JEL Classification at IDEAS

Research classified by Journal of Economic Literature (JEL) codes

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

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

> Econometrics > Econometric Theory > Bootstrap Methods

This topic is covered by the following reading lists:

SOEP based publications

Most recent items first, undated at the end.

2016 Joint distribution of stock indices: Methodological aspects of construction and selection of copula models
by Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady

2016 Empleo femenino, pobreza y desigualdad. Un análisis de microdescomposiciones. Uruguay (1991-2012)
by Parada, Cecilia

2016 Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries
by Yang Hu & Les Oxley

2016 The time-series linkages between US fiscal policy and asset prices
by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller

2016 Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

2016 Estimating a Falsified Model
by Andrew J. Buck & George M. Lady

2016 Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties
by Luke Hartigan

2016 Using Generalized PathSeeker Regularized Regression for Modeling and Prediction of Output Power of CuBr Laser
by Snezhana Gocheva-Ilieva & Iliycho Iliev

2016 Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap
by Mehmet Fatih TraÅŸ & Esra BallÄ± & Ã‡iler Sigeze

2016 Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels
by Ignace De Vos & Gerdie Everaert

2016 Estimation Of Star-Garch Models With Iteratively Weighted Least Squares
by Murat Midilic

2016 Shifting the tax burden from labor to property: The case of Germany
by Paetzold, Jörg & Tiefenbacher, Markus

2016 Policy Evaluation In Presence Of Interferences: A Spatial Multilevel Did Approach
by Daniele Di Gennaro & Guido Pellegrini

2016 From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis
by Castillo, Paul & Montoya, Jimena & Quineche, Ricardo

2016 Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship
by Shuping Shi & Stan Hurn & Peter C B Phillips

2016 The State Level Impact of Uncertainty Shocks
by Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou

2016 Inference with Large Clustered Datasets
by James G. MacKinnon

2016 The Subcluster Wild Bootstrap for Few (Treated) Clusters
by James G. MacKinnon & Matthew D. Webb

2016 How compliant is the Romanian accounting with the Europan directives and international accounting standards?
by Iacob, Constanta & Bosoteanu, Maria Cristina

2016 Simultaneity of Crime Incidence in Mindanao
by Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian

2016 The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?
by Fantazzini, Dean

2016 Gestion des données manquantes dans les bases de données : la méthode d’imputation multiple sous XLSTAT
by NJAMEN KENGDO, Arsène Aurélien

2016 The Path-Dependence Bias in Approximating Local Price Levels by CPIs
by Gluschenko, Konstantin

2016 Prospects for Africa's economic growth
by Przemyslaw Cieslak

2016 A Frequency Approach to Bayesian Asymptotics
by Tingting Cheng & Jiti Gao & Peter CB Phillips

2016 Bayesian Indirect Inference and the ABC of GMM
by Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen

2016 A note on normalization schemes:The case of generalized forecast error variance decompositions
by Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli

2016 The Fragility of Meta-Regression Models in Observational Research
by Stephan B. Bruns

2016 An intersection test for the cointegrating rank in dependent panel data
by Antonia Arsova & Deniz Dilan Karaman Örsal

2016 Differences in welfare take-up between immigrants and natives : a microsimulation study
by Bruckmeier, Kerstin & Wiemers, Jürgen

2016 On Specification and Inference in the Econometrics of Public Procurement
by Sundström, David

2016 A Comparison of Techniques to Evaluate Policies in Public Procurement
by Sundström, David

2016 The Influence of Additive Outliers on the Performance of Information Criteria to Detect Nonlinearity
by Rinke, Saskia

2016 A wild bootstrap algorithm for propensity score matching estimators
by Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael

2016 Tempered Particle Filtering
by Herbst, Edward & Schorfheide, Frank

2016 Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States
by Lunsford, Kurt Graden & Jentsch, Carsen

2016 How useful are (Censored) Quantile Regressions for Contingent Valuation?
by Victor Champonnois & Olivier Chanel

2016 Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015
by Rubi Tonantzin Gutiérrez Villanueva

2016 Thirty Years of Conflict and Economic Growth in Turkey: A Synthetic Control Approach
by Fırat Bilgel & Burhan Can Karahasan

2016 Why risk is so hard to measure
by Jon Danielsson & Chen Zhou

2016 A Pseudo-Panel Approach to Estimating Dynamic Effects of Road Infrastructure Provision on Firm Performance in a Developing Country Context
by Samira Barzin & Sabine D'Costa & Daniel Graham

2016 The Subcluster Wild Bootstrap for Few (Treated) Clusters
by James G. MacKinnon & Matthew D. Webb

2016 Testing Subspace Granger Causality
by Majid M. Al-Sadoon

2016 The Rewards of Self-Discovery: Learning and Firm Exporter Dynamics
by Cebreros Zurita Carlos Alfonso

2016 Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory
by Firmin Doko Tchatoka & Jean-Marie Dufour

2016 State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
by Luis Uzeda

2016 Lohnimpulse und Wirtschaftswachstum — eine Simulationsanalyse für die Eurozone
by Jan Limbers & Thieß Petersen & Michael Böhmer

2016 The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India
by B. Balaji & S. Raja Sethu Durai & M. Ramachandran

2016 Estimating the evolution of elasticities of natural gas demand: the case of Istanbul, Turkey
by Galip Altinay & A. Talha Yalta

2016 A Monte Carlo study of the BE estimator for growth regressions
by Jan Ditzen & Erich Gundlach

2016 Robust estimation of the Pareto tail index: a Monte Carlo analysis
by Michal Brzezinski

2016 Responses to market information and the impact on price volatility and trading volume: the case of Class III milk futures
by Xiaodong Du & Fengxia Dong

2016 Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors
by Dobromił Serwa

2016 Model Estimates Of Gross Domestic Product In Relation to Export And Import Of Fuels, Focused on the Elasticity and Determination Of Directly and Indirectly Associated Rates
by Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu

2016 Identifying Key Sectors in Iranian Economy using Eigenvector Method Based on Input-Output Table for year 2011
by Hakimipoor, Nader & Akbarian, Hojjat

2016 Active Portfolio Management with Conditional Tracking Error
by Winfried G. Hallerback & Igor Pouchkarev

2016 Pricing of average value options versus European options with stochastic interest rate
by Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios

2016 The Path-Dependence Bias in Approximating Local Price Levels by CPIs
by Konstantin GLUSCHENKO

2016 A new spread estimator
by Michael Bleaney & Zhiyong Li

2016 The Coordinated Effect of a Merger with Balanced Sharing of Collusive Profits
by Pierluigi Sabbatini

2016 Calculating Value-at-Risk Using the Granularity Adjustment Method in the Portfolio Credit Risk Model with Random Loss Given Default
by Yi-Ping Chang & Jing-Xiu Lin & Chih-Tun Yu

2016 Assessing the Impacts of a Major Tax Reform: a CGE-microsimulation analysis for Uruguay
by Cecilia Llambi & Silvia Laens & Marcelo Perera

2016 Freshwater White Shrimp Supply Chain Performance Assessment, Evaluacion Del Desempeno De La Cadena De Suministro Del Camaron Blanco De Agua
by Ernesto A. Lagarda-Leyva

2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
by Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

2016 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

2016 Inference for Optimal Split Point in Conditional Quantiles
by fany88@uw.edu & Ruixuan Liu & Dongming Zhu

2016 Credit Spreads and 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

2016 Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
by Milan Ficura & Jiri Witzany

2016 Decision uncertainty in multi-attribute stated preference studies
by Dekker, Thijs & Hess, Stephane & Brouwer, Roy & Hofkes, Marjan

2016 The oil price crash in 2014/15: Was there a (negative) financial bubble?
by Fantazzini, Dean

2016 Investment risks in power generation: A comparison of fossil fuel and renewable energy dominated markets
by Tietjen, Oliver & Pahle, Michael & Fuss, Sabine

2016 The dynamics of fuel demand and illegal fuel activity in Turkey
by Yalta, A. Talha & Yalta, A. Yasemin

2016 Bubbling over! The behaviour of oil futures along the yield curve
by Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil

2016 Private information and limitations of Heckman's estimator in banking and corporate finance research
by Campbell, Randall C. & Nagel, Gregory L.

2016 A nonparametric test of a strong leverage hypothesis
by Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min

2016 Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
by Lee, Seojeong

2016 Bootstrap inference for instrumental variable models with many weak instruments
by Wang, Wenjie & Kaffo, Maximilien

2016 Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers
by Blazsek, Szabolcs & Escribano, Alvaro

2016 Adverse selection, moral hazard and the demand for Medigap insurance
by Keane, Michael & Stavrunova, Olena

2016 An auxiliary particle filter for nonlinear dynamic equilibrium models
by Yang, Yuan & Wang, Lu

2016 Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods
by Costantini, Mauro & Lupi, Claudio

2016 Aggregation and long-memory: An analysis based on the discrete Fourier transform
by Shi, Wendong & Sun, Jingwei

2016 Structural breaks and monetary dynamics: A time series analysis
by El-Shazly, Alaa

2016 Technological heterogeneity and corporate investment
by Dimopoulos, Theodosios & Sacchetto, Stefano

2016 The Leveling of Environmental Polarization as a Part of Strategy of Perspective Innovation Policy of Economic Systems
by Aleksandr A. Novikov & Elena V. Novikova & Elena V. Moiseyeva & Larisa E. Fatikhova & Olga V. Ruzakova & Olga V. Ruzakova & Lenar R. Khairullin

2016 Qual VAR revisited: Good forecast, bad story
by Makram El-Shagi & Gregor von Schweinitz

2016 Constant Proportion Portfolio Insurance Strategy in Southeast European Markets
by Elma Agić-Šabeta

2016 Work incentives across the income distribution and for model families in Lithuania: 2005â€“2013
by Jekaterina NavickeÌ‡ & Romas Lazutka

2016 A "litmus test" of Deficit Sustainability: The Case of the Greek Budget Deficit
by Dimitris Hatzinikolaou

2016 GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts
by Srini Vasan & Adelamar Alcantara

2016 The Convergent Evolution of Romania’s Gross Domestic Product in Relation to the Average Macro-Economic Result of the European Union Countries
by Raluca Necula & Mirela Stoian & Manea Draghici

2015 Detection of Multiple Bubbles in South African Electricity Prices
by Rangan Gupta & Roula Inglesi-Lotz

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 Nonlinear Expectation Formation in the U.S. Stock Market
by Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph

2015 Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes
by Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois

2015 Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility
by Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson

2015 Mehr Boden für die Grundsteuer: Eine Simulationsanalyse verschiedener Grundsteuermodelle
by Henger, Ralph & Schaefer, Thilo

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 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 Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?
by Koziol, Philipp & Schell, Carmen & Eckhardt, Meik

2015 Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks
by Busch, Ramona & Koziol, Philipp & Mitrovic, Marc

2015 Calculating trading book capital: Is risk separation appropriate?
by Raupach, Peter

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

2015 QML Estimation of the Spatial Weight Matrix in the MR-SAR Model
by Saruta Benjanuvatra & Peter Burridge

2015 Growing Together? Projecting Income Growth in Europe at the Regional Level
by Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer

2015 Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2015 Accounting for tax evasion profiles and tax expenditures in microsimulation modelling. The BETAMOD model for personal income taxes in Italy
by Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio

2015 The Econometrics of Networks: A Review
by Daniel Felix Ahelegbey

2015 The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30
by Xue-Zhong He & Youwei Li

2015 Testing subspace Granger causality
by Majid M. Al-Sadoon

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 Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
by Yongchen Zhao

2015 Estimating the Variance of the Predictor in Stochastic Kriging
by Kleijnen, J.P.C. & Mehdad, Ehsan

2015 Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review
by Kleijnen, J.P.C.

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 Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging
by Mehdad, Ehsan & Kleijnen, J.P.C.

2015 Validating the Assumptions of Sequential Bifurcation in Factor Screening
by Shi, W. & Kleijnen, J.P.C.

2015 Stochastic Intrinsic Kriging for Simulation Metamodelling
by Mehdad, Ehsan & Kleijnen, J.P.C.

2015 Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2015 In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André 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 On a Bootstrap Test for Forecast Evaluations
by Marian Vavra

2015 Testing for normality with applications
by Marian Vavra

2015 Collateral Damage? Micro-simulation of transaction cost shocks on the value of central bank collateral
by Rudolf Alvise Lennkh & Florian Walch

2015 Minimum Distance Estimation of Search Costs using Price Distribution
by Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma

2015 Driving Forces of CO2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector
by Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jorn Altmann

2015 Value Creation in Software Service Platforms
by Netsanet Haile & Jorn Altmann

2015 Consistent Variance of the Laplace Type Estimators: Application to DSGE Models
by Anna Kormilitsina & Denis Nekipelov

2015 Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels
by Yang Zhenlin

2015 Bias correction for fixed effects spatial panel data models
by Zhenlin Yang & Jihai Yu & Shew Fan Liu

2015 Jackknife-2 confidence regions for the ratio of two percentiles
by LI-FEI HUANG

2015 The Performance of Conditional CAPMs based on Evidence from the European Unionâ€™s (EU) Financial Stock Markets before and after the Eurozone Financial Crisis
by Serdar Neslihanoglu

2015 Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound
by Valerio Scalone

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 Inference with Correlated Clusters
by Powell, David

2015 Empirical modeling of production decisions of heterogeneous farmers with random parameter models
by Philippe Koutchade & Alain Carpentier & Fabienne Féménia

2015 Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change
by Legrand D.F. Saint-Cyr & Laurent Piet

2015 Change Detection and the Casual Impact of the Yield Curve
by Stan Hurn & Peter C B Phillips & Shuping Shi

2015 Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory
by Liudas Giraitis & Donatas Surgailis & Andrius Škarnulis

2015 Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
by Haroon Mumtaz & Konstantinos Theodoridis

2015 Common and Country Specific Economic Uncertainty
by Haroon Mumtaz & Konstantinos Theodoridis

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 Covariate-augmented unit root tests with mixed-frequency data
by Cláudia Duarte

2015 Identifying the Median Path of a Stochastic Processes
by Bell, Peter N

2015 Financial Methods: A Quantitative Approach
by Giandomenico, Rossano

2015 Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it
by Azimi, Mohammad Naim

2015 Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?
by Wijesiri, Mahinda & Yaron, Jacob & Meoli, Michele

2015 The future of the Romanian rural household from the perspective of agricultural censuses
by Bohateret, Valentin - Mihai & Bruma, Ioan Sebastian

2015 Population food security assessment – a methodological approach
by Alexandri, Cecilia

2015 Bootstrap for Value at Risk Prediction
by Meriem Rjiba, Meriem & Tsagris, Michail & Mhalla, Hedi

2015 How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models
by Abonazel, Mohamed R.

2015 A Simple Estimator for Short Panels with Common Factors
by Juodis, Arturas & Sarafidis, Vasilis

2015 Tests for sphericity in multivariate garch models
by Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos

2015 On Capturing the Spreading Dynamics over Trading Prices in the Market
by Situngkir, Hokky

2015 Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market
by Kim, Jaeho

2015 Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan
by Maulana, Ardian & Situngkir, Hokky

2015 Indonesia embraces the Data Science
by Situngkir, Hokky

2015 Decomposition of the European GDP based on Singular Spectrum Analysis
by Leon, Costas

2015 Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito
by Gambetta Podesta, Renzo

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 Monetary transmission models for bank interest rates
by Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici

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 Testing for a Structural Break in Dynamic Panel Data Models with Common Factors
by Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao

2015 On Consistency of Approximate Bayesian Computation
by David T. Frazier & Gael M. Martin & Christian P. Robert

2015 A Practical Approach to Financial Crisis Indicators Based on Random Matrices
by Antoine Kornprobst & Raphael Douady

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 Evolutionary Sequential Monte Carlo Samplers for Change-point Models
by Arnaud Dufays

2015 Comparing the Homogeneity of Income Distributions using Polarization Indices
by André-Marie Taptué

2015 Comparing the Size of the Middle Class using the Alienation Component of Polarization
by André-Marie Taptué

2015 Meta-analytic cointegrating rank tests for dependent panels
by Deniz Dilan Karaman Örsal & Antonia Arsova

2015 Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
by Konstantinos Theodoridis & Haroon Mumtaz

2015 Backtesting Value-at-Risk: A Generalized Markov Framework
by Thor Pajhede

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 Supply Analysis of the Forestry Industry
by Géraud Krähenbühl

2015 Inference for functions of partially identified parameters in moment inequality models
by Federico Bugni & Ivan A. Canay & Xiaoxia Shi

2015 Finite sample bias corrected IV estimation for weak and many instruments
by Matthew Harding & Jerry Hausman & Christopher Palmer

2015 A discrete model for bootstrap iteration
by Russell Davidson

2015 Endogenizing take-up of social assistance in a microsimulation model : a case study for Germany
by Wiemers, Jürgen

2015 Simultaneous likelihood-based bootstrap confidence sets for a large number of models
by Mayya Zhilova & & &

2015 Change point and trend analyses of annual expectile curves of tropical storms
by P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong

2015 Poverty mapping based on first order dominance with an example from Mozambique
by Arndt, Channing & Hussain, M. Azhar & Salvucci, Vincenzo & Tarp, Finn & Østerdal, Lars Peter

2015 Speeding Up Mcmc By Delayed Acceptance And Data Subsampling
by Quiroz, Matias

2015 Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator
by Quiroz, Matias & Villani, Mattias & Kohn, Robert

2015 Speeding Up Mcmc By Efficient Data Subsampling
by Quiroz, Matias & Villani, Mattias & Kohn, Robert

2015 On the Distributional Assumptions in the StoNED model
by Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre

2015 Grid and shake - Spatial aggregation and robustness of regionally estimated elasticities
by Gabor Bekes & Peter Harasztosi

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

2015 Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
by Yongchen Zhao

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 On the Forecasting of Financial Volatility Using Ultra-High Frequency Data
by António A. F. Santos

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 GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation
by Roman Horváth & Boril Sopov

2015 Mother's Time Allocation, Child Care and Child Cognitive Development
by Brilli, Ylenia

2015 Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)
by Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel

2015 Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)
by Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini

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 No evidence of financial accelerator in France
by B. CAMPAGNE & V. ALHENC-GELAS & J.-B. BERNARD

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

2015 Sparse Change-Point Time Series Models
by Dufays, A. & Rombouts, V.

2015 Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors
by Deschamps, P.

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

2015 Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects
by Andr´es Ramírez Hassan & Santiago Montoya Blandón

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 Quantifying the Impacts of Limited Supply: The Case of Nursing Homes
by Andrew Ching & Fumiko Hayashi & Hui Wang

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

2015 Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie
by Ben Jann

2015 GMM estimation of fiscal rules: Monte Carlo experiments and empirical tests
by I. Mammi

2015 Dynamic predictive density combinations for large data sets in economics and finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

2015 Statistical matching and uncertainty analysis in combining household income and expenditure data
by Pier Luigi Conti & Daniela Marella & Andrea Neri

2015 The impact of lower oil prices on energy expenditure and economic activity
by Ivan Faiella & Alessandro Mistretta

2015 Simulation of the term structure. An application for measuring the interest rate risk
by Mirta González & María Cecilia Pérez

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

2015 A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation
by Ulrich Hounyo & Rasmus T. Varneskov

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

2015 Mathematical Programming Applied To Benchmarking In Economics And Management
by Jorge Santos & Armando B Mendes & Luís Cavique & Magdalena Kapelko

2015 Measuring The Effects Of Marketing Actions: The Role Of Matching Methodologies
by Iola Pinto & Margarida GMS Cardoso

2015 Clique Communities In Social Networks
by Luís Cavique & Armando B Mendes & Jorge MA Santos

2015 Stream-Based Classification For Social Network Recommendation Systems
by Yan Zhuang & Hang Yang

2015 A Model For Optimising Earned Attention In Social Media Based On A Memetic Algorithm
by Pedro Godinho & Luiz Moutinho & Manuela Silva

2015 Metaheuristics In Logistics
by Thomas Hanne & Suash Deb & Simon Fong

2015 Data Mining Process Models: A Roadmap For Knowledge Discovery
by Armando B Mendes & Luís Cavique & Jorge MA Santos

2015 Promethee: Technical Details And Developments, And Its Role In Performance Management
by Malcolm J Beynon & Harry Barton

2015 Bayesian Prediction With Linear Dynamic Model: Principle And Application
by Yun Li & Luiz Moutinho & Kwaku K Opong & Yang Pang

2015 Growth Models
by Mladen Sokele

2015 Qualitative Comparison Analysis: An Example Analysis Of Clinical Directorates And Resource Management
by Malcolm J Beynon & Aoife McDermott & Mary A Keating

2015 Interactive Virtual Platform For Shopping Furniture Based On Unity 3d
by Yingwan Wu & Simon Fong & Suash Deb & Thomas Hanne

2015 Too Much Ado About Nothing? Fuzzy Measurement Of Job Stress For School Leaders
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2015 Non-Parametric Test With Fuzzy Data And Its Applications In The Performance Evaluation Of Customer Capital
by Yu-Lan Lee & Ming-leih Wu & Chunti Su

2015 Meta-Heuristics In Marketing
by Stephen Hurley & Luiz Moutinho

2015 The Application Of Nn To Management Problems
by Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva

2015 Artificial Neural Networks And Structural Equation Modelling: An Empirical Comparison To Evaluate Business Customer Loyalty
by Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva

2015 Statistical Model Selection
by Graeme D Hutcheson

2015 Partial Least Squares Path Modelling In Marketing And Management Research: An Annotated Application
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2015 Role Of Structural Equation Modelling In Theory Testing And Development
by Parikshat S Manhas & Ajay K Manrai & Lalita A Manrai & Ramjit

2015 A Review Of The Major Multidimensional Scaling Models For The Analysis Of Preference/Dominance Data In Marketing
by Wayne S DeSarbo & Sunghoon Kim

2015 Quantitative Modelling in Marketing and Management
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2015 Quantitative analysis of financial market infrastructures: further perspectives on financial stability
by Laine, Tatu (ed.)

2015 A Monte Carlo analysis of alternative meta-analysis estimators in the presence of publication bias
by Reed, W. Robert

2015 Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put options
by Olivares Aguayo, Héctor Alonso & Ortiz-Ramírez, Ambrosio & Bucio Pacheco, Christian

2015 Generating Covariances in multifactor CIR model
by Wojciech Szatzschneider

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

2015 Construction Of Economic Indicators Using Internet Searches
by Mioara, POPESCU

2015 Dynamic optimization of an investment portfolio on European stock markets using pair copulas
by Atskanov, Isuf

2015 Age characteristics of the happy life in Russia and Europe: The econometric approach
by Rodionova, Lilia

2015 Wealth and Labor Supply Heterogeneity
by Jose Mustre-del-Rio

2015 Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models
by Marcin Owczarczuk

2015 Common Trends and Common Cycles – Bayesian Approach
by Justyna Wróblewska

2015 Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency
by Arabinda Das

2015 Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application
by Jitka Poměnková & Roman Maršálek

2015 Estimating the Value-at-Risk from High-frequency Data
by Pavol Krasnovský

2015 Integrational Models and Forms of Inter-State Public-Private Partnership: Aspects of Financial Convergence
by Alina Kulai

2015 The role of oscillatory modes in US business cycles
by Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas

2015 Comparison of Taxes and Social Insurance Premium Burdens in Household Accounts
by Taro Ohno & Masahiko Nakazawa & Kazuaki Kikuta & Manabu Yamamoto

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

2015 Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben
by Vékás, Péter

2015 Weekend vs. Medium Stay Tourism
by Petru Balogh & Pompiliu Golea

2015 Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data
by KAMEL HELALI & MAHA KALAI

2015 Heavy-tailed modeling of CROBEX
by Danijel Grahovac & Nenad Suvak

2015 Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy
by Andrea Albarea & Michele Bernasconi & Cinzia Di Novi & Anna Marenzi & Dino Rizzi & Francesca Zantomio

2015 The Quantitative and Qualitative Evaluation of a Multi-Agent Microsimulation Model for Subway Carriage Design
by Le-le Cao & Xiao-xue Li & Fen-ni Kang & Chang Liu & Fu-chun Sun & Ramamohanarao Kotagiri

2015 Endogenizing take-up of social assistance in a microsimulation model. A case study for Germany
by Jürgen Wiemers

2015 Centrality-Based Capital Allocations
by Adrian Alter & Ben R. Craig & Peter Raupach

2015 Debt Repayment Capacity Of Local Government Sector In Poland During The 2008-2013 Economic Slowdown Period
by Krzysztof Kluza

2015 Long-term Stochastic Forecasting of the Nuclear Energy Global Market
by Vladimir Kharitonov & Uliana Kurelchuk & Sergey Masterov

2015 Model Calculations of Short-Run Forecasts of Russian Economic Time Series
by Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

2015 Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach
by Valeriu Nalban

2015 The Capital Markets Research Based on the Financial Quantitative Models
by Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA

2015 Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis
by Muhammad Irfan Malik & Atiq-ur-Rehman,

2015 Comparative numerical analysis of two stock-flow consistent post-Keynesian growth models
by Biagio Ciuffo & Eckehard Rosenbaum

2015 Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options
by Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti

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

2015 Improved inferences for spatial regression models
by Liu, Shew Fan & Yang, Zhenlin

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 Distortions, efficiency and the size distribution of firms
by Goyette, Jonathan & Gallipoli, Giovanni

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

2015 Financial incentives for kidney donation: A comparative case study using synthetic controls
by Bilgel, Fırat & Galle, Brian

2015 Which continuous-time model is most appropriate for exchange rates?
by Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J.

2015 Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes
by Gresnigt, Francine & Kole, Erik & Franses, Philip Hans

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

2015 The effect of objective formulation on retirement decision making
by Butt, Adam & Khemka, Gaurav

2015 Modelling longevity bonds: Analysing the Swiss Re Kortis bond
by Hunt, Andrew & Blake, David

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 Equilibrium option pricing: A Monte Carlo approach
by Buchner, Axel

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 On the use of panel cointegration tests in energy economics
by Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan

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 Two-step estimation of the volatility functions in diffusion models with empirical applications
by Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia

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 A new hyperbolic GARCH model
by Li, Muyi & Li, Wai Keung & Li, Guodong

2015 Sample quantile analysis for long-memory stochastic volatility models
by Ho, Hwai-Chung

2015 Robust inference in nonlinear models with mixed identification strength
by Cheng, Xu

2015 Diagnostic analysis and computational strategies for estimating discrete time duration models—A Monte Carlo study
by Li, Xianghong & Smith, Barry

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 When is it justifiable to ignore explanatory variable endogeneity in a regression model?
by Ashley, Richard A. & Parmeter, Christopher F.

2015 On the computation of LOT liquidity measure
by Zhao, Wandi & Wang, Mingjin

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 State-dependent jump risks for American gold futures option pricing
by Lian, Yu-Min & Liao, Szu-Lang & Chen, Jun-Home

2015 Shifts in volatility driven by large stock market shocks
by Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias

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 Distribucion hiperbolica generalizada: una aplicacion en la seleccion de portafolios y en cuantificacion de medidas de riesgo de mercado
by Jose Luis Alayon G.

2015 Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobre residuos de mi?nimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden
by Sebastia?n Montenegro & Julio Ce?sar Alonso

2015 Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobreresiduos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden
by Sebastián Montenegro & Julio César Alonso

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

2015 Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas
by Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

2015 Country Risk, Macroeconomic Fundamentals and Uncertainty in Latin American Economies
by Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

2015 Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models
by Fernanda Maria Muller & Fábio Mariano Bayer

2015 Search Theories and Aggregate Demand
by Annalisa Cristini & Piero Ferri & Anna Maria Variato

2015 The Study Of The Impact Of Active Measures On Labour Market By Factor Techniques
by Ph.D. Mariana BALAN

2015 A Method For Systemic Risk Estimation Based On Cds Indices
by Gabriel GAIDUCHEVICI

2015 Improving Graduates' Employability In It Field. The Case Of Accounting And Information Systems Study Program
by Luminita HURBEAN & Vasile Daniel PAVALOAIA & Doina FOTACHE

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

2015(XXV) The factors responsible with corporate reputation: A structural equation modelling approach
by Mihaela Cornelia SANDU

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 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 & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar

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 Donâ€™t Stop â€™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 Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
by Stelios D. Bekiros & Alessia Paccagnini

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 István Barra & Lennart Hoogerheide & Siem Jan Koopman & André 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 VAR(MA), what is it good for? more bad news for reduced-form estimation and inference
by Yao, Wenying & Kam, Timothy & Vahid, Farshid

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 KazÄ±m KÃ–REZ & SÃ¼leyman DÃœNDAR

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 Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
by Kaddour Hadri & Eiji Kurozumi & Yao Rao

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 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 The predictability of asset returns in the BRICS countries: a nonparametric approach
by Muteba Mwamba, John Weirstrass & Webb, Daniel

2014 New GMM Estimators for Dynamic Panel Data Models
by Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R.

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 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 Semiparametric Estimation under Shape Constraints
by Wu, Ximing & Sickles, Robin

2014 Bootstrapping Unit Root Tests with Covariates
by Chang, Yoosoon & Sickles, Robin C. & Song, Wonho

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 Blazsek, Szabolcs & Escribano, Álvaro

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 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 Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models
by Pierre Perron & Wendong Shi

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 Testing Areal Interpolation Methods With Us Census 2010 Data
by Huyen DO VAN & Christine THOMAS-AGNAN & Anne VANHEMS

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

2014 The Time-Varying Risk And Return Trade-Off In Indian Stock Markets
by ROSHNI MOHANTY & SRINIVASAN P

2014 Modelación del clima bajo un proceso estocástico de reversión a la media estacional / Modeling weather under a seasonal mean reversion stochastic process
by Téllez Gaytán, Jesús Cuauhtémoc & Serrano Acevedo, María Eugenia & Rico Arias, Jaime Ángel

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

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 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 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
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 Property Assets Fair Value Accounting Under Uncertainty
by Anastasios Tsamis & Konstantinos Liapis

2014 Cálculo de VaR a partir de simulaciones Monte Carlo de rendimientos de activos financieros, con distribuciones no paramétricas y dependientes, utilizando el Método de Iman-Conover
by Juan Sampieri Espinoza & Barbara Ruth Trejo Becerril & Luis Manuel González de Salceda Ruiz

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 Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina
by Uribe, Jorge & Fernández, Julián

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

2014 Monetary Policy Transmission Mechanism And Dynamic Factor Models
by Andreea ROSOIU

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

2013 Pobreza monetaria. Crecimiento y redistribución
by Uribe, Alejandra & Hernani-Limarino, Werner L.

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 Cascades in real interbank markets
by Karimi, Fariba & Raddant, Matthias

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 of social protection instruments. Making the case for non-contributory social transfers in Cambodia
by Mideros A. & Gassmann F. & Mohnen P.

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 Screening 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 Mismatch, Sorting and Wages Dynamics
by Jeremy Lise & Costas Meghir & Jean-Marc Robin

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 Disaggregate Analysis of Broad Money and Outlook of Key Monetary Aggregates
by Asad Jan & Mansoor Saleem & Aqeel Ahmad & Arshad Riaz

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
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2013 Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence
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2013 Selecting the W Matrix: Parametric vs. Non Parametric Approaches
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2013 Periodic autoregressive stochastic volatility
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2013 Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors
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2013 International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach
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2013 Rtadf: Testing for Bubbles with EViews
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2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
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2013 Estimating International Migration on the Base of Small Area Techniques
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2013 Discrete Rule Learning and the Bidding of the Sexes
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2013 NIG-Levy process in asset price modeling: case of Estonian companies
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2013 Overnight Index Rate: Model, Calibration, and Simulation
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2013 On bootstrap validity for specification tests with weak instruments
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2013 Stability analysis of Uzawa-Lucas endogenous growth model
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2013 Relevant States and Memory in Markov Chain Bootstrapping and Simulation
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2013 Estimation of Inefficiency using a Firm-specific Frontier Model
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2013 Easy and flexible mixture distributions
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2013 Detecting dependence between spatial processes
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2013 A Mixed Micro-Macro Approach To Statistical Disclosure Control For Macrodata
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2013 Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi
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2013 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem
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2013 Sequential Monte Carlo Sampling for DSGE Models
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2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
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2013 Career Progression, Economic Downturns, and Skills
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2013 Mismatch, Sorting and Wage Dynamics
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2013 On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
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2013 Investment Frictions and the Aggregate Output Loss in China
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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 tests 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
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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
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2013 A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics
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2013 A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
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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
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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?
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2013 Through the Looking Glass: Indirect Inference via Simple Equilibria
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2013 On Uniform Inference in Nonlinear Models with Endogeneity
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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 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 Lee, Dae-Jin & Montero, José María & Durbán, María & Mínguez, Román

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 Contagion in the interbank network : An epidemiological approach
by Toivanen, Mervi

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 Prediction of the Prefectural Economy in Japan Using a Stochastic Model
by Sakamoto, Hiroshi

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

2013 A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method
by Asger Lunde & Anne Floor Brix & Wei Wei

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 Disminución del riesgo electoral mediante un algoritmo híbrido
by Rincón García, Eric Alfredo & Magno Rico, Luis Fernando

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 Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria
by Lemus Polanía, Diego Fernando & Castaño Vélez, Elkin Argemiro

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

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

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

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 Passive investment strategies and financial bubbles
by Fischer, Thomas

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 Monte Carlo likelihood inference in multivariate model-based geostatistics
by Marco Minozzo & Clarissa Ferrari

2012 Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes
by Marco Minozzo & Silvia Centanni

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 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 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 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 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 tests for conditional independence using conditional distributions
by Taamouti, Abderrahim & Bouezmarni, Taoufik

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

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

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 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 Chen, Xi & Funke, Michael

2012 The determinants of vulnerability to the global financial crisis 2008 to 2009 : Credit growth and other sources of risk
by Feldkircher, Martin

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

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 Pojištění jako nástroj řízení operačního rizika - případová studie
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 The Empirical Investigation on The Relationship of Foreign Trade, Institutions and Economic Performance of The ASEAN Nations
by KHIM Samitt

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 Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach
by Sungro Lee, Chang Sik Kim, In-Moo Kim & Chang Sik Kim & In-Moo Kim

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

2012 Una propuesta para medir dinámica y coherentemente el riesgo operacional
by Martínez-Sánchez, José Francisco. & Venegas-Martínez, Francisco.

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 AnÃbal 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 Evaluating Asset Pricing Models in a Simulated Multifactor Approach
by Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone

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 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 The Phantom Menace of Omitted Variables – A Comment
by Ritter, Nolan & Vance, Colin

2011 The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
by Dannenberg, Henry

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

2011 News reaction in financial markets within a behavioral finance model with heterogeneous agents
by Fischer, Thomas

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 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 HÃ¤rdle & 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 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 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 Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
by Donald W. K. Andrews & Xu Cheng

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 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 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 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 Is there a Superior Distance Function for Matching in Small Samples?
by Dettmann, Eva & Becker, Claudia & Schmeißer, Christian

2010 Testing for Structural Breaks at Unknown Time: A Steeplechase
by El-Shagi, Makram & Giesen, Sebastian

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 A Monte Carlo study of old and new frontier methods for efficiency measurement
by Krüger, Jens

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
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2010 Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables
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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
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2010 Building Loss Models
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2010 Models for Heavy-tailed Asset Returns
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2010 How Robust is the R&D – Productivity relationship? Evidence from OECD Countries
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2010 Latent Variables and Propensity Score Matching
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2010 Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks
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2010 A dynamic copula approach to recovering the index implied volatility skew
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2010 Testing for covariate balance using quantile regression and resampling methods
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2010 Mathematical Properties of a Combined Cournot-Stackelberg model
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2010 New properties of the Cournot duopoly with isoelastic demand and constant unit costs
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2010 Experiencing simulated outcomes
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2010 Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options
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2010 A Non-Parametric Microsimulation Approach to Assess Changes in Inequality and Poverty
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2010 Un modelo estructural pequeño para la economía uruguaya
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2010 Estimación de los Flujos de Transporte de Mercancías Interregionales Trimestrales mediante Técnicas de Interpolación Temporal
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2010 Measuring industrial agglomeration with inhomogeneous K-function: the case of ICT firms in Milan (Italy)
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2010 Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling
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2010 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
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2010 Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis
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2010 A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
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2010 Efficient Bayesian Estimation and Combination of GARCH-Type Models
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2010 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
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2010 Some Exact Tests for Manifest Properties of Latent Trait Models
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2010 Cost and Benefit of the SLA Mapping Approach for Defining Standardized Goods in Cloud Computing Markets
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2010 Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software
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2010 Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods
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2010 The Impact of the Subgroup Structure on the Evolution of Networks: An Economic Model of Network Evolution
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2010 Agent-based Simulation of Cooperative Innovation
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2010 Error Recovery for SLA-Based Workflows within the Business Grid
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2010 Capacity Planning in Economic Grid Markets
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2010 The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services
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2010 Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time
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2010 Kernel smoothing end of sample instability tests P values
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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
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2010 The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'
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2010 Estimating Nonlinear DSGE Models by the Simulated Method of Moments
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2010 Chow-Lin Methods in Spatial Mixed Models
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2010 VIX Dynamics with Stochastic Volatility of Volatility
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2010 Stochastic Volatility Jump-Diffusions for Equity Index Dynamics
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2010 Trends in the French commercial farm population
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2010 Critical Values for Cointegration Tests
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2010 The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
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2010 К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
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2010 Bootstrapping realized multivariate volatility measures
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2010 Confidence sets for some partially identified parameters
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2010 Estimating the risk-adjusted capital is an affair in the tails
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2010 Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis
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2010 Subset hypotheses testing and instrument exclusion in the linear IV regression
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2010 A Bayesian Model of Sample Selection with a Discrete Outcome Variable
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2010 Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest
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2010 Credit risk tools: an overview
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2010 Attendance of ice hockey matches in the Czech Extraliga
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2010 A comprehensive literature classification of simulation optimisation methods
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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
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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
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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 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 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 & RafaÅ‚ Weron

2010 Building Loss Models
by Krzysztof Burnecki & Joanna Janczura & RafaÅ‚ Weron &

2010 Modeling Asset Prices
by James E. Gentle & Wolfgang Karl HÃ¤rdle

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 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 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 Testing conditional monotonicity in the absence of smoothness
by Escanciano, Juan Carlos & Delgado, Miguel A.

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 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
by Jeroen V.K. Rombouts & Lars Stentoft

2010 Non-linear DSGE Models and The Optimized Particle Filter
by Martin M. Andreasen

2010 ¿Escuela pública o concertada? Una comparación mediante un índice de Malmquist educativo
by Eva Crespo Cebada & Francisco Pedraja Chaparro & Daniel Santin Gonzalez

2010 Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
by Demary, Markus

2010 A Simulation Framework to Study Policy Formulation and Evaluation of Economic Viability and Sustainability of Small and Marginal Farmers
by Usha Sridhar & Sridhar Mandyam

2010 An Empirical Study of Exposure at Default
by Michael Jacobs, Jr.

2010 Profit Sharing and Employment Stability
by Lutz Bellmann & Iris Möller

2010 Dynamiczna analiza finansowa w zakladzie ubezpieczen - koncepcja, przebieg i zastosowanie
by Joanna Wartini

2010 Forecasting Romanian GDP Using a BVAR Model
by Caraiani, Petre

2010 Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes
by Balan, Mariana

2010 On Generalized Pareto Distributions
by Mierlus Mazilu, I.

2010 The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization
by BĂLAN, Mariana & VASILE, Emilia

2010 A Smooth Transition GARCH-M Model
by Tsatsura, Oleg

2010 Bayesian Methods for Completing Data in Spatial Models
by Wolfang Polasek & Carlos Llano & Richard Sellner

2010 On the Relevance of the Bayesian Approach to Statistics
by Christian P. Robert

2010 Trends in the French commercial farm population
by Madior Fall & Laurent Piet & Muriel Roger

2010 Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto
by Eddy Lizarazu Alanez & Jose A. Villasenor Alva

2010 Information Society - Sustainable Development Premise In A Competitive Economy
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 Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective
by Guillermo Benavides

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 ¿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 Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?
by Mitze, Timo

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 Dannenberg, Henry

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
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2009 Breeding Ones' Own Subprime Crisis
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2009 A survey of sequential Monte Carlo methods for economics and finance
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2009 Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
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2009 How Do Shocks to Non-Cognitive Skills Affect Test Scores?
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2009 A house price index defined in the potential outcomes framework
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2009 Do institutional changes affect business cycles? Evidence from Europe
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2009 Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach
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2009 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
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2009 Desigualdad salarial en uruguay, 1981-207
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2009 Cambios en la estructura salarial en Uruguay, 1986-2007: Un análisis mediante regresiones cuantílicas
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2009 Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis
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2009 Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space
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2009 The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach
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2009 Majority, proportionality, governability and factions
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2009 A preliminary simulative assessment of disproportionality indices
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2009 Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors
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2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
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2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
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2009 Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry
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2009 Simulating WTP Values from Random-Coefficient Models
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2009 Using SLA Mapping to Increase Market Liquidity
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2009 Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
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2009 Dating the Timeline of Financial Bubbles During the Subprime Crisis
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2009 Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
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2009 Dating the Timeline of Financial Bubbles During the Subprime Crisis
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2009 Asymptotics and Bootstrap for Transformed Panel Data Regressions
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2009 Merger Simulation in Competition Policy: A Survey
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2009 ADL tests for threshold cointegration
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2009 Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?
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2009 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
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2009 Using Backward Means to Eliminate Individual Effects from Dynamic Panels
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2009 The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis
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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
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2009 Paikkatietojen yhteiskäyttö ja jakeluperiaatteet - Hinnoitteluperiaatteiden analyysi ja kansantaloudellisten vaikutusten simulointi
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2009 Spatial Aspects of Forest Management and Non-Timber Forest Product Extraction in Tanzania
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2009 Exact Moment Simulation using Random Orthogonal Matrices
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2009 Parameterstabilität in hedonischen Bodenpreismodellen
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2009 A Comparative Study for Estimation Parameters in Panel Data Model
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2009 Bandwidth selection for continuous-time Markov processes
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2009 Partial identification of the distribution of treatment effects and its confidence sets
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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
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2009 Stationarity of time series and the problem of spurious regression
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2009 Consecutive k-within-m-out-of-n:F system with exchangeable components
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2009 Production Efficiency versus Ownership: The Case of China
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2009 Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
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2009 Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS
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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
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2009 Goodness of fit in optimizing consumer's model
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2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
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2009 Factor models and the credit risk of a loan portfolio
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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
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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
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2009 Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation
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2009 A Note of Growth and Inequality in Peru, 2003-2008
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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
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2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach
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2009 Homogenous Agent Wage-Posting Model with Wage Dispersion
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2009 A fundamental power price model with oligopolistic competition representation
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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
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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
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2009 Bootstrap prediction intervals for threshold autoregressive models
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2009 Predictability of Equity Models
by Valls Pereira, Pedro L. & Chicaroli, Rodrigo

2009 Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
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2009 How to find plausible, severe, and useful stress scenarios
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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 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 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 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 Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition
by Azam, Mehtabul

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 Ã–rsal

2009 Localized Realized Volatility Modelling
by Ying Chen & Wolfgang HÃ¤rdle & 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 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 Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs ?
by Bart COCKX & Matteo PICCHIO

2009 Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors
by Escribano, Álvaro & Blazsek, Szabolcs

2009 Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys
by Pena, Jorge & Escribano, Álvaro

2009 A nonparametric copula based test for conditional independence with applications to granger causality
by Taamouti, Abderrahim & Rombouts, Jeroen V. K. & Bouezmarni, Taoufik

2009 Behavioral Heterogeneity in the Option Market
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels

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
by Anna Staszewska-Bystrova

2009 Diseño y análisis de escenarios a partir de la caracterización de las cadenas productivas mediante modelos de redes
by Juan Carlos Vergara Schmalbach & Julio Amézquita López & Francisco Javier Maza Ávila

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
by Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel Piraquive

2009 Una aproximación al problema de optimalidad y eficiencia en el sector eléctrico colombiano
by Miguel Andrés Espinosa Farfán

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
by Alexander Ebertz

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
by Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed

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 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

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

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 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 Stochastic behavioral asset pricing models and the stylized facts
by Lux, Thomas

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 André 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 An overview on various ways of bootstrap methods
by Liew, Venus Khim-Sen

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 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 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
by Nikolaus Hautsch & Yangguoyi Ou

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
by Viktor Winschel & Markus Krätzig

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 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 Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
by Arteche González, Jesús María & Orbe Lizundia, Jesús María

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 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 Taamouti, Abderrahim & Dufour, Jean-Marie

2008 Measuring causality between volatility and returns with high-frequency data
by Taamouti, Abderrahim & García, René & Dufour, Jean-Marie

2008 Short and long run causality measures: theory and inference
by Taamouti, Abderrahim & Dufour, Jean-Marie

2008 Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects
by Stute, Winfried & Serrano, P. & Moreno, M.

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 Macro-model-based stress testing of Basel II requirements
by Jokivuolle, Esa & Virolainen, Kimmo & Vähämaa, Oskari

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 Schätzunsicherheit oder Korrelation, Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?
by Dannenberg, Henry

2007 Explaining the low labor productivity in East Germany: a spatial analysis
by Izem, Rima & Fuchs-Schündeln, Nicola

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 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 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 & André 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 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 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 An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups
by Hugo R. Ñopo

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 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 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 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 The effect of realised volatility on stock returns risk estimates
by Veiga, Helena & Grané, Aurea

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 Cash flow at risk: different estimation methods tested in the Brazilian steel industry
by Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbet & Danilo Soares de Medeiros

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 AutÃ²noma 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 Improved Nonparametric Confidence Intervals in Time Series Regressions
by Joseph P. Romano & Michael Wolf

2006 A Note on Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model
by Tauchmann, Harald

2006 Empirical risk analysis of pension insurance: the case of Germany
by Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang

2006 Measuring business sector concentration by an infection model
by Düllmann, Klaus

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 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 & René 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 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 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 Oportunidades de desarrollo económico en el posconflicto: propuesta de política
by Ana María Ibáñez L. & Christian Jaramillo H.

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 Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation
by Marcos Roberto Gois de Oliveira & Charles Ulises de Montreuil Carmona & José Lamartine Távora Junior

2006 Application of Compound Options in the Evaluation of American Puts
by José Ferreira Marinho Junior & Mauro Antonio Rincon

2006 A Critical Approach To The Demographic Policy
by Carmen Radu

2005 Unit Roots and Cointegration in Panels
by Jörg Breitung & M. Hashem Pesaran

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. Dâ€™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 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 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 Structural Change and the Order of Integration in Univariate Time Series
by Luis Alberiko Gil-Alana

2005 Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf
by Luis Alberiko Gil-Alana

2005 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

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 & André Lucas & André Monteiro

2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
by Siem Jan Koopman & André 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 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 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 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 poblacio?n: una comparacio?n de metodologi?as mediante simulaciones de Monte Carlo
by Christian Jaramillo H. & Ana María Ibáñez

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 Equilibrium exchange rates in Central and Eastern Europe : A meta-regression analysis
by Égert, Balázs & Halpern, László

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 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 ConceiÃ§Ã£o 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. Bjørnstad & 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 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 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 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 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 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 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 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 An Endogeneity-Corrected Bootstrap Test On Instrument Relevance In Instrumental Variables Estimation
by Jinook Jeong

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 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 Statistical indicator system for forestry and forest exploitation
by Seceleanu, Ioan & Carcea, Filimon & Badea, Ovidiu & Giurgiu, Victor & Ionascu, Gheorghita & Stefan, Bruno

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 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 Argentina's Distributional Failure: The Role of Integration and Public Policy
by Leonardo Gasparini

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. & András, 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 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 Macro stress testing with a macroeconomic credit risk model for Finland
by Virolainen, Kimmo

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 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 Determinantes del nivel de pensiones en el Sistema Privado de Pensiones
by Olivera, Javier

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 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 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 Education, Family Background and Racial Earnings Inequality in Brazil
by Omar Arias & Gustavo Yamada & Luis Tejerina

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 Mean Group Tests for Stationarity in Heterogeneous Panels
by Yongcheol Shin & Andy Snell

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 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 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 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 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 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 Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung
by Meier, Carsten-Patrick

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 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 Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors
by Yongcheol Shin & Andy Snell

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 Benchmark priors for Bayesian model averaging
by Carmen Fernandez & Eduardo Ley & Mark F J Steel

1998 Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs
by Crawford, Gregory S. & Shum, Matthew

1998 Fractional cointegrating regressions in the presence of linear time trends
by Marmol, Francesc & Hassler, Uwe

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 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 The transmission of knowledge spillovers and its impact on regional economic growth
by Dohse, Dirk

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 An Alternative to the BDS Test: Integration Across the Correlation Integral
by Kocenda, Evzen

1996 Inflation Convergence Within the European Union: A Panel Data Analysis
by Kocenda, Evzen & Papell, David

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

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

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
by Marina Resta & Davide Sciutti

Income Tax Evasion Dynamics: Evidence from an Agent-based Econophysics Model
by Michael Pickhardt & Goetz Seibold

A few can do – Ethical behavior and the provision of public goods in an agent-based model
by Michael Pickhardt

Risk attitude in real decision proBLEMs
by Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti

Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach
by Silvestro DI SANZO & Alicia PEREZ-ALONSO

Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)
by Harald Oberhofer & Michael Pfaffermayr

Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology
by Lucas FIEVET & Zalàn FORRO & Peter CAUWELS & Didier SORNETTE

Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much
by Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER

Investment strategies used as spectroscopy of financial markets reveal new stylized facts
by Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE

Robust Resampling Methods for Time Series
by Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI

Frailty Correlated Default
by Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA

Anomalous Returns in a Neural Network Equity-Ranking Predictor
by J.B. Satinover & D. Sornette

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

Indirect Likelihood Inference
by Michael Creel & Dennis Kristensen

Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701
by Robinson Kruse

Why Are Savings Accounts Perceived as Risky Bank Products?
by Hana Džmuráňová & Petr Teplý

Economic Simulations in Swarm: Agent-Based Modelling and Object Oriented Programming - By Benedikt Stefansson and Francesco Luna: A Review and Some Comments about Agent Based Modeling
by Pietro Terna

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