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

Top JEL

/ C: Mathematical and Quantitative Methods

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

/ / /

**C15: Statistical Simulation Methods: General**

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

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

Most recent items first, undated at the end.

**A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion**

*by*Hiroyuki Watanabe

**Machine learning to improve experimental design**

*by*Aufenanger, Tobias

**Estimation of agent-based models using sequential Monte Carlo methods**

*by*Lux, Thomas

**M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements**

*by*Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf

**Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities**

*by*M. Hashem Pesaran & Takashi Yamagata

**Simulation error in maximum likelihood estimation of discrete choice models**

*by*Mikołaj Czajkowski & Wiktor Budziński

**Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant**

*by*Ryan T. Godwin & David E. Giles

**Joining the Incompatible: Exploiting Floristic Lists for the Sample-based Estimation of Species Richness**

*by*Alessandro Chiarucci & Rosa Maria Di Biase & Lorenzo Fattorini & Marzia Marcheselli & Caterina Pisani

**Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching**

*by*Habiyaremye, Alexis

**Inference for Impulse Responses under Model Uncertainty**

*by*Lieb, Lenard & Smeekes, Stephan

**Theory and Application of an Economic Performance Measure of Risk**

*by*Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer

**Simulation Optimization through Regression or Kriging Metamodels**

*by*Kleijnen, J.P.C.

**Design and Analysis of simulation experiments : Tutorial**

*by*Kleijnen, J.P.C.

**Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)**

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

**Sequential Probability Ration Tests : Conservative and Robust**

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

**Kriging : Methods and Applications**

*by*Kleijnen, J.P.C.

**Theory and Application of an Economic Performance Measure of Risk**

*by*Cuizhen Niu & Xu Guo & Michael McAleer & Wing-Keung Wong

**Agent-Based Model Calibration using Machine Learning Surrogates**

*by*Francesco Lamperti & Andrea Roventini & Amir Sani

**Evaluating Investments in Portability and Interoperability between Software Service Platforms**

*by*Netsanet Haile & Jörn Altmann

**Stata programming of confidence regions for the ratio of two percentiles**

*by*Li-Fei Huang

**A new semiparametric approach for mediation analyses**

*by*Gloria Gheno

**An Econometric Method for Estimating Population Parameters from Non-Random Samples: An Application to Clinical Case Finding**

*by*Rulof P. Burger & PhD & ZoÃ« M. McLaren & PhD

**Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model**

*by*Xiao, Weilin & Yu, Jun

**Leveraging the Benefits of Integrating and Interacting Electric Vehicles and Distributed Energy Resources**

*by*Paschmann, Martin

**Pitfalls when Estimating Treatment Effects Using Clustered Data**

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

**Bootstrap and Asymptotic Inference with Multiway Clustering**

*by*James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb

**Validity of Wild Bootstrap Inference with Clustered Errors**

*by*Antoine Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen

**The Wild Bootstrap for Few (Treated) Clusters**

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

**Testing for Bubbles in Stock Markets with Irregular Dividend Distribution**

*by*Caspi, Itamar & Graham, Meital

**Model Averaging and its Use in Economics**

*by*Steel, Mark F. J.

**Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts**

*by*Bisio, Laura & Moauro, Filippo

**Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk**

*by*Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A.

**New Bid-Ask Spread Estimators from Daily High and Low Prices**

*by*Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel

**Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma**

*by*Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T.

**An Entropy-Constrained Model of Induced Technical Change with a Single Innovation Possibility Frontier**

*by*Jangho Yang

**Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting**

*by*Siem Koopman & André Lucas & Marcin Zamojski

**Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors**

*by*Élise, COUDIN & Jean-Marie DUFOUR

**Bayesian Inference for a 1-Factor Copula Model**

*by*Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos

**Bayesian estimation based on summary statistics: Double asymptotics and practice**

*by*Tingting Cheng & Jiti Gao & Peter CB Phillips

**Impact of multimodality of distributions on VaR and ES calculations**

*by*Dominique Guegan & Bertrand Hassani & Kehan Li

**The contribution of jumps to forecasting the density of returns**

*by*Christophe Chorro & Florian Ielpo & Benoît Sévi

**Divide, Allocate et Impera: Comparing Allocation Strategies via Simulation**

*by*Paola CHIODINI & Giancarlo MANZI & Bianca Maria MARTELLI & Flavio VERRECCHIA

**Identification-robust moment-based tests for Markov-switching in autoregressive models**

*by*Jean-Marie Dufour & Richard Luger

**The Global Role of the U.S. Economy: Linkages, Policies and Spillovers**

*by*M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker

**Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses**

*by*Igari Ryosuke & Takahiro Hoshino

**Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data**

*by*Takahiro Hoshino & Ryosuke Igari

**Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities**

*by*Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina

**Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood**

*by*Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis

**The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data**

*by*Benedetta Frassi & Fabio Pammolli & Luca Regis

**Confidence Sets for the Date of a Mean Shift at the End of a Sample**

*by*KUROZUMI, Eiji

**Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models**

*by*Buncic, Daniel

**On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions**

*by*Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor

**Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions**

*by*Bodnar, Taras & Mazur, Stepan & Parolya, Nestor

**Mother’s Time Allocation, Child Care and Child Cognitive Development**

*by*Brilli, Ylenia

**Ein stochastisches Prognosemodell internationaler Migration in Deutschland**

*by*Vanella, Patrizio & Deschermeier, Philipp

**Changes in Persistence in Outlier Contaminated Time Series**

*by*Hirsch, Tristan & Rinke, Saskia

**Measuring Transaction Costs in the Absence of Timestamps**

*by*Filip Zikes

**A Likelihood-Based Comparison of Macro Asset Pricing Models**

*by*Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler

**Agent-based model calibration using machine learning surrogates**

*by*Frencesco Lamperti & Andrea Roventini & Amir Sani

**Theory and Application of an Economic Performance Measure of Risk**

*by*Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.K.

**Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR**

*by*Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard

**The global role of the US economy: Linkages, policies and spillovers**

*by*M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker

**Pitfall in labour market flows modeling: a Reappraisal**

*by*Maurizio Baussola & Camilla Ferretti & Chiara Mussida

**Identification and Estimation in Non-Fundamental Structural VARMA Models**

*by*Christian Gouriéroux & Alain Monfort & Jean-Paul Renne

**The Global Role of the U.S. Economy: Linkages, Policies and Spillovers**

*by*Kose, Ayhan & Lakatos, Csilla & Ohnsorge, Franziska & Stocker, Marc

**Least squares estimation for GARCH (1,1) model with heavy tailed errors**

*by*PREMINGER Arie & STORTI Giuseppe

**Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors**

*by*Elise Coudin & Jean-Marie Dufour

**Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities**

*by*M. Hashem Pesaran & Takashi Yamagata

**Bootstrap Methods for Inference in the Parks Model**

*by*Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed

**Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?**

*by*Nazila Alinaghi & W. Robert Reed

**A goodness-of-fit test for Generalized Error Distribution**

*by*Daniele Coin

**BIMic: the Bank of Italy microsimulation model for the Italian tax and benefit system**

*by*Nicola Curci & Marco Savegnago & Marika Cioffi

**Causes and Effects of Negative Definite Covariance Matrices in Swamy Type Random Coefficient Models**

*by*Andrea Nocera

**Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**The adaptiveness in stock markets: testing the stylized facts in the DAX 30**

*by*Xue-Zhong He & Youwei Li

**Assessing the economic effects of server launches in free-to-play MMO games**

*by*Sebastian Voigt & Oliver Hinz

**Multilevel Monte Carlo for exponential Lévy models**

*by*Michael B. Giles & Yuan Xia

**Risk assessment of the local government sector based on the ratio analysis and the DEA method. Evidence from Poland**

*by*Krzysztof Kluza

**A generalization to QUAIDS**

*by*Arman Bidarbakht Nia

**Genetic algorithm versus classical methods in sparse index tracking**

*by*Margherita Giuzio

**Financial Instability and Inequality Dynamics in the WAEMU**

*by*Thierno Thioune

**Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation**

*by*Osabuohien-Irabor Osarumwense & Julian I. Mbegbu

**The Future of Facilities Management in Lithuania**

*by*Willem Karel M. BRAUERS & Edmundas Kazimieras ZAVADSKAS & Natalija LEPKOVA

**Analyzing the Concentration of Overnight Stays in Constanta City, over the Period 2010-2016**

*by*JugÄƒnaru Mariana & JugÄƒnaru Ion DÄƒnut & Aivaz Kamer Ainur

**Analyzing Seasonality and Forecasting the Number of Touristsâ€™ Overnight Stays in Constanta Municipality**

*by*Aivaz Kamer Ainur & JugÄƒnaru Mariana & JugÄƒnaru Ion DÄƒnut

**What Are the Best Liquidity Proxies for Global Research?**

*by*Kingsley Y. L. Fong & Craig W. Holden & Charles A. Trzcinka

**Updating poverty estimates in the absence of regular and comparable consumption data: methods and illustration with reference to a middle-income country**

*by*Hai-Anh H. Dang & Peter F. Lanjouw & Umar Serajuddin

**Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models**

*by*P. Gagliardini & E. Ghysels & M. Rubin

**Short-, medium- and long-run performance persistence of investment funds in Poland**

*by*Stanisław Urbański

**Proyección de mortalidad en España mediante mixturas de modelos y análisis del impacto económico del riesgo de longevidad /Mortality Projection in Spain through Mixtures of Models and Analysis of the Economic Impact of Longevity Risk**

*by*BENCHIMOL, ANDRÉS

**18. International symposium on econometrics operation research and statistics**

*by*Mehmet BÖLÜKBAÞ

**Instytucionalistics**

*by*Aleksandr Viktor CHERNOVALOV & Pavel Viktor CHERNOVALOV

**Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level**

*by*Alfred A. Haug & Vincent C. Blackburn

**Who benefits from job placement services? A two-sided analysis**

*by*German Blanco

**Sectoral scope and colocalisation of Spanish manufacturing industries**

*by*Marta R. Casanova & Vicente Orts & José M. Albert

**A divide-and-conquer method for space–time series prediction**

*by*Min Deng & Wentao Yang & Qiliang Liu & Yunfei Zhang

**Tukey’s transformational ladder for portfolio management**

*by*Philip A. Ernst & James R. Thompson & Yinsen Miao

**A Practical, Accurate, Information Criterion for Nth Order Markov Processes**

*by*Sylvain Barde

**Robust Monte Carlo Method for R&D Real Options Valuation**

*by*Marta Biancardi & Giovanni Villani

**A Toolkit for Value Function Iteration**

*by*Robert Kirkby

**Microsimulations of Demographic Changes in England and Wales Under Different EU Referendum Scenarios**

*by*Agnieszka M. Werpachowska & Roman Werpachowski

**Inequality and Household Size: A Microsimulation for Uruguay**

*by*Veronica Amarante

**Microreg: A Traditional Tax-Benefit Microsimulation Model Extended To Indirect Taxes And In Kind Transfers**

*by*M Luisa Maitino & Letizia Ravagli & Nicola Sciclone

**Regressivity-Reducing VAT Reforms**

*by*Francesca Gastaldi & Paolo Liberati & Elena Pisano & Simone Tedeschi

**The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)**

*by*Sonia Benito Muela & Carmen López-Martín & Mª Ángeles Navarro

**Economic Contagion Under Uncertainty: Cge With A Monte Carlo Experiment**

*by*Hiroshi SAKAMOTO

**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

**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

**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

**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

**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

**Does gold Liquidity learn from the greenback or the equity?**

*by*Smimou, K.

**Hierarchy, cluster, and time-stable information structure of correlations between international financial markets**

*by*Cai, Yumei & Cui, Xiaomei & Huang, Qianyun & Sun, Jianqiang

**Energy consumption and economic growth: An empirical study of the electricity consumption in Saudi Arabia**

*by*Mezghani, Imed & Ben Haddad, Hedi

**Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach**

*by*Teye, Alfred Larm & Ahelegbey, Daniel Felix

**Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach**

*by*Teye, Alfred Larm & Ahelegbey, Daniel Felix

**A new statistic to capture the level dependence in stock price volatility**

*by*Padmakumari, Lakshmi & S., Maheswaran

**The role of jumps and leverage in forecasting volatility in international equity markets**

*by*Buncic, Daniel & Gisler, Katja I.M.

**An approximate multi-period Vasicek credit risk model**

*by*García-Céspedes, Rubén & Moreno, Manuel

**Evaluation of credit value adjustment in K-forward**

*by*Hao, Xuemiao & Liang, Chunli & Wei, Linghua

**Common and country specific economic uncertainty**

*by*Mumtaz, Haroon & Theodoridis, Konstantinos

**Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?**

*by*Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco

**Implementing and testing the Maximum Drawdown at Risk**

*by*Mendes, Beatriz Vaz de Melo & Lavrado, Rafael Coelho

**Equity premium estimates from economic fundamentals under structural breaks**

*by*Smith, Simon C.

**Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data**

*by*Degiannakis, Stavros & Potamia, Artemis

**FX technical trading rules can be profitable sometimes!**

*by*Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry

**Effects of common factors on stock correlation networks and portfolio diversification**

*by*Eom, Cheoljun & Park, Jong Won

**Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost**

*by*Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J.

**Resource rents distribution, income inequality and poverty in Iran**

*by*Farzanegan, Mohammad Reza & Habibpour, Mohammad Mahdi

**Bayesian calibration and number of jump components in electricity spot price models**

*by*Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan

**Wind power feasibility analysis under uncertainty in the Brazilian electricity market**

*by*Aquila, Giancarlo & Rotela Junior, Paulo & de Oliveira Pamplona, Edson & de Queiroz, Anderson Rodrigo

**Modeling net energy balance of ethanol production from native warm season grasses**

*by*Illukpitiya, Prabodh & Reddy, K.C. & Bansal, Ankit

**Meta-analytic cointegrating rank tests for dependent panels**

*by*Karaman Örsal, Deniz Dilan & Arsova, Antonia

**The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation**

*by*Kiviet, Jan F. & Pleus, Milan

**A discrete model for bootstrap iteration**

*by*Davidson, Russell

**Testing for prospect and Markowitz stochastic dominance efficiency**

*by*Arvanitis, Stelios & Topaloglou, Nikolas

**Higher-order properties of approximate estimators**

*by*Kristensen, Dennis & Salanié, Bernard

**A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation**

*by*Hounyo, Ulrich & Varneskov, Rasmus T.

**Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading**

*by*Hounyo, Ulrich

**Tests for conditional ellipticity in multivariate GARCH models**

*by*Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G.

**Inference based on many conditional moment inequalities**

*by*Andrews, Donald W.K. & Shi, Xiaoxia

**The cause of an integral correction mechanism of the real exchange rate**

*by*Jiang, Shifu

**Robust heteroskedasticity-robust tests**

*by*Richard, Patrick

**Behavior of the standard Dickey–Fuller test when there is a Fourier-form break under the null hypothesis**

*by*Yang, Lixiong & Lee, Chingnun & Su, Jen-Je

**The time-varying GARCH-in-mean model**

*by*Dias, Gustavo Fruet

**Panel kink regression with an unknown threshold**

*by*Zhang, Yonghui & Zhou, Qiankun & Jiang, Li

**On bootstrap validity for specification testing with many weak instruments**

*by*Kaffo, Maximilien & Wang, Wenjie

**Nonlinear error correction based cointegration test in panel data**

*by*Omay, Tolga & Emirmahmutoglu, Furkan & Denaux, Zulal S.

**Evaluating the size of the bootstrap method for fund performance evaluation**

*by*Cheng, Tingting & Yan, Cheng

**On weak identification in structural VARMA models**

*by*Yao, Wenying & Kam, Timothy & Vahid, Farshid

**The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation**

*by*Dimitrakopoulos, Stefanos

**Is MORE LESS? The role of data augmentation in testing for structural breaks**

*by*Rao, Yao & McCabe, Brendan

**Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target**

*by*Dimitrakopoulos, Stefanos & Dey, Dipak K.

**Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility**

*by*Dimitrakopoulos, Stefanos

**Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies**

*by*Hu, Yang & Oxley, Les

**Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests**

*by*Jiang, Yonghong & Nie, He & Monginsidi, Joe Yohanes

**Bayesian estimation of agent-based models**

*by*Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike

**Misspecification in event studies**

*by*Marks, Joseph M. & Musumeci, Jim

**Re-examining foreign direct investment, exports, and economic growth in asian economies using a bootstrap ARDL test for cointegration**

*by*Goh, Soo Khoon & Sam, Chung Yan & McNown, Robert

**Desigualdad persistente. Un ejercicio con datos de Argentina (1993-2015)**

*by*Jorge A. Paz

**On the estimation of regime-switching Lévy models**

*by*Chevallier Julien & Goutte Stéphane

**Options Evaluation Using Monte Carlo Simulation**

*by*BRATIAN Vasile

**A Hybrid Multi-Criteria Analysis Approach for the Assessment of Renewable Energy Resources Under Uncertainty**

*by*Fatih Tüysüz

**Provisions for claims outstanding, incurred but not reported, with generalized linear models: prediction error formulated according to calendar year**

*by*Boj del Val, Eva & Costa Cor, Teresa

**Challenges of Missing Data in Analyses of Aid Activity: The Case of US Aid Activity**

*by*Udvari, Beáta & Dávid Kiss, Gábor & Pontet, Julianna

**Simulation Decomposition: New Approach For Better Simulation Analysis Of Multi-Variable Investment Projects**

*by*M. Kozlova & M. Collan & P. Luukka

**Differences in welfare take-up between immigrants and natives**

*by*Bruckmeier, Kerstin & Wiemers, Jürgen

**A panel cointegration rank test with structural breaks and cross-sectional dependence**

*by*Karaman Örsal, Deniz Dilan & Arsova, Antonia

**Confidence Intervals for Projections of Partially Identified Parameters**

*by*Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca

**On the applicability of maximum likelihood methods: From experimental to financial data**

*by*Jakusch, Sven Thorsten

**中国地方政府性债务风险与国债定价--基于城投债利差与国债收益率的分析**

*by*牛霖琳 & 洪智武 & 陈国进

**Multilateral mechanism analysis of interprovincial migration flows in China**

*by*Yingxia Pu & Ying Ge

**Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices**

*by*Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

**Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?**

*by*Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

**Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study**

*by*Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

**Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries**

*by*Yang Hu & Les Oxley

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

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

**The time-series linkages between US fiscal policy and asset prices**

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

**A Hausman Specification Test of Conditional Moment Restrictions**

*by*Lavergne, Pascal & Nguimkeu, Pierre

**Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

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

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

**Estimating a Falsified Model**

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

**Testing for Symmetry in Weakly Dependent Time Series**

*by*Luke Hartigan

**Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties**

*by*Luke Hartigan

**How Strategic Networking Impacts the Networking Outcome: A Complex Adaptive System Approach**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**How Network Visibility and Strategic Networking Leads to the Emergence of Certain Network Characteristics: A Complex Adaptive System Approach**

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

**Using Generalized PathSeeker Regularized Regression for Modeling and Prediction of Output Power of CuBr Laser**

*by*Snezhana Gocheva-Ilieva & Iliycho Iliev

**Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap**

*by*Mehmet Fatih Tra? & Esra Ball? & Çiler Sigeze

**Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels**

*by*Ignace De Vos & Gerdie Everaert

**Estimation Of Star-Garch Models With Iteratively Weighted Least Squares**

*by*Murat Midilic

**Multivariate Method Of Simulated Quantiles**

*by*Paola Stolfi & Mauro Bernardi & Lea Petrella

**Testarea proprietatilor predictive ale modelelor macroeconomice prin utilizarea simulărilor stohastice. Influenta numarului de observatii asupra restrangerii intervalului de prognoza**

*by*Bianca Pauna

**The Real GDP Rate in European Union. A Panel Data Approach**

*by*Mihaela Simionescu

**Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model**

*by*Xiao, Weilin & Yu, Jun

**Shifting the tax burden from labor to property: The case of Germany**

*by*Paetzold, Jörg & Tiefenbacher, Markus

**Policy Evaluation In Presence Of Interferences: A Spatial Multilevel Did Approach**

*by*Daniele Di Gennaro & Guido Pellegrini

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*by*Saruta Benjanuvatra & Peter Burridge

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

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

**Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices**

*by*Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

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

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

**The Econometrics of Networks: A Review**

*by*Daniel Felix Ahelegbey

**The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30**

*by*Xue-Zhong He & Youwei Li

**Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30**

*by*Xue-Zhong He & Youwei Li

**Testing subspace Granger causality**

*by*Majid M. Al-Sadoon

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

*by*Sylvain Barde

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

*by*Sylvain Barde

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

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

**Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms**

*by*Yongchen Zhao

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

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

**Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review**

*by*Kleijnen, J.P.C.

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

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

**Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging**

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

**Validating the Assumptions of Sequential Bifurcation in Factor Screening**

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

**Stochastic Intrinsic Kriging for Simulation Metamodelling**

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

**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

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

*by*Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas

**Penalized Indirect Inference**

*by*Francisco Blasques & Artem Duplinskiy

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

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

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**On a Bootstrap Test for Forecast Evaluations**

*by*Marian Vavra

**Testing for normality with applications**

*by*Marian Vavra

**Minimum Distance Estimation of Search Costs using Price Distribution**

*by*Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma

**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

**Value Creation in Software Service Platforms**

*by*Netsanet Haile & Jorn Altmann

**Consistent Variance of the Laplace Type Estimators: Application to DSGE Models**

*by*Anna Kormilitsina & Denis Nekipelov

**Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels**

*by*Yang Zhenlin

**Bias correction for fixed effects spatial panel data models**

*by*Zhenlin Yang & Jihai Yu & Shew Fan Liu

**Jackknife-2 confidence regions for the ratio of two percentiles**

*by*LI-FEI HUANG

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

*by*Serdar Neslihanoglu

**Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound**

*by*Valerio Scalone

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

*by*Mihaela Simionescu

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

*by*Tom Bilston & Robert Johnson & Matthew Read

**Empirical modeling of production decisions of heterogeneous farmers with random parameter models**

*by*Philippe Koutchade & Alain Carpentier & Fabienne Féménia

**Movers and stayers in the farming sector: accounting for unobserved heterogeneity in structural change**

*by*Legrand D.F. Saint-Cyr & Laurent Piet

**Change Detection and the Casual Impact of the Yield Curve**

*by*Stan Hurn & Peter C B Phillips & Shuping Shi

**Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory**

*by*Liudas Giraitis & Donatas Surgailis & Andrius Škarnulis

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**Common and Country Specific Economic Uncertainty**

*by*Haroon Mumtaz & Konstantinos Theodoridis

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

*by*Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

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

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

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

*by*Cláudia Duarte

**An improved bootstrap test of density ratio ordering**

*by*beare, brendan & shi, xiaoxia

**Identifying the Median Path of a Stochastic Processes**

*by*Bell, Peter N

**Financial Methods: A Quantitative Approach**

*by*Giandomenico, Rossano

**Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it**

*by*Azimi, Mohammad Naim

**Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?**

*by*Wijesiri, Mahinda & Yaron, Jacob & Meoli, Michele

**The future of the Romanian rural household from the perspective of agricultural censuses**

*by*Bohateret, Valentin - Mihai & Bruma, Ioan Sebastian

**Population food security assessment – a methodological approach**

*by*Alexandri, Cecilia

**Bootstrap for Value at Risk Prediction**

*by*Meriem Rjiba, Meriem & Tsagris, Michail & Mhalla, Hedi

**How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models**

*by*Abonazel, Mohamed R.

**A Simple Estimator for Short Panels with Common Factors**

*by*Juodis, Arturas & Sarafidis, Vasilis

**Tests for sphericity in multivariate garch models**

*by*Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos

**On Capturing the Spreading Dynamics over Trading Prices in the Market**

*by*Situngkir, Hokky

**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

**Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan**

*by*Maulana, Ardian & Situngkir, Hokky

**Indonesia embraces the Data Science**

*by*Situngkir, Hokky

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

*by*Leon, Costas

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

*by*Gambetta Podesta, Renzo

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

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

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

*by*Kulaksizoglu, Tamer

**Monetary transmission models for bank interest rates**

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

**Impacto de Esquemas de Fijacion de Cargos de Terminacion Movil sobre el Bienestar en una Industria Asimetrica: Un Modelo Economico**

*by*Manuel Gavilano

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

*by*Jan Nevima & Ingrid Majerová

**A Quantal Response Model of Firm Competition**

*by*Ellis Scharfenaker

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

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Testing for a Structural Break in Dynamic Panel Data Models with Common Factors**

*by*Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao

**On Consistency of Approximate Bayesian Computation**

*by*David T. Frazier & Gael M. Martin & Christian P. Robert

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

*by*Antoine Kornprobst & Raphael Douady

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

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

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

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

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

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

**Evolutionary Sequential Monte Carlo Samplers for Change-point Models**

*by*Arnaud Dufays

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

*by*André-Marie Taptué

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

*by*André-Marie Taptué

**Evolutionary Sequential Monte Carlo Samplers for Change-point Models**

*by*Arnaud Dufays

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

*by*André-Marie Taptué

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

*by*Andrée Marie-Taptue

**Meta-analytic cointegrating rank tests for dependent panels**

*by*Deniz Dilan Karaman Örsal & Antonia Arsova

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Konstantinos Theodoridis & Haroon Mumtaz

**Backtesting Value-at-Risk: A Generalized Markov Framework**

*by*Thor Pajhede

**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

**Supply Analysis of the Forestry Industry**

*by*Géraud Krähenbühl

**Inference for functions of partially identified parameters in moment inequality models**

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

**Finite sample bias corrected IV estimation for weak and many instruments**

*by*Matthew C. Harding & Jerry Hausman & Christopher Palmer

**A discrete model for bootstrap iteration**

*by*Russell Davidson

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

*by*Wiemers, Jürgen

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

*by*Mayya Zhilova & & &

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

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

**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

**Speeding Up Mcmc By Delayed Acceptance And Data Subsampling**

*by*Quiroz, Matias

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

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

**Speeding Up Mcmc By Efficient Data Subsampling**

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

**On the Distributional Assumptions in the StoNED model**

*by*Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre

**Applying the Fractional Response Model to Survey Research in Accounting**

*by*Susanna Gallani & Ranjani Krishnan

**Grid and shake - Spatial aggregation and robustness of regionally estimated elasticities**

*by*Gabor Bekes & Peter Harasztosi

**Information Criteria for Nonlinear Time Series Models**

*by*Rinke, Saskia & Sibbertsen, Philipp

**Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms**

*by*Yongchen Zhao

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

*by*Jisu Yoon & Tatyana Krivobokova

**Composite Indices Based on Partial Least Squares**

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

**On the Forecasting of Financial Volatility Using Ultra-High Frequency Data**

*by*António A. F. Santos

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

*by*António Alberto Santos

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

*by*Pedro Godinho

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

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

**Centrality-based Capital Allocations**

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

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

*by*Roman Horváth & Boril Sopov

**Mother's Time Allocation, Child Care and Child Cognitive Development**

*by*Brilli, Ylenia

**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

**Why risk is so hard to measure**

*by*Danielsson, Jon & Zhou, Chen

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

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

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

*by*Joshua C.C. Chan

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

*by*Benedikt Rotermann & Bernd Wilfling

**An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models**

*by*Yang, Yuan & Wang, Lu

**Sparse Change-Point Time Series Models**

*by*Dufays, A. & Rombouts, V.

**Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors**

*by*Deschamps, P.

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

*by*Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

**Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects**

*by*Andr´es Ramírez Hassan & Santiago Montoya Blandón

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

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

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

*by*Kajal Lahiri & Liu Yang

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

*by*Andrew Ching & Fumiko Hayashi & Hui Wang

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

*by*Zuzana Mucka

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

*by*Ben Jann

**GMM estimation of fiscal rules: Monte Carlo experiments and empirical tests**

*by*I. Mammi

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

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

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

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

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

*by*Ivan Faiella & Alessandro Mistretta

**Simulation of the term structure. An application for measuring the interest rate risk**

*by*Mirta González & María Cecilia Pérez

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

*by*Arthur Charpentier & Emmanuel Flachaire

**Consistent tests for risk seeking behavior: A stochastic dominance approach Abstract We develop non-parametric tests for prospect stochastic dominance Efficiency (PSDE) and Markowitz stochastic dominance efficiency (MSDE) with rejection regions determined by block bootstrap resampling techniques. Under the appropriate conditions we show that they are asymptotically conservative and consistent. We engage into Monte Carlo experiments to assess the nite sample size and power of the tests allowing for the presence of numerical errors. We use them to empirically analyze investor preferences and beliefs by testing whether the value-weighted market portfolio can be considered as efficient according to prospect and Markowitz stochastic dominance criteria when confronted to diversi cation principles made of risky assets. Our results indicate that we cannot reject the hypothesis of prospect stochastic dominance efficiency for the market portfolio. This is supportive of the claim that the particular portfolio can be rationalized as the optimal choice for any S-shaped utility function. Instead, we reject the hypothesis for Markowitz stochastic dominance, which could imply that there exist reverse S-shaped utility functions that do not rationalize the market portfolio**

*by*Stelios Arvanitis & Nikolas Topaloglou

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

*by*Ulrich Hounyo & Rasmus T. Varneskov

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

*by*Ulrich Hounyo & Bezirgen Veliyev

**Mathematical Programming Applied To Benchmarking In Economics And Management**

*by*Jorge Santos & Armando B Mendes & Luís Cavique & Magdalena Kapelko

**Measuring The Effects Of Marketing Actions: The Role Of Matching Methodologies**

*by*Iola Pinto & Margarida GMS Cardoso

**Clique Communities In Social Networks**

*by*Luís Cavique & Armando B Mendes & Jorge MA Santos

**Stream-Based Classification For Social Network Recommendation Systems**

*by*Yan Zhuang & Hang Yang

**A Model For Optimising Earned Attention In Social Media Based On A Memetic Algorithm**

*by*Pedro Godinho & Luiz Moutinho & Manuela Silva

**Metaheuristics In Logistics**

*by*Thomas Hanne & Suash Deb & Simon Fong

**Data Mining Process Models: A Roadmap For Knowledge Discovery**

*by*Armando B Mendes & Luís Cavique & Jorge MA Santos

**Promethee: Technical Details And Developments, And Its Role In Performance Management**

*by*Malcolm J Beynon & Harry Barton

**Bayesian Prediction With Linear Dynamic Model: Principle And Application**

*by*Yun Li & Luiz Moutinho & Kwaku K Opong & Yang Pang

**Growth Models**

*by*Mladen Sokele

**Qualitative Comparison Analysis: An Example Analysis Of Clinical Directorates And Resource Management**

*by*Malcolm J Beynon & Aoife McDermott & Mary A Keating

**Interactive Virtual Platform For Shopping Furniture Based On Unity 3d**

*by*Yingwan Wu & Simon Fong & Suash Deb & Thomas Hanne

**Too Much Ado About Nothing? Fuzzy Measurement Of Job Stress For School Leaders**

*by*Berlin Wu & Mei Fen Liu

**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

**Meta-Heuristics In Marketing**

*by*Stephen Hurley & Luiz Moutinho

**The Application Of Nn To Management Problems**

*by*Arnaldo Coelho & Luiz Moutinho & Graeme D Hutcheson & Maria Manuela Santos Silva

**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

**Statistical Model Selection**

*by*Graeme D Hutcheson

**Partial Least Squares Path Modelling In Marketing And Management Research: An Annotated Application**

*by*Joaquín Aldás-Manzano

**Role Of Structural Equation Modelling In Theory Testing And Development**

*by*Parikshat S Manhas & Ajay K Manrai & Lalita A Manrai & Ramjit

**A Review Of The Major Multidimensional Scaling Models For The Analysis Of Preference/Dominance Data In Marketing**

*by*Wayne S DeSarbo & Sunghoon Kim

**Quantitative Modelling in Marketing and Management**

*by*

**Quantitative analysis of financial market infrastructures: further perspectives on financial stability**

*by*Laine, Tatu (ed.)

**Die Effektivität der EZB-Liquiditätsmaßnahmen zur Steigerung der Kreditgeschäfte im Euroraum**

*by*Bendel, Daniel

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

*by*Reed, W. Robert

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

*by*Dana Sisea & Emilia Stoica & Sandra Teodorescu

**Construction Of Economic Indicators Using Internet Searches**

*by*Mioara, POPESCU

**Dynamic optimization of an investment portfolio on European stock markets using pair copulas**

*by*Atskanov, Isuf

**Age characteristics of the happy life in Russia and Europe: The econometric approach**

*by*Rodionova, Lilia

**Wealth and Labor Supply Heterogeneity**

*by*Jose Mustre-del-Rio

**Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models**

*by*Marcin Owczarczuk

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

*by*Justyna Wróblewska

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

*by*Arabinda Das

**Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application**

*by*Jitka Poměnková & Roman Maršálek

**Estimating the Value-at-Risk from High-frequency Data**

*by*Pavol Krasnovský

**Integrational Models and Forms of Inter-State Public-Private Partnership: Aspects of Financial Convergence**

*by*Alina Kulai

**Accurate Methods for Approximate Bayesian Computation Filtering**

*by*Laurent E. Calvet & Veronika Czellar

**The role of oscillatory modes in US business cycles**

*by*Andreas Groth & Michael Ghil & Stéphane Hallegatte & Patrice Dumas

**Comparison of Taxes and Social Insurance Premium Burdens in Household Accounts**

*by*Taro Ohno & Masahiko Nakazawa & Kazuaki Kikuta & Manabu Yamamoto

**Default Probability Prediction with Static Merton-D-Vine Copula Model**

*by*Václav Klepáč

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

*by*Lall B. RAMRATTAN

**Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben**

*by*Vékás, Péter

**Weekend vs. Medium Stay Tourism**

*by*Petru Balogh & Pompiliu Golea

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

*by*KAMEL HELALI & MAHA KALAI

**Heavy-tailed modeling of CROBEX**

*by*Danijel Grahovac & Nenad Suvak

**Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy**

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

**The 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

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

*by*Jürgen Wiemers

**Centrality-Based Capital Allocations**

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

**Debt Repayment Capacity Of Local Government Sector In Poland During The 2008-2013 Economic Slowdown Period**

*by*Krzysztof Kluza

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

*by*Vladimir Kharitonov & Uliana Kurelchuk & Sergey Masterov

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

**Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach**

*by*Valeriu Nalban

**The Capital Markets Research Based on the Financial Quantitative Models**

*by*Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA

**Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis**

*by*Muhammad Irfan Malik & Atiq-ur-Rehman

**Comparative numerical analysis of two stock-flow consistent post-Keynesian growth models**

*by*Biagio Ciuffo & Eckehard Rosenbaum

**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

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

*by*Kim, Hyeongwoo & Ryu, Deockhyun

**Improved inferences for spatial regression models**

*by*Liu, Shew Fan & Yang, Zhenlin

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

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**Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)**

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**Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics**

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**Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions**

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**Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics**

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**Sensitivity of Propensity Score Methods to the Specifications**

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**How Damaging Is Part-Time Employment to a Woman's Occupational Prospects?**

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