andreea A. ROSOIU

  • 2013 Computing risk measures for non-normal asset returns using Copula theory
    by Hela Mzoughi & Faysal Mansouri

  • 2013 Analizando el riesgo sistémico en Bolivia: una aplicación de modelos de topología de redes y simulación al funcionamiento del Sistema de Pagos de Alto Valor
    by Jonnathan Cáceres Santos and René Aldazosa Inchauste

  • 2013 A Macro-econometric Model for the Sudan Economy
    by Ahmed Elsheikh M. Ahmed & Omer Ali Ibrahim & Khalafalla Ahmed Mohamed Arabi

  • 2013 Financial Contagion and Network Analysis
    by Martin Summer

  • 2012 Predicting BRICS Stock Returns Using ARFIMA Models
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford

  • 2012 Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
    by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

  • 2012 Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
    by Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz

  • 2012 Learning with Monte-Carlo methods
    by Cazenave, Tristan

  • 2012 Approximate Bayesian Computational methods
    by Marin, Jean-Michel & Pudlo, Pierre & Robert, Christian P. & Ryder, Robin

  • 2012 Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods
    by Warin, Xavier & Bouchard, Bruno

  • 2012 Bayesian computation for statistical models with intractable normalizing constants
    by Atchade, Yves & Lartillot, Nicolas & Robert, Christian P.

  • 2012 Adaptive Multiple Importance Sampling
    by Robert, Christian P. & Mira, Antonietta & Marin, Jean-Michel & Cornuet, Jean-Marie

  • 2012 The Simar and Wilson’s Bootstrap DEA approach: a critique
    by Tziogkidis, Panagiotis

  • 2012 Bootstrap DEA and Hypothesis Testing
    by Tziogkidis, Panagiotis

  • 2012 La rémunération dans les fonds d’investissement : évaluation et traitement fiscal
    by Najar, Dorra

  • 2012 Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)
    by Noriega, Antonio E. & Rodríguez, Cid Alonso

  • 2012 A note on the estimation of long-run relationships in panel equations with cross-section linkages
    by Di Iorio, Francesca & Fachin, Stefano

  • 2012 Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall
    by Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

  • 2012 Stress testing German banks against a global cost-of-capital shock
    by Duellmann, Klaus & Kick, Thomas

  • 2012 Selection criteria for overlapping binary Models
    by M. T. Aparicio & I. Villanúa

  • 2012 Testing CAPM with a Large Number of Assets
    by M Hashem Pesaran & Takashi Yamagata

  • 2012 The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods
    by Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan

  • 2012 Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
    by Carlos Martins-Filho & Feng Yao & Maximo Torero

  • 2012 Modeling of short term interest rate based on tempered fractional Langevin equation
    by Janusz Gajda

  • 2012 Estimating the Final Size of an Online User Base
    by Steven Lim

  • 2012 Combining predictive densities using Bayesian filtering with applications to US economic data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 Combination schemes for turning point predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 Bayesian Graphical Models for Structural Vector Autoregressive Processes
    by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin

  • 2012 Efficient Gibbs Sampling for Markov Switching GARCH Models
    by Monica Billio & Roberto Casarin & Anthony Osuntuyi

  • 2012 The Affine Nature of Aggregate Wealth Dynamics
    by Eckhard Platen & Renata Rendek

  • 2012 Modeling of Oil Prices
    by Ke Du & Eckhard Platen & Renata Rendek

  • 2012 A Stochastic Approach to the Valuation of Barrier Options in Heston's Stochastic Volatility Model
    by Susanne Griebsch & Kay Pilz

  • 2012 The Construction of Gross Income Variables of Eusilc (Eu Statistics on Income and Living Conditions) in Italy: A Mixed Strategy Using Microsimulation and Administrative Data
    by Gabriella Donatiello & Gianni Betti & Paolo Consolini

  • 2012 Sunk costs, extensive R&D subsidies and permanent inducement effects
    by Arqué-Castells, Pere & Mohnen, Pierre

  • 2012 Evaluating binary alignment methods in microsimulation models
    by Li, Jinjing & O'Donoghue, Cathal

  • 2012 A methodological survey of dynamic microsimulation models
    by Li, Jinjing & O'Donoghue, Cathal

  • 2012 Non-Balanced Growth and Production Technology Estimation
    by Miguel A León-Ledesma & Peter McAdam & Alpo Willman

  • 2012 Long swings in Japan’s current account and in the yen
    by Müller-Plantenberg, Nikolas

  • 2012 Estimating net chid care price elasticities of partnered women with pre-school children using a discrete structural labour supply-child care model
    by Xiaodong Gong & Robert Breunig

  • 2012 Convex and Monotonic Bootstrapped Kriging
    by Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M.

  • 2012 Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)
    by Kleijnen, Jack P.C. & Mehdad, E.

  • 2012 Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation
    by Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue

  • 2012 Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes
    by Jan F. Kiviet

  • 2012 Time-varying Combinations of Predictive Densities using Nonlinear Filtering
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
    by Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2012 The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
    by Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2012 Identification-robust inference for endogeneity parameters in linear structural models
    by Doko Tchatoka, Firmin & Dufour, Jean-Marie

  • 2012 Specification tests with weak and invalid instruments
    by Doko Tchatoka, Firmin

  • 2012 On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments
    by Doko Tchatoka, Firmin

  • 2012 Testing for partial exogeneity with weak identification
    by Doko Tchatoka, Firmin

  • 2012 Value Creation in IT Service Platforms through Two-Sided Network Effects
    by Netsanet Haile & Jorn Altmann

  • 2012 IT Service Platforms: Their Value Creation Model and the Impact of their Level of Openness on their Adoption
    by Selam Abrham Gebregiorgis & Jorn Altmann

  • 2012 Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software
    by Juthasit Rohitratana & Jorn Altmann

  • 2012 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2012 Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models
    by Ye Chen & Jun Yu

  • 2012 Testing for Multiple Bubbles
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2012 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

  • 2012 Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test
    by Francesca Di Iorio & Stefano Fachin

  • 2012 Modelarea PIB-ului potential. Probleme intampinate in estimare
    by Pauna, Bianca

  • 2012 Problema stabilitatii estimarilor econometrice si metode robuste de regresie ortogonala
    by Saman, Corina

  • 2012 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John M. Maheu

  • 2012 Measuring Human Development: A Stochastic Dominance Approach
    by Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

  • 2012 Identifying Speculative Bubbles with an Infinite Hidden Markov Model
    by Shu-Ping Shi & Yong Song

  • 2012 Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle
    by Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

  • 2012 ROM Simulation: Applications to Stress Testing and VaR
    by Carol Alexander & Daniel Ledermann

  • 2012 The Real Output Costs of Financial Crisis: A Loss Distribution Approach
    by Kapp, Daniel & Vega, Marco

  • 2012 Bootstrap Confidence Sets with Weak Instruments
    by Russell Davidson & James G. MacKinnon

  • 2012 Thirty Years of Heteroskedasticity-Robust Inference
    by James G. MacKinnon

  • 2012 European Union Economy System Dynamic Model Development
    by Skribans, Valerijs

  • 2012 On the epidemic of financial crises
    by Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa

  • 2012 Maximum Likelihood Estimator for Spatial Stochastic Frontier Models
    by Pavlyuk, Dmitry

  • 2012 Deficit Financed Public Expenditure in Argentina: A Structural Vector Autoregression Analysis
    by Mitkov, Yuliyan & Pericon, Osvaldo

  • 2012 Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables
    by Nam, Suhyeon

  • 2012 The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model
    by Matkovskyy, Roman

  • 2012 The comparison of optimization algorithms on unit root testing with smooth transition
    by Omay, Tolga

  • 2012 Reassessing effective protection rates in a trade in tasks perspective: Evolution of trade policy in "Factory Asia"
    by Diakantoni, Antonia & Escaith, Hubert

  • 2012 The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market
    by Chia, Rui Ming Daryl & Lim, Kai Jie Shawn

  • 2012 A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law
    by Kalaichelvan, Mohandass & Lim Kai Jie, Shawn

  • 2012 Transmission of fiscal policy shocks into Romania's economy
    by Serbanoiu, Georgian Valentin

  • 2012 Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation
    by Sinha, Pankaj & Bansal, Vishakha

  • 2012 A strategy to reduce the count of moment conditions in panel data GMM
    by Bontempi, Maria Elena & Mammi, Irene

  • 2012 Identification-robust inference for endogeneity parameters in linear structural models
    by Doko Tchatoka, Firmin & Dufour, Jean-Marie

  • 2012 How Dangerous is the Counterparty Risk of OTC Derivatives in Turkey?
    by D. Yıldırım, Burcu & Coskun, Yener & Caglar, Ozan & Yıldırak, Kasırga

  • 2012 Specification Tests with Weak and Invalid Instruments
    by Doko Tchatoka, Firmin Sabro

  • 2012 On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments
    by Doko Tchatoka, Firmin

  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
    by Chan, Joshua & Eisenstat, Eric

  • 2012 Testing for time-varying fractional cointegration using the bootstrap approach
    by Simwaka, Kisu

  • 2012 A new model of trend inflation
    by Chan, Joshua & Koop, Gary & Potter, Simon

  • 2012 Propriétés à distance finie d'estimateurs du modèle dynamique en données de panel à effets fixes lorsque N
    by Kuikeu, Oscar

  • 2012 Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
    by Chan, Joshua & Strachan, Rodney

  • 2012 Dealing with small samples and dimensionality issues in data envelopment analysis
    by Zervopoulos, Panagiotis

  • 2012 Choosing a retirement income strategy: a new evaluation framework
    by Pfau, Wade Donald

  • 2012 Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach
    by Morone, Marco & Cornaglia, Anna & Mignola, Giulio

  • 2012 An international perspective on “safe” savings rates for retirement
    by Pfau, Wade Donald & Kariastanto, Bayu

  • 2012 Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques
    by Zvezdov, Ivelin

  • 2012 Indirect estimation of GARCH models with alpha-stable innovations
    by Parrini, Alessandro

  • 2012 Selecting between different productivity measurement approaches: An application using EU KLEMS data
    by Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel

  • 2012 Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique
    by TINANG NZESSEU, Jules Valery

  • 2012 An automatic procedure for the estimation of the tail index
    by Gimeno, Ricardo & Gonzalez, Clara I.

  • 2012 Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand
    by Halkos, George & Kevork, Ilias

  • 2012 Identifying speculative bubbles with an in finite hidden Markov model
    by Song, Yong & Shi, Shuping

  • 2012 Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study
    by Nguyen Viet, Cuong

  • 2012 Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand
    by Halkos, George & Kevork, Ilias

  • 2012 Comparing performance of statistical models for individual’s ability index and ranking
    by Iqbal, Javed

  • 2012 Real output costs of financial crises: a loss distribution approach
    by Kapp, Daniel & Vega, Marco

  • 2012 Real Output Costs of Financial Crises: a Loss Distribution Approach
    by Daniel Kapp & Marco Vega

  • 2012 Robust inference on parameters via particle filters and sandwich covariance matrices
    by Neil Shephard & Arnaud Doucet

  • 2012 Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts
    by Elena Rusticelli

  • 2012 Assessing the Sensitivity of Hungarian Debt Sustainability to Macroeconomic Shocks under Two Fiscal Policy Reactions
    by Pierre Beynet & Edouard Paviot

  • 2012 Robust inference on parameters via particle filters and sandwich covariance matrices
    by Arnaud Doucet & Neil Shephard

  • 2012 Analysis of the Payment System of the National Bank of Serbia – simulation-based approach
    by Aleksandar Dimitrijevic & Milan Nikolic & Miro Vukoje

  • 2012 Analysis of the Payment System of the National Bank of Serbia – simulation-based approach
    by Aleksandar Dimitrijevic & Milan Nikolic & Miro Vukoje

  • 2012 The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation
    by Jan F. KIVIET & Milan PLEUS

  • 2012 Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes
    by Jan F. KIVIET

  • 2012 Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval
    by Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

  • 2012 Comparaison of several estimation procedures for long term behavior
    by Dominique Guegan & Zhiping Lu & BeiJia Zhu

  • 2012 Exact and heuristic approaches for the index tracking problem with UCITS constraints
    by Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink

  • 2012 Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
    by Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink

  • 2012 Comparing Hybrid DSGE Models
    by Alessia Paccagnini

  • 2012 Value at Risk Model Used to Stock Prices Prediction
    by Radim Gottwald

  • 2012 An Inventory of Canadian Microsimulation Models
    by Yann Décarie & Michaël Boissonneault & Jacques Légaré

  • 2012 Generating Tempered Stable Random Variates from Mixture Representation
    by Piotr Jelonek

  • 2012 Univariate Multiple Imputation for Coarse Employee Income Data
    by Reza C. Daniels

  • 2012 A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos
    by William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen

  • 2012 The agglomeration effect of the Athens 2004 Olympic Games
    by José M. Albert & Nikolaos Georgantzis & Jorge Mateu & José I. Silva

  • 2012 Child Care Assistance: Are Subsidies or Tax Credits Better?
    by Gong, Xiaodong & Breunig, Robert

  • 2012 Testing CAPM with a Large Number of Assets
    by Pesaran, M. Hashem & Yamagata, Takashi

  • 2012 Testing CAPM with a Large Number of Assets
    by Pesaran, M. Hashem & Yamagata, Takashi

  • 2012 Predicting Financial Crises: The (Statistical) Significance of the Signals Approach
    by Makram El-Shagi & Tobias Knedlik & Gregor von Schweinitz

  • 2012 Qual VAR Revisited: Good Forecast, Bad Story
    by Makram El-Shagi & Gregor von Schweinitz

  • 2012 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
    by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

  • 2012 Marketing Response Models for Shrinking Beer Sales in Germany
    by Polasek, Wolfgang

  • 2012 A nonparametric test of the leverage hypothesis
    by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen

  • 2012 Dynamic Functional Data Analysis with Nonparametric State Space Models
    by Márcio Laurini

  • 2012 Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
    by Jouchi Nakajima & Toshiaki Watanabe

  • 2012 Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series
    by Mantalos, Panagiotis & Karagrigoriou, Alex

  • 2012 Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation
    by Mantalos, Panagiotis

  • 2012 On the Least Absolute Deviations Method for Ridge Estimation of SURE Models
    by Zeebari, Zangin & Shukur, Ghazi

  • 2012 Cost of Misspecification in Break-Model Unit-Root Tests
    by Maican, Florin G. & Sweeney, Richard J.

  • 2012 Signaling asset price bubbles with time-series methods
    by Taipalus , Katja

  • 2012 Real-time warning signs of emerging and collapsing Chinese house price bubbles
    by Funke, Michael & Chen, Xi

  • 2012 The Determinants of Vulnerability to the Global Financial Crisis 2008 to 2009: Credit Growth and Other Sources of Risk
    by Feldkircher, Martin

  • 2012 Detecting asset price bubbles with time-series methods
    by Taipalus, Katja

  • 2012 Diagnostics for the financial markets – computational studies of payment system: Simulator Seminar Proceedings 2009–2011
    by Hellqvist , Matti & Laine, Tatu

  • 2012 A simple specification procedure for the transition function in persistent nonlinear time series models
    by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

  • 2012 Measuring human development: a stochastic dominance approach
    by Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

  • 2012 How To Kill Inventors: Testing The Massacrator© Algorithm For Inventor Disambiguation
    by Michele PEZZONI (University of Milano-Bicocca - KiTES-Università Bocconi - Observatoire des Sciences et des Techniques) & Francesco LISSONI (GREThA, CNRS, UMR 5113 - KiTES) & Gianluca TARASCONI (KiTES, Università Bocconi)

  • 2012 Sectorial shifts and Inequality. How to relate macroeconomic events to inequality changes
    by Carlos Villalobos Barría

  • 2012 The dynamics of inequality change in a highly dualistic economy: Honduras, 1991-2007
    by Stephan Klasen & Thomas Otter & Carlos Villalobos Barría

  • 2012 The Role of Oscillatory Modes in U.S. Business Cycles
    by Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas

  • 2012 Recombinant Innovation and Endogenous Transitions
    by Koen Frenken & Luis R. Izquierdo & Paolo Zeppini

  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
    by Joshua C C Chan & Eric Eisenstat

  • 2012 Are the determinants of CO2 emissions converging among OECD countries?
    by Mariam Camarero & Andrés J. Picazo-Tadeo & Cecilio Tamarit

  • 2012 The optimal size of the European Stability Mechanism: A cost-benefit analysis
    by Daniel Kapp

  • 2012 Modelling the liquidity ratio as macroprudential instrument
    by Jan Willem van den End & Mark Kruidhof

  • 2012 Alpha-Beta Pruning for Games with Simultaneous Moves
    by Buro, Michael & Finnsson, Hilmar & Saffidine, Abdallah

  • 2012 Efficient computation of the cdf of the maximum distance between Brownian bridge and its concave majorant
    by Filali, Karim & Balabdaoui, Fadoua

  • 2012 Pilotage d’une chaîne logistique par une approche de type MRP dans un environnement partiellement aléatoire
    by Sali, Mustapha & Giard, Vincent

  • 2012 On the volatility-volume relationship in energy futures markets using intraday data
    by Chevallier, Julien & Sévi, Benoît

  • 2012 Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
    by Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor

  • 2012 Testing for Multiple Bubbles
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2012 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2012 Nonparametric estimation and inference for Granger causality measures
    by Abderrahim Taamouti & Taoufik Bouezmarni & Anouar El Ghouch

  • 2012 Patents, secret innovations and firm's rate of return : differential effects of the innovation leader
    by Alvaro Escribano & Szabolcs Blazsek

  • 2012 Sentiment Trades and Option Prices
    by Thorsten Lehnert & Bart Frijns & Remco Zwinkels

  • 2012 Noise Trading and the Cross-Section of Index Option Prices
    by Fabian Irek & Thorsten Lehnert & Nicolas Martelin

  • 2012 Infinite-state Markov-switching for dynamic volatility and correlation models
    by DUFAYS, Arnaud

  • 2012 Sistema de Inferencia Difuso para la Inflación en Colombia
    by Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo

  • 2012 Redes neuronales artificiales en las ciencias económicas
    by Viviana María Oquendo Patiño

  • 2012 Trayectorias óptimas de inversión durante el ciclo de vida en un sistema de multifondos
    by Carlos Alberto Soto Quintero & Alejandra Arboleda Bedoya & Juan Carlos Gutiérrez Betancur

  • 2012 Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
    by Carlos Léon

  • 2012 Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange
    by José Eduardo Gómez-González & Elioth Mirsha Sanabria-Buenaventura

  • 2012 Forecasting with Unobserved Heterogeneity
    by Matteo G. Richiardi

  • 2012 Indirect estimation of agent-based models.An application to a simple diffusion model
    by Jacob Grazzini & Matteo Richiardi & Lisa Sella

  • 2012 Testing CAPM with a Large Number of Assets (Updated 28th March 2012)
    by Pesaran, M. H. & Yamagata, T.

  • 2012 A strategy to reduce the count of moment conditions in panel data GMM
    by M. E. Bontempi & I. Mammi

  • 2012 Oil price density forecasts: Exploring the linkages with stock markets
    by Francesco Ravazzolo & Marco J. Lombardi

  • 2012 Oil price density forecasts: exploring the linkages with stock markets
    by Marco J. Lombardi & Francesco Ravazzolo

  • 2012 Combination schemes for turning point predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2012 Econometrics on GPUs
    by Michael Creel & Sonik Mandal & Mohammad Zubair

  • 2012 A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata
    by Ramdane Djoudad

  • 2012 A Note on the Finite Sample Properties of the CLS Method of TAR Models
    by Marian Vavra

  • 2012 Robustness of Power Properties of Non-linearity Tests
    by Marian Vavra

  • 2012 Testing Non-linearity Using a Modified Q Test
    by Marian Vavra

  • 2012 Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
    by Sofia Anyfantaki & Antonis Demos

  • 2012 Econometrics on GPUs
    by Michael Creel & Sonik Mandal & Mohammad Zubair

  • 2012 Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue
    by Gilles de Truchis

  • 2012 Estimation and Testing for Fractional Cointegration
    by Marcel Aloy & Gilles de Truchis

  • 2012 Contributions computationnelles à la statistique Bayésienne
    by Jacob, Pierre E.

  • 2012 Monte Carlo methods for sampling high-dimensional binary vectors
    by Schäfer, Christian

  • 2012 A note on the estimation of long-run relationships in panel equations with cross-section linkages
    by Di Iorio, Francesca & Fachin, Stefano

  • 2012 Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach
    by Adedayo A. ADEPOJU & John O. OLAOMI

  • 2012 Industrial dynamics in Bulgaria – the connection between past and future: The case of food and beverage industry
    by Diana Kopeva & Dimitar Blagoev & Nikolay Sterev

  • 2012 Techniques and Simulation Models in Risk Management
    by Mirela GHEORGHE

  • 2012 Local Environment Analysis and Rules Inferring Procedure in an Agent-Based Model – Applications in Economics
    by Dospinescu, Andrei Silviu

  • 2012 Estimation and analysis of labor productivity in Spanish cities
    by Rubiera-Morollón, Fernando & Fernández-Vázquez , Esteban & Aponte-Jaramillo, Elizabeth

  • 2012 A Bootstrap Analysis of the Nikkei 225
    by Kung, James J. & Carverhill, Andrew P.

  • 2012 Volatility estimation based on extremes of the bridge (in Russian)
    by Svetlana Lapinova & Alexander Saichev & Maria Tarakanova

  • 2012 The Role of Insurance in Operational Risk Mitigation - A Case Study
    by Milan Rippel & Lucie Suchánková & Petr Teplý

  • 2012 Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe
    by Jesús Crespo Cuaresma & Martin Feldkircher

  • 2012 Estimación de la función de distribución y cuantiles en la población de pobres/Estimation of the Distribution Function and Quantiles for the Population of Poor
    by ÁLVAREZ-VERDEJO, ENCARNACIÓN & ESTUDILLO-MARTÍNEZ, MARÍA DOLORES & CASTILLO-GUTIÉRREZ, SONIA

  • 2012 Equilibrio competitivo en Liga española de futbol de Primera División: Un test de Montecarlo basado en datos funcionales/Competitive Balance in the First Division Spanish Soccer League: A Montecarlo Test on Functional Data
    by MONTES, FRANCISCO & SALA, RAMÓN

  • 2012 On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia
    by Elkin Castaño & Jorge Sierra

  • 2012 Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies
    by Chin-Ping King

  • 2012 The evaluation of health policies through dynamic microsimulation methods
    by Eugenio Zucchelli & Andrew M Jones & Nigel Rice

  • 2012 The Optimal Total Costs for Writing a Straddle
    by Hsinan Hsu & Emily Ho

  • 2012 Estimation Of Operative Risk For Fraud In The Car Insurance Industry
    by Jorge Aníbal Restrepo Morales & Santiago Medina Hurtado

  • 2012 Improving the Forecasting Power of Volatility Models
    by Ahmed Bensaida

  • 2012 Ajuste del ingreso en México con un enfoque bayesiano
    by Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde

  • 2012 Redevelopment of the Dynamic Multisectoral Model for the Strategic Planning of the Mexican Economy and Simulation of the Trade Facilitation Program
    by Noé Arón Fuentes & Gustavo del Castillo

  • 2012 Combination schemes for turning point predictions
    by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

  • 2012 Job search incentives and job match quality
    by Gaure, Simen & Røed, Knut & Westlie, Lars

  • 2012 Technical trading revisited: False discoveries, persistence tests, and transaction costs
    by Bajgrowicz, Pierre & Scaillet, Olivier

  • 2012 A systematic approach to multi-period stress testing of portfolio credit risk
    by Breuer, Thomas & Jandačka, Martin & Mencía, Javier & Summer, Martin

  • 2012 Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
    by Beliaeva, Natalia & Nawalkha, Sanjay

  • 2012 The determinants of sovereign credit spread changes in the Euro-zone
    by Oliveira, Luís & Curto, José Dias & Nunes, João Pedro

  • 2012 Modeling dependence dynamics through copulas with regime switching
    by Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.

  • 2012 Macro stress testing of credit risk focused on the tails
    by Schechtman, Ricardo & Gaglianone, Wagner Piazza

  • 2012 When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour
    by van den End, Jan Willem & Tabbae, Mostafa

  • 2012 Self-affinity in financial asset returns
    by Goddard, John & Onali, Enrico

  • 2012 How do skilled traders change the structure of the market
    by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav

  • 2012 On the volatility–volume relationship in energy futures markets using intraday data
    by Chevallier, Julien & Sévi, Benoît

  • 2012 Cost probability analysis of reprocessing spent nuclear fuel in the US
    by Recktenwald, G.D. & Deinert, M.R.

  • 2012 A new country risk index for emerging markets: A stochastic dominance approach
    by Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas

  • 2012 Variable selection and functional form uncertainty in cross-country growth regressions
    by Salimans, Tim

  • 2012 A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
    by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.

  • 2012 Distribution-free tests of stochastic monotonicity
    by Delgado, Miguel A. & Escanciano, Juan Carlos

  • 2012 Jump-robust volatility estimation using nearest neighbor truncation
    by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst

  • 2012 Taking a new contour: A novel approach to panel unit root tests
    by Chang, Yoosoon

  • 2012 Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements
    by Campo, Sandra

  • 2012 Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
    by Bierens, Herman J. & Song, Hosin

  • 2012 Residual based tests for cointegration in dependent panels
    by Chang, Yoosoon & Nguyen, Chi Mai

  • 2012 A semiparametric stochastic volatility model
    by Yu, Jun

  • 2012 Confidence intervals for the quantile of treatment effects in randomized experiments
    by Fan, Yanqin & Park, Sang Soo

  • 2012 Tikhonov regularization for nonparametric instrumental variable estimators
    by Gagliardini, Patrick & Scaillet, Olivier

  • 2012 Robust subsampling
    by Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio

  • 2012 A simple test for regression specification with non-nested alternatives
    by Hagemann, Andreas

  • 2012 A Poisson mixture model of discrete choice
    by Burda, Martin & Harding, Matthew & Hausman, Jerry

  • 2012 A simple test for linearity against exponential smooth transition models with endogenous variables
    by Massacci, Daniele

  • 2012 Estimating technical efficiency in micro panels
    by Feng, Qu & Horrace, William C.

  • 2012 Optimal unemployment insurance in GE: A robust calibration approach
    by Cozzi, Marco

  • 2012 Short and long memory in stock returns data
    by Goddard, John & Onali, Enrico

  • 2012 Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
    by Lee, Hyejin & Meng, Ming & Lee, Junsoo

  • 2012 Investigating finite sample properties of estimators for approximate factor models when N is small
    by Tanaka, Shinya & Kurozumi, Eiji

  • 2012 A simple sieve bootstrap range test for poolability in dependent cointegrated panels
    by Di Iorio, Francesca & Fachin, Stefano

  • 2012 Family background variables as instruments for education in income regressions: A Bayesian analysis
    by Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy

  • 2012 The efficiency of government promotion of inbound tourism: The case of Australia
    by Shi, Hui

  • 2012 Adaptive ARFIMA models with applications to inflation
    by Baillie, Richard T. & Morana, Claudio

  • 2012 A new energy model to capture the behavior of energy price processes
    by Xu, Weijun & Sun, Qi & Xiao, Weilin

  • 2012 A nice estimation of Gini index and power Pen's parade
    by Sadefo Kamdem, Jules

  • 2012 Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test
    by Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie

  • 2012 Disability benefit microsimulation models in the Netherlands
    by van Sonsbeek, Jan-Maarten & Alblas, Ridwan

  • 2012 Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
    by Bao, Qunfang & Chen, Si & Li, Shenghong

  • 2012 Structural sign patterns and reduced form restrictions
    by Buck, Andrew J. & Lady, George M.

  • 2012 Clusters of firms in an inhomogeneous space: The high-tech industries in Milan
    by Arbia, G. & Espa, G. & Giuliani, D. & Mazzitelli, A.

  • 2012 Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles
    by Ruge-Murcia, Francisco

  • 2012 A structural model of firm and industry evolution: Evidence from Chile
    by Şeker, Murat

  • 2012 Do institutional changes affect business cycles? Evidence from Europe
    by Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva

  • 2012 Assessing the Predictive Power of Customer Satisfaction for Financial and Market Performances: Price-to-Earnings Ratio is a Better Predictor Overall
    by Pierre Rostan & Alexandra Rostan

  • 2012 Hybrid Grey Forecasting Model for Iran’s Energy Consumption and Supply
    by Hamidreza Mostafaei & Shaghayegh Kordnoori

  • 2012 Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model
    by Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori

  • 2012 Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento
    by Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús

  • 2012 Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia
    by Castaño Velez, Elkin Argemiro & Sierra Almanza, Jorge

  • 2012 La confiabilidad en los sistemas eléctricos competitivos y el modelo colombiano de cargo por confiabilidad
    by María Isabel Restrepo Estrada & Santiago Arango Aramburo & Luis Guillermo Vélez

  • 2012 Neural Network Principles To Classify Economic Data
    by STEFAN Raluca-Mariana & SERBAN Mariuta

  • 2012(XXII) The Behavior Of Prices As A Response To Structural Changes - The Role Of The Economic Transmission Mechanisms In Explaining The Observed Behavior
    by Andrei Silviu DOSPINESCU

  • 2011 Time Series: Modeling, Computation, and Inference by Raquel Prado, Mike West: A review
    by Robert, Christian P.

  • 2011 Simulation in Statistics
    by Robert, Christian P.

  • 2011 Monte Carlo Methods in Statistics
    by Robert, Christian P.

  • 2011 A vanilla Rao-Blackwellisation of Metropolis-Hastings algorithms
    by Douc, Randal & Robert, Christian P.

  • 2011 A Short History of Markov Chain Monte Carlo: Subjective Recollections from Incomplete Data
    by Casella, George & Robert, Christian P.

  • 2011 A Finite-Dimensional Approximation for Pricing Moving Average Options
    by Bernhart, Marie & Tankov, Peter & Warin, Xavier

  • 2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
    by Pierre Perron & Rasmus T. Varneskov

  • 2011 Asset Pricing Puzzle: The Long-Run Risks Model's Approach
    by Francesca Brusa

  • 2011 Forecasting prices from level-I quotes in the presence of hidden liquidity
    by Avellaneda, Marco & Reed, Josh & Stoikov, Sasha

  • 2011 Binomial options pricing has no closed-form solution
    by Georgiadis, Evangelos

  • 2011 Markets are efficient if and only if P=NP
    by Maymin, Philip

  • 2011 Confidence in prior knowledge: Calibration and impact on portfolio performance
    by Wickern, Tobias

  • 2011 Ratingverfahren: Diskriminanzanalyse versus Logistische Regression
    by Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz

  • 2011 Income tax evasion dynamics: Evidence from an agent-based econophysics model
    by Pickhardt, Michael & Seibold, Goetz

  • 2011 Efficient high-dimensional importance sampling in mixture frameworks
    by Kleppe, Tore Selland & Liesenfeld, Roman

  • 2011 Systemic risk contributions: a credit portfolio approach
    by Düllmann, Klaus & Puzanova, Natalia

  • 2011 Assessing the effect of current account and currency crises on economic growth
    by Aßmann, Christian

  • 2011 Measuring the effects of removing subsidies for private insurance on public expenditure for health care
    by Chai Cheng, T.

  • 2011 Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
    by David E. Giles & Xiao Ling

  • 2011 Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution
    by Jacob Schwartz & Ryan T. Godwin & David E. Giles

  • 2011 On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
    by David E. Giles & Hui Feng & Ryan T. Godwin

  • 2011 Testing instrument validity in sample selection models
    by Huber, Martin & Mellace, Giovanni

  • 2011 Testing instrument validity for LATE identification based on inequality moment constraints
    by Huber, Martin & Mellace, Giovanni

  • 2011 Dealing with Internal Inconsistency in Double-Bounded Dichotomous Choice: An Application to Community-Based Health Insurance
    by Hermann Pythagore Pierre Donfouet & Pierre-Alexandre Mahieu & P. Wilner Jeanty

  • 2011 Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John Maheu

  • 2011 Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62
    by Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I.

  • 2011 GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)
    by Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H.

  • 2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    by Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2011 Combination Schemes for Turning Point Predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Estimating the Effects of Recent Disability Reforms in The Netherlands
    by Jan-Maarten van Sonsbeek & Raymond Gradus

  • 2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Counting with Combined Splitting and Capture-Recapture Methods
    by Paul Dupuis & Bahar Kaynar & Ad Ridder & Reuven Rubinstein & Radislav Vaisman

  • 2011 Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models
    by Siem Jan Koopman & Andre Lucas & Marcel Scharth

  • 2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
    by Redouane Elkamhia & Denitsa Stefanova

  • 2011 Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions
    by Tim Salimans

  • 2011 Divergent Priors and well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk

  • 2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
    by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

  • 2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 Structural Models, Information and Inherited Restrictions
    by Andrew J. Buck & George M. Lady

  • 2011 Structural Sign Patterns and Reduced Form Restrictions
    by Andrew J. Buck & George M. Lady

  • 2011 On Identification of Bayesian DSGE Models
    by Gary Koop & M. Hashem Pesaran & Ron Smith

  • 2011 Profile-score Adjustements for Nonlinearfixed-effect Models
    by Geert Dhaene & Koen Jochmans

  • 2011 Cost–Benefit Analysis of an SLA Mapping Approach for Defining Standardized Cloud Computing Goods
    by Michael Maurera & Vincent C. Emeakarohaa & Ivona Brandica & Jorn Altmann

  • 2011 Towards Autonomic Market Management in Cloud Computing Infrastructures
    by Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

  • 2011 Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

  • 2011 Testing for Multiple Bubbles
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2011 SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C. B. Phillips & Jun Yu

  • 2011 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior
    by Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

  • 2011 Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models
    by Ye Chen & Jun Yu

  • 2011 Simulated Maximum Likelihood Estimation for Latent Diffusion Models
    by Tore Selland Kleppe & Jun Yu & Hans J. skaug

  • 2011 Testing for Multiple Bubbles
    by Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

  • 2011 Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C.B. Phillips & Jun Yu

  • 2011 A sieve bootstrap range test for poolability in dependent cointegrated panels
    by Francesca Di Iorio & Stefano Fachin

  • 2011 The Phantom Menace of Omitted Variables – A Comment
    by Nolan Ritter & Colin Vance

  • 2011 Methods for Computing Marginal Data Densities from the Gibbs Output
    by Cristina Fuentes-Albero & Leonardo Melosi

  • 2011 How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?
    by J. A. CARRILLO

  • 2011 Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
    by T. DE GROOTE & G. EVERAERT

  • 2011 Aplicatii ale metodei regresiei ortogonale in conomie
    by Saman, Corina

  • 2011 Testing the One-Part Fractional Response Model against an Alternative Two-Part Model
    by Oberhofer, Harald & Pfaffermayr, Michael

  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Wolfgang Polasek

  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Wolfgang Polasek

  • 2011 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    by Wolfgang Polasek

  • 2011 Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Wolfgang Polasek & Richard Sellner

  • 2011 Applying the gravity approach to sector trade: Who bears the trade costs?
    by Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon

  • 2011 Block Bootstrap and Long Memory
    by George Kapetanios & Fotis Papailias

  • 2011 Confidence Sets Based on Inverting Anderson-Rubin Tests
    by Russell Davidson & James G. MacKinnon

  • 2011 Assessing bank's default probability using the ASRF model
    by Radkov, Petar & Minkova, Leda

  • 2011 Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks
    by Lau, Chi Keung Marco & Chau, Frankie & Deesomsak, Rataporn

  • 2011 Methodological Proposal for Compiling the ILO Unemployment with Monthly Periodicity
    by Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia & Moldoveanu, Ruxandra

  • 2011 Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading
    by Kozmenko, Serhiy & Plastun, Oleksiy

  • 2011 A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model
    by Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R.

  • 2011 Гибридная Имитационная Модель Отделения Банка Как Системы Массового Обслуживания: Роль Человеческого Фактора
    by Rumyantsev, Mikhail I.

  • 2011 Partitioned Frames in Bak Sneppen Models
    by Piccinini, Livio Clemente & Lepellere, Maria Antonietta & Chang, Ting Fa Margherita

  • 2011 Credit risk tools, (numerical methods for finance, university of Limerick 2011)
    by Esposito, Francesco Paolo

  • 2011 Detección de Dependencia Espacial mediante Análisis Simbólico
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

  • 2011 Combating eutrophication in coastal areas at risk for oil spills
    by Hyytiäinen, Kari & Huhtala, Anni

  • 2011 Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis
    by Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel

  • 2011 Towards a benchmark on the contribution of education and training to employability: methodological note
    by Garrouste, Christelle

  • 2011 Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation
    by Pfau, Wade Donald

  • 2011 Simulation of financial institutions activity in transitional economies
    by Rumyantsev, Mikhail I.

  • 2011 Spending flexibility and safe withdrawal rates
    by Finke, Michael & Pfau, Wade Donald & Williams, Duncan

  • 2011 Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry
    by Taştan, Hüseyin

  • 2011 On the finite-sample properties of conditional empirical likelihood estimators
    by Crudu, Federico & Sándor, Zsolt

  • 2011 A new method for approximating vector autoregressive processes by finite-state Markov chains
    by Gospodinov, Nikolay & Lkhagvasuren, Damba

  • 2011 Empirical estimation of default and asset correlation of large corporates and banks in India
    by Bandyopadhyay, Arindam & Ganguly, Sonali

  • 2011 Capital market expectations, asset allocation, and safe withdrawal rates
    by Pfau, Wade Donald

  • 2011 Nearly optimal asset allocations in retirement
    by Pfau, Wade Donald

  • 2011 Corporate competition: A self-organized network
    by Braha, Dan & Stacey, Blake & Bar-Yam, Yaneer

  • 2011 Algorithms for merging tick data and data analysis for Indian financial market
    by Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet

  • 2011 Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work
    by Pfau, Wade Donald

  • 2011 A nonparametric hypothesis test via the Bootstrap resampling
    by Temel, Tugrul

  • 2011 Non-negative demand in newsvendor models:The case of singly truncated normal samples
    by Halkos, George & Kevork, Ilias

  • 2011 Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen
    by Mohamed, Issam A.W.

  • 2011 Retirement savings guidelines for residents of emerging market countries
    by Meng, Channarith & Pfau, Wade Donald

  • 2011 Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?
    by Pfau, Wade Donald

  • 2011 Identi�cation of jumps in �financial price series
    by Hellström, Jörgen & Lönnbark, Carl

  • 2011 Can We Predict the Sustainable Withdrawal Rate for New Retirees?
    by Pfau, Wade Donald

  • 2011 Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
    by Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan

  • 2011 Testing for non-causality by using the Autoregressive Metric
    by Di Iorio, Francesca & Triacca, Umberto

  • 2011 Revisiting the Fisher and Statman Study on Market Timing
    by Pfau, Wade Donald

  • 2011 The particle system model of income and wealth more likely to imply an analogue of thermodynamics in social science
    by Angle, John

  • 2011 Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle
    by Pfau, Wade Donald

  • 2011 Asymmetric Baxter-King filter
    by Buss, Ginters

  • 2011 Un’estensione stocastica del modello "Fisher-Lange"
    by Massimo De Felice & Franco Moriconi

  • 2011 Hálózati struktúra és egyensúly: a tudás-áramlás szerkezeti jellemzõinek kérdései
    by Tamás Sebestyén

  • 2011 And Yet they Co-Move! Public Capital and Productivity in OECD: A Panel Cointegration Analysis with Cross-Section Dependence
    by Anna Bottaso & Carolina Castagnetti & Maurizio Conti

  • 2011 Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models
    by Jason R. Blevins

  • 2011 Bayesian semiparametric GARCH models
    by Xibin Zhang & Maxwell L. King

  • 2011 Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
    by Xibin Zhang & Maxwell L. King & Han Lin Shang

  • 2011 Tests of Structural Changes in Conditional Distributions with Unknown Changepoints
    by Dominique Guegan & Philippe de Peretti

  • 2011 Operational–risk Dependencies and the Determination of Risk Capital
    by Stefan Mittnik & Sandra Paterlini & Tina Yener

  • 2011 Cardinality versus q-Norm Constraints for Index Tracking
    by Bjoern Fastrich & Sandra Paterlini & Peter Winker

  • 2011 Cardinality versus q-Norm Constraints for Index Tracking
    by Bjöern Fastrich & Sandra Paterlini & Peter Winker

  • 2011 Generating ordinal data
    by Pier Alda FERRARI & Alessandro BARBIERO

  • 2011 Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
    by Luc Bauwens & Arnaud Dufays & Jeroen V.K. Rombouts

  • 2011 Public Job-creation Programs: The Economic Benefits of Investing in Social Care. Case Studies in South Africa and the United States
    by Rania Antonopoulos & Kijong Kim

  • 2011 Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model
    by Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge Garcia

  • 2011 Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector
    by Meilan Yan & Maximilian J. B. Hall & Paul Turner

  • 2011 Los Cambios en la Distribución del Ingreso de Argentina entre 1998 Y 2005: Un Análisis de Microdescomposiciones Utilizando Información de Paneles
    by Juan Ignacio Zoloa

  • 2011 Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters
    by Ham, John C. & Woutersen, Tiemen

  • 2011 Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters
    by Ham, John C. & Woutersen, Tiemen

  • 2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
    by Troske, Kenneth & Voicu, Alexandru

  • 2011 A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply
    by Troske, Kenneth & Voicu, Alexandru

  • 2011 On Identification of Bayesian DSGE Models
    by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.

  • 2011 On Identification of Bayesian DSGE Models
    by Koop, Gary & Pesaran, Hashem & Smith, Ron P.

  • 2011 The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
    by Henry Dannenberg

  • 2011 Assessing the tendency of Spanish manufacturing industries to cluster: Co-localization and establishment size
    by Marta Casanova & Vicente Orts Ríos

  • 2011 Poverty dynamics in Nairobi's slums: testing for true state dependence and heterogeneity effects
    by FAYE Ousmane & ISLAM Nizamul & ZULU Eliya

  • 2011 The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
    by Sven Schreiber

  • 2011 Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
    by Michal Franta

  • 2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
    by Jouchi Nakajima

  • 2011 Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach
    by Jouchi Nakajima

  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Polasek, Wolfgang

  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Polasek, Wolfgang

  • 2011 Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    by Polasek, Wolfgang & Sellner, Richard

  • 2011 Sensitivity Analysis of SAR Estimators
    by Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard

  • 2011 Bayesian Factor Selection in Dynamic Term Structure Models
    by Márcio Laurini

  • 2011 Measuring the Effects of Removing Subsidies for Private Insurance on Public Expenditure for Health Care
    by Terence Chai Cheng

  • 2011 Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach
    by Terence Chai Cheng & Farshid Vahid

  • 2011 A new targeting - a new take-up? : non-take-up of social assistance in Germany after social policy reforms
    by Bruckmeier, Kerstin & Wiemers, Jürgen

  • 2011 How Computational Statistics Became the Backbone of Modern Data Science
    by James E. Gentle & Wolfgang Karl Härdle & Yuichi Mori

  • 2011 Finite Mixture for Panels with Fixed Effects
    by Partha Deb & Pravin Trivedi

  • 2011 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Toshiaki Watanabe

  • 2011 Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
    by Shu-Ping Shi & Peter C. B. Phillips & Jun Yu

  • 2011 Identification of jumps in financial price series
    by Hellström, Jörgen & Lönnbark, Carl

  • 2011 The dynamics of real exchange rates - A reconsideration
    by Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp

  • 2011 Indirect Inference Based on the Score
    by Peter Fuleky & Eric Zivot

  • 2011 Indirect Inference Based on the Score
    by Peter Fuleky & Eric Zivot

  • 2011 Testing for Bivariate Stochastic Dominance Using Inequality Restrictions
    by Thanasis Stengos & Brennan S. Thompson

  • 2011 A nonlinear panel unit root test under cross section dependence
    by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis

  • 2011 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany

  • 2011 Eco-efficiency and convergence in OECD countries
    by Mariam Camarero & Juana Castillo & Andrés J. Picazo-Tadeo & Cecilio Tamarit

  • 2011 Estimation of the Spatial Weights Matrix under Structural Constraints
    by Arnab Bhattacharjee & Chris Jensen-Butler

  • 2011 On the volatility-volume relationship in energy futures markets using intraday data
    by Julien Chevallier & Benoît Sévi

  • 2011 Los cambios en la Distribución del Ingreso de Argentina entre 1998 y 2005
    by Juan Ignacio Zoloa

  • 2011 Do jumps help in forecasting the density of returns?
    by Chevallier, Julien & Ielpo, Florian & Sévi, Benoît

  • 2011 A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs
    by Fahim, Arash & Touzi, Nizar & Warin, Xavier

  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi

  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi

  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi

  • 2011 GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
    by Donald W.K. Andrews & Xu Cheng

  • 2011 GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
    by Donald W.K. Andrews & Xu Cheng

  • 2011 Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
    by Donald W. K. Andrews & Xu Cheng

  • 2011 Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
    by Donald W. K. Andrews & Xu Cheng

  • 2011 Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power
    by Donald W.K. Andrews

  • 2011 Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power
    by Donald W.K. Andrews

  • 2011 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2011 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2011 Bias in Estimating Multivariate and Univariate Diffusions
    by Xiaohu Wang & Peter C.B. Phillips & Jun Yu

  • 2011 An artificial neural network approach for assigning rating judgements to Italian Small Firms
    by Greta Falavigna

  • 2011 A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains
    by Nikolay Gospodinov & Damba Lkhagvasuren

  • 2011 Indirect Likelihood Inference
    by Creel, Michael & Kristensen, Dennis

  • 2011 Estimating and forecasting structural breaks in financial time series
    by BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno

  • 2011 Marginal likelihood for Markov-switching and change-point GARCH models
    by BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K.

  • 2011 Montecarlo simulation of long-term dependent processes: a primer
    by Carlos León Rincón & Alejandro Reveiz

  • 2011 Forecasting With Many Predictors. An Empirical Comparison
    by Eliana González

  • 2011 Marginal Likelihood for Markov-Switching and Change-Point Garch Models
    by Luc Bauwens & Arnaud Dufays & Jeroen Rombouts

  • 2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
    by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti

  • 2011 Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors
    by Elise Coudin & Jean-Marie Dufour

  • 2011 Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach
    by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault

  • 2011 On Identification of Bayesian DSGE Models
    by Gary Koop & M. Hashem Pesaran & Ron P. Smith

  • 2011 Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
    by Jennifer Castle & Xiaochuan Qin & W. Robert Reed

  • 2011 Structural Breaks - An Instrumental Variable Approach
    by Conniffe, Denis & Kelly, Robert

  • 2011 Fiscal fan charts - A tool for assessing member states’ (likely?) compliance with EU fiscal rules
    by Cronin, David & Dowd, Kevin

  • 2011 On Identification of Bayesian DSGE Models
    by Koop, G. & Pesaran, M.H. & Smith, R.

  • 2011 Indirect likelihood inference
    by Michael Creel & Dennis Kristensen

  • 2011 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
    by Malik, S. & Pitt, M. K.

  • 2011 Stationarity, structural breaks, and economic growth in Mexico: 1895-2008
    by Antonio E. Noriega & Cid Alonso Rodríguez-Pérez

  • 2011 Time-series Modelling, Stationarity and Bayesian Nonparametric Methods
    by Juan Carlos Martínez-Ovando & Stephen G. Walker

  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaulària

  • 2011 A method to estimate power parameter in Exponential Power Distribution via polynomial regression
    by Daniele Coin

  • 2011 An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests
    by Paolo Guarda & Abdelaziz Rouabah & John Theal

  • 2011 What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?
    by Céline Gauthier & Toni Gravelle & Xuezhi Liu & Moez Souissi

  • 2011 Estimating Net Child Care Price Elasticities of Partnered Women With Pre-School Children Using a Discrete Structural Labour Supply-Child Care Model
    by Xiaodong Gong & Robert Breuing

  • 2011 Indirect likelihood inference
    by Michael Creel & Dennis Kristensen

  • 2011 Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study
    by Riccardo LUCCHETTI & Claudia PIGINI

  • 2011 Marginal Likelihood for Markov-switching and Change-point Garch Models
    by Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts

  • 2011 Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices
    by Rasmus Tangsgaard Varneskov

  • 2011 Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise
    by Rasmus Tangsgaard Varneskov

  • 2011 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
    by Yushu Li

  • 2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
    by Rasmus Tangsgaard Varneskov & Pierre Perron

  • 2011 A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation
    by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaularia

  • 2011 An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution
    by Guerrero de Lizardi, Carlos

  • 2011 Estimating standard errors for the Parks model: Can jackknifing help?
    by Reed, W. Robert & Webb, Rachel S.

  • 2011 What Do We Know About Exposure At Default On Contingent Credit Lines? - A Survey Of The Literature, Empirical Analysis And Models
    by Michael Jacobs, Jr. & Pinaki Bag

  • 2011 Operational Risk Modelling and Capital Adequacy – are There any Rewards in Greater Complexity?
    by Anghelache, Gabriela Victoria & Cozmanca, Bogdan Octavian & Radu, Alina Nicoleta

  • 2011 Analyzing the Dynamics of Relative Prices on a Market with Speculative and Non-Speculative Agents Based on the Evolutionary Model
    by Dospinescu, Andrei Silviu

  • 2011 Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market
    by Todea, Alexandru & Zoicas Ienciu, Adrian

  • 2011 Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management
    by Jacobs, Jr., Michael

  • 2011 Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default
    by Jacobs, Jr., Michael

  • 2011 Updating weighting matrices by Cross-Entropy
    by Fernández Vázquez, Esteban

  • 2011 Econometric analysis of Russian market of mergers and acquisitions
    by Polikarpova, Maria

  • 2011 Operational Risk - Scenario Analysis
    by Milan Rippel & Petr Teplý

  • 2011 About Direct Sales in the World, Europe and Romania
    by Claudia Isac & Alin Isac

  • 2011 El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis between 1999 and 2008
    by Alcañiz Zanón, Manuela & Alemany Leira, Ramón & Bolancé Losilla, Catalina & Guillén Estany, Montserrat

  • 2011 An Overview Of Human Resources In Science And Technology (Hrst) From Research Development And Innovation (Rdi) Sector During 1993-2009 In Romania
    by NICOLOV MIRELA

  • 2011 Fluctuation In Pension Fund Assets Privately Managed Under The Influence Of Certain Factors. Statistical Study In Romania
    by Cristea Mirela & Siminica Marian & Dracea Raluca

  • 2011 Testando o "Cash-Flow-at-Risk" em empresas têxteis [Testing the cash flow at risk in textile companies]
    by Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbert & Danilo Soares Pacheco de Medeiros & Luiz Guilherme da Silva Probst

  • 2011 Heterogeneous Basket Options Pricing Using Analytical Approximations
    by Georges Dionne & Genevieve Gauthier & Nadia Ouertani & Nabil Tahani

  • 2011 A Non-Parametric Robust Estimation of the Box-Cox Transformation for Regression Models
    by Elkin Castaño

  • 2011 Estimating an Ethical Index of Human Wellbeing
    by Masudul Alam Choudhury & Mohammad Zakir Hossain & Mohammad Shahadat Hossain

  • 2011 Kismi En Kucuk Kareler Regresyonu Yardimiyla Optimum Bilesen Sayisini Secmede Model Secim Kriterlerinin Performans Karsilastimasi
    by Elif BULUT & Ozlem GURUNLU ALMA

  • 2011 Portafolio de consumo: problema de Merton
    by Eduardo Cepeda

  • 2011 Estudio de la desigualdad de ingresos en el Ecuador considerando esfuerzos y herencias sociales
    by Margarita Velín & Paúl Medina

  • 2011 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
    by Jouchi Nakajima

  • 2011 Micro simulations on the effects of ageing-related policy measures: The Social Affairs Department of the Netherlands Ageing and Pensions Model
    by Jan-Maarten van Sonsbeek & j.m.van.sonsbeek@vu.nl

  • 2011 Cohesion In The European Union – Used Markov Chains Method
    by Liviu-Stelian BEGU

  • 2011 Is Latin America an Optimum Currency Area? Evidence from a Structural Vector Autoregression Analysis
    by Foresti Pasquale

  • 2011 Impact of Model Specification Decisions on Unit Root Tests
    by Atiq-ur-Rehman

  • 2011 Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model
    by Sauquet, Alexandre & Lecocq, Franck & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed & Garcia, Serge

  • 2011 Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks
    by Lu, Zhaoyang

  • 2011 A trinomial test for paired data when there are many ties
    by Bian, Guorui & McAleer, Michael & Wong, Wing-Keung

  • 2011 A dynamic model of price discrimination and inventory management at the Fulton Fish Market
    by Graddy, Kathryn & Hall, George

  • 2011 Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology’s prospects in view of the new regulatory framework
    by Westner, Günther & Madlener, Reinhard

  • 2011 Nonparametric rank tests for event studies
    by Kolari, James W. & Pynnonen, Seppo

  • 2011 Bayesian inference in a sample selection model
    by van Hasselt, Martijn

  • 2011 Particle filters for continuous likelihood evaluation and maximisation
    by Malik, Sheheryar & Pitt, Michael K.

  • 2011 Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
    by Wang, Liqun & Hsiao, Cheng

  • 2011 Control variate method for stationary processes
    by Amano, Tomoyuki & Taniguchi, Masanobu

  • 2011 Structural models, information and inherited restrictions
    by Lady, George M. & Buck, Andrew J.

  • 2011 Recent Trends In Income Inequality In Latin America
    by Leonardo Gasparini & Guillero Cruces & Leopoldo Tornarolli

  • 2011 Una estimación no paramétrica y robusta de la transformación Box-Cox para el modelo de regresión
    by Castaño Vélez, Elkin

  • 2011 Valuing a water recreation facility using semi parametric estimators in the travel cost method
    by Mónica Marcela Jaime Torres & Alejandro M. Tudela Román

  • 2011 Valuing a water recreation facility using semi parametric estimators in the travel cost method
    by Mónica Marcela Jaime Torres & Alejandro M. Tudela Román

  • 2011 Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones
    by Jorge Mario Uribe Gil & Inés María Ulloa Villegas

  • 2011 En busca de un modelo Benchmark univariado para predecir la tasa de desempleo
    by Javier Contreras-Reyes & Byron Idrovo

  • 2011 Testing for poverty dominance: an application to Canada
    by Wen-Hao Chen & Jean-Yves Duclos

  • 2011 Expectations, Inter-Sectorial Relationships and the Business Cycle
    by Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez

  • 2011 Microeconometric Strategies for Dealing with Unobservables and Endogenous Variables in Recreation Demand Models
    by Klaus Moeltner & Roger von Haefen

  • 2011 An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange
    by Elie BOURI

  • 2011 Econometric Models Used For Managing The Market Risk In The Romanian Banking System
    by Ioan Trenca & Simona Mutu & Nicolae Petria

  • 2011 Some Issues Involved by the Policies Concerning Exchange Rate and Inflation. Quantitative Approach
    by Emilian Dobrescu

  • 2010 Probabilistic Representation and Approximation for Coupled Systems of Variational Inequalities
    by Elie, Romuald & Kharroubi, Idris

  • 2010 Bayesian Estimation of a Covariance Matrix: Application for Asset and Liabiliy Management
    by Marin, Jean-Michel & Féron, Olivier & Bouriga, Mathilde & Robert, Christian P.

  • 2010 On computational tools for Bayesian data analysis
    by Robert, Christian P. & Marin, Jean-Michel

  • 2010 Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz
    by Henry Dannenberg

  • 2010 Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex
    by Cruz Aké, Salvador & Venegas-Martínez, Francisco

  • 2010 An unconditional basic income in the family context: Labor supply and distributional effects
    by Horstschräer, Julia & Clauss, Markus & Schnabel, Reinhold

  • 2010 Estimating standard errors for the Parks model: Can jackknifing help?
    by Reed, W. Robert & Webb, Rachel S.

  • 2010 Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie
    by Klein, Martin

  • 2010 Return distributions of equity-linked retirement plans
    by Detering, Nils & Weber, Andreas & Wystup, Uwe

  • 2010 A few can do: Ethical behavior and the provision of public goods in an agent-based model
    by Pickhardt, Michael

  • 2010 Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables
    by Leslie G. Godrey

  • 2010 Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach
    by Chai Cheng, T; & Vahid, F;

  • 2010 The evaluation of health policies through microsimulation methods
    by Zucchelli, E & Jones, A.M & Rice, N

  • 2010 Ruin Probability in Finite Time
    by Krzysztof Burnecki & Marek Teuerle

  • 2010 Building Loss Models
    by Krzysztof Burnecki & Joanna Janczura & Rafal Weron

  • 2010 Models for Heavy-tailed Asset Returns
    by Szymon Borak & Adam Misiorek & Rafal Weron

  • 2010 How Robust is the R&D – Productivity relationship? Evidence from OECD Countries
    by Mosahid Khan & Kul B. Luintel & Konstantinos Theodoris

  • 2010 Latent Variables and Propensity Score Matching
    by Maciej Jakubowski

  • 2010 Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks
    by Silvia Centanni & Marco Minozzo

  • 2010 A dynamic copula approach to recovering the index implied volatility skew
    by Matthias Fengler & Helmut Herwartz & Christian Werner

  • 2010 Testing for covariate balance using quantile regression and resampling methods
    by Martin Huber

  • 2010 Mathematical Properties of a Combined Cournot-Stackelberg model
    by Fabio Tramontana & Laura Gardini & Tönu Puu

  • 2010 New properties of the Cournot duopoly with isoelastic demand and constant unit costs
    by Fabio Tramontana & Laura Gardini & Tönu Puu

  • 2010 Experiencing simulated outcomes
    by Robin Hogarth & Emre Soyer

  • 2010 Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options
    by Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

  • 2010 A Non-Parametric Microsimulation Approach to Assess Changes in Inequality and Poverty
    by Rob Vos & Marco V. Sánchez

  • 2010 Un modelo estructural pequeño para la economía uruguaya
    by Diego Gianelli

  • 2010 Estimación de los Flujos de Transporte de Mercancías Interregionales Trimestrales mediante Técnicas de Interpolación Temporal
    by Gallego López, Nuria & Llano, Carlos & Pérez García, Julian

  • 2010 Measuring industrial agglomeration with inhomogeneous K-function: the case of ICT firms in Milan (Italy)
    by Giuseppe Espa & Giuseppe Arbia & Diego Giuliani

  • 2010 Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling
    by Marco Bee

  • 2010 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
    by Cockx, B. & Picchio, M.

  • 2010 Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis
    by Lennart Hoogerheide & Joern H. Block & Roy Thurik

  • 2010 A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
    by David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2010 Efficient Bayesian Estimation and Combination of GARCH-Type Models
    by David Ardia & Lennart F. Hoogerheide

  • 2010 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
    by David Ardia & Lennart F. Hoogerheide

  • 2010 Some Exact Tests for Manifest Properties of Latent Trait Models
    by Jan G. de Gooijer & Ao Yuan

  • 2010 Cost and Benefit of the SLA Mapping Approach for Defining Standardized Goods in Cloud Computing Markets
    by Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

  • 2010 Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software
    by Juthasit Rohitratana & Jorn Altmann

  • 2010 Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods
    by Junseok Hwang & Jihyoun Park & Jorn Altmann

  • 2010 The Impact of the Subgroup Structure on the Evolution of Networks: An Economic Model of Network Evolution
    by Kibae Kim & Jorn Altmann & Junseok Hwang

  • 2010 Agent-based Simulation of Cooperative Innovation
    by Flavio Lenz-Cesar & Almas Heshmati

  • 2010 Error Recovery for SLA-Based Workflows within the Business Grid
    by Dang Minh Quan & Jorn Altmann & Laurence T. Yang

  • 2010 Capacity Planning in Economic Grid Markets
    by Marcel Risch & Jorn Altmann

  • 2010 The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services
    by Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis

  • 2010 Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time
    by Tore Selland Kleppe & Jun Yu & Hans J. Skaug

  • 2010 Kernel smoothing end of sample instability tests P values
    by Patrick Richard

  • 2010 Quadratic Pen's Parade and the Computation of the Gini index
    by Stéphane Mussard & Jules Sadefo Kamdem & Françoise Seyte & Michel Terraza

  • 2010 Production Under Uncertainty: A Simulation Study
    by Sriram Shankar & Chris O'Donnell & John Quiggin

  • 2010 Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis
    by Feldkircher, Martin

  • 2010 The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'
    by Feldkircher, Martin & Zeugner, Stefan

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by Francisco J. Ruge-Murcia

  • 2010 Chow-Lin Methods in Spatial Mixed Models
    by Wolfgang Polasek & Richard Sellner & Carlos Llano

  • 2010 VIX Dynamics with Stochastic Volatility of Volatility
    by Andreas Kaeck & Carol Alexander

  • 2010 Stochastic Volatility Jump-Diffusions for Equity Index Dynamics
    by Andreas Kaeck & Carol Alexander

  • 2010 Trends in the French commercial farm population
    by Madior Fall & Laurent Piet & Muriel Roger

  • 2010 Critical Values for Cointegration Tests
    by James G. MacKinnon

  • 2010 The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
    by Paulo M.M. Rodrigues & Antonio Rubia

  • 2010 К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
    by Rumyantsev, Mikhail I.

  • 2010 Bootstrapping realized multivariate volatility measures
    by Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour

  • 2010 Confidence sets for some partially identified parameters
    by Fan, Yanqin & Park, Sang Soo

  • 2010 Estimating the risk-adjusted capital is an affair in the tails
    by Canestraro, Davide & Dacorogna, Michel

  • 2010 Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis
    by Onour, Ibrahim & Abdalla, Abdelgadir

  • 2010 Subset hypotheses testing and instrument exclusion in the linear IV regression
    by Doko Tchatoka, Firmin

  • 2010 A Bayesian Model of Sample Selection with a Discrete Outcome Variable
    by Maksym, Obrizan

  • 2010 Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest
    by Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong

  • 2010 Credit risk tools: an overview
    by Esposito, Francesco Paolo

  • 2010 Attendance of ice hockey matches in the Czech Extraliga
    by Lahvicka, Jiri

  • 2010 A comprehensive literature classification of simulation optimisation methods
    by Hachicha, Wafik & Ammeri, Ahmed & Masmoudi, Faouzi & Chachoub, Habib

  • 2010 Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators
    by Gach, Florian & Pötscher, Benedikt M.

  • 2010 Simulation of queueing systems with many stations and of queueing networks using copulas
    by Ciuiu, Daniel

  • 2010 Some solutions to the equity premium and volatility puzzles
    by Li, Jinlu

  • 2010 Un modelo de tres factores con un parámetro de sensibilidad de mercado para estimar la dinámica de la tasa corta: Una aplicación para la tasa de fondeo gubernamental de México
    by Ruiz-Porras, Antonio & Perez-Sicairos, Rene Benjamin

  • 2010 Remittances and Poverty: Panel Evidence from High Remittance Economies
    by Hassan, Gazi

  • 2010 Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest
    by Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong

  • 2010 A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007
    by Di Iorio, Francesca & Fachin, Stefano

  • 2010 An econometric model to quantify benchmark downturn LGD on residential mortgages
    by Morone, Marco & Cornaglia, Anna

  • 2010 Revealing the arcane: an introduction to the art of stochastic volatility models
    by Tsyplakov, Alexander

  • 2010 Models for Heavy-tailed Asset Returns
    by Borak, Szymon & Misiorek, Adam & Weron, Rafal

  • 2010 Building Loss Models
    by Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal

  • 2010 Simulation of Risk Processes
    by Burnecki, Krzysztof & Weron, Rafal

  • 2010 Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence
    by Sarafidis, Vasilis & Yamagata, Takashi

  • 2010 Performance evaluation using bootstrapping DEA techniques: Evidence from industry ratio analysis
    by Halkos, George & Tzeremes, Nickolaos

  • 2010 DSGE Model Validation in a Bayesian Framework: an Assessment
    by Paccagnini, Alessia

  • 2010 Effets Non Linéaires de l'Inflation sur la Croissance dans l'UEMOA
    by Combey, Adama & Nubukpo, Kako

  • 2010 Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
    by Mitze, Timo

  • 2010 Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization
    by Fries, Christian P.

  • 2010 Efficient Bayesian estimation and combination of GARCH-type models
    by Ardia, David & Hoogerheide, Lennart F.

  • 2010 Loss Distributions
    by Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal

  • 2010 Temporal changes in the parameters of statistical distribution of journal impact factor
    by Mishra, SK

  • 2010 Markov-switching Asset Allocation: Do Profitable Strategies Exist?
    by Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe

  • 2010 GMM estimation of Spatial Panels with Fixed Effects
    by Moscone, Francesco & Tosetti, Elisa

  • 2010 Alpha-root Processes for Derivatives pricing
    by Balakrishna, BS

  • 2010 Semiparametric Inference in Dynamic Binary Choice Models, Second Version
    by Andriy Norets & Xun Tang

  • 2010 Opportunismo e coordinamento: soluzioni regolative e istituzionali
    by A. Arrighetti & S. Curatolo

  • 2010 Costi di coordinamento e vantaggi di aggregazione: esiti, morfologia e processi di interazione in un mondo artificiale multi-agente
    by A. Arrighetti & S. Curatolo

  • 2010 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
    by Jesús Crespo Cuaresma & Martin Feldkircher

  • 2010 An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?
    by Wade D. Pfau

  • 2010 A Structural Model of Segregation in Social Networks
    by Angelo Mele

  • 2010 Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application
    by Russell Cooper & John C. Haltiwanger & Jonathan L. Willis

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by RUGE-MURCIA, Francisco J.

  • 2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
    by RUGE-MURCIA, Francisco J.

  • 2010 Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions
    by Shuowen Hu & D.S. Poskitt & Xibin Zhang

  • 2010 A Bayesian approach to parameter estimation for kernel density estimation via transformations
    by Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu

  • 2010 Short-term load forecasting based on a semi-parametric additive model
    by Shu Fan & Rob Hyndman

  • 2010 An omnibus test to detect time-heterogeneity in time series
    by Dominique Guegan & Philippe de Peretti

  • 2010 Testing unit roots and long range dependence of foreign exchange
    by Dominique Guegan & Zhiping Lu

  • 2010 The Power of some Standard tests of stationarity against changes in the unconditional variance
    by Ibrahim Ahamada & Mohamed Boutahar

  • 2010 Classical vs wavelet-based filters Comparative study and application to business cycle
    by Ibrahim Ahamada & Philippe Jolivaldt

  • 2010 Predicting chaos with Lyapunov exponents : zero plays no role in forecasting chaotic systems
    by Dominique Guegan & Justin Leroux

  • 2010 Alternative Technical Efficiency Measures: Skew, Bias, and Scale
    by Qu Feng & William C. Horrace

  • 2010 Portfolio Management under Asymmetric Dependence and Distribution
    by Stefan Hlawatsch & Peter Reichling

  • 2010 Simulation and Estimation of Loss Given Default
    by Stefan Hlawatsch & Sebastian Ostrowski

  • 2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 A Trinomial Test for Paired Data When There are Many Ties
    by Guorui Bian & Michael McAleer & Wing-Keung Wong

  • 2010 Production Efficiency versus Ownership: The Case of China
    by Alice Shiu, Valentin Zelenyuk

  • 2010 Persistence Endogeneity Via Adjustment Costs: An Assessment based on Bayesian Estimations
    by Sebastian Sienknecht

  • 2010 A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
    by Michael P. Keane & Robert M. Sauer

  • 2010 The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence
    by Bar-El, Ronen & García-Muñoz, Teresa & Neuman, Shoshana & Tobol, Yossi

  • 2010 The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence
    by Bar-El, Ronen & García Muñoz, Teresa & Neuman, Shoshana & Tobol, Yossef

  • 2010 Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity
    by Prowse, Victoria L.

  • 2010 Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity
    by Prowse, Victoria L.

  • 2010 Is there a Superior Distance Function for Matching in Small Samples?
    by Eva Dettmann & Claudia Becker & Christian Schmeißer

  • 2010 Testing for Structural Breaks at Unknown Time: A Steeplechase
    by Makram El-Shagi & Sebastian Giesen

  • 2010 Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models
    by Polasek, Wolfgang & Sellner, Richard

  • 2010 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
    by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

  • 2010 Models for Heavy-tailed Asset Returns
    by Szymon Borak & Adam Misiorek & Rafał Weron

  • 2010 Building Loss Models
    by Krzysztof Burnecki & Joanna Janczura & Rafał Weron &

  • 2010 Modeling Asset Prices
    by James E. Gentle & Wolfgang Karl Härdle

  • 2010 Unpacking the Causes of Ethnic Segregation across Workplaces
    by Bygren, Magnus

  • 2010 The sensitivity of the Scaled Model of Error with respect to the choice of the correlation parameters: A Simulation Study
    by Graziani, Rebecca & Keilman, Nico

  • 2010 Effects of Sharing Parental Leave on Pensioners' Poverty and Gender Inequality in Old Age. A Simulation in IFSIM
    by Baroni, Elisa

  • 2010 Pursuing the Wrong Options? Adjustment Costs and the Relationship between Uncertainty and Capital Accumulation
    by Bond, Stephen R. & Söderbom, Måns & Wu, Guiying

  • 2010 A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance
    by Hacker, R. Scott & Hatemi-J, Abdulnasser

  • 2010 Uncertainty and Sensitivity Analysis of the Human Development Index
    by Milorad Kovacevic & Clara García Aguña

  • 2010 Has the Preston Curve Broken Down?
    by Georgios Georgiadis & José Pineda & Francisco Rodríguez

  • 2010 A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates
    by Christian de Peretti & Carole Siani & Mario Cerrato

  • 2010 Dépendance entre risques extrêmes : Application aux Hedge Funds
    by Ranoua Bouchouicha

  • 2010 A New Solution to Time Series Inference in Spurious Regression Problems
    by Hrishikesh D. Vinod

  • 2010 Maintaining symmetry of simulated likelihood functions
    by Laura Mørch Andersen

  • 2010 The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values
    by Giorgio Calzolari & Laura Neri

  • 2010 Monte Carlo-Based Tail Exponent Estimator
    by Jozef Barunik & Lukas Vacha

  • 2010 Individual Characteristics and Stated Preferences for Alternative Energy Sources and Propulsion Technologies in Vehicles: A Discrete Choice Analysis
    by Andreas Ziegler

  • 2010 A Trinomial Test for Paired Data When There are Many Ties
    by Bian, G. & McAleer, M.J. & Wong, W.K.

  • 2010 A Trinomial Test for Paired Data When There are Many Ties
    by Bian, G. & McAleer, M.J. & Wong, W.K.

  • 2010 Inference for stochastic volatility models using time change transformations
    by Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas

  • 2010 Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
    by Timo Mitze

  • 2010 Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?
    by Jan Willem van den End

  • 2010 “I Can Hear the Grass Grow”: The Anatomy of Distributive Changes in Argentina
    by Walter Sosa Escudero & Sergio Petralia

  • 2010 Intangibles, Can They Explain the Dispersion in Return Rates?
    by Bernd Görzig & Martin Gornig

  • 2010 A New Targeting - A New Take-Up?: Non-take-up of Social Assistance in Germany after Social Policy Reforms
    by Kerstin Bruckmeier & Jürgen Wiemers

  • 2010 A joint detection-estimation framework for analysing within-subject fMRI data
    by Vincent, Thomas & Risser, Laurent & Ciuciu, Pierre & Donnet, Sophie

  • 2010 On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights
    by Touzi, Nizar & Manolarakis, Konstantinos & Crisan, Dan

  • 2010 Estimation and Inference with Weak, Semi-strong, and Strong Identification
    by Donald W.K. Andrews & Xu Cheng

  • 2010 Estimation and Inference with Weak, Semi-strong, and Strong Identification
    by Donald W.K. Andrews & Xu Cheng

  • 2010 Dating the Timeline of Financial Bubbles during the Subprime Crisis
    by Peter C. B. Phillips & Jun Yu

  • 2010 Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi

  • 2010 Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi

  • 2010 Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi

  • 2010 Testing conditional monotonicity in the absence of smoothness
    by Miguel A. Delgado & Juan Carlos Escanciano

  • 2010 Option pricing with asymmetric heteroskedastic normal mixture models
    by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars

  • 2010 Multivariate option pricing with time varying volatility and correlations
    by ROMBOUTS, Jeroen J. K & STENTOFT, Lars

  • 2010 La Planeación Agregada Analizada Desde El Enfoque De La Dinámica De Sistemas
    by Juan Carlos Vergara Schmalbach & Víctor Manuel Quesada Ibargüen & Melissa Manga Altamar & Vanessa Restrepo Torres

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2010 Multivariate Option Pricing With Time Varying Volatility and Correlations
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2010 Alternative versions of the RESET test for binary response index models: a comparative study
    by Esmeralda A. Ramalho & Joaquim Ramalho

  • 2010 How Robust is the R&D-Productivity relationship? Evidence from OECD Countries
    by Luintel, Kul B & Khan, Mosahid & Theodoridis, Konstantinos

  • 2010 The PCSE Estimator is Good -- Just Not as Good as You Think
    by W. Robert Reed & Rachel Webb

  • 2010 A Trinomial Test for Paired Data When There are Many Ties
    by Guorui Bian & Michael McAleer & Wing-Keung Wong

  • 2010 Properties of Electricity Prices and the Drivers of Interconnector Revenue
    by Parail, V.

  • 2010 Die Gewerbesteuer seit der Unternehmensteuerreform 2008: Steigt die Steuerbelastung und die Gefahr der Substanzbesteuerung? Eine empirische Analyse
    by Kerstin Schneider & Claudia Wesselbaum-Neugebauer

  • 2010 The great divergence: history or path dependence? Results from the Americas
    by Steve de Castro

  • 2010 History or path dependence in mixed-Poisson growth: Brazil, 1822-2000, and USA, 1869-1996, with an estimate of the world mixing distribution at start-up
    by Steve de Castro & Flávio Gonçalves

  • 2010 A Cyclical Model of Exchange Rate Volatility
    by Evarist Stoja & Richard D. F. Harris & Fatih Yilmaz

  • 2010 Combining predictive densities using Bayesian filtering with applications to US economics data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

  • 2010 Experiencing Simulated Outcomes
    by Robin Hogarth & Emre Soyer

  • 2010 The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models
    by Lemoine, M. & Mougin, C.

  • 2010 Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective
    by Guillermo Benavides

  • 2010 A systematic approach to multi-period stress testing of portfolio credit risk
    by Thomas Breuer & Martin Jandačka & Javier Mencía & Martin Summer

  • 2010 Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector
    by Abdelaziz Rouabah & John Theal

  • 2010 Macroprudential Regulation and Systemic Capital Requirements
    by Celine Gauthier & Alfred Lehar & Moez Souissi

  • 2010 Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
    by Céline Gauthier & Zhongfang He & Moez Souissi

  • 2010 Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2010 Simple simulation of diffusion bridges with application to likelihood inference for diffusions
    by Mogens Bladt & Michael Sørensen

  • 2010 Non-linear DSGE Models and The Central Difference Kalman Filter
    by Martin M. Andreasen

  • 2010 Multivariate Option Pricing with Time Varying Volatility and Correlations
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  • 2010 Non-linear DSGE Models and The Optimized Particle Filter
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  • 2010 Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
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  • 2010 A Simulation Framework to Study Policy Formulation and Evaluation of Economic Viability and Sustainability of Small and Marginal Farmers
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  • 2010 An Empirical Study of Exposure at Default
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  • 2010 Profit Sharing and Employment Stability
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  • 2010 Forecasting Romanian GDP Using a BVAR Model
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  • 2010 Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes
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  • 2010 On Generalized Pareto Distributions
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  • 2010 The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization
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  • 2010 A Smooth Transition GARCH-M Model
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  • 2010 Bayesian Methods for Completing Data in Spatial Models
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  • 2010 On the Relevance of the Bayesian Approach to Statistics
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  • 2010 Trends in the French commercial farm population
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  • 2010 Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto
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    by Ioana Maria Ghidiu Bîta & Tatiana Danescu

  • 2010 Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null = Rechazos espurios de los test de Dickey-Fuller en presencia de una ruptura bajo la hipótesis nula endógenamente determinada
    by Badillo Amador, Rosa & Belaire Franch, Jorge & Reverte Maya, Carmelo

  • 2010 International Organizations and the Theory of Clubs = Una interpretación de las organizaciones internacionales utilizando la Teoría de los Clubes
    by Faíña Medín, José Andrés & García Lorenzo, Antonio & López-Rodríguez, Jesús

  • 2010 Corporate Valuation Using Two-Dimensional Monte Carlo Simulation
    by Tarnóczi Tibor & Fenyves Veronika & Tóth Réka

  • 2010 Analysis Of Convergence Within The European Union - Sigma And Beta Convergence
    by Begu Liviu-Stelian & Teodorescu Irina-Teodora & Dimidov Ioana-Catalina & Istrate Ionut

  • 2010 Intellectual Capital Valuation Using Monte Carlo Simulation
    by Fenyves Veronika & Tóth Réka & Tarnóczi Tibor

  • 2010 Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems
    by Lukasz Lach

  • 2010 Estimación de los flujos de transporte de mercancías interregionales trimestrales mediante técnicas de interpolación temporal/Estimating Quarterly Interregional Commodity Transport Flows by Means of Temporal Interpolation Methods
    by GALLEGO LÓPEZ, NURIA & LLANO VERDURAS, CARLOS & PEREZ GARCÍA, JULIAN

  • 2010 The Determinants of Pakistan’s Trade Balance: An ARDL Cointegration Approach
    by Waliullah & Mehmood Khan Kakar & Rehmatullah Kakar & Wakeel Khan

  • 2010 Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties
    by Andreas Ziegler

  • 2010 Comparative Analysis of VaR Models Aplicability in the Evaluation of Exchange Rate Risk in the B&H Banking Sector
    by Emina Kozarevic

  • 2010 Stability Of Rents And Returns As A Source Of Internal Financing: Evidence From Appalachian Coal Producers
    by C. W. Yang & Ken Hung

  • 2010 Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?
    by Lawrence Kryzanowski, Shishir Singh

  • 2010 Securitization of Longevity and Mortality Risk
    by Tomas Cipra

  • 2010 Variance Estimates and Model Selection
    by Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý

  • 2010 Baskenland: regionaler Konflikt lässt die Bildungsnachfrage steigen
    by Olaf J. de Groot & Idil Göksel

  • 2010 El supuesto de normalidad: ¿mito o realidad?
    by Myrian Vergara & Giovany Babativa

  • 2010 Efectos de las técnicas de filtrado en la evaluación de un modelo de ciclos económicos reales
    by Vásquez Bedoya, Fredy & Restrepo, Sergio

  • 2010 Testing for Granger Causality in the Presence of Chaotic Dynamics
    by Dimitrios Hristu-Varsakelis & Catherine Kyrtsou

  • 2010 Determinants of the receipts from shipping services: the case of Greece
    by Zacharias Bragoudakis & Stelios Panagiotou

  • 2010 Modelo KMW - Merton para la medición del riesgo crediticio de las reservas internacionales del Banco Central de Bolivia
    by Oscar A. Martínez Cusicanqui & Raúl A. Ballón Fernández

  • 2010 Liquidity risk stress test: new trends and methods
    by Pasquale La Ganga & Gianluca Trevisan

  • 2010 Using stress testing methodology in evaluating banking institution’s exposure to risk
    by Ioan TRENCA & Simona MUTU & Maria-Miruna POCHEA

  • 2010-2011 Estimates of Technology and Convergence: Simulation Results
    by Graeme Wells & Thanasis Stengos

  • 2010, 4th quarter update econometric issues in the presence of multiple equilibria
    by Francesca Molinari

  • 2009 A Nonlinear Panel Unit Root Test under Cross Section Dependence
    by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis

  • 2009 L’impact des décisions des agences de notation sur le prix des actions : une comparaison du cas français avec les cas européen et américain
    by Iankova, Evguenia & Pochon, Florent & Teiletche, Jérôme

  • 2009 ¿Existe discriminación salarial contra la población indígena en Chile?
    by Montero, Rodrigo & Garcés, Paz

  • 2009 Método de la cadena de Markov-remuestreo-punto de rompimiento estructural del crecimiento económico
    by Adrián Hernández-del-Valle

  • 2009 Sensibilidad de la evolución de la desigualdad a las técnicas de inferencia utilizadas. Una aplicación para el índice de Gini en el caso español (1993-2000)
    by García Pérez, Carmelo & Prieto Alaiz, Mercedes

  • 2009 ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM)
    by Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost Henrich

  • 2009 A solution to the problem of too many instruments in dynamic panel data GMM
    by Mehrhoff, Jens

  • 2009 Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model
    by Gürtler, Marc & Rauh, Ronald

  • 2009 Markowitz versus Michaud: Portfolio optimization strategies reconsidered
    by Becker, Franziska & Gürtler, Marc & Hibbeln, Martin

  • 2009 Social Policy Targeting and Binary Information Transfer between Surveys
    by Gottlieb, Daniel & Kushnir, Leonid

  • 2009 Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model /
    by Demary, Markus

  • 2009 Determinants and dynamics of current account reversals: an empirical analysis
    by Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François

  • 2009 Stress testing German banks in a downturn in the automobile industry
    by Düllmann, Klaus & Erdelmeier, Martin

  • 2009 A solution to the problem of too many instruments in dynamic panel data GMM
    by Mehrhoff, Jens

  • 2009 The Determinants of Economic Growth in European Regions
    by Jesus Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2009 International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries
    by Christophe RAULT & Guglielmo Maria CAPORALE & Thouraya HADJ AMOR

  • 2009 Breeding Ones' Own Subprime Crisis
    by Tomasz Daras & Joanna Tyrowicz

  • 2009 A survey of sequential Monte Carlo methods for economics and finance
    by Creal, D.

  • 2009 Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
    by Katja Ignatieva & Eckhard Platen

  • 2009 How Do Shocks to Non-Cognitive Skills Affect Test Scores?
    by Stefanie Behncke

  • 2009 A house price index defined in the potential outcomes framework
    by Nicholas Longford

  • 2009 Do institutional changes affect business cycles? Evidence from Europe
    by Fabio Canova & Matteo Ciccarelli & Eva Ortega

  • 2009 Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach
    by Nadia Ayari & Szabolcs Blazsek & Pedro Mendi

  • 2009 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
    by Shawn Ni & Antonello Loddo & Dongchu Sun

  • 2009 Desigualdad salarial en uruguay, 1981-207
    by Guillermo Alves & Rodrigo Arim & Gonzalo Salas & Andrea Vigorito

  • 2009 Cambios en la estructura salarial en Uruguay, 1986-2007: Un análisis mediante regresiones cuantílicas
    by Guillermo Alves & Matias Brum & Mijail Yapor

  • 2009 Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis
    by Giovanni Villani

  • 2009 Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space
    by Kwamie Dunbar

  • 2009 The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach
    by Kwamie Dunbar

  • 2009 Majority, proportionality, governability and factions
    by Migheli, Matteo & Ortona, Guido

  • 2009 A preliminary simulative assessment of disproportionality indices
    by Migheli, Matteo & Ortona, Guido & Ponzano, Ferruccio

  • 2009 Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors
    by Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H.

  • 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
    by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek

  • 2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
    by David Ardia & Lennart Hoogerheide & Herman K. van Dijk

  • 2009 Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry
    by Ole Boysen & Carsten Schröder

  • 2009 Simulating WTP Values from Random-Coefficient Models
    by Maurus Rischatsch

  • 2009 Using SLA Mapping to Increase Market Liquidity
    by Marcel Risch & Ivona Brandic & Jorn Altmann

  • 2009 Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
    by Tore Selland Kleppe & Hans J. Skaug & Jun Yu

  • 2009 Dating the Timeline of Financial Bubbles During the Subprime Crisis
    by Peter C.B.Phillips & Jun Yu

  • 2009 Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
    by Tore Selland KLEPPE & Jun YU & Hans J. SKAUG

  • 2009 Dating the Timeline of Financial Bubbles During the Subprime Crisis
    by Peter C. B. Phillips & Jun Yu

  • 2009 Asymptotics and Bootstrap for Transformed Panel Data Regressions
    by Liangjun Su & Zhenlin Yang

  • 2009 Merger Simulation in Competition Policy: A Survey
    by Oliver Budzinski & Isabel Ruhmer

  • 2009 ADL tests for threshold cointegration
    by Jing Li & Junsoo Lee

  • 2009 Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?
    by Timo Mitze

  • 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
    by B. COCKX & M. PICCHIO

  • 2009 Using Backward Means to Eliminate Individual Effects from Dynamic Panels
    by G. EVERAERT

  • 2009 The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis
    by Westner, Günther & Madlener, Reinhard

  • 2009 Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework
    by Westner, Günther & Madlener, Reinhard

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Gary Koop & Dimitris Korobilis

  • 2009 Paikkatietojen yhteiskäyttö ja jakeluperiaatteet - Hinnoitteluperiaatteiden analyysi ja kansantaloudellisten vaikutusten simulointi
    by Hermans, Outi & Hermans, Raine

  • 2009 Spatial Aspects of Forest Management and Non-Timber Forest Product Extraction in Tanzania
    by Robinson, Elizabeth J.Z. & Lokina, Razack

  • 2009 Exact Moment Simulation using Random Orthogonal Matrices
    by Carol Alexander & Walter Ledermann & Daniel Ledermann

  • 2009 A Comparative Study for Estimation Parameters in Panel Data Model
    by Youssef, Ahmed H. & Abonazel, Mohamed R.

  • 2009 Bandwidth selection for continuous-time Markov processes
    by Bandi, Federico & Corradi, Valentina & Moloche, Guillermo

  • 2009 Partial identification of the distribution of treatment effects and its confidence sets
    by Fan, Yanqin & Park, Sang Soo

  • 2009 Simulation on long-term correlation between demographic variables and economic growth
    by Albu, Lucian-Liviu & Diaconescu, Tiberiu

  • 2009 Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping
    by Gonzales, Rolando

  • 2009 Stationarity of time series and the problem of spurious regression
    by Baumöhl, Eduard & Lyócsa, Štefan

  • 2009 Consecutive k-within-m-out-of-n:F system with exchangeable components
    by Eryilmaz, Serkan & Kan, Cihangir & Akici, Fatih

  • 2009 Production Efficiency versus Ownership: The Case of China
    by Shiu, Alice & Zelenyuk, Valentin

  • 2009 Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
    by Boldea, Otilia & Magnus, Jan R.

  • 2009 Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS
    by Giovanis, Eleftherios

  • 2009 Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB
    by Giovanis, Eleftherios

  • 2009 Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan
    by Khan, Zahid & Asghar, Zahid

  • 2009 DEoptim: An R Package for Global Optimization by Differential Evolution
    by Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James

  • 2009 Goodness of fit in optimizing consumer's model
    by Alcantud, José Carlos R. & Matos, Daniel L. & Palmero, Carlos R.

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris

  • 2009 Factor models and the credit risk of a loan portfolio
    by Palombini, Edgardo

  • 2009 Impact of Model Specification Decisions on Unit Root Tests
    by Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad

  • 2009 Assessing the quality of institutions’ rankings obtained through multilevel linear regression models
    by Arpino, Bruno & Varriale, Roberta

  • 2009 Identifikace, měření a analýza poruch E-Commerce systémů
    by Suchánek, Petr & Vymětal, Dominik

  • 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R
    by Ardia, David

  • 2009 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
    by Chun, So Yeon & Alexander, Shapiro

  • 2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
    by Bušs, Ginters

  • 2009 Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation
    by Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi

  • 2009 A Note of Growth and Inequality in Peru, 2003-2008
    by Gambetta, Renzo

  • 2009 Forecasting credit growth rate in Romania: from credit boom to credit crunch?
    by Albulescu, Claudiu Tiberiu

  • 2009 A Repeated Game Heterogeneous-Agent Wage-Posting Model
    by Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja

  • 2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach
    by Bušs, Ginters

  • 2009 Homogenous Agent Wage-Posting Model with Wage Dispersion
    by Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja

  • 2009 A fundamental power price model with oligopolistic competition representation
    by Vazquez, Miguel & Barquín, Julián

  • 2009 On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies
    by Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley

  • 2009 Breeding Ones' Own Subprime Crisis: The effects of labour market on financial system stability
    by Daras, Tomasz & Tyrowicz, Joanna

  • 2009 Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting
    by Cornaglia, Anna & Morone, Marco

  • 2009 Bootstrap prediction intervals for threshold autoregressive models
    by Jing, Li

  • 2009 Predictability of Equity Models
    by Valls Pereira, Pedro L. & Chicaroli, Rodrigo

  • 2009 Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
    by Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi

  • 2009 How to find plausible, severe, and useful stress scenarios
    by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer

  • 2009 The Tobit model with feedback and random effects: A Monte-Carlo study
    by Eva Poen

  • 2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
    by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

  • 2009 Measuring the Timing Ability and Performance of Bond Mutual Funds
    by Yong Chen & Wayne Ferson & Helen Peters

  • 2009 Announcement effect and intraday volatility patterns of euro-dollar exchange rate : monetary policy news arrivals and short-run dynamic response
    by Mokhtar Darmoul & Mokhtar Kouki

  • 2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period
    by Mokhtar Darmoul & Mokhtar Kouki

  • 2009 Wavelet method for locally stationary seasonal long memory processes
    by Dominique Guegan & Zhiping Lu

  • 2009 Demographic forecasts, migration and transition theory: a labor market perspective
    by Michele Bruni

  • 2009 Inequality and higher education in Italy The distributive impact of fees and subsidies to academics
    by Daniele Pacifico

  • 2009 Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping
    by Roy Cerqueti & Paolo Falbo & Cristian Pelizzari

  • 2009 Modelling and Forecasting Mobile Telecommunication Services: The case of Greece
    by Theologos Dergiades & Apostolos Dasilas

  • 2009 Pauvreté multidimensionnelle et politiques sociales au Bénin
    by Cosme Vodounou

  • 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
    by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2009 Basket Options on Heterogeneous Underlying Assets
    by Georges Dionne & Geneviève Gauthier & Nadia Ouertani

  • 2009 A Test of the Rational Expectations Hypothesis using data from a Natural Experiment
    by Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela T. Di Cagno & Carlo D'Ippoliti

  • 2009 Mortality-Indexed Annuities
    by Richter, Andreas & Weber, Frederik

  • 2009 The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome
    by Stephen Hall & Sahar S. Qaqeesh

  • 2009 A Test of the Rational Expectations Hypothesis using data from a Natural Experiment
    by Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela T. Di Cagno & Carlo D'Ippoliti

  • 2009 The Random Part in Network Evolution
    by Thomas Grebel

  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 How Do Shocks to Non-Cognitive Skills Affect Test Scores?
    by Behncke, Stefanie

  • 2009 How Do Shocks to Non-Cognitive Skills Affect Test Scores?
    by Behncke, Stefanie

  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?
    by Troske, Kenneth & Voicu, Alexandru

  • 2009 A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
    by Keane, Michael P. & Sauer, Robert M.

  • 2009 A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
    by Keane, Michael P. & Sauer, Robert M.

  • 2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
    by Caporale, Guglielmo Maria & Hadj Amor, Thouraya & Rault, Christophe

  • 2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
    by Caporale, Guglielmo Maria & Hadj Amor Essid, Thouraya & Rault, Christophe

  • 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
    by Cockx, Bart & Picchio, Matteo

  • 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
    by Cockx, Bart & Picchio, Matteo

  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

  • 2009 Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J.

  • 2009 A Distributional Analysis of Social Group Inequality in Rural India
    by Azam, Mehtabul

  • 2009 A Distributional Analysis of Social Group Inequality in Rural India
    by Azam, Mehtabul

  • 2009 Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition
    by Azam, Mehtabul

  • 2009 Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition
    by Azam, Mehtabul

  • 2009 Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen Ansatz
    by Henry Dannenberg

  • 2009 Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
    by José-Antonio Monteiro & Madina Kukenova

  • 2009 Recent trends in income inequality in Latin America
    by Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli

  • 2009 Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
    by Jesus Crespo Cuaresma & Martin Feldkircher

  • 2009 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
    by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe

  • 2009 La Incidencia Distributiva del Impuesto a las Gasolinas en Chile
    by Claudio Agostini & Johanna Jimenez

  • 2009 Finite Sample Correction Factors for Panel Cointegration Tests
    by Hlouskova, Jaroslava & Wagner, Martin

  • 2009 Bayesian Methods for Completing Data in Space-time Panel Models
    by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

  • 2009 Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach
    by Richard T. Baille & Claudio Morana

  • 2009 Regression methods for stochastic control problems and their convergence analysis
    by Denis Belomestny & Anastasia Kolodko & John Schoenmakers

  • 2009 Pricing Bermudan options using regression: optimal rates of convergence for lower estimates
    by Denis Belomestny

  • 2009 Panel Cointegration Testing in the Presence of a Time Trend
    by Bernd Droge & Deniz Dilan Karaman Örsal

  • 2009 Localized Realized Volatility Modelling
    by Ying Chen & Wolfgang Härdle & Uta Pigorsch

  • 2009 Information Loss in Volatility Measurement with Flat Price Trading
    by Peter C. B. Phillips & Jun Yu

  • 2009 Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data
    by Claire Blackman

  • 2009 Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors
    by Li, Yushu & Shukur, Ghazi

  • 2009 Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion
    by Li, Yushu & Shukur, Ghazi

  • 2009 Should we expect financial globalization to have significant effects on business cycles?
    by Iversen, Jens

  • 2009 Downside risk of derivative portfolios with mean-reverting underlyings
    by Leoni, Patrick L.

  • 2009 Wage Rigidity, Institutions, and Inflation
    by Holden , Steinar & Wulfsberg, Fredrik

  • 2009 Sensitivity analysis of the unconfoundedness assumption in observational studies
    by de Luna, Xavier & Lundin, Mathias

  • 2009 Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data
    by Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J

  • 2009 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks
    by Westerlund, Joakim

  • 2009 Transmission of macro shocks to loan losses in a deep crisis: the case of Finland
    by Jokivuolle, Esa & Viren , Matti & Vähämaa, Oskari

  • 2009 Simulation analyses and stress testing of payment networks
    by Leinonen (ed), Harry

  • 2009 Forecasting long memory time series under a break in persistence
    by Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson

  • 2009 Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model
    by Edwin Le Heron

  • 2009 A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
    by George Bagdatoglou & Alexandros Kontonikas

  • 2009 Bayesian estimation of an extended local scale stochastic volatility model
    by Deschamps, Philippe J.

  • 2009 VOSviewer: A Computer Program for Bibliometric Mapping
    by van Eck, N.J.P. & Waltman, L.

  • 2009 Dating the Timeline of Financial Bubbles During the Subprime Crisis
    by Peter C. B. Phillips & Jun Yu

  • 2009 Copulas and bivariate risk measures : an application to hedge funds
    by Rihab Bedoui & Makram Ben Dbadis

  • 2009 When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour
    by Jan Willem van den End & Mostafa Tabbae

  • 2009 A Turning Point? Recent Developments on Inequality in Latin America and the Caribbean
    by Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli & Mariana Marchionni

  • 2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
    by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault

  • 2009 The Influence of Conflict on the Demand for Education in the Basque Region
    by Olaf J. de Groot & Idil Göksel

  • 2009 Viability-based computation of spatially constrained minimum time trajectories for an autonomous underwater vehicle: implementation and experiments
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  • 2009 Copulas and bivariate Risk measures : an application to hedge funds
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  • 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs ?
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  • 2009 Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors
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  • 2009 Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys
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  • 2009 A nonparametric copula based test for conditional independence with applications to granger causality
    by Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti

  • 2009 Behavioral Heterogeneity in the Option Market
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  • 2009 Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors
    by Nikolay Gospodinov & Ye Tao

  • 2009 A Dynamic Model of Price Discrimination and Inventory Management at the Fulton Fish Market
    by Graddy, Kathryn & Hall, George

  • 2009 A nonparametric copula based test for conditional independence with applications to Granger causality
    by BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim

  • 2009 Bayesian option pricing using mixed normal heteroskedasticity models
    by ROMBOUTS, Jeroen V.K. & STENTOFT, Lars

  • 2009 Bootstrap Confidence Bands for Forecast Paths
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  • 2009 Diseño y análisis de escenarios a partir de la caracterización de las cadenas productivas mediante modelos de redes
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  • 2009 Administración de riesgos en los Fondos Privados de Pensiones
    by Carlos Alberto Castro Iragorri

  • 2009 Causas de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de micro-descomposición
    by Leonardo Bonilla Mejía

  • 2009 Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos
    by Carlos León

  • 2009 Modelo de simulación del valor de la pensión de un trabajador en Colombia
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  • 2009 Una aproximación al problema de optimalidad y eficiencia en el sector eléctrico colombiano
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  • 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
    by Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen Rombouts & Lars Peter Stentoft

  • 2009 Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
    by Esmeralda A. Ramalho & Joaquim J. S. Ramalho

  • 2009 The Determinants of Joint Residential and Job Location Choices: A Mixed Logit Approach
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  • 2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
    by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault

  • 2009 A Strategic R&D Investment with Flexible Development Time in Real Option Game Analysis
    by Giovanni Villani

  • 2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
    by Bart Cockx & Matteo Picchio

  • 2009 Wage Rigidity, Institutions, and Inflation
    by Steinar Holden & Fredrik Wulfsberg

  • 2009 The Determinants of Economic Growth in European Regions
    by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2009 The Tobit model with feedback and random effects: A Monte-Carlo study
    by Eva Poen

  • 2009 A Correction Function Approach to Solve the Incidental Parameter Problem
    by Li, GuangJie & Leon-Gonzalez, Roberto

  • 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect
    by Li, GuangJie

  • 2009 Estimating Standard Errors For The Parks Model: Can Jackknifing Help?
    by W. Robert Reed & Rachel S. Webb

  • 2009 How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms
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  • 2009 More Reliable Inference for Segregation Indices
    by Rebecca Allen & Simon Burgess & Frank Windmeijer

  • 2009 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
    by Christian Kascha & Carsten Trenkler

  • 2009 Wage rigidity, institutions, and inflation
    by Steinar Holden & Fredrik Wulfsberg

  • 2009 System GMM estimation with a small sample
    by Marcelo Soto

  • 2009 Testing for poverty dominance: an application to Canada
    by Wen-Hao Chen & Jean-Yves Duclos

  • 2009 Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    by Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney.

  • 2009 Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
    by Fève, P. & Matheron, J. & Sahuc, J-G.

  • 2009 Do institutional changes affect business cycles? Evidence from Europe
    by Fabio Canova & Matteo Ciccarelli & Eva Ortega

  • 2009 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M. Maheu

  • 2009 Simulations du ratio du service de la dette des consommateurs en utilisant des données micro
    by Ramdane Djoudad

  • 2009 SNM Guide
    by Michael Creel & Dennis Kristensen

  • 2009 Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments
    by Michael Creel & Dennis Kristensen

  • 2009 System GMM Estimation With A Small Sample
    by Marcelo Soto

  • 2009 Testing for Poverty Dominance: An Application to Canada
    by Jean-Yves Duclos & Wen-Hao Chen

  • 2009 Private long term care insurance: Theoretical approach and results applied to the Spanish case
    by Pablo Alonso González & Irene Albarrán Lozano

  • 2009 Forecasting long memory time series under a break in persistence
    by Florian Heinen & Philipp Sibbertsen & Robinson Kruse

  • 2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
    by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

  • 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
    by Jeroen V.K. Rombouts & Lars Stentoft

  • 2009 The Effect of Sanctions and Active Labour Market Programmes on the Exit Rate From Unemployment
    by Nisar Ahmad & Michael Svarer

  • 2009 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
    by García Solanes, José & Torrejón-Flores, Fernando

  • 2009 Social policy targeting and binary information transfer between surveys
    by Gottlieb, Daniel & Kushnir, Leonid

  • 2009 Interdependency Between Simulation Model Development And Knowledge Management
    by Florica LUBAN & Daniela HINCU

  • 2009 Using simulation to evaluate investment projects
    by LUBAN Florica

  • 2009 Global Simulation of Quality and Security of Human Life
    by Zgurovski, M.

  • 2009 Cálculo de la incertidumbre por simulación de Monte Carlo en la determinación de aflatoxina B1 en maní de exportación por HPLC-FD. Aplicación a la evaluación de la conformidad. Parte II
    by Delgado, Gustavo

  • 2009 Enhanced credit default models for heterogeneous SME segments
    by Fantazzini, Dean & DeGiuli, Maria Elena & Figini, Silvia & Giudici, Paolo

  • 2009 Intensity of Russian Companies’ Mergers & Acquisitions (M&A) Processes, 2001-2004: Econometric Estimation
    by Musatova, Maria

  • 2009 Testing for Restricted Stochastic Dominance: Some Further Results
    by Russell Davidson

  • 2009 Trading schemes for greenhouse gas emissions from European agriculture: A comparative analysis based on different implementation options
    by Ignacio Pérez Domínguez & Wolfgang Britz & Karin Holm-Müller

  • 2009 Smart Agents and Sentiment in the Heterogeneous Agent Model
    by Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda

  • 2009 Testing for omitted variables in partially linear regression models
    by Lawrence Dacuycuy

  • 2009 Simulation In Inventory Management
    by ALEKSANDRA MARCIKIC & BORIS RADOVANOV

  • 2009 Métodos de imputación para el tratamiento de datos faltantes: aplicación mediante R/Splus = Imputation methods to handle the problem of missing data: an application using R/Splus
    by Muñoz Rosas, Juan Francisco & Alvarez Verdejo, Encarnación

  • 2009 Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility
    by Necula Ciprian & Radu Alina-Nicoleta

  • 2009 Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
    by James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou

  • 2009 Effects of Filter Techniques on the Evaluation of a Model of Real Economic Cycles
    by Fredy Vásquez Bedoya & Sergio Restrepo Ochoa

  • 2009 The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation
    by Camelia Minoiu & Sanjay G. Reddy

  • 2009 Common features and stylized facts in Turkish macroeconomy
    by Cem Payaslioglu

  • 2009 Analysis of Gini for evaluating attrition in Italian survey on income and living condition
    by Claudio Ceccarelli & Giovanni Maria Giorgi

  • 2009 Imputación Múltiple en Encuestas Microeconómicas
    by Rodrigo Alfaro & Marcelo Fuenzalida

  • 2009 How to Find Plausible, Severe and Useful Stress Scenarios
    by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer

  • 2009 Macroeconomic efault Modeling and Stress Testing
    by Dietske Simons & Ferdinand Rolwes

  • 2009 Crash Testing German Banks
    by Klaus Duellmann & Martin Erdelmeier

  • 2009 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
    by Cyril Caillault, Dominique Guégan

  • 2009 Health care system in rural China: A quantitative approach based on heterogeneous individuals
    by FENG Jin & SONG Zheng

  • 2009 Electoral Systems and Government Stability: A Simulation of 2006 Italian Policy Space
    by Luigi Curini & Paolo Martelli

  • 2009 Model Selection and Estimation of Long-Memory Time-Series Models
    by Katelijne A.E. Carbonez

  • 2009 Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock
    by Alexandru Todea & Adrian Zoicas-Ienciu & Angela-Maria Filip

  • 2009 Debt Sustainabiliy And Economic Growth In Egypt
    by Adel M. EL-MAHDY & Neveen M. TORAYEH

  • 2009 Half-Life Deviations from PPP in the South African Development Community (SADC)
    by Thabo M. Mokoena & Gupta, R. & Van Eyden, R.

  • 2009 Evidence for a Financial Accelerator in a Small Open Economy,and Implications for Monetary Policy
    by Martha López & Juan David Prada & Norberto Rodríguez

  • 2009 Determinantes de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de microdescomposición
    by Leonardo Bonilla Mejía

  • 2009 Heterogeneous ideas production and endogenous growth: an empirical investigation
    by Kul B. Luintel & Mosahid Khan

  • 2009 Une analyse économétrique des sources de fluctuations du taux de change réel dans trois pays en développement. Le cas du Maroc, des Philippines et de l'Uruguay
    by Imed Drine & Christophe Rault

  • 2009 La retraite anticipée des salariés en Belgique
    by Mathieu Lefèbvre & Kristian Orsini & Alexis Paszukiewicz

  • 2009 The systemic importance of financial institutions
    by Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis

  • 2008 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
    by Rangan Gupta & Josine Uwilingiye

  • 2008 Half-Life Deviations from PPP in the SADC
    by Thabo Mokoena & Rangan Gupta & Renee van Eyden

  • 2008 Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?
    by Rangan Gupta & Kibii Komen

  • 2008 A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability
    by Hjertstrand, Per

  • 2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence
    by Mario Cerrato & Christian de Peretti & Nick Sarantis

  • 2008 Approximating the marginal likelihood in mixture models
    by Robert, Christian P. & Marin, Jean-Michel

  • 2008 Robust outlier detection for Asia–Pacific stock index returns
    by Ané, Thierry & Ureche-Langau, Loredana & Gambet, Jean-Benoît & Bouverot, Julien

  • 2008 A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model
    by Geman, Hélyette & Kourouvakalis, Stelios

  • 2008 A “SURE” Approach to Testing for Convergence in Regional Integrated areas: An Application to Output Convergence in Mercosur
    by Camarero, Mariam & G. Flôres, Renato

  • 2008 Cobertura óptima de riesgos de mercado en presencia de riesgos de cantidad y de costos de producción
    by Castillo, Augusto & Águila, Rafael

  • 2008 Nonparametric Instrumental Variable Estimation in Practice
    by Michael Cohen & Philip Shaw & Tao Chen

  • 2008 ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM)
    by Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost Henrich

  • 2008 Sensitivity Analysis in Economic Simulations: A Systematic Approach
    by Hermeling, Claudia & Mennel, Tim

  • 2008 Linking CGE and Microsimulation Models: A Comparison of Different Approaches
    by Colombo, Giulia

  • 2008 Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression
    by Hufnagel, Rainer

  • 2008 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
    by García Solanes, José & Torrejón-Flores, Fernando

  • 2008 The Effects of DR-CAFTA in Nicaragua A CGE-Microsimulation Model for Poverty and Inequality Analysis
    by Colombo, Giulia

  • 2008 Foreign exchange symmetries
    by Wystup, Uwe

  • 2008 Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen
    by Becker, Christoph & Wystup, Uwe

  • 2008 Latin hypercube sampling with dependence and applications in finance
    by Packham, Natalie & Schmidt, Wolfgang M.

  • 2008 Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen
    by Weber, Andreas & Wystup, Uwe

  • 2008 Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen
    by Weber, Andreas & Wystup, Uwe

  • 2008 Artificial Long Memory Effects in Two Agend-Based Asset Pricing Models
    by Franke, Reiner

  • 2008 On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance Optimization
    by Franke, Reiner

  • 2008 Assessing the Effect of Current Account and Currency Crises on Economic Growth
    by Aßmann, Christian

  • 2008 Regulatory capital for market and credit risk interaction: is current regulation always conservative?
    by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin

  • 2008 The pricing of correlated default risk: evidence from the credit derivatives market
    by Zhu, Haibin & Tarashev, Nikola A.

  • 2008 Panel estimation of state dependent adjustment when the target is unobserved
    by von Kalckreuth, Ulf

  • 2008 Effective profit taxation and the elasticity of the corporate income tax base: Evidence from German corporate tax return data
    by Dwenger, Nadja & Steiner, Viktor

  • 2008 Panel Unit Root Tests in the Presence of a Multifactor Error Structure
    by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata

  • 2008 Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
    by Otero, Jesús & Smith, Jeremy & Giulietti, Monica

  • 2008 Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters
    by Dinghai Xu & John Knight

  • 2008 Transport and welfare consequences of infrastructure investment : a case study for the Betuweroute
    by Koetse, M.J. & Rouwendal, J.

  • 2008 A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
    by Antonella Basso & Riccardo Gusso

  • 2008 Cournot Duopoly when the Competitors Operate Multiple Production Plants
    by Fabio Tramontana & Laura Gardini & Tönu Puu

  • 2008 Small-area estimation with spatial similarity
    by Nicholas Longford

  • 2008 A percolation model of the product lifecycle
    by Frenken, Koen & Silverberg, Gerald & Valente, Marco

  • 2008 Regime switching models of hedge fund returns
    by Szabolcs Blazsek & Anna Downarowicz

  • 2008 A complex systems methodology to transition management
    by Malte Schwoon & Floortje Alkemade & Koen Frenken & Marko P. Hekkert

  • 2008 Preference Structure and Random Paths to Stability in Matching Markets
    by James W. Boudreau

  • 2008 Marriage Matching and Intercorrelation of Preferences
    by James W. Boudreau & Vicki Knoblauch

  • 2008 A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data
    by Marco Bee & Giuseppe Espa

  • 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
    by Martin Burda & Roman Liesenfeld & Jean-Francois Richard

  • 2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
    by Lennart Hoogerheide & Herman K. van Dijk

  • 2008 Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit
    by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk

  • 2008 Possibly Ill-behaved Posteriors in Econometric Models
    by Lennart Hoogerheide & Herman K. van Dijk

  • 2008 Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation
    by Andr� A. Monteiro

  • 2008 Sample selection bias and the South African wage function
    by Cobus Burger

  • 2008 Simulated Maximum Likelihood using Tilted Importance Sampling
    by Christian N. Brinch

  • 2008 Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study
    by Terje Skjerpen

  • 2008 Pseudo-NK: an Enhanced Model of Complexity
    by Marco Valente

  • 2008 Changes in Wage Structure in Urban India, 1983-2004: A Quantile Regression Decomposition
    by Mehtabul Azam

  • 2008 A Semiparametric Stochastic Volatility Model
    by Jun Yu

  • 2008 Information Loss in Volatility Measurement with Flat Price Trading
    by Peter C.B.Phillips & Jun Yu

  • 2008 Unpacking Sources of Comparative Advantage: A Quantitative Approach
    by Davin Chor

  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Thomas Flury & Neil Shephard

  • 2008 Is the Impact of Labour Taxes on Unemployment asymmetric?
    by T. BERGER & G. EVERAERT

  • 2008 A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics
    by Caterina Conigliani

  • 2008 Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences
    by Edward Castronova & Matthew Falk

  • 2008 Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG
    by Agapie, Adriana

  • 2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators
    by Steve Lawford & Michalis P. Stamatogiannis

  • 2008 An analytically tractable time-changed jump-diffusion default intensity model
    by Naoufel El-Bachir & Damiano Brigo

  • 2008 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
    by Georgios Chortareas & George Kapetanios

  • 2008 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
    by Russell Davidson & James G. MacKinnon

  • 2008 Wild Bootstrap Tests for IV Regression
    by Russell Davidson & James G. MacKinnon

  • 2008 Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time
    by Varsanyi, Zoltan

  • 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments
    by Mishra, SK

  • 2008 A simple model of decision making: How to avoid large outliers?
    by Varsanyi, Zoltan

  • 2008 A new method of robust linear regression analysis: some monte carlo experiments
    by Mishra, SK

  • 2008 Short-term evolution of forward curves and volatility in illiquid power market
    by Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián

  • 2008 A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions
    by Henderson, Daniel J.

  • 2008 Are any growth theories linear? Why we should care about what the evidence tells us
    by Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F.

  • 2008 Notas sobre Descomposiciones Microeconométricas: Un Análisis Antropométrico
    by Lopez-Pablos, Rodrigo A.

  • 2008 Stochastic integration for uncoupled continuous-time random walks
    by Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, René L.

  • 2008 Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration
    by Ching, Andrew

  • 2008 Анализ Использования Методов Индексного Прогнозирования Для Подготовки Управленческих Решений
    by Kaluzhsky, Mikhail

  • 2008 Моделирование Деятельности Финансово-Кредитного Учреждения Средствами Системной Динамики
    by Rumyantsev, Mikhail I.

  • 2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
    by Omay, Tolga

  • 2008 Estimating Impact of a Continuous Program under a Conditional Independence Assumption
    by Nguyen Viet, Cuong

  • 2008 Solving nonlinear systems of equations and nonlinear systems of differential equations by the Monte Carlo method using queueing networks and games theory
    by Ciuiu, Daniel

  • 2008 Equity-linked insurances and guaranteed annuity options
    by Burnecki, Krzysztof & Pazdan-Siudeja, Liliana

  • 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
    by Maldonado, Diego & Pazmiño, Mariela

  • 2008 Normality Testing- A New Direction
    by Islam, Tanweer ul

  • 2008 The Monte Carlo method to find eigenvalues and eigenvectors
    by Ciuiu, Daniel & Costinescu, Cristian

  • 2008 Exogenous coalition formation in the e-marketplace based on geographical proximity
    by McBurney, Peter & Michalak, Tomasz & Tyrowicz, Joanna & Wooldridge, Michael

  • 2008 Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach
    by Klein, A. & Urbig, D. & Kirn, S.

  • 2008 Nyquist Frequency in Sequentially Sampled Data
    by Faghih, Nezameddin & Faghih, Ali

  • 2008 Comparing the accuracy of density forecasts from competing GARCH models
    by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi

  • 2008 Model specification, observational equivalence and performance of unit root tests
    by Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad

  • 2008 Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
    by Kukenova, Madina & Monteiro, Jose-Antonio

  • 2008 Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution
    by Barnett, William A. & Seck, Ousmane

  • 2008 A note on the estimation of long-run relationships in dependent cointegrated panels
    by Di Iorio, Francesca & Fachin, Stefano

  • 2008 A simulation model of public debt sustainability
    by Albu, Lucian-Liviu

  • 2008 Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
    by Kukenova, Madina & Monteiro, Jose-Antonio

  • 2008 An algorithm using GARCH process , Monte-Carlo simulation and wavelets analysis for stock prediction
    by Giovanis, Eleftherios

  • 2008 Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland
    by Sznajd-Weron, Katarzyna & Weron, Rafal & Wloszczowska, Maja

  • 2008 Likelihood-Based Confidence Sets for the Timing of Structural Breaks
    by Eo, Yunjong & Morley, James C.

  • 2008 Risk aggregation, dependence structure and diversification benefit
    by Bürgi, Roland & Dacorogna, Michel M & Iles, Roger

  • 2008 Determining the Number of Market Segments Using an Experimental Design
    by Ana Oliveira-Brochado & Francisco Vitorino Martins

  • 2008 Forecasting temperature indices with timevarying long-memory models
    by Massimiliano Caporin & Juliusz Pres

  • 2008 When Smaller Families Look Contagious: A Spatial Look at the French Fertility Decline Using an Agent-Based Simulation Model
    by Sandra Gonzalez-Bailon & Tommy Murphy

  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
    by Neil Shephard & Thomas Flury

  • 2008 When Smaller Families Look Contagious: A Spatial Look At The French Fertility Decline Using An Agent-Based Simulation Model
    by Sandra Gonzalez-Bailon & Tommy Murphy

  • 2008 Computer Virus Propagation in a Network Organization: The Interplay between Social and Technological Networks
    by Hsing Kenneth Cheng & Hong Guo

  • 2008 On Best-Response Bidding in GSP Auctions
    by Matthew Cary & Aparna Das & Benjamin Edelman & Ioannis Giotis & Kurtis Heimerl & Anna R. Karlin & Claire Mathieu & Michael Schwarz

  • 2008 Inflation-Gap Persistence in the U.S
    by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent

  • 2008 Density forecasting for long-term peak electricity demand
    by Rob J Hyndman & Shu Fan

  • 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments
    by Ibrahim Ahamada & Philippe Jolivaldt

  • 2008 Forecasting chaotic systems : the role of local Lyapunov exponents
    by Dominique Guegan & Justin Leroux

  • 2008 The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics
    by Abdou Kâ Diongue & Dominique Guegan

  • 2008 Testing fractional order of long memory processes : a Monte Carlo study
    by Laurent Ferrara & Dominique Guegan & Zhiping Lu

  • 2008 Time-Varying Yield Curve Dynamics and Monetary Policy
    by Mumtaz, Haroon & Surico, Paolo

  • 2008 Simulating interventions in graphical chain models for longitudinal data
    by Riccardo Borgoni & Peter W. F. Smith & Ann M. Berrington

  • 2008 Using Statistics Canada LifePaths Microsimulation Model to Project the Health Status of Canadian Elderly
    by Jacques Légaré & Yann Décarie

  • 2008 A Refined Bootstrap For Heavy Tailed Distributions
    by Russell Davidson & Adriana Cornea

  • 2008 Merger Simulation in Competition Policy: A Survey
    by Oliver Budzinski & Isabel Ruhmer

  • 2008 Europäische Medienmärkte: Die Rolle der Wettbewerbspolitik
    by Oliver Budzinski

  • 2008 A Note on Competing Merger Simulation Models in Antitrust Cases: Can the Best Be Identified?
    by Oliver Budzinski

  • 2008 Testing for Poverty Dominance: an Application to Canada
    by Wen-Hao Chen & Jean-Yves Duclos

  • 2008 The sensitivity of nonparametric misspecification tests to disturbance autocorrelation
    by Andrea Vaona

  • 2008 Stochastic Behavioral Asset Pricing Models and the Stylized Facts
    by Thomas Lux

  • 2008 Testing for Poverty Dominance: An Application to Canada
    by Chen, Wen-Hao & Duclos, Jean-Yves

  • 2008 Testing for Poverty Dominance: An Application to Canada
    by Chen, Wen-Hao & Duclos, Jean-Yves

  • 2008 The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality
    by Gaure, Simen & Røed, Knut & Westlie, Lars

  • 2008 The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality
    by Gaure, Simen & Roed, Knut & Westlie, Lars

  • 2008 Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition
    by Qu, Zhaopeng (Frank) & Zhao, Zhong

  • 2008 Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition
    by Qu, Zhaopeng (Frank) & Zhao, Zhong

  • 2008 Are There Waves in Merger Activity After All?
    by Dennis L. Gärtner & Daniel Halbheer

  • 2008 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis

  • 2008 The Determinants of Economic Growth in European Regions
    by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

  • 2008 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns
    by Jouchi Nakajima

  • 2008 Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems
    by Dominique Guégan & Justin Leroux

  • 2008 Multiple imputation of right-censored wages in the German IAB Employment Sample considering heteroscedasticity
    by Büttner, Thomas & Rässler, Susanne

  • 2008 Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference
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  • 2008 Stock Picking via Nonsymmetrically Pruned Binary Decision Trees
    by Anton Andriyashin

  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
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  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig

  • 2008 Standard and Shuffled Halton Sequences in a Mixed Logit Model
    by Alexander Staus

  • 2008 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
    by Tom Pak-wing Fong & Chun-shan Wong

  • 2008 How Important are Financial Frictions in the U.S. and the Euro Area?
    by Queijo von Heideken, Virginia

  • 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
    by Queijo von Heideken, Virginia

  • 2008 The Long-Term Impacts of Vocational Rehabilitation
    by Westlie, Lars

  • 2008 Norwegian Vocational Rehabilitation Programs: Improving Employability and Preventing Disability?
    by Westlie, Lars

  • 2008 The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality
    by Gaure, Simen & Røed, Knut & Westlie, Lars

  • 2008 Is electricity more important than natural gas? Partial liberalization of the Western-European energy markets
    by Brekke, Kjell Arne & Golombek, Rolf & Kittelsen, Sverre

  • 2008 Bandspectrum Cointegration
    by Andersson, Fredrik N. G.

  • 2008 Macro-model-based stress testing of Basel II capital requirements
    by Jokivuolle, Esa & Virolainen, Kimmo & Vähämaa, Oskari

  • 2008 Alternative Measures of Homeownership Gaps Across Segregated Neighboorhoods
    by Paul Carrillo & Anthony Yezer

  • 2008 AdMit: Adaptive Mixtures of Student-t Distributions
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

  • 2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

  • 2008 Firms formation and growth in the model with heterogeneous agents and monitoring
    by Peter Marko & Petr Svarc

  • 2008 Evoluční dynamika vězňova dilematu: Vliv topologie interakcí a imitace na vývoj kooperativního chování
    by Václav Hausenblas & Petr Svarc

  • 2008 Operational Risk - Scenario Analysis
    by Milan Rippel & Petr Teply

  • 2008 Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices
    by Christian De Peretti & Carole Siani

  • 2008 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal
    by Christian De Peretti & Carole Siani

  • 2008 Bayesian near-boundary analysis in basic macroeconomic time series models
    by de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K.

  • 2008 Unpacking Sources of Comparative Advantage : A Quantitative Approach
    by Davin Chor

  • 2008 Simulation-based Estimation of Contingent-claims Prices
    by Peter C. B. Phillips & Jun Yu

  • 2008 Asymptotics and Bootstrap for Transformed Panel Data Regressions
    by Liangjun Su & Zhenlin Yang

  • 2008 Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk
    by Jan Willem van den End

  • 2008 A Distribution in Motion: The Case of Argentina
    by Guillermo Cruces & Leonardo Gasparini

  • 2008 Effective Profit Taxation and the Elasticity of the Corporate Income Tax Base: Evidence from German Corporate Tax Return Data
    by Nadja Dwenger & Viktor Steiner

  • 2008 Die kurzfristigen Steuereffekte der "Thesaurierungsbegünstigung" für Personenunternehmen: eine mikrofundierte Analyse
    by Michael Broer & Nadja Dwenger

  • 2008 Studentization and deriving accurate p-values
    by Rousseau, Judith & Fraser, Donald

  • 2008 Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
    by Donald W.K. Andrews & Panle Jia

  • 2008 Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
    by Donald W.K. Andrews & Panle Jia

  • 2008 Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms
    by Jean-Marie Dufour & Abderrahim Taamouti

  • 2008 Measuring causality between volatility and returns with high-frequency data
    by Jean-Marie Dufour & René García & Abderrahim Taamouti

  • 2008 Short and long run causality measures: theory and inference
    by Jean-Marie Dufour & Abderrahim Taamouti

  • 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects
    by Manuel Moreno & Pedro Jose Serrano & Winfried Stute

  • 2008 A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results
    by Dikaios Tserkezos & Konstantinos Tsagarakis

  • 2008 Discretization of Highly-Persistent Correlated AR(1) Shocks
    by Damba Lkhagvasuren & Ragchaasuren Galindev

  • 2008 Investigating uncertainty in macroeconomic forecasts by stochastic simulation
    by Debby Lanser & Henk Kranendonk

  • 2008 Financial Accelerator Mechanism in a Small Open Economy
    by Martha R. López & Juan D. Prada & Norberto Rodríguez Niño

  • 2008 Financial Accelerator Mechanism: Evidence for Colombia
    by Martha R. López & Norberto Rodríguez N.

  • 2008 Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data
    by I. Sulis & M. Porcu

  • 2008 Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models?
    by Imed Drine & Christophe Rault

  • 2008 Heterogeneous Ideas Production and Endogenous Growth: An Empirical Investigation
    by Luintel, Kul B & Khan, Mosahid

  • 2008 Selection on the basis of prior testing
    by Carlos Santos

  • 2008 Modelling the costs of non-conventional oil: A case study of Canadian bitumen
    by Méjean, A. & Hope, C.

  • 2008 Business cycle analysis and VARMA models
    by Christian Kascha & Karel Mertens

  • 2008 Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
    by Hajivassiliou, V. & Savignac, F.

  • 2008 International Evidence on Stochastic and Deterministic Monetary Neutrality
    by Antonio E. Noriega & Luis M. Soria & Ramón Velázquez

  • 2008 Non-Linearities, Model Uncertainty, and Macro Stress Testing
    by Miroslav Misina & David Tessier

  • 2008 Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments
    by Michael Creel

  • 2008 Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
    by Dennis Kristensen & Yongseok Shin

  • 2008 Likelihood based testing for no fractional cointegration
    by Katarzyna Lasak

  • 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models
    by Christian M. Dahl & Emma M. Iglesias

  • 2008 Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter
    by Martin Møller Andreasen

  • 2008 Modelling Seasonality An Extension of the HEGY Approach in the Presence of Two Structural Breaks
    by Ozlem Tasseven

  • 2008 Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models
    by Nicola TORELLI & Matilde TREVISANI

  • 2008 A Simple Model Of Decision Making Ï¿½How To Avoid Large Errors?
    by Zoltan VARSANY

  • 2008 A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments
    by Sudhanshu Kumar MISHRA

  • 2008 Factor productivity and efficiency of the Vietnamese economy in transition
    by Nguyen Khac Minh & Giang Thanh Long

  • 2008 Modeling The Economic Growth In Romania. The Influence Of Fiscal Regimes
    by Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel

  • 2008 Modeling The Economic Growth In Romania. The Role Of Human Capital
    by Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel

  • 2008 Trends in Structural Changes and Convergence in EU
    by Albu, Lucian Liviu

  • 2008 Measuring the Correlation of Shocks Between the UK and the Core of Europe
    by Hall, S.G. & Yhap, B.

  • 2008 Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One)
    by Weinberg Allen, Anna

  • 2008 Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)
    by Weinberg Allen, Anna

  • 2008 Caracterizing The Public Health System Reform Using The Statistical Survey Approach
    by Andrei Tudorel & Calin Catalina & Tusa Erika & Stancu Stelian & Stancu Stelian

  • 2008 Is Current Capital Regulation Based on Conservative Risk Assessment?
    by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer

  • 2008 Estimation of VaR Using Copula and Extreme Value Theory
    by L. K. Hotta & E. C. Lucas & H. P Palaro

  • 2008 Higher-Order Terms in Bivariate Returns to International Stock Market Indices
    by Kirt C. Butler & Katsushi Okada

  • 2008 Pénzgazdálkodási szokások hatása a működőtőkére. A Magyar Posta példája
    by Havran, Dániel

  • 2008 Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?
    by Markus Demary

  • 2008 Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice
    by Blake LeBaron & Peter Winker

  • 2008 Estimation of Poverty Rates for the Italian Population classified by Household Type and Administrative Region
    by Claudio Ceccarelli & Enrico Fabrizi & Maria Rosaria Ferrante & Silvia Pacei

  • 2008 Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model
    by Nikola Tarashev & Haibin Zhu

  • 2008 The Influence Of Investment Horizon On Expected Returns And Risk Perception: Evidence From The Indonesian Market
    by Eddy Junarsin & Eduardus Tandelilin

  • 2008 First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights
    by Martina Nardon

  • 2008 Council Decision Rules and European Union Constitutional Design
    by Madeleine O. Hosli

  • 2008 Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas
    by Adán Díaz-Hernández & José C. Ramírez-Sánchez

  • 2008 Unternehmensteuerreform 2008: Selbstfinanzierungseffekte von knapp 3 Milliarden Euro
    by Nadja Dwenger & Viktor Steiner

  • 2008 Firms formation and growth in the model with heterogeneous agents and monitoring
    by Petr Švarc & Peter Marko

  • 2008 Wavelets and Sentiment in the Heterogeneous Agents Model
    by Lukas Vacha & Miloslav Vosvrda

  • 2008 A Selective Bail-Out International Lending of Last Resort Model
    by Cecile Bastidon & Philippe Gilles & Nicolas Huchet

  • 2008 Current Account Reversals Triggered by Large Exchange Rate Movements
    by Nikolas A. Müller-Plantenberg

  • 2008 Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia
    by Sergio Botero Botero & Jovan Alfonso Cano Cano

  • 2008 Potenzielle Auswirkungen des Klimawandels auf Risiko und Kosten der Weizenernte
    by Markus Lips & Robert Finger & Pierluigi Calanca

  • 2008 Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes
    by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

  • 2007 Consistency Properties of a Simulation-Based Estimator for Dynamic Processes
    by Manuel Santos

  • 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations
    by Ardia, David

  • 2007 Testing for (Efficiency) Catching-up
    by Daniel J. Henderson & Valentin Zelenyuk

  • 2007 Türkiye’de Kamu Borç Stokunun Yapısı: Orijinal Günah Göstergeleri ve Risk-Dahil Kamu Borç Yükü
    by Burcu GÜRCİHAN & Erdal YILMAZ

  • 2007 Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    by Di Iorio, Francesca & Fachin, Stefano

  • 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

  • 2007 Instalment options: a closed-form solution and the limiting case
    by Griebsch, Susanne & Kühn, Christoph & Wystup, Uwe

  • 2007 Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
    by Hautsch, Nikolaus

  • 2007 A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes
    by Demary, Markus

  • 2007 The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation
    by Liesenfeld, Roman & Richard, Jean-François

  • 2007 Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation
    by Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman

  • 2007 Asset correlations and credit portfolio risk: an empirical analysis
    by Düllmann, Klaus & Scheicher, Martin & Schmieder, Christian

  • 2007 Repatriierungspolitik unter Unsicherheit: lohnt sich die Optimierung
    by Schanz, Sebastian

  • 2007 Mixture Models of Choice Under Risk
    by Anna Conte & John D Hey & Peter G Moffatt

  • 2007 Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    by Giulietti, Monica & Otero, Jesus & Smith, Jeremy

  • 2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?
    by Balázs Égert & Kirsten Lommatzsch & Amina Lahrèche-Révil

  • 2007 Using flexible taste distributions to value collective reputation for environmentally-friendly production methods
    by Ricardo Scarpa & Mara Thiene & Francesco Marangon

  • 2007 Using flexible taste distributions to value collective reputation for environmentally-friendly production methods
    by Ricardo Scarpa & Mara Thiene & Francesco Marangon

  • 2007 Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments
    by Danny Campbell & W. George Hutchinson & Riccardo Scarpa

  • 2007 Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments
    by Danny Campbell & W. George Hutchinson & Riccardo Scarpa

  • 2007 The Value of Collective Reputation for Environmentally Friendly Production Methods: The Case of Val di Gresta
    by Ricardo Scarpa & Mara Thiene & Francesco Marangon

  • 2007 The Value of Collective Reputation for Environmentally Friendly Production Methods: The Case of Val di Gresta
    by Ricardo Scarpa & Mara Thiene & Francesco Marangon

  • 2007 Bayesian Inference on Dynamic Models with Latent Factors
    by Monica Billio & Roberto Casarin & Domenico Sartore

  • 2007 Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
    by Roberto Casarin & Domenico Sartore

  • 2007 Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach
    by Silvestro Di Sanzo

  • 2007 The Effects of Small Sample Bias in Threshold Autoregressive Models
    by Yamin Ahmad

  • 2007 Health, Economic Resources and the Work Decisions of Older Men
    by John Bound & Todd Stinebrickner & Timothy Waidmann

  • 2007 Robust Value at Risk Prediction
    by Loriano Mancini & Fabio Trojani

  • 2007 On the impact of fundamentals, liquidity and coordination on market stability
    by Francisco Peñaranda & Jón Daníelsson

  • 2007 Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples
    by Klaus Moeltner & Richard T. Woodward

  • 2007 Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’
    by Klaus Moeltner & Randall S. Rosenberger

  • 2007 An Agent-Based Model of Behavior in “Beauty Contest” Games
    by Mark W. Nichols & Michael J. Radzicki

  • 2007 A Monte Carlo approach to value exchange options using a single stochastic factor
    by Giovanni Villani

  • 2007 Estimating heterogeneous costs of participation in the risky asset markets
    by Graciela Sanromán

  • 2007 Applying Markowitz's Critical Line Algorithm
    by Andras Niedermayer & Daniel Niedermayer

  • 2007 Aggregation of regional economic time series with different spatial correlation structures
    by Giuseppe Arbia & Marco Bee & Giuseppe Espa

  • 2007 Nonparametric Inferences on Conditional Quantile Processes
    by Chuan Goh

  • 2007 Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)
    by Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C.

  • 2007 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
    by C.S. Bos & S.J. Koopman & M. Ooms

  • 2007 The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment
    by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot

  • 2007 Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model
    by Siem Jan Koopman & Andr� Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest

  • 2007 Turkiye’de Kamu Borc Stokunun Yapisi : Orijinal Gunah Gostergeleri ve Risk-Dahil Kamu Borc Yuku
    by Burcu Gurcihan & Erdal Yilmaz

  • 2007 Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods
    by G. EVERAERT

  • 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
    by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana

  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Gianni Amisano & Oreste Tristani

  • 2007 Simulaatio lääkekehitysalan kannattavuudesta ja riskeistä
    by Hermans, Raine & Kulvik, Martti

  • 2007 Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach
    by Richard T. Baillie & Claudio Morana

  • 2007 Bootstrap Hypothesis Testing
    by James G. MacKinnon

  • 2007 The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test
    by Jeong, Jinook & Yoon, Byung

  • 2007 Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis
    by Ngwa Edielle, T. H. Jackson & Hevi Kodzo, Dodzi

  • 2007 Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim
    by Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning

  • 2007 Asymptotic and bootstrap properties of rank regressions
    by Subbotin, Viktor

  • 2007 An improvement of a cellular manufacturing system design using simulation analysis
    by Hachicha, Wafik & Masmoudi, Faouzi & Haddar, Mohamed

  • 2007 Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies
    by Proietti, Tommaso & Riani, Marco

  • 2007 Non-standard employment and mobility in the Netherlands
    by Dekker, Ronald

  • 2007 Waiting Times in Simulated Stock Markets
    by Cappellini, Alessandro & Ferraris, Gianluigi

  • 2007 Regional consumption inequalities in Jordan: Empirical study
    by Shahateet, Mohammed & Al-Tayyeb, Saud

  • 2007 Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim
    by Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning

  • 2007 Inference for stochastic volatility model using time change transformations
    by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros

  • 2007 Likelihood-based inference for correlated diffusions
    by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.

  • 2007 The Effects of Detailing on Prescribing Decisions under Two-Sided Learning
    by Ching, Andrew & Ishihara, Masakazu

  • 2007 Least squares estimation of joint production functions by the Differential Evolution method of global optimization
    by Mishra, SK

  • 2007 A note on least squares fitting of signal waveforms
    by Mishra, SK

  • 2007 Performance of lag length selection criteria in three different situations
    by Asghar, Zahid & Abid, Irum

  • 2007 Stochastic simulations on the Romanian macroeconomic model
    by Dobrescu, Emilian & Pauna, Bianca

  • 2007 Mixed Signals Among Tests for Panel Cointegration
    by Westerlund, Joakim & Basher, Syed A.

  • 2007 Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model
    by López, Fernando & Chasco, Coro

  • 2007 Stochastic Dominance Approach to Evaluate Optimism Bias in Truck Toll Forecasts
    by Sen Gupta, Rajorshi & Vadali, Sharada R

  • 2007 Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas
    by Rodriguez, Analía

  • 2007 Loan portfolio loss distribution: Basel II unifactorial approach vs. Non parametric estimations
    by Rodríguez Dupuy, Analía

  • 2007 Efficiency and University Size: Discipline-wise Evidence from European Universities
    by Bonaccorsi, Andrea & Daraio, Cinzia & Räty, Tarmo & Simar, Léopold

  • 2007 Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)
    by K. K., Suresh & K., Pradeepa Veerakumari

  • 2007 Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms
    by Attiya Y. Javid

  • 2007 Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity
    by Victoria Prowse

  • 2007 Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico
    by Luiz de Mello & Diego Moccero

  • 2007 Governments and the Market for Longevity-Indexed Bonds
    by Pablo Antolín & Hans J. Blommestein

  • 2007 Longevity Risk and Private Pensions
    by Pablo Antolín

  • 2007 A New Approach to Drawing States in State Space Models
    by William J. McCausland & Shirley Miller & Denis Pelletier

  • 2007 How Structural Are Structural Parameters?
    by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez

  • 2007 No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
    by Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev

  • 2007 Bootstrap-Based Improvements for Inference with Clustered Errors
    by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller

  • 2007 Inégalités et clubs de convergence : les résultats d'un modèle à seuil
    by Karim Azizi

  • 2007 Conceptual Frameworks and Experimental Design in Simultaneous Equations
    by C.L. Skeels

  • 2007 A robust multivariate long run analysis of European electricity prices
    by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi

  • 2007 Testing For Restricted Stochastic Dominances: Some Further Results
    by Russell Davidson

  • 2007 Wild Bootstrap Tests For Iv Regression
    by Russell Davidson & James G. MacKinnon

  • 2007 Bootstrapping Econometric Models
    by Russell Davidson

  • 2007 A Test of the Rational Expectations Hypothesis using data from a Natural Experiment
    by Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela Di Cagno & Carlo D'Ippoliti

  • 2007 Assessing Investment and Longevity Risks within Immediate Annuities
    by Bauer, Daniel & Weber, Frederik

  • 2007 Wann werden Serviceleistungen nachgefragt? Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim
    by Joachim Merz & Paul Böhm & Dominik Hanglberger & J.F. Rafael Rucha & Henning Stolze

  • 2007 Testing for cointegration using the Johansen approach: Are we using the correct critical values?
    by Paul Turner

  • 2007 Estimation of Tobit Type Censored Demand Systems: A Comparison of Estimators
    by Mikkel Barslund

  • 2007 Explaining the Low Labor Productivity in East Germany. A Spatial Analysis
    by Nicola Fuchs-Schündeln & Rima Izem

  • 2007 Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations
    by Nadine Chlass & Jens J. Krueger

  • 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure
    by Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi

  • 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure
    by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata

  • 2007 Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?
    by Imed Drine & Christophe Rault

  • 2007 Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?
    by Drine, Imed & Rault, Christophe

  • 2007 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions
    by Røed, Knut & Westlie, Lars

  • 2007 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions
    by Knut Røed & Lars Westlie

  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
    by Poggi, Ambra & Ramos, Xavi

  • 2007 Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos

  • 2007 Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?
    by Henry Dannenberg

  • 2007 Distribución Espacial De La Actividad Económica En La Union Europea
    by José Miguel Albert & Jorge Mateu & Vicente Orts

  • 2007 Health Insurance and Life Style Choices: Identifying the Ex Ante Moral Hazard
    by Stanciole, Anderson

  • 2007 Does Italy need family income taxation?
    by Arnstein Aassve & Maria Grazia Pazienza & Chiara Rapallini

  • 2007 The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study
    by Wagner, Martin & Hlouskova, Jaroslava

  • 2007 Cross-sectional Space-time Modeling Using ARNN(p, n) Processes
    by Kakamu, Kazuhiko & Polasek, Wolfgang

  • 2007 Testing Distributional Assumptions: A GMM Approach
    by Bontemps, Christian & Meddahi, Nour

  • 2007 Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach
    by Richard T. Baillie & Claudio Morana

  • 2007 The effects of collective bargaining on firm performance : new evidence based on stochastic production frontiers and multiply imputed German establishment data
    by Jensen, Uwe & Rässler, Susanne

  • 2007 Conditional Complexity of Compression for Authorship Attribution
    by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li

  • 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
    by Nikolaus Hautsch

  • 2007 Comparison of Panel Cointegration Tests
    by Deniz Dilan Karaman Örsal

  • 2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
    by Laurence Fung & Ip-wing Yu

  • 2007 The trade off between time and money: Is there a difference between real and hypothetical choices?
    by Isacsson, Gunnar

  • 2007 Simulating the future of the Swedish baby-boom generations
    by Klevmarken, N. Anders & Bolin, Kristian & Eklöf, Matias & Flood, Lennart & Fransson, Urban & Hallberg, Daniel & Höjgård, Sören & Lindgren, Björn & Mitrut, Andrea & Lagergren, Mårten

  • 2007 How to Adjust for Nonignorable Nonresponse: Calibration, Heckit or FIML?
    by Johansson, Fredrik

  • 2007 Bayesian forecast combination for VAR models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions
    by Røed, Knut & Westlie, Lars

  • 2007 Are real wages rigid downwards?
    by Holden, Steinar & Wulfsberg, Fredrik

  • 2007 Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)
    by Carling, Kenneth & Alam, Moudud

  • 2007 Bayesian Forecast Combination for VAR Models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Computational Efficiency in Bayesian Model and Variable Selection
    by Eklund, Jana & Karlsson, Sune

  • 2007 Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange
    by Andersson, Jonas & Moberg, Jan-Magnus

  • 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns
    by Lillestøl, Jostein

  • 2007 Simulation studies of liquidity needs, risks and efficiency in payment networks
    by Leinonen (ed), Harry

  • 2007 Do real interest rates converge? Evidence from the European Union
    by Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas

  • 2007 A Modelling Framework for Addressing the Synergies between Global Conventions through Land Use Changes: Carbon Sequestration, Biodiversity Conservation, Prevention of Land Degradation and Food Security in Agricultural and Forested Lands in Developing Countries
    by Raul Ponce-Hernandez

  • 2007 A Robust Multivariate Long Run Analysis of European Electricity Prices
    by Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi

  • 2007 A nonlinear panel unit root test under cross section dependence
    by Mario Cerrato & Christian De Peretti & Nick Sarantis

  • 2007 Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue
    by Maria S. Heracleous

  • 2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
    by Christian Kascha

  • 2007 Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects
    by Vassilis Hajivassiliou & Frédérique Savignac

  • 2007 Likelihood-based inference for a class of multivariate diffusions with unobserved paths
    by Konstantinos Kalogeropoulos

  • 2007 Inflation dynamics in the US - a nonlinear perspective
    by A. Robert Nobay & Ivan Paya & David A. Peel

  • 2007 Optimal Holding Period for a Real Estate Portfolio
    by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi

  • 2007 Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms
    by Attiya Y. Javid

  • 2007 Market Valuation, Pension Fund Policy and Contribution Volatility
    by Maarten van Rooij & Arjen Siegmann & Peter Vlaar

  • 2007 To Claim or Not to Claim: Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error
    by Joachim R. Frick & Olaf Groh-Samberg

  • 2007 To Claim or Not to Claim: Estimating Non-take-up of Social Assistance in Germany and the Role of Measurement Error
    by Joachim R. Frick & Olaf Groh-Samberg

  • 2007 Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
    by Donald W.K. Andrews & Gustavo Soares

  • 2007 Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2007 Applications of Subsampling, Hybrid, and Size-Correction Methods
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2007 Hybrid and Size-Corrected Subsample Methods
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2007 The Limit of Finite-Sample Size and a Problem with Subsampling
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2007 The Limit of Finite-Sample Size and a Problem with Subsampling
    by Donald W.K. Andrews & Patrik Guggenberger

  • 2007 Information Loss in Volatility Measurement with Flat Price Trading
    by Peter C.B. Phillips & Jun Yu

  • 2007 Simulation-based Estimation of Contingent-claims Prices
    by Peter C.B. Phillips & Jun Yu

  • 2007 Efficient importance sampling for ML estimation of SCD models
    by Luc, BAUWENS & Fausto Galli

  • 2007 A Component GARCH Model with Time Varying Weights
    by Luc, BAUWENS & G., STORTI

  • 2007 Measuring Intersectoral Knowledge Spillovers: an Application of Sensitivity Analysis to Italy
    by Giovanni Cerulli & Bianca Potì

  • 2007 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    by Amisano, Giovanni & Tristani, Oreste

  • 2007 If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions
    by van den Berg, Gerard J & van der Klaauw, Bas

  • 2007 Efficient importance sampling for ML estimation of SCD models
    by BAUWENS, Luc & GALLI, Fausto

  • 2007 A component GARCH model with time varying weights
    by BAUWENS, Luc & STORTI, Giuseppe

  • 2007 Indirect estimation of elliptical stable distributions
    by LOMBARDI, Marco & VEREDAS, David

  • 2007 Simulation based Bayesian econometric inference: principles and some recent computational advances
    by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

  • 2007 Reflexiones Sobre La Teoría Y La Práctica Del Iva En Colombia
    by Christian R. Jaramillo H. & Jorge Tovar

  • 2007 Unemployment and Inactivity Traps in the Czech Republic: Incentive Effects of Policies
    by Kamil Galuscak & Jan Pavel

  • 2007 Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs
    by Pierre Bajgrowicz & Olivier Scaillet

  • 2007 A Specification Test For Nonparametric Instrumental Variable Regression
    by Patrick Gagliardini & Olivier Scaillet

  • 2007 An Objective Function for Simulation Based Inference on Exchange Rate Data
    by Peter Winker & Manfred Gilli & Vahidin Jeleskovic

  • 2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?
    by Balazs Egert & Kirsten Lommatzsch & Amina Lahrèche-Révil

  • 2007 Beyond the Salassa-Samuelson Effect in some New Member States of the European Union
    by José García-Solanes & Francisco I. Sancho-Portero & Fernando Torrejón-Flores

  • 2007 Do real interest rates converge? Evidence from the European Union
    by Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros

  • 2007 Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)
    by Ambra Poggi & Xavier Ramos

  • 2007 A Monte Carlo Evaluation of Some Common Panel Data Estimators when Serial Correlation and Cross-sectional Dependence are Both Present
    by W. Robert Reed & Haichun Ye

  • 2007 Regional Dimensions: Preparation of 1998-99 HES for reweighting to small-area benchmarks
    by S.F. Chin & Ann Harding & Anthea Bill

  • 2007 Discriminating mean and variance shifts
    by Carlos Santos

  • 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure
    by Pesaran, M.H. & Smit, L.V. & Yamagata, T.

  • 2007 Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements
    by Roques, F.A.

  • 2007 Identification and Estimation in an Incoherent Model of Contagion
    by Massacci, D.

  • 2007 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Doppelhofer, G. & Cuaresma, J.C.

  • 2007 Consumption, Working Hours, and Wealth Determination in a Life Cycle Model
    by Naohito Abe & Noriko Inakura & Tomoaki Yamada

  • 2007 Are real wages rigid downwards?
    by Steinar Holden & Fredrik Wulfsberg

  • 2007 Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
    by David Jamieson Bolder & Tiago Rubin

  • 2007 Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?
    by Bernhard Herz & Marco Wagner

  • 2007 On the Solution of Stochastic Input Output-Models
    by Hartmut Kogelschatz

  • 2007 Assessing the Behaviour of Non-Survey Methods of Constructing Regional Input-Output Tables through a Monte Carlo Simulation
    by Andrea BONFIGLIO & Francesco CHELLI

  • 2007 Long memory modelling of inflation with stochastic variance and structural breaks
    by Charles S. Bos & Siem Jan Koopman & Marius Ooms

  • 2007 GRAN8: Gauss procedure to generate standard EPD (GED) random numbers
    by Urzúa, Carlos M.

  • 2007 GRAN7: Gauss procedure to generate lognormal random numbers
    by Urzúa, Carlos M.

  • 2007 GRAN6: Gauss procedure to generate Pareto-distributed random numbers
    by Urzúa, Carlos M.

  • 2007 GRAN5: Gauss procedure to generate heteroskedastic normal random numbers
    by Urzúa, Carlos M.

  • 2007 GRAN4: Gauss procedure to generate Laplace-distributed random numbers
    by Urzúa, Carlos M.

  • 2007 GRAN3: Gauss procedure to generate stable random numbers
    by Urzúa, Carlos M.

  • 2007 GRAN2: Gauss procedure to generate t-distributed random numbers
    by Urzúa, Carlos M.

  • 2007 GRAN1: Gauss procedure to generate normal random numbers
    by Urzúa, Carlos M.

  • 2007 Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    by Di Iorio, Francesca & Fachin, Stefano

  • 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

  • 2007 Self-organization of R&D search in complex technology spaces
    by Gerald Silverberg & Bart Verspagen

  • 2007 Urban Simulation Models for the Future City Evolution
    by Georgiana I. STEFAN

  • 2007 An Estimated New Keynesian Model for Romania
    by Caraiani, Petre

  • 2007 How much the Rounding Errors could affect the Computer Results
    by Stefanescu, Stefan

  • 2007 An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets
    by Zlotnik, Andrey

  • 2007 Bootstrapping econometric models (in Russian)
    by Russell Davidson

  • 2007 Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB©
    by Merino, María & Vadillo, Fernando

  • 2007 Asymmetric Return and Volatility Responses to Composite News from Stock Markets
    by Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So

  • 2007 TIME-TREND IN SPATIAL DEPENDENCE: SPECIFICATION STRATEGY IN THE FIRST-ORDER SPATIAL AUTOREGRESSIVE MODEL/Tendencia temporal en la dependencia espacial: estrategia de modelización en el modelo autorregresivo espacial de primer orden
    by LÓPEZ-HERNÁNDEZ, FERNANDO A. & CHASCO, CORO

  • 2007 Medición de la calidad del agua del trasvase del Ebro (tramo Castellón-Mijares): valoración del coste económico asociado a la adecuación de calidades/Water Quality Measurement in the Ebro Transfer (Castellón-Mijares Section): Economic Valuation of Quality Adaptation
    by EDUARDO BEAMONTE CÓRDOBA & JOSÉ D. BERMÚDEZ EDO & ALEJANDRO CASINO MARTÍNEZ & ERNESTO J. VERES FERRER

  • 2007 Az ügyfélelvándorlás kereskedelmi banki modellezése
    by Lublóy, Ágnes & Szenes, Márk

  • 2007 "Dupla vagy semmi". Duplikációbecslés szimulációs módszerekkel
    by Benedek, Gábor

  • 2007 The Impact of the Increase in Non-regular Employment on Income Disparities
    by Seiichi Inagaki

  • 2007 A Simulation-Based Model for Final Price Prediction in Online Auctions
    by Shihyu Chou & Chin-Shien Lin & Chi-hong Chen & Tai-Ru Ho & Yu-Chen Hsieh

  • 2007 Tendencias de la distribución personal de la renta en España (1985-2002). Inferencia sobre indicadores y sensibilidad ante encuestas y escalas de equivalencia
    by Mercedes Prieto Alaiz & Carmelo García Pérez

  • 2007 Testing for Model Selection in Predicting Aggregate Variables
    by Giacomo Sbrana

  • 2007 Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)
    by Vít Pošta & Zbynìk Hackl

  • 2007 Poniendo a la pobreza de ingresos y a la desigualdad en el mapa de México
    by Miguel Székely Pardo & Luis F. López-Calva & Álvaro Meléndez Martínez & Ericka G. Rascón Ramírez & Lourdes Rodríguez-Chamussy

  • 2007 Un modelo macroeconométrico de simulación con microfundamentos para la economía mexicana
    by Lucía A. Ruiz-Galindo & Francisco Venegas-Martínez

  • 2007 Negociación de portafolios de acciones
    by JORGE HERNAN RESTREPO CORREA & EDUARDO ARTURO CRUZ TREJOS & PEDRO DANIEL MEDINA VARELA

  • 2007 Reflexiones sobre la teoría y la práctica del IVA en Colombia
    by Christian R. Jaramillo & Jorge Tovar

  • 2007 Fluctuations de Change et Performances Economiques
    by Imed Drine & Christophe Rault

  • 2007 Note sur les méthodes univariées d’extraction du cycle économique
    by Anna Sess & Michel Grun-Rehomme

  • 2007 Measuring portfolio credit risk: modelling versus calibration errors
    by Nikola Tarashev & Haibin Zhu

  • 2006 A Unified Copula Framework for VaR forecasting
    by Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli

  • 2006 A closed form approach to valuing and hedging basket options
    by Svetlana Borovkova & Ferry Permana

  • 2006 A multiple testing procedure for neural network model selection
    by Michele La Rocca & Cira Perna

  • 2006 The combination of volatility forecasts
    by Alessandra Amendola & Giuseppe Storti

  • 2006 Lag or Error? - Detecting the Nature of Spatial Correlation
    by Mario Larch & Janette Walde

  • 2006 A component GARCH model with time varying weights
    by Giuseppe Storti & Luc Bauwens

  • 2006 Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods
    by Anna Staszewska

  • 2006 (Un)naturally low?
    by Silvia Sgherri & Marco J. Lombardi

  • 2006 Estimation of IP Telephony Demand Using the Integrated Choice and Latent Variables Approach
    by Denis Bolduc & Moshe Ben-Akiva

  • 2006 Nonlinear State-Space Models for Microeconometric Panel Data
    by Florian Heiss

  • 2006 Validating and Calibrating Agent-based Models: a Case Study
    by Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi

  • 2006 Extreme observations in developed and emerging equity markets
    by Pilar Grau-Carles

  • 2006 Pricing Basket spread options
    by Kostas Giannopoulos

  • 2006 Analysis of Regime Switching Behaviour of Indian Stock Markets
    by Arnab Kumar Laha

  • 2006 The Econometrics of the Old and New Phillips Curve
    by Romulo A. Chumacero

  • 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix
    by Michael Creel & Universitat Autònoma de Barcelona

  • 2006 Computing the Distributions of Economic Models via Simulation
    by John Stachurski & University of Melbourne

  • 2006 Generalized variance ratio tests in the presence of statistical dependence
    by Periklis Kougoulis & John C. Nankervis & Jerry Coakley

  • 2006 An Objective Function for Simulation Based Inference on Exchange Rate Data
    by Manfred Gilli & Peter Winker & Vahidin Jeleskovic

  • 2006 The extremal index for GARCH(1,1) processes with t-distributed innovations
    by F. Laurini & J. A. Tawn

  • 2006 Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated
    by Jönsson, Kristian

  • 2006 Relative sources of European regional productivity convergence: A bootstrap frontier approach
    by Enflo, Kerstin & Hjertstrand, Per

  • 2006 Intérêt de la simulation pour les sciences de gestion
    by Cartier, Manuel & Forgues, Bernard

  • 2006 Improved Nonparametric Confidence Intervals in Time Series Regressions
    by Joseph P. Romano & Michael Wolf

  • 2006 Empirical risk analysis of pension insurance: the case of Germany
    by Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang

  • 2006 Forecast Encompassing Tests and Probability Forecasts
    by Clements, Michael P & Harvey, David I

  • 2006 Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    by Giulietti, Monica & Otero, Jesús & Smith, Jeremy

  • 2006 Testing for stationarity in heterogeneous panel data in the presence of cross section dependence
    by Giulietti, Monica & Otero, Jesus & Smith, Jeremy

  • 2006 Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy
    by Daniele Fabbri & Chiara Monfardini

  • 2006 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing
    by Joseph F. Francois & Julia Wörz

  • 2006 Utility in WTP Space: A Tool to Address Confounding Random Scale Effects in Destination Choice to the Alps
    by Ricardo Scarpa & Mara Thiene & Kenneth Train

  • 2006 Utility in WTP Space: A Tool to Address Confounding Random Scale Effects in Destination Choice to the Alps
    by Ricardo Scarpa & Mara Thiene & Kenneth Train

  • 2006 On the efficient application of the repeated Richardson extrapolation technique to option pricing
    by Luca Barzanti & Corrado Corradi & Martina Nardon

  • 2006 Simulation techniques for generalized Gaussian densities
    by Martina Nardon & Paolo Pianca

  • 2006 Incomplete pairwise comparison and consistency optimization
    by Michele Fedrizzi & Silvio Giove

  • 2006 A credit contagion model for loan portfolios in a network of firms with spatial interaction
    by Diana Barro & Antonella Basso

  • 2006 A comparison of different trading protocols in an agent-based market
    by Paolo Pellizzari & Arianna Dal Forno

  • 2006 Learning and equilibrium selection in a coordination game with heterogeneous agents
    by Alberto Fogale & Paolo Pellizzari & Massimo Warglien

  • 2006 Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach
    by Jesus Crespo Cuaresma & Gernot Doppelhofer

  • 2006 Output fluctuations persistence: Do cyclical shocks matter?
    by Silvestro Di Sanzo

  • 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
    by Hiroyuki Kasahara & Katsumi Shimotsu

  • 2006 An assessment of empirical Bayes and composite estimators for small areas
    by Nicholas Longford

  • 2006 Evaluating Targeting Efficiency of Government Programmes: International Comparisons
    by Nanak Kakwani & Hyun H. Son

  • 2006 Job mobility in Portugal: a Bayesian study with matched worker-firm data
    by Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

  • 2006 Applying Markowitz's Critical Line Algorithm
    by Andras Niedermayer & Daniel Niedermayer

  • 2006 Modeling the Duration of Patent Examination at the European Patent Office
    by Harhoff, Dietmar & Wagner, Stefan

  • 2006 White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice
    by Kleijnen, J.P.C.

  • 2006 Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts
    by Kleijnen, J.P.C.

  • 2006 Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis
    by Klaassen, F.J.G.M. & Magnus, J.R.

  • 2006 Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators
    by Einmahl, J.H.J. & Li, J. & Liu, R.Y.

  • 2006 Optimization of Simulated Inventory Systems : OptQuest and Alternatives
    by Kleijnen, J.P.C. & Wan, J.

  • 2006 The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations
    by Jan F. Kiviet & Jerzy Niemczyk

  • 2006 On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
    by Michiel D. de Pooter & Ren� Segers & Herman K. van Dijk

  • 2006 Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis
    by Franc J.G.M. Klaasen & Jan R. Magnus

  • 2006 Earnings bracket obstacles in household surveys – How sharp are the tools in the shed?
    by Dieter von Fintel

  • 2006 Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve
    by Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle

  • 2006 Global sensitivity analysis for macro-economic models
    by Marco Ratto

  • 2006 A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function
    by George Monokroussos

  • 2006 Breaking trend panel unit root tests
    by Pui Sun Tam & University of Macau

  • 2006 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory
    by Christian de Peretti & Carole Siani

  • 2006 Bootstrapping Neural tests for conditional heteroskedasticity
    by Carole Siani & Christian de Peretti

  • 2006 A Note on Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model
    by Harald Tauchmann

  • 2006 A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects
    by Norman Swanson & Geetesh Bhardwaj

  • 2006 Unemployment in the OECD since the 1960s. Do we really know?
    by T. BERGER & G. EVERAERT

  • 2006 Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model
    by Damiano Brigo & Naoufel El-Bachir

  • 2006 The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building
    by Jesús Ferreyra & Jorge Salas

  • 2006 Stochastic Volatility Driven by Large Shocks
    by George Kapetanios & Elias Tzavalis

  • 2006 Forecasting Using Predictive Likelihood Model Averaging
    by George Kapetanios & Vincent Labhard & Simon Price

  • 2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
    by George Kapetanios & Vincent Labhard & Simon Price

  • 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
    by Hiroyuki Kasahara & Katsumi Shimotsu

  • 2006 Inference via kernel smoothing of bootstrap P values
    by Jeff Racine & James G. MacKinnon

  • 2006 Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
    by Russell Davidson & James G. MacKinnon

  • 2006 Bootstrap Methods in Econometrics
    by James G. MacKinnon

  • 2006 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
    by Russell Davidson & James G. MacKinnon

  • 2006 Applications of the Fast Double Bootstrap
    by James G. MacKinnon

  • 2006 Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data
    by Gutierrez Girault, Matias

  • 2006 Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity
    by Jeong, Jinook & Kang, Byunguk

  • 2006 Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models
    by Jeong, Jinook

  • 2006 Interpolating Value Functions in Discrete Choice Dynamic Programming Models
    by Sullivan, Paul

  • 2006 Estimation of an Occupational Choice Model when Occupations are Misclassified
    by Sullivan, Paul

  • 2006 From Marginals to Array Structure with the Shuttle Algorithm
    by Buzzigoli, Lucia & Giusti, Antonio

  • 2006 Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization
    by Mishra, SK

  • 2006 Estimating population means in covariance stationary process
    by Halkos, George & Kevork, Ilias

  • 2006 Forecasting an ARIMA (0,2,1) using the random walk model with drift
    by Halkos, George & Kevork, Ilias

  • 2006 Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy
    by Mandler, Martin

  • 2006 Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces
    by Chasco, Coro & López, Fernando

  • 2006 Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods
    by Enrique, Navarrete

  • 2006 Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations
    by David, Ardia

  • 2006 Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
    by Westerlund, Joakim & Basher, Syed A.

  • 2006 Examining the segment retention problem for the “Group Satellite” case
    by Ana Oliveira-Brochado & F. Vitorino Martins

  • 2006 Optimal asset allocation based on utility maximization in the presence of market frictions
    by Alessandro Bucciol & Raffaele Miniaci

  • 2006 Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison
    by Marek Jarocinski

  • 2006 Sources of Knowledge and Productivity: How Robust is the Relationship?
    by Mosahid Khan & Kul B. Luintel

  • 2006 A Small New Keynesian Model of the New Zealand economy
    by Philip Liu

  • 2006 Estimating Macroeconomic Models: A Likelihood Approach
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2006 Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity
    by Azhong Ye & Rob J Hyndman & Zinai Li

  • 2006 Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
    by D. S. Poskitt

  • 2006 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
    by Jae Kim & Param Silvapulle & Rob J. Hyndman

  • 2006 Pillar I treatment of concentrations in the banking book – a multifactor approach
    by Zoltán Varsányi

  • 2006 Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables
    by Russell Davidson & James MacKinnon

  • 2006 Testing For Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos

  • 2006 The Case Against Jive
    by Russell Davidson & James MacKinnon

  • 2006 Statistical Comparison of Aggregation Rules for Votes
    by Michel Truchon & Stephen Gordon

  • 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China
    by Jean-Yves Duclos & Abdelkrim Araar & John Giles

  • 2006 Testing for Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos

  • 2006 Heterogeneous Basket Options Pricing Using Analytical Approximations
    by Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani

  • 2006 Estimation with Numerical Integration on Sparse Grids
    by Heiss, Florian & Winschel, Viktor

  • 2006 Nonlinear State-Space Models for Microeconometric Panel Data
    by Heiss, Florian

  • 2006 Modeling the Duration of Patent Examination at the European Patent Office
    by Harhoff, Dietmar & Wagner, Stefan

  • 2006 Computing the Distributions of Economic Models Via Simulation
    by John Stachurski

  • 2006 Vicious and Virtuous Circles: The Political Economy of Unemployment
    by Ruthira Naraidoo & Patrick Minford

  • 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
    by Lorenzo Cappellari & Stephen P. Jenkins

  • 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
    by Cappellari, Lorenzo & Jenkins, Stephen P.

  • 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China
    by Jean-Yves Duclos & Abdelkrim Araar & John Giles

  • 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China
    by Duclos, Jean-Yves & Araar, Abdelkrim & Giles, John T.

  • 2006 Testing for Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos

  • 2006 Testing for Restricted Stochastic Dominance
    by Davidson, Russell & Duclos, Jean-Yves

  • 2006 A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models
    by Alicia Pérez Alonso

  • 2006 Consistent Specification Test For Ordered Discrete Choice Models
    by Juan Mora & Ana I. Moro

  • 2006 Inappropriate Detrending and Spurious Cointegration
    by Heejoon Kang

  • 2006 Testing for Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos

  • 2006 Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China
    by Jean-Yves Duclos & Abdelkrim Araaryand & John Giles

  • 2006 Ranking Inequality: Applications of Multivariate Subset Selection
    by William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding

  • 2006 Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing
    by Joseph Francois & Julia Woerz

  • 2006 Simulation based selection of competing structural econometric models
    by Tong Li

  • 2006 Bayesian inference for the mixed conditional heteroskedasticity model
    by Luc Bauwens & Jeroen V.K. Rombouts

  • 2006 Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB
    by Rässler, Susanne

  • 2006 How valid can data fusion be?
    by Kiesl, Hans & Rässler, Susanne

  • 2006 Measuring overeducation with earnings frontiers and multiply imputed censored income data
    by Jensen, Uwe & Gartner, Hermann & Rässler, Susanne

  • 2006 Regression methods in pricing American and Bermudan options using consumption processes
    by Denis Belomestny & Grigori N. Milstein & Vladimir Spokoiny

  • 2006 An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems
    by Denis Belomestny & Pavel V. Gapeev

  • 2006 Forward and reverse representations for Markov chains
    by Grigori Milstein & John Schoenmakers & Vladimir Spokoiny

  • 2006 Adaptive Simulation Algorithms for Pricing American and Bermudian Options by Local Analysis of Financial Market
    by Denis Belomestny & Grigori Milstein

  • 2006 A jump-diffusion Libor model and its robust calibration
    by Denis Belomestny & John Schoenmakers

  • 2006 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
    by Ralf Brüggemann

  • 2006 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
    by Carsten Trenkler

  • 2006 Incorporating Judgement in Fan Charts
    by Österholm, Pär

  • 2006 Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis
    by Angelov, Nikolay

  • 2006 Modelling firm mergers as a roommate problem
    by Angelov, Nikolay

  • 2006 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
    by Giordani, Paolo & Kohn, Robert

  • 2006 Finite-Sample Stability of the KPSS Test
    by Jönsson, Kristian

  • 2006 Bayesian simultaneous determination of structural breaks and lag lengths
    by Hultblad, Brigitta & Karlsson, Sune

  • 2006 Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure
    by Akay, Alpaslan & Tsakas, Elias

  • 2006 Real Exchange Rate Adjustment In European Transition Countries
    by Maican, Florin G. & Sweeney, Richard J.

  • 2006 Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations
    by Eric Meyermans & Patrick Van Brusselen

  • 2006 Business Cycle Analysis and VARMA models
    by Christian Kascha & Karel Mertens

  • 2006 Does rounding matter for payment efficiency?
    by Bijwaard, G.E. & Franses, Ph.H.B.F.

  • 2006 Gibbs sampling in econometric practice
    by de Pooter, M.D. & Segers, R. & van Dijk, H.K.

  • 2006 Measuring volatility with the realized range
    by Martens, M.P.E. & van Dijk, D.J.C.

  • 2006 Testing for stochastic monotonicity
    by Sokbae Lee & Oliver Linton & Yoon-Jae Whang

  • 2006 Are there Monday effects in stock returns: a stochastic dominance approach
    by Young-Hyun Cho & Oliver Linton & Yoon-Jae Whang

  • 2006 Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand
    by Philip Liu

  • 2006 A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition
    by Kiefer, Nicholas M. & Larson, C. Erik

  • 2006 Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy
    by Choi, Hwan-sik & Kiefer, Nicholas M.

  • 2006 Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation
    by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi

  • 2006 Decomposing the causes of health care use inequalities: a micro-simulations approach
    by Hélène Huber

  • 2006 Desigualdad y Pobreza entre las Regiones Argentinas: Un Análisis de Microdescomposiciones
    by Héctor Zacaria & Juan Ignacio Zoloa

  • 2006 Development under Regulation: The Way of the Ukrainian Insurance Market
    by Oleg Badunenko & Bogdana Grechanyuk & Oleksandr Talavera

  • 2006 The Data Quality Concept of Accuracy in the Context of Public Use Data Sets
    by Carsten Kuchler & Martin Spieß

  • 2006 Business Cycle and Stock Market Volatility: A Particle Filter Approach
    by Casarin, Roberto & Trecroci, Carmine

  • 2006 Iterated importance sampling in missing data problems
    by Celeux, Gilles & Marin, Jean-Michel & Robert, Christian P.

  • 2006 Understanding the Fine Structure of Electricity Prices
    by Geman, Hélyette & Roncoroni, Andréa

  • 2006 On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data
    by Myungsup Kim & Yangseon Kim & Peter Schmidt

  • 2006 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency
    by Meenagh, David & Minford, Patrick & Peel, David

  • 2006 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing
    by Francois, Joseph & Wörz, Julia

  • 2006 Estimation of stable distributions by indirect inference
    by GARCIA, René & RENAULT, Eric & VEREDAS, David

  • 2006 A GARCH (1,1) estimator with (almost) no moment conditions on the error term
    by PREMINGER, Arie & STORTI, Giuseppe

  • 2006 Acumulación de capital humano y gasto público en educación: Un Modelo OLG para Colombia
    by Oliver Enrique PARDO REINOSO

  • 2006 Do Wealth Differences Affect Fairness Considerations?
    by Olivier Armantier

  • 2006 Testing For Equality Between Two Copulas
    by Bruno Rémillard & Olivier Scaillet

  • 2006 Robust Subsampling
    by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani

  • 2006 Tikhonov Regularization for Functional Minimum Distance Estimators
    by P. Gagliardini & O. Scaillet

  • 2006 How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World
    by Lubos Briatka

  • 2006 Testing For Stochasticmonotonicity
    by Sokbae Lee & Oliver Linton & Yoon-Jae Whang

  • 2006 Simulating Stock Returns under switching regimes - a new test of market efficiency
    by Meenagh, David & Minford, Patrick & Peel, David

  • 2006 Bootstrap-Based Improvements for Inference with Clustered Errors
    by Doug Miller & A. Colin Cameron & Jonah B. Gelbach

  • 2006 A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator
    by Xiujian Chen & Shu Lin & W. Robert Reed

  • 2006 Another Look at what to do with Time-series Cross-section Data
    by Xiujian Chen & Shu Lin & W. Robert Reed

  • 2006 Problems and Prospects for Dynamic Microsimulation: A review and lessons for APPSIM
    by Rebecca Cassells & Ann Harding & Simon Kelly

  • 2006 Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty
    by Roques, F.A. & Nuttall, W.J. & Newbery, D.M.

  • 2006 A Percolation-Based Model Explaining Delayed Take-Off in New-Product Diffusion
    by Martin Hohnisch & Sabine Pittnauer & Dietrich Stauffer

  • 2006 Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models
    by Alois Kneip & Léopold Simar & Paul W. Wilson

  • 2006 The pricing of portfolio credit risk
    by Nikola A. Tarashev & Haibin Zhu

  • 2006 A Garch (1,1) Estimator With (Almost) No Moment Conditions On The Error Term
    by Arie Preminger & Giuseppe Storti

  • 2006 An Optimal Method Of Binary Information Transfer (Bit) Between Surveys Of An Identical Population
    by Daniel Gottlieb & Leonid Kushnir

  • 2006 Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
    by Miroslav Misina & David Tessier & Shubhasis Dey

  • 2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
    by Jean-Marie Dufour & David Tessier

  • 2006 Reducing Asset Weights' Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization
    by Tilke, Stephan

  • 2006 Bootstrapping pairs in Distance-Based Regression
    by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

  • 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix
    by Michael Creel

  • 2006 Social Free Energy of a Pareto-Like Resource Distribution
    by Josip Stepanic & Hrvoje Stefancic & Vinko Zlatic

  • 2006 Mercato del credito e imprese in un modello con agenti eterogenei
    by Pietro A. VAGLIASINDI & Giovanni VERGA & Pasquale CIRILLO

  • 2006 Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte
    by Catherine Bruneau & Amine Lahiani

  • 2006 Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process
    by Lupu, Radu

  • 2006 An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy
    by Stefanescu, Poliana & Stefanescu, Stefan

  • 2006 Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach
    by Oya Celasun & Xavier Debrun & Jonathan D. Ostry

  • 2006 Has Production Management Improved Since 1984?
    by David G. Bivin

  • 2006 Multiple Imputation Of Missing Data In Sustainable Development Modelling
    by Roberto Benedetti & Rita Lima & Alessandro Pandimiglio

  • 2006 Empirical Insights on the Heterogeneity of the Spanish Stock Market/Un Análisis Empírico De La Heterogeneidad Del Mercado De Capitales Español
    by POUCHKAREV, IGOR & SPRONK, JAAP & TRINIDAD SEGOVIA, JUAN E.

  • 2006 Including environmental variables in the effi ciency analysis: A three-step method/El análisis de efi ciencia con variables de entorno: un método de programas con tres etapas
    by DIOS PALOMARES, RAFAELA & MARTÍNEZ PAZ, JOSÉ MIGUEL & MARTÍNEZCARRASCO PLEITE, FEDERICO

  • 2006 Using Market Information for Banking System Risk Assessment
    by Helmut Elsinger & Alfred Lehar & Martin Summer

  • 2006 A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System
    by Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ

  • 2006 Modelos de valoración de opciones europeas en tiempo continuo
    by Jaime Villamil

  • 2006 Le « risque de montant » des primes de rentes viagères. L'exemple de la loterie-tontine de 1743
    by Georges Gallais-Hamonno & Nicolas Zamfirescu & Laurent Monsigny

  • 2006 A Critical Approach To The Demographic Policy
    by Carmen Radu

  • 2005 Swing Options: A Mechanism for Pricing Peak IT Demand
    by Bernardo A. Huberman & Scott H. Clearwater

  • 2005 Estimating the Deep Parameters of RBC Model with Learning
    by Stefano Eusepi & Stefania D'Amico

  • 2005 Stochastic Volatility in DSGE models
    by Giorgio Primiceri & Alejandro Justiniano

  • 2005 Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models
    by Kai Christoffel

  • 2005 Bootstrap inference on a nonlinear time series model of advertising effects
    by Miguel A. Arranz

  • 2005 Test for serial independence based on quadratic forms
    by Cees Diks & Valentyn Panchenko

  • 2005 The accuracy of welfare computations
    by Michel Juillard

  • 2005 Heterogeneity, Profitability and Autocorrelations
    by Youwei Li & Xue-Zhong (Tony) He

  • 2005 Limited Dependet Panel Data: a Bayesian Approach
    by Giuseppe Bruno

  • 2005 Long Swings in the US-Dollar: a Stochastic Control Approach
    by Rita L. D’Ecclesia & Rosella Castellano

  • 2005 Estimating default probabilities using a non parametric approach
    by Rita L. D'Ecclesia & Robert G. Tompkins

  • 2005 Panel Cointegration Tests of the Fisher Hypothesis
    by Westerlund, Joakim

  • 2005 Simulation-based finite-sample linearity test against smooth transition models
    by González, Andrés & Teräsvirta, Timo

  • 2005 Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    by Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

  • 2005 On the cost of delayed currency fixing announcements
    by Becker, Christoph & Wystup, Uwe

  • 2005 The Decline in German Output Volatility: A Bayesian Analysis
    by Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian

  • 2005 Measuring business sector concentration by an infection model
    by Düllmann, Klaus

  • 2005 Unit roots and cointegration in panels
    by Breitung, Jörg & Pesaran, Mohammad Hashem

  • 2005 Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence
    by Shengzu Wang & Shen Guo

  • 2005 Can the SupLR test discriminate between different switching
    by CHARFEDDINE Lanouar

  • 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
    by Viktor Winschel

  • 2005 Valuing defaultable bonds: an excursion time approach
    by Martina Nardon

  • 2005 The Foresight Bias in Monte-Carlo Pricing of Options with Early
    by Christian Fries

  • 2005 Persistence Characteristics of the Chinese Stock Markets
    by Cornelis A. Los & Bing Yu

  • 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices
    by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

  • 2005 Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)
    by Christian P. Fries & Joerg Kampen

  • 2005 Measurement of Financial Risk Persistence
    by Cornelis A. Los

  • 2005 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
    by Pierangelo De Pace

  • 2005 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment
    by Matthias Kredler

  • 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
    by Zacharias Bragoudakis

  • 2005 Nonparametric Slope Estimators for Fixed-Effect Panel Data
    by Kusum Mundra

  • 2005 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
    by Balázs Égert, & László Halpern & Ronald MacDonald

  • 2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis
    by Balázs Égert & László Halpern &

  • 2005 Testing for inflation convergence between the Euro Zone and its CEE partners
    by Imed Drine & Christophe Rault &

  • 2005 Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation
    by Silvia Ferrini & Riccardo Scarpa

  • 2005 Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation
    by Silvia Ferrini & Riccardo Scarpa

  • 2005 A Recursive Thick Frontier Approach To Estimating Production Efficiency
    by Rien Wagenvoort & Paul Schure

  • 2005 Long Memory, Heterogeneity and Trend Chasing
    by Xue-Zhong He & Youwei Li

  • 2005 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
    by Loriano Mancini & Elvezio Ronchetti & Fabio Trojani

  • 2005 Technical Efficiency and Stock Market Reaction to Horizontal Mergers
    by Yanna Wu & Subhash C. Ray

  • 2005 Unit Roots and Cointegrating Matrix Estimation using Subspace Methods
    by Alfredo Garcia Hiernaux & Miguel Jerez & José Casals

  • 2005 The KPSS Test with Two Structural Breaks
    by Josep Lluís Carrion-i-Silvestre & Andreu Sansó

  • 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    by Jaroslava Hlouskova & Martin Wagner

  • 2005 Labor Income and the Demand for Long-term Bonds
    by Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M.

  • 2005 Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping
    by van Beers, W.C.M. & Kleijnen, J.P.C.

  • 2005 Robust Optimization Using Computer Experiments
    by Stinstra, E. & den Hertog, D.

  • 2005 Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)
    by Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, Jack P.C.

  • 2005 On Importance Sampling for State Space Models
    by Borus Jungbacker & Siem Jan Koopman

  • 2005 Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
    by Jan F. Kiviet

  • 2005 Total Factor Productivity and the Mongolian Transition
    by Antonio G. Chessa & Marije C. Schouwstra

  • 2005 Nonparametric Tests for Serial Independence Based on Quadratic Forms
    by Cees Diks & Valentyn Panchenko

  • 2005 The Multi-State Latent Factor Intensity Model for Credit Rating Transitions
    by Siem Jan Koopman & Andr� Lucas & Andr� Monteiro

  • 2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
    by Siem Jan Koopman & Andr� Lucas & Robert Daniels

  • 2005 Correcting for Primary Study Misspecifications in Meta-Analysis
    by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot

  • 2005 Non-Bayesian Multiple Imputation
    by Jan F. Bjørnstad

  • 2005 Unit Roots and Cointegration in Panels
    by Jörg Breitung & M. Hashem Pesaran

  • 2005 An estimated open-economy model for the EURO area
    by Marco Ratto & Werner Roeger

  • 2005 Estimating Single Factor Jump Diffusion Interest Rate Models
    by Ghulam Sorwar

  • 2005 Identification and Estimation of Discrete Games of Complete Information
    by Stephen Ryan & Patrick Bajari & Han Hong

  • 2005 User-Friendly Parallel Computations with Econometric Examples
    by Michael Creel

  • 2005 A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem
    by Simon Lysbjerg Hansen

  • 2005 Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models
    by Martijn van Hasselt

  • 2005 Common Trends and Common Cycles in Canadian Sectoral Output
    by Christoph Schleicher & Francisco Barillas

  • 2005 Accurate Yield Curve Scenarios Generation using Functional Gradient Descent
    by Fabio Trojani & Francesco Audrino

  • 2005 Central Bank Credibility and Monetary Policy: Evidence from Small Scale Macroeconomic Model of Indonesia
    by Enrico Tanuwidjaja & Choy Keen Meng

  • 2005 Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand
    by Arnab Bhattacharjee & Chris Jensen-Butler

  • 2005 Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions
    by Roberto Basile & Mauro Costantini & Sergio Destefanis

  • 2005 On the generation of a regular multi-input multi-output technology using parametric output distance functions
    by Sergio Perelman & Daniel Santin

  • 2005 Structural Spurious Regressions and A Hausman-type Cointegration Test
    by Chi-Young Choi & Ling Hu & Masao Ogaki

  • 2005 Carbon Mitigation Costs for the Commercial Sector: Discrete-Continuous Choice Analysis of Multifuel Energy Demand
    by Pizer, William & Newell, Richard

  • 2005 Assessing the Usefulness of Structural Vector Autoregressions
    by Lawrence Christiano & Martin Eichenbaum

  • 2005 Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey
    by Kevin X.D. Huang & Zheng Liu

  • 2005 Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques
    by Bonnet, C.

  • 2005 A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets
    by George Kapetanios

  • 2005 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
    by Gonzalo Camba-Mendez & George Kapetanios

  • 2005 Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria
    by George Kapetanios

  • 2005 Choosing the Optimal Set of Instruments from Large Instrument Sets
    by George Kapetanios

  • 2005 Variable Selection using Non-Standard Optimisation of Information Criteria
    by George Kapetanios

  • 2005 Finite Sample Accuracy of Integrated Volatility Estimators
    by Morten Ørregaard Nielsen & Per Houmann Frederiksen

  • 2005 Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
    by Morten Ørregaard Nielsen & Per Frederiksen

  • 2005 Size Matters: Covariance Matrix Estimation Under the Alternative
    by Jason Allen

  • 2005 Analysis of delinquent firms using multi-state transitions
    by António R. Antunes

  • 2005 Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management
    by Buda, Rodolphe

  • 2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices
    by Geweke, John & Keane, Michael

  • 2005 Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996
    by Geweke, John & Keane, Michael

  • 2005 Indirect estimation of Markov switching models with endogenous switching
    by Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca

  • 2005 Generalized maximum entropy (GME) estimator: formulation and a monte carlo study
    by Eruygur, H. Ozan

  • 2005 Modelling catastrophe claims with left-truncated severity distributions (extended version)
    by Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal

  • 2005 Assessing the Number of Components in Mixture Models: a Review
    by Ana Oliveira-Brochado & Francisco Vitorino Martins

  • 2005 Valuing Limited Information in Decision Making Under Uncertainty
    by Allan W. Gray & Joshua D. Detre & Brian C. Briggeman

  • 2005 State Dependence in a Multi-state Model of Employment Dynamics
    by Victoria Prowse

  • 2005 How Damaging is Part-time Employment to a Woman`s Occupational Prospects?
    by Victoria Prowse

  • 2005 Equilibrium Exchange Rates in T ransition Economies: T aking Stock of the Issues
    by Balázs Égert & László Halpern & Ronald MacDonald

  • 2005 An Empirical Contribution to Knowledge Production and Economic Growth
    by Kul B. Luintel & Mosahid Khan

  • 2005 Masking Identification of Discrete Choice Models under Simulation Methods
    by Lesley Chiou & Joan Walker

  • 2005 State Dependence in a Multi-state Model of Employment
    by Victoria Prowse

  • 2005 How Damaging is Part-time Employment to a Woman's Occupational Prospects?
    by Victoria Prowse

  • 2005 Downside Risk
    by Andrew Ang & Joseph Chen & Yuhang Xing

  • 2005 Edgeworth Expansions for Realized Volatility and Related Estimators
    by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia

  • 2005 Convergence Properties of the Likelihood of Computed Dynamic Models
    by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos

  • 2005 Financial Well-Being in an Urban Setting: An Application of Multiple Imputation
    by David A. Penn

  • 2005 Determinants of Self-Reported Financial Security for Oklahoma County Households – An Application of Multiple Imputation
    by David A. Penn

  • 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
    by DUFOUR, Jean-Marie & JOUINI, Tarek

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda

  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda

  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    by DUFOUR, Jean-Marie

  • 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
    by DUFOUR, Jean-Marie & JOUINI, Tarek

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda

  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda

  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    by DUFOUR, Jean-Marie

  • 2005 Simulation-Based Two-Step Estimation with Endogenous Regressors
    by Kamhon Kan & Chihwa Kao

  • 2005 On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence
    by Jushan Bai & Chihwa Kao

  • 2005 Aggregation of Rankings: a Brief Review of Distance-Based Rules
    by Michel Truchon

  • 2005 Rana, Formichiere o un Milione di Euro? UnÕanalisi delle scelte in condizioni di incertezza in un esperimento naturale
    by Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti

  • 2005 Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options
    by Ruijun Bu & Kaddour Hadri

  • 2005 The latent factor VAR model: Testing for a common component in the intraday trading process
    by Nikolaus Hautsch

  • 2005 Sensitivity of Propensity Score Methods to the Specifications
    by Zhong Zhao

  • 2005 Sensitivity of Propensity Score Methods to the Specifications
    by Zhao, Zhong

  • 2005 How Damaging Is Part-Time Employment to a Woman's Occupational Prospects?
    by Victoria Prowse

  • 2005 How Damaging Is Part-Time Employment to a Woman's Occupational Prospects?
    by Prowse, Victoria L.

  • 2005 State Dependence in a Multi-State Model of Employment Dynamics
    by Victoria Prowse

  • 2005 State Dependence in a Multi-State Model of Employment Dynamics
    by Prowse, Victoria L.

  • 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

  • 2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S
    by Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

  • 2005 Job Turnover, Wage Rates, and Marital Stability: How Are They Related?
    by Ahituv, Avner & Lerman, Robert

  • 2005 Job Turnover, Wage Rates, and Marital Stability: How Are They Related?
    by Ahituv, Avner & Lerman, Robert I.

  • 2005 Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach
    by Alicia Pérez Alon & Silvestro Di Sanzo

  • 2005 The Process Followed By Ppp Data. On The Properties Of Linearity Tests
    by Ivan Paya & David A. Peel

  • 2005 Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions
    by Roberto Basile & Mauro Costantini & Sergio Destefanis

  • 2005 On assessing pro-poorness of government programmes:international comparisons
    by Nanak Kakwani & Hyun H. Son

  • 2005 Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods
    by Raquel Andres & Samuel Calonge

  • 2005 Where have all the data gone? Stochastic production frontiers with multiply imputed German establishment data
    by Jensen, Uwe & Rässler, Susanne

  • 2005 Analyzing the changing gender wage gap based on multiply imputed right censored wages
    by Gartner, Hermann & Rässler, Susanne

  • 2005 Portfolio Value at Risk Based on Independent Components Analysis
    by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

  • 2005 Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads
    by Hans Genberg & Astrit Sulstarova

  • 2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests
    by Welz, Peter & Österholm, Pär

  • 2005 Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach
    by Hellström, Jörgen & Nordström, Jonas

  • 2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
    by Amilon, Henrik

  • 2005 Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction
    by Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol

  • 2005 Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach
    by Gaure, Simen & Røed, Knut & Zhang, Tao

  • 2005 Downward Nominal Wage Rigidity in the OECD
    by Holden, Steinar & Wulfsberg, Fredrik

  • 2005 Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results
    by Jönsson, Kristian

  • 2005 How Important are Financial Frictions in the U.S. and Euro Area?
    by Queijo, Virginia

  • 2005 Measuring conditional segregation: methods and empirical examples
    by Åslund, Olof & Nordström Skans, Oskar

  • 2005 Correlation Between Intensity and Recovery in Credit Risk Models
    by Gaspar, Raquel M. & Slinko, Irina

  • 2005 Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis
    by Égert, Balázs & Halpern, László

  • 2005 Bootstrapping a Hedonic Price Index: Experience from Used Cars Data
    by Beer, Michael

  • 2005 Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model
    by Eric Meyermans & Patrick Van Brusselen

  • 2005 Productivity and its Drivers in Finnish Primary Care 1988-2003
    by Maija-Liisa Järviö & Juho Aaltonen & Tarmo Räty & Kalevi Luoma

  • 2005 Testing for Stochastic Dominance Efficiency
    by Olivier Scaillet & Nikolas Topaloglou

  • 2005 Multiariate Wavelet-based sahpe preserving estimation for dependant observation
    by Antonio Cosma & Olivier Scaillet & Rainer von Sachs

  • 2005 Indirect Robust Estimation of the Short-term interest Rate Process
    by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

  • 2005 The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?
    by Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault

  • 2005 La PPA est-elle vérifiée pour les pays développés et en développement ? Un ré-examen par l’économétrie des panels non-stationnaires
    by Imed Drine & Christophe Rault

  • 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    by Jaroslava Hlouskova & Martin Wagner

  • 2005 Weakly informative priors and well behaved Bayes factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2005 Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap
    by Myung Hwan Seo

  • 2005 A parametric bootstrap test for cycles
    by Violetta Dalla & Javier Hidalgo

  • 2005 Simulated nonparametric estimation of dynamic models with applications to finance
    by Filippo Altissimo & Antonio Mele

  • 2005 Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition
    by Salnykov Mykhaylo & Zelenyuk Valentin

  • 2005 Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998
    by Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin

  • 2005 Central Bank Credibility and Monetary Policy : Evidence from Small Scale Macroeconomic Model of Indonesia
    by Enrico Tanuwidjaja & Choy Keen Meng

  • 2005 Pobreza Rural y Urbana en Argentina: Un Análisis de Descomposiciones
    by Francisco Haimovich & Hernán Winkler

  • 2005 Dynamic Discrete Choice Modeling: Monte Carlo Analysis
    by Robert L. Hicks & Kurt Schnier

  • 2005 Bayesian inference for the mixed conditional heteroskedasticity model
    by Luc, Bauwens & J.V.K., ROMBOUTS

  • 2005 Modelling Demographic Events in the Microsimulation Model DESTINIE
    by M. DUÉE

  • 2005 Estimation and inference in dynamic unbalanced panel data models with a small number of individuals
    by Giovanni S.F. Bruno

  • 2005 Modelling the duration of patent examination at the European Patent Office
    by Harhoff, Dietmar & Wagner, Stefan

  • 2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis
    by Égert, Balázs & Halpern, László

  • 2005 Bayesian inference for the mixed conditional heteroskedasticity model
    by BAUWENS, Luc & ROMBOUTS, Jeroen V.K.

  • 2005 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
    by HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K.

  • 2005 El Censo Nacional De Población: Una Comparación De Metodologías Mediante Simulaciones De Monte Carlo
    by Christian Jaramillo & Ana María Ibáñez

  • 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
    by Jean-Marie Dufour & Tarek Jouini

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf

  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf

  • 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics
    by Jean-Marie Dufour

  • 2005 Robust Value at Risk Prediction
    by Loriano Mancini & Fabio Trojani

  • 2005 A Parametric Bootstrap Test for Cycles
    by Violetta Dalla & Javier Hidalgo

  • 2005 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap
    by Myunghwan Seo

  • 2005 Towards a Non-Equilibrium Unemployment Theory
    by Matteo Richiardi

  • 2005 Nuclear Power: a Hedge against Uncertain Gas and Carbon Prices?
    by Roques, F.A. & Nuttall, W.J. & Newbery, D.M. & de Neufville, R.

  • 2005 Unit Roots and Cointegration in Panels
    by Breitung, J. & Pesaran, M.H.

  • 2005 Copula Based Monte Carlo Integration in Financial Problems
    by Sancetta, A.

  • 2005 A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000
    by Feng Zhu

  • 2005 User-Friendly Parallel Computations with Econometric Examples
    by Michael Creel

  • 2005 A Cellular Automata Model Of The General Rate Of Profit
    by Claudio Castelo Branco Puty

  • 2005 Ca Non-survey Methods Substitute for Survey-based Models ? A Performance Analysis of Indirect Techniques of Estimating I-O Coefficients and Multipliers
    by Andrea BONFIGLIO

  • 2005 Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America
    by José García Solanes & Fernando Torrejón Flores

  • 2005 Discriminación salarial por género en Chile: una mirada global
    by Jeanette Fuentes & Amalia Palma & Rodrigo Montero

  • 2005 Characterizing income distribution for poverty and inequality analysis
    by Rómulo A.Chumacero & Ricardo D.Paredes

  • 2005 Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters
    by Timothy Cogley

  • 2005 Estrategias Optimas De Cobertura En Presencia De Incertidumbre En Costos Y Cantidad
    by AUGUSTO CASTILLO R. & RAFAEL AGUILA

  • 2005 Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis
    by MATILLA-GARCÍA, M. & RODRÍGUEZ RUIZ, J.

  • 2005 A Stochastic Dominance Approach to Spanning. With an Application to the January Effect/Una aproximación mediante la metodología del dominio estocástico al fenómeno del SPANNING. Una aplicación al efecto enero
    by POST, THIERRY

  • 2005 Underlying Inflation in Colombia: a common stochastic trend approach associated with structural restriction vectorial error correction model (SVEC)
    by Martha Misas & Enrique López & Juana Téllez & José Fernando Escobar

  • 2005 Microdata Disclosure Control by Resampling - Effects on Regression Results
    by Sandra Gottschalk

  • 2005 The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study
    by Matthias Schmid & Hans Schneeweiss

  • 2005 Ýlerleyen Tür Týp-Ii Saðdan Sansürlü Örnekleme Dayali Düzgün Daðilimin Parametrelerýnýn Jackknýfe Tahmýn Edýcýsý
    by Coskun Kus

  • 2005 Rastlantisal seritler ile En Kucuk Medyan Kareler Dogrusunun Bulunmasi
    by Enis Siniksaran & Aylin Aktükün

  • 2005 Asal Bilesenler Analizine Bootstrap Yaklasimi
    by Aylin Aktükün

  • 2005 ¿Es el ingreso suficiente para explicar cambios en la elección de carrera?
    by Emanuel Vespa

  • 2005 Modified maximum likelihood estimation of Tobit models with fixed effects: theory and an application to earnings equations
    by Gabriel Jiménez Zambrano

  • 2005 Transmisión intergeneracional de la violencia intrafamiliar: evidencia para las familias colombianas
    by Salas Bahamón Luz Magdalena

  • 2005 Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint
    by Virmantas Kvedaras

  • 2004 Cognitive Learning and the Emergence of Cooperation - An Simulation Approach
    by Thomas Brenner

  • 2004 Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
    by Michiel D. de Pooter & Rengert Segers

  • 2004 Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages
    by Giuseppe Bruno

  • 2004 The Use of a Simple Decision Rule in Repeated Oligopoly Games
    by Jan Edman

  • 2004 (The Evolution of) Post-Secondary Education: A Computational Model and Experiments
    by Sergey Slobodyan & Andreas Ortmann

  • 2004 International evidence on monetary neutrality under broken trend stationary models
    by R. Velazquez & Noriega & A.

  • 2004 Speculative option valuation: A supercomputing approach
    by Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano

  • 2004 Estimation of the fractionally integrated process with Missing Values: Simulation and Application
    by Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr.

  • 2004 Semi-parametric procedures for Unit root and fractional cointegration tests
    by Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF

  • 2004 Elements in the Design of an Early Warning System for Sovereign Default
    by Ana-Maria Fuertes & Elena Kalotychou

  • 2004 Forecasting sovereign default using panel models: A comparative analysis
    by Ana-Maria Fuertes & Elena Kalotychou

  • 2004 A double-auction artificial market with time-irregularly spaced orders
    by Enrico Scalas & Silvano Cincotti

  • 2004 Fitting and comparing stochastic volatility models through Monte Carlo simulations
    by Silvano Bordignon & Davide Raggi

  • 2004 Neighborhood models of minority opinion spreading
    by C. J. Tessone & R. Toral

  • 2004 Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2004 Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors
    by Yongcheol Shin & Andy Snell

  • 2004 Testing Distributional Assumptions: A GMM Approach
    by N. MEDDAHI & C. BONTEMPS

  • 2004 A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes
    by Yi Deng

  • 2004 A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
    by Robert M. Sauer & Michael P. Keane

  • 2004 Jackstrapping Dea Scores For Robust Efficiency Measurement
    by Darcy Ribeiro & Maria da Conceição Sampaio de Sousa

  • 2004 Income Nonresponse and Inequality Measurement
    by Guillermo Paraje

  • 2004 Taking a New Contour: A Novel Approach to Panel Unit Root Tests
    by Yoosoon Chang

  • 2004 Smooth Test For Testing Equality Of Two Densities
    by Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh

  • 2004 Inappropriate Detrending and Spurious Cointegration
    by Heejoon Kang

  • 2004 On Leverage in a Stochastic Volatility Model
    by Jun Yu

  • 2004 On leverage in a stochastic volatility model
    by Jun Yu

  • 2004 Testing the Power of Panel Cointegration Tests When Frequency of the Data Changes: A Simulation Study
    by Azhar Iqbal

  • 2004 Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia
    by Denzil Fiebig & Michael Smith & Remy Cottet

  • 2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data
    by Gael Martin & Chris Strickland & Catherine Forbes

  • 2004 The Consequences of Systematic Sampling on Granger Causality
    by Tilak Abeysinghe & Gulasekaran Rajaguru

  • 2004 Market Response Analysis: The Demand System versus Non-Restricted Marketing Models
    by Tie Wang

  • 2004 Nonlinear Purchasing Power Parity under the Gold Standard
    by Ivan Paya & David A. Peel

  • 2004 A Bootstrap-Regression Procedure to Capture Unit Specific Effects In Data Envelopment Analysis
    by Evangelia Desli & Subhash C. Ray

  • 2004 Jarque-Bera test and its competitors for testing normality: A power comparison
    by Thadewald, Thorsten & Büning, Herbert

  • 2004 Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations
    by Winker, Peter & Meyer, Mark

  • 2004 The Hidden Risks of Optimizing Bond Portfolios under VaR
    by Winker, Peter & Maringer, Dietmar

  • 2004 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
    by Liesenfeld, Roman & Richard, Jean-François

  • 2004 Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms
    by Trenkler, Carsten

  • 2004 Testing for Seasonal Unit Roots in Heterogeneous Panels
    by Otero, Jesus & Smith, Jeremy & Giulietti, Monica

  • 2004 Structural Models In Consumer Credit
    by Fabio de Andrade & Lyn Thomas

  • 2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach
    by Fabio Milani

  • 2004 Hiring discrimination in the French financial sector: an econometric analysis on field experiment data
    by DUGUET Emmanuel & PETIT Pascale

  • 2004 Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
    by CORNELIS A. LOS & ROSSITSA M. YALAMOVA

  • 2004 Visualization of Chaos for Finance Majors
    by CORNELIS A. LOS

  • 2004 Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains
    by Miroslav Verbic

  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka

  • 2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
    by Paulo M. M. Rodrigues & Antonio Rubia

  • 2004 Does patenting increase the private incentives to innovate? A microeconometric analysis
    by DUGUET Emmanuel & LELARGE Claire

  • 2004 Block-diagonal representation of a dualistic agricultural economy and its application in formal modelling: the case of Bulgaria
    by Philip Kostov & John Lingard

  • 2004 Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach
    by Lauren Bin Dong

  • 2004 The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach
    by Lauren Bin Dong

  • 2004 An Empirical Likelihood Ratio Test for Normality in Linear Regression
    by Lauren Bin Dong & David E. A. Giles

  • 2004 Fractional Integration and Business Cycles Features
    by Luis A. Gil-Alana & Bertrand Candelon

  • 2004 Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ
    by Luis A. Gil-Alana & Bertrand Candelon

  • 2004 Deterministic Seasonality versus Seasonal Fractional Integration
    by Luis A. Gil-Alana

  • 2004 A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis
    by Evangelia Desli & Subhash Ray

  • 2004 Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment
    by Gustavo A. Marrero

  • 2004 Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options
    by Berridge, S.J. & Schumacher, J.M.

  • 2004 Pricing High-Dimensional American Options Using Local Consistency Conditions
    by Berridge, S.J. & Schumacher, J.M.

  • 2004 An Irregular Grid Approach for Pricing High-Dimensional American Options
    by Berridge, S.J. & Schumacher, J.M.

  • 2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form
    by Charles S. Bos & Neil Shephard

  • 2004 Two-Stage Sampling from a Prediction Point of View
    by Jan F. Bj�rnstad & Elinor Ytterstad

  • 2004 Are There Waves in Merger Activity After All?
    by Dennis Gaertner & Daniel Halbheer

  • 2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility
    by Jun Yu

  • 2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
    by Jun Yu & Renate Meyer

  • 2004 On Leverage in a Stochastic Volatility Model
    by Jun Yu

  • 2004 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling
    by Lennart F. Hoogerheide & Johan F. Kaashoek

  • 2004 Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions
    by Paola Palmitesta & Corrado Provasi

  • 2004 Test for long memory processes. A bootstrap approach
    by Pilar Grau-Carles

  • 2004 An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series
    by Geetesh Bhardwaj & Norman Swanson

  • 2004 On Testing for Diagonality of Large Dimensional Covariance Matrices
    by George Kapetanios

  • 2004 A New Method for Determining the Number of Factors in Factor Models with Large Datasets
    by George Kapetanios

  • 2004 How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP
    by Georgios Chortareas & George Kapetanios

  • 2004 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
    by Georgios Chortareas & George Kapetanios

  • 2004 Nonlinear Autoregressive Models and Long Memory
    by George Kapetanios

  • 2004 Testing for Exogeneity in Nonlinear Threshold Models
    by George Kapetanios

  • 2004 A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes
    by George Kapetanios

  • 2004 The Power of Bootstrap and Asymptotic Tests
    by Russell Davidson & James G. MacKinnon

  • 2004 The Case Against JIVE
    by Russell Davidson & James G. MacKinnon

  • 2004 Simulation-based Tests that Can Use Any Number of Simulations
    by Jeff Racine & James G. MacKinnon

  • 2004 Nonlinearly testing for a unit root in the presence of a break in the mean
    by Gluschenko, Konstantin

  • 2004 SINGUL 2.0 : les équations et les programmes
    by Buda, Rodolphe

  • 2004 On testing equality of distributions of technical efficiency scores
    by Simar, Leopold & Zelenyuk, Valentin

  • 2004 Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison
    by Dibartolomeo, Giovanni & Rossi, Lorenza & Tancioni, Massimiliano

  • 2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

  • 2004 Estimating Time Demand Elasticities Under Rationing
    by Victoria Prowse

  • 2004 Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates
    by Angela Huang

  • 2004 Estimating Time Demand Elasticities Under Rationing
    by Victoria Prowse

  • 2004 Pseudo Market Timing and Predictive Regressions
    by Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler

  • 2004 How Confident Can We Be in CGE-Based Assessments of Free Trade Agreements?
    by Thomas Hertel & David Hummels & Maros Ivanic & Roman Keeney

  • 2004 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
    by Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez

  • 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
    by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

  • 2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
    by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

  • 2004 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors
    by Xibin Zhang & Maxwell L. King

  • 2004 Bayesian Analysis of Continuous Time Models of the Australian Short Rate
    by Andrew D. Sanford & Gael Martin

  • 2004 Does patenting increase the private incentives to innovate ? A microeconometric analysis
    by Emmanuel Duguet & Claire Lelarge

  • 2004 Hiring discrimination in the French financial sector : an econometric analysis on field experiment data
    by Emmanuel Duguet & Pascale Petit

  • 2004 How Much More Does a Disadvantaged Student Cost?
    by William D. Duncombe & John Yinger

  • 2004 Econometric Inference, Cyclical Fluctuations, and Superior Information
    by Denis Larocque & Michel Normandin

  • 2004 The Causal Effect of Overqualification on Earnings : Evidence from a Bayesian Approach
    by Markus Jochmann & Winfried Pohlmeier

  • 2004 Exceptions to Bartlett’s Paradox
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Job Search with Nonparticipation
    by Frijters, Paul & van der Klaauw, Bas

  • 2004 Job Search with Nonparticipation
    by Frijters, Paul & van der Klaauw, Bas

  • 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
    by Troske, Kenneth R. & Voicu, Alexandru

  • 2004 Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques
    by Troske, Kenneth & Voicu, Alexandru

  • 2004 A Simulation of an Income Contingent Tuition Scheme in a Transition Economy
    by Vodopivec, Milan

  • 2004 A Simulation of an Income Contingent Tuition Scheme in a Transition Economy
    by Vodopivec, Milan

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

  • 2004 Analytical Prediction of Transitions Probabilities in the Conditional Logit Model
    by Bonin, Holger & Schneider, Hilmar

  • 2004 Analytical Prediction of Transitions Probabilities in the Conditional Logit Model
    by Bonin, Holger & Schneider, Hilmar

  • 2004 Nonlinear Ppp Under The Gold Standard
    by Ivan Paya & David A. Peel

  • 2004 On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates
    by Paulo M.M. Rodrigues & Antonio Rubia

  • 2004 Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence
    by Caporale, Guglielmo Maria & Pittis, Nikitas

  • 2004 The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study
    by Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas

  • 2004 Econometric Inference, Cyclical Fluctuations, and Superior Information
    by Michel Normandin

  • 2004 Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models
    by Kölling, Arnd & Rässler, Susanne

  • 2004 Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
    by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper

  • 2004 Downward Nominal Wage Rigidity in Europe
    by Holden, Steinar & Wulfsberg, Fredrik

  • 2004 Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study
    by Eriksson , Åsa

  • 2004 Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated
    by Jönsson, Kristian

  • 2004 A smooth permanent surge process
    by González Gómez, Andrés

  • 2004 Macro stress testing with a macroeconomic credit risk model for Finland
    by Virolainen , Kimmo

  • 2004 On robust ESACF identification of mixed ARIMA models
    by Hella, Heikki

  • 2004 Interest of site-specific pollution control policies
    by Lacroix, A. & Bel, F. & Mollard, A. & Sauboua, E.

  • 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors
    by Deschamps, Philippe J.

  • 2004 Does Patenting Increase the Private Incentives to Innovate? A Microeconometric Analysis
    by Emmanuel Duguet & Claire Lelarge

  • 2004 The detection of hidden periodicities: A comparison of alternative methods
    by Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO

  • 2004 Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2004 Improper priors with well defined Bayes Factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 Simulated nonparametric estimation of continuous time models of asset prices and returns
    by Filippo Altissimo & Antonio Mele

  • 2004 The impact of risk regulation on price dynamics
    by Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand

  • 2004 Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia
    by Gevorgyan Ruben & Melikyan Narine

  • 2004 Benchmark priors for Bayesian models averaging
    by Carmen Fernandez & E Ley & Mark F J Steel

  • 2004 Mean Group Tests for Stationarity in Heterogenous Panels
    by Yongcheol Shin & Andy Snell

  • 2004 Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity
    by Ruxandra Prodan

  • 2004 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap
    by Myunghwan Seo

  • 2004 Likelihood-based estimation and specification analysis of one- and two-factor SV models with leverage effects
    by Garland Durham

  • 2004 Bootstrap correcting the score test
    by Dirk Hoorelbeke

  • 2004 Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand
    by Helle Bunzel

  • 2004 Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors
    by Emma Iglesias & Jean Marie Dufour

  • 2004 Bootstrapping the HEGY Seasonal Unit Root Tests
    by Robert Taylor & Peter Burridge

  • 2004 International Evidence on Monetary Neutrality Under Broken Trend Stationary Models
    by R. Velazquez & A.E. Noriega & L.M. Soria

  • 2004 Testing for seasonal unit roots in heterogeneous panels
    by Jesus Otero & Jeremy Smith

  • 2004 Structural Error Correction Model: A Bayesian Perspective
    by Chew Lian Chua & Peter Summers

  • 2004 The Cusum Test for Parameter Change in Regression with ARCH Errors
    by Koichi Maekawa & Sangyeol & Lee

  • 2004 Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR
    by Takayuki Morimoto

  • 2004 Empirical Modelling of Contagion: A Review of Methodologies
    by Martin, V. & Dungey & M.

  • 2004 A Spurious Regression Approach to Estimating Structural Parameters
    by Chi-Young Choi; Ling Hu; Masao Ogaki

  • 2004 Indirect Estimation of Long Memory Volatility Models
    by Nigel Wilkins

  • 2004 Further results on weak-exogeneity in vector error correction models
    by Christophe Rault

  • 2004 Seasonality, Cycles and Unit Roots
    by Mickael Salabasis & Sune Karlsson

  • 2004 Empirical Modelling of Contagion: A Review of Methodologies
    by Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry

  • 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    by Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

  • 2004 Palmnet: A pension asset and liability model for the Netherlands
    by M.C.J. van Rooij & A.H. Siegmann & P.J.G. Vlaar

  • 2004 Caracterización de los Cambios en la Desigualdad y la Pobreza en Argentina Haciendo Uso de Técnicas de Descomposiciones Microeconometricas (1992-2001)
    by Monserrat Bustelo

  • 2004 Simulating Income Distribution Changes in Bolivia: a Microeconometric Approach
    by Leonardo Gasparini & Mariana Marchionni & Federico Gutierrez

  • 2004 La Pobreza en Argentina: Perfil, Evolución y Determinantes Profundos (1996, 1998 Y 2001)
    by Monserrat Bustelo & Leonardo Lucchetti

  • 2004 The Impact of U.S. Unions On Productivity: A Bootstrap Meta-Analysis
    by H. Doucouliagos & P. Laroche

  • 2004 Mixture models, latent variables and partitioned importance sampling
    by Casella, George & Robert, Christian P. & Wells, Martin T.

  • 2004 Bayesian Monte Carlo Filtering for Stochastic Volatility Models
    by Casarin, Roberto

  • 2004 Smoothed Empirical Likelihood Methods for Quantile Regression Models
    by Yoon-Jae Whang

  • 2004 Computing price trends in sequential auctions
    by Olivier CHANEL & Stéphanie VINCENT

  • 2004 Does patenting increase the private incentives to innovate? A microeconometric analysis
    by E. DUGUET & C. LELARGE

  • 2004 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
    by Égert, Balázs & Halpern, László & MacDonald, Ronald

  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

  • 2004 Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk
    by Mariano González

  • 2004 Valuation Of A Biotech Company: A Real Options Approach
    by Angel Leon & Diego Piñeiro

  • 2004 Indirect Estimation Of Conditionally Heteroskedastic Factor Models
    by Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini

  • 2004 The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies
    by Balazs Egert & Amina Lahrèche-Révil & Kirsten Lommatzsch

  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka

  • 2004 Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example
    by Scott Gilbert & Petr Zemcik

  • 2004 Variables de entorno en el análisis de eficiencia.Un método de tres etapas con variables categóricas
    by Rafaela Dios-Palomares & Jose Miguel Martínez Paz & Federico Martínez-Carrasco Pleite

  • 2004 A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment
    by José Angel Roldán Casas & Rafaela Dios-Palomares

  • 2004 A spreading method to improve efficiency prediction
    by Rafaela Dios-Palomares & Jose Miguel Martínez Paz

  • 2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’
    by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

  • 2004 ‘Estimation of Discrete Choice Models Using DCM for Ox’
    by Eklöf, M. & Weeks, M.

  • 2004 An Extended Reinforcement Algorithm for Estimation of Human Behaviour in Congestion Games
    by Thorsten Chmura & Thomas Pitz

  • 2004 Downward Nominal Wage Rigidity in Europe
    by Steinar Holden & Fredrik Wulfsberg

  • 2004 CDO rating methodology: Some thoughts on model risk and its implications
    by Ingo Fender & John Kiff

  • 2004 Règle de Taylor et politique monétaire dans la zone euro
    by Mésonnier, J-S. & Renne, J-P.

  • 2004 Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma
    by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

  • 2004 Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX 35® index / Dinámica del mercado de capitales español a través de una visión amplia del índice IBEX 35®
    by POUCHKAREV, I & SPRONK, J. & TRINIDAD SEGOVIA, J.E.

  • 2004 Monte Carlo Option Pricing
    by Cecilia Maya Ochoa

  • 2004 German Register Data for Regression Estimation in Survey Sampling - A Study on the German Microcensus Respecting for Data Protection
    by Rolf Wiegert & Ralf Münnich

  • 2004 Ein Prognose- und Simulationswerkzeug zur Unterstützung der kurzfristigen Personalbedarfsplanung in einem Call Center
    by Roland Schuhr

  • 2004 Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach
    by Augusto Castillo

  • 2004 Pension Reform in Slovakia: Fiscal Debt and Pension Levels
    by Igor Melicherèík & Cyril Ungvarský

  • 2004 Replication Methods in the Pricing and Hedging of Barrier Options
    by Tichý Tomáš

  • 2004 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests
    by Drine, I. & Rault, Ch.

  • 2004 Valuation of financial assets using montecarlo: when the world is not so normal
    by Cecilia Maya

  • 2004 Modeling the distribution of exchange rate time series and measuring the tail area: an empirical application of the colombian flexible exchange rate
    by Héctor Manuel Zarate

  • 2004 La PPA est-elle verifiee pour les pays developpes et en developpement ? Un re-examen par l'econometrie des panels non-stationnaires
    by Imed Drine & Christophe Rault

  • 2003 Estimating nonlinear dynamic economies: A likelihood approach
    by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

  • 2003 Conditional distribution resampling for time series
    by Cees Diks & Svetlana Borovkova

  • 2003 Agriculture: transition buffer or black hole? A three-state model of employment dynamics
    by Alexandru Voicu

  • 2003 Long Memory Models and Tests for Cointegration: A Synthesizing Study
    by Aaron D Smallwood & Stefan C Norrbin

  • 2003 Robust Bootstrap Inference On Long Run Dependence Using Panels
    by Ana-maria Fuertes

  • 2003 A Comparative Analysis Of Alternative Econometric Packages For The Unbalanced Two-Way Error Component Model
    by Giuseppe Bruno

  • 2003 Variety of Agent-based Models for Computer Simulation of FX Rate
    by Lukas, L.

  • 2003 Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models
    by Gary S. Anderson

  • 2003 Testing stationarity of AR(1) process with symmetric stable disturbance
    by Michal Greszta

  • 2003 A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes
    by Yi Deng

  • 2003 Robust Monetary Policy Rules for the Short and Long Run
    by Noah Williams & Alexei Onatski

  • 2003 Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping
    by Christian A. Johnson & Francisco A. Gallego

  • 2003 A Numerical Solution to American Style Options on Commodities
    by Kevin Burrage & Jamie Alcock & Monica Barbu

  • 2003 Structural Time-Series Models with Common Trends and Common Cycles
    by Christoph Schleicher

  • 2003 Feasible Estimation in Cointegrated Panels
    by Westerlund, Joakim

  • 2003 Ask and Ye Shall Receive: The Effect of the Appeals Scale on Consumers' Donation Behavior
    by Desmet, Pierre & Feinberg, Fred M.

  • 2003 Microdata Disclosure by Resampling: Empirical Findings for Business Survey Data
    by Gottschalk, Sandra

  • 2003 Detecting multi-fractal properties in asset returns : the failure of the scaling estimator
    by Lux, Thomas

  • 2003 A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function
    by Behr, Andreas

  • 2003 Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
    by Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda

  • 2003 An introduction to simulation of risk processes
    by Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron

  • 2003 The KPSS Test with Outliers
    by Otero, Jesus & Smith, Jeremy

  • 2003 How effective is advertising in duopoly markets?
    by Katarzyna Sznajd-Weron & Rafal Weron

  • 2003 An Empirical Evaluation of Five Small Area Estimators
    by Alex Costa & Albert Satorra & Eva Ventura

  • 2003 Static Hedging of Multivariate Derivatives by Simulation
    by Paolo Pellizzari

  • 2003 Smoothed Empirical Likelihood Methods for Quantile Regression Models
    by Yoon-Jae Whang

  • 2003 An Alternative to the BDS Test: Integration Across The Correlation Integral
    by Evzen Kocenda

  • 2003 Measurement and Estimation of Credit Migration Matrices
    by Til Schuermann & Yusuf Jafry

  • 2003 Output specific efficiencies: The case of UK private secondary schools
    by Dieter Gstach & Andrew Somers & Susanne Warning

  • 2003 A Statistical Framework for Estimating Output-Specific Efficiencies
    by Dieter Gstach

  • 2003 On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia
    by Imed Drine & Christophe Rault &

  • 2003 A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries
    by Imed Drine & Christophe Rault &

  • 2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
    by Nunzio Cappuccio & Diego Lubian & Davide Raggi

  • 2003 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
    by Henrik Amilon

  • 2003 Using composite estimators to improve both domain and total area estimation
    by Àlex Costa & Albert Satorra & Eva Ventura

  • 2003 A BPE model for the Burgers' equation
    by Arturo Kohatsu & Shigeyoshi Ogawa

  • 2003 Australian Asian options
    by Manuel Moreno & Javier F. Navas

  • 2003 An empirical evaluation of small area estimators
    by Àlex Costa & Albert Satorra & Eva Ventura

  • 2003 The impact of grants, tax credit and education savings account on parental contributions to college expenses and the educational attainment of children
    by Morris, Michael D.

  • 2003 Testing of Fractional Cointegration in Macroeconomic Time Series
    by Luis A. Gil-Alana

  • 2003 A model of the anchoring effect in dichotomous choice valuation with follow-up
    by Sandra Lechner & Anne Rozan & François Laisney

  • 2003 Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation
    by Felisa J. Vazquez-Abad & Bernd Heidergott

  • 2003 Asset return correlation: The case of automotive lease portfolios
    by Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit

  • 2003 L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille
    by Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz

  • 2003 The effect of earnings release for Belgian listed companies
    by Marie-Paule Laurent

  • 2003 Indices as diversification instruments in Europe
    by Marie-Paule Laurent

  • 2003 The Error Correction Model as a Test for Cointegration
    by Athina Kanioura & Paul Turner

  • 2003 A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge
    by Nick Webber & Claudia Ribeiro

  • 2003 Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge
    by Nick Webber & Claudia Ribeiro

  • 2003 Meta Analysis in Model Implementation: Choice Sets and the Valuation of Air Quality Improvements
    by Smith, V. Kerry & Banzhaf, H. Spencer

  • 2003 Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
    by Jonathan Kearns & Roberto Rigobon

  • 2003 Determining the Poolability of Individual Series in Panel Datasets
    by George Kapetanios

  • 2003 Determining the Stationarity Properties of Individual Series in Panel Datasets
    by George Kapetanios

  • 2003 Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests
    by George Kapetanios & Melvyn Weeks

  • 2003 Brand and Quantity Choice Dynamics Under Price Uncertainty
    by Erdem, Tulin & Imai, Susumu & Keane, Michael

  • 2003 Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data
    by Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann

  • 2003 The business cycle of European countries Bayesian clustering of country- individual IP growthseries
    by Sylvia Kaufmann

  • 2003 Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation
    by John Creedy & Guyonne Kalb

  • 2003 The Effect of Schooling and Ability on Achievement Test Scores
    by Karsten Hansen & James J. Heckman & Kathleen J. Mullen

  • 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by RUGE-MURCIA, Francisco J.

  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by DUFOUR, Jean-Marie

  • 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

  • 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by RUGE-MURCIA, Francisco J.

  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by DUFOUR, Jean-Marie

  • 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

  • 2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models
    by Andrew D. Sanford & Gael M. Martin

  • 2003 Bayesian Analysis of the Stochastic Conditional Duration Model
    by Chris M. Strickland & Catherine S. Forbes & Gael M. Martin

  • 2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application
    by Matteo Pelagatti

  • 2003 Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ
    by A'Hearn, Brian & Komlos, John

  • 2003 Joint Labour Supply Dynamics of Older Couples
    by Michaud, Pierre-Carl

  • 2003 Joint Labour Supply Dynamics of Older Couples
    by Michaud, Pierre-Carl

  • 2003 The Effect of Schooling and Ability on Achievement Test Scores
    by Hansen, Karsten T. & Heckman, James J. & Mullen, Kathleen

  • 2003 The Effect of Schooling and Ability on Achievement Test Scores
    by Hansen, Karsten T. & Heckman, James J. & Mullen, Kathleen J.

  • 2003 Children and Women's Participation Dynamics: Transitory and Long-Term Effects
    by Voicu, Alexandru & Buddelmeyer, Hielke

  • 2003 Children and Women's Participation Dynamics: Direct and Indirect Effects
    by Voicu, Alexandru & Buddelmeyer, Hielke

  • 2003 SubGame, set and match. Identifying Incentive Response in a Tournament
    by Andrew J. Leach

  • 2003 Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions
    by Österholm, Pär

  • 2003 Assessing Social Costs of Inefficient Procurement Design
    by Eklöf, Matias

  • 2003 Relaxing the IIA Assumption in Locational Choice Models: A Comparison Between Conditional Logit, Mixed Logit, and Multinomial Probit Models
    by Dahlberg, Matz & Eklöf, Matias

  • 2003 Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
    by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper

  • 2003 A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity
    by Zhang, Tao

  • 2003 The effect of schooling and ability on achievement test scores
    by Hansen, Karsten T & Heckman, James J & Mullen, Kathleen J

  • 2003 Dynamic Microsimulation Models Using to Analyze Retirement Systems Reforms: An Essay of Synthesis
    by Gael Dupont & Cyrille Hagnere & Vincent Touzé

  • 2003 On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP
    by Fabian BORNHORST

  • 2003 A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
    by Casten TRENKLER

  • 2003 Fat Tails in Power Prices
    by Huisman, R. & Huurman, C.

  • 2003 Estimating duration intervals
    by Franses, Ph.H.B.F. & Vroomen, B.L.K.

  • 2003 Portfolio Return Characteristics of Different Industries
    by Pouchkarev, I. & Spronk, J. & van Vliet, P.

  • 2003 Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D.

  • 2003 Alternate Samplingmethods for Estimating Multivariate Normal Probabilities
    by Sándor, Z. & Andr�s, P.

  • 2003 An alternative bootstrap to moving blocks for time series regression models
    by Javier Hidalgo

  • 2003 Systemic Risk in the Dutch Financial Sector
    by Koen Minderhoud

  • 2003 Extreme Stock Return Co-movements of Financial Institutions: Contagion or Interdependence?
    by Koen Minderhoud

  • 2003 Argentina´s Distributional Failure: The role of Integration and Public Policies
    by Leonardo Gasparini

  • 2003 Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers
    by Cappé, Olivier & Robert, Christian P. & Ryden, Tobias

  • 2003 Tests of Independence in Separable Econometric Models: Theory and Application
    by Donald J. Brown & Rahul Deb & Marten H. Wegkamp

  • 2003 Job Search with Nonparticipation
    by Frijters, Paul & van der Klaauw, Bas

  • 2003 Garantía De Pensión Mínima En Colombia: El Efecto De La Volatilidad Del Retorno De La Cuenta De Ahorro Individual
    by Carlos Fernando Silva Peña

  • 2003 Evaluation Of A Taxi Sector Reform: A Real Options Approach
    by Gerard Llobet & Meritxell Albertí & Ángel León

  • 2003 Short Run and Long Run Causality in Time Series: Inference
    by Jean-Marie Dufour & Denis Pelletier & Éric Renault

  • 2003 Identification, Weak Instruments and Statistical Inference in Econometrics
    by Jean-Marie Dufour

  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu

  • 2003 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
    by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu

  • 2003 On Tests for Double Differencing: Some Extensions and the Role of Initial Values
    by Paulo M. M. Rodrigues & A. M. Robert Taylor

  • 2003 Searching for the Causal Structure of a Vector Autoregression
    by Kevin Hoover & Selva Demiralp

  • 2003 The New Italian Road Code and the Virtues of the ‘Shame Lane’
    by Matteo Richiardi

  • 2003 A Search Model of Unemployment and Firm Dynamics
    by Matteo Richiardi

  • 2003 The Promises and Perils of Agent-Based Computational Economics
    by Matteo Richiardi

  • 2003 A Bayesian Confidence Interval for Value-at-Risk
    by Contreras, P. & Satchell, S.E.

  • 2003 On The Panel Unit Root Tests Using Nonlinear Instrumental Variables
    by Im, K.S. & Pesaran, M.H.

  • 2003 A Simple Panel Unit Root Test in the Presence of Cross Section Dependence
    by Pesaran, M.H.

  • 2003 Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests
    by Kapetanios, G. & Weeks, M.

  • 2003 Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach
    by Andrew Rennison

  • 2003 Testing the Stability of the Canadian Phillips Curve Using Exact Methods
    by Lynda Khalaf & Maral Kichian

  • 2003 Common Trends and Common Cycles in Canadian Sectoral Output
    by Francisco Barillas & Christoph Schleicher

  • 2003 A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
    by David Jamieson Bolder

  • 2003 Employing Extended Kalman Filter in a Simple Macroeconomic Model
    by Levent Ozbek & Umit Ozlale & Fikri Ozturk

  • 2003 BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
    by Matteo Ciccarelli & Alessandro Rebucci

  • 2003 Impacto de la inversión pública en la reducción de la pobreza en Bolivia
    by Canavire Bacarreza, Gustavo Javier

  • 2003 The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries
    by Fabio Canova & Gianni De Nicoló

  • 2003 Generación de una proyección de la población española para el período 1996-2025, mediante un modelo de simulación estocástica
    by CASAS SÁNCHEZ, J.M. & GUTIÉRREZ DE MESA, J.L. & NÚÑEZ VELÁZQUEZ, J.J.

  • 2003 Die Einflüsse von Antwortverweigerung und mehrfacher Ergänzung fehlender Daten auf Produktivitätsschätzungen mit dem IAB-Betriebspanel
    by Arnd Kölling & Susanne Rässler

  • 2003 Revisiting Residential Segregation by Income: A Monte Carlo Test
    by Junfu Zhang

  • 2003 Modeling Of Returns And Option Pricing Using Models With Flexible Volatility
    by Pavel Vaněček

  • 2003 Optimizing Benchmark-Based Utility Functions
    by David Morton & Elmira Popova & Ivilina Popova & Ming Zhong

  • 2003 A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators
    by Insik Min & Sheng jang Sheu & Zijun Wang

  • 2003 Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data
    by Xiaodong Jin & Janusz Kawczak

  • 2003 Identification, weak instruments, and statistical inference in econometrics
    by Jean-Marie Dufour

  • 2003 International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan
    by Hsiao-chuan Chang

  • 2002 Evaluating the CDF for m weighted sums of n correlated lognormal random variables
    by Lars Rasmusson

  • 2002 Cultural drift induced diversity in a model for the transmission of culture
    by Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel

  • 2002 Testing abnormal performance in event studies with small samples
    by J.S. Baixauli & S. Alvarez

  • 2002 Employment Dynamics in the Romanian Labor Market. A Markov Chain Monte Carlo Approach
    by Alexandru Voicu

  • 2002 Empirical investigation and modeling of a financial market after a crash
    by Fabrizio Lillo & Rosario N. Mantegna

  • 2002 unilateral and bilateral bootstrap tests for long memory
    by Christian de Peretti

  • 2002 Likelihood function optimization of elliptical copula models with financial applications
    by P. Palmitesta & C. Provasi

  • 2002 Existence and Uniqueness of Price Equilibrium in Discrete Choice Models
    by Zsolt Sandor

  • 2002 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
    by Peter Winker & Manfred Gilli

  • 2002 Adaptive Polar Sampling
    by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest

  • 2002 An Efficient Monte Carlo Study of Feasible Generalized Least Squares Estimators for Panel Data Models
    by Elena Casquel & Ezequiel Uriel

  • 2002 Hedging using simulation: a least squares approach
    by Claudio Tebaldi

  • 2002 Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations
    by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk

  • 2002 The Dynamics of Dealer Quoting Behavior
    by B. Frijns & P. Schotman

  • 2002 Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth
    by K.Y.Szeto & Chiwah Kong

  • 2002 A Bivariate Count Data Model for Household Tourism Demand
    by Hellström, Jörgen

  • 2002 Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
    by Graflund, Andreas & Nilsson, Birger

  • 2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models
    by Hjelm, Göran & Johansson, Martin W

  • 2002 Sustainability Function
    by Albu, Lucian Liviu

  • 2002 Anonymisierung von Unternehmensdaten: Ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels
    by Gottschalk, Sandra

  • 2002 Simulated Classical Tests in the Multiperiod Multinomial Probit Model
    by Ziegler, Andreas

  • 2002 The effects of ignoring level shifts on systems cointegration tests
    by Trenkler, Carsten

  • 2002 The Pricing puzzle: The default term structure of collateralised loan obligations
    by Jobst, Andreas A.

  • 2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
    by Kilian, Lutz & Gonçalves, Sílvia

  • 2002 Simulation of Pickands constants
    by Krzysztof Burnecki & Zbigniew Michna

  • 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology
    by Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey

  • 2002 Parametric Estimation of Quadratic Term Structure Models of Interest Rate
    by Li Chen & H. Vincent Poor

  • 2002 A "One-line" Simulator for Maxima or Minima on Drifting Brownian Paths
    by Allen Abrahamson

  • 2002 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests
    by Imed Drine & Christophe Rault

  • 2002 The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?
    by Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault

  • 2002 Labor Force Participation Dynamics in the Romanian Labor Market
    by Alexandru Voicu

  • 2002 Beyond Oaxaca-Blinder: Accounting for Differences in Household Income Distributions Across Countries
    by François Bourguignon & Francisco H. G. Ferreira & Phillippe G. Leite

  • 2002 The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression
    by Andrew M. Jones & Ángel López-Nicolás

  • 2002 Improved nonparametric confidence intervals in time series regressions
    by Joseph P. Romano & Michael Wolf

  • 2002 The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression
    by Andrew M. Jones & Ángel López-Nicolás

  • 2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc
    by Stella M. Salvatierra

  • 2002 Poverty and Inequality in Chile 1990-1998: Learning from Microeconomic Simulations
    by David Bravo & Dante Contreras & Sergio Urzúa

  • 2002 A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis
    by Martin Wagner

  • 2002 An Irregular Grid Approach for Pricing High Dimensional American Options
    by Berridge, S.J. & Schumacher, J.M.

  • 2002 Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series
    by Siem Jan Koopman & Charles S. Bos

  • 2002 Detecting Serial Dependence in Tail Events
    by Cees Diks

  • 2002 How Large is Average Economic Growth? Evidence from a Robust Method
    by H. Peter Boswijk & Philip Hans Franses

  • 2002 Absolute Convergence, Period
    by ROMULO A. CHUMACERO

  • 2002 A Spline LR Test for Goodness-of-Fit
    by J. Huston McCulloch & E. Richard Percy, Jr.

  • 2002 Educational expansion and income distribution. A Micro-Simulation for Ceará
    by Francisco H. G. Ferreira & Phillippe George Leite

  • 2002 Beyond Oaxaca-Blinder: accounting for differences in household income distributions across countries
    by François Bourguignon & Francisco H.G. Ferreira & Phillipe G. Leite

  • 2002 Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks
    by George Kapetanios

  • 2002 Bootstrap Statistical Tests of Rank Determination for System Identification
    by Gonzalo Camba-Mendez & George Kapetanios

  • 2002 Confidence intervals in stationary autocorrelated time series
    by Halkos, George & Kevork, Ilias

  • 2002 Imputation of continuous variables missing at random using the method of simulated scores
    by Calzolari, Giorgio & Neri, Laura

  • 2002 One and One-Half Bound Dichotomous Choice Contingent Valuation
    by Cooper, Joseph C. & Hanemann, W.M. & Signorello, Giovanni

  • 2002 Risk Assessment for Banking Systems
    by Helmut Elsinger & Alfred Lehar & Martin Summer

  • 2002 Impact of Systematic Sampling on Causality in the presence of Unit Roots
    by Rajaguru GULASEKARAN

  • 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda.

  • 2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
    by Roland G. Shami & Catherine S. Forbes

  • 2002 Estimation of Hyperbolic Diffusion Using MCMC Method
    by Y.K. Tse & Xibin Zhang & Jun Yu

  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
    by Voicu, Alexandru

  • 2002 Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics
    by Voicu, Alexandru

  • 2002 State Dependence in Unemployment Incidence: Evidence for British Men Revisited
    by Arulampalam, Wiji

  • 2002 State Dependence in Unemployment Incidence: Evidence for British Men Revisited
    by Arulampalam, Wiji

  • 2002 Employment Dynamics in the Romanian Labor Market: A Markov Chain Monte Carlo Approach
    by Voicu, Alexandru

  • 2002 Employment Dynamics in the Romanian Labor Market: A Markov Chain Monte Carlo Approach
    by Voicu, Alexandru

  • 2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration
    by Kunst, Robert M.

  • 2002 Testing for Stationarity in a Cointegrated System
    by Kunst, Robert M.

  • 2002 A Currency Board Model of Hong Kong
    by Yue Ma & Guy Meredith & Matthew S. Yiu

  • 2002 Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels
    by Dahlberg, Matz & Johansson, Eva & Tovmo, Per

  • 2002 Count Data Modelling and Tourism Demand
    by Hellström, Jörgen

  • 2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
    by Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne

  • 2002 Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
    by Nilsson, Birger

  • 2002 International Asset Pricing and the Benefits from World Market Diversification
    by Nilsson, Birger

  • 2002 An Agent-Based Model of Wealth Distribution
    by Giammario Impullitti & C. Matthias Rebmann

  • 2002 A Broadband Vision of the DAX over Time
    by Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J.

  • 2002 Functional approximations to posterior densities: a neural network approach to efficient sampling
    by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

  • 2002 Loan securitisation: default term structure and asset pricing based on loss prioritisation
    by Andreas A. Jobst

  • 2002 Consistent testing for stochastic dominance : a subsampling approach
    by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang

  • 2002 Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
    by Eraker, Bjorn

  • 2002 Does the Behaviour of Myopic Addicts Support the Rational Addiction model?: A Simulation
    by Björn Frank

  • 2002 Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses
    by Martin Spieß & Gerhard Tutz

  • 2002 Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes
    by Donald W.K. Andrews & Offer Lieberman

  • 2002 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
    by George Hall & John Rust

  • 2002 Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems
    by Steven Berry & Oliver Linton & Ariel Pakes

  • 2002 Consistent Testing for Stochastic Dominance: A Subsampling Approach
    by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae

  • 2002 Microsimulation of demographic behaviours using 2 alternative data sources
    by I. ROBERT-BOBÉE

  • 2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
    by Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén

  • 2002 Statistical Measurement of Income Polarization. A cross-national comparison
    by Axel Schmidt

  • 2002 Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity
    by Yoosoon Chang & Wonho Song

  • 2002 On the Effects of Career Choice: Matching Efficiency of Different Occupations and Education Levels
    by René Fahr & Uwe Sunde

  • 2002 Microeconomic models for long-memory in the volatility of financial time series
    by KIRMAN, Alan & TEYSSIÈRE, Gilles

  • 2002 Seasonal adjustment and cointegration
    by Jesus Otero & Jeremy Smith

  • 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach
    by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf

  • 2002 Testing Normality: A GMM Approach
    by Christian Bontemps & Nour Meddahi

  • 2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification
    by Wright, S.M. & Satchell, S.E.

  • 2002 Experiments and Simulations on Day-to-Day Route Choice-Behaviour
    by Reinhard Selten & Michael Schreckenberg & Thomas Pitz & Thorsten Chmura & Sebastian Kube

  • 2002 Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area
    by Dario Focarelli

  • 2002 Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
    by Patrick J. Coe

  • 2002 Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data
    by Sylvia Kaufmann

  • 2002 The propagation of uncertainty through travel demand models: An exploratory analysis
    by Yong Zhao & Kara Maria Kockelman

  • 2002 No-Respuesta De Items En Estudios De Mercado
    by PABLO MARSHALL

  • 2002 Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo
    by EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO

  • 2002 Avances recientes en métodos bootstrap para procesos ARCH. Una aplicación en el mercado español de valores
    by JESÚS ÁNGEL MIGUEL ÁLVAREZ & PILAR OLAVE RUBIO

  • 2002 Portfóliószemléletű hitelkockázat szimulációs meghatározása
    by Janecskó, Balázs

  • 2002 Intra-Day Features of Realized Volatility: Evidence from an Emerging Market
    by Burc Kayahan & Thanasis Stengos & Burak Saltoglu

  • 2002 Assymetric Mean Reversion in the Consumption-Income Ratio: Evidence from OECD economies
    by Cook, Steven

  • 2001 Econometric analysis of the sequential probit model with an application to innovation surveys
    by Patrick Waelbroeck

  • 2001 Endogenous Growth Paths in Economies with Locally Interacting Agents
    by Fagiolo, G. and Dosi, G.

  • 2001 An efficient and simple simulation smoother for state space time series analysis
    by J. Durbin and S.J. Koopman

  • 2001 Small neighborhoods
    by Brian Krauth

  • 2001 Bootstrap LR Tests for Sign and Amplitude Asymmetries
    by Jerry Coakley; Ana-Maria Fuertes

  • 2001 Very High Order Lattice Methods for One Factor Models
    by Jonathan Alford and Nick Webber

  • 2001 Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity
    by Nikolay Gospodinov

  • 2001 Simulation
    by Nalan

  • 2001 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
    by Charles J. Romeo

  • 2001 Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study
    by Löf, Mårten

  • 2001 Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?
    by Karame, F.

  • 2001 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
    by Winmker, P. & Gilli, M.

  • 2001 Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample
    by Delaigle, A. & Gijbels, I.

  • 2001 A fast Subsampling Method for Nonlinear Dynamic Models
    by Hong, H. & Scaillet, O. & Tamer, E.

  • 2001 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter
    by Poirier, D.J. & Tobias, J.L.

  • 2001 Across-Regime Covariance Restrictions in Treatment Response Models
    by Poirier, D.J. & Tobias, L.

  • 2001 Moving in and out of financial distress: evidence for newly founded service sector firms
    by Kaiser, Ulrich

  • 2001 Smoothed influence function: Another view at robust nonparametric regression
    by Tamine, Julien

  • 2001 The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
    by Gil-Alaña, Luis A.

  • 2001 Fractional integration and business cycle features
    by Candelon, Bertrand & Gil-Alaña, Luis A.

  • 2001 Effekte der multiplen Imputation fehlender Werte am Beispiel von Produktivitätsschätzungen mit dem IAB-Betriebspanel
    by Kölling, Arnd & Rässler, Susanne

  • 2001 Comparative analysis of alternative credit risk models: An application on German middle market loan portfolios
    by Kern, Markus & Rudolph, Bernd

  • 2001 Competitive Pricing Behavior in the US Auto Market: A Structural Analysis
    by K. Sudhir

  • 2001 Consistent Estimation of Shape-Restricted Functions and Their Derivatives
    by Pok Man Chak & Neal Madras & J. Barry Smith

  • 2001 Testing the Gaussian Copula Hypothesis for Financial Assets Dependences
    by Y. Malevergne & D. Sornette

  • 2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
    by Joel Huber & Kenneth Train

  • 2001 Halton Sequences for Mixed Logit
    by Kenneth Train

  • 2001 Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities
    by Norbert Jobst & Stavros A. Zenios

  • 2001 Subsampling inference in threshold autoregressive models
    by Jesús Gonzalo & Michael Wolf

  • 2001 Estimating parliamentary composition through electoral polls
    by Frederic Udina & Pedro Delicado

  • 2001 On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
    by Manuel Moreno & Javier R. Navas

  • 2001 How to implement the Bootstrap in Static or Stable Dynamic Regression Models
    by Noud P.A. van Giersbergen & Jan F. Kiviet

  • 2001 A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components
    by Arvid Raknerud

  • 2001 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
    by George Hall and John Rust, Yale University

  • 2001 Testing For Unit Roots Using Economics
    by ROMULO CHUMACERO

  • 2001 Artificial Regressions
    by Russell Davidson & James G. MacKinnon

  • 2001 Computing Numerical Distribution Functions in Econometrics
    by James G. MacKinnon

  • 2001 Bootstrap Tests: How Many Bootstraps?
    by Russell Davidson & James G. MacKinnon

  • 2001 Simulation-based estimation of Tobit model with random effects
    by Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia

  • 2001 Cointegration and the joint confirmation hypothesis
    by Vasco J. Gabriel

  • 2001 Do children in India benefit from having mothers who are literate?
    by Borooah, Vani K.

  • 2001 Downside Risk and the Momentum Effect
    by Andrew Ang & Joseph Chen & Yuhang Xing

  • 2001 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study
    by Vahid, F. & Issler, J.V.

  • 2001 International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan
    by Chang, H.-C.

  • 2001 Simulating Cohort Earnings for Australia
    by van de Ven, J.

  • 2001 Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
    by Dufour, Jean-Marie & Khalaf, Lynda

  • 2001 Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
    by Dufour, Jean-Marie & Khalaf, Lynda

  • 2001 The Propensity Score: A Means to An End
    by Augurzky, Boris & Schmidt, Christoph M.

  • 2001 The Propensity Score: A Means to An End
    by Augurzky, Boris & Schmidt, Christoph M.

  • 2001 The Evaluation of Community-Based Interventions: A Monte Carlo Study
    by Augurzky, Boris & Schmidt, Christoph M.

  • 2001 The Evaluation of Community-Based Interventions: A Monte Carlo Study
    by Augurzky, Boris & Schmidt, Christoph M.

  • 2001 Testing Restrictions In Normal Data Models Using Gibbs Sampling
    by Matteo Ciccarelli

  • 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
    by Graflund, Andreas

  • 2001 Are the Nordic Stock Markets Mean Reverting?
    by Graflund, Andreas

  • 2001 Testing exogeneity under distributional misspecification
    by de Luna, Xavier & Johansson, Per

  • 2001 A method to generate multivariate data with moments arbitrary close to the desired moments
    by Lyhagen, Johan

  • 2001 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
    by Manfred GILLI, & Peter WINKER

  • 2001 Poverty and Expenditure Differentiation of the Russian Population
    by Aivazian Sergey & Kolenikov Stanislav

  • 2001 Performance of core inflation measures
    by C.K. Folkertsma & K. Hubrich

  • 2001 Macro-economic adjustment socio-demographic change, and the evolution of income distribution in Côte d'Ivoire. A decomposition by microsimulation
    by Michael Grimm

  • 2001 Explaining the Perfect Sampler
    by Casella, George & Lavine, Michael & Robert, Christian P.

  • 2001 How to estimate the productivity of public capital ?
    by Hurlin, Christophe

  • 2001 Macroeconomic adjustment, socio-demographic change, and the evolution of income distribution in Côte d’Ivoire. A decomposition by microsimulation
    by Grimm, Michael

  • 2001 Bootstrapping Macroeconometric Models
    by Ray C. Fair

  • 2001 Higher-order Improvements of the Parametric Bootstrap for Markov Processes
    by Donald W.K. Andrews

  • 2001 Is the transmission of crude oil prices to gasoline prices asymmetric?
    by C. AUDENIS & P. BISCOURP & N. RIEDINGER

  • 2001 Modelling demographic behaviours in the French microsimulation model Destinie: An analysis of future change in completed fertility
    by I. ROBERT-BOBEE

  • 2001 Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    by Canova, Fabio & Ciccarelli, Matteo

  • 2001 The econometrics of airline network management
    by GRAMMIG, Joachim & HUJER, Reinhard & SCHEIDLER, Michael

  • 2001 Detecting Mutiple Breaks in Financial Market Volatility Dynamics
    by Elena Andreou & Eric Ghysels

  • 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf

  • 2001 The Fiscal Stabilization Policy under EMU - An Empirical Assessment
    by Arjan Kadareja

  • 2001 General Model-based Filters for Extracting Cycles and Trends in Economic Time Series
    by Harvey, A.C. & Trimbur, T.M.

  • 2001 A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate
    by Fabio Fornari & Antonio Mele

  • 2001 A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data
    by Fuchun Li & Greg Tkacz

  • 2001 Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación
    by PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J.

  • 2001 Observaciones anómalas y contrastes de raíz unitaria en datos semanales
    by CÁCERES HERNÁNDEZ, José Juan & CANO FERNÁNDEZ, Víctor J. & MARTÍN ÁLVAREZ, Francisco J.

  • 2001 Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - Eine Anmerkung
    by Carsten-Patrick Meier

  • 2001 Nonlinear Smoother for Stochastic Volatility Model
    by Miroslav Šimandl & Tomáš Soukup

  • 2001 Do Stock Returns Follow a Finite Variance Distribution?
    by Qi-Man Shao & Hao Yu & Jun Yu

  • 2001 Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
    by Chihwa Kao & Lung-fei Lee & Mark M. Pitt

  • 2001 Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application
    by Jie Q. Guo & Tong Li

  • 2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
    by Norberto Rodríguez

  • 2000 An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach
    by Chakravarty, Sugato & Li, Kai

  • 2000 Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
    by Dufour, J.M. & Torres, O.

  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by Dufour, J.M. & Khalaf, L.

  • 2000 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions
    by Dufour, J.M. & Khalaf, L.

  • 2000 A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data
    by Romeo, C.J.

  • 2000 Wealth Dynamics in the 1980' and 1990's: Sweden and the U.S
    by Klevmarken, A. & Lupton, J. & Stafford, F.

  • 2000 Wealth Dynamics in the 1980' and 1990's: Sweden and the U.S
    by Klevmarken, A. & Lupton, J. & Stafford, F.

  • 2000 Time Series Simulation With Quasi Monte Carlo Methods
    by Li, J.X. & Winker, P.

  • 2000 Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices
    by Khalaf, L. & Saphores, J. & Bilodeau, J.F.

  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, J.D. & Khalaf, L. & Pelletier, D.

  • 2000 Two-Dimensional Graphical Representations of Regression Submodels
    by Rolle, J.-D.

  • 2000 Constrained EMM and Indirect Inference Estimation
    by Calzolari, G. & Fiorentini, G. & Sentana, E.

  • 2000 Stochastic Programming: Non-Anticipativity and Lagrange Multipliers
    by Evstigneev, I.V. & Flam, S.D.

  • 2000 Bayesian Inference in the Non-Central Student-T Model
    by Tsionas, E.G.

  • 2000 Bayesian Option Pricing using Asymmetric Garch Models
    by Bauwens, L. & Lubrano, M.

  • 2000 Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests
    by Davidson, R.

  • 2000 Bayesian Inference in the Non-Central Student-T Model
    by Tsionas, E.G.

  • 2000 MCMC in econometrics
    by Dani Gamermam

  • 2000 Bootstrap inference in single equation error correction models
    by Herwartz, Helmut & Neumann, Michael H.

  • 2000 Modelling seasonality with fractionally integrated processes
    by Gil-Alaña, Luis A.

  • 2000 Deterministic seasonality versus seasonal fractional integration
    by Gil-Alaña, Luis A.

  • 2000 Testing of fractional cointegration in macroeconomic time series
    by Gil-Alaña, Luis A.

  • 2000 Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test
    by Ignacio Díaz-Emparanza

  • 2000 Two-Step Sequential Sampling
    by Moors, J.J.A. & Strijbosch, L.W.G.

  • 2000 An EVT Approach to calculating Risk Capital Requirements
    by Chris Brooks & Gita Persand & Andrew D. Clare

  • 2000 Value at Risk and Market Crashes
    by Chris Brooks & Gita Persand

  • 2000 Improving the Reliability of Bootstrap Tests
    by Russell Davidson & James G. MacKinnon

  • 2000 Sustainability of public debt: a theoretical and empirical investigation
    by Albu, Lucian-Liviu & Pelinescu, Elena

  • 2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
    by DUFOUR, Jean-Marie & TORRÈS, Olivier

  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by DUFOUR, Jean-Marie & KHALAF, Lynda

  • 2000 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions
    by DUFOUR, Jean-Marie & KHALAF, Lynda

  • 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity
    by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François

  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis

  • 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity
    by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François

  • 2000 On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis

  • 2000 Wealth Dynamics in the 1980’s and 1990’s: Sweden and the U.S
    by Klevmarken, Anders & Lupton, Joseph & Stafford, Frank

  • 2000 Improving Fractional Integration Tests With Bootstrap Distributions
    by Andersson, Michael K. & Gredenhoff, Mikael P.

  • 2000 The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?
    by Amilon , Henrik & Byström , Hans

  • 2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
    by Graflund, Andreas

  • 2000 Testing for common cointegrating rank in dynamic panels
    by Larsson, Rolf & Lyhagen, Johan

  • 2000 Semi-parametric indirect inference
    by Ramdan Dridi & Eric Renault

  • 2000 Simulated asymptotic least squares theory
    by Ramdan Dridi

  • 2000 Limit theorems for estimating the parameters of differentiated product demand systems
    by Steve Berry & Oliver Linton & Ariel Pakes

  • 2000 Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
    by Alexander Michaelides & Serena Ng

  • 2000 Performance of core inflation measures
    by C.K. Folkertsma & K. Hubrich

  • 2000 Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
    by Yoosoon Chang

  • 2000 Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
    by Chihwa Kao & Lung-fei Lee & Mark M. Pitt

  • 2000 Microsimulations of the retirement decision: a supply side approach
    by R. MAHIEU & B. SÉDILLOT

  • 2000 On the econometric estimation of the distance function representation of a production technology
    by COELLI, Tim

  • 2000 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
    by Elena Andreou & Eric Ghysels

  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by Jean-Marie Dufour & Lynda Khalaf

  • 2000 Simulation Based Finite and Large Sample Tests in Multivariate Regressions
    by Jean-Marie Dufour & Lynda Khalaf

  • 2000 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
    by Michael Binder & Cheng Hsiao & M. Hashem Pesaran

  • 2000 Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry
    by Khalaf, Lynda & Kichian, Maral

  • 2000 Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities
    by Pedro J. F. de Lima & Michelle L. Barnes

  • 2000 Testing for Non-Normality in the Presence of One-Sided Slope Parameters
    by Anthony W. Hughes

  • 2000 Technological Diffusion Patterns and their Effects on Industrial Dynamics
    by Machiel van Dijk & Önder Nomaler

  • 2000 Uncertainty and the size distribution of rewards from innovation
    by F. M. Scherer & Dietmar Harhoff & J, rg Kukies

  • 2000 A simple regime switching term structure model
    by Asbjørn T. Hansen & Rolf Poulsen

  • 2000 Discrete time option pricing with flexible volatility estimation
    by Christian M. Hafner & Wolfgang HÄrdle

  • 2000 Spell durations and the impact of censoring
    by Michael A. Nolan

  • 2000 A feltétel nélküli normalitás egyszerű alternatívái a kockáztatott érték számításában
    by Kóbor, Ádám

  • 2000 Comparing Interval Restricted Estimators in Hedonic Pricing
    by Henning Knautz

  • 2000 Ergänzung fehlender Daten in Umfragen
    by Susanne Rässler

  • 1999 Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach
    by Shinn-Juh Lin & Jian Yang

  • 1999 Dépendance de court et de long terme des rendements de taux de change
    by Christelle Lecourt

  • 1999 Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach
    by Teruo Nakatsuma

  • 1999 Bootstrapping Error Component Models
    by Andersson, Michael K. & Karlsson, Sune

  • 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH
    by Wei, J.Z. & Duan, J.C.

  • 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH
    by Wei, J.Z. & Duan, J.C.

  • 1999 Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths
    by Rault, C.

  • 1999 Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths
    by Rault, C.

  • 1999 Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation
    by Tan, B. & Yilmaz, K.

  • 1999 Kernel Based Nonlinear Canonical Analysis
    by Darolles, S. & Florens, J.-P. & Gourieroux, C.

  • 1999 Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison
    by Guermat, C. & Hadri, K.

  • 1999 Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis
    by Guermat, C. & Hadri, K.

  • 1999 The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator
    by Hadri, K. & Phillips, G.D.A.

  • 1999 Estimating a Bargaining Model with Asymmetric Information: Evidence from Medical Malpractice Disputes
    by Sieg, Holger

  • 1999 Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
    by Hafner, Christian M. & Herwartz, Helmut

  • 1999 Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets
    by M. Utku Unver

  • 1999 Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
    by Joachim Inkmann

  • 1999 Forecasting and turning point predictions in a Bayesian panel VAR model
    by Fabio Canova & Matteo Ciccarelli

  • 1999 A scaled difference chi-square test statistic for moment structure analysis
    by Albert Satorra & Peter M. Bentler

  • 1999 Scaled and adjusted restricted tests in multi-sample analysis of moment structures
    by Albert Satorra

  • 1999 Asymptotic behaviour of the density in a parabolic SPDE
    by Arturo Kohatsu & D. Márquez Carreras & M. Sanz Solé

  • 1999 Weak approximations. A Malliavin calculus approach
    by Arturo Kohatsu

  • 1999 Signal Extraction and the Formulation of Unobserved Components Models
    by Harvey, A.C. & Koopman, S.J.M.

  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Luc Bauwens & Charles S. Bos & Herman K. van Dijk

  • 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

  • 1999 Decomposing Portfolio Value-at-Risk: A General Analysis
    by Winfried G. Hallerbach

  • 1999 The slippery slope: explaining the increase in extreme poverty in urban Brazil, 1976-1996
    by Francisco de Hollanda Guimarães Ferreira & Ricardo Paes de Barros

  • 1999 Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate
    by João Nicolau

  • 1999 Simulation Based Inference for Dynamic Multinomial Choice Models
    by Geweke, John & Houser, Dan & Keane, Michael

  • 1999 Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis
    by Buda, Rodolphe

  • 1999 Noise trading and exchange rate regimes
    by Olivier Jeanne & Andrew K Rose

  • 1999 The Declining Price Effect in Sequential Auctions: What Theory Does Not Predict
    by Olivier Chanel & Stéphanie Vincent

  • 1999 Bierens' and Johansen's Method - Complements or Substitutes?
    by Wagner, Martin

  • 1999 VAR Cointegration in VARMA Models
    by Wagner, Martin

  • 1999 Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation
    by Fortin, Ines & Kuzmics, Christoph

  • 1999 Monte Carlo simulations of DEA efficiency measures and hypothesis tests
    by Kittelsen,S.A.C.

  • 1999 Stochastic Frontier Production Function With Errors-In-Variables
    by Dhawan, Rajeev & Jochumzen, Peter

  • 1999 Likelihood-Based Inference in Multivariate Panel Cointegration Models
    by Larsson, Rolf & Lyhagen, Johan

  • 1999 Detecting equilibrium correction with smoothly time-varying strength
    by Eliasson, Ann-Charlotte

  • 1999 On the power and interpretation of panel unit root tests
    by Karlsson, Sune & Löthgren, Mickael

  • 1999 Indirect Estimation of Just-Identified Models with Control Variates
    by Giorgio Calzolari & F. Di Iorio & G. Fiorentini

  • 1999 Bias and Efficiency of Single vs Double Bound Models for Contingent Valuation Studies.A Monte Carlo Analysis
    by Pinuccia Calia & Elisabetta Strazzera

  • 1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
    by Bauwens, L. & Bos, C.S. & van Dijk, H.K.

  • 1999 Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
    by Donald W.K. Andrews

  • 1999 Adaptive polar sampling with an application to a Bayes measure of value-at-risk
    by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

  • 1999 Stochastic Volatility: Univariate and Multivariate Extensions
    by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

  • 1999 Model Selection in Threshold Models
    by Kapetanios, G.

  • 1999 Hypothesis Testing in the Presence of One-sided Nuisance Parameters
    by Anthony W. Hughes

  • 1999 Stock market prices and long-range dependence
    by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger

  • 1999 Metodología para la zonificación de una ciudad
    by CANO GUERVÓS, R. & CHICA OLMO, J. & HERMOSO GUTIÉRREZ, J.A.

  • 1999 Opcióárazás numerikus módszerekkel
    by Benedek, Gábor

  • 1999 Az árfolyamsávok empirikus modelljei és a devizaárfolyam sávon belüli előrejelezhetetlensége
    by Darvas, Zsolt

  • 1998 Empirically Relevant Critical Values For Hypothesis Tests: The Bootstrap to the Rescue
    by Horowitz, J.L. & Savin, N.E.

  • 1998 Between Cultures and Markets: an Eclectic Analysis of Juvenile Gender Ratios in India
    by Dasgupta, I. & Palmer-Jones, R. & Parikh, A.

  • 1998 The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?
    by Kamstra, M.

  • 1998 Conflicts Among Tests for Cointegration
    by Allan W. Gregory & Alfred Haug

  • 1998 Likelihood INference for Discretely Observed Non-linear Diffusions
    by Elerian, O. & Chib, S. & Shephard, N.

  • 1998 Nonparametric Seemingly Unrelated Regression
    by Smith, M. & Kohn, R.

  • 1998 On Bootstrap Standard Errors in Dynamic Panel Data Models
    by Bergström, Pål

  • 1998 Estimation in integer - valued moving average models
    by Brännäs, Kurt & Hall, Andreia

  • 1998 Likelihood-Based Cointegration Tests in Heterogeneous Panels
    by Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael

  • 1998 Mixed Logit Estimation of the Value of Travel Time
    by Algers, S. & Bergstrom, P. & Dahlberg, M. & Dillen, J.L.

  • 1998 Some Monte Carlo Results for the Modified Logit Model
    by Aalouze & C.M.

  • 1998 How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks?
    by Kilian, L. & Chang, P.L.

  • 1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics
    by Kilian, L.

  • 1998 Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models
    by Glasserman, P. & Zhao, X.

  • 1998 Price Decline in Sequential Auction: Reasons and Measures
    by Chanel, O. & Vincent, S.

  • 1998 Forecasting (LOG) Volatility Models
    by Christodoulakis, G.A. & Satchell, S.E.

  • 1998 Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods
    by Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil

  • 1998 Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models
    by Eva Ortega

  • 1998 Benchmark Priors for Bayesian Model Averaging
    by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

  • 1998 MCMC Methods for Fitting and Comparing Multinomial Response Models
    by Siddhartha Chib & Edward Greenberg & Yuxin Chen

  • 1998 Small Sample Performance of Two Approaches to Technical Efficiency Estimation with Multiple Outputs
    by Dieter Gstach

  • 1998 Simulation of Multinomial Probit Probabilities and Imputation of Missing Data
    by Steven Stern & Victor Lavy & Michael Palumbo

  • 1998 Constant coefficient tests for random coefficient regression
    by Pedro Delicado & Juan Romo

  • 1998 Rate of convergence of a particle method to the solution of the Mc Kean-Vlasov's equation
    by Fabio Antonelli & Arturo Kohatsu

  • 1998 On the efficiency and sensitivity of a pyramidal classification algorithm
    by Àngel J. Gil & Carles Capdevila & Antoni Arcas

  • 1998 Statistical Algorithms for Models in State Space Using SsfPack 2.2
    by Koopman, S.J.M. & Shephard, N. & Doornik, J.A.

  • 1998 Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
    by Durbin, J. & Koopman, S.J.M.

  • 1998 Statistical algorithms for models in state space using SsfPack 2.2
    by Neil Shephard & Jurgen Doornik & Siem Jan Koopman

  • 1998 Simulation-Based Finite-Sample Normality Tests in Linear Regressions
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien

  • 1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case
    by Bolduc, Denis & Bonin, Sylvie

  • 1998 Mixed Logit Estimation of the Value of Travel Time
    by Algers, Staffan & Bergström, Pål & Dahlberg, Matz & Lindqvist Dillén, Johanna

  • 1998 Essays on Exchange Rates: Deterministic Chaos and Technical Analysis
    by Bask, Mikael

  • 1998 World-Wide Purchasing Power Parity
    by Jacobson, Tor & Nessen, Marianne

  • 1998 Testing linearity against smooth transition autoregression using a parametric bootstrap
    by Skalin, Joakim

  • 1998 Rational Bubbles and Fractional Alternatives
    by Andersson, Michael K. & Nydahl, Stefan

  • 1998 A Monte Carlo Analysis of Technical Inefficiency Predictors
    by Kumbhakar, Subal C. & Löthgren, Mickael

  • 1998 On the Effects of Imposing or Ignoring Long Memory when Forecasting
    by Andersson, Michael K.

  • 1998 How to Bootstrap DEA Estimators: A Monte Carlo Comparison
    by Löthgren, Mickael

  • 1998 Robust Testing for Fractional Integration Using the Bootstrap
    by Andersson, Michael K. & Gredenhoff, Mikael P.

  • 1998 Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs
    by Crawford, Gregory S. & Shum, Matthew

  • 1998 A Bayesian approach to the econometrics of first-price auctions
    by ALBANO, Gian Luigi & JOUNEAU, Fréféric

  • 1998 Variable Selection in the Linear Regression Model with One-Sided Information and a Small Sample
    by Anthony W. Hughes

  • 1997 Estimation of Dynamic Programming Models with Censored Dependent Variables
    by Aguirregabiria, V.

  • 1997 The Power of Hessian and Outer Product Based Wald and LM Tests
    by Parks, R.W. & Savin, N.E. & Wurtz, A.H.

  • 1997 On the Small Sample Distribution of the R/S Statistic
    by Michael Harrison & Glenn Treacy

  • 1997 Income Taxation and the Accounting Period : A Simulation Analysis
    by Creedy, J

  • 1997 Inequality, Mobility and Income Distribution Comparisons
    by Creedy, J

  • 1997 An Examination of the Dynamic Behavior of Local Governments Using GMM Bootstrapping Methods
    by Dahlberg, Matz & Johansson, Eva

  • 1997 GMM Bootstrapping and Testing in Dynamic Panels
    by Bergström, Pål & Dahlberg, Matz & Johansson, Eva

  • 1997 Generalized Method of Moment and Indirect Estimation of the ARASMA Model
    by Brännäs, Kurt & de Luna, Xavier

  • 1997 Testing Linearity against Nonlinear Moving Average Models
    by Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo

  • 1997 Bootstrapping the Malmquist Productivity Index: A Simulation Study
    by Löthgren, Mickael

  • 1997 On the Consistency of the DEA-based Average Technical Efficiency Bootstrap
    by Löthgren, Mickael

  • 1997 On Bootstrap Standard Errors in Dynamic Panel Data Models
    by Bergstrom, P.

  • 1997 Managing Funds in the US Market: How to Distinguish Between Transitory Distortions and Structural Changes in the Stock Prices?
    by Bruneau, C. & Duval-Kieffer, C. & Nicolai, J.P.

  • 1997 Residual-Based Bootstrap Tests for Normality in Autoregressions
    by Kilian, L. & Demiroglu, U.

  • 1997 La gestion des donnees imprecises
    by Chauveau, J.-M.

  • 1997 A Sotchastic Mesh Method for Pricing High-Dimensional American Options
    by Broadie, M. & Glasserman, P.

  • 1997 Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model
    by Sentana, E. & Fiorentini, G.

  • 1997 Bayesian Option Pricing Using Asymmetric GARCH
    by Bauwens, L. & Lubrano, M.

  • 1997 On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions
    by Marmol, F. & Reboredo, J.C.

  • 1997 Trading volume and the short and long-run components of volatility
    by Liesenfeld, Roman

  • 1997 Circumventing multiple integration: A comparison of GMM and SML estimators for the panel probit model
    by Inkmann, Joachim

  • 1997 Evolution in a changing environment
    by Katarzyna Sznajd-Weron & Rafal Weron

  • 1997 Statistical Modeling of Fishing Activities in the North Atlantic
    by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

  • 1997 Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter
    by Mark J. Jensen

  • 1997 An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets
    by Mark J. Jensen

  • 1997 Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995
    by Saul Estrin & Geovanni Urga

  • 1997 Outlier robust cointegration analysis
    by Franses, Philip Hans & Lucas, André

  • 1997 A state-space calculus for rational probability density functions and applications to non-Gaussian filtering
    by Hanzon, Bernard & Ober, Raimund J.

  • 1997 Comparing and validating hypothesis test procedures: Graphical and numerical tools
    by Pedro Delicado & Iolanda Placencia

  • 1997 Stock returns, term structure, inflation and real activity: An international perspective
    by Fabio Canova & Gianni de Nicolo

  • 1997 Current Issues in Discrete Choice Modeling
    by Keane, Michael

  • 1997 A tobit model with garch errors
    by Gabriele Fiorentini & Giorgio Calzolari

  • 1997 On the Damodaran Estimator of Price Adjustment Coefficients
    by Säfvenblad, Patrik

  • 1997 Bootstrap Testing for Fractional Integration
    by Andersson, Michael K. & Gredenhoff, Mikael P.

  • 1997 Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment
    by Hagerud, Gustaf E.

  • 1997 Specification Tests for Asymmetric GARCH
    by Hagerud, Gustaf E.

  • 1997 Computationally Efficient Double Bootstrap Variance Estimation
    by Karlsson, Sune & Löthgren, Mickael

  • 1997 On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests
    by Donald W.K. Andrews & Moshe Buchinsky

  • 1997 Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995
    by Estrin, Saul & Urga, Giovanni

  • 1997 Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective
    by Canova, Fabio & de Nicolò, Gianni

  • 1997 Bayesian option pricing using asymmetric GARCH
    by BAUWENS, LUC & LUBRANO, Michel

  • 1997 How to deal with unobservable variables in economics
    by Krelle, Wilhelm

  • 1997 Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators
    by Alexander Michaelides & Serena Ng

  • 1997 Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
    by Marie-Josée Godbout & Simon van Norden

  • 1997 The distribution of the agreement index in diagnostics
    by Elizabeth Torres Rivas

  • 1997 Simulation of structural changes and scenario analysis
    by Oswaldo Terán & Carlos Domingo

  • 1997 Selección de modelos no anidados. Un estudio de Monte Carlo
    by Pons Novell, Jordi

  • 1996 The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation
    by Smith, J.C. & Otero, J.

  • 1996 Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
    by Otrok, C. & Whiteman, C.H.

  • 1996 Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles
    by Donaldson, R.G. & Kamstra, M.

  • 1996 Did Option Prices Predict the ERM Crises?
    by Bruce Mizrach

  • 1996 Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins and Remedies
    by Leung, S.F. & Yu, S.

  • 1996 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
    by Harris, M.N. & Longmire, R.J. & Matyas, L.

  • 1996 Testing for Serial Correlation in the of Dynamic Heteroscedasticity
    by Silvapulle, P. & Evans, M.

  • 1996 Estimation of Regression Disturbances Based on Minimum Message Length
    by Laskar, M.R. & King, M.L.

  • 1996 Using the EM Algorithm with Complete, but Scrambled, data
    by Kalb, G.

  • 1996 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models
    by Harris, M.N. & Matyas, L.

  • 1996 Aggregation and Cointegration
    by Korosi, G. & Longmire, R. & Matyas, L.

  • 1996 Additive Nonparametric Regression with Autocorrelated Errors
    by Smith, M. & Wong, C.M. & Kohn, R.

  • 1996 Improved Small Sample Midel selection Procedures
    by King, M.L. & Forbes, C.S. & Morgan, A.

  • 1996 Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals
    by Snyder, R.D. & Grose, S.

  • 1996 Nonsmooth Infinit Horizon Control Problem
    by Seierstad, A.

  • 1996 Scale Efficiency and Scale Elasticity in DEA-models - A Bootstrapping Approach
    by Löthgren, Mickael & Tambour, Magnus

  • 1996 Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection
    by Swanson, N.R. & Zeng, T.

  • 1996 A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables
    by Swanson, N.R. & Ozyildirim, A. & Pisu, M.

  • 1996 On the Size and Power of System Tests for Cointegration
    by Bewley, R. & Yang, M.

  • 1996 Estimation des Modeles de Donnees de Panel avec Regresseurs Temporels
    by Boumahdi, R. & Thomas, A.

  • 1996 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
    by Florens, J.P. & Richard, J.F. & Rolin, J.M.

  • 1996 Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions
    by Rolle, J.D.

  • 1996 Pricing American-Style Securities Using Simulation
    by Broadie, M. & Glasserman, P.

  • 1996 Bayesian Inference on GARCH Models Using the Gibbs Sampler
    by Bauwens, L. & Lubrano, M.

  • 1996 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    by Mackinnon, J.G. & Haug, A.A. & Michelis, L.

  • 1996 Using Panel Data to Evaluate Growth Theories
    by Evans, P

  • 1996 The Design of Monte Carlo Experiments for VAR Models
    by Dhrymes, P.J.

  • 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes
    by Juan J. Dolado & Francisco Mármol

  • 1996 A Monte Carlo Study into Time Aggregation in Continuous and Discrete-Time Hazard Models
    by Ter Hofstede, F. & Wedel, M.

  • 1996 A Monte Carlo study into time-aggregation in continuous and discrete- time hazard models
    by Frenkel ter Hofstede & Michel Wedel University of Groningen

  • 1996 Nonparametric inference for second order stochastic dominance
    by Schmid, Friedrich & Trede, Mark

  • 1996 Approximation of stochastic differential equations driven by alpha-stable Levy motion
    by Aleksander Janicki & Zbigniew Michna & Aleksander Weron

  • 1996 Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables"
    by Rafal Weron

  • 1996 Are International R&D Spillovers Trade-related? Analyzing Spillovers among Randomly Matched Trade Partners
    by Wolfgang Keller

  • 1996 Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning
    by Kenneth E. Train

  • 1996 A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos
    by William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen

  • 1996 Nonlinear models and small sample performance of the generalized method of moments
    by Eva Ventura

  • 1996 Fusion of data sets in multivariate linear regression with errors-in-variables
    by Albert Satorra

  • 1996 Testing calibrated general equilibrium models
    by Fabio Canova & Eva Ortega

  • 1996 Weighted Kernel regression
    by Pedro Delicado & Manuel del Rio

  • 1996 Why Does the Australian Dollar Move so Closely with the Terms of Trade?
    by David Gruen & Tro Kortian

  • 1996 Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"
    by Weron, Rafal

  • 1996 Further Investigation of the Uncertain Unit Root in GNP
    by Yin-Wong Cheung & Menzie D. Chinn

  • 1996 Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI
    by Matthew D. Shapiro & David W. Wilcox

  • 1996 Specification Testing in Panel Data With Instrumental Variables
    by Gilbert E. Metcalf

  • 1996 The transmission of knowledge spillovers and its impact on regional economic growth
    by Dohse, Dirk

  • 1996 The Energy-Capital Complementarity Debate: An Example of a Bootstrapped Sensitivity Analysis
    by Raj, Baldev & Veall, Michael R.

  • 1996 Bartlett Corrections in Cointegration Testing
    by Jacobson, Tor & Larsson, Rolf

  • 1996 Conditional Independence Restrictions: Testing and Estimation
    by Oliver Linton & Pedro Gozalo

  • 1996 A Note on the Power of Revealed Preference Tests with Afriat Inefficiency
    by Reinhard Sippel

  • 1996 A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions
    by David A. Belsley

  • 1996 Re-engineering and the dynamic of systems
    by Giampaolo Orlandoni Merli

  • 1996 Scenario Simulation: Theory and methodology (*)
    by Farshid Jamshidian & Yu Zhu

  • 1996 Auction Format Matters: Evidence on Bidding Behavior and Seller Revenue
    by Robert A. Feldman & Vincent Reinhart

  • 1996 Comportamiento en muestras pequeñas de los atípicos innovacionales: Un ejercicio de simulación
    by F. Javier Trivez & Javier Nievas

  • 1995 Non-Nested Pretest Tests
    by Michelis, L.

  • 1995 Likelihood Analysis of Non-Gaussian Parameter-Driven Models
    by Shephard, N. & Pitt, M.K.

  • 1995 Bootstrapping DEA-based Efficiency Measures and Malmquist Productivity Indices. A Study of Swedish Eye-Care Service Provision
    by Löthgren, Mickael & Tambour, Magnus

  • 1995 On the Efficiencies of Some Common Quick Estimators
    by Mudholkar, G.S. & Freimer, M. & Hutson, A.D.

  • 1995 GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments
    by Bertsched, I & Lechner, M

  • 1995 Statistical Inference for Random Variance Option Pricing
    by Pastorello, S. & Renault, E. & Touzi, N.

  • 1995 Estimation and Inference in Cointegrated Systems Under Near-Integration
    by Sheldon, M.

  • 1995 An Empirical Examination of a Multilateral Target Zone
    by Paul Schulstad & Ángel Serrat

  • 1995 Performance of the estimators of stable law parameters
    by Rafal Weron

  • 1995 Asymptotic robustness in multi-sample analysis of multivariate linear relations
    by Albert Satorra

  • 1995 Noisy signals in target zone regimes Theory and Monte Carlo experiments
    by Steinar Holden & Dag Kolsrud & Birger Vikøren

  • 1995 A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data
    by Elrod, Terry & Keane, Michael

  • 1995 Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach
    by Wang, Weiren & Zhou, Mai

  • 1995 Small Sample Properties of GMM for Business Cycle Analysis
    by Lawrence J. Christiano & Wouter J. Den Haan

  • 1995 A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
    by Kenneth D. West & David W. Wilcox

  • 1995 Testing Additivity in Generalized Nonparametric Regression Models
    by Oliver Linton & Pedro Gozalo

  • 1995 The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
    by Canova, Fabio & de Nicolò, Gianni

  • 1995 Models and Priors for Multivariate Stochastic Volatility
    by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

  • 1995 Számítások és következtetések nyugdíjreformra
    by Martos, Béla & Augusztinovics, Mária

  • 1995 Simulating small-sample properties of the maximum likelihood cointegration method : estimation and testing
    by Tor Jacobson

  • 1994 Are Real Wages and Unemployment Related?
    by Jacobson, Tor & Vredin, Anders & Warne, Anders

  • 1994 Two Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions
    by Steven Stern

  • 1994 Measuring Business Cycles with Business-Cycle Models
    by Allan W. Gregory & Gregor W. Smith

  • 1994 Changing Wage Structure and Black-White Wage Differentials: A Longitudinal Analysis
    by David Card & Thomas Lemieux

  • 1994 Recursively Simulating Multinomial Multiperiod Probit Probabilities
    by Geweke, John & Keane, Michael & Runkle, David

  • 1994 Advances in Random Utility Models
    by Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul

  • 1994 Conditional heteroskedasticity in nonlinear simultaneous equations
    by Calzolari, Giorgio & Fiorentini, Gabriele

  • 1994 Numerical Aspects of Bayesian VAR-modeling
    by Kadiyala, K. Rao & Karlsson, Sune

  • 1994 Bayesian Inference for Periodic Regime-Switching Models
    by Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

  • 1993 Simulation estimation for panel data models with limited dependent variables
    by Keane, Michael

  • 1993 A Calibration Algorithm for Micro-Simulation Models
    by Taymaz, Erol

  • 1992 The Identifiability of the Mixed non-Proportional Hazards Models
    by McCall, B.P.

  • 1992 A Note on the Identifiability of Dynamic Binary Choice Model with State Dependence
    by McCall, B.P.

  • 1992 Specification Diagnostics for Duration Models : A Martingale Approach
    by McCall, B.P.

  • 1992 residual-Based Tests for Cointegration in Models with Regime Shifts
    by Allan w. Gregory & Bruce E. Hansen

  • 1992 The Estimation Of Food Stamp Self-Selection Models Using The Method Of Simulation
    by Keane, Michael & Moffitt, Robert

  • 1991 Testing for Structural Breaks
    by Allan W. Gregory & James M. Nason

  • 1991 Le Rapport Industrie - Agriculture Et Le Developpement Economique
    by Albu, Lucian-Liviu

  • 1991 Simulation Estimation Methods for Limited Dependent Variable Models
    by Vassilis A. Hajivassiliou

  • 1990 Critical Values for Cointegration Tests
    by James G. MacKinnon

  • 1990 An Analysis of the Distributional Impact of the Goods and Services Tax
    by Grady, Patrick

  • 1990 The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis
    by Vassilis A. Hajivassiliou & Daniel McFadden

  • 1989 Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score
    by Peeters, H.M.M.

  • 1989 Nonrandom Mixing Models of HIV Transmission
    by Peter Cramton & Edward Kaplan & A. David Paltiel

  • 1987 Finite sample performance of the robust Wald test in simultaneous equation systems
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1985 Asymptotic properties of dynamic multipliers in nonlinear econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo

  • 1982 On the Optimal Rate of Structural Adjustment
    by Eliasson, Gunnar

  • 1977 Stochastic simulation as a validation tool for econometric models
    by Calzolari, Giorgio & Corsi, Paolo

  • 1976 Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

  • The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case
    by Steve Lawford & Michalis P Stamatogiannis

  • Book reviews
    by Robert, Christian P.

  • Adaptive Monte Carlo on multivariate binary sampling spaces
    by Schäfer, Christian & Chopin, Nicolas

  • 0000 Rags in the High Rent District: the Evolution of Quota Rents in Textiles and Clothing
    by Joseph Francois & Julia Woerz

  • A note on the 'Natural Rate of Subjective Inequality' hypothesis and the approximate relationship between the Gini coefficient and the Atkinson index
    by James Harvey

  • Structural Change and the Order of Integration in Univariate Time Series
    by Luis Alberiko Gil-Alana

  • Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf
    by Luis Alberiko Gil-Alana

  • Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994
    by Luis Alberiko Gil-Alana & Guglielmo M.Caporale

  • A Study of the Probit Model with Latent Variables in Phase I Clinical Trials
    by Xiaobin Yang & Keying Ye & Yanping Wang

  • Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data
    by Peter C.B.Phillips & Jun Yu

  • Simulation-based Estimation of Contingent Claims Prices
    by Peter C.B.Phillips & Jun Yu

  • A characterization of self-affine processes in finance through the scaling function
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  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.