## 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.

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

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

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

*by*Christophe Chorro & Florian Ielpo & Benoît Sévi

**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

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

*by*Benedetta Frassi & Fabio Pammolli & Luca Regis

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

*by*Hirsch, Tristan & Rinke, Saskia

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

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

**A generalization to QUAIDS**

*by*Arman Bidarbakht Nia

**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

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

*by*Marta Biancardi & Giovanni Villani

**A Toolkit for Value Function Iteration**

*by*Robert Kirkby

**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

**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

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

*by*Dimitrakopoulos, Stefanos

**Joint distribution of stock indices: Methodological aspects of construction and selection of copula models**

*by*Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady

**Empleo femenino, pobreza y desigualdad. Un análisis de microdescomposiciones. Uruguay (1991-2012)**

*by*Parada, Cecilia

**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

**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

**From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis**

*by*Castillo, Paul & Montoya, Jimena & Quineche, Ricardo

**Projection de la population des exploitations agricoles françaises à l’horizon 2025**

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

**Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship**

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

**Volatility Co-movement and the Great Moderation. An Empirical Analysis**

*by*Haroon Mumtaz & Konstantinos Theodoridis

**The State Level Impact of Uncertainty Shocks**

*by*Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou

**Slack-based directional distance function in the presence of bad outputs: Theory and Application to Vietnamese Banking**

*by*Manh D. Pham & Valentin Zelenyuk

**Inference with Large Clustered Datasets**

*by*James G. MacKinnon

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

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

**A General framework for modelling mortality to better estimate its relationship with interest rate risks**

*by*Apicella, Giovanna & Dacorogna, Michel M

**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

**Fuzzy models in regional statistics**

*by*Sunanta, Owat & Viertl, Reinhard

**Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets**

*by*Lam, Kin & Lean, Hooi Hooi & Wong, Wing-Keung

**Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets**

*by*Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung

**Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities**

*by*Gencer, Murat & Unal, Gazanfer

**How compliant is the Romanian accounting with the Europan directives and international accounting standards?**

*by*Iacob, Constanta & Bosoteanu, Maria Cristina

**Simultaneity of Crime Incidence in Mindanao**

*by*Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian

**The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?**

*by*Fantazzini, Dean

**Gestion des données manquantes dans les bases de données : la méthode d’imputation multiple sous XLSTAT**

*by*NJAMEN KENGDO, Arsène Aurélien

**The Path-Dependence Bias in Approximating Local Price Levels by CPIs**

*by*Gluschenko, Konstantin

**Prospects for Africa's economic growth**

*by*Przemyslaw Cieslak

**Projections and Uncertainties About Climate Change in an Era of Minimal Climate Policies**

*by*William D. Nordhaus

**Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models**

*by*Jean-Marie DUFOUR & Richard LUGER

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

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**A Frequency Approach to Bayesian Asymptotics**

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

**Asymptotic Properties of Approximate Bayesian Computation**

*by*D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau

**Bayesian Indirect Inference and the ABC of GMM**

*by*Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen

**A note on normalization schemes:The case of generalized forecast error variance decompositions**

*by*Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli

**Intraday volatility, trading volume and trading intensity in the interbank market e-MID**

*by*Markus Engler & Vahidin Jeleskovic

**The Fragility of Meta-Regression Models in Observational Research**

*by*Stephan B. Bruns

**Sparse Change-point HAR Models for Realized Variance**

*by*Arnaud Dufays & Jeroen V.K. Rombouts

**An intersection test for the cointegrating rank in dependent panel data**

*by*Antonia Arsova & Deniz Dilan Karaman Örsal

**Correcting for Misreporting of Government Benefits**

*by*Mittag, Nikolas

**Differences in welfare take-up between immigrants and natives : a microsimulation study**

*by*Bruckmeier, Kerstin & Wiemers, Jürgen

**On Specification and Inference in the Econometrics of Public Procurement**

*by*Sundström, David

**A Comparison of Techniques to Evaluate Policies in Public Procurement**

*by*Sundström, David

**Relations between immigration and adult skills: findings based on PIAAC**

*by*Lind, Patrik & Mellander, Erik

**The Influence of Additive Outliers on the Performance of Information Criteria to Detect Nonlinearity**

*by*Rinke, Saskia

**A wild bootstrap algorithm for propensity score matching estimators**

*by*Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael

**Tempered Particle Filtering**

*by*Herbst, Edward & Schorfheide, Frank

**Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States**

*by*Lunsford, Kurt Graden & Jentsch, Carsen

**How useful are (Censored) Quantile Regressions for Contingent Valuation?**

*by*Victor Champonnois & Olivier Chanel

**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

**Thirty Years of Conflict and Economic Growth in Turkey: A Synthetic Control Approach**

*by*Fırat Bilgel & Burhan Can Karahasan

**International spill-overs of uncertainty shocks: Evidence from a FAVAR**

*by*Gunes Kamber & Ozer Karagedikli & Michael Ryan & Tugrul Vehbi

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship**

*by*Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips

**"Change Detection and the Causal Impact of the Yield Curve**

*by*Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi

**Job Flexibility and Occupational Selection: An Application of Maximum Simulated Likelihood Using Data from Ghana**

*by*Jonathan Lain

**The Career Costs of Children**

*by*Adda, Jerome & Dustmann, Christian & Stevens, Katrien

**Una nota sobre la construcción de intervalos de confianza para autocorrelaciones de k-ésimo orden**

*by*Daniel Ordoñez-Callamand

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

*by*Jean-Marie Dufour & Richard Luger

**Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**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

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

*by*Nazila Alinaghi & W. Robert Reed

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

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

**Testing Subspace Granger Causality**

*by*Majid M. Al-Sadoon

**The Rewards of Self-Discovery: Learning and Firm Exporter Dynamics**

*by*Cebreros Zurita Carlos Alfonso

**Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models**

*by*Luis Uzeda

**Connection Between Similarity and Estimation Results of Property Values Obtained by Statistical Methods**

*by*Zyga Jacek

**Lohnimpulse und Wirtschaftswachstum — eine Simulationsanalyse für die Eurozone**

*by*Jan Limbers & Thieß Petersen & Michael Böhmer

**Estimating Capabilities with Structural Equation Models: How Well are We Doing in a ‘Real’ World?**

*by*Jaya Krishnakumar & Florian Chávez-Juárez

**On the lumpability of regional income convergence**

*by*Levi John Wolf & Sergio Rey

**The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India**

*by*B. Balaji & S. Raja Sethu Durai & M. Ramachandran

**Using simulation experiments to test historical explanations: the development of the German dye industry 1857-1913**

*by*Thomas Brenner & Johann Peter Murmann

**Who benefits from the preferential treatment of business property under the German inheritance tax?**

*by*Benedikt Franke & Dirk Simons & Dennis Voeller

**Correlation structure and principal components in the global crude oil market**

*by*Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou

**Estimating the evolution of elasticities of natural gas demand: the case of Istanbul, Turkey**

*by*Galip Altinay & A. Talha Yalta

**PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection**

*by*Chun-Xia Zhang & Jiang-She Zhang & Sang-Woon Kim

**Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors**

*by*Dobromił Serwa

**Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices**

*by*Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³

**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

**Statistical Analysis of KEMIRA Type Weights Balancing Methods**

*by*Aleksandras KRYLOVAS & Natalja KOSAREVA & Edmundas Kazimieras ZAVADSKAS

**Identifying Key Sectors in Iranian Economy using Eigenvector Method Based on Input-Output Table for year 2011**

*by*Hakimipoor, Nader & Akbarian, Hojjat

**Active Portfolio Management with Conditional Tracking Error**

*by*Winfried G. Hallerback & Igor Pouchkarev

**Assessment of Price Risk on Agricultural Inventory Credit under Sparse Data Conditions**

*by*David Magaña Lemus

**Why Are Savings Accounts Perceived as Risky Bank Products?**

*by*Hana Džmuráňová & Petr Teplý

**Economía artificial: una valoración crítica || Artificial Economics: A Critical Review**

*by*Izquierdo, Segismundo S. & Izquierdo, Luis R. & Galán, José M. & Santos, José I.

**Migration Impact On Economical Situation**

*by*Virginia COJOCARU & Alexandru GRIBINCEA

**Pricing of average value options versus European options with stochastic interest rate**

*by*Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios

**The International Practice of Statistical Property Valuation Methods and the Possibilities of Introducing Automated Valuation Models in Hungary**

*by*Áron Horváth & Blanka Imre & Zoltán Sápi

**The Capability Index when Some Assumptions are not Satisfied: Analysis and Empirical Comparisons/El índice de capacidad cuando no se cumplen algunas hipótesis de partida: Análisis y comparaciones empíricas**

*by*MOYA FERNÁNDEZ, PABLO JOSÉ & MUÑOZ ROSAS, JUAN FRANCISCO & ÁLVAREZ VERDEJO, ENCARNACIÓN

**The Path-Dependence Bias in Approximating Local Price Levels by CPIs**

*by*Konstantin GLUSCHENKO

**A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies**

*by*Heni Boubaker

**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

**Can Remittances Spur Economic Growth? Evidence from Selected Asian and South American Countries**

*by*Waseem Khadim & Bilal Mehmood

**Testing the Marshall-Lerner Condition and the J-Curve Phenomenon for Pakistan: Some New Insights**

*by*Nazeef Ishtiaq & Hafiz Muhammad Qasim & Adeel Ahmad Dar

**Constructing a Synthetic City for Estimating Spatially Disaggregated Heat Demand**

*by*M. Esteban Muñoz H. & Ivan Dochev & Hannes Seller & Irene Peters

**Evaluating The Quality Of Gross Incomes In SILC: Compare Them With Fiscal Data And Re-calibrate Them Using EUROMOD**

*by*Dieter Vandelannoote & André Decoster & Toon Vanheukelom & Gerlinde Verbist

**The Eurosystem Household Finance and Consumption Survey: A New Underlying Database for EUROMOD**

*by*Sarah Kuypers & Francesco Figari & Gerlinde Verbist

**Building a Microsimulation Model of Heroin Use Careers in Australia**

*by*Alison Ritter & Nagesh Shukla & Marian Shanahan & Phuong Van Hoang & Vu Lam Cao & Pascal Perez & Michael Farrell

**NCDMod: A Microsimulation Model Projecting Chronic Disease and Risk Factors for Australian Adults**

*by*Sharyn Lymer & Deborah Schofield & Crystal M Y Lee & Stephen Colagiuri

**A Microsimulation Model for Risk in Irish Tillage Farming**

*by*Jason Loughrey & Fiona Thorne & Thia Hennessy

**Intertemporal Income in Ireland 1996-2011 – A Spatial Analysis**

*by*Paul Kilgarriff & Cathal O’Donoghue & Martin Charlton & Ronan Foley

**Assessing the Impacts of a Major Tax Reform: a CGE-microsimulation analysis for Uruguay**

*by*Cecilia Llambi & Silvia Laens & Marcelo Perera

**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

**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

**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*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

**Inference for Optimal Split Point in Conditional Quantiles**

*by*fany88@uw.edu & Ruixuan Liu & Dongming Zhu

**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

**Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods**

*by*Milan Ficura & Jiri Witzany

**Capacidad redistributiva de los gastos fiscales en el contexto de la polarización del ingreso en México, 2008-2012**

*by*José Luis Manzanares Rivera.

**Decision uncertainty in multi-attribute stated preference studies**

*by*Dekker, Thijs & Hess, Stephane & Brouwer, Roy & Hofkes, Marjan

**Bias correction and refined inferences for fixed effects spatial panel data models**

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

**Estimation of bid-ask prices for options on LIBOR based instruments**

*by*Energy Sonono, Masimba & Phillip Mashele, Hopolang

**The oil price crash in 2014/15: Was there a (negative) financial bubble?**

*by*Fantazzini, Dean

**A real options model for renewable energy investment with application to solar photovoltaic power generation in China**

*by*Zhang, M.M. & Zhou, P. & Zhou, D.Q.

**Investment risks in power generation: A comparison of fossil fuel and renewable energy dominated markets**

*by*Tietjen, Oliver & Pahle, Michael & Fuss, Sabine

**The dynamics of fuel demand and illegal fuel activity in Turkey**

*by*Yalta, A. Talha & Yalta, A. Yasemin

**Bubbling over! The behaviour of oil futures along the yield curve**

*by*Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil

**Private information and limitations of Heckman's estimator in banking and corporate finance research**

*by*Campbell, Randall C. & Nagel, Gregory L.

**Panel multi-predictor test procedures with an application to emerging market sovereign risk**

*by*Westerlund, Joakim & Thuraisamy, Kannan

**A rational, economic model of paygo tax rates**

*by*De Menil, Georges & Murtin, Fabrice & Sheshinski, Eytan & Yokossi, Tite

**A nonparametric test of a strong leverage hypothesis**

*by*Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min

**Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators**

*by*Lee, Seojeong

**Bootstrap inference for instrumental variable models with many weak instruments**

*by*Wang, Wenjie & Kaffo, Maximilien

**Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers**

*by*Blazsek, Szabolcs & Escribano, Alvaro

**Adverse selection, moral hazard and the demand for Medigap insurance**

*by*Keane, Michael & Stavrunova, Olena

**Wild bootstrap Ljung–Box test for cross correlations of multivariate time series**

*by*Lee, Taewook

**An auxiliary particle filter for nonlinear dynamic equilibrium models**

*by*Yang, Yuan & Wang, Lu

**Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods**

*by*Costantini, Mauro & Lupi, Claudio

**Aggregation and long-memory: An analysis based on the discrete Fourier transform**

*by*Shi, Wendong & Sun, Jingwei

**Structural breaks and monetary dynamics: A time series analysis**

*by*El-Shazly, Alaa

**Direct comparison of agent-based models of herding in financial markets**

*by*Barde, Sylvain

**Technological heterogeneity and corporate investment**

*by*Dimopoulos, Theodosios & Sacchetto, Stefano

**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

**Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks**

*by*Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA

**Salud y el uso de Internet: Un estudio de la relación médico-paciente**

*by*Carolina Barrios Laborda & Dayana Pinzón Callejas

**An analysis on operational risk in international banking: A Bayesian approach (2007–2011)**

*by*Francisco Venegas-Martínez & José Francisco Martínez-Sánchez & María Teresa V. Martínez-Palacios

**Qual VAR revisited: Good forecast, bad story**

*by*Makram El-Shagi & Gregor von Schweinitz

**Constant Proportion Portfolio Insurance Strategy in Southeast European Markets**

*by*Agić-Šabeta Elma

**Work incentives across the income distribution and for model families in Lithuania: 2005-2013**

*by*Jekaterina Navicke & Romas Lazutka

**A "litmus test" of Deficit Sustainability: The Case of the Greek Budget Deficit**

*by*Dimitris Hatzinikolaou

**GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts**

*by*Srini Vasan & Adelamar Alcantara

**Examination of Inequalities in Hungary by Microsimulation in Consistency with Macro Data**

*by*Ilona Cserháti & Tibor Keresztély & Tibor Takács

**The new economic governance in the EU Member States. Macroeconomic results and statistical correlations for Romania**

*by*Mirela Cristea & Ionu? Dr?gulin

**Analysis Of Correlation Between Indicators Of Asset Management And Profitability For Companies In The Food Industry Spanish**

*by*Marian SIMINICA & Silviu CARSTINA & Mirela SICHIGEA (GANEA)

**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

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

*by*Rangan Gupta & Roula Inglesi-Lotz

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

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

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

*by*Mehmet Balcilar & Nico Katzke & Rangan Gupta

**Nonlinear Expectation Formation in the U.S. Stock Market**

*by*Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph

**Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes**

*by*Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois

**Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility**

*by*Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson

**Mehr Boden für die Grundsteuer: Eine Simulationsanalyse verschiedener Grundsteuermodelle**

*by*Henger, Ralph & Schaefer, Thilo

**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

**Unternehmensbewertung mit Monte-Carlo-Simulationen**

*by*Schmallowsky, Katrin

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

*by*Zhenxi, Chen & Lux, Thomas

**Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?**

*by*Koziol, Philipp & Schell, Carmen & Eckhardt, Meik

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

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

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

*by*Raupach, Peter

**Centrality-based capital allocations**

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

**QML Estimation of the Spatial Weight Matrix in the MR-SAR Model**

*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 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

**Inference with Correlated Clusters**

*by*Powell, David

**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

**Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India**

*by*Santosh K. Sahu & Sukanya Das

**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 Bugni & Ivan A. Canay & Xiaoxia Shi

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

*by*Matthew 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

**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

**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

**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*Jon Danielsson & Chen Zhou

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

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

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

*by*Joshua C.C. Chan

**No evidence of financial accelerator in France**

*by*B. CAMPAGNE & V. ALHENC-GELAS & J.-B. BERNARD

**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**

*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.)

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

*by*Reed, W. Robert

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

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

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

*by*Dana Sisea & Emilia Stoica & Sandra Teodorescu

**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

**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

**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

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

*by*Liu, Shew Fan & Yang, Zhenlin

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

*by*Assaf, Ata

**Distortions, efficiency and the size distribution of firms**

*by*Goyette, Jonathan & Gallipoli, Giovanni

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

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

**Financial incentives for kidney donation: A comparative case study using synthetic controls**

*by*Bilgel, Fırat & Galle, Brian

**Which continuous-time model is most appropriate for exchange rates?**

*by*Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J.

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

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

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

*by*Bo, Lijun & Capponi, Agostino

**The effect of objective formulation on retirement decision making**

*by*Butt, Adam & Khemka, Gaurav

**Modelling longevity bonds: Analysing the Swiss Re Kortis bond**

*by*Hunt, Andrew & Blake, David

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

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

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

*by*Avramidis, Panagiotis & Pasiouras, Fotios

**Equilibrium option pricing: A Monte Carlo approach**

*by*Buchner, Axel

**Testing equality of modified Sharpe ratios**

*by*Ardia, David & Boudt, Kris

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

*by*Neaime, Simon

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

*by*Parnes, Dror

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

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

**On the use of panel cointegration tests in energy economics**

*by*Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan

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

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

**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

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

*by*Creel, Michael & Kristensen, Dennis

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

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

**A new hyperbolic GARCH model**

*by*Li, Muyi & Li, Wai Keung & Li, Guodong

**Sample quantile analysis for long-memory stochastic volatility models**

*by*Ho, Hwai-Chung

**Robust inference in nonlinear models with mixed identification strength**

*by*Cheng, Xu

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

*by*Li, Xianghong & Smith, Barry

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

*by*Gonçalves, Sílvia & Kaffo, Maximilien

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

*by*Yang, Zhenlin

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

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

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

*by*Yang, Zhenlin

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

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

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

*by*Su, Liangjun & Yang, Zhenlin

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

*by*Freyberger, Joachim

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

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

**When is it justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Ashley, Richard A. & Parmeter, Christopher F.

**On the computation of LOT liquidity measure**

*by*Zhao, Wandi & Wang, Mingjin

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

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

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

*by*Abay, Kibrom A.

**State-dependent jump risks for American gold futures option pricing**

*by*Lian, Yu-Min & Liao, Szu-Lang & Chen, Jun-Home

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

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

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

*by*Grazzini, Jakob & Richiardi, Matteo

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

*by*Alastaire Sèna ALINSATO

**Distribucion hiperbolica generalizada: una aplicacion en la seleccion de portafolios y en cuantificacion de medidas de riesgo de mercado**

*by*Jose Luis Alayon G.

**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

**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

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

*by*Andrés Mauricio Molina & José Alfredo Jiménez

**Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas**

*by*Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

**Country Risk, Macroeconomic Fundamentals and Uncertainty in Latin American Economies**

*by*Ali Acosta & Daniel Barráez & Danyira Pérez & Mariana Urbina

**Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models**

*by*Fernanda Maria Muller & Fábio Mariano Bayer

**Search Theories and Aggregate Demand**

*by*Annalisa Cristini & Piero Ferri & Anna Maria Variato

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

*by*Ph.D. Mariana BALAN

**The New Economic Governance In The Eu Member States. Macroeconomic Results And Statistical Correlations For Romania**

*by*Mirela Cristea & Ionut Dragulin

**A Method For Systemic Risk Estimation Based On Cds Indices**

*by*Gabriel GAIDUCHEVICI

**Improving Graduates' Employability In It Field. The Case Of Accounting And Information Systems Study Program**

*by*Luminita HURBEAN & Vasile Daniel PAVALOAIA & Doina FOTACHE

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

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

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

*by*Mihaela Cornelia SANDU

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

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

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

*by*Itamar Caspi & Nico Katzke & Rangan Gupta

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

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

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

*by*Kurmaş AKDOĞAN & Burcu Deniz YILDIRIM

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

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

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

*by*Stefan Bruder

**The identification of directed technical change revisited**

*by*Saam, Marianne

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

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

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

*by*Schreiber, Sven

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

*by*Becker, Gideon

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

*by*Bluhm, Marcel & Krahnen, Jan Pieter

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

*by*Bush, C. Anthony

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

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

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

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

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

*by*Daniele Bregantini

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

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

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

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

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

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

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

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

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

*by*Roberto Roson & Martina Sartori

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

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

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

*by*Yamin Ahmad & Luiggi Donayre

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

*by*Yamin Ahmad & Ivan Paya

**Ambiguity and Reality**

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

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

*by*Trojan, Sebastian

**Multivariate Stochastic Volatility with Dynamic Cross Leverage**

*by*Trojan, Sebastian

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

*by*Duplinskiy A.

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

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

**Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model**

*by*Stelios D. Bekiros & Alessia Paccagnini

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

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

**Testing Local Average Treatment Effect Assumptions**

*by*Ismael Mourifie & Yuanyuan Wan

**Stochastic Intrinsic Kriging for Simulation Metamodelling**

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

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

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

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

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

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

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

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

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

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

*by*István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas

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

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

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

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

**Fractional Cointegration Rank Estimation**

*by*Katarzyna Lasak & Carlos Velasco

**On Distributions of Ratios**

*by*Simon A. Broda & Raymond Kan

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

*by*Joseph Friedman & Yochanan Shachmurove

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

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

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

*by*Kurmas Akdogan & Burcu Deniz Yildirim

**VAR(MA), what is it good for? more bad news for reduced-form estimation and inference**

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

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

*by*Itamar Caspi & Nico Katzke & Rangan Gupta

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

*by*Seojeong Lee

**Testing Stationarity for Unobserved Components Models**

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

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

*by*Cati Torres & Sergio Colombo & Nick Hanley

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

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

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

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

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

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

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

*by*Somayeh Koohborfardhaghighi & Jorn Altmann

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

*by*Matthias Gubler

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

*by*Zhenlin Yang

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

*by*Shew Fan Liu & Zhenlin Yang

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

*by*Shew Fan Liu & Zhenlin Yang

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

*by*Patrick Richard

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

*by*Francesco Giordano & Maria Lucia Parrella

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

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

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

*by*Semih Yon & Cafer Erhan Bozdag

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

*by*Valeriu Nalban

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

*by*Rahul Mukherjee

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

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

**Statistical matching of income and consumption expenditures**

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

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

*by*Li-Fei Huang

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

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

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

*by*Francesca Di Iorio & Stefano Fachin

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

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

**Monte Carlo Approximate Tensor Moment Simulations**

*by*Juan C. Arismendi

**Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed**

*by*Kaddour Hadri & Eiji Kurozumi & Yao Rao

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

*by*Haroon Mumtaz & Konstantinos Theodoridis

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

*by*Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis

**Wild cluster bootstrap confidence intervals**

*by*James G. MacKinnon

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

*by*Russell Davidson & James G. MacKinnon

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

*by*Matthew D. Webb

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

*by*Thomas Brenner & Matthias Duschl

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

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

**The predictability of asset returns in the BRICS countries: a nonparametric approach**

*by*Muteba Mwamba, John Weirstrass & Webb, Daniel

**New GMM Estimators for Dynamic Panel Data Models**

*by*Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R.

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

*by*Bell, Peter N

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

*by*Klein, Torsten L.

**Communicating quantitative information: tables vs graphs**

*by*Klein, Torsten L.

**Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication**

*by*Kulaksizoglu, Tamer

**Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures**

*by*Lee, Mei-Yu

**Correlation Analysis of the quality of medical quality economic and financial management using correlation coefficients based on nonparametric data**

*by*Iacob, Constanta & Constantin, Camelia

**Analysis of the links between statistical variables on financial performance and its level**

*by*Iacob, Constanta & Taus, Delia

**The Modi ed R a Robust Measure of Association for Time Series**

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

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

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

**Input-output linkages and the propagation of domestic productivity shocks: Assessing alternative theories with stochastic simulation**

*by*Roson, Roberto & Sartori, Martina

**Modeling and Forecasting Volatility – How Reliable are modern day approaches?**

*by*Mehta, Anirudh & Kanishka, Kunal

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**A note on implementing the Durbin and Koopman simulation smoother**

*by*Jarocinski, Marek

**Demand Model Simulation in R with Endogenous Prices and Unobservable Quality**

*by*Toro Gonzalez, Daniel

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

*by*Preminger, Arie & Storti, Giuseppe

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors**

*by*Juodis, Arturas & Sarafidis, Vasilis

**A control chart using copula-based Markov chain models**

*by*Long, Ting-Hsuan & Emura, Takeshi

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**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

**Stochastic conditonal range, a latent variable model for financial volatility**

*by*Galli, Fausto

**Imputación de ingresos laborales: Una aplicación con encuestas de empleo en México**

*by*Rodriguez-Oreggia, Eduardo & Lopez-Videla, Bruno

**Optimal Use of Put Options in a Stock Portfolio**

*by*Peter N, Bell

**Stochastic conditonal range, a latent variable model for financial volatility**

*by*Galli, Fausto

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**A Method for Experimental Events that Break Cointegration: Counterfactual Simulation**

*by*Bell, Peter N

**Analysis and Forecasting of Drought by Developing a Fuzzy-Based Hybrid Index in Iran**

*by*Moghaddasi, Reza & Eghbali, Alireza & Lakhaye Rizi, Parisa

**The modifiable areal unit problem - analysis of correlation and regression**

*by*Michal Bernard Pietrzak

**Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem**

*by*Michal Bernard Pietrzak

**Uniform Inference in Nonlinear Models with Mixed Identification Strength**

*by*Xu Cheng

**Structural Estimation of Sequential Games of Complete Information**

*by*Jason R. Blevins

**Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance**

*by*Jakob Grazzini & Matteo Richiardi

**Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments**

*by*Phillipp Eisenhauer & James J. Heckman & Stefano Mosso

**On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers**

*by*Arnaud Dufays

**Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models**

*by*Jan F. Kiviet & Milan Pleus & Rutger Poldermans

**Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models**

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**A Computational Implementation of GMM**

*by*Jiti Gao & Han Hong

**Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?**

*by*Costantini, Mauro & Lupi, Claudio

**The impact of skill and management structure on Serie A Clubs’ performance**

*by*Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni

**Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes**

*by*Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N.

**Bootstrapping Sample Quantiles of Discrete Data**

*by*Jentsch, Carsten & Leucht, Anne

**Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis**

*by*Mohammad Reza Farzanegan & Mohammad Habibpour

**An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes**

*by*Matthias Held & Marcel Omachel

**Survey-Based Assessment of Household Borrowers' Financial Vulnerability**

*by*Mikus Arins & Nadezda Sinenko & Laura Laube

**Estimating Stable Factor Models By Indirect Inference**

*by*Giorgio Calzolari & Roxana Halbleib

**Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments**

*by*Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano

**Reweight: a stata module to reweight survey data to external totals**

*by*Daniele Pacifico

**Block Bootstrap Consistency Under Weak Assumptions**

*by*Calhoun, Gray

**Progressivity-Improving VAT Reforms in Italy**

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

**Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps**

*by*Benoît Sévi

**Forecasting the density of oil futures**

*by*Florian Ielpo & Benoît Sévi

**Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models**

*by*Stelios D. Bekiros & Alessia Paccagnini

**Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence**

*by*Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon

**The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process**

*by*Julien Chevallier & Stéphane Goutte

**Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model**

*by*Stelios Bekiros & Alessia Paccagnini

**Bootstrap confidence sets under model misspecification**

*by*Vladimir Spokoiny & Mayya Zhilova & &

**Stochastic Household Forecasts by Coherent Random Shares Predictions**

*by*Keilman, Nico & van Duin, Coen

**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

**A simple wavelet-based test for serial correlation in panel data models**

*by*Li, Yushu & Andersson, Fredrik N. G.

**Policy Simulation of Firms Cooperation in Innovation**

*by*Heshmati, Almas & Lenz-Cesar, Flávio

**Stochastic Volatility Estimation with GPU Computing**

*by*António Alberto Santos & João Andrade

**Estimating capabilities with structural equation models: How well are we doing in a 'real' world?**

*by*Jaya Krishnakumar & Florian Wendelspiess Chavez Juarez

**Self-employment and health care reform: evidence from Massachusetts**

*by*Tuzemen, Didem & Becker, Thealexa

**Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach**

*by*Bognanni, Mark & Herbst, Edward

**Does Social Capital Matter for European Regional Growth**

*by*Peiró Palomino Jesús & Forte Deltell Anabel & Tortosa-Ausina Emili

**Risk management of savings accounts**

*by*Hana Dzmuranova & Petr Teply

**A Bayesian Latent Variable Mixture Model for Filtering Firm Profit Rate**

*by*Gregor Semieniuk & Ellis Scharfenaker

**Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion**

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

**Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?**

*by*Varang Wiriyawit & Benjamin Wong

**Fast Computation of the Deviance Information Criterion for Latent Variable Models**

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

**Semiparametric Estimation under Shape Constraints**

*by*Wu, Ximing & Sickles, Robin

**Bootstrapping Unit Root Tests with Covariates**

*by*Chang, Yoosoon & Sickles, Robin C. & Song, Wonho

**Empleo Femenino, Pobreza y Desigualdad: Un Análisis de Microdescomposiciones. Uruguay 1991- 2012**

*by*Cecilia Parada

**Financial Bubble Implosion**

*by*Peter C.B. Phillips & Shu-Ping Shi

**Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers**

*by*Blazsek, Szabolcs & Escribano, Álvaro

**Skewness Term Structure Tests**

*by*Thorsten Lehnert & Yuehao Lin

**Evaluating Option Pricing Model Performance Using Model Uncertainty**

*by*Thorsten Lehnert & Gildas Blanchard & Dennis Bams

**Skewness Risk Premium: Theory and Empirical Evidence**

*by*Christian Wolff & Thorsten Lehnert & Yuehao Lin

**A DSGE Model of China**

*by*Dai, Li & Minford, Patrick & Zhou, Peng

**A DSGE Model of China**

*by*Dai, Li & Minford, Patrick & Zhou, Peng

**Specific Markov-switching behaviour for ARMA parameters**

*by*CARPANTIER, Jean-François & DUFAYS, Arnaud

**Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies**

*by*Andrés Ramírez Hassan & Johnatan Cardona Jiménez

**Distribución Hiperbólica Generalizada: Una Aplicación en la Selección de Portafolios y Cuantificación de Medidas de Riesgo de Mercado**

*by*José Luis Alayón

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Optimal Bail-out and Bail-in policy mix: Lessons from the Banco Espírito Santo (BES) failure**

*by*Miguel Rocha de Sousa

**Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis**

*by*Mohammad Reza Farzanegan & Mohammad Habibpour

**Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes**

*by*Hynek Lavicka & Tomas Lichard & Jan Novotny

**Robustness of bootstrap in instrumental variable regression**

*by*Lorenzo Camponovo & Taisuke Otsu

**A DSGE Model of China**

*by*Dai, Li & Minford, Patrick & Zhou, Peng

**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

**On the Practice of Lagging Variables To Avoid Simultaneity**

*by*W. Robert Reed

**Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models**

*by*Pierre Perron & Wendong Shi

**pca2: implementing a strategy to reduce the instrument count in panel GMM**

*by*M. E. Bontempi & I. Mammi

**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

**Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings**

*by*Sermin Gungor & Richard Luger

**Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment**

*by*Nicolas Labelle & Varya Taylor

**A simple and effective misspecification test for the double-hurdle model**

*by*Riccardo LUCCHETTI & Claudia PIGINI

**On Bootstrap Validity for Specification Tests with Weak Instruments**

*by*Firmin Doko Tchatoka

**Specification Tests with Weak and Invalid Instruments**

*by*Firmin Doko Tchatoka

**A Nonparametric Study of Real Exchange Rate Persistence over a Century**

*by*Hyeongwoo Kim & Deockhyun Ryu

**Indirect inference with time series observed with error**

*by*Eduardo Rossi & Paolo Santucci de Magistris

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

*by*Ulrich Hounyo

**The wild tapered block bootstrap**

*by*Ulrich Hounyo

**ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models**

*by*Michael Creel & Dennis Kristensen

**Bootstrapping Kernel-Based Semiparametric Estimators**

*by*Matias D. Cattaneo & Michael Jansson

**Discretization of Lévy semistationary processes with application to estimation**

*by*Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen

**Simulation of multivariate diffusion bridges**

*by*Mogens Bladt & Samuel Finch & Michael Sørensen

**Mjerenje međuzavisnosti poslovnih ciklusa i ekonomskoga rasta u Hrvatskoj primjenom spektralne analize**

*by*Marinko Škare

**Consistent estimation in pseudo panels in the presence of selection bias**

*by*Mora, Jhon James & Muro, Juan

**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**

*by*Donald W. K. Andrews & Patrik Guggenberger

**Testing Areal Interpolation Methods With Us Census 2010 Data**

*by*Huyen DO VAN & Christine THOMAS-AGNAN & Anne VANHEMS

**Business concentration through the eyes of the HHI**

*by*George Djolov

**The Time-Varying Risk And Return Trade-Off In Indian Stock Markets**

*by*ROSHNI MOHANTY & SRINIVASAN P

**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

**Generating Covariances in multifactor CIR model**

*by*Wojciech Szatzschneider

**The Impact of customers' relation quality and sensing on the marketing performance for micro industries development in Banten Province, Indonesia**

*by*Suherna & Weksi Budiaji

**Forecast of Romanian Industry Employment using Simulation and Panel Data Models**

*by*Andreica, Madalina Ecaterina & Andreica, Marin

**Adequacy of Lagrange Multiplier Test**

*by*Lee , Mei-Yu

**Study of the relationship between innovation and export activity of Russian firms**

*by*Arkhipova, Marina & Aleksandrova, Elena

**Tax Compliance and Public Goods Provision. An Agent-based Econophysics Approach**

*by*Sascha Hokamp & Götz Seibold

**Where do Moderation Terms Come from in Binary Choice Models?**

*by*Alfredo A. Romero

**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

**Divergent Priors and Well Behaved Bayes Factors**

*by*Rodney W. Strachan & Herman K. van Dijk

**Statistical Matching of Income and Consumption Expenditures**

*by*Gabriella Donatiello & Marcello D’Orazio & Doriana Frattarola & Antony Rizzi & Mauro Scanu & Mattia Spaziani

**Linkages between the Financial and Real Sectors across Interest Rate Regimes: The Case of the Czech Republic**

*by*Tomas Konecny

**The Modifiable Areal Unit Problem – Analysis Of Correlation And Regression**

*by*Michal Bernard Pietrzak

**Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Aggregation Problem**

*by*Michal Bernard Pietrzak

**Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem**

*by*Michal Bernard Pietrzak

**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

**The Impact of E.U. Founds between 2007-2013**

*by*Ciobanu Carmen Liliana

**Econometric Model For Forecasting Traffic On Croatian Motorways**

*by*Drago Pupavac

**Financial bubbles and recent behaviour of the Latin American stock markets**

*by*Jorge Uribe & Julián Fernández

**Improving quarterly index of turnover by means of a calibration estimator**

*by*Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone

**Methods for variance estimation under random hot deck imputation in business surveys**

*by*Paolo Righi & Stefano Falorsi & Andrea Fasulo

**Comparing Two Methods of Reweighting a Survey File to Small Area Data**

*by*Robert Tanton & Paul Williamson & Ann Harding

**A Review of Spatial Microsimulation Methods**

*by*Robert Tanton

**Constructing an Urban Microsimulation Model to Assess the Influence of Demographics on Heat Consumption**

*by*M. Esteban Muñoz H. & Irene Peters

**Modelling the impact of declining Australian terms of trade on the spatial distribution of income**

*by*Yogi Vidyattama & Maheshwar Rao & Itismita Mohanty & Robert Tanton

**The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models**

*by*Mei-Yu LEE

**Property Assets Fair Value Accounting Under Uncertainty**

*by*Anastasios Tsamis & Konstantinos Liapis

**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

**Income tax evasion dynamics: Evidence from an agent-based econophysics model**

*by*Pickhardt, Michael & Seibold, Goetz

**Non-linear adjustments to intranational PPP**

*by*Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan

**The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk**

*by*Feldkircher, Martin

**Measuring the effects of reducing subsidies for private insurance on public expenditure for health care**

*by*Cheng, Terence Chai

**Flexible dependence modeling of operational risk losses and its impact on total capital requirements**

*by*Brechmann, Eike & Czado, Claudia & Paterlini, Sandra

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

*by*Bluhm, Marcel & Krahnen, Jan Pieter

**A sovereign risk index for the Eurozone based on stochastic dominance**

*by*Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis

**Liquidity risk and the performance of UK mutual funds**

*by*Foran, Jason & O'Sullivan, Niall

**Performance and performance persistence of UK closed-end equity funds**

*by*Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C.

**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

**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

**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

**Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects**

*by*Vianello, Juliano Melquiades & Costa, Leticia & Teixeira, José Paulo

**The incentive to invest in thermal plants in the presence of wind generation**

*by*Di Cosmo, Valeria & Malaguzzi Valeri, Laura

**A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models**

*by*Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud

**Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange**

*by*Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha

**Minimum distance estimation of the errors-in-variables model using linear cumulant equations**

*by*Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M.

**Improved inference in the evaluation of mutual fund performance using panel bootstrap methods**

*by*Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian

**Consistent estimation with many moment inequalities**

*by*Menzel, Konrad

**A predictability test for a small number of nested models**

*by*Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

**Nonparametric estimation and inference for conditional density based Granger causality measures**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar

**Maximum likelihood estimation of partially observed diffusion models**

*by*Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.

**A fast resample method for parametric and semiparametric models**

*by*Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

**Nonparametric inference based on conditional moment inequalities**

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

**Marginal likelihood for Markov-switching and change-point GARCH models**

*by*Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.

**Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators**

*by*Lee, Seojeong

**Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV**

*by*Fan, Yanqin & Park, Sang Soo

**Time-varying sparsity in dynamic regression models**

*by*Kalli, Maria & Griffin, Jim E.

**The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break**

*by*Neto, David

**On testing for nonlinearity in multivariate time series**

*by*Psaradakis, Zacharias & Vávra, Marián

**Aggregation of the generalized fractional processes**

*by*Sun, Jingwei & Shi, Wendong

**On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators**

*by*Chau, Tak Wai

**A simple and effective misspecification test for the double-hurdle model**

*by*Lucchetti, Riccardo & Pigini, Claudia

**Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes**

*by*Iorio, Francesca Di & Fachin, Stefano

**Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain**

*by*Dong, Yinghui & Wang, Guojing

**Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area**

*by*Bekiros, Stelios

**A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices**

*by*Kumar, Dilip & Maheswaran, S.

**Analyses of retirement benefits with options**

*by*Lin, Chung-Gee & Yang, Wei-Ning & Chen, Shu-Chuan

**Correlated income shocks and excess smoothness of consumption**

*by*Hryshko, Dmytro

**Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors**

*by*Lee, Yongwoong & Poon, Ser-Huang

**Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence**

*by*Cozzi, Marco

**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

**Extracting market information from equity options with exponential Lévy processes**

*by*Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.

**Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina**

*by*Uribe, Jorge & Fernández, Julián

**Evaluando las intervenciones cambiarias en Colombia: 2004-2012**

*by*Mauricio Lopera & Ramón Javier Mesa & Charle Londoño

**Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries**

*by*Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh

**Performance of mutual equity funds in Brazil – A bootstrap analysis**

*by*Marco Antonio Laes & Marcos Eugênio da Silva

**Mathematics Understanding Of Economy By The General Public In The Economic Departments**

*by*Tomita Vasile & Cora Ionela Daniasa

**REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)**

*by*Roxana-Otilia-Sonia HRITCU

**Monetary Policy Transmission Mechanism And Dynamic Factor Models**

*by*Andreea ROSOIU

**A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa**

*by*Rangan Gupta & Charl Jooste & Kanyane Matlou

**Pobreza monetaria. Crecimiento y redistribución**

*by*Uribe, Alejandra & Hernani-Limarino, Werner L.

**Decomposing differences in employment outcomes between Kanak and other New Caledonians: how important is the role of school achievement?**

*by*Catherine Ris & Samuel Gorohouna

**Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors**

*by*Kripfganz, Sebastian & Schwarz, Claudia

**Methods for calculating cartel damages: A survey**

*by*Doose, Anna Maria

**Cascades in real interbank markets**

*by*Karimi, Fariba & Raddant, Matthias

**Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress**

*by*Odermann, Alexander & Cremers, Heinz

**Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions**

*by*Eisele, Martin & Zhu, Junyi

**Analysis of discrete dependent variable models with spatial correlation**

*by*Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan

**Pattern, Determinants and Dynamics of Austrian Service Exports – A Firmlevel Analysis**

*by*Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr

**Robust estimation of the Pareto index: A Monte Carlo Analysis**

*by*Michał Brzeziński

**Controlling for overlap in matching**

*by*Paweł Strawiński

**The pricing of options on WIG20 using GARCH models**

*by*Szymon Kamiński

**Asymptotic and bootstrap inference for top income shares**

*by*Michał Brzeziński

**Adaptive Sticky Generalized Metropolis**

*by*Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

**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

**Bayesian Markov Switching Stochastic Correlation Models**

*by*Roberto Casarin & Marco Tronzano & Domenico Sartore

**Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox**

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

**Credit Derivative Evaluation and CVA under the Benchmark Approach**

*by*Jan Baldeaux & Eckhard Platen

**Understanding FX Liquidity**

*by*Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul

**Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously**

*by*Trojan, Sebastian

**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.

**Robust block bootstrap panel predictability tests**

*by*Westerlund J. & Smeekes S.

**Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study**

*by*Alberto Fernández Muñoz de Morales

**Modelling and Simulation: An Overview**

*by*Michael McAleer & Les Oxley & Felix Chan

**Ranking Law Journals and the Limits of Journal Citation Reports**

*by*Eisenberg, Theodore & Wells, Martin T.

**The Impacts of Social Networks on Immigrants’ Employment Prospects: The Spanish Case 1997-2007**

*by*Luciana Méndez Errico

**Adjustable Robust Parameter Design with Unknown Distributions**

*by*Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C.

**Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation**

*by*Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue

**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

**Modelling and Simulation: An Overview**

*by*Michael McAleer & Felix Chan & Les Oxley

**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

**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**

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

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators**

*by*Seojeong Lee

**Testing Stationarity for Unobserved Components Models**

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

**Testing for linear and Markov switching DSGE models**

*by*Marian Vavra

**Testing for non-linearity in multivariate stochastic processes**

*by*Marian Vavra

**Testing for marginal asymmetry of weakly dependent processes**

*by*Marian Vavra

**Mismatch, Sorting and Wages Dynamics**

*by*Jeremy Lise & Costas Meghir & Jean-Marc Robin

**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**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

**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**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

**LM Tests of Spatial Dependence Based on Bootstrap Critical Values**

*by*Zhenlin Yang

**Disaggregate Analysis of Broad Money and Outlook of Key Monetary Aggregates**

*by*Asad Jan & Mansoor Saleem & Aqeel Ahmad & Arshad Riaz

**Spatial Dependencies of Wind Power and Interrelations with Spot Price Dynamics**

*by*Elberg, Christina & Hagspiel, Simeon

**Can Global Value Chains Effectively Serve Regional Economic Development in Asia?**

*by*Brunner, Hans-Peter

**A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model**

*by*Stelios D. Bekiros & Alessia Paccagnini

**Euro – How Big a Difference: Finland and Sweden in Search of Macro Stability**

*by*Suni, Paavo & Vihriälä, Vesa

**The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach**

*by*Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou

**Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence**

*by*Marco Cozzi

**Selecting the W Matrix: Parametric vs. Non Parametric Approaches**

*by*Mur Lacambra, Jesús & Herrera Gómez, Marcos & Ruiz Marin, Manuel

**Periodic autoregressive stochastic volatility**

*by*Aknouche, Abdelhakim

**Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors**

*by*Degiannakis, Stavros & Livada, Alexandra

**International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach**

*by*Muteba Mwamba, John & Mokwena, Paula

**Rtadf: Testing for Bubbles with EViews**

*by*Caspi, Itamar

**Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions**

*by*Martin, Eisele & Zhu, Junyi

**Estimating International Migration on the Base of Small Area Techniques**

*by*Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia

**Discrete Rule Learning and the Bidding of the Sexes**

*by*Shachat, Jason & Wei, Lijia

**NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**Overnight Index Rate: Model, Calibration, and Simulation**

*by*Yashkir, Yuriy & Yashkir, Olga

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**Stability analysis of Uzawa-Lucas endogenous growth model**

*by*Barnett, William A. & Ghosh, Taniya

**Relevant States and Memory in Markov Chain Bootstrapping and Simulation**

*by*Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian

**Estimation of Inefficiency using a Firm-specific Frontier Model**

*by*Das, Arabinda

**Easy and flexible mixture distributions**

*by*Fosgerau, Mogens & Mabit, Stefan

**Detecting dependence between spatial processes**

*by*Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

**A Mixed Micro-Macro Approach To Statistical Disclosure Control For Macrodata**

*by*Cristina Matias & Pedro Campos

**Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi**

*by*Flavio ANGELINI & Stefano HERZEL & Marco NICOLOSI

**Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem**

*by*Michal Bernard Pietrzak

**Operadores Móviles Virtuales: Funcionamiento, Experiencia Internacional y Recomendaciones sobre Modificaciones Normativas necesarias para su eventual funcionamiento en el Perú**

*by*Claudia Barriga & Manuel Gavilano & Daniel Argandoña

**Sequential Monte Carlo Sampling for DSGE Models**

*by*Edward P. Herbst & Frank Schorfheide

**The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications**

*by*Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez

**Career Progression, Economic Downturns, and Skills**

*by*Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin

**Mismatch, Sorting and Wage Dynamics**

*by*Jeremy Lise & Costas Meghir & Jean-Marc Robin

**On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous**

*by*Jan F. KIVIET & Jerzy NIEMCZYK

**Investment Frictions and the Aggregate Output Loss in China**

*by*Guiying (Laura) Wu

**A Structural Estimation on Capital Market Distortions in Chinese Manufacturing**

*by*Zheng (Michael) Song & Guiying (Laura) Wu

**Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models**

*by*Stelios Bekiros & Alessia Paccagnini

**Evidence for the “Suicide by Firearm” Proxy for Gun Ownership from Austria**

*by*Christian Westphal

**Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence**

*by*Antonia Arsova & Deniz Dilan Karaman Oersal

**Too many skew normal distributions? The practitioner’s perspective**

*by*Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova

**Modelling and Simulation: An Overview**

*by*Michael McAleer & Felix Chan & Les Oxley

**Identifying Genuine Effects in Observational Research by Means of Meta-Regressions**

*by*Stephan B. Bruns

**Distance-Based Methods: An improvement of Ripley’s K function vs. the K density function**

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

**Does social capital matter for European regional growth?**

*by*Jesús Peiró-Palomino & Anabel Forte Deltell

**Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies**

*by*Advani, Arun & Sloczynski, Tymon

**Modeling Income Dynamics for Public Policy Design: An Application to Income Contingent Student Loans**

*by*Higgins, Tim & Sinning, Mathias

**Determinants and Policy Simulation of Firms Cooperation in Innovation**

*by*Heshmati, Almas & Lenz-Cesar, Flávio

**Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections**

*by*Wolfgang Polasek

**A nonparametric test of a strong leverage hypothesis**

*by*Oliver Linton & Yoon-Jae Whang & Yu-Min Yen

**Calculating confidence intervals for continuous and discontinuous functions of parameters**

*by*Tiemen Woutersen & John Ham

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

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

**Moment-Based Tests for Discrete Distributions**

*by*Bontemps, Christian

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed**

*by*Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao

**Resolving the Coordination Problem in Health Care: Limited Responsibility HMO:s**

*by*Lundbäck, Mattias

**A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models**

*by*Li, Yushu & Andersson, Fredrik N. G.

**Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements**

*by*Reese, Simon & Li, Yushu

**Rejection Probabilities for a Battery of Unit-Root Tests**

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

**Obtaining reliable Likelihood Ratio tests from simulated likelihood functions**

*by*Laura Mørch Andersen

**Time-varying structural vector autoregressions and monetary policy: a corrigendum**

*by*Del Negro, Marco & Primiceri, Giorgio E.

**Minimum distance estimation of possibly non-invertible moving average models**

*by*Gospodinov, Nikolay & Ng, Serena

**A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics**

*by*Assa, Hirbod & Dabbous, Amal & Gospodinov, Nikolay

**A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains**

*by*Gospodinov, Nikolay & Lkhagvasuren, Damba

**Economic Cycles and Their Synchronization: A Survey of Spectral Properties**

*by*L. Sella & G. Vivaldo & A. Groth & M. Ghil

**Stochastic public debt projections using the historical variance-covariance matrix approach for EU countries**

*by*Katia Berti

**Modelling and Simulation: An Overview**

*by*McAleer, M.J. & Chan, F. & Oxley, L.

**How wrong can you be, without noticing? Further evidence on speci cation errors in the Conditional Logit**

*by*Tomás del Barrio Casto & William Nilsson & Andrés J. Picazo-Tadeo

**Is the eco-efficiency in greenhouse gas emissions converging among European Union countries?**

*by*Mariam Camarero & Juana Castillo Giménez & Andrés J. Picazo-Tadeo & Cecilio Tamarit

**Through the Looking Glass: Indirect Inference via Simple Equilibria**

*by*Calvet , Laurent & Czellar, Veronika

**On Uniform Inference in Nonlinear Models with Endogeneity**

*by*Shakeeb Khan & Denis Nekipelov

**A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio**

*by*Jan Willem van den End

**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

**Testing for Multiple Bubbles: Limit Theory of Real Time Detectors**

*by*Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

**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

**Mismatch, Sorting and Wage Dynamics**

*by*Jeremy Lise & Costas Meghir & Jean-Marc Robin

**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

**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

**Skewness Risk Premium: Theory and Empirical Evidence**

*by*Lehnert, Thorsten & Lin, Yuehao & Wolff, Christian C

**Testing for multiple bubbles with daily data**

*by*Uribe Gil, Jorge Mario

**Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia**

*by*Zambrano Jurado, Juan Carlos

**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

**Efficient estimation using the Characteristic Function**

*by*Marine Carrasco & Rachidi Kotchoni

**Credit Shocks and Macroeconomic Fluctuations in Emerging Markets**

*by*Houssa Romain & Jolan Mohimont & Chris Otrok

**A Method Of Correcting For Misreporting Applied To The Food Stamp Program**

*by*Nikolas Mittag

**The dynamics of trading duration, volume and price volatility – a vector MEM model**

*by*Xu, Yongdeng

**Disequilibrium in the Indian Registered Manufacturing Sector-A Simulated Maximum Likelihood Analysis**

*by*HARISH MANI & V. PANDIT & R. PRABHAKAR RAO

**Consistent Estimation of Agent-Based Models by Simulated Minimum Distance**

*by*Jakob Grazzini & Matteo G. Richiardi

**A Note on the Practice of Lagging Variables to Avoid Simultaneity**

*by*W. Robert Reed

**Modeling and Simulation: An Overview**

*by*Michael McAleer & Felix Chan & Les Oxley

**‘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

**Fuel Panics - insights from spatial agent-based simulation**

*by*Eben Upton & William J. Nuttall

**Contagion in the interbank network : An epidemiological approach**

*by*Toivanen, Mervi

**Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach**

*by*Darne, O. & Levy-Rueff, O. & Pop, A.

**Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances**

*by*Sermin Gungor & Richard Luger

**Indirect Likelihood Inference (revised)**

*by*Michael Creel & Dennis Kristensen

**Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems**

*by*Marcel Aloy & Gilles de Truchis

**Prediction of the Prefectural Economy in Japan Using a Stochastic Model**

*by*Sakamoto, Hiroshi

**A Nonparametric Study of Real Exchange Rate Persistence over a Century**

*by*Hyeongwoo Kim & Deockhyun Ryu

**A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method**

*by*Asger Lunde & Anne Floor Brix & Wei Wei

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**Bootstrapping realized volatility and realized beta under a local Gaussianity assumption**

*by*Ulrich Hounyo

**Bootstrapping pre-averaged realized volatility under market microstructure noise**

*by*Ulrich Hounyo & Sílvia Goncalves & Nour Meddahi

**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

**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**

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

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

**Income Distribution in Computable General Equilibrium Modeling**

*by*Bourguignon, François & Bussolo, Maurizio

**Solving Games and All That**

*by*Saffidine, Abdallah

**Disminución del riesgo electoral mediante un algoritmo híbrido**

*by*Rincón García, Eric Alfredo & Magno Rico, Luis Fernando

**Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles**

*by*Xi Chen & Michael Funke

**Industrial dynamics in Bulgaria – the connection between past and future: The Case of Food and Beverage Industry**

*by*Diana Kopeva & Dimitar Blagoev & Nikolay Sterev

**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

**Optimal investment paths during the life cycle of a multi-funds system**

*by*Arboleda, Alejandra & Soto, Carlos & Gutierrez, Juan

**Discrete choice modeling and demand estimation for diapers (in Russian)**

*by*Anna Anikina

**A Note on Lenk’s Correction of the Harmonic Mean Estimator**

*by*Anna Pajor & Jacek Osiewalski

**Estimating Correlated Jumps and Stochastic Volatilities**

*by*Jiří Witzany

**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

**Data Mining - an Instrument Managing the Knowledge Collected for the Enterprise**

*by*Oncioiu Ionica

**Analysis of the Degree of Absorption of EU Funds, 2007-2013**

*by*Ciobanu Carmen Liliana

**The Measurement And Evaluation Of The Internal Communication Process In Project Management**

*by*Pop Alexandra Mihaela & Dumitrascu Danut & &

**Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano**

*by*Martínez Sánchez José Francisco & Venegas Martínez

**Visualizing multinational daily life via multidimensional scaling (MDS)**

*by*John P. Robinson & Jonathan Gershuny

**A test for the existence of a fractional root in a non-stationary time series**

*by*Diego Lemus & Elkin Castaño

**Relación de Kuznets en América Latina. Explorando más allá de la media condicional**

*by*Javier Alejo

**A villamos erőművek szén-dioxid-kibocsátásának modellezése reálopciók segítségével**

*by*Nagy, Tamás

**A Simple Method For Measuring Systemic Risk Using Credit Default Swap Market Data**

*by*SANGWON SUH & INWON JANG & MISUN AHN

**Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests**

*by*Otuken Senger

**Cuantificación de las pérdidas inesperadas ocasionadas por la delincuencia en Ecuador**

*by*Yannira Chávez & Patricia Cortez & Paúl Medina

**Tax-benefit systems, income distribution and work incentives in the European Union**

*by*H. Xavier Jara & Alberto Tumino

**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

**Prediction Of The Prefectural Economy In Japan Using A Stochastic Model**

*by*Hiroshi Sakamoto

**Does Openness Increase the Efficiency of China¡¯s Manufacturing Firms? Evidence from the World Bank Investment Climate Survey**

*by*Wenjun Liu & Shuliang Zou

**Riesgo operacional en la banca trasnacional: un enfoque bayesiano**

*by*José Francisco Martínez-Sánchez & Francisco Venegas-Martínez

**Estimation of tail-related risk measures in the Indian stock market: An extreme value approach**

*by*Karmakar, Madhusudan

**Estimation of the spatial weights matrix under structural constraints**

*by*Bhattacharjee, Arnab & Jensen-Butler, Chris

**And yet they Co-move! Public capital and productivity in OECD**

*by*Bottasso, Anna & Castagnetti, Carolina & Conti, Maurizio

**Does the forward premium puzzle disappear over the horizon?**

*by*Snaith, Stuart & Coakley, Jerry & Kellard, Neil

**Systemic risk contributions: A credit portfolio approach**

*by*Puzanova, Natalia & Düllmann, Klaus

**Real exchange rate adjustment in European transition countries**

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

**Dynamic hedge fund portfolio construction: A semi-parametric approach**

*by*Harris, Richard D.F. & Mazibas, Murat

**Cross-country effects of regulatory capital arbitrage**

*by*Milcheva, Stanimira

**Choosing a random distribution with prescribed risks**

*by*Cascos, Ignacio & Molchanov, Ilya

**Control variates and conditional Monte Carlo for basket and Asian options**

*by*Dingeç, Kemal Dinçer & Hörmann, Wolfgang

**Causes of nonlinearities in low-order models of the real exchange rate**

*by*Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena

**Continuous-time VIX dynamics: On the role of stochastic volatility of volatility**

*by*Kaeck, Andreas & Alexander, Carol

**Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence**

*by*Degiannakis, Stavros & Floros, Christos & Dent, Pamela

**Real wages and the family: Adjusting real wages to changing demography in pre-modern England**

*by*Schneider, Eric B.

**Risk–return incentives in liberalised electricity markets**

*by*Lynch, Muireann Á. & Shortt, Aonghus & Tol, Richard S.J. & O'Malley, Mark J.

**Performance, stock selection and market timing of the German equity mutual fund industry**

*by*Cuthbertson, Keith & Nitzsche, Dirk

**Time-varying combinations of predictive densities using nonlinear filtering**

*by*Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

**Dilation bootstrap**

*by*Galichon, Alfred & Henry, Marc

**Panel unit root tests in the presence of a multifactor error structure**

*by*Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi

**Methods for computing marginal data densities from the Gibbs output**

*by*Fuentes-Albero, Cristina & Melosi, Leonardo

**Maximum likelihood estimation and uniform inference with sporadic identification failure**

*by*Andrews, Donald W.K. & Cheng, Xu

**Bootstrapping realized multivariate volatility measures**

*by*Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour

**Easy and flexible mixture distributions**

*by*Fosgerau, Mogens & Mabit, Stefan L.

**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

**News impact curve for stochastic volatility models**

*by*Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki

**Asymptotic and bootstrap inference for top income shares**

*by*Brzezinski, Michal

**Volatility and persistence of simulated DSGE real exchange rates**

*by*Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena

**Model selection for regression with heteroskedastic and autocorrelated errors**

*by*Mao, Guangyu

**A comparison of industry classification schemes: A large sample study**

*by*Hrazdil, Karel & Trottier, Kim & Zhang, Ray

**Are the determinants of CO2 emissions converging among OECD countries?**

*by*Camarero, Mariam & Picazo-Tadeo, Andrés J. & Tamarit, Cecilio

**Modeling income dynamics for public policy design: An application to income contingent student loans**

*by*Higgins, Tim & Sinning, Mathias

**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.

**Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue**

*by*de Truchis, Gilles

**Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions**

*by*Eriṣ, Mehmet N. & Ulaṣan, Bülent

**An automatic bias correction procedure for volatility estimation using extreme values of asset prices**

*by*Maheswaran, S. & Kumar, Dilip

**An empirical estimation for mean-reverting coal prices with long memory**

*by*Sun, Qi & Xu, Weijun & Xiao, Weilin

**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

**Detecting sudden changes in volatility estimated from high, low and closing prices**

*by*Kumar, Dilip & Maheswaran, S.

**Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP**

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

**Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process**

*by*Degiannakis, Stavros & Livada, Alexandra

**Dependence of defaults and recoveries in structural credit risk models**

*by*Schäfer, Rudi & Koivusalo, Alexander F.R.

**Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach**

*by*Rohin Anhal

**¿Puede una expansión educativa reducir la desigualdad? Un ejercicio de microsimulaciones para Colombia**

*by*Juan Pablo Uribe

**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

**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

**Sistema de inferencia difuso para la inflación en Colombia**

*by*Jacobo Campo Robledo & Mónica Enciso Pulido & Andrés Acosta Hernández

**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

**Monetary Policy Transmission Mechanism And Tvp-Var Model**

*by*Andreea A. ROSOIU

**Computing risk measures for non-normal asset returns using Copula theory**

*by*Hela Mzoughi & Faysal Mansouri

**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

**Sistema de inferencia difuso para la inflación en Colombia**

*by*Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo

**A Macro-econometric Model for the Sudan Economy**

*by*Ahmed Elsheikh M. Ahmed & Omer Ali Ibrahim & Khalafalla Ahmed Mohamed Arabi

**Financial Contagion and Network Analysis**

*by*Martin Summer

**Predicting BRICS Stock Returns Using ARFIMA Models**

*by*Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford

**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

**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

**The Simar and Wilson’s Bootstrap DEA approach: a critique**

*by*Tziogkidis, Panagiotis

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

**La rémunération dans les fonds d’investissement : évaluation et traitement fiscal**

*by*Najar, Dorra

**Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)**

*by*Noriega, Antonio E. & Rodríguez, Cid Alonso

**Network formation with local complements and global substitutes: the case of R&D networks**

*by*Chih-Sheng Hsieh & Michael D. König & Xiaodong Liu

**Predicting Financial Crises: The (Statistical) Significance of the Signals Approach**

*by*El-Shagi, Makram & Knedlik, Tobias & von Schweinitz, Gregor

**Qual VAR Revisited: Good Forecast, Bad Story**

*by*El-Shagi, Makram & von Schweinitz, Gregor

**A note on the estimation of long-run relationships in panel equations with cross-section linkages**

*by*Di Iorio, Francesca & Fachin, Stefano

**Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall**

*by*Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

**Passive investment strategies and financial bubbles**

*by*Fischer, Thomas

**Stress testing German banks against a global cost-of-capital shock**

*by*Duellmann, Klaus & Kick, Thomas

**Selection criteria for overlapping binary Models**

*by*M. T. Aparicio & I. Villanúa

**Testing CAPM with a Large Number of Assets**

*by*M Hashem Pesaran & Takashi Yamagata

**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

**Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory**

*by*Carlos Martins-Filho & Feng Yao & Maximo Torero

**Modeling of short term interest rate based on tempered fractional Langevin equation**

*by*Janusz Gajda

**Estimating the Final Size of an Online User Base**

*by*Steven Lim

**Monte Carlo likelihood inference in multivariate model-based geostatistics**

*by*Marco Minozzo & Clarissa Ferrari

**Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes**

*by*Marco Minozzo & Silvia Centanni

**Combining predictive densities using Bayesian filtering with applications to US economic data**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Combination schemes for turning point predictions**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Bayesian Graphical Models for Structural Vector Autoregressive Processes**

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

**Efficient Gibbs Sampling for Markov Switching GARCH Models**

*by*Monica Billio & Roberto Casarin & Anthony Osuntuyi

**The Affine Nature of Aggregate Wealth Dynamics**

*by*Eckhard Platen & Renata Rendek

**Modeling of Oil Prices**

*by*Ke Du & Eckhard Platen & Renata Rendek

**A Stochastic Approach to the Valuation of Barrier Options in Heston's Stochastic Volatility Model**

*by*Susanne Griebsch & Kay Pilz

**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

**Sunk costs, extensive R&D subsidies and permanent inducement effects**

*by*Arqué-Castells, Pere & Mohnen, Pierre

**Evaluating binary alignment methods in microsimulation models**

*by*Li, Jinjing & O'Donoghue, Cathal

**A methodological survey of dynamic microsimulation models**

*by*Li, Jinjing & O'Donoghue, Cathal

**Non-Balanced Growth and Production Technology Estimation**

*by*Miguel A León-Ledesma & Peter McAdam & Alpo Willman

**Long swings in Japan’s current account and in the yen**

*by*Müller-Plantenberg, Nikolas

**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

**Convex and Monotonic Bootstrapped Kriging**

*by*Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M.

**Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)**

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

**Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation**

*by*Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue

**Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes**

*by*Jan F. Kiviet

**Time-varying Combinations of Predictive Densities using Nonlinear Filtering**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**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

**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

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Doko Tchatoka, Firmin & Dufour, Jean-Marie

**Specification tests with weak and invalid instruments**

*by*Doko Tchatoka, Firmin

**On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments**

*by*Doko Tchatoka, Firmin

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

**Value Creation in IT Service Platforms through Two-Sided Network Effects**

*by*Netsanet Haile & Jorn Altmann

**IT Service Platforms: Their Value Creation Model and the Impact of their Level of Openness on their Adoption**

*by*Selam Abrham Gebregiorgis & Jorn Altmann

**Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software**

*by*Juthasit Rohitratana & Jorn Altmann

**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models**

*by*Ye Chen & Jun Yu

**Testing for Multiple Bubbles**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**Simulated Maximum Likelihood Estimation for Latent Diffusion Models**

*by*Tore Selland Kleppe & Jun Yu & Hans J. Skaug

**Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test**

*by*Francesca Di Iorio & Stefano Fachin

**Modelarea PIB-ului potential. Probleme intampinate in estimare**

*by*Pauna, Bianca

**Problema stabilitatii estimarilor econometrice si metode robuste de regresie ortogonala**

*by*Saman, Corina

**Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models**

*by*Martin Burda & John M. Maheu

**Measuring Human Development: A Stochastic Dominance Approach**

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

**Identifying Speculative Bubbles with an Infinite Hidden Markov Model**

*by*Shu-Ping Shi & Yong Song

**Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle**

*by*Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

**ROM Simulation: Applications to Stress Testing and VaR**

*by*Carol Alexander & Daniel Ledermann

**The Real Output Costs of Financial Crisis: A Loss Distribution Approach**

*by*Kapp, Daniel & Vega, Marco

**Bootstrap Confidence Sets with Weak Instruments**

*by*Russell Davidson & James G. MacKinnon

**Thirty Years of Heteroskedasticity-Robust Inference**

*by*James G. MacKinnon

**European Union Economy System Dynamic Model Development**

*by*Skribans, Valerijs

**On the epidemic of financial crises**

*by*Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa

**Maximum Likelihood Estimator for Spatial Stochastic Frontier Models**

*by*Pavlyuk, Dmitry

**Deficit Financed Public Expenditure in Argentina: A Structural Vector Autoregression Analysis**

*by*Mitkov, Yuliyan & Pericon, Osvaldo

**Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables**

*by*Nam, Suhyeon

**The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model**

*by*Matkovskyy, Roman

**The comparison of optimization algorithms on unit root testing with smooth transition**

*by*Omay, Tolga

**Reassessing effective protection rates in a trade in tasks perspective: Evolution of trade policy in "Factory Asia"**

*by*Diakantoni, Antonia & Escaith, Hubert

**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

**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

**Transmission of fiscal policy shocks into Romania's economy**

*by*Serbanoiu, Georgian Valentin

**Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation**

*by*Sinha, Pankaj & Bansal, Vishakha

**A strategy to reduce the count of moment conditions in panel data GMM**

*by*Bontempi, Maria Elena & Mammi, Irene

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Doko Tchatoka, Firmin & Dufour, Jean-Marie

**How Dangerous is the Counterparty Risk of OTC Derivatives in Turkey?**

*by*D. Yıldırım, Burcu & Coskun, Yener & Caglar, Ozan & Yıldırak, Kasırga

**Specification Tests with Weak and Invalid Instruments**

*by*Doko Tchatoka, Firmin Sabro

**On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments**

*by*Doko Tchatoka, Firmin

**Marginal Likelihood Estimation with the Cross-Entropy Method**

*by*Chan, Joshua & Eisenstat, Eric

**Testing for time-varying fractional cointegration using the bootstrap approach**

*by*Simwaka, Kisu

**A new model of trend inflation**

*by*Chan, Joshua & Koop, Gary & Potter, Simon

**Propriétés à distance finie d'estimateurs du modèle dynamique en données de panel à effets fixes lorsque N**

*by*Kuikeu, Oscar

**Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods**

*by*Chan, Joshua & Strachan, Rodney

**Dealing with small samples and dimensionality issues in data envelopment analysis**

*by*Zervopoulos, Panagiotis

**Choosing a retirement income strategy: a new evaluation framework**

*by*Pfau, Wade Donald

**Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach**

*by*Morone, Marco & Cornaglia, Anna & Mignola, Giulio

**An international perspective on “safe” savings rates for retirement**

*by*Pfau, Wade Donald & Kariastanto, Bayu

**Insurance portfolio risk aggregation and solvency capital computation with mathematical copula techniques**

*by*Zvezdov, Ivelin

**Indirect estimation of GARCH models with alpha-stable innovations**

*by*Parrini, Alessandro

**Selecting between different productivity measurement approaches: An application using EU KLEMS data**

*by*Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel

**Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique**

*by*TINANG NZESSEU, Jules Valery

**An automatic procedure for the estimation of the tail index**

*by*Gimeno, Ricardo & Gonzalez, Clara I.

**Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand**

*by*Halkos, George & Kevork, Ilias

**Identifying speculative bubbles with an in finite hidden Markov model**

*by*Song, Yong & Shi, Shuping

**Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study**

*by*Nguyen Viet, Cuong

**Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand**

*by*Halkos, George & Kevork, Ilias

**Comparing performance of statistical models for individual’s ability index and ranking**

*by*Iqbal, Javed

**Real output costs of financial crises: a loss distribution approach**

*by*Kapp, Daniel & Vega, Marco

**Real Output Costs of Financial Crises: a Loss Distribution Approach**

*by*Daniel Kapp & Marco Vega

**Robust inference on parameters via particle filters and sandwich covariance matrices**

*by*Neil Shephard & Arnaud Doucet

**Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts**

*by*Elena Rusticelli

**Assessing the Sensitivity of Hungarian Debt Sustainability to Macroeconomic Shocks under Two Fiscal Policy Reactions**

*by*Pierre Beynet & Edouard Paviot

**Robust inference on parameters via particle filters and sandwich covariance matrices**

*by*Arnaud Doucet & Neil Shephard

**Analysis of the Payment System of the National Bank of Serbia – simulation-based approach**

*by*Aleksandar Dimitrijevic & Milan Nikolic & Miro Vukoje

**Analysis of the Payment System of the National Bank of Serbia – simulation-based approach**

*by*Aleksandar Dimitrijevic & Milan Nikolic & Miro Vukoje

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

*by*Jan F. KIVIET & Milan PLEUS

**Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes**

*by*Jan F. KIVIET

**Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval**

*by*Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

**Comparaison of several estimation procedures for long term behavior**

*by*Dominique Guegan & Zhiping Lu & BeiJia Zhu

**Exact and heuristic approaches for the index tracking problem with UCITS constraints**

*by*Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink

**Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints**

*by*Andrea Scozzari & Fabio Tardella & Sandra Paterlini & Thiemo Krink

**Comparing Hybrid DSGE Models**

*by*Alessia Paccagnini

**Value at Risk Model Used to Stock Prices Prediction**

*by*Radim Gottwald

**An Inventory of Canadian Microsimulation Models**

*by*Yann Décarie & Michaël Boissonneault & Jacques Légaré

**Generating Tempered Stable Random Variates from Mixture Representation**

*by*Piotr Jelonek

**Univariate Multiple Imputation for Coarse Employee Income Data**

*by*Reza C. Daniels

**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

**The agglomeration effect of the Athens 2004 Olympic Games**

*by*José M. Albert & Nikolaos Georgantzis & Jorge Mateu & José I. Silva

**Child Care Assistance: Are Subsidies or Tax Credits Better?**

*by*Gong, Xiaodong & Breunig, Robert

**Testing CAPM with a Large Number of Assets**

*by*Pesaran, M. Hashem & Yamagata, Takashi

**Testing CAPM with a Large Number of Assets**

*by*Pesaran, M. Hashem & Yamagata, Takashi

**Predicting Financial Crises: The (Statistical) Significance of the Signals Approach**

*by*Makram El-Shagi & Tobias Knedlik & Gregor von Schweinitz

**Qual VAR Revisited: Good Forecast, Bad Story**

*by*Makram El-Shagi & Gregor von Schweinitz

**Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System**

*by*Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

**Marketing Response Models for Shrinking Beer Sales in Germany**

*by*Polasek, Wolfgang

**A nonparametric test of the leverage hypothesis**

*by*Oliver Linton & Yoon-Jae Whang & Yu-Min Yen

**Dynamic Functional Data Analysis with Nonparametric State Space Models**

*by*Márcio Laurini

**Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -**

*by*Jouchi Nakajima & Toshiaki Watanabe

**Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series**

*by*Mantalos, Panagiotis & Karagrigoriou, Alex

**Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation**

*by*Mantalos, Panagiotis

**On the Least Absolute Deviations Method for Ridge Estimation of SURE Models**

*by*Zeebari, Zangin & Shukur, Ghazi

**Cost of Misspecification in Break-Model Unit-Root Tests**

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

**A simple specification procedure for the transition function in persistent nonlinear time series models**

*by*Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

**Measuring human development: a stochastic dominance approach**

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

**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)

**Sectorial shifts and Inequality. How to relate macroeconomic events to inequality changes**

*by*Carlos Villalobos Barría

**The dynamics of inequality change in a highly dualistic economy: Honduras, 1991-2007**

*by*Stephan Klasen & Thomas Otter & Carlos Villalobos Barría

**The Role of Oscillatory Modes in U.S. Business Cycles**

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

**Recombinant Innovation and Endogenous Transitions**

*by*Koen Frenken & Luis R. Izquierdo & Paolo Zeppini

**Marginal Likelihood Estimation with the Cross-Entropy Method**

*by*Joshua C C Chan & Eric Eisenstat

**Are the determinants of CO2 emissions converging among OECD countries?**

*by*Mariam Camarero & Andrés J. Picazo-Tadeo & Cecilio Tamarit

**The optimal size of the European Stability Mechanism: A cost-benefit analysis**

*by*Daniel Kapp

**Modelling the liquidity ratio as macroprudential instrument**

*by*Jan Willem van den End & Mark Kruidhof

**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

**Testing for Multiple Bubbles**

*by*Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**

*by*Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

**Nonparametric tests for conditional independence using conditional distributions**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik

**Patents, secret innovations and firm's rate of return : differential effects of the innovation leader**

*by*Escribano, Álvaro & Blazsek, Szabolcs

**Nonparametric estimation and inference for Granger causality measures**

*by*El Ghouch, Anouar & Bouezmarni, Taoufik & Taamouti, Abderrahim

**Sentiment Trades and Option Prices**

*by*Thorsten Lehnert & Bart Frijns & Remco Zwinkels

**Noise Trading and the Cross-Section of Index Option Prices**

*by*Fabian Irek & Thorsten Lehnert & Nicolas Martelin

**Infinite-state Markov-switching for dynamic volatility and correlation models**

*by*DUFAYS, Arnaud

**Sistema de Inferencia Difuso para la Inflación en Colombia**

*by*Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo

**Redes neuronales artificiales en las ciencias económicas**

*by*Viviana María Oquendo Patiño

**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

**Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach**

*by*Carlos Léon

**Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange**

*by*José Eduardo Gómez-González & Elioth Mirsha Sanabria-Buenaventura

**Forecasting with Unobserved Heterogeneity**

*by*Matteo G. Richiardi

**Indirect estimation of agent-based models.An application to a simple diffusion model**

*by*Jacob Grazzini & Matteo Richiardi & Lisa Sella

**Testing CAPM with a Large Number of Assets (Updated 28th March 2012)**

*by*Pesaran, M. H. & Yamagata, T.

**A strategy to reduce the count of moment conditions in panel data GMM**

*by*M. E. Bontempi & I. Mammi

**Signaling asset price bubbles with time-series methods**

*by*Taipalus, Katja

**Real-time warning signs of emerging and collapsing Chinese house price bubbles**

*by*Chen, Xi & Funke, Michael

**The determinants of vulnerability to the global financial crisis 2008 to 2009 : Credit growth and other sources of risk**

*by*Feldkircher, Martin

**Oil price density forecasts: Exploring the linkages with stock markets**

*by*Francesco Ravazzolo & Marco J. Lombardi

**Oil price density forecasts: exploring the linkages with stock markets**

*by*Marco J. Lombardi & Francesco Ravazzolo

**Combination schemes for turning point predictions**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata**

*by*Ramdane Djoudad

**A Note on the Finite Sample Properties of the CLS Method of TAR Models**

*by*Marian Vavra

**Robustness of Power Properties of Non-linearity Tests**

*by*Marian Vavra

**Testing Non-linearity Using a Modified Q Test**

*by*Marian Vavra

**Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model**

*by*Sofia Anyfantaki & Antonis Demos

**Econometrics on GPUs**

*by*Michael Creel & Sonik Mandal & Mohammad Zubair

**Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue**

*by*Gilles de Truchis

**Estimation and Testing for Fractional Cointegration**

*by*Marcel Aloy & Gilles de Truchis

**Contributions computationnelles à la statistique Bayésienne**

*by*Jacob, Pierre E.

**Monte Carlo methods for sampling high-dimensional binary vectors**

*by*Schäfer, Christian

**Detecting asset price bubbles with time-series methods**

*by*Taipalus, Katja

**A note on the estimation of long-run relationships in panel equations with cross-section linkages**

*by*Di Iorio, Francesca & Fachin, Stefano

**Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach**

*by*Adedayo A. ADEPOJU & John O. OLAOMI

**Industrial dynamics in Bulgaria – the connection between past and future: The case of food and beverage industry**

*by*Diana Kopeva & Dimitar Blagoev & Nikolay Sterev

**Techniques and Simulation Models in Risk Management**

*by*Mirela GHEORGHE

**Local Environment Analysis and Rules Inferring Procedure in an Agent-Based Model – Applications in Economics**

*by*Dospinescu, Andrei Silviu

**Estimation and analysis of labor productivity in Spanish cities**

*by*Rubiera-Morollón, Fernando & Fernández-Vázquez , Esteban & Aponte-Jaramillo, Elizabeth

**A Bootstrap Analysis of the Nikkei 225**

*by*Kung, James J. & Carverhill, Andrew P.

**Volatility estimation based on extremes of the bridge (in Russian)**

*by*Svetlana Lapinova & Alexander Saichev & Maria Tarakanova

**Pojištění jako nástroj řízení operačního rizika - případová studie**

*by*Milan Rippel & Lucie Suchánková & Petr Teplý

**Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe**

*by*Jesús Crespo Cuaresma & Martin Feldkircher

**The Empirical Investigation on The Relationship of Foreign Trade, Institutions and Economic Performance of The ASEAN Nations**

*by*KHIM Samitt

**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

**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

**On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia**

*by*Elkin Castaño & Jorge Sierra

**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

**Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies**

*by*Chin-Ping King

**Una propuesta para medir dinámica y coherentemente el riesgo operacional**

*by*Martínez-Sánchez, José Francisco. & Venegas-Martínez, Francisco.

**The evaluation of health policies through dynamic microsimulation methods**

*by*Eugenio Zucchelli & Andrew M Jones & Nigel Rice

**The Optimal Total Costs for Writing a Straddle**

*by*Hsinan Hsu & Emily Ho

**Estimation Of Operative Risk For Fraud In The Car Insurance Industry**

*by*Jorge AnÃbal Restrepo Morales & Santiago Medina Hurtado

**Improving the Forecasting Power of Volatility Models**

*by*Ahmed Bensaida

**Ajuste del ingreso en México con un enfoque bayesiano**

*by*Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde

**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

**Combination schemes for turning point predictions**

*by*Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

**Job search incentives and job match quality**

*by*Gaure, Simen & Røed, Knut & Westlie, Lars

**Technical trading revisited: False discoveries, persistence tests, and transaction costs**

*by*Bajgrowicz, Pierre & Scaillet, Olivier

**A systematic approach to multi-period stress testing of portfolio credit risk**

*by*Breuer, Thomas & Jandačka, Martin & Mencía, Javier & Summer, Martin

**Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models**

*by*Beliaeva, Natalia & Nawalkha, Sanjay

**The determinants of sovereign credit spread changes in the Euro-zone**

*by*Oliveira, Luís & Curto, José Dias & Nunes, João Pedro

**Modeling dependence dynamics through copulas with regime switching**

*by*Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.

**Macro stress testing of credit risk focused on the tails**

*by*Schechtman, Ricardo & Gaglianone, Wagner Piazza

**When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour**

*by*van den End, Jan Willem & Tabbae, Mostafa

**Self-affinity in financial asset returns**

*by*Goddard, John & Onali, Enrico

**How do skilled traders change the structure of the market**

*by*Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav

**On the volatility–volume relationship in energy futures markets using intraday data**

*by*Chevallier, Julien & Sévi, Benoît

**Cost probability analysis of reprocessing spent nuclear fuel in the US**

*by*Recktenwald, G.D. & Deinert, M.R.

**A new country risk index for emerging markets: A stochastic dominance approach**

*by*Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas

**Variable selection and functional form uncertainty in cross-country growth regressions**

*by*Salimans, Tim

**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.

**Distribution-free tests of stochastic monotonicity**

*by*Delgado, Miguel A. & Escanciano, Juan Carlos

**Jump-robust volatility estimation using nearest neighbor truncation**

*by*Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst

**Taking a new contour: A novel approach to panel unit root tests**

*by*Chang, Yoosoon

**Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements**

*by*Campo, Sandra

**Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method**

*by*Bierens, Herman J. & Song, Hosin

**Residual based tests for cointegration in dependent panels**

*by*Chang, Yoosoon & Nguyen, Chi Mai

**A semiparametric stochastic volatility model**

*by*Yu, Jun

**Confidence intervals for the quantile of treatment effects in randomized experiments**

*by*Fan, Yanqin & Park, Sang Soo

**Tikhonov regularization for nonparametric instrumental variable estimators**

*by*Gagliardini, Patrick & Scaillet, Olivier

**Robust subsampling**

*by*Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio

**A simple test for regression specification with non-nested alternatives**

*by*Hagemann, Andreas

**A Poisson mixture model of discrete choice**

*by*Burda, Martin & Harding, Matthew & Hausman, Jerry

**A simple test for linearity against exponential smooth transition models with endogenous variables**

*by*Massacci, Daniele

**Estimating technical efficiency in micro panels**

*by*Feng, Qu & Horrace, William C.

**Optimal unemployment insurance in GE: A robust calibration approach**

*by*Cozzi, Marco

**Short and long memory in stock returns data**

*by*Goddard, John & Onali, Enrico

**Performance of nonlinear instrumental variable unit root tests using recursive detrending methods**

*by*Lee, Hyejin & Meng, Ming & Lee, Junsoo

**Investigating finite sample properties of estimators for approximate factor models when N is small**

*by*Tanaka, Shinya & Kurozumi, Eiji

**A simple sieve bootstrap range test for poolability in dependent cointegrated panels**

*by*Di Iorio, Francesca & Fachin, Stefano

**Family background variables as instruments for education in income regressions: A Bayesian analysis**

*by*Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy

**The efficiency of government promotion of inbound tourism: The case of Australia**

*by*Shi, Hui

**Adaptive ARFIMA models with applications to inflation**

*by*Baillie, Richard T. & Morana, Claudio

**A new energy model to capture the behavior of energy price processes**

*by*Xu, Weijun & Sun, Qi & Xiao, Weilin

**A nice estimation of Gini index and power Pen's parade**

*by*Sadefo Kamdem, Jules

**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

**Disability benefit microsimulation models in the Netherlands**

*by*van Sonsbeek, Jan-Maarten & Alblas, Ridwan

**Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest**

*by*Bao, Qunfang & Chen, Si & Li, Shenghong

**Structural sign patterns and reduced form restrictions**

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

**Clusters of firms in an inhomogeneous space: The high-tech industries in Milan**

*by*Arbia, G. & Espa, G. & Giuliani, D. & Mazzitelli, A.

**Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles**

*by*Ruge-Murcia, Francisco

**A structural model of firm and industry evolution: Evidence from Chile**

*by*Şeker, Murat

**Do institutional changes affect business cycles? Evidence from Europe**

*by*Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva

**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

**Hybrid Grey Forecasting Model for Iran’s Energy Consumption and Supply**

*by*Hamidreza Mostafaei & Shaghayegh Kordnoori

**Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model**

*by*Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori

**Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento**

*by*Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús

**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

**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

**Evaluating Asset Pricing Models in a Simulated Multifactor Approach**

*by*Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone

**Neural Network Principles To Classify Economic Data**

*by*STEFAN Raluca-Mariana & SERBAN Mariuta

**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

**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**

*by*Pierre Perron & Rasmus T. Varneskov

**Asset Pricing Puzzle: The Long-Run Risks Model's Approach**

*by*Francesca Brusa

**Forecasting prices from level-I quotes in the presence of hidden liquidity**

*by*Avellaneda, Marco & Reed, Josh & Stoikov, Sasha

**Binomial options pricing has no closed-form solution**

*by*Georgiadis, Evangelos

**Markets are efficient if and only if P=NP**

*by*Maymin, Philip

**Confidence in prior knowledge: Calibration and impact on portfolio performance**

*by*Wickern, Tobias

**The Phantom Menace of Omitted Variables – A Comment**

*by*Ritter, Nolan & Vance, Colin

**The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio**

*by*Dannenberg, Henry

**Ratingverfahren: Diskriminanzanalyse versus Logistische Regression**

*by*Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz

**News reaction in financial markets within a behavioral finance model with heterogeneous agents**

*by*Fischer, Thomas

**Income tax evasion dynamics: Evidence from an agent-based econophysics model**

*by*Pickhardt, Michael & Seibold, Goetz

**Efficient high-dimensional importance sampling in mixture frameworks**

*by*Kleppe, Tore Selland & Liesenfeld, Roman

**Systemic risk contributions: a credit portfolio approach**

*by*Düllmann, Klaus & Puzanova, Natalia

**Assessing the effect of current account and currency crises on economic growth**

*by*Aßmann, Christian

**Measuring the effects of removing subsidies for private insurance on public expenditure for health care**

*by*Chai Cheng, T.

**Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions**

*by*David E. Giles & Xiao Ling

**Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution**

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

**On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution**

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

**Testing instrument validity in sample selection models**

*by*Huber, Martin & Mellace, Giovanni

**Testing instrument validity for LATE identification based on inequality moment constraints**

*by*Huber, Martin & Mellace, Giovanni

**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

**Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models**

*by*Martin Burda & John Maheu

**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.

**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.

**Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**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

**Combination Schemes for Turning Point Predictions**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Estimating the Effects of Recent Disability Reforms in The Netherlands**

*by*Jan-Maarten van Sonsbeek & Raymond Gradus

**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

**Counting with Combined Splitting and Capture-Recapture Methods**

*by*Paul Dupuis & Bahar Kaynar & Ad Ridder & Reuven Rubinstein & Radislav Vaisman

**Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models**

*by*Siem Jan Koopman & Andre Lucas & Marcel Scharth

**Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection**

*by*Redouane Elkamhia & Denitsa Stefanova

**Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions**

*by*Tim Salimans

**Divergent Priors and well Behaved Bayes Factors**

*by*Rodney W. Strachan & Herman K. van Dijk

**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

**Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Structural Models, Information and Inherited Restrictions**

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

**Structural Sign Patterns and Reduced Form Restrictions**

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

**On Identification of Bayesian DSGE Models**

*by*Gary Koop & M. Hashem Pesaran & Ron Smith

**Profile-score Adjustements for Nonlinearfixed-effect Models**

*by*Geert Dhaene & Koen Jochmans

**Cost–Benefit Analysis of an SLA Mapping Approach for Defining Standardized Cloud Computing Goods**

*by*Michael Maurera & Vincent C. Emeakarohaa & Ivona Brandica & Jorn Altmann

**Towards Autonomic Market Management in Cloud Computing Infrastructures**

*by*Ivan Breskovic & Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

**Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**Simulated Maximum Likelihood Estimation for Latent Diffusion Models**

*by*Tore Selland Kleppe & Jun Yu & Hans J. Skaug

**Testing for Multiple Bubbles**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**

*by*Shu-Ping Shi & Peter C. B. Phillips & Jun Yu

**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**

*by*Peter C. B. Phillips & Shu-Ping Shi & Jun Yu

**Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models**

*by*Ye Chen & Jun Yu

**Simulated Maximum Likelihood Estimation for Latent Diffusion Models**

*by*Tore Selland Kleppe & Jun Yu & Hans J. skaug

**Testing for Multiple Bubbles**

*by*Peter C.B. Phillips & Shu-Ping Shi & Jun Yu

**Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**

*by*Shu-Ping Shi & Peter C.B. Phillips & Jun Yu

**A sieve bootstrap range test for poolability in dependent cointegrated panels**

*by*Francesca Di Iorio & Stefano Fachin

**Methods for Computing Marginal Data Densities from the Gibbs Output**

*by*Cristina Fuentes-Albero & Leonardo Melosi

**How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?**

*by*J. A. CARRILLO

**Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence**

*by*T. DE GROOTE & G. EVERAERT

**Aplicatii ale metodei regresiei ortogonale in conomie**

*by*Saman, Corina

**Testing the One-Part Fractional Response Model against an Alternative Two-Part Model**

*by*Oberhofer, Harald & Pfaffermayr, Michael

**The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model**

*by*Wolfgang Polasek

**The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing**

*by*Wolfgang Polasek

**MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models**

*by*Wolfgang Polasek

**Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27**

*by*Wolfgang Polasek & Richard Sellner

**Applying the gravity approach to sector trade: Who bears the trade costs?**

*by*Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon

**Block Bootstrap and Long Memory**

*by*George Kapetanios & Fotis Papailias

**Confidence Sets Based on Inverting Anderson-Rubin Tests**

*by*Russell Davidson & James G. MacKinnon

**Assessing bank's default probability using the ASRF model**

*by*Radkov, Petar & Minkova, Leda

**Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks**

*by*Lau, Chi Keung Marco & Chau, Frankie & Deesomsak, Rataporn

**Methodological Proposal for Compiling the ILO Unemployment with Monthly Periodicity**

*by*Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia & Moldoveanu, Ruxandra

**Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading**

*by*Kozmenko, Serhiy & Plastun, Oleksiy

**A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model**

*by*Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R.

**Гибридная Имитационная Модель Отделения Банка Как Системы Массового Обслуживания: Роль Человеческого Фактора**

*by*Rumyantsev, Mikhail I.

**Partitioned Frames in Bak Sneppen Models**

*by*Piccinini, Livio Clemente & Lepellere, Maria Antonietta & Chang, Ting Fa Margherita

**Credit risk tools, (numerical methods for finance, university of Limerick 2011)**

*by*Esposito, Francesco Paolo

**Detección de Dependencia Espacial mediante Análisis Simbólico**

*by*Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

**Combating eutrophication in coastal areas at risk for oil spills**

*by*Hyytiäinen, Kari & Huhtala, Anni

**Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis**

*by*Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel

**Towards a benchmark on the contribution of education and training to employability: methodological note**

*by*Garrouste, Christelle

**Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation**

*by*Pfau, Wade Donald

**Simulation of financial institutions activity in transitional economies**

*by*Rumyantsev, Mikhail I.

**Spending flexibility and safe withdrawal rates**

*by*Finke, Michael & Pfau, Wade Donald & Williams, Duncan

**Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry**

*by*Taştan, Hüseyin

**On the finite-sample properties of conditional empirical likelihood estimators**

*by*Crudu, Federico & Sándor, Zsolt

**A new method for approximating vector autoregressive processes by finite-state Markov chains**

*by*Gospodinov, Nikolay & Lkhagvasuren, Damba

**Empirical estimation of default and asset correlation of large corporates and banks in India**

*by*Bandyopadhyay, Arindam & Ganguly, Sonali

**Capital market expectations, asset allocation, and safe withdrawal rates**

*by*Pfau, Wade Donald

**Nearly optimal asset allocations in retirement**

*by*Pfau, Wade Donald

**Corporate competition: A self-organized network**

*by*Braha, Dan & Stacey, Blake & Bar-Yam, Yaneer

**Algorithms for merging tick data and data analysis for Indian financial market**

*by*Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet

**Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work**

*by*Pfau, Wade Donald

**A nonparametric hypothesis test via the Bootstrap resampling**

*by*Temel, Tugrul

**Non-negative demand in newsvendor models:The case of singly truncated normal samples**

*by*Halkos, George & Kevork, Ilias

**Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen**

*by*Mohamed, Issam A.W.

**Retirement savings guidelines for residents of emerging market countries**

*by*Meng, Channarith & Pfau, Wade Donald

**Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?**

*by*Pfau, Wade Donald

**Identi�cation of jumps in �financial price series**

*by*Hellström, Jörgen & Lönnbark, Carl

**Can We Predict the Sustainable Withdrawal Rate for New Retirees?**

*by*Pfau, Wade Donald

**Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics**

*by*Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan

**Testing for non-causality by using the Autoregressive Metric**

*by*Di Iorio, Francesca & Triacca, Umberto

**Revisiting the Fisher and Statman Study on Market Timing**

*by*Pfau, Wade Donald

**The particle system model of income and wealth more likely to imply an analogue of thermodynamics in social science**

*by*Angle, John

**Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle**

*by*Pfau, Wade Donald

**Asymmetric Baxter-King filter**

*by*Buss, Ginters

**Un’estensione stocastica del modello "Fisher-Lange"**

*by*Massimo De Felice & Franco Moriconi

**Hálózati struktúra és egyensúly: a tudás-áramlás szerkezeti jellemzõinek kérdései**

*by*Tamás Sebestyén

**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

**Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models**

*by*Jason R. Blevins

**Bayesian semiparametric GARCH models**

*by*Xibin Zhang & Maxwell L. King

**Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Tests of Structural Changes in Conditional Distributions with Unknown Changepoints**

*by*Dominique Guegan & Philippe de Peretti

**Operational–risk Dependencies and the Determination of Risk Capital**

*by*Stefan Mittnik & Sandra Paterlini & Tina Yener

**Cardinality versus q-Norm Constraints for Index Tracking**

*by*Bjoern Fastrich & Sandra Paterlini & Peter Winker

**Cardinality versus q-Norm Constraints for Index Tracking**

*by*Bjöern Fastrich & Sandra Paterlini & Peter Winker

**Generating ordinal data**

*by*Pier Alda FERRARI & Alessandro BARBIERO

**Assessing the impact of the 2007 tax reform on poverty and inequality in Uruguay**

*by*Cecilia Llambí & Juan Marcelo Perera & Mery Ferrando & Silvia Laens

**Marginal Likelihood for Markov-Switching and Change-Point GARCH Models**

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

**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

**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

**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

**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

**Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters**

*by*Ham, John C. & Woutersen, Tiemen

**Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters**

*by*Ham, John C. & Woutersen, Tiemen

**A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply**

*by*Troske, Kenneth & Voicu, Alexandru

**A Panel Data Analysis of Racial/Ethnic Differences in Married Women's Labor Supply**

*by*Troske, Kenneth & Voicu, Alexandru

**On Identification of Bayesian DSGE Models**

*by*Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.

**On Identification of Bayesian DSGE Models**

*by*Koop, Gary & Pesaran, Hashem & Smith, Ron P.

**The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio**

*by*Henry Dannenberg

**Assessing the tendency of Spanish manufacturing industries to cluster: Co-localization and establishment size**

*by*Marta Casanova & Vicente Orts Ríos

**Poverty dynamics in Nairobi's slums: testing for true state dependence and heterogeneity effects**

*by*FAYE Ousmane & ISLAM Nizamul & ZULU Eliya

**The estimation uncertainty of permanent-transitory decompositions in cointegrated systems**

*by*Sven Schreiber

**Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework**

*by*Michal Franta

**Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications**

*by*Jouchi Nakajima

**Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach**

*by*Jouchi Nakajima

**The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model**

*by*Polasek, Wolfgang

**The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing**

*by*Polasek, Wolfgang

**Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27**

*by*Polasek, Wolfgang & Sellner, Richard

**Sensitivity Analysis of SAR Estimators**

*by*Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard

**Bayesian Factor Selection in Dynamic Term Structure Models**

*by*Márcio Laurini

**Measuring the Effects of Removing Subsidies for Private Insurance on Public Expenditure for Health Care**

*by*Terence Chai Cheng

**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

**A new targeting - a new take-up? : non-take-up of social assistance in Germany after social policy reforms**

*by*Bruckmeier, Kerstin & Wiemers, Jürgen

**How Computational Statistics Became the Backbone of Modern Data Science**

*by*James E. Gentle & Wolfgang Karl HÃ¤rdle & Yuichi Mori

**Finite Mixture for Panels with Fixed Effects**

*by*Partha Deb & Pravin Trivedi

**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

**Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**

*by*Shu-Ping Shi & Peter C. B. Phillips & Jun Yu

**Identification of jumps in financial price series**

*by*Hellström, Jörgen & Lönnbark, Carl

**The dynamics of real exchange rates - A reconsideration**

*by*Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp

**Indirect Inference Based on the Score**

*by*Peter Fuleky & Eric Zivot

**Indirect Inference Based on the Score**

*by*Peter Fuleky & Eric Zivot

**Testing for Bivariate Stochastic Dominance Using Inequality Restrictions**

*by*Thanasis Stengos & Brennan S. Thompson

**A nonlinear panel unit root test under cross section dependence**

*by*Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis

**Estimating Correlated Jumps and Stochastic Volatilities**

*by*Jiří Witzany

**Eco-efficiency and convergence in OECD countries**

*by*Mariam Camarero & Juana Castillo & Andrés J. Picazo-Tadeo & Cecilio Tamarit

**Estimation of the Spatial Weights Matrix under Structural Constraints**

*by*Arnab Bhattacharjee & Chris Jensen-Butler

**On the volatility-volume relationship in energy futures markets using intraday data**

*by*Julien Chevallier & Benoît Sévi

**Los cambios en la Distribución del Ingreso de Argentina entre 1998 y 2005**

*by*Juan Ignacio Zoloa

**Nonparametric Inference Based on Conditional Moment Inequalities**

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

**Nonparametric Inference Based on Conditional Moment Inequalities**

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

**Nonparametric Inference Based on Conditional Moment Inequalities**

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

**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**

*by*Donald W.K. Andrews & Xu Cheng

**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**

*by*Donald W.K. Andrews & Xu Cheng

**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**

*by*Donald W. K. Andrews & Xu Cheng

**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**

*by*Donald W. K. Andrews & Xu Cheng

**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**

*by*Donald W.K. Andrews

**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**

*by*Donald W.K. Andrews

**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**

*by*Donald W.K. Andrews & Patrik Guggenberger

**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**

*by*Donald W.K. Andrews & Patrik Guggenberger

**Bias in Estimating Multivariate and Univariate Diffusions**

*by*Xiaohu Wang & Peter C.B. Phillips & Jun Yu

**An artificial neural network approach for assigning rating judgements to Italian Small Firms**

*by*Greta Falavigna

**A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains**

*by*Nikolay Gospodinov & Damba Lkhagvasuren

**Indirect Likelihood Inference**

*by*Creel, Michael & Kristensen, Dennis

**Estimating and forecasting structural breaks in financial time series**

*by*BAUWENS, Luc & DUFAYS, Arnaud & DE BACKER, Bruno

**Marginal likelihood for Markov-switching and change-point GARCH models**

*by*BAUWENS, Luc & DUFAYS, Arnaud & ROMBOUTS, Jeroen V.K.

**Montecarlo simulation of long-term dependent processes: a primer**

*by*Carlos León Rincón & Alejandro Reveiz

**Forecasting With Many Predictors. An Empirical Comparison**

*by*Eliana González

**Marginal Likelihood for Markov-Switching and Change-Point Garch Models**

*by*Luc Bauwens & Arnaud Dufays & Jeroen Rombouts

**Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility**

*by*Jean-Marie Dufour & René Garcia & Abderrahim Taamouti

**Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors**

*by*Elise Coudin & Jean-Marie Dufour

**Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach**

*by*Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault

**On Identification of Bayesian DSGE Models**

*by*Gary Koop & M. Hashem Pesaran & Ron P. Smith

**Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates**

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

**Structural Breaks - An Instrumental Variable Approach**

*by*Conniffe, Denis & Kelly, Robert

**Fiscal fan charts - A tool for assessing member states’ (likely?) compliance with EU fiscal rules**

*by*Cronin, David & Dowd, Kevin

**On Identification of Bayesian DSGE Models**

*by*Koop, G. & Pesaran, M.H. & Smith, R.

**Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering**

*by*Malik, S. & Pitt, M. K.

**Stationarity, structural breaks, and economic growth in Mexico: 1895-2008**

*by*Antonio E. Noriega & Cid Alonso Rodríguez-Pérez

**Time-series Modelling, Stationarity and Bayesian Nonparametric Methods**

*by*Juan Carlos Martínez-Ovando & Stephen G. Walker

**A Simple Test for Spurious Regressions**

*by*Antonio E. Noriega & Daniel Ventosa-Santaulària

**A method to estimate power parameter in Exponential Power Distribution via polynomial regression**

*by*Daniele Coin

**An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests**

*by*Paolo Guarda & Abdelaziz Rouabah & John Theal

**What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?**

*by*Céline Gauthier & Toni Gravelle & Xuezhi Liu & Moez Souissi

**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

**Indirect likelihood inference**

*by*Michael Creel & Dennis Kristensen

**Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study**

*by*Riccardo LUCCHETTI & Claudia PIGINI

**Marginal Likelihood for Markov-switching and Change-point Garch Models**

*by*Luc Luc & Arnaud Dufays & Jeroen V.K. Rombouts

**Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices**

*by*Rasmus Tangsgaard Varneskov

**Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise**

*by*Rasmus Tangsgaard Varneskov

**Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems**

*by*Yushu Li

**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**

*by*Rasmus Tangsgaard Varneskov & Pierre Perron

**A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation**

*by*Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

**A Simple Test for Spurious Regressions**

*by*Antonio E. Noriega & Daniel Ventosa-Santaularia

**An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution**

*by*Guerrero de Lizardi, Carlos

**Estimating standard errors for the Parks model: Can jackknifing help?**

*by*Reed, W. Robert & Webb, Rachel S.

**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

**Operational Risk Modelling and Capital Adequacy – are There any Rewards in Greater Complexity?**

*by*Anghelache, Gabriela Victoria & Cozmanca, Bogdan Octavian & Radu, Alina Nicoleta

**Analyzing the Dynamics of Relative Prices on a Market with Speculative and Non-Speculative Agents Based on the Evolutionary Model**

*by*Dospinescu, Andrei Silviu

**Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market**

*by*Todea, Alexandru & Zoicas Ienciu, Adrian

**Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management**

*by*Jacobs, Jr., Michael

**Empirical Implementation of a 2-Factor Structural Model for Loss-Given-Default**

*by*Jacobs, Jr., Michael

**Updating weighting matrices by Cross-Entropy**

*by*Fernández Vázquez, Esteban

**Econometric analysis of Russian market of mergers and acquisitions**

*by*Polikarpova, Maria

**Operational Risk - Scenario Analysis**

*by*Milan Rippel & Petr Teplý

**About Direct Sales in the World, Europe and Romania**

*by*Claudia Isac & Alin Isac

**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

**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

**Fluctuation In Pension Fund Assets Privately Managed Under The Influence Of Certain Factors. Statistical Study In Romania**

*by*Cristea Mirela & Siminica Marian & Dracea Raluca

**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

**Heterogeneous Basket Options Pricing Using Analytical Approximations**

*by*Georges Dionne & Genevieve Gauthier & Nadia Ouertani & Nabil Tahani

**A Non-Parametric Robust Estimation of the Box-Cox Transformation for Regression Models**

*by*Elkin Castaño

**Estimating an Ethical Index of Human Wellbeing**

*by*Masudul Alam Choudhury & Mohammad Zakir Hossain & Mohammad Shahadat Hossain

**Kismi En Kucuk Kareler Regresyonu Yardimiyla Optimum Bilesen Sayisini Secmede Model Secim Kriterlerinin Performans Karsilastimasi**

*by*Elif BULUT & Ozlem GURUNLU ALMA

**Portafolio de consumo: problema de Merton**

*by*Eduardo Cepeda

**Estudio de la desigualdad de ingresos en el Ecuador considerando esfuerzos y herencias sociales**

*by*Margarita Velín & Paúl Medina

**Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications**

*by*Jouchi Nakajima

**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

**Cohesion In The European Union – Used Markov Chains Method**

*by*Liviu-Stelian BEGU

**Is Latin America an Optimum Currency Area? Evidence from a Structural Vector Autoregression Analysis**

*by*Foresti Pasquale

**Impact of Model Specification Decisions on Unit Root Tests**

*by*Atiq-ur-Rehman

**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

**Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks**

*by*Lu, Zhaoyang

**A trinomial test for paired data when there are many ties**

*by*Bian, Guorui & McAleer, Michael & Wong, Wing-Keung

**A dynamic model of price discrimination and inventory management at the Fulton Fish Market**

*by*Graddy, Kathryn & Hall, George

**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

**Nonparametric rank tests for event studies**

*by*Kolari, James W. & Pynnonen, Seppo

**Bayesian inference in a sample selection model**

*by*van Hasselt, Martijn

**Particle filters for continuous likelihood evaluation and maximisation**

*by*Malik, Sheheryar & Pitt, Michael K.

**Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models**

*by*Wang, Liqun & Hsiao, Cheng

**Control variate method for stationary processes**

*by*Amano, Tomoyuki & Taniguchi, Masanobu

**Structural models, information and inherited restrictions**

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

**Recent Trends In Income Inequality In Latin America**

*by*Leonardo Gasparini & Guillero Cruces & Leopoldo Tornarolli

**Una estimación no paramétrica y robusta de la transformación Box-Cox para el modelo de regresión**

*by*Castaño Vélez, Elkin

**Valuing a water recreation facility using semi parametric estimators in the travel cost method**

*by*Mónica Marcela Jaime Torres & Alejandro M. Tudela Román

**Valuing a water recreation facility using semi parametric estimators in the travel cost method**

*by*Mónica Marcela Jaime Torres & Alejandro M. Tudela Román

**Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones**

*by*Jorge Mario Uribe Gil & Inés María Ulloa Villegas

**En busca de un modelo Benchmark univariado para predecir la tasa de desempleo**

*by*Javier Contreras-Reyes & Byron Idrovo

**Testing for poverty dominance: an application to Canada**

*by*Wen-Hao Chen & Jean-Yves Duclos

**Expectations, Inter-Sectorial Relationships and the Business Cycle**

*by*Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez

**Microeconometric Strategies for Dealing with Unobservables and Endogenous Variables in Recreation Demand Models**

*by*Klaus Moeltner & Roger von Haefen

**An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange**

*by*Elie BOURI

**Econometric Models Used For Managing The Market Risk In The Romanian Banking System**

*by*Ioan Trenca & Simona Mutu & Nicolae Petria

**Some Issues Involved by the Policies Concerning Exchange Rate and Inflation. Quantitative Approach**

*by*Emilian Dobrescu

**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

**Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex**

*by*Cruz Aké, Salvador & Venegas-Martínez, Francisco

**An unconditional basic income in the family context: Labor supply and distributional effects**

*by*Horstschräer, Julia & Clauss, Markus & Schnabel, Reinhold

**Is there a Superior Distance Function for Matching in Small Samples?**

*by*Dettmann, Eva & Becker, Claudia & Schmeißer, Christian

**Testing for Structural Breaks at Unknown Time: A Steeplechase**

*by*El-Shagi, Makram & Giesen, Sebastian

**Estimating standard errors for the Parks model: Can jackknifing help?**

*by*Reed, W. Robert & Webb, Rachel S.

**Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie**

*by*Klein, Martin

**A Monte Carlo study of old and new frontier methods for efficiency measurement**

*by*Krüger, Jens

**Return distributions of equity-linked retirement plans**

*by*Detering, Nils & Weber, Andreas & Wystup, Uwe

**A few can do: Ethical behavior and the provision of public goods in an agent-based model**

*by*Pickhardt, Michael

**Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables**

*by*Leslie G. Godrey

**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

**The evaluation of health policies through microsimulation methods**

*by*Zucchelli, E & Jones, A.M & Rice, N

**Ruin Probability in Finite Time**

*by*Krzysztof Burnecki & Marek Teuerle

**Building Loss Models**

*by*Krzysztof Burnecki & Joanna Janczura & Rafal Weron

**Models for Heavy-tailed Asset Returns**

*by*Szymon Borak & Adam Misiorek & Rafal Weron

**How Robust is the R&D – Productivity relationship? Evidence from OECD Countries**

*by*Mosahid Khan & Kul B. Luintel & Konstantinos Theodoris

**Latent Variables and Propensity Score Matching**

*by*Maciej Jakubowski

**Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks**

*by*Silvia Centanni & Marco Minozzo

**A dynamic copula approach to recovering the index implied volatility skew**

*by*Matthias Fengler & Helmut Herwartz & Christian Werner

**Testing for covariate balance using quantile regression and resampling methods**

*by*Martin Huber

**Mathematical Properties of a Combined Cournot-Stackelberg model**

*by*Fabio Tramontana & Laura Gardini & Tönu Puu

**New properties of the Cournot duopoly with isoelastic demand and constant unit costs**

*by*Fabio Tramontana & Laura Gardini & Tönu Puu

**Experiencing simulated outcomes**

*by*Robin Hogarth & Emre Soyer

**Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options**

*by*Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

**A Non-Parametric Microsimulation Approach to Assess Changes in Inequality and Poverty**

*by*Rob Vos & Marco V. Sánchez

**Un modelo estructural pequeño para la economía uruguaya**

*by*Diego Gianelli

**Estimación de los Flujos de Transporte de Mercancías Interregionales Trimestrales mediante Técnicas de Interpolación Temporal**

*by*Gallego López, Nuria & Llano, Carlos & Pérez García, Julian

**Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?**

*by*Cockx, B. & Picchio, M.

**Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis**

*by*Lennart Hoogerheide & Joern H. Block & Roy Thurik

**A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood**

*by*David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

**Efficient Bayesian Estimation and Combination of GARCH-Type Models**

*by*David Ardia & Lennart F. Hoogerheide

**Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations**

*by*David Ardia & Lennart F. Hoogerheide

**Some Exact Tests for Manifest Properties of Latent Trait Models**

*by*Jan G. de Gooijer & Ao Yuan

**Cost and Benefit of the SLA Mapping Approach for Defining Standardized Goods in Cloud Computing Markets**

*by*Michael Maurer & Vincent C. Emeakaroha & Ivona Brandic & Jorn Altmann

**Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software**

*by*Juthasit Rohitratana & Jorn Altmann

**Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods**

*by*Junseok Hwang & Jihyoun Park & Jorn Altmann

**The Impact of the Subgroup Structure on the Evolution of Networks: An Economic Model of Network Evolution**

*by*Kibae Kim & Jorn Altmann & Junseok Hwang

**Agent-based Simulation of Cooperative Innovation**

*by*Flavio Lenz-Cesar & Almas Heshmati

**Error Recovery for SLA-Based Workflows within the Business Grid**

*by*Dang Minh Quan & Jorn Altmann & Laurence T. Yang

**Capacity Planning in Economic Grid Markets**

*by*Marcel Risch & Jorn Altmann

**The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services**

*by*Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis

**Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time**

*by*Tore Selland Kleppe & Jun Yu & Hans J. Skaug

**Kernel smoothing end of sample instability tests P values**

*by*Patrick Richard

**Quadratic Pen's Parade and the Computation of the Gini index**

*by*Stéphane Mussard & Jules Sadefo Kamdem & Françoise Seyte & Michel Terraza

**Production Under Uncertainty: A Simulation Study**

*by*Sriram Shankar & Chris O'Donnell & John Quiggin

**Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis**

*by*Feldkircher, Martin

**The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'**

*by*Feldkircher, Martin & Zeugner, Stefan

**Estimating Nonlinear DSGE Models by the Simulated Method of Moments**

*by*Francisco J. Ruge-Murcia

**Chow-Lin Methods in Spatial Mixed Models**

*by*Wolfgang Polasek & Richard Sellner & Carlos Llano

**VIX Dynamics with Stochastic Volatility of Volatility**

*by*Andreas Kaeck & Carol Alexander

**Stochastic Volatility Jump-Diffusions for Equity Index Dynamics**

*by*Andreas Kaeck & Carol Alexander

**Trends in the French commercial farm population**

*by*Madior Fall & Laurent Piet & Muriel Roger

**Critical Values for Cointegration Tests**

*by*James G. MacKinnon

**The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance**

*by*Paulo M.M. Rodrigues & Antonio Rubia

**К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов**

*by*Rumyantsev, Mikhail I.

**Bootstrapping realized multivariate volatility measures**

*by*Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour

**Confidence sets for some partially identified parameters**

*by*Fan, Yanqin & Park, Sang Soo

**Estimating the risk-adjusted capital is an affair in the tails**

*by*Canestraro, Davide & Dacorogna, Michel

**Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis**

*by*Onour, Ibrahim & Abdalla, Abdelgadir

**Subset hypotheses testing and instrument exclusion in the linear IV regression**

*by*Doko Tchatoka, Firmin

**A Bayesian Model of Sample Selection with a Discrete Outcome Variable**

*by*Maksym, Obrizan

**Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest**

*by*Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong

**Credit risk tools: an overview**

*by*Esposito, Francesco Paolo

**Attendance of ice hockey matches in the Czech Extraliga**

*by*Lahvicka, Jiri

**A comprehensive literature classification of simulation optimisation methods**

*by*Hachicha, Wafik & Ammeri, Ahmed & Masmoudi, Faouzi & Chachoub, Habib

**Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators**

*by*Gach, Florian & Pötscher, Benedikt M.

**Simulation of queueing systems with many stations and of queueing networks using copulas**

*by*Ciuiu, Daniel

**Some solutions to the equity premium and volatility puzzles**

*by*Li, Jinlu

**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

**Remittances and Poverty: Panel Evidence from High Remittance Economies**

*by*Hassan, Gazi

**Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest**

*by*Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong

**A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007**

*by*Di Iorio, Francesca & Fachin, Stefano

**An econometric model to quantify benchmark downturn LGD on residential mortgages**

*by*Morone, Marco & Cornaglia, Anna

**Revealing the arcane: an introduction to the art of stochastic volatility models**

*by*Tsyplakov, Alexander

**Models for Heavy-tailed Asset Returns**

*by*Borak, Szymon & Misiorek, Adam & Weron, Rafal

**Building Loss Models**

*by*Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal

**Simulation of Risk Processes**

*by*Burnecki, Krzysztof & Weron, Rafal

**Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence**

*by*Sarafidis, Vasilis & Yamagata, Takashi

**Performance evaluation using bootstrapping DEA techniques: Evidence from industry ratio analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**DSGE Model Validation in a Bayesian Framework: an Assessment**

*by*Paccagnini, Alessia

**Effets Non Linéaires de l'Inflation sur la Croissance dans l'UEMOA**

*by*Combey, Adama & Nubukpo, Kako

**Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?**

*by*Mitze, Timo

**Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization**

*by*Fries, Christian P.

**Efficient Bayesian estimation and combination of GARCH-type models**

*by*Ardia, David & Hoogerheide, Lennart F.

**Loss Distributions**

*by*Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal

**Temporal changes in the parameters of statistical distribution of journal impact factor**

*by*Mishra, SK

**Markov-switching Asset Allocation: Do Profitable Strategies Exist?**

*by*Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe

**GMM estimation of Spatial Panels with Fixed Effects**

*by*Moscone, Francesco & Tosetti, Elisa

**Alpha-root Processes for Derivatives pricing**

*by*Balakrishna, BS

**Semiparametric Inference in Dynamic Binary Choice Models, Second Version**

*by*Andriy Norets & Xun Tang

**Opportunismo e coordinamento: soluzioni regolative e istituzionali**

*by*A. Arrighetti & S. Curatolo

**Costi di coordinamento e vantaggi di aggregazione: esiti, morfologia e processi di interazione in un mondo artificiale multi-agente**

*by*A. Arrighetti & S. Curatolo

**Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe**

*by*Jesús Crespo Cuaresma & Martin Feldkircher

**An International Perspective on Safe Withdrawal Rates from Retirement Savings: The Demise of the 4 Percent Rule?**

*by*Wade D. Pfau

**A Structural Model of Segregation in Social Networks**

*by*Angelo Mele

**Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application**

*by*Russell Cooper & John C. Haltiwanger & Jonathan L. Willis

**Estimating Nonlinear DSGE Models by the Simulated Method of Moments**

*by*RUGE-MURCIA, Francisco J.

**Estimating Nonlinear DSGE Models by the Simulated Method of Moments**

*by*RUGE-MURCIA, Francisco J.

**Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions**

*by*Shuowen Hu & D.S. Poskitt & Xibin Zhang

**A Bayesian approach to parameter estimation for kernel density estimation via transformations**

*by*Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu

**Short-term load forecasting based on a semi-parametric additive model**

*by*Shu Fan & Rob Hyndman

**An omnibus test to detect time-heterogeneity in time series**

*by*Dominique Guegan & Philippe de Peretti

**Testing unit roots and long range dependence of foreign exchange**

*by*Dominique Guegan & Zhiping Lu

**The Power of some Standard tests of stationarity against changes in the unconditional variance**

*by*Ibrahim Ahamada & Mohamed Boutahar

**Classical vs wavelet-based filters Comparative study and application to business cycle**

*by*Ibrahim Ahamada & Philippe Jolivaldt

**Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems**

*by*Dominique Guegan & Justin Leroux

**Alternative Technical Efficiency Measures: Skew, Bias, and Scale**

*by*Qu Feng & William C. Horrace

**Portfolio Management under Asymmetric Dependence and Distribution**

*by*Stefan Hlawatsch & Peter Reichling

**Simulation and Estimation of Loss Given Default**

*by*Stefan Hlawatsch & Sebastian Ostrowski

**Multivariate Option Pricing with Time Varying Volatility and Correlations**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Production Efficiency versus Ownership: The Case of China**

*by*Alice Shiu, Valentin Zelenyuk

**Persistence Endogeneity Via Adjustment Costs: An Assessment based on Bayesian Estimations**

*by*Sebastian Sienknecht

**A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables**

*by*Michael P. Keane & Robert M. Sauer

**The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence**

*by*Bar-El, Ronen & García-Muñoz, Teresa & Neuman, Shoshana & Tobol, Yossi

**The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence**

*by*Bar-El, Ronen & García Muñoz, Teresa & Neuman, Shoshana & Tobol, Yossef

**Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity**

*by*Prowse, Victoria L.

**Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity**

*by*Prowse, Victoria L.

**Is there a Superior Distance Function for Matching in Small Samples?**

*by*Eva Dettmann & Claudia Becker & Christian Schmeißer

**Testing for Structural Breaks at Unknown Time: A Steeplechase**

*by*Makram El-Shagi & Sebastian Giesen

**Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models**

*by*Polasek, Wolfgang & Sellner, Richard

**Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System**

*by*Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

**Models for Heavy-tailed Asset Returns**

*by*Szymon Borak & Adam Misiorek & RafaÅ‚ Weron

**Building Loss Models**

*by*Krzysztof Burnecki & Joanna Janczura & RafaÅ‚ Weron &

**Modeling Asset Prices**

*by*James E. Gentle & Wolfgang Karl HÃ¤rdle

**Unpacking the Causes of Ethnic Segregation across Workplaces**

*by*Bygren, Magnus

**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

**Effects of Sharing Parental Leave on Pensioners' Poverty and Gender Inequality in Old Age. A Simulation in IFSIM**

*by*Baroni, Elisa

**Pursuing the Wrong Options? Adjustment Costs and the Relationship between Uncertainty and Capital Accumulation**

*by*Bond, Stephen R. & Söderbom, Måns & Wu, Guiying

**A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance**

*by*Hacker, R. Scott & Hatemi-J, Abdulnasser

**Uncertainty and Sensitivity Analysis of the Human Development Index**

*by*Milorad Kovacevic & Clara García Aguña

**Has the Preston Curve Broken Down?**

*by*Georgios Georgiadis & José Pineda & Francisco Rodríguez

**A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates**

*by*Christian de Peretti & Carole Siani & Mario Cerrato

**Dépendance entre risques extrêmes : Application aux Hedge Funds**

*by*Ranoua Bouchouicha

**A New Solution to Time Series Inference in Spurious Regression Problems**

*by*Hrishikesh D. Vinod

**Maintaining symmetry of simulated likelihood functions**

*by*Laura Mørch Andersen

**The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values**

*by*Giorgio Calzolari & Laura Neri

**Monte Carlo-Based Tail Exponent Estimator**

*by*Jozef Barunik & Lukas Vacha

**Individual Characteristics and Stated Preferences for Alternative Energy Sources and Propulsion Technologies in Vehicles: A Discrete Choice Analysis**

*by*Andreas Ziegler

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Bian, G. & McAleer, M.J. & Wong, W-K.

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Bian, G. & McAleer, M.J. & Wong, W-K.

**Inference for stochastic volatility models using time change transformations**

*by*Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas

**Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?**

*by*Timo Mitze

**Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?**

*by*Jan Willem van den End

**“I Can Hear the Grass Grow”: The Anatomy of Distributive Changes in Argentina**

*by*Walter Sosa Escudero & Sergio Petralia

**Intangibles, Can They Explain the Dispersion in Return Rates?**

*by*Bernd Görzig & Martin Gornig

**A New Targeting - A New Take-Up?: Non-take-up of Social Assistance in Germany after Social Policy Reforms**

*by*Kerstin Bruckmeier & Jürgen Wiemers

**Estimation and Inference with Weak, Semi-strong, and Strong Identification**

*by*Donald W.K. Andrews & Xu Cheng

**Estimation and Inference with Weak, Semi-strong, and Strong Identification**

*by*Donald W.K. Andrews & Xu Cheng

**Dating the Timeline of Financial Bubbles during the Subprime Crisis**

*by*Peter C. B. Phillips & Jun Yu

**Inference Based on Conditional Moment Inequalities**

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

**Inference Based on Conditional Moment Inequalities**

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

**Inference Based on Conditional Moment Inequalities**

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

**Testing conditional monotonicity in the absence of smoothness**

*by*Escanciano, Juan Carlos & Delgado, Miguel A.

**Option pricing with asymmetric heteroskedastic normal mixture models**

*by*ROMBOUTS, Jeroen V. K. & STENTOFT, Lars

**Multivariate option pricing with time varying volatility and correlations**

*by*ROMBOUTS, Jeroen J. K & STENTOFT, Lars

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models**

*by*Jeroen Rombouts & Lars Peter Stentoft

**Multivariate Option Pricing With Time Varying Volatility and Correlations**

*by*Jeroen Rombouts & Lars Peter Stentoft

**Alternative versions of the RESET test for binary response index models: a comparative study**

*by*Esmeralda A. Ramalho & Joaquim Ramalho

**How Robust is the R&D-Productivity relationship? Evidence from OECD Countries**

*by*Luintel, Kul B & Khan, Mosahid & Theodoridis, Konstantinos

**The PCSE Estimator is Good -- Just Not as Good as You Think**

*by*W. Robert Reed & Rachel Webb

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Properties of Electricity Prices and the Drivers of Interconnector Revenue**

*by*Parail, V.

**Die Gewerbesteuer seit der Unternehmensteuerreform 2008: Steigt die Steuerbelastung und die Gefahr der Substanzbesteuerung? Eine empirische Analyse**

*by*Kerstin Schneider & Claudia Wesselbaum-Neugebauer

**The great divergence: history or path dependence? Results from the Americas**

*by*Steve de Castro

**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

**A Cyclical Model of Exchange Rate Volatility**

*by*Evarist Stoja & Richard D. F. Harris & Fatih Yilmaz

**Combining predictive densities using Bayesian filtering with applications to US economics data**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Experiencing Simulated Outcomes**

*by*Robin Hogarth & Emre Soyer

**The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models**

*by*Lemoine, M. & Mougin, C.

**Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective**

*by*Guillermo Benavides

**A systematic approach to multi-period stress testing of portfolio credit risk**

*by*Thomas Breuer & Martin Jandačka & Javier Mencía & Martin Summer

**Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector**

*by*Abdelaziz Rouabah & John Theal

**Macroprudential Regulation and Systemic Capital Requirements**

*by*Celine Gauthier & Alfred Lehar & Moez Souissi

**Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings**

*by*Céline Gauthier & Zhongfang He & Moez Souissi

**Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**Simple simulation of diffusion bridges with application to likelihood inference for diffusions**

*by*Mogens Bladt & Michael Sørensen

**Non-linear DSGE Models and The Central Difference Kalman Filter**

*by*Martin M. Andreasen

**Multivariate Option Pricing with Time Varying Volatility and Correlations**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**Non-linear DSGE Models and The Optimized Particle Filter**

*by*Martin M. Andreasen

**¿Escuela pública o concertada? Una comparación mediante un índice de Malmquist educativo**

*by*Eva Crespo Cebada & Francisco Pedraja Chaparro & Daniel Santin Gonzalez

**Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model**

*by*Demary, Markus

**A Simulation Framework to Study Policy Formulation and Evaluation of Economic Viability and Sustainability of Small and Marginal Farmers**

*by*Usha Sridhar & Sridhar Mandyam

**An Empirical Study of Exposure at Default**

*by*Michael Jacobs, Jr.

**Profit Sharing and Employment Stability**

*by*Lutz Bellmann & Iris Möller

**Dynamiczna analiza finansowa w zakladzie ubezpieczen - koncepcja, przebieg i zastosowanie**

*by*Joanna Wartini

**Forecasting Romanian GDP Using a BVAR Model**

*by*Caraiani, Petre

**Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes**

*by*Balan, Mariana

**On Generalized Pareto Distributions**

*by*Mierlus Mazilu, I.

**The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization**

*by*BĂLAN, Mariana & VASILE, Emilia

**A Smooth Transition GARCH-M Model**

*by*Tsatsura, Oleg

**Bayesian Methods for Completing Data in Spatial Models**

*by*Wolfang Polasek & Carlos Llano & Richard Sellner

**On the Relevance of the Bayesian Approach to Statistics**

*by*Christian P. Robert

**Trends in the French commercial farm population**

*by*Madior Fall & Laurent Piet & Muriel Roger

**Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto**

*by*Eddy Lizarazu Alanez & Jose A. Villasenor Alva

**Information Society - Sustainable Development Premise In A Competitive Economy**

*by*Ioana Maria Ghidiu Bîta & Tatiana Danescu

**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

**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

**Corporate Valuation Using Two-Dimensional Monte Carlo Simulation**

*by*Tarnóczi Tibor & Fenyves Veronika & Tóth Réka

**Analysis Of Convergence Within The European Union - Sigma And Beta Convergence**

*by*Begu Liviu-Stelian & Teodorescu Irina-Teodora & Dimidov Ioana-Catalina & Istrate Ionut

**Intellectual Capital Valuation Using Monte Carlo Simulation**

*by*Fenyves Veronika & Tóth Réka & Tarnóczi Tibor

**Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems**

*by*Lukasz Lach

**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

**The Determinants of Pakistan’s Trade Balance: An ARDL Cointegration Approach**

*by*Waliullah & Mehmood Khan Kakar & Rehmatullah Kakar & Wakeel Khan

**Comparative Analysis of VaR Models Aplicability in the Evaluation of Exchange Rate Risk in the B&H Banking Sector**

*by*Emina Kozarevic

**Stability Of Rents And Returns As A Source Of Internal Financing: Evidence From Appalachian Coal Producers**

*by*C. W. Yang & Ken Hung

**Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?**

*by*Lawrence Kryzanowski, Shishir Singh

**Securitization of Longevity and Mortality Risk**

*by*Tomas Cipra

**Variance Estimates and Model Selection**

*by*Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý

**Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective**

*by*Guillermo Benavides

**Baskenland: regionaler Konflikt lässt die Bildungsnachfrage steigen**

*by*Olaf J. de Groot & Idil Göksel

**El supuesto de normalidad: ¿mito o realidad?**

*by*Myrian Vergara & Giovany Babativa

**Efectos de las técnicas de filtrado en la evaluación de un modelo de ciclos económicos reales**

*by*Vásquez Bedoya, Fredy & Restrepo, Sergio

**Testing for Granger Causality in the Presence of Chaotic Dynamics**

*by*Dimitrios Hristu-Varsakelis & Catherine Kyrtsou

**Determinants of the receipts from shipping services: the case of Greece**

*by*Zacharias Bragoudakis & Stelios Panagiotou

**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

**Liquidity risk stress test: new trends and methods**

*by*Pasquale La Ganga & Gianluca Trevisan

**Using stress testing methodology in evaluating banking institution’s exposure to risk**

*by*Ioan TRENCA & Simona MUTU & Maria-Miruna POCHEA

**Estimates of Technology and Convergence: Simulation Results**

*by*Graeme Wells & Thanasis Stengos

**A Nonlinear Panel Unit Root Test under Cross Section Dependence**

*by*Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis

**¿Existe discriminación salarial contra la población indígena en Chile?**

*by*Montero, Rodrigo & Garcés, Paz

**Método de la cadena de Markov-remuestreo-punto de rompimiento estructural del crecimiento económico**

*by*Adrián Hernández-del-Valle

**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

**ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM)**

*by*Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost Henrich

**A solution to the problem of too many instruments in dynamic panel data GMM**

*by*Mehrhoff, Jens

**Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model**

*by*Gürtler, Marc & Rauh, Ronald

**Markowitz versus Michaud: Portfolio optimization strategies reconsidered**

*by*Becker, Franziska & Gürtler, Marc & Hibbeln, Martin

**Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?**

*by*Mitze, Timo

**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

**Social Policy Targeting and Binary Information Transfer between Surveys**

*by*Gottlieb, Daniel & Kushnir, Leonid

**Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model /**

*by*Demary, Markus

**Determinants and dynamics of current account reversals: an empirical analysis**

*by*Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François

**Stress testing German banks in a downturn in the automobile industry**

*by*Düllmann, Klaus & Erdelmeier, Martin

**A solution to the problem of too many instruments in dynamic panel data GMM**

*by*Mehrhoff, Jens

**The Determinants of Economic Growth in European Regions**

*by*Jesus Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

**International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries**

*by*Christophe RAULT & Guglielmo Maria CAPORALE & Thouraya HADJ AMOR

**Breeding Ones' Own Subprime Crisis**

*by*Tomasz Daras & Joanna Tyrowicz

**A survey of sequential Monte Carlo methods for economics and finance**

*by*Creal, D.

**Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae**

*by*Katja Ignatieva & Eckhard Platen

**How Do Shocks to Non-Cognitive Skills Affect Test Scores?**

*by*Stefanie Behncke

**A house price index defined in the potential outcomes framework**

*by*Nicholas Longford

**Do institutional changes affect business cycles? Evidence from Europe**

*by*Fabio Canova & Matteo Ciccarelli & Eva Ortega

**Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach**

*by*Nadia Ayari & Szabolcs Blazsek & Pedro Mendi

**Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search**

*by*Shawn Ni & Antonello Loddo & Dongchu Sun

**Desigualdad salarial en uruguay, 1981-207**

*by*Guillermo Alves & Rodrigo Arim & Gonzalo Salas & Andrea Vigorito

**Cambios en la estructura salarial en Uruguay, 1986-2007: Un análisis mediante regresiones cuantílicas**

*by*Guillermo Alves & Matias Brum & Mijail Yapor

**Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis**

*by*Giovanni Villani

**Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space**

*by*Kwamie Dunbar

**The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach**

*by*Kwamie Dunbar

**Majority, proportionality, governability and factions**

*by*Migheli, Matteo & Ortona, Guido

**A preliminary simulative assessment of disproportionality indices**

*by*Migheli, Matteo & Ortona, Guido & Ponzano, Ferruccio

**Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors**

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

**Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights**

*by*Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek

**To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods**

*by*David Ardia & Lennart Hoogerheide & Herman K. van Dijk

**Economies of Scale in Production versus Diseconomies in Transportation: On Structural Change in the German Dairy Industry**

*by*Ole Boysen & Carsten Schröder

**Simulating WTP Values from Random-Coefficient Models**

*by*Maurus Rischatsch

**Using SLA Mapping to Increase Market Liquidity**

*by*Marcel Risch & Ivona Brandic & Jorn Altmann

**Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models**

*by*Tore Selland Kleppe & Hans J. Skaug & Jun Yu

**Dating the Timeline of Financial Bubbles During the Subprime Crisis**

*by*Peter C.B.Phillips & Jun Yu

**Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models**

*by*Tore Selland KLEPPE & Jun YU & Hans J. SKAUG

**Dating the Timeline of Financial Bubbles During the Subprime Crisis**

*by*Peter C. B. Phillips & Jun Yu

**Asymptotics and Bootstrap for Transformed Panel Data Regressions**

*by*Liangjun Su & Zhenlin Yang

**Merger Simulation in Competition Policy: A Survey**

*by*Oliver Budzinski & Isabel Ruhmer

**ADL tests for threshold cointegration**

*by*Jing Li & Junsoo Lee

**Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?**

*by*B. COCKX & M. PICCHIO

**Using Backward Means to Eliminate Individual Effects from Dynamic Panels**

*by*G. EVERAERT

**The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis**

*by*Westner, Günther & Madlener, Reinhard

**Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework**

*by*Westner, Günther & Madlener, Reinhard

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Gary Koop & Dimitris Korobilis

**Paikkatietojen yhteiskäyttö ja jakeluperiaatteet - Hinnoitteluperiaatteiden analyysi ja kansantaloudellisten vaikutusten simulointi**

*by*Hermans, Outi & Hermans, Raine

**Spatial Aspects of Forest Management and Non-Timber Forest Product Extraction in Tanzania**

*by*Robinson, Elizabeth J.Z. & Lokina, Razack

**Exact Moment Simulation using Random Orthogonal Matrices**

*by*Carol Alexander & Walter Ledermann & Daniel Ledermann

**Parameterstabilität in hedonischen Bodenpreismodellen**

*by*Wieser, Robert

**A Comparative Study for Estimation Parameters in Panel Data Model**

*by*Youssef, Ahmed H. & Abonazel, Mohamed R.

**Bandwidth selection for continuous-time Markov processes**

*by*Bandi, Federico & Corradi, Valentina & Moloche, Guillermo

**Partial identification of the distribution of treatment effects and its confidence sets**

*by*Fan, Yanqin & Park, Sang Soo

**Simulation on long-term correlation between demographic variables and economic growth**

*by*Albu, Lucian-Liviu & Diaconescu, Tiberiu

**Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping**

*by*Gonzales, Rolando

**Stationarity of time series and the problem of spurious regression**

*by*Baumöhl, Eduard & Lyócsa, Štefan

**Consecutive k-within-m-out-of-n:F system with exchangeable components**

*by*Eryilmaz, Serkan & Kan, Cihangir & Akici, Fatih

**Production Efficiency versus Ownership: The Case of China**

*by*Shiu, Alice & Zelenyuk, Valentin

**Maximum Likelihood Estimation of the Multivariate Normal Mixture Model**

*by*Boldea, Otilia & Magnus, Jan R.

**Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS**

*by*Giovanis, Eleftherios

**Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB**

*by*Giovanis, Eleftherios

**Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan**

*by*Khan, Zahid & Asghar, Zahid

**DEoptim: An R Package for Global Optimization by Differential Evolution**

*by*Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James

**Goodness of fit in optimizing consumer's model**

*by*Alcantud, José Carlos R. & Matos, Daniel L. & Palmero, Carlos R.

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**Factor models and the credit risk of a loan portfolio**

*by*Palombini, Edgardo

**Impact of Model Specification Decisions on Unit Root Tests**

*by*Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad

**Assessing the quality of institutions’ rankings obtained through multilevel linear regression models**

*by*Arpino, Bruno & Varriale, Roberta

**Identifikace, měření a analýza poruch E-Commerce systémů**

*by*Suchánek, Petr & Vymětal, Dominik

**Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R**

*by*Ardia, David

**Normal versus Noncentral Chi-square Asymptotics of Misspecified Models**

*by*Chun, So Yeon & Alexander, Shapiro

**Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn**

*by*Bušs, Ginters

**Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation**

*by*Thapar, Rishi & Minsky, Bernard & Obradovic, M & Tang, Qi

**A Note of Growth and Inequality in Peru, 2003-2008**

*by*Gambetta, Renzo

**Forecasting credit growth rate in Romania: from credit boom to credit crunch?**

*by*Albulescu, Claudiu Tiberiu

**A Repeated Game Heterogeneous-Agent Wage-Posting Model**

*by*Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja

**Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach**

*by*Bušs, Ginters

**Homogenous Agent Wage-Posting Model with Wage Dispersion**

*by*Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja

**A fundamental power price model with oligopolistic competition representation**

*by*Vazquez, Miguel & Barquín, Julián

**On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies**

*by*Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley

**Breeding Ones' Own Subprime Crisis: The effects of labour market on financial system stability**

*by*Daras, Tomasz & Tyrowicz, Joanna

**Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting**

*by*Cornaglia, Anna & Morone, Marco

**Bootstrap prediction intervals for threshold autoregressive models**

*by*Jing, Li

**Predictability of Equity Models**

*by*Valls Pereira, Pedro L. & Chicaroli, Rodrigo

**Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study**

*by*Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi

**How to find plausible, severe, and useful stress scenarios**

*by*Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer

**The Tobit model with feedback and random effects: A Monte-Carlo study**

*by*Eva Poen

**Jump-Robust Volatility Estimation using Nearest Neighbor Truncation**

*by*Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

**Measuring the Timing Ability and Performance of Bond Mutual Funds**

*by*Yong Chen & Wayne Ferson & Helen Peters

**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

**Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period**

*by*Mokhtar Darmoul & Mokhtar Kouki

**Wavelet method for locally stationary seasonal long memory processes**

*by*Dominique Guegan & Zhiping Lu

**Demographic forecasts, migration and transition theory: a labor market perspective**

*by*Michele Bruni

**Inequality and higher education in Italy The distributive impact of fees and subsidies to academics**

*by*Daniele Pacifico

**Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping**

*by*Roy Cerqueti & Paolo Falbo & Cristian Pelizzari

**Modelling and Forecasting Mobile Telecommunication Services: The case of Greece**

*by*Theologos Dergiades & Apostolos Dasilas

**Pauvreté multidimensionnelle et politiques sociales au Bénin**

*by*Cosme Vodounou

**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti

**Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**Basket Options on Heterogeneous Underlying Assets**

*by*Georges Dionne & Geneviève Gauthier & Nadia Ouertani

**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

**Mortality-Indexed Annuities**

*by*Richter, Andreas & Weber, Frederik

**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

**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

**The Random Part in Network Evolution**

*by*Thomas Grebel

**The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women**

*by*Troske, Kenneth & Voicu, Alexandru

**The Effect of the Timing and Spacing of Births on the Level of Labor Market Involvement of Married Women**

*by*Troske, Kenneth & Voicu, Alexandru

**How Do Shocks to Non-Cognitive Skills Affect Test Scores?**

*by*Behncke, Stefanie

**How Do Shocks to Non-Cognitive Skills Affect Test Scores?**

*by*Behncke, Stefanie

**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

**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

**A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables**

*by*Keane, Michael P. & Sauer, Robert M.

**A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables**

*by*Keane, Michael P. & Sauer, Robert M.

**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

**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

**Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?**

*by*Cockx, Bart & Picchio, Matteo

**Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?**

*by*Cockx, Bart & Picchio, Matteo

**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.

**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.

**A Distributional Analysis of Social Group Inequality in Rural India**

*by*Azam, Mehtabul

**A Distributional Analysis of Social Group Inequality in Rural India**

*by*Azam, Mehtabul

**Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition**

*by*Azam, Mehtabul

**Changes in Wage Structure in Urban India 1983-2004: A Quantile Regression Decomposition**

*by*Azam, Mehtabul

**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

**Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation**

*by*José-Antonio Monteiro & Madina Kukenova

**Recent trends in income inequality in Latin America**

*by*Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli

**Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe**

*by*Jesus Crespo Cuaresma & Martin Feldkircher

**Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy**

*by*Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe

**La Incidencia Distributiva del Impuesto a las Gasolinas en Chile**

*by*Claudio Agostini & Johanna Jimenez

**Finite Sample Correction Factors for Panel Cointegration Tests**

*by*Hlouskova, Jaroslava & Wagner, Martin

**Bayesian Methods for Completing Data in Space-time Panel Models**

*by*Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

**Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach**

*by*Richard T. Baille & Claudio Morana

**Regression methods for stochastic control problems and their convergence analysis**

*by*Denis Belomestny & Anastasia Kolodko & John Schoenmakers

**Pricing Bermudan options using regression: optimal rates of convergence for lower estimates**

*by*Denis Belomestny

**Panel Cointegration Testing in the Presence of a Time Trend**

*by*Bernd Droge & Deniz Dilan Karaman Ã–rsal

**Localized Realized Volatility Modelling**

*by*Ying Chen & Wolfgang HÃ¤rdle & Uta Pigorsch

**Information Loss in Volatility Measurement with Flat Price Trading**

*by*Peter C. B. Phillips & Jun Yu

**Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data**

*by*Claire Blackman

**Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors**

*by*Li, Yushu & Shukur, Ghazi

**Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion**

*by*Li, Yushu & Shukur, Ghazi

**Should we expect financial globalization to have significant effects on business cycles?**

*by*Iversen, Jens

**Downside risk of derivative portfolios with mean-reverting underlyings**

*by*Leoni, Patrick L.

**Wage Rigidity, Institutions, and Inflation**

*by*Holden , Steinar & Wulfsberg, Fredrik

**Sensitivity analysis of the unconfoundedness assumption in observational studies**

*by*de Luna, Xavier & Lundin, Mathias

**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

**Testing for Unit Roots in Panel Time Series Models with Multiple Breaks**

*by*Westerlund, Joakim

**Forecasting long memory time series under a break in persistence**

*by*Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson

**Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model**

*by*Edwin Le Heron

**A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks**

*by*George Bagdatoglou & Alexandros Kontonikas

**Bayesian estimation of an extended local scale stochastic volatility model**

*by*Deschamps, Philippe J.

**VOSviewer: A Computer Program for Bibliometric Mapping**

*by*van Eck, N.J.P. & Waltman, L.

**Dating the Timeline of Financial Bubbles During the Subprime Crisis**

*by*Peter C. B. Phillips & Jun Yu

**Copulas and bivariate risk measures : an application to hedge funds**

*by*Rihab Bedoui & Makram Ben Dbadis

**When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour**

*by*Jan Willem van den End & Mostafa Tabbae

**A Turning Point? Recent Developments on Inequality in Latin America and the Caribbean**

*by*Leonardo Gasparini & Guillermo Cruces & Leopoldo Tornarolli & Mariana Marchionni

**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

**The Influence of Conflict on the Demand for Education in the Basque Region**

*by*Olaf J. de Groot & Idil Göksel

**Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs ?**

*by*Bart COCKX & Matteo PICCHIO

**Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors**

*by*Escribano, Álvaro & Blazsek, Szabolcs

**Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys**

*by*Pena, Jorge & Escribano, Álvaro

**A nonparametric copula based test for conditional independence with applications to granger causality**

*by*Taamouti, Abderrahim & Rombouts, Jeroen V. K. & Bouezmarni, Taoufik

**Behavioral Heterogeneity in the Option Market**

*by*Thorsten Lehnert & Bart Frijns & Remco Zwinkels

**Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors**

*by*Nikolay Gospodinov & Ye Tao

**A Dynamic Model of Price Discrimination and Inventory Management at the Fulton Fish Market**

*by*Graddy, Kathryn & Hall, George

**A nonparametric copula based test for conditional independence with applications to Granger causality**

*by*BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim

**Bayesian option pricing using mixed normal heteroskedasticity models**

*by*ROMBOUTS, Jeroen V.K. & STENTOFT, Lars

**Bootstrap Confidence Bands for Forecast Paths**

*by*Anna Staszewska-Bystrova

**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

**Administración de riesgos en los Fondos Privados de Pensiones**

*by*Carlos Alberto Castro Iragorri

**Causas de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de micro-descomposición**

*by*Leonardo Bonilla Mejía

**Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos**

*by*Carlos León

**Modelo de simulación del valor de la pensión de un trabajador en Colombia**

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

**Una aproximación al problema de optimalidad y eficiencia en el sector eléctrico colombiano**

*by*Miguel Andrés Espinosa Farfán

**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

*by*Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti

**Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models**

*by*Jeroen Rombouts & Lars Peter Stentoft

**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

**The Determinants of Joint Residential and Job Location Choices: A Mixed Logit Approach**

*by*Alexander Ebertz

*by*Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault

**A Strategic R&D Investment with Flexible Development Time in Real Option Game Analysis**

*by*Giovanni Villani

**Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?**

*by*Bart Cockx & Matteo Picchio

**Wage Rigidity, Institutions, and Inflation**

*by*Steinar Holden & Fredrik Wulfsberg

**The Determinants of Economic Growth in European Regions**

*by*Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher

**The Tobit model with feedback and random effects: A Monte-Carlo study**

*by*Eva Poen

**A Correction Function Approach to Solve the Incidental Parameter Problem**

*by*Li, GuangJie & Leon-Gonzalez, Roberto

**Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect**

*by*Li, GuangJie

**Estimating Standard Errors For The Parks Model: Can Jackknifing Help?**

*by*W. Robert Reed & Rachel S. Webb

**How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms**

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

**More Reliable Inference for Segregation Indices**

*by*Rebecca Allen & Simon Burgess & Frank Windmeijer

**Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order**

*by*Christian Kascha & Carsten Trenkler

**Wage rigidity, institutions, and inflation**

*by*Steinar Holden & Fredrik Wulfsberg

**System GMM estimation with a small sample**

*by*Marcelo Soto

**Testing for poverty dominance: an application to Canada**

*by*Wen-Hao Chen & Jean-Yves Duclos

**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.

**Minimum Distance Estimation and Testing of DSGE Models from Structural VARs**

*by*Fève, P. & Matheron, J. & Sahuc, J-G.

**Do institutional changes affect business cycles? Evidence from Europe**

*by*Fabio Canova & Matteo Ciccarelli & Eva Ortega

**Real Time Detection of Structural Breaks in GARCH Models**

*by*Zhongfang He & John M. Maheu

**Simulations du ratio du service de la dette des consommateurs en utilisant des données micro**

*by*Ramdane Djoudad

**SNM Guide**

*by*Michael Creel & Dennis Kristensen

**Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments**

*by*Michael Creel & Dennis Kristensen

**System GMM Estimation With A Small Sample**

*by*Marcelo Soto

**Testing for Poverty Dominance: An Application to Canada**

*by*Jean-Yves Duclos & Wen-Hao Chen

**Private long term care insurance: Theoretical approach and results applied to the Spanish case**

*by*Pablo Alonso González & Irene Albarrán Lozano

**Forecasting long memory time series under a break in persistence**

*by*Florian Heinen & Philipp Sibbertsen & Robinson Kruse

**Jump-Robust Volatility Estimation using Nearest Neighbor Truncation**

*by*Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

**Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models**

*by*Jeroen V.K. Rombouts & Lars Stentoft

**The Effect of Sanctions and Active Labour Market Programmes on the Exit Rate From Unemployment**

*by*Nisar Ahmad & Michael Svarer

**The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained**

*by*García Solanes, José & Torrejón-Flores, Fernando

**Social policy targeting and binary information transfer between surveys**

*by*Gottlieb, Daniel & Kushnir, Leonid

**Interdependency Between Simulation Model Development And Knowledge Management**

*by*Florica LUBAN & Daniela HINCU

**Using simulation to evaluate investment projects**

*by*LUBAN Florica

**Global Simulation of Quality and Security of Human Life**

*by*Zgurovski, M.

**Enhanced credit default models for heterogeneous SME segments**

*by*Fantazzini, Dean & DeGiuli, Maria Elena & Figini, Silvia & Giudici, Paolo

**Intensity of Russian Companies’ Mergers & Acquisitions (M&A) Processes, 2001-2004: Econometric Estimation**

*by*Musatova, Maria

**Testing for Restricted Stochastic Dominance: Some Further Results**

*by*Russell Davidson

**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

**Smart Agents and Sentiment in the Heterogeneous Agent Model**

*by*Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda

**Testing for omitted variables in partially linear regression models**

*by*Lawrence Dacuycuy

**Simulation In Inventory Management**

*by*ALEKSANDRA MARCIKIC & BORIS RADOVANOV

**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

**Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility**

*by*Necula Ciprian & Radu Alina-Nicoleta

**Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application**

*by*James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou

**Effects of Filter Techniques on the Evaluation of a Model of Real Economic Cycles**

*by*Fredy Vásquez Bedoya & Sergio Restrepo Ochoa

**The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation**

*by*Camelia Minoiu & Sanjay G. Reddy

**Common features and stylized facts in Turkish macroeconomy**

*by*Cem Payaslioglu

**Analysis of Gini for evaluating attrition in Italian survey on income and living condition**

*by*Claudio Ceccarelli & Giovanni Maria Giorgi

**Imputación Múltiple en Encuestas Microeconómicas**

*by*Rodrigo Alfaro & Marcelo Fuenzalida

**How to Find Plausible, Severe and Useful Stress Scenarios**

*by*Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer

**Macroeconomic efault Modeling and Stress Testing**

*by*Dietske Simons & Ferdinand Rolwes

**Crash Testing German Banks**

*by*Klaus Duellmann & Martin Erdelmeier

**Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy**

*by*Cyril Caillault, Dominique Guégan

**Health care system in rural China: A quantitative approach based on heterogeneous individuals**

*by*FENG Jin & SONG Zheng

**Electoral Systems and Government Stability: A Simulation of 2006 Italian Policy Space**

*by*Luigi Curini & Paolo Martelli

**Model Selection and Estimation of Long-Memory Time-Series Models**

*by*Katelijne A.E. Carbonez

**Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock**

*by*Alexandru Todea & Adrian Zoicas-Ienciu & Angela-Maria Filip

**Debt Sustainabiliy And Economic Growth In Egypt**

*by*Adel M. EL-MAHDY & Neveen M. TORAYEH

**Half-Life Deviations from PPP in the South African Development Community (SADC)**

*by*Thabo M. Mokoena & Gupta, R. & Van Eyden, R.

**Evidence for a Financial Accelerator in a Small Open Economy,and Implications for Monetary Policy**

*by*Martha López & Juan David Prada & Norberto Rodríguez

**Determinantes de las diferencias regionales en la distribución del ingreso en Colombia, un ejercicio de microdescomposición**

*by*Leonardo Bonilla Mejía

**Heterogeneous ideas production and endogenous growth: an empirical investigation**

*by*Kul B. Luintel & Mosahid Khan

**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

**La retraite anticipée des salariés en Belgique**

*by*Mathieu Lefèbvre & Kristian Orsini & Alexis Paszukiewicz

**The systemic importance of financial institutions**

*by*Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis

**Evidence For A Financial Accelerator In A Small Open Economy, And Implications For Monetary Policy**

*by*MARTHA LÓPEZ & JUAN DAVID PRADA & NORBERTO RODRÍGUEZ

**Determinantes De Las Diferencias Regionales En La Distribución Del Ingreso En Colombia, Un Ejercicio De Microdescomposición**

*by*LEONARDO BONILLA MEJÍA

**Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation**

*by*Rangan Gupta & Josine Uwilingiye

**Half-Life Deviations from PPP in the SADC**

*by*Thabo Mokoena & Rangan Gupta & Renee van Eyden

**Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?**

*by*Rangan Gupta & Kibii Komen

**A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability**

*by*Hjertstrand, Per

**A Nonlinear Panel Unit Root Test under Cross Section Dependence**

*by*Mario Cerrato & Christian de Peretti & Nick Sarantis

**A “SURE” Approach to Testing for Convergence in Regional Integrated areas: An Application to Output Convergence in Mercosur**

*by*Camarero, Mariam & G. Flôres, Renato

**Cobertura óptima de riesgos de mercado en presencia de riesgos de cantidad y de costos de producción**

*by*Castillo, Augusto & Águila, Rafael

**Nonparametric Instrumental Variable Estimation in Practice**

*by*Michael Cohen & Philip Shaw & Tao Chen

**ZEW Corporate Taxation Microsimulation Model (ZEW TaxCoMM)**

*by*Reister, Timo & Spengel, Christoph & Finke, Katharina & Heckemeyer, Jost Henrich

**Sensitivity Analysis in Economic Simulations: A Systematic Approach**

*by*Hermeling, Claudia & Mennel, Tim

**Linking CGE and Microsimulation Models: A Comparison of Different Approaches**

*by*Colombo, Giulia

**Predicting birth-rates through German micro-census data: a comparison of probit and Boolean regression**

*by*Hufnagel, Rainer

**Stochastic behavioral asset pricing models and the stylized facts**

*by*Lux, Thomas

**The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained**

*by*García Solanes, José & Torrejón-Flores, Fernando

**The Effects of DR-CAFTA in Nicaragua A CGE-Microsimulation Model for Poverty and Inequality Analysis**

*by*Colombo, Giulia

**Foreign exchange symmetries**

*by*Wystup, Uwe

**Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen**

*by*Becker, Christoph & Wystup, Uwe

**Latin hypercube sampling with dependence and applications in finance**

*by*Packham, Natalie & Schmidt, Wolfgang M.

**Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen**

*by*Weber, Andreas & Wystup, Uwe

**Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen**

*by*Weber, Andreas & Wystup, Uwe

**Artificial Long Memory Effects in Two Agend-Based Asset Pricing Models**

*by*Franke, Reiner

**On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance Optimization**

*by*Franke, Reiner

**Assessing the Effect of Current Account and Currency Crises on Economic Growth**

*by*Aßmann, Christian

**Regulatory capital for market and credit risk interaction: is current regulation always conservative?**

*by*Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin

**The pricing of correlated default risk: evidence from the credit derivatives market**

*by*Zhu, Haibin & Tarashev, Nikola A.

**Panel estimation of state dependent adjustment when the target is unobserved**

*by*von Kalckreuth, Ulf

**Effective profit taxation and the elasticity of the corporate income tax base: Evidence from German corporate tax return data**

*by*Dwenger, Nadja & Steiner, Viktor

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

*by*M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata

**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

**Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters**

*by*Dinghai Xu & John Knight

**Transport and welfare consequences of infrastructure investment : a case study for the Betuweroute**

*by*Koetse, M.J. & Rouwendal, J.

**A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio**

*by*Antonella Basso & Riccardo Gusso

**Cournot Duopoly when the Competitors Operate Multiple Production Plants**

*by*Fabio Tramontana & Laura Gardini & Tönu Puu

**Small-area estimation with spatial similarity**

*by*Nicholas Longford

**A percolation model of the product lifecycle**

*by*Frenken, Koen & Silverberg, Gerald & Valente, Marco

**Regime switching models of hedge fund returns**

*by*Szabolcs Blazsek & Anna Downarowicz

**A complex systems methodology to transition management**

*by*Malte Schwoon & Floortje Alkemade & Koen Frenken & Marko P. Hekkert

**Preference Structure and Random Paths to Stability in Matching Markets**

*by*James W. Boudreau

**Marriage Matching and Intercorrelation of Preferences**

*by*James W. Boudreau & Vicki Knoblauch

**Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors**

*by*Martin Burda & Roman Liesenfeld & Jean-Francois Richard

**Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling**

*by*Lennart Hoogerheide & Herman K. van Dijk

**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

**Possibly Ill-behaved Posteriors in Econometric Models**

*by*Lennart Hoogerheide & Herman K. van Dijk

**Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation**

*by*André A. Monteiro

**Sample selection bias and the South African wage function**

*by*Cobus Burger

**Simulated Maximum Likelihood using Tilted Importance Sampling**

*by*Christian N. Brinch

**Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study**

*by*Terje Skjerpen

**Pseudo-NK: an Enhanced Model of Complexity**

*by*Marco Valente

**Changes in Wage Structure in Urban India, 1983-2004: A Quantile Regression Decomposition**

*by*Mehtabul Azam

**A Semiparametric Stochastic Volatility Model**

*by*Jun Yu

**Information Loss in Volatility Measurement with Flat Price Trading**

*by*Peter C.B.Phillips & Jun Yu

**Unpacking Sources of Comparative Advantage: A Quantitative Approach**

*by*Davin Chor

**Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models**

*by*Thomas Flury & Neil Shephard

**Is the Impact of Labour Taxes on Unemployment asymmetric?**

*by*T. BERGER & G. EVERAERT

**A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics**

*by*Caterina Conigliani

**Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences**

*by*Edward Castronova & Matthew Falk

**Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG**

*by*Agapie, Adriana

**The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators**

*by*Steve Lawford & Michalis P. Stamatogiannis

**An analytically tractable time-changed jump-diffusion default intensity model**

*by*Naoufel El-Bachir & Damiano Brigo

**Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels**

*by*Georgios Chortareas & George Kapetanios

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

*by*Russell Davidson & James G. MacKinnon

**Wild Bootstrap Tests for IV Regression**

*by*Russell Davidson & James G. MacKinnon

**Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time**

*by*Varsanyi, Zoltan

**Robust Two-Stage Least Squares: some Monte Carlo experiments**

*by*Mishra, SK

**A simple model of decision making: How to avoid large outliers?**

*by*Varsanyi, Zoltan

**A new method of robust linear regression analysis: some monte carlo experiments**

*by*Mishra, SK

**Short-term evolution of forward curves and volatility in illiquid power market**

*by*Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián

**A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions**

*by*Henderson, Daniel J.

**Are any growth theories linear? Why we should care about what the evidence tells us**

*by*Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F.

**Notas sobre Descomposiciones Microeconométricas: Un Análisis Antropométrico**

*by*Lopez-Pablos, Rodrigo A.

**Stochastic integration for uncoupled continuous-time random walks**

*by*Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, René L.

**Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration**

*by*Ching, Andrew

**An overview on various ways of bootstrap methods**

*by*Liew, Venus Khim-Sen

**Анализ Использования Методов Индексного Прогнозирования Для Подготовки Управленческих Решений**

*by*Kaluzhsky, Mikhail

**Моделирование Деятельности Финансово-Кредитного Учреждения Средствами Системной Динамики**

*by*Rumyantsev, Mikhail I.

**The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey**

*by*Omay, Tolga

**Estimating Impact of a Continuous Program under a Conditional Independence Assumption**

*by*Nguyen Viet, Cuong

**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

**Equity-linked insurances and guaranteed annuity options**

*by*Burnecki, Krzysztof & Pazdan-Siudeja, Liliana

**Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana**

*by*Maldonado, Diego & Pazmiño, Mariela

**Normality Testing- A New Direction**

*by*Islam, Tanweer ul

**The Monte Carlo method to find eigenvalues and eigenvectors**

*by*Ciuiu, Daniel & Costinescu, Cristian

**Exogenous coalition formation in the e-marketplace based on geographical proximity**

*by*McBurney, Peter & Michalak, Tomasz & Tyrowicz, Joanna & Wooldridge, Michael

**Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach**

*by*Klein, A. & Urbig, D. & Kirn, S.

**Nyquist Frequency in Sequentially Sampled Data**

*by*Faghih, Nezameddin & Faghih, Ali

**Comparing the accuracy of density forecasts from competing GARCH models**

*by*Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi

**Model specification, observational equivalence and performance of unit root tests**

*by*Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad

**Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation**

*by*Kukenova, Madina & Monteiro, Jose-Antonio

**Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution**

*by*Barnett, William A. & Seck, Ousmane

**A note on the estimation of long-run relationships in dependent cointegrated panels**

*by*Di Iorio, Francesca & Fachin, Stefano

**A simulation model of public debt sustainability**

*by*Albu, Lucian-Liviu

**Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation**

*by*Kukenova, Madina & Monteiro, Jose-Antonio

**An algorithm using GARCH process , Monte-Carlo simulation and wavelets analysis for stock prediction**

*by*Giovanis, Eleftherios

**Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland**

*by*Sznajd-Weron, Katarzyna & Weron, Rafal & Wloszczowska, Maja

**Likelihood-Based Confidence Sets for the Timing of Structural Breaks**

*by*Eo, Yunjong & Morley, James C.

**Risk aggregation, dependence structure and diversification benefit**

*by*Bürgi, Roland & Dacorogna, Michel M & Iles, Roger

**Determining the Number of Market Segments Using an Experimental Design**

*by*Ana Oliveira-Brochado & Francisco Vitorino Martins

**Forecasting temperature indices with timevarying long-memory models**

*by*Massimiliano Caporin & Juliusz Pres

**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

**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

**Computer Virus Propagation in a Network Organization: The Interplay between Social and Technological Networks**

*by*Hsing Kenneth Cheng & Hong Guo

**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

**Inflation-Gap Persistence in the U.S**

*by*Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent

**Density forecasting for long-term peak electricity demand**

*by*Rob J Hyndman & Shu Fan

**Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments**

*by*Ibrahim Ahamada & Philippe Jolivaldt

**Forecasting chaotic systems : the role of local Lyapunov exponents**

*by*Dominique Guegan & Justin Leroux

**The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics**

*by*Abdou Kâ Diongue & Dominique Guegan

**Testing fractional order of long memory processes : a Monte Carlo study**

*by*Laurent Ferrara & Dominique Guegan & Zhiping Lu

**Time-Varying Yield Curve Dynamics and Monetary Policy**

*by*Mumtaz, Haroon & Surico, Paolo

**Simulating interventions in graphical chain models for longitudinal data**

*by*Riccardo Borgoni & Peter W. F. Smith & Ann M. Berrington

**Using Statistics Canada LifePaths Microsimulation Model to Project the Health Status of Canadian Elderly**

*by*Jacques Légaré & Yann Décarie

**A Refined Bootstrap For Heavy Tailed Distributions**

*by*Russell Davidson & Adriana Cornea

**Merger Simulation in Competition Policy: A Survey**

*by*Oliver Budzinski & Isabel Ruhmer

**Europäische Medienmärkte: Die Rolle der Wettbewerbspolitik**

*by*Oliver Budzinski

**A Note on Competing Merger Simulation Models in Antitrust Cases: Can the Best Be Identified?**

*by*Oliver Budzinski

**Testing for Poverty Dominance: an Application to Canada**

*by*Wen-Hao Chen & Jean-Yves Duclos

**The sensitivity of nonparametric misspecification tests to disturbance autocorrelation**

*by*Andrea Vaona

**Testing for Poverty Dominance: An Application to Canada**

*by*Chen, Wen-Hao & Duclos, Jean-Yves

**Testing for Poverty Dominance: An Application to Canada**

*by*Chen, Wen-Hao & Duclos, Jean-Yves

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

*by*Gaure, Simen & Røed, Knut & Westlie, Lars

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

*by*Gaure, Simen & Roed, Knut & Westlie, Lars

**Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition**

*by*Qu, Zhaopeng (Frank) & Zhao, Zhong

**Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition**

*by*Qu, Zhaopeng (Frank) & Zhao, Zhong

**Are There Waves in Merger Activity After All?**

*by*Dennis L. Gärtner & Daniel Halbheer

**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

*by*Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis

**The Determinants of Economic Growth in European Regions**

*by*Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher

**EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns**

*by*Jouchi Nakajima

**Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems**

*by*Dominique Guégan & Justin Leroux

**Multiple imputation of right-censored wages in the German IAB Employment Sample considering heteroscedasticity**

*by*Büttner, Thomas & Rässler, Susanne

**Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference**

*by*Nikolaus Hautsch & Yangguoyi Ou

**Stock Picking via Nonsymmetrically Pruned Binary Decision Trees**

*by*Anton Andriyashin

**JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models**

*by*Viktor Winschel & Markus Krätzig

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

*by*Viktor Winschel & Markus Krätzig

**Standard and Shuffled Halton Sequences in a Mixed Logit Model**

*by*Alexander Staus

**Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models**

*by*Tom Pak-wing Fong & Chun-shan Wong

**How Important are Financial Frictions in the U.S. and the Euro Area?**

*by*Queijo von Heideken, Virginia

**Monetary Policy Regimes and the Volatility of Long-Term Interest Rates**

*by*Queijo von Heideken, Virginia

**The Long-Term Impacts of Vocational Rehabilitation**

*by*Westlie, Lars

**Norwegian Vocational Rehabilitation Programs: Improving Employability and Preventing Disability?**

*by*Westlie, Lars

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

*by*Gaure, Simen & Røed, Knut & Westlie, Lars

**Is electricity more important than natural gas? Partial liberalization of the Western-European energy markets**

*by*Brekke, Kjell Arne & Golombek, Rolf & Kittelsen, Sverre

**Bandspectrum Cointegration**

*by*Andersson, Fredrik N. G.

**Alternative Measures of Homeownership Gaps Across Segregated Neighboorhoods**

*by*Paul Carrillo & Anthony Yezer

**AdMit: Adaptive Mixtures of Student-t Distributions**

*by*Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

**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.

**Firms formation and growth in the model with heterogeneous agents and monitoring**

*by*Peter Marko & Petr Svarc

**Evoluční dynamika vězňova dilematu: Vliv topologie interakcí a imitace na vývoj kooperativního chování**

*by*Václav Hausenblas & Petr Svarc

**Operational Risk - Scenario Analysis**

*by*Milan Rippel & Petr Teply

**Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices**

*by*Christian De Peretti & Carole Siani

**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

**Bayesian near-boundary analysis in basic macroeconomic time series models**

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

**Selection of the number of frequencies using bootstrap techniques in log-periodogram regression**

*by*Arteche González, Jesús María & Orbe Lizundia, Jesús María

**Unpacking Sources of Comparative Advantage : A Quantitative Approach**

*by*Davin Chor

**Simulation-based Estimation of Contingent-claims Prices**

*by*Peter C. B. Phillips & Jun Yu

**Asymptotics and Bootstrap for Transformed Panel Data Regressions**

*by*Liangjun Su & Zhenlin Yang

**Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk**

*by*Jan Willem van den End

**A Distribution in Motion: The Case of Argentina**

*by*Guillermo Cruces & Leonardo Gasparini

**Effective Profit Taxation and the Elasticity of the Corporate Income Tax Base: Evidence from German Corporate Tax Return Data**

*by*Nadja Dwenger & Viktor Steiner

**Die kurzfristigen Steuereffekte der "Thesaurierungsbegünstigung" für Personenunternehmen: eine mikrofundierte Analyse**

*by*Michael Broer & Nadja Dwenger

**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**

*by*Donald W.K. Andrews & Panle Jia

**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**

*by*Donald W.K. Andrews & Panle Jia

**Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms**

*by*Taamouti, Abderrahim & Dufour, Jean-Marie

**Measuring causality between volatility and returns with high-frequency data**

*by*Taamouti, Abderrahim & García, René & Dufour, Jean-Marie

**Short and long run causality measures: theory and inference**

*by*Taamouti, Abderrahim & Dufour, Jean-Marie

**Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects**

*by*Stute, Winfried & Serrano, P. & Moreno, M.

**A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results**

*by*Dikaios Tserkezos & Konstantinos Tsagarakis

**Discretization of Highly-Persistent Correlated AR(1) Shocks**

*by*Damba Lkhagvasuren & Ragchaasuren Galindev

**Investigating uncertainty in macroeconomic forecasts by stochastic simulation**

*by*Debby Lanser & Henk Kranendonk

**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

**Financial Accelerator Mechanism in a Small Open Economy**

*by*Martha R. López & Juan D. Prada & Norberto Rodríguez Niño

**Financial Accelerator Mechanism: Evidence for Colombia**

*by*Martha R. López & Norberto Rodríguez N.

**Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data**

*by*I. Sulis & M. Porcu

**Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models?**

*by*Imed Drine & Christophe Rault

**Heterogeneous Ideas Production and Endogenous Growth: An Empirical Investigation**

*by*Luintel, Kul B & Khan, Mosahid

**Selection on the basis of prior testing**

*by*Carlos Santos

**Modelling the costs of non-conventional oil: A case study of Canadian bitumen**

*by*Méjean, A. & Hope, C.

**Macro-model-based stress testing of Basel II requirements**

*by*Jokivuolle, Esa & Virolainen, Kimmo & Vähämaa, Oskari

**Business cycle analysis and VARMA models**

*by*Christian Kascha & Karel Mertens

**Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects**

*by*Hajivassiliou, V. & Savignac, F.

**International Evidence on Stochastic and Deterministic Monetary Neutrality**

*by*Antonio E. Noriega & Luis M. Soria & Ramón Velázquez

**Non-Linearities, Model Uncertainty, and Macro Stress Testing**

*by*Miroslav Misina & David Tessier

**Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments**

*by*Michael Creel

**Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood**

*by*Dennis Kristensen & Yongseok Shin

**Likelihood based testing for no fractional cointegration**

*by*Katarzyna Lasak

**The limiting properties of the QMLE in a general class of asymmetric volatility models**

*by*Christian M. Dahl & Emma M. Iglesias

**Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter**

*by*Martin Møller Andreasen

**Modelling Seasonality An Extension of the HEGY Approach in the Presence of Two Structural Breaks**

*by*Ozlem Tasseven

**Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models**

*by*Nicola TORELLI & Matilde TREVISANI

**A Simple Model Of Decision Making Ï¿½How To Avoid Large Errors?**

*by*Zoltan VARSANY

**A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments**

*by*Sudhanshu Kumar MISHRA

**Factor productivity and efficiency of the Vietnamese economy in transition**

*by*Nguyen Khac Minh & Giang Thanh Long

**Modeling The Economic Growth In Romania. The Influence Of Fiscal Regimes**

*by*Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel

**Modeling The Economic Growth In Romania. The Role Of Human Capital**

*by*Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel

**Trends in Structural Changes and Convergence in EU**

*by*Albu, Lucian Liviu

**Measuring the Correlation of Shocks Between the UK and the Core of Europe**

*by*Hall, S.G. & Yhap, B.

**Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One)**

*by*Weinberg Allen, Anna

**Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)**

*by*Weinberg Allen, Anna

**Caracterizing The Public Health System Reform Using The Statistical Survey Approach**

*by*Andrei Tudorel & Calin Catalina & Tusa Erika & Stancu Stelian & Stancu Stelian

**Is Current Capital Regulation Based on Conservative Risk Assessment?**

*by*Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer

**Estimation of VaR Using Copula and Extreme Value Theory**

*by*L. K. Hotta & E. C. Lucas & H. P Palaro

**Higher-Order Terms in Bivariate Returns to International Stock Market Indices**

*by*Kirt C. Butler & Katsushi Okada

**Pénzgazdálkodási szokások hatása a működőtőkére. A Magyar Posta példája**

*by*Havran, Dániel

**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

**Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model**

*by*Nikola Tarashev & Haibin Zhu

**The Influence Of Investment Horizon On Expected Returns And Risk Perception: Evidence From The Indonesian Market**

*by*Eddy Junarsin & Eduardus Tandelilin

**First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights**

*by*Martina Nardon

**Council Decision Rules and European Union Constitutional Design**

*by*Madeleine O. Hosli

**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

**Unternehmensteuerreform 2008: Selbstfinanzierungseffekte von knapp 3 Milliarden Euro**

*by*Nadja Dwenger & Viktor Steiner

**Firms formation and growth in the model with heterogeneous agents and monitoring**

*by*Petr Švarc & Peter Marko

**Wavelets and Sentiment in the Heterogeneous Agents Model**

*by*Lukas Vacha & Miloslav Vosvrda

**A Selective Bail-Out International Lending of Last Resort Model**

*by*Cecile Bastidon & Philippe Gilles & Nicolas Huchet

**Current Account Reversals Triggered by Large Exchange Rate Movements**

*by*Nikolas A. Müller-Plantenberg

**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

**Potenzielle Auswirkungen des Klimawandels auf Risiko und Kosten der Weizenernte**

*by*Markus Lips & Robert Finger & Pierluigi Calanca

**Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes**

*by*Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

**Consistency Properties of a Simulation-Based Estimator for Dynamic Processes**

*by*Manuel Santos

**Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations**

*by*Ardia, David

**Testing for (Efficiency) Catching-up**

*by*Daniel J. Henderson & Valentin Zelenyuk

**Türkiye’de Kamu Borç Stokunun Yapısı: Orijinal Günah Göstergeleri ve Risk-Dahil Kamu Borç Yükü**

*by*Burcu GÜRCİHAN & Erdal YILMAZ

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

*by*Dannenberg, Henry

**Explaining the low labor productivity in East Germany: a spatial analysis**

*by*Izem, Rima & Fuchs-Schündeln, Nicola

**Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle**

*by*Di Iorio, Francesca & Fachin, Stefano

**Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models**

*by*Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

**Instalment options: a closed-form solution and the limiting case**

*by*Griebsch, Susanne & Kühn, Christoph & Wystup, Uwe

**Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model**

*by*Hautsch, Nikolaus

**A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes**

*by*Demary, Markus

**The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation**

*by*Liesenfeld, Roman & Richard, Jean-François

**Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation**

*by*Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman

**Asset correlations and credit portfolio risk: an empirical analysis**

*by*Düllmann, Klaus & Scheicher, Martin & Schmieder, Christian

**Repatriierungspolitik unter Unsicherheit: lohnt sich die Optimierung**

*by*Schanz, Sebastian

**Mixture Models of Choice Under Risk**

*by*Anna Conte & John D Hey & Peter G Moffatt

**Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence**

*by*Giulietti, Monica & Otero, Jesus & Smith, Jeremy

**Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?**

*by*Bal??zs ??gert & Kirsten Lommatzsch & Amina Lahr??che-R??vil

**Using flexible taste distributions to value collective reputation for environmentally-friendly production methods**

*by*Ricardo Scarpa & Mara Thiene & Francesco Marangon

**Using flexible taste distributions to value collective reputation for environmentally-friendly production methods**

*by*Ricardo Scarpa & Mara Thiene & Francesco Marangon

**Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments**

*by*Danny Campbell & W. George Hutchinson & Riccardo Scarpa

**Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments**

*by*Danny Campbell & W. George Hutchinson & Riccardo Scarpa

**The Value of Collective Reputation for Environmentally Friendly Production Methods: The Case of Val di Gresta**

*by*Ricardo Scarpa & Mara Thiene & Francesco Marangon

**The Value of Collective Reputation for Environmentally Friendly Production Methods: The Case of Val di Gresta**

*by*Ricardo Scarpa & Mara Thiene & Francesco Marangon

**Bayesian Inference on Dynamic Models with Latent Factors**

*by*Monica Billio & Roberto Casarin & Domenico Sartore

**Matrix-State Particle Filter for Wishart Stochastic Volatility Processes**

*by*Roberto Casarin & Domenico Sartore

**Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach**

*by*Silvestro Di Sanzo

**The Effects of Small Sample Bias in Threshold Autoregressive Models**

*by*Yamin Ahmad

**Health, Economic Resources and the Work Decisions of Older Men**

*by*John Bound & Todd Stinebrickner & Timothy Waidmann

**Robust Value at Risk Prediction**

*by*Loriano Mancini & Fabio Trojani

**On the impact of fundamentals, liquidity and coordination on market stability**

*by*Francisco Peñaranda & Jón Daníelsson

**Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples**

*by*Klaus Moeltner & Richard T. Woodward

**Meta-Regression and Benefit Transfer: Data Space, Model Space, and the Quest for ‘Optimal Scope’**

*by*Klaus Moeltner & Randall S. Rosenberger

**An Agent-Based Model of Behavior in “Beauty Contest” Games**

*by*Mark W. Nichols & Michael J. Radzicki

**A Monte Carlo approach to value exchange options using a single stochastic factor**

*by*Giovanni Villani

**Estimating heterogeneous costs of participation in the risky asset markets**

*by*Graciela Sanromán

**Applying Markowitz's Critical Line Algorithm**

*by*Andras Niedermayer & Daniel Niedermayer

**Nonparametric Inferences on Conditional Quantile Processes**

*by*Chuan Goh

**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.

**Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks**

*by*C.S. Bos & S.J. Koopman & M. Ooms

**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

**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

**Turkiye’de Kamu Borc Stokunun Yapisi : Orijinal Gunah Gostergeleri ve Risk-Dahil Kamu Borc Yuku**

*by*Burcu Gurcihan & Erdal Yilmaz

**Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods**

*by*G. EVERAERT

**Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks**

*by*Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana

**Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model**

*by*Gianni Amisano & Oreste Tristani

**Simulaatio lääkekehitysalan kannattavuudesta ja riskeistä**

*by*Hermans, Raine & Kulvik, Martti

**Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach**

*by*Richard T. Baillie & Claudio Morana

**Bootstrap Hypothesis Testing**

*by*James G. MacKinnon

**The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test**

*by*Jeong, Jinook & Yoon, Byung

**Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis**

*by*Ngwa Edielle, T. H. Jackson & Hevi Kodzo, Dodzi

**Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim**

*by*Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning

**Asymptotic and bootstrap properties of rank regressions**

*by*Subbotin, Viktor

**An improvement of a cellular manufacturing system design using simulation analysis**

*by*Hachicha, Wafik & Masmoudi, Faouzi & Haddar, Mohamed

**Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies**

*by*Proietti, Tommaso & Riani, Marco

**Non-standard employment and mobility in the Netherlands**

*by*Dekker, Ronald

**Waiting Times in Simulated Stock Markets**

*by*Cappellini, Alessandro & Ferraris, Gianluigi

**Regional consumption inequalities in Jordan: Empirical study**

*by*Shahateet, Mohammed & Al-Tayyeb, Saud

**Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim**

*by*Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning

**Inference for stochastic volatility model using time change transformations**

*by*Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros

**Likelihood-based inference for correlated diffusions**

*by*Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.

**The Effects of Detailing on Prescribing Decisions under Two-Sided Learning**

*by*Ching, Andrew & Ishihara, Masakazu

**Least squares estimation of joint production functions by the Differential Evolution method of global optimization**

*by*Mishra, SK

**A note on least squares fitting of signal waveforms**

*by*Mishra, SK

**Performance of lag length selection criteria in three different situations**

*by*Asghar, Zahid & Abid, Irum

**Stochastic simulations on the Romanian macroeconomic model**

*by*Dobrescu, Emilian & Pauna, Bianca

**Mixed Signals Among Tests for Panel Cointegration**

*by*Westerlund, Joakim & Basher, Syed A.

**Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model**

*by*López, Fernando & Chasco, Coro

**Stochastic Dominance Approach to Evaluate Optimism Bias in Truck Toll Forecasts**

*by*Sen Gupta, Rajorshi & Vadali, Sharada R

**Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas**

*by*Rodriguez, Analía

**Loan portfolio loss distribution: Basel II unifactorial approach vs. Non parametric estimations**

*by*Rodríguez Dupuy, Analía

**Efficiency and University Size: Discipline-wise Evidence from European Universities**

*by*Bonaccorsi, Andrea & Daraio, Cinzia & Räty, Tarmo & Simar, Léopold

**Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)**

*by*K. K., Suresh & K., Pradeepa Veerakumari

**Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms**

*by*Attiya Y. Javid

**Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity**

*by*Victoria Prowse

**Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico**

*by*Luiz de Mello & Diego Moccero

**Governments and the Market for Longevity-Indexed Bonds**

*by*Pablo Antolín & Hans J. Blommestein

**Longevity Risk and Private Pensions**

*by*Pablo Antolín

**A New Approach to Drawing States in State Space Models**

*by*William J. McCausland & Shirley Miller & Denis Pelletier

**How Structural Are Structural Parameters?**

*by*Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez

**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

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

*by*A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller

**Inégalités et clubs de convergence : les résultats d'un modèle à seuil**

*by*Karim Azizi

**Conceptual Frameworks and Experimental Design in Simultaneous Equations**

*by*C.L. Skeels

**A robust multivariate long run analysis of European electricity prices**

*by*Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi

**Testing For Restricted Stochastic Dominances: Some Further Results**

*by*Russell Davidson

**Wild Bootstrap Tests For Iv Regression**

*by*Russell Davidson & James G. MacKinnon

**Bootstrapping Econometric Models**

*by*Russell Davidson

**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

**Assessing Investment and Longevity Risks within Immediate Annuities**

*by*Bauer, Daniel & Weber, Frederik

**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

**Testing for cointegration using the Johansen approach: Are we using the correct critical values?**

*by*Paul Turner

**Estimation of Tobit Type Censored Demand Systems: A Comparison of Estimators**

*by*Mikkel Barslund

**Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations**

*by*Nadine Chlass & Jens J. Krueger

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

*by*Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

*by*M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata

**Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?**

*by*Imed Drine & Christophe Rault

**Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?**

*by*Drine, Imed & Rault, Christophe

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Røed, Knut & Westlie, Lars

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Knut Røed & Lars Westlie

**Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)**

*by*Poggi, Ambra & Ramos, Xavi

**Empirical Modeling of Deprivation Contagion among Social Exclusion Dimensions (Using MCMC Methods)**

*by*Ambra Poggi & Xavier Ramos

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

*by*Henry Dannenberg

**Distribución Espacial De La Actividad Económica En La Union Europea**

*by*José Miguel Albert & Jorge Mateu & Vicente Orts

**Health Insurance and Life Style Choices: Identifying the Ex Ante Moral Hazard**

*by*Stanciole, Anderson

**Does Italy need family income taxation?**

*by*Arnstein Aassve & Maria Grazia Pazienza & Chiara Rapallini

**The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study**

*by*Wagner, Martin & Hlouskova, Jaroslava

**Cross-sectional Space-time Modeling Using ARNN(p, n) Processes**

*by*Kakamu, Kazuhiko & Polasek, Wolfgang

**Testing Distributional Assumptions: A GMM Approach**

*by*Bontemps, Christian & Meddahi, Nour

**An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups**

*by*Hugo R. Ñopo

**Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach**

*by*Richard T. Baillie & Claudio Morana

**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

**Conditional Complexity of Compression for Authorship Attribution**

*by*Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li

**Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model**

*by*Nikolaus Hautsch

**Comparison of Panel Cointegration Tests**

*by*Deniz Dilan Karaman Örsal

**Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar**

*by*Laurence Fung & Ip-wing Yu

**The trade off between time and money: Is there a difference between real and hypothetical choices?**

*by*Isacsson, Gunnar

**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

**How to Adjust for Nonignorable Nonresponse: Calibration, Heckit or FIML?**

*by*Johansson, Fredrik

**Bayesian forecast combination for VAR models**

*by*Andersson, Michael K & Karlsson, Sune

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Røed, Knut & Westlie, Lars

**Are real wages rigid downwards?**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)**

*by*Carling, Kenneth & Alam, Moudud

**Bayesian Forecast Combination for VAR Models**

*by*Andersson, Michael K & Karlsson, Sune

**Computational Efficiency in Bayesian Model and Variable Selection**

*by*Eklund, Jana & Karlsson, Sune

**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

**Some new bivariate IG and NIG-distributions for modelling covariate nancial returns**

*by*Lillestøl, Jostein

**Do real interest rates converge? Evidence from the European Union**

*by*Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas

**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

**A Robust Multivariate Long Run Analysis of European Electricity Prices**

*by*Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi

**A nonlinear panel unit root test under cross section dependence**

*by*Mario Cerrato & Christian De Peretti & Nick Sarantis

**Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue**

*by*Maria S. Heracleous

**A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models**

*by*Christian Kascha

**Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects**

*by*Vassilis Hajivassiliou & Frédérique Savignac

**Likelihood-based inference for a class of multivariate diffusions with unobserved paths**

*by*Konstantinos Kalogeropoulos

**Inflation dynamics in the US - a nonlinear perspective**

*by*A. Robert Nobay & Ivan Paya & David A. Peel

**Optimal Holding Period for a Real Estate Portfolio**

*by*Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi

**Stock Market Reaction to Catastrophic Shock : Evidence from Listed Pakistani Firms**

*by*Attiya Y. Javid

**Market Valuation, Pension Fund Policy and Contribution Volatility**

*by*Maarten van Rooij & Arjen Siegmann & Peter Vlaar

**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

**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

**Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection**

*by*Donald W.K. Andrews & Gustavo Soares

**Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities**

*by*Donald W.K. Andrews & Patrik Guggenberger

**Applications of Subsampling, Hybrid, and Size-Correction Methods**

*by*Donald W.K. Andrews & Patrik Guggenberger

**Hybrid and Size-Corrected Subsample Methods**

*by*Donald W.K. Andrews & Patrik Guggenberger

**The Limit of Finite-Sample Size and a Problem with Subsampling**

*by*Donald W.K. Andrews & Patrik Guggenberger

**The Limit of Finite-Sample Size and a Problem with Subsampling**

*by*Donald W.K. Andrews & Patrik Guggenberger

**Information Loss in Volatility Measurement with Flat Price Trading**

*by*Peter C.B. Phillips & Jun Yu

**Simulation-based Estimation of Contingent-claims Prices**

*by*Peter C.B. Phillips & Jun Yu

**Efficient importance sampling for ML estimation of SCD models**

*by*Luc, BAUWENS & Fausto Galli

**A Component GARCH Model with Time Varying Weights**

*by*Luc, BAUWENS & G., STORTI

**The effect of realised volatility on stock returns risk estimates**

*by*Veiga, Helena & Grané, Aurea

**Measuring Intersectoral Knowledge Spillovers: an Application of Sensitivity Analysis to Italy**

*by*Giovanni Cerulli & Bianca Potì

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

*by*Myungsup Kim & Yangseon Kim & Peter Schmidt

**Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model**

*by*Amisano, Giovanni & Tristani, Oreste

**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

**Efficient importance sampling for ML estimation of SCD models**

*by*BAUWENS, Luc & GALLI, Fausto

**A component GARCH model with time varying weights**

*by*BAUWENS, Luc & STORTI, Giuseppe

**Indirect estimation of elliptical stable distributions**

*by*LOMBARDI, Marco & VEREDAS, David

**Simulation based Bayesian econometric inference: principles and some recent computational advances**

*by*HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

**Reflexiones Sobre La Teoría Y La Práctica Del Iva En Colombia**

*by*Christian R. Jaramillo H. & Jorge Tovar

**Unemployment and Inactivity Traps in the Czech Republic: Incentive Effects of Policies**

*by*Kamil Galuscak & Jan Pavel

**Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs**

*by*Pierre Bajgrowicz & Olivier Scaillet

**A Specification Test For Nonparametric Instrumental Variable Regression**

*by*Patrick Gagliardini & Olivier Scaillet

**An Objective Function for Simulation Based Inference on Exchange Rate Data**

*by*Peter Winker & Manfred Gilli & Vahidin Jeleskovic

**Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?**

*by*Balazs Egert & Kirsten Lommatzsch & Amina Lahrèche-Révil

**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

**Do real interest rates converge? Evidence from the European Union**

*by*Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros

**Empirical Modeling of Deprivation Contagion Among Social Exclusion Dimensions (Using MCMC Methods)**

*by*Ambra Poggi & Xavier Ramos

**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

**Regional Dimensions: Preparation of 1998-99 HES for reweighting to small-area benchmarks**

*by*S.F. Chin & Ann Harding & Anthea Bill

**Discriminating mean and variance shifts**

*by*Carlos Santos

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

*by*Pesaran, M.H. & Smit, L.V. & Yamagata, T.

**Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements**

*by*Roques, F.A.

**Identification and Estimation in an Incoherent Model of Contagion**

*by*Massacci, D.

**Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach**

*by*Doppelhofer, G. & Cuaresma, J.C.

**Consumption, Working Hours, and Wealth Determination in a Life Cycle Model**

*by*Naohito Abe & Noriko Inakura & Tomoaki Yamada

**Are real wages rigid downwards?**

*by*Steinar Holden & Fredrik Wulfsberg

**Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis**

*by*David Jamieson Bolder & Tiago Rubin

**Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?**

*by*Bernhard Herz & Marco Wagner

**On the Solution of Stochastic Input Output-Models**

*by*Hartmut Kogelschatz

**Assessing the Behaviour of Non-Survey Methods of Constructing Regional Input-Output Tables through a Monte Carlo Simulation**

*by*Andrea BONFIGLIO & Francesco CHELLI

**Long memory modelling of inflation with stochastic variance and structural breaks**

*by*Charles S. Bos & Siem Jan Koopman & Marius Ooms

**GRAN8: Gauss procedure to generate standard EPD (GED) random numbers**

*by*Urzúa, Carlos M.

**GRAN7: Gauss procedure to generate lognormal random numbers**

*by*Urzúa, Carlos M.

**GRAN6: Gauss procedure to generate Pareto-distributed random numbers**

*by*Urzúa, Carlos M.

**GRAN5: Gauss procedure to generate heteroskedastic normal random numbers**

*by*Urzúa, Carlos M.

**GRAN4: Gauss procedure to generate Laplace-distributed random numbers**

*by*Urzúa, Carlos M.

**GRAN3: Gauss procedure to generate stable random numbers**

*by*Urzúa, Carlos M.

**GRAN2: Gauss procedure to generate t-distributed random numbers**

*by*Urzúa, Carlos M.

**GRAN1: Gauss procedure to generate normal random numbers**

*by*Urzúa, Carlos M.

**Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle**

*by*Di Iorio, Francesca & Fachin, Stefano

**Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models**

*by*Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

**Demanda por servicios turísticos: análisis de su evolución en un modelo autoorganizado**

*by*Silvia London & Juan Gabriel Brida & Edgar J. Sánchez Carrera

**Urban Simulation Models for the Future City Evolution**

*by*Georgiana I. STEFAN

**An Estimated New Keynesian Model for Romania**

*by*Caraiani, Petre

**How much the Rounding Errors could affect the Computer Results**

*by*Stefanescu, Stefan

**An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets**

*by*Zlotnik, Andrey

**Bootstrapping econometric models (in Russian)**

*by*Russell Davidson

**Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB©**

*by*Merino, María & Vadillo, Fernando

**Asymmetric Return and Volatility Responses to Composite News from Stock Markets**

*by*Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So

**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

**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

**Az ügyfélelvándorlás kereskedelmi banki modellezése**

*by*Lublóy, Ágnes & Szenes, Márk

**"Dupla vagy semmi". Duplikációbecslés szimulációs módszerekkel**

*by*Benedek, Gábor

**The Impact of the Increase in Non-regular Employment on Income Disparities**

*by*Seiichi Inagaki

**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

**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

**Testing for Model Selection in Predicting Aggregate Variables**

*by*Giacomo Sbrana

**Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)**

*by*Vít Pošta & Zbynìk Hackl

**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

**Un modelo macroeconométrico de simulación con microfundamentos para la economía mexicana**

*by*Lucía A. Ruiz-Galindo & Francisco Venegas-Martínez

**Negociación de portafolios de acciones**

*by*JORGE HERNAN RESTREPO CORREA & EDUARDO ARTURO CRUZ TREJOS & PEDRO DANIEL MEDINA VARELA

**Reflexiones sobre la teoría y la práctica del IVA en Colombia**

*by*Christian R. Jaramillo & Jorge Tovar

**Fluctuations de Change et Performances Economiques**

*by*Imed Drine & Christophe Rault

**Note sur les méthodes univariées d’extraction du cycle économique**

*by*Anna Sess & Michel Grun-Rehomme

**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

**Measuring portfolio credit risk: modelling versus calibration errors**

*by*Nikola Tarashev & Haibin Zhu

**A Unified Copula Framework for VaR forecasting**

*by*Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli

**A closed form approach to valuing and hedging basket options**

*by*Svetlana Borovkova & Ferry Permana

**A multiple testing procedure for neural network model selection**

*by*Michele La Rocca & Cira Perna

**The combination of volatility forecasts**

*by*Alessandra Amendola & Giuseppe Storti

**Lag or Error? - Detecting the Nature of Spatial Correlation**

*by*Mario Larch & Janette Walde

**A component GARCH model with time varying weights**

*by*Giuseppe Storti & Luc Bauwens

**Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods**

*by*Anna Staszewska

**(Un)naturally low?**

*by*Silvia Sgherri & Marco J. Lombardi

**Estimation of IP Telephony Demand Using the Integrated Choice and Latent Variables Approach**

*by*Denis Bolduc & Moshe Ben-Akiva

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

*by*Florian Heiss

**Validating and Calibrating Agent-based Models: a Case Study**

*by*Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi

**Extreme observations in developed and emerging equity markets**

*by*Pilar Grau-Carles

**Pricing Basket spread options**

*by*Kostas Giannopoulos

**Analysis of Regime Switching Behaviour of Indian Stock Markets**

*by*Arnab Kumar Laha

**The Econometrics of the Old and New Phillips Curve**

*by*Romulo A. Chumacero

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

*by*Michael Creel & Universitat AutÃ²noma de Barcelona

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

*by*John Stachurski & University of Melbourne

**Generalized variance ratio tests in the presence of statistical dependence**

*by*Periklis Kougoulis & John C. Nankervis & Jerry Coakley

**An Objective Function for Simulation Based Inference on Exchange Rate Data**

*by*Manfred Gilli & Peter Winker & Vahidin Jeleskovic

**The extremal index for GARCH(1,1) processes with t-distributed innovations**

*by*F. Laurini & J. A. Tawn

**Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated**

*by*Jönsson, Kristian

**Relative sources of European regional productivity convergence: A bootstrap frontier approach**

*by*Enflo, Kerstin & Hjertstrand, Per

**Improved Nonparametric Confidence Intervals in Time Series Regressions**

*by*Joseph P. Romano & Michael Wolf

**A Note on Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model**

*by*Tauchmann, Harald

**Empirical risk analysis of pension insurance: the case of Germany**

*by*Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang

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

*by*Düllmann, Klaus

**Forecast Encompassing Tests and Probability Forecasts**

*by*Clements, Michael P & Harvey, David I

**Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence**

*by*Giulietti, Monica & Otero, Jesús & Smith, Jeremy

**Testing for stationarity in heterogeneous panel data in the presence of cross section dependence**

*by*Giulietti, Monica & Otero, Jesus & Smith, Jeremy

**Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy**

*by*Daniele Fabbri & Chiara Monfardini

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

*by*Joseph F. Francois & Julia Wörz

**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

**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

**On the efficient application of the repeated Richardson extrapolation technique to option pricing**

*by*Luca Barzanti & Corrado Corradi & Martina Nardon

**Simulation techniques for generalized Gaussian densities**

*by*Martina Nardon & Paolo Pianca

**Incomplete pairwise comparison and consistency optimization**

*by*Michele Fedrizzi & Silvio Giove

**A credit contagion model for loan portfolios in a network of firms with spatial interaction**

*by*Diana Barro & Antonella Basso

**A comparison of different trading protocols in an agent-based market**

*by*Paolo Pellizzari & Arianna Dal Forno

**Learning and equilibrium selection in a coordination game with heterogeneous agents**

*by*Alberto Fogale & Paolo Pellizzari & Massimo Warglien

**Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach**

*by*Jesus Crespo Cuaresma & Gernot Doppelhofer

**Output fluctuations persistence: Do cyclical shocks matter?**

*by*Silvestro Di Sanzo

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**An assessment of empirical Bayes and composite estimators for small areas**

*by*Nicholas Longford

**Evaluating Targeting Efficiency of Government Programmes: International Comparisons**

*by*Nanak Kakwani & Hyun H. Son

**Job mobility in Portugal: a Bayesian study with matched worker-firm data**

*by*Guillaume Horny & Rute Mendes & Gerard J. Van den Berg

**Applying Markowitz's Critical Line Algorithm**

*by*Andras Niedermayer & Daniel Niedermayer

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

*by*Harhoff, Dietmar & Wagner, Stefan

**White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice**

*by*Kleijnen, J.P.C.

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

*by*Kleijnen, J.P.C.

**Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis**

*by*Klaassen, F.J.G.M. & Magnus, J.R.

**Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators**

*by*Einmahl, J.H.J. & Li, J. & Liu, R.Y.

**Optimization of Simulated Inventory Systems : OptQuest and Alternatives**

*by*Kleijnen, J.P.C. & Wan, J.

**The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations**

*by*Jan F. Kiviet & Jerzy Niemczyk

**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

**Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis**

*by*Franc J.G.M. Klaasen & Jan R. Magnus

**Earnings bracket obstacles in household surveys – How sharp are the tools in the shed?**

*by*Dieter von Fintel

**Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve**

*by*Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle

**Global sensitivity analysis for macro-economic models**

*by*Marco Ratto

**A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function**

*by*George Monokroussos

**Breaking trend panel unit root tests**

*by*Pui Sun Tam & University of Macau

**Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory**

*by*Christian de Peretti & Carole Siani

**Bootstrapping Neural tests for conditional heteroskedasticity**

*by*Carole Siani & Christian de Peretti

**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

**Unemployment in the OECD since the 1960s. Do we really know?**

*by*T. BERGER & G. EVERAERT

**Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model**

*by*Damiano Brigo & Naoufel El-Bachir

**The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building**

*by*Jesús Ferreyra & Jorge Salas

**Stochastic Volatility Driven by Large Shocks**

*by*George Kapetanios & Elias Tzavalis

**Forecasting Using Predictive Likelihood Model Averaging**

*by*George Kapetanios & Vincent Labhard & Simon Price

**Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation**

*by*George Kapetanios & Vincent Labhard & Simon Price

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Inference via kernel smoothing of bootstrap P values**

*by*Jeff Racine & James G. MacKinnon

**Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap**

*by*Russell Davidson & James G. MacKinnon

**Bootstrap Methods in Econometrics**

*by*James G. MacKinnon

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

*by*Russell Davidson & James G. MacKinnon

**Applications of the Fast Double Bootstrap**

*by*James G. MacKinnon

**Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data**

*by*Gutierrez Girault, Matias

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

*by*Jeong, Jinook & Kang, Byunguk

**Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models**

*by*Jeong, Jinook

**Interpolating Value Functions in Discrete Choice Dynamic Programming Models**

*by*Sullivan, Paul

**Estimation of an Occupational Choice Model when Occupations are Misclassified**

*by*Sullivan, Paul

**From Marginals to Array Structure with the Shuttle Algorithm**

*by*Buzzigoli, Lucia & Giusti, Antonio

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

*by*Mishra, SK

**Estimating population means in covariance stationary process**

*by*Halkos, George & Kevork, Ilias

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

*by*Halkos, George & Kevork, Ilias

**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

**Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces**

*by*Chasco, Coro & López, Fernando

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

*by*Enrique, Navarrete

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

*by*Westerlund, Joakim & Basher, Syed A.

**Examining the segment retention problem for the “Group Satellite” case**

*by*Ana Oliveira-Brochado & F. Vitorino Martins

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

*by*Alessandro Bucciol & Raffaele Miniaci

**Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison**

*by*Marek Jarocinski

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

*by*Mosahid Khan & Kul B. Luintel

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

*by*Philip Liu

**Estimating Macroeconomic Models: A Likelihood Approach**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

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

*by*Azhong Ye & Rob J Hyndman & Zinai Li

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

*by*D. S. Poskitt

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

*by*Jae Kim & Param Silvapulle & Rob J. Hyndman

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

*by*Zoltán Varsányi

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

*by*Russell Davidson & James MacKinnon

**Testing For Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**The Case Against Jive**

*by*Russell Davidson & James MacKinnon

**Statistical Comparison of Aggregation Rules for Votes**

*by*Michel Truchon & Stephen Gordon

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

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

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Heterogeneous Basket Options Pricing Using Analytical Approximations**

*by*Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani

**Estimation with Numerical Integration on Sparse Grids**

*by*Heiss, Florian & Winschel, Viktor

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

*by*Heiss, Florian

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

*by*Harhoff, Dietmar & Wagner, Stefan

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

*by*John Stachurski

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

*by*Ruthira Naraidoo & Patrick Minford

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

*by*Lorenzo Cappellari & Stephen P. Jenkins

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

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

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

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

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

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

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Testing for Restricted Stochastic Dominance**

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

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

*by*Alicia Pérez Alonso

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

*by*Juan Mora & Ana I. Moro

**Inappropriate Detrending and Spurious Cointegration**

*by*Heejoon Kang

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

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

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

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

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

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

*by*Joseph Francois & Julia Woerz

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

*by*Tong Li

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

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

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

*by*Rässler, Susanne

**How valid can data fusion be?**

*by*Kiesl, Hans & Rässler, Susanne

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

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

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

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

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

*by*Denis Belomestny & Pavel V. Gapeev

**Forward and reverse representations for Markov chains**

*by*Grigori Milstein & John Schoenmakers & Vladimir Spokoiny

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

*by*Denis Belomestny & Grigori Milstein

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

*by*Denis Belomestny & John Schoenmakers

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

*by*Ralf Brüggemann

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

*by*Carsten Trenkler

**Incorporating Judgement in Fan Charts**

*by*Österholm, Pär

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

*by*Angelov, Nikolay

**Modelling firm mergers as a roommate problem**

*by*Angelov, Nikolay

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

*by*Giordani, Paolo & Kohn, Robert

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

*by*Jönsson, Kristian

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

*by*Hultblad, Brigitta & Karlsson, Sune

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

*by*Akay, Alpaslan & Tsakas, Elias

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

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

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

*by*Eric Meyermans & Patrick Van Brusselen

**Business Cycle Analysis and VARMA models**

*by*Christian Kascha & Karel Mertens

**Does rounding matter for payment efficiency?**

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

**Gibbs sampling in econometric practice**

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

**Measuring volatility with the realized range**

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

**Testing for stochastic monotonicity**

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

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

*by*Young-Hyun Cho & Oliver Linton & Yoon-Jae Whang

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

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

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

*by*Choi, Hwan-sik & Kiefer, Nicholas M.

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

*by*Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi

**Decomposing the causes of health care use inequalities: a micro-simulations approach**

*by*Hélène Huber

**Desigualdad y Pobreza entre las Regiones Argentinas: Un Análisis de Microdescomposiciones**

*by*Héctor Zacaria & Juan Ignacio Zoloa

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

*by*Oleg Badunenko & Bogdana Grechanyuk & Oleksandr Talavera

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

*by*Carsten Kuchler & Martin Spieß

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

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

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

*by*Francois, Joseph & Wörz, Julia

**Estimation of stable distributions by indirect inference**

*by*GARCIA, René & RENAULT, Eric & VEREDAS, David

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

*by*PREMINGER, Arie & STORTI, Giuseppe

**Acumulación de capital humano y gasto público en educación: Un Modelo OLG para Colombia**

*by*Oliver Enrique PARDO REINOSO

**Do Wealth Differences Affect Fairness Considerations?**

*by*Olivier Armantier

**Testing For Equality Between Two Copulas**

*by*Bruno Rémillard & Olivier Scaillet

**Robust Subsampling**

*by*Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani

**Tikhonov Regularization for Functional Minimum Distance Estimators**

*by*P. Gagliardini & O. Scaillet

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

*by*Lubos Briatka

**Testing For Stochasticmonotonicity**

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

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

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

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

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

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

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

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

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

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

*by*Rebecca Cassells & Ann Harding & Simon Kelly

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

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

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

*by*Martin Hohnisch & Sabine Pittnauer & Dietrich Stauffer

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

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

**The pricing of portfolio credit risk**

*by*Nikola A. Tarashev & Haibin Zhu

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

*by*Arie Preminger & Giuseppe Storti

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

*by*Daniel Gottlieb & Leonid Kushnir

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

*by*Miroslav Misina & David Tessier & Shubhasis Dey

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

*by*Jean-Marie Dufour & David Tessier

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

*by*Tilke, Stephan

**Bootstrapping pairs in Distance-Based Regression**

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

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

*by*Michael Creel

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

*by*Philip Liu

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

*by*Josip Stepanic & Hrvoje Stefancic & Vinko Zlatic

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

*by*Pietro A. VAGLIASINDI & Giovanni VERGA & Pasquale CIRILLO

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

*by*Catherine Bruneau & Amine Lahiani

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

*by*Lupu, Radu

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

*by*Stefanescu, Poliana & Stefanescu, Stefan

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

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

**Has Production Management Improved Since 1984?**

*by*David G. Bivin

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

*by*Roberto Benedetti & Rita Lima & Alessandro Pandimiglio

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

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

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

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

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

*by*Helmut Elsinger & Alfred Lehar & Martin Summer

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

*by*Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ

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

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

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

*by*Jaime Villamil

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

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

**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

**Application of Compound Options in the Evaluation of American Puts**

*by*José Ferreira Marinho Junior & Mauro Antonio Rincon

**A Critical Approach To The Demographic Policy**

*by*Carmen Radu

**Unit Roots and Cointegration in Panels**

*by*Jörg Breitung & M. Hashem Pesaran

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

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

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

*by*Stefano Eusepi & Stefania D'Amico

**Stochastic Volatility in DSGE models**

*by*Giorgio Primiceri & Alejandro Justiniano

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

*by*Kai Christoffel

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

*by*Miguel A. Arranz

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

*by*Cees Diks & Valentyn Panchenko

**The accuracy of welfare computations**

*by*Michel Juillard

**Heterogeneity, Profitability and Autocorrelations**

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

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

*by*Giuseppe Bruno

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

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

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

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

**Panel Cointegration Tests of the Fisher Hypothesis**

*by*Westerlund, Joakim

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

*by*González, Andrés & Teräsvirta, Timo

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

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

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

*by*Becker, Christoph & Wystup, Uwe

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

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

**Unit roots and cointegration in panels**

*by*Breitung, Jörg & Pesaran, Mohammad Hashem

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

*by*Shengzu Wang & Shen Guo

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

*by*CHARFEDDINE Lanouar

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

*by*Viktor Winschel

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

*by*Martina Nardon

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

*by*Christian Fries

**Persistence Characteristics of the Chinese Stock Markets**

*by*Cornelis A. Los & Bing Yu

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

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

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

*by*Christian P. Fries & Joerg Kampen

**Measurement of Financial Risk Persistence**

*by*Cornelis A. Los

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

*by*Pierangelo De Pace

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

*by*Matthias Kredler

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

*by*Zacharias Bragoudakis

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

*by*Kusum Mundra

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

*by*Bal??zs ??gert, & L??szl?? Halpern & Ronald MacDonald

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

*by*Bal??zs ??gert & L??szl?? Halpern &

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

*by*Imed Drine & Christophe Rault &

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

*by*Silvia Ferrini & Riccardo Scarpa

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

*by*Silvia Ferrini & Riccardo Scarpa

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

*by*Rien Wagenvoort & Paul Schure

**Long Memory, Heterogeneity and Trend Chasing**

*by*Xue-Zhong He & Youwei Li

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

*by*Loriano Mancini & Elvezio Ronchetti & Fabio Trojani

**Structural Change and the Order of Integration in Univariate Time Series**

*by*Luis Alberiko Gil-Alana

**Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf**

*by*Luis Alberiko Gil-Alana

**Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994**

*by*Luis Alberiko Gil-Alana & Guglielmo M.Caporale

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

*by*Yanna Wu & Subhash C. Ray

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

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

**The KPSS Test with Two Structural Breaks**

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

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

*by*Jaroslava Hlouskova & Martin Wagner

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

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

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

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

**Robust Optimization Using Computer Experiments**

*by*Stinstra, E. & den Hertog, D.

**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.

**On Importance Sampling for State Space Models**

*by*Borus Jungbacker & Siem Jan Koopman

**Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models**

*by*Jan F. Kiviet

**Total Factor Productivity and the Mongolian Transition**

*by*Antonio G. Chessa & Marije C. Schouwstra

**Nonparametric Tests for Serial Independence Based on Quadratic Forms**

*by*Cees Diks & Valentyn Panchenko

**The Multi-State Latent Factor Intensity Model for Credit Rating Transitions**

*by*Siem Jan Koopman & André Lucas & André Monteiro

**A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk**

*by*Siem Jan Koopman & André Lucas & Robert Daniels

**Correcting for Primary Study Misspecifications in Meta-Analysis**

*by*Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot

**Non-Bayesian Multiple Imputation**

*by*Jan F. Bjørnstad

**An estimated open-economy model for the EURO area**

*by*Marco Ratto & Werner Roeger

**Estimating Single Factor Jump Diffusion Interest Rate Models**

*by*Ghulam Sorwar

**Identification and Estimation of Discrete Games of Complete Information**

*by*Stephen Ryan & Patrick Bajari & Han Hong

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem**

*by*Simon Lysbjerg Hansen

**Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models**

*by*Martijn van Hasselt

**Common Trends and Common Cycles in Canadian Sectoral Output**

*by*Christoph Schleicher & Francisco Barillas

**Accurate Yield Curve Scenarios Generation using Functional Gradient Descent**

*by*Fabio Trojani & Francesco Audrino

**Central Bank Credibility and Monetary Policy: Evidence from Small Scale Macroeconomic Model of Indonesia**

*by*Enrico Tanuwidjaja & Choy Keen Meng

**Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand**

*by*Arnab Bhattacharjee & Chris Jensen-Butler

**Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions**

*by*Roberto Basile & Mauro Costantini & Sergio Destefanis

**On the generation of a regular multi-input multi-output technology using parametric output distance functions**

*by*Sergio Perelman & Daniel Santin

**Structural Spurious Regressions and A Hausman-type Cointegration Test**

*by*Chi-Young Choi & Ling Hu & Masao Ogaki

**Carbon Mitigation Costs for the Commercial Sector: Discrete-Continuous Choice Analysis of Multifuel Energy Demand**

*by*Pizer, William & Newell, Richard

**Assessing the Usefulness of Structural Vector Autoregressions**

*by*Lawrence Christiano & Martin Eichenbaum

**Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey**

*by*Kevin X.D. Huang & Zheng Liu

**Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques**

*by*Bonnet, C.

**A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets**

*by*George Kapetanios

**Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling**

*by*Gonzalo Camba-Mendez & George Kapetanios

**Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria**

*by*George Kapetanios

**Choosing the Optimal Set of Instruments from Large Instrument Sets**

*by*George Kapetanios

**Variable Selection using Non-Standard Optimisation of Information Criteria**

*by*George Kapetanios

**Finite Sample Accuracy of Integrated Volatility Estimators**

*by*Morten Ørregaard Nielsen & Per Houmann Frederiksen

**Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration**

*by*Morten Ørregaard Nielsen & Per Frederiksen

**Size Matters: Covariance Matrix Estimation Under the Alternative**

*by*Jason Allen

**Analysis of delinquent firms using multi-state transitions**

*by*António R. Antunes

**Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management**

*by*Buda, Rodolphe

**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices**

*by*Geweke, John & Keane, Michael

**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996**

*by*Geweke, John & Keane, Michael

**Indirect estimation of Markov switching models with endogenous switching**

*by*Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca

**Generalized maximum entropy (GME) estimator: formulation and a monte carlo study**

*by*Eruygur, H. Ozan

**Modelling catastrophe claims with left-truncated severity distributions (extended version)**

*by*Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal

**Assessing the Number of Components in Mixture Models: a Review**

*by*Ana Oliveira-Brochado & Francisco Vitorino Martins

**Valuing Limited Information in Decision Making Under Uncertainty**

*by*Allan W. Gray & Joshua D. Detre & Brian C. Briggeman

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

*by*Balázs Égert & László Halpern & Ronald MacDonald

**An Empirical Contribution to Knowledge Production and Economic Growth**

*by*Kul B. Luintel & Mosahid Khan

**Masking Identification of Discrete Choice Models under Simulation Methods**

*by*Lesley Chiou & Joan Walker

**State Dependence in a Multi-state Model of Employment**

*by*Victoria Prowse

**How Damaging is Part-time Employment to a Woman's Occupational Prospects?**

*by*Victoria Prowse

**Downside Risk**

*by*Andrew Ang & Joseph Chen & Yuhang Xing

**Edgeworth Expansions for Realized Volatility and Related Estimators**

*by*Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia

**Convergence Properties of the Likelihood of Computed Dynamic Models**

*by*Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos

**Financial Well-Being in an Urban Setting: An Application of Multiple Imputation**

*by*David A. Penn

**Determinants of Self-Reported Financial Security for Oklahoma County Households – An Application of Multiple Imputation**

*by*David A. Penn

**Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing**

*by*DUFOUR, Jean-Marie & JOUINI, Tarek

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda

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

*by*BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda

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

*by*DUFOUR, Jean-Marie

**Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing**

*by*DUFOUR, Jean-Marie & JOUINI, Tarek

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda

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

*by*BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda

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

*by*DUFOUR, Jean-Marie

**Simulation-Based Two-Step Estimation with Endogenous Regressors**

*by*Kamhon Kan & Chihwa Kao

**On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence**

*by*Jushan Bai & Chihwa Kao

**Aggregation of Rankings: a Brief Review of Distance-Based Rules**

*by*Michel Truchon

**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

**Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options**

*by*Ruijun Bu & Kaddour Hadri

**The latent factor VAR model: Testing for a common component in the intraday trading process**

*by*Nikolaus Hautsch

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

*by*Zhong Zhao

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

*by*Zhao, Zhong

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

*by*Victoria Prowse

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

*by*Prowse, Victoria L.

**State Dependence in a Multi-State Model of Employment Dynamics**

*by*Victoria Prowse

**State Dependence in a Multi-State Model of Employment Dynamics**

*by*Prowse, Victoria L.

**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

*by*Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

*by*Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty

**Job Turnover, Wage Rates, and Marital Stability: How Are They Related?**

*by*Ahituv, Avner & Lerman, Robert

**Job Turnover, Wage Rates, and Marital Stability: How Are They Related?**

*by*Ahituv, Avner & Lerman, Robert I.

**Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach**

*by*Alicia Pérez Alon & Silvestro Di Sanzo

**The Process Followed By Ppp Data. On The Properties Of Linearity Tests**

*by*Ivan Paya & David A. Peel

**Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions**

*by*Roberto Basile & Mauro Costantini & Sergio Destefanis

**On assessing pro-poorness of government programmes:international comparisons**

*by*Nanak Kakwani & Hyun H. Son

**Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods**

*by*Raquel Andres & Samuel Calonge

**Where have all the data gone? Stochastic production frontiers with multiply imputed German establishment data**

*by*Jensen, Uwe & Rässler, Susanne

**Analyzing the changing gender wage gap based on multiply imputed right censored wages**

*by*Gartner, Hermann & Rässler, Susanne

**Portfolio Value at Risk Based on Independent Components Analysis**

*by*Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

**Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads**

*by*Hans Genberg & Astrit Sulstarova

**Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests**

*by*Welz, Peter & Österholm, Pär

**Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach**

*by*Hellström, Jörgen & Nordström, Jonas

**Estimation of an Adaptive Stock Market Model with Heterogeneous Agents**

*by*Amilon, Henrik

**Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction**

*by*Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol

**Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach**

*by*Gaure, Simen & Røed, Knut & Zhang, Tao

**Downward Nominal Wage Rigidity in the OECD**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results**

*by*Jönsson, Kristian

**How Important are Financial Frictions in the U.S. and Euro Area?**

*by*Queijo, Virginia

**Measuring conditional segregation: methods and empirical examples**

*by*Åslund, Olof & Nordström Skans, Oskar

**Correlation Between Intensity and Recovery in Credit Risk Models**

*by*Gaspar, Raquel M. & Slinko, Irina

**Bootstrapping a Hedonic Price Index: Experience from Used Cars Data**

*by*Beer, Michael

**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

**Productivity and its Drivers in Finnish Primary Care 1988-2003**

*by*Maija-Liisa Järviö & Juho Aaltonen & Tarmo Räty & Kalevi Luoma

**Testing for Stochastic Dominance Efficiency**

*by*Olivier Scaillet & Nikolas Topaloglou

**Multiariate Wavelet-based sahpe preserving estimation for dependant observation**

*by*Antonio Cosma & Olivier Scaillet & Rainer von Sachs

**Indirect Robust Estimation of the Short-term interest Rate Process**

*by*Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

**The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?**

*by*Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault

**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

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

*by*Jaroslava Hlouskova & Martin Wagner

**Weakly informative priors and well behaved Bayes factors**

*by*Strachan, R.W. & van Dijk, H.K.

**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.

**Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap**

*by*Myung Hwan Seo

**A parametric bootstrap test for cycles**

*by*Violetta Dalla & Javier Hidalgo

**Simulated nonparametric estimation of dynamic models with applications to finance**

*by*Filippo Altissimo & Antonio Mele

**Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition**

*by*Salnykov Mykhaylo & Zelenyuk Valentin

**Central Bank Credibility and Monetary Policy : Evidence from Small Scale Macroeconomic Model of Indonesia**

*by*Enrico Tanuwidjaja & Choy Keen Meng

**Pobreza Rural y Urbana en Argentina: Un Análisis de Descomposiciones**

*by*Francisco Haimovich & Hernán Winkler

**Dynamic Discrete Choice Modeling: Monte Carlo Analysis**

*by*Robert L. Hicks & Kurt Schnier

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

*by*Luc, Bauwens & J.V.K., ROMBOUTS

**Modelling Demographic Events in the Microsimulation Model DESTINIE**

*by*M. DUÉE

**Estimation and inference in dynamic unbalanced panel data models with a small number of individuals**

*by*Giovanni S.F. Bruno

**Modelling the duration of patent examination at the European Patent Office**

*by*Harhoff, Dietmar & Wagner, Stefan

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

*by*Égert, Balázs & Halpern, László

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

*by*BAUWENS, Luc & ROMBOUTS, Jeroen V.K.

**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.

**El censo nacional de poblacio?n: una comparacio?n de metodologi?as mediante simulaciones de Monte Carlo**

*by*Christian Jaramillo H. & Ana María Ibáñez

**El Censo Nacional De Población: Una Comparación De Metodologías Mediante Simulaciones De Monte Carlo**

*by*Christian Jaramillo & Ana María Ibáñez

**Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing**

*by*Jean-Marie Dufour & Tarek Jouini

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf

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

*by*Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf

**Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics**

*by*Jean-Marie Dufour

**Robust Value at Risk Prediction**

*by*Loriano Mancini & Fabio Trojani

**A Parametric Bootstrap Test for Cycles**

*by*Violetta Dalla & Javier Hidalgo

**Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap**

*by*Myunghwan Seo

**Towards a Non-Equilibrium Unemployment Theory**

*by*Matteo Richiardi

**Nuclear Power: a Hedge against Uncertain Gas and Carbon Prices?**

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

**Unit Roots and Cointegration in Panels**

*by*Breitung, J. & Pesaran, M.H.

**Copula Based Monte Carlo Integration in Financial Problems**

*by*Sancetta, A.

**Equilibrium exchange rates in Central and Eastern Europe : A meta-regression analysis**

*by*Égert, Balázs & Halpern, László

**A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000**

*by*Feng Zhu

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**A Cellular Automata Model Of The General Rate Of Profit**

*by*Claudio Castelo Branco Puty

**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

**Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America**

*by*José García Solanes & Fernando Torrejón Flores

**Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998**

*by*Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin

**Discriminación salarial por género en Chile: una mirada global**

*by*Jeanette Fuentes & Amalia Palma & Rodrigo Montero

**Characterizing income distribution for poverty and inequality analysis**

*by*Rómulo A.Chumacero & Ricardo D.Paredes

**Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters**

*by*Timothy Cogley

**Estrategias Optimas De Cobertura En Presencia De Incertidumbre En Costos Y Cantidad**

*by*AUGUSTO CASTILLO R. & RAFAEL AGUILA

**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.

**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

**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

**Ýlerleyen Tür Týp-Ii Saðdan Sansürlü Örnekleme Dayali Düzgün Daðilimin Parametrelerýnýn Jackknýfe Tahmýn Edýcýsý**

*by*Coskun Kus

**Rastlantisal seritler ile En Kucuk Medyan Kareler Dogrusunun Bulunmasi**

*by*Enis Siniksaran & Aylin Aktükün

**Asal Bilesenler Analizine Bootstrap Yaklasimi**

*by*Aylin Aktükün

**¿Es el ingreso suficiente para explicar cambios en la elección de carrera?**

*by*Emanuel Vespa

**Modified maximum likelihood estimation of Tobit models with fixed effects: theory and an application to earnings equations**

*by*Gabriel Jiménez Zambrano

**Transmisión intergeneracional de la violencia intrafamiliar: evidencia para las familias colombianas**

*by*Salas Bahamón Luz Magdalena

**Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint**

*by*Virmantas Kvedaras

**Cognitive Learning and the Emergence of Cooperation - An Simulation Approach**

*by*Thomas Brenner

**Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling**

*by*Michiel D. de Pooter & Rengert Segers

**Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages**

*by*Giuseppe Bruno

**The Use of a Simple Decision Rule in Repeated Oligopoly Games**

*by*Jan Edman

**(The Evolution of) Post-Secondary Education: A Computational Model and Experiments**

*by*Sergey Slobodyan & Andreas Ortmann

**International evidence on monetary neutrality under broken trend stationary models**

*by*R. Velazquez & Noriega & A.

**Speculative option valuation: A supercomputing approach**

*by*Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano

**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.

**Semi-parametric procedures for Unit root and fractional cointegration tests**

*by*Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF

**Elements in the Design of an Early Warning System for Sovereign Default**

*by*Ana-Maria Fuertes & Elena Kalotychou

**Forecasting sovereign default using panel models: A comparative analysis**

*by*Ana-Maria Fuertes & Elena Kalotychou

**A double-auction artificial market with time-irregularly spaced orders**

*by*Enrico Scalas & Silvano Cincotti

**Fitting and comparing stochastic volatility models through Monte Carlo simulations**

*by*Silvano Bordignon & Davide Raggi

**Neighborhood models of minority opinion spreading**

*by*C. J. Tessone & R. Toral

**Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Testing Distributional Assumptions: A GMM Approach**

*by*N. MEDDAHI & C. BONTEMPS

**A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes**

*by*Yi Deng

*by*Robert M. Sauer & Michael P. Keane

**Jackstrapping Dea Scores For Robust Efficiency Measurement**

*by*Darcy Ribeiro & Maria da ConceiÃ§Ã£o Sampaio de Sousa

**Income Nonresponse and Inequality Measurement**

*by*Guillermo Paraje

**Taking a New Contour: A Novel Approach to Panel Unit Root Tests**

*by*Yoosoon Chang

**Smooth Test For Testing Equality Of Two Densities**

*by*Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh

**Inappropriate Detrending and Spurious Cointegration**

*by*Heejoon Kang

**On Leverage in a Stochastic Volatility Model**

*by*Jun Yu

**On leverage in a stochastic volatility model**

*by*Jun Yu

**Testing the Power of Panel Cointegration Tests When Frequency of the Data Changes: A Simulation Study**

*by*Azhar Iqbal

**Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia**

*by*Denzil Fiebig & Michael Smith & Remy Cottet

**Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data**

*by*Gael Martin & Chris Strickland & Catherine Forbes

**The Consequences of Systematic Sampling on Granger Causality**

*by*Tilak Abeysinghe & Gulasekaran Rajaguru

**Market Response Analysis: The Demand System versus Non-Restricted Marketing Models**

*by*Tie Wang

**Nonlinear Purchasing Power Parity under the Gold Standard**

*by*Ivan Paya & David A. Peel

**A Bootstrap-Regression Procedure to Capture Unit Specific Effects In Data Envelopment Analysis**

*by*Evangelia Desli & Subhash C. Ray

**Jarque-Bera test and its competitors for testing normality: A power comparison**

*by*Thadewald, Thorsten & Büning, Herbert

**Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations**

*by*Winker, Peter & Meyer, Mark

**The Hidden Risks of Optimizing Bond Portfolios under VaR**

*by*Winker, Peter & Maringer, Dietmar

**Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models**

*by*Liesenfeld, Roman & Richard, Jean-François

**Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms**

*by*Trenkler, Carsten

**Testing for Seasonal Unit Roots in Heterogeneous Panels**

*by*Otero, Jesus & Smith, Jeremy & Giulietti, Monica

**Structural Models In Consumer Credit**

*by*Fabio de Andrade & Lyn Thomas

**Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach**

*by*Fabio Milani

**Hiring discrimination in the French financial sector: an econometric analysis on field experiment data**

*by*DUGUET Emmanuel & PETIT Pascale

**Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash**

*by*CORNELIS A. LOS & ROSSITSA M. YALAMOVA

**Visualization of Chaos for Finance Majors**

*by*CORNELIS A. LOS

**Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains**

*by*Miroslav Verbic

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**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

**Does patenting increase the private incentives to innovate? A microeconometric analysis**

*by*DUGUET Emmanuel & LELARGE Claire

**Block-diagonal representation of a dualistic agricultural economy and its application in formal modelling: the case of Bulgaria**

*by*Philip Kostov & John Lingard

**Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach**

*by*Lauren Bin Dong

**The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach**

*by*Lauren Bin Dong

**An Empirical Likelihood Ratio Test for Normality in Linear Regression**

*by*Lauren Bin Dong & David E. A. Giles

**Fractional Integration and Business Cycles Features**

*by*Luis A. Gil-Alana & Bertrand Candelon

**Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ**

*by*Luis A. Gil-Alana & Bertrand Candelon

**Deterministic Seasonality versus Seasonal Fractional Integration**

*by*Luis A. Gil-Alana

**A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis**

*by*Evangelia Desli & Subhash Ray

**Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment**

*by*Gustavo A. Marrero

**Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options**

*by*Berridge, S.J. & Schumacher, J.M.

**Pricing High-Dimensional American Options Using Local Consistency Conditions**

*by*Berridge, S.J. & Schumacher, J.M.

**An Irregular Grid Approach for Pricing High-Dimensional American Options**

*by*Berridge, S.J. & Schumacher, J.M.

**Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form**

*by*Charles S. Bos & Neil Shephard

**Two-Stage Sampling from a Prediction Point of View**

*by*Jan F. Bjørnstad & Elinor Ytterstad

**Are There Waves in Merger Activity After All?**

*by*Dennis Gaertner & Daniel Halbheer

**Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility**

*by*Jun Yu

**Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison**

*by*Jun Yu & Renate Meyer

**On Leverage in a Stochastic Volatility Model**

*by*Jun Yu

**Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling**

*by*Lennart F. Hoogerheide & Johan F. Kaashoek

**Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions**

*by*Paola Palmitesta & Corrado Provasi

**Test for long memory processes. A bootstrap approach**

*by*Pilar Grau-Carles

**An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series**

*by*Geetesh Bhardwaj & Norman Swanson

**On Testing for Diagonality of Large Dimensional Covariance Matrices**

*by*George Kapetanios

**A New Method for Determining the Number of Factors in Factor Models with Large Datasets**

*by*George Kapetanios

**How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP**

*by*Georgios Chortareas & George Kapetanios

**Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels**

*by*Georgios Chortareas & George Kapetanios

**Nonlinear Autoregressive Models and Long Memory**

*by*George Kapetanios

**Testing for Exogeneity in Nonlinear Threshold Models**

*by*George Kapetanios

**A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes**

*by*George Kapetanios

**The Power of Bootstrap and Asymptotic Tests**

*by*Russell Davidson & James G. MacKinnon

**The Case Against JIVE**

*by*Russell Davidson & James G. MacKinnon

**Simulation-based Tests that Can Use Any Number of Simulations**

*by*Jeff Racine & James G. MacKinnon

**Nonlinearly testing for a unit root in the presence of a break in the mean**

*by*Gluschenko, Konstantin

**SINGUL 2.0 : les équations et les programmes**

*by*Buda, Rodolphe

**On testing equality of distributions of technical efficiency scores**

*by*Simar, Leopold & Zelenyuk, Valentin

**Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison**

*by*Dibartolomeo, Giovanni & Rossi, Lorenza & Tancioni, Massimiliano

**Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Estimating Time Demand Elasticities Under Rationing**

*by*Victoria Prowse

**Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates**

*by*Angela Huang

**Estimating Time Demand Elasticities Under Rationing**

*by*Victoria Prowse

**Pseudo Market Timing and Predictive Regressions**

*by*Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler

**How Confident Can We Be in CGE-Based Assessments of Free Trade Agreements?**

*by*Thomas Hertel & David Hummels & Maros Ivanic & Roman Keeney

**Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak**

*by*Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez

**The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior**

*by*ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

**The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior**

*by*ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.

**Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors**

*by*Xibin Zhang & Maxwell L. King

**Bayesian Analysis of Continuous Time Models of the Australian Short Rate**

*by*Andrew D. Sanford & Gael Martin

**Does patenting increase the private incentives to innovate ? A microeconometric analysis**

*by*Emmanuel Duguet & Claire Lelarge

**Hiring discrimination in the French financial sector : an econometric analysis on field experiment data**

*by*Emmanuel Duguet & Pascale Petit

**How Much More Does a Disadvantaged Student Cost?**

*by*William D. Duncombe & John Yinger

**Econometric Inference, Cyclical Fluctuations, and Superior Information**

*by*Denis Larocque & Michel Normandin

**The Causal Effect of Overqualification on Earnings : Evidence from a Bayesian Approach**

*by*Markus Jochmann & Winfried Pohlmeier

**Exceptions to Bartlett’s Paradox**

*by*Rodney W. Strachan & Herman K. van Dijk

**Job Search with Nonparticipation**

*by*Frijters, Paul & van der Klaauw, Bas

**Job Search with Nonparticipation**

*by*Frijters, Paul & van der Klaauw, Bas

**Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques**

*by*Troske, Kenneth R. & Voicu, Alexandru

**Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques**

*by*Troske, Kenneth & Voicu, Alexandru

**A Simulation of an Income Contingent Tuition Scheme in a Transition Economy**

*by*Vodopivec, Milan

**A Simulation of an Income Contingent Tuition Scheme in a Transition Economy**

*by*Vodopivec, Milan

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

**Analytical Prediction of Transitions Probabilities in the Conditional Logit Model**

*by*Bonin, Holger & Schneider, Hilmar

**Analytical Prediction of Transitions Probabilities in the Conditional Logit Model**

*by*Bonin, Holger & Schneider, Hilmar

**Nonlinear Ppp Under The Gold Standard**

*by*Ivan Paya & David A. Peel

**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

**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

**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

**Econometric Inference, Cyclical Fluctuations, and Superior Information**

*by*Michel Normandin

**Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models**

*by*Kölling, Arnd & Rässler, Susanne

**Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?**

*by*Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper

**Downward Nominal Wage Rigidity in Europe**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study**

*by*Eriksson , Åsa

**Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated**

*by*Jönsson, Kristian

**A smooth permanent surge process**

*by*González Gómez, Andrés

**Interest of site-specific pollution control policies**

*by*Lacroix, A. & Bel, F. & Mollard, A. & Sauboua, E.

**A flexible prior distribution for Markov switching autoregressions with Student-t errors**

*by*Deschamps, Philippe J.

**Does Patenting Increase the Private Incentives to Innovate? A Microeconometric Analysis**

*by*Emmanuel Duguet & Claire Lelarge

**The detection of hidden periodicities: A comparison of alternative methods**

*by*Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO

**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.

**Improper priors with well defined Bayes Factors**

*by*Strachan, R.W. & van Dijk, H.K.

**Simulated nonparametric estimation of continuous time models of asset prices and returns**

*by*Filippo Altissimo & Antonio Mele

**The impact of risk regulation on price dynamics**

*by*Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand

**Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia**

*by*Gevorgyan Ruben & Melikyan Narine

**Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity**

*by*Ruxandra Prodan

**Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap**

*by*Myunghwan Seo

**Likelihood-based estimation and specification analysis of one- and two-factor SV models with leverage effects**

*by*Garland Durham

**Bootstrap correcting the score test**

*by*Dirk Hoorelbeke

**Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand**

*by*Helle Bunzel

**Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors**

*by*Emma Iglesias & Jean Marie Dufour

**Bootstrapping the HEGY Seasonal Unit Root Tests**

*by*Robert Taylor & Peter Burridge

**International Evidence on Monetary Neutrality Under Broken Trend Stationary Models**

*by*R. Velazquez & A.E. Noriega & L.M. Soria

**Testing for seasonal unit roots in heterogeneous panels**

*by*Jesus Otero & Jeremy Smith

**Structural Error Correction Model: A Bayesian Perspective**

*by*Chew Lian Chua & Peter Summers

**The Cusum Test for Parameter Change in Regression with ARCH Errors**

*by*Koichi Maekawa & Sangyeol & Lee

**Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR**

*by*Takayuki Morimoto

**Empirical Modelling of Contagion: A Review of Methodologies**

*by*Martin, V. & Dungey & M.

**A Spurious Regression Approach to Estimating Structural Parameters**

*by*Chi-Young Choi; Ling Hu; Masao Ogaki

**Indirect Estimation of Long Memory Volatility Models**

*by*Nigel Wilkins

**Further results on weak-exogeneity in vector error correction models**

*by*Christophe Rault

**Seasonality, Cycles and Unit Roots**

*by*Mickael Salabasis & Sune Karlsson

**Empirical Modelling of Contagion: A Review of Methodologies**

*by*Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry

**Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC**

*by*Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

**Palmnet: A pension asset and liability model for the Netherlands**

*by*M.C.J. van Rooij & A.H. Siegmann & P.J.G. Vlaar

**Caracterización de los Cambios en la Desigualdad y la Pobreza en Argentina Haciendo Uso de Técnicas de Descomposiciones Microeconometricas (1992-2001)**

*by*Monserrat Bustelo

**Simulating Income Distribution Changes in Bolivia: a Microeconometric Approach**

*by*Leonardo Gasparini & Mariana Marchionni & Federico Gutierrez

**La Pobreza en Argentina: Perfil, Evolución y Determinantes Profundos (1996, 1998 Y 2001)**

*by*Monserrat Bustelo & Leonardo Lucchetti

**The Impact of U.S. Unions On Productivity: A Bootstrap Meta-Analysis**

*by*H. Doucouliagos & P. Laroche

**Smoothed Empirical Likelihood Methods for Quantile Regression Models**

*by*Yoon-Jae Whang

**Computing price trends in sequential auctions**

*by*Olivier CHANEL & Stéphanie VINCENT

**Does patenting increase the private incentives to innovate? A microeconometric analysis**

*by*E. DUGUET & C. LELARGE

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

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

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

**Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk**

*by*Mariano González

**The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies**

*by*Balazs Egert & Amina Lahrèche-Révil & Kirsten Lommatzsch

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example**

*by*Scott Gilbert & Petr Zemcik

**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

**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

**A spreading method to improve efficiency prediction**

*by*Rafaela Dios-Palomares & Jose Miguel Martínez Paz

**‘Forecasting Time Series Subject to Multiple Structural Breaks’**

*by*Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.

**‘Estimation of Discrete Choice Models Using DCM for Ox’**

*by*Eklöf, M. & Weeks, M.

**An Extended Reinforcement Algorithm for Estimation of Human Behaviour in Congestion Games**

*by*Thorsten Chmura & Thomas Pitz

**Downward Nominal Wage Rigidity in Europe**

*by*Steinar Holden & Fredrik Wulfsberg

**CDO rating methodology: Some thoughts on model risk and its implications**

*by*Ingo Fender & John Kiff

**Règle de Taylor et politique monétaire dans la zone euro**

*by*Mésonnier, J-S. & Renne, J-P.

**Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma**

*by*ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

**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.

**Monte Carlo Option Pricing**

*by*Cecilia Maya Ochoa

**An Endogeneity-Corrected Bootstrap Test On Instrument Relevance In Instrumental Variables Estimation**

*by*Jinook Jeong

**Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach**

*by*Augusto Castillo

**Pension Reform in Slovakia: Fiscal Debt and Pension Levels**

*by*Igor Melicherèík & Cyril Ungvarský

**Replication Methods in the Pricing and Hedging of Barrier Options**

*by*Tichý Tomáš

**Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests**

*by*Drine, I. & Rault, Ch.

**Valuation of financial assets using montecarlo: when the world is not so normal**

*by*Cecilia Maya

**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

**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

**Estimating nonlinear dynamic economies: A likelihood approach**

*by*Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

**Conditional distribution resampling for time series**

*by*Cees Diks & Svetlana Borovkova

**Agriculture: transition buffer or black hole? A three-state model of employment dynamics**

*by*Alexandru Voicu

**Long Memory Models and Tests for Cointegration: A Synthesizing Study**

*by*Aaron D Smallwood & Stefan C Norrbin

**Robust Bootstrap Inference On Long Run Dependence Using Panels**

*by*Ana-maria Fuertes

**A Comparative Analysis Of Alternative Econometric Packages For The Unbalanced Two-Way Error Component Model**

*by*Giuseppe Bruno

**Variety of Agent-based Models for Computer Simulation of FX Rate**

*by*Lukas, L.

**Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models**

*by*Gary S. Anderson

**Testing stationarity of AR(1) process with symmetric stable disturbance**

*by*Michal Greszta

**A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes**

*by*Yi Deng

**Robust Monetary Policy Rules for the Short and Long Run**

*by*Noah Williams & Alexei Onatski

**Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping**

*by*Christian A. Johnson & Francisco A. Gallego

**A Numerical Solution to American Style Options on Commodities**

*by*Kevin Burrage & Jamie Alcock & Monica Barbu

**Structural Time-Series Models with Common Trends and Common Cycles**

*by*Christoph Schleicher

**Feasible Estimation in Cointegrated Panels**

*by*Westerlund, Joakim

**Microdata Disclosure by Resampling: Empirical Findings for Business Survey Data**

*by*Gottschalk, Sandra

**Detecting multi-fractal properties in asset returns: The failure of the scaling estimator**

*by*Lux, Thomas

**A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function**

*by*Behr, Andreas

**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

**An introduction to simulation of risk processes**

*by*Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron

**The KPSS Test with Outliers**

*by*Otero, Jesus & Smith, Jeremy

**How effective is advertising in duopoly markets?**

*by*Katarzyna Sznajd-Weron & Rafal Weron

**An Empirical Evaluation of Five Small Area Estimators**

*by*Alex Costa & Albert Satorra & Eva Ventura

**Static Hedging of Multivariate Derivatives by Simulation**

*by*Paolo Pellizzari

**Smoothed Empirical Likelihood Methods for Quantile Regression Models**

*by*Yoon-Jae Whang

**An Alternative to the BDS Test: Integration Across The Correlation Integral**

*by*Evzen Kocenda

**Measurement and Estimation of Credit Migration Matrices**

*by*Til Schuermann & Yusuf Jafry

**Output specific efficiencies: The case of UK private secondary schools**

*by*Dieter Gstach & Andrew Somers & Susanne Warning

**A Statistical Framework for Estimating Output-Specific Efficiencies**

*by*Dieter Gstach

**On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia**

*by*Imed Drine & Christophe Rault &

**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 &

**MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model**

*by*Nunzio Cappuccio & Diego Lubian & Davide Raggi

**Estimation of an Adaptive Stock Market Model with Heterogeneous Agents**

*by*Henrik Amilon

**Using composite estimators to improve both domain and total area estimation**

*by*Àlex Costa & Albert Satorra & Eva Ventura

**A BPE model for the Burgers' equation**

*by*Arturo Kohatsu & Shigeyoshi Ogawa

**Australian Asian options**

*by*Manuel Moreno & Javier F. Navas

**An empirical evaluation of small area estimators**

*by*Àlex Costa & Albert Satorra & Eva Ventura

**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.

**Testing of Fractional Cointegration in Macroeconomic Time Series**

*by*Luis A. Gil-Alana

**A model of the anchoring effect in dichotomous choice valuation with follow-up**

*by*Sandra Lechner & Anne Rozan & François Laisney

**Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation**

*by*Felisa J. Vazquez-Abad & Bernd Heidergott

**Asset return correlation: The case of automotive lease portfolios**

*by*Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit

**L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille**

*by*Ariane Chapelle & Marie-Paule Laurent & Ariane Szafarz

**The effect of earnings release for Belgian listed companies**

*by*Marie-Paule Laurent

**Indices as diversification instruments in Europe**

*by*Marie-Paule Laurent

**The Error Correction Model as a Test for Cointegration**

*by*Athina Kanioura & Paul Turner

**A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge**

*by*Nick Webber & Claudia Ribeiro

**Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge**

*by*Nick Webber & Claudia Ribeiro

**Meta Analysis in Model Implementation: Choice Sets and the Valuation of Air Quality Improvements**

*by*Smith, V. Kerry & Banzhaf, H. Spencer

**Identifying the Efficacy of Central Bank Interventions: Evidence from Australia**

*by*Jonathan Kearns & Roberto Rigobon

**Determining the Poolability of Individual Series in Panel Datasets**

*by*George Kapetanios

**Determining the Stationarity Properties of Individual Series in Panel Datasets**

*by*George Kapetanios

**Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests**

*by*George Kapetanios & Melvyn Weeks

**Statistical indicator system for forestry and forest exploitation**

*by*Seceleanu, Ioan & Carcea, Filimon & Badea, Ovidiu & Giurgiu, Victor & Ionascu, Gheorghita & Stefan, Bruno

**Brand and Quantity Choice Dynamics Under Price Uncertainty**

*by*Erdem, Tulin & Imai, Susumu & Keane, Michael

**Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data**

*by*Sylvia Fruehwirth-Schnatter & Sylvia Kaufmann

**The business cycle of European countries Bayesian clustering of country - individual IP growth series**

*by*Sylvia Kaufmann

**Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation**

*by*John Creedy & Guyonne Kalb

**The Effect of Schooling and Ability on Achievement Test Scores**

*by*Karsten Hansen & James J. Heckman & Kathleen J. Mullen

**Methods to Estimate Dynamic Stochastic General Equilibrium Models**

*by*RUGE-MURCIA, Francisco J.

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**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

**Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

**Methods to Estimate Dynamic Stochastic General Equilibrium Models**

*by*RUGE-MURCIA, Francisco J.

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**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

**Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

**Simulation-Based Bayesian Estimation of Affine Term Structure Models**

*by*Andrew D. Sanford & Gael M. Martin

**Bayesian Analysis of the Stochastic Conditional Duration Model**

*by*Chris M. Strickland & Catherine S. Forbes & Gael M. Martin

**Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application**

*by*Matteo Pelagatti

**Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ**

*by*A'Hearn, Brian & Komlos, John

**Joint Labour Supply Dynamics of Older Couples**

*by*Michaud, Pierre-Carl

**Joint Labour Supply Dynamics of Older Couples**

*by*Michaud, Pierre-Carl

**The Effect of Schooling and Ability on Achievement Test Scores**

*by*Hansen, Karsten T. & Heckman, James J. & Mullen, Kathleen

**The Effect of Schooling and Ability on Achievement Test Scores**

*by*Hansen, Karsten T. & Heckman, James J. & Mullen, Kathleen J.

**Children and Women's Participation Dynamics: Transitory and Long-Term Effects**

*by*Voicu, Alexandru & Buddelmeyer, Hielke

**Children and Women's Participation Dynamics: Direct and Indirect Effects**

*by*Voicu, Alexandru & Buddelmeyer, Hielke

**SubGame, set and match. Identifying Incentive Response in a Tournament**

*by*Andrew J. Leach

**Argentina's Distributional Failure: The Role of Integration and Public Policy**

*by*Leonardo Gasparini

**Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions**

*by*Österholm, Pär

**Assessing Social Costs of Inefficient Procurement Design**

*by*Eklöf, Matias

**Relaxing the IIA Assumption in Locational Choice Models: A Comparison Between Conditional Logit, Mixed Logit, and Multinomial Probit Models**

*by*Dahlberg, Matz & Eklöf, Matias

**Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies**

*by*Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper

**A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity**

*by*Zhang, Tao

**The effect of schooling and ability on achievement test scores**

*by*Hansen, Karsten T & Heckman, James J & Mullen, Kathleen J

**Dynamic Microsimulation Models Using to Analyze Retirement Systems Reforms: An Essay of Synthesis**

*by*Gael Dupont & Cyrille Hagnere & Vincent Touzé

**On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP**

*by*Fabian BORNHORST

**A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms**

*by*Casten TRENKLER

**Fat Tails in Power Prices**

*by*Huisman, R. & Huurman, C.

**Estimating duration intervals**

*by*Franses, Ph.H.B.F. & Vroomen, B.L.K.

**Portfolio Return Characteristics of Different Industries**

*by*Pouchkarev, I. & Spronk, J. & van Vliet, P.

**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.

**Alternate Samplingmethods for Estimating Multivariate Normal Probabilities**

*by*Sándor, Z. & András, P.

**An alternative bootstrap to moving blocks for time series regression models**

*by*Javier Hidalgo

**Systemic Risk in the Dutch Financial Sector**

*by*Koen Minderhoud

**Extreme Stock Return Co-movements of Financial Institutions: Contagion or Interdependence?**

*by*Koen Minderhoud

**Argentina´s Distributional Failure: The role of Integration and Public Policies**

*by*Leonardo Gasparini

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Job Search with Nonparticipation**

*by*Frijters, Paul & van der Klaauw, Bas

**Garantía De Pensión Mínima En Colombia: El Efecto De La Volatilidad Del Retorno De La Cuenta De Ahorro Individual**

*by*Carlos Fernando Silva Peña

**Short Run and Long Run Causality in Time Series: Inference**

*by*Jean-Marie Dufour & Denis Pelletier & Éric Renault

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*Jean-Marie Dufour

**Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models**

*by*Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu

**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

**On Tests for Double Differencing: Some Extensions and the Role of Initial Values**

*by*Paulo M. M. Rodrigues & A. M. Robert Taylor

**Searching for the Causal Structure of a Vector Autoregression**

*by*Kevin Hoover & Selva Demiralp

**The New Italian Road Code and the Virtues of the ‘Shame Lane’**

*by*Matteo Richiardi

**A Search Model of Unemployment and Firm Dynamics**

*by*Matteo Richiardi

**The Promises and Perils of Agent-Based Computational Economics**

*by*Matteo Richiardi

**A Bayesian Confidence Interval for Value-at-Risk**

*by*Contreras, P. & Satchell, S.E.

**On The Panel Unit Root Tests Using Nonlinear Instrumental Variables**

*by*Im, K.S. & Pesaran, M.H.

**A Simple Panel Unit Root Test in the Presence of Cross Section Dependence**

*by*Pesaran, M.H.

**Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests**

*by*Kapetanios, G. & Weeks, M.

**Macro stress testing with a macroeconomic credit risk model for Finland**

*by*Virolainen, Kimmo

**Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach**

*by*Andrew Rennison

**Testing the Stability of the Canadian Phillips Curve Using Exact Methods**

*by*Lynda Khalaf & Maral Kichian

**Common Trends and Common Cycles in Canadian Sectoral Output**

*by*Francisco Barillas & Christoph Schleicher

**A Stochastic Simulation Framework for the Government of Canada's Debt Strategy**

*by*David Jamieson Bolder

**Employing Extended Kalman Filter in a Simple Macroeconomic Model**

*by*Levent Ozbek & Umit Ozlale & Fikri Ozturk

**BVARs: A Survey of the Recent Literature with an Application to the European Monetary System**

*by*Matteo Ciccarelli & Alessandro Rebucci

**Impacto de la inversión pública en la reducción de la pobreza en Bolivia**

*by*Canavire Bacarreza, Gustavo Javier

**The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries**

*by*Fabio Canova & Gianni De Nicoló

**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.

**Revisiting Residential Segregation by Income: A Monte Carlo Test**

*by*Junfu Zhang

**Modeling Of Returns And Option Pricing Using Models With Flexible Volatility**

*by*Pavel Vaněček

**Optimizing Benchmark-Based Utility Functions**

*by*David Morton & Elmira Popova & Ivilina Popova & Ming Zhong

**A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators**

*by*Insik Min & Sheng jang Sheu & Zijun Wang

**Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data**

*by*Xiaodong Jin & Janusz Kawczak

**Identification, weak instruments, and statistical inference in econometrics**

*by*Jean-Marie Dufour

**International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan**

*by*Hsiao-chuan Chang

**Evaluating the CDF for m weighted sums of n correlated lognormal random variables**

*by*Lars Rasmusson

**Cultural drift induced diversity in a model for the transmission of culture**

*by*Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel

**Testing abnormal performance in event studies with small samples**

*by*J.S. Baixauli & S. Alvarez

**Employment Dynamics in the Romanian Labor Market. A Markov Chain Monte Carlo Approach**

*by*Alexandru Voicu

**Empirical investigation and modeling of a financial market after a crash**

*by*Fabrizio Lillo & Rosario N. Mantegna

**unilateral and bilateral bootstrap tests for long memory**

*by*Christian de Peretti

**Likelihood function optimization of elliptical copula models with financial applications**

*by*P. Palmitesta & C. Provasi

**Existence and Uniqueness of Price Equilibrium in Discrete Choice Models**

*by*Zsolt Sandor

**Indirect Estimation of the Parameters of Agent Based Models of Financial Markets**

*by*Peter Winker & Manfred Gilli

**Adaptive Polar Sampling**

*by*Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest

**An Efficient Monte Carlo Study of Feasible Generalized Least Squares Estimators for Panel Data Models**

*by*Elena Casquel & Ezequiel Uriel

**Hedging using simulation: a least squares approach**

*by*Claudio Tebaldi

**Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations**

*by*Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk

**The Dynamics of Dealer Quoting Behavior**

*by*B. Frijns & P. Schotman

**Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth**

*by*K.Y.Szeto & Chiwah Kong

**A Bivariate Count Data Model for Household Tourism Demand**

*by*Hellström, Jörgen

**Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon**

*by*Graflund, Andreas & Nilsson, Birger

**A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models**

*by*Hjelm, Göran & Johansson, Martin W

**Sustainability Function**

*by*Albu, Lucian Liviu

**Anonymisierung von Unternehmensdaten: Ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels**

*by*Gottschalk, Sandra

**Simulated Classical Tests in the Multiperiod Multinomial Probit Model**

*by*Ziegler, Andreas

**The effects of ignoring level shifts on systems cointegration tests**

*by*Trenkler, Carsten

**The Pricing puzzle: The default term structure of collateralised loan obligations**

*by*Jobst, Andreas A.

**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**

*by*Kilian, Lutz & Gonçalves, Sílvia

**Simulation of Pickands constants**

*by*Krzysztof Burnecki & Zbigniew Michna

**Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology**

*by*Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey

**Parametric Estimation of Quadratic Term Structure Models of Interest Rate**

*by*Li Chen & H. Vincent Poor

**A "One-line" Simulator for Maxima or Minima on Drifting Brownian Paths**

*by*Allen Abrahamson

**Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests**

*by*Imed Drine & Christophe Rault

**The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?**

*by*Bal??zs ??gert & Imed Drine & Kirsten Lommatzsch & Christophe Rault

**Labor Force Participation Dynamics in the Romanian Labor Market**

*by*Alexandru Voicu

**Beyond Oaxaca-Blinder: Accounting for Differences in Household Income Distributions Across Countries**

*by*Fran??ois Bourguignon & Francisco H. G. Ferreira & Phillippe G. Leite

**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

**Improved nonparametric confidence intervals in time series regressions**

*by*Joseph P. Romano & Michael Wolf

**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

**Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc**

*by*Stella M. Salvatierra

**Poverty and Inequality in Chile 1990-1998: Learning from Microeconomic Simulations**

*by*David Bravo & Dante Contreras & Sergio Urzúa

**A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis**

*by*Martin Wagner

**An Irregular Grid Approach for Pricing High Dimensional American Options**

*by*Berridge, S.J. & Schumacher, J.M.

**Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series**

*by*Siem Jan Koopman & Charles S. Bos

**Detecting Serial Dependence in Tail Events**

*by*Cees Diks

**How Large is Average Economic Growth? Evidence from a Robust Method**

*by*H. Peter Boswijk & Philip Hans Franses

**Absolute Convergence, Period**

*by*ROMULO A. CHUMACERO

**A Spline LR Test for Goodness-of-Fit**

*by*J. Huston McCulloch & E. Richard Percy, Jr.

**Educational expansion and income distribution. A Micro-Simulation for Ceará**

*by*Francisco H. G. Ferreira & Phillippe George Leite

**Beyond Oaxaca-Blinder: accounting for differences in household income distributions across countries**

*by*François Bourguignon & Francisco H.G. Ferreira & Phillipe G. Leite

**Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks**

*by*George Kapetanios

**Bootstrap Statistical Tests of Rank Determination for System Identification**

*by*Gonzalo Camba-Mendez & George Kapetanios

**VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması**

*by*Bilgili, Faik

**Determinantes del nivel de pensiones en el Sistema Privado de Pensiones**

*by*Olivera, Javier

**Confidence intervals in stationary autocorrelated time series**

*by*Halkos, George & Kevork, Ilias

**Imputation of continuous variables missing at random using the method of simulated scores**

*by*Calzolari, Giorgio & Neri, Laura

**One and One-Half Bound Dichotomous Choice Contingent Valuation**

*by*Cooper, Joseph C. & Hanemann, W.M. & Signorello, Giovanni

**Risk Assessment for Banking Systems**

*by*Helmut Elsinger & Alfred Lehar & Martin Summer

**Impact of Systematic Sampling on Causality in the presence of Unit Roots**

*by*Rajaguru GULASEKARAN

**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.

**Non-linear Modelling of the Australian Business Cycle using a Leading Indicator**

*by*Roland G. Shami & Catherine S. Forbes

**Estimation of Hyperbolic Diffusion Using MCMC Method**

*by*Y.K. Tse & Xibin Zhang & Jun Yu

**Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics**

*by*Voicu, Alexandru

**Agriculture: Transition Buffer or Black Hole? A Three-State Model of Employment Dynamics**

*by*Voicu, Alexandru

**State Dependence in Unemployment Incidence: Evidence for British Men Revisited**

*by*Arulampalam, Wiji

**State Dependence in Unemployment Incidence: Evidence for British Men Revisited**

*by*Arulampalam, Wiji

**Employment Dynamics in the Romanian Labor Market: A Markov Chain Monte Carlo Approach**

*by*Voicu, Alexandru

**Employment Dynamics in the Romanian Labor Market: A Markov Chain Monte Carlo Approach**

*by*Voicu, Alexandru

**Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration**

*by*Kunst, Robert M.

**Testing for Stationarity in a Cointegrated System**

*by*Kunst, Robert M.

**Education, Family Background and Racial Earnings Inequality in Brazil**

*by*Omar Arias & Gustavo Yamada & Luis Tejerina

**A Currency Board Model of Hong Kong**

*by*Yue Ma & Guy Meredith & Matthew S. Yiu

**Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels**

*by*Dahlberg, Matz & Johansson, Eva & Tovmo, Per

**Count Data Modelling and Tourism Demand**

*by*Hellström, Jörgen

**Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model**

*by*Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne

**Financial Liberalization and the Changing Characteristics of Nordic Stock Returns**

*by*Nilsson, Birger

**International Asset Pricing and the Benefits from World Market Diversification**

*by*Nilsson, Birger

**An Agent-Based Model of Wealth Distribution**

*by*Giammario Impullitti & C. Matthias Rebmann

**A Broadband Vision of the DAX over Time**

*by*Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J.

**Functional approximations to posterior densities: a neural network approach to efficient sampling**

*by*Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K.

**Loan securitisation: default term structure and asset pricing based on loss prioritisation**

*by*Andreas A. Jobst

**Consistent testing for stochastic dominance : a subsampling approach**

*by*Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang

**Mean Group Tests for Stationarity in Heterogeneous Panels**

*by*Yongcheol Shin & Andy Snell

**Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices**

*by*Eraker, Bjorn

**Does the Behaviour of Myopic Addicts Support the Rational Addiction model?: A Simulation**

*by*Björn Frank

**Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses**

*by*Martin Spieß & Gerhard Tutz

**Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes**

*by*Donald W.K. Andrews & Offer Lieberman

**Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market**

*by*George Hall & John Rust

**Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems**

*by*Steven Berry & Oliver Linton & Ariel Pakes

**Consistent Testing for Stochastic Dominance: A Subsampling Approach**

*by*Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae

**Microsimulation of demographic behaviours using 2 alternative data sources**

*by*I. ROBERT-BOBÉE

**Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model**

*by*Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén

**Statistical Measurement of Income Polarization. A cross-national comparison**

*by*Axel Schmidt

**Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity**

*by*Yoosoon Chang & Wonho Song

**On the Effects of Career Choice: Matching Efficiency of Different Occupations and Education Levels**

*by*René Fahr & Uwe Sunde

**Microeconomic models for long-memory in the volatility of financial time series**

*by*KIRMAN, Alan & TEYSSIÈRE, Gilles

**Seasonal adjustment and cointegration**

*by*Jesus Otero & Jeremy Smith

**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

**Testing Normality: A GMM Approach**

*by*Christian Bontemps & Nour Meddahi

**Generalised Mean-Variance Analysis and Robust Portfolio Diversification**

*by*Wright, S.M. & Satchell, S.E.

**Experiments and Simulations on Day-to-Day Route Choice-Behaviour**

*by*Reinhard Selten & Michael Schreckenberg & Thomas Pitz & Thorsten Chmura & Sebastian Kube

**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

**No-Respuesta De Items En Estudios De Mercado**

*by*PABLO MARSHALL

**Un análisis del mercado laboral relativo a la población valenciana que busca su primer empleo**

*by*EDUARDO BEAMONTE CÓRDOBA & JOSÉ DOMINGO BERMÚDEZ EDO

**Avances recientes en métodos bootstrap para procesos ARCH. Una aplicación en el mercado español de valores**

*by*JESÚS ÁNGEL MIGUEL ÁLVAREZ & PILAR OLAVE RUBIO

**Portfóliószemléletű hitelkockázat szimulációs meghatározása**

*by*Janecskó, Balázs

**Intra-Day Features of Realized Volatility: Evidence from an Emerging Market**

*by*Burc Kayahan & Thanasis Stengos & Burak Saltoglu

**Assymetric Mean Reversion in the Consumption-Income Ratio: Evidence from OECD economies**

*by*Cook, Steven

**Econometric analysis of the sequential probit model with an application to innovation surveys**

*by*Patrick Waelbroeck

**Endogenous Growth Paths in Economies with Locally Interacting Agents**

*by*Fagiolo, G. and Dosi, G.

**An efficient and simple simulation smoother for state space time series analysis**

*by*J. Durbin and S.J. Koopman

**Small neighborhoods**

*by*Brian Krauth

**Bootstrap LR Tests for Sign and Amplitude Asymmetries**

*by*Jerry Coakley; Ana-Maria Fuertes

**Very High Order Lattice Methods for One Factor Models**

*by*Jonathan Alford and Nick Webber

**Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity**

*by*Nikolay Gospodinov

**Simulation**

*by*Nalan

**A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data**

*by*Charles J. Romeo

**Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study**

*by*Löf, Mårten

**Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?**

*by*Karame, F.

**Indirect Estimation of the Parameters of Agent Based Models of Financial Markets**

*by*Winmker, P. & Gilli, M.

**Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample**

*by*Delaigle, A. & Gijbels, I.

**A fast Subsampling Method for Nonlinear Dynamic Models**

*by*Hong, H. & Scaillet, O. & Tamer, E.

**On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter**

*by*Poirier, D.J. & Tobias, J.L.

**Across-Regime Covariance Restrictions in Treatment Response Models**

*by*Poirier, D.J. & Tobias, L.

**Moving in and out of financial distress: evidence for newly founded service sector firms**

*by*Kaiser, Ulrich

**Smoothed influence function: Another view at robust nonparametric regression**

*by*Tamine, Julien

**The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models**

*by*Gil-Alaña, Luis A.

**Fractional integration and business cycle features**

*by*Candelon, Bertrand & Gil-Alaña, Luis A.

**Effekte der multiplen Imputation fehlender Werte am Beispiel von Produktivitätsschätzungen mit dem IAB-Betriebspanel**

*by*Kölling, Arnd & Rässler, Susanne

**Comparative analysis of alternative credit risk models: An application on German middle market loan portfolios**

*by*Kern, Markus & Rudolph, Bernd

**Competitive Pricing Behavior in the US Auto Market: A Structural Analysis**

*by*K. Sudhir

**Consistent Estimation of Shape-Restricted Functions and Their Derivatives**

*by*Pok Man Chak & Neal Madras & J. Barry Smith

**Testing the Gaussian Copula Hypothesis for Financial Assets Dependences**

*by*Y. Malevergne & D. Sornette

**On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths**

*by*Joel Huber & Kenneth Train

**Halton Sequences for Mixed Logit**

*by*Kenneth Train

**Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities**

*by*Norbert Jobst & Stavros A. Zenios

**Subsampling inference in threshold autoregressive models**

*by*Jesús Gonzalo & Michael Wolf

**Estimating parliamentary composition through electoral polls**

*by*Frederic Udina & Pedro Delicado

**On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives**

*by*Manuel Moreno & Javier R. Navas

**How to implement the Bootstrap in Static or Stable Dynamic Regression Models**

*by*Noud P.A. van Giersbergen & Jan F. Kiviet

**A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components**

*by*Arvid Raknerud

**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

**Testing For Unit Roots Using Economics**

*by*ROMULO CHUMACERO

**Artificial Regressions**

*by*Russell Davidson & James G. MacKinnon

**Computing Numerical Distribution Functions in Econometrics**

*by*James G. MacKinnon

**Bootstrap Tests: How Many Bootstraps?**

*by*Russell Davidson & James G. MacKinnon

**Simulation-based estimation of Tobit model with random effects**

*by*Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia

**Cointegration and the joint confirmation hypothesis**

*by*Vasco J. Gabriel

**Downside Risk and the Momentum Effect**

*by*Andrew Ang & Joseph Chen & Yuhang Xing

**The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study**

*by*Vahid, F. & Issler, J.V.

**International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan**

*by*Chang, H.-C.

**Simulating Cohort Earnings for Australia**

*by*van de Ven, J.

**Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions**

*by*Dufour, Jean-Marie & Khalaf, Lynda

**Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions**

*by*Dufour, Jean-Marie & Khalaf, Lynda

**The Propensity Score: A Means to An End**

*by*Augurzky, Boris & Schmidt, Christoph M.

**The Propensity Score: A Means to An End**

*by*Augurzky, Boris & Schmidt, Christoph M.

**The Evaluation of Community-Based Interventions: A Monte Carlo Study**

*by*Augurzky, Boris & Schmidt, Christoph M.

**The Evaluation of Community-Based Interventions: A Monte Carlo Study**

*by*Augurzky, Boris & Schmidt, Christoph M.

**Testing Restrictions In Normal Data Models Using Gibbs Sampling**

*by*Matteo Ciccarelli

**Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios**

*by*Graflund, Andreas

**Are the Nordic Stock Markets Mean Reverting?**

*by*Graflund, Andreas

**Testing exogeneity under distributional misspecification**

*by*de Luna, Xavier & Johansson, Per

**A method to generate multivariate data with moments arbitrary close to the desired moments**

*by*Lyhagen, Johan

**Indirect Estimation of the Parameters of Agent Based Models of Financial Markets**

*by*Manfred GILLI, & Peter WINKER

**Poverty and Expenditure Differentiation of the Russian Population**

*by*Aivazian Sergey & Kolenikov Stanislav

**Performance of core inflation measures**

*by*C.K. Folkertsma & K. Hubrich

**Macro-economic adjustment socio-demographic change, and the evolution of income distribution in Côte d'Ivoire. A decomposition by microsimulation**

*by*Michael Grimm

**Bootstrapping Macroeconometric Models**

*by*Ray C. Fair

**Higher-order Improvements of the Parametric Bootstrap for Markov Processes**

*by*Donald W.K. Andrews

**Is the transmission of crude oil prices to gasoline prices asymmetric?**

*by*C. AUDENIS & P. BISCOURP & N. RIEDINGER

**Modelling demographic behaviours in the French microsimulation model Destinie: An analysis of future change in completed fertility**

*by*I. ROBERT-BOBEE

**Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model**

*by*Canova, Fabio & Ciccarelli, Matteo

**The econometrics of airline network management**

*by*GRAMMIG, Joachim & HUJER, Reinhard & SCHEIDLER, Michael

**Detecting Mutiple Breaks in Financial Market Volatility Dynamics**

*by*Elena Andreou & Eric Ghysels

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf

**The Fiscal Stabilization Policy under EMU - An Empirical Assessment**

*by*Arjan Kadareja

**General Model-based Filters for Extracting Cycles and Trends in Economic Time Series**

*by*Harvey, A.C. & Trimbur, T.M.

**A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate**

*by*Fabio Fornari & Antonio Mele

**A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data**

*by*Fuchun Li & Greg Tkacz

**Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación**

*by*PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J.

**Observaciones anómalas y contrastes de raíz unitaria en datos semanales**

*by*CÁCERES HERNÁNDEZ, José Juan & CANO FERNÁNDEZ, Víctor J. & MARTÍN ÁLVAREZ, Francisco J.

**Nonlinear Smoother for Stochastic Volatility Model**

*by*Miroslav Šimandl & Tomáš Soukup

**Do Stock Returns Follow a Finite Variance Distribution?**

*by*Qi-Man Shao & Hao Yu & Jun Yu

**Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints**

*by*Chihwa Kao & Lung-fei Lee & Mark M. Pitt

**Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application**

*by*Jie Q. Guo & Tong Li

**Bayesian estimation and model selection for the weekly Colombian exchange rate**

*by*Norberto Rodríguez

**An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach**

*by*Chakravarty, Sugato & Li, Kai

**Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes**

*by*Dufour, J.M. & Torres, O.

**Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions**

*by*Dufour, J.M. & Khalaf, L.

**Simulation-Based Finite and Large Sample Tests in Multivariate Regressions**

*by*Dufour, J.M. & Khalaf, L.

**A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data**

*by*Romeo, C.J.

**Wealth Dynamics in the 1980' and 1990's: Sweden and the U.S**

*by*Klevmarken, A. & Lupton, J. & Stafford, F.

**Wealth Dynamics in the 1980' and 1990's: Sweden and the U.S**

*by*Klevmarken, A. & Lupton, J. & Stafford, F.

**Time Series Simulation With Quasi Monte Carlo Methods**

*by*Li, J.X. & Winker, P.

**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.

**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.

**Two-Dimensional Graphical Representations of Regression Submodels**

*by*Rolle, J.-D.

**Constrained EMM and Indirect Inference Estimation**

*by*Calzolari, G. & Fiorentini, G. & Sentana, E.

**Stochastic Programming: Non-Anticipativity and Lagrange Multipliers**

*by*Evstigneev, I.V. & Flam, S.D.

**Bayesian Inference in the Non-Central Student-T Model**

*by*Tsionas, E.G.

**Bayesian Option Pricing using Asymmetric Garch Models**

*by*Bauwens, L. & Lubrano, M.

**Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests**

*by*Davidson, R.

**Bayesian Inference in the Non-Central Student-T Model**

*by*Tsionas, E.G.

**MCMC in econometrics**

*by*Dani Gamermam

**Bootstrap inference in single equation error correction models**

*by*Herwartz, Helmut & Neumann, Michael H.

**Modelling seasonality with fractionally integrated processes**

*by*Gil-Alaña, Luis A.

**Deterministic seasonality versus seasonal fractional integration**

*by*Gil-Alaña, Luis A.

**Testing of fractional cointegration in macroeconomic time series**

*by*Gil-Alaña, Luis A.

**Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung**

*by*Meier, Carsten-Patrick

**Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test**

*by*Ignacio Díaz-Emparanza

**Two-Step Sequential Sampling**

*by*Moors, J.J.A. & Strijbosch, L.W.G.

**An EVT Approach to calculating Risk Capital Requirements**

*by*Chris Brooks & Gita Persand & Andrew D. Clare

**Value at Risk and Market Crashes**

*by*Chris Brooks & Gita Persand

**Improving the Reliability of Bootstrap Tests**

*by*Russell Davidson & James G. MacKinnon

**Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods**

*by*Bilgili, Faik

**Sustainability of public debt: a theoretical and empirical investigation**

*by*Albu, Lucian-Liviu & Pelinescu, Elena

**Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes**

*by*DUFOUR, Jean-Marie & TORRÈS, Olivier

**Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda

**Simulation-Based Finite and Large Sample Tests in Multivariate Regressions**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda

**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

**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

**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

**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

**Wealth Dynamics in the 1980’s and 1990’s: Sweden and the U.S**

*by*Klevmarken, Anders & Lupton, Joseph & Stafford, Frank

**Improving Fractional Integration Tests With Bootstrap Distributions**

*by*Andersson, Michael K. & Gredenhoff, Mikael P.

**The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?**

*by*Amilon , Henrik & Byström , Hans

**A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market**

*by*Graflund, Andreas

**Testing for common cointegrating rank in dynamic panels**

*by*Larsson, Rolf & Lyhagen, Johan

**Semi-parametric indirect inference**

*by*Ramdan Dridi & Eric Renault

**Simulated asymptotic least squares theory**

*by*Ramdan Dridi

**Limit theorems for estimating the parameters of differentiated product demand systems**

*by*Steve Berry & Oliver Linton & Ariel Pakes

**Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators**

*by*Alexander Michaelides & Serena Ng

**Performance of core inflation measures**

*by*C.K. Folkertsma & K. Hubrich

**Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency**

*by*Yoosoon Chang

**Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints**

*by*Chihwa Kao & Lung-fei Lee & Mark M. Pitt

**Microsimulations of the retirement decision: a supply side approach**

*by*R. MAHIEU & B. SÉDILLOT

**On the econometric estimation of the distance function representation of a production technology**

*by*COELLI, Tim

**Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results**

*by*Elena Andreou & Eric Ghysels

**Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions**

*by*Jean-Marie Dufour & Lynda Khalaf

**Simulation Based Finite and Large Sample Tests in Multivariate Regressions**

*by*Jean-Marie Dufour & Lynda Khalaf

**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**

*by*Michael Binder & Cheng Hsiao & M. Hashem Pesaran

**Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry**

*by*Khalaf, Lynda & Kichian, Maral

**Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities**

*by*Pedro J. F. de Lima & Michelle L. Barnes

**Testing for Non-Normality in the Presence of One-Sided Slope Parameters**

*by*Anthony W. Hughes

**Technological Diffusion Patterns and their Effects on Industrial Dynamics**

*by*Machiel van Dijk & Önder Nomaler

**A feltétel nélküli normalitás egyszerű alternatívái a kockáztatott érték számításában**

*by*Kóbor, Ádám

**Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach**

*by*Shinn-Juh Lin & Jian Yang

**Dépendance de court et de long terme des rendements de taux de change**

*by*Christelle Lecourt

**Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach**

*by*Teruo Nakatsuma

**Bootstrapping Error Component Models**

*by*Andersson, Michael K. & Karlsson, Sune

**Pricing Foreign Currency and Cross-Currency Options Under GARCH**

*by*Wei, J.Z. & Duan, J.C.

**Pricing Foreign Currency and Cross-Currency Options Under GARCH**

*by*Wei, J.Z. & Duan, J.C.

**Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths**

*by*Rault, C.

**Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths**

*by*Rault, C.

**Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation**

*by*Tan, B. & Yilmaz, K.

**Kernel Based Nonlinear Canonical Analysis**

*by*Darolles, S. & Florens, J.-P. & Gourieroux, C.

**Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison**

*by*Guermat, C. & Hadri, K.

**Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis**

*by*Guermat, C. & Hadri, K.

**The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator**

*by*Hadri, K. & Phillips, G.D.A.

**Estimating a Bargaining Model with Asymmetric Information: Evidence from Medical Malpractice Disputes**

*by*Sieg, Holger

**Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis**

*by*Hafner, Christian M. & Herwartz, Helmut

**Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets**

*by*M. Utku Unver

**Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators**

*by*Joachim Inkmann

**Forecasting and turning point predictions in a Bayesian panel VAR model**

*by*Fabio Canova & Matteo Ciccarelli

**A scaled difference chi-square test statistic for moment structure analysis**

*by*Albert Satorra & Peter M. Bentler

**Scaled and adjusted restricted tests in multi-sample analysis of moment structures**

*by*Albert Satorra

**Asymptotic behaviour of the density in a parabolic SPDE**

*by*Arturo Kohatsu & D. Márquez Carreras & M. Sanz Solé

**Weak approximations. A Malliavin calculus approach**

*by*Arturo Kohatsu

**Signal Extraction and the Formulation of Unobserved Components Models**

*by*Harvey, A.C. & Koopman, S.J.M.

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Luc Bauwens & Charles S. Bos & Herman K. van Dijk

**Daily Exchange Rate Behaviour and Hedging of Currency Risk**

*by*Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk

**Decomposing Portfolio Value-at-Risk: A General Analysis**

*by*Winfried G. Hallerbach

**The slippery slope: explaining the increase in extreme poverty in urban Brazil, 1976-1996**

*by*Francisco de Hollanda Guimarães Ferreira & Ricardo Paes de Barros

**Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate**

*by*João Nicolau

**Simulation Based Inference for Dynamic Multinomial Choice Models**

*by*Geweke, John & Houser, Dan & Keane, Michael

**Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis**

*by*Buda, Rodolphe

**Noise trading and exchange rate regimes**

*by*Olivier Jeanne & Andrew K Rose

**The Declining Price Effect in Sequential Auctions: What Theory Does Not Predict**

*by*Olivier Chanel & Stéphanie Vincent

**Bierens' and Johansen's Method - Complements or Substitutes?**

*by*Wagner, Martin

**VAR Cointegration in VARMA Models**

*by*Wagner, Martin

**Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation**

*by*Fortin, Ines & Kuzmics, Christoph

**Monte Carlo simulations of DEA efficiency measures and hypothesis tests**

*by*Kittelsen,S.A.C.

**Stochastic Frontier Production Function With Errors-In-Variables**

*by*Dhawan, Rajeev & Jochumzen, Peter

**Likelihood-Based Inference in Multivariate Panel Cointegration Models**

*by*Larsson, Rolf & Lyhagen, Johan

**Detecting equilibrium correction with smoothly time-varying strength**

*by*Eliasson, Ann-Charlotte

**On the power and interpretation of panel unit root tests**

*by*Karlsson, Sune & Löthgren, Mickael

**Indirect Estimation of Just-Identified Models with Control Variates**

*by*Giorgio Calzolari & F. Di Iorio & G. Fiorentini

**Bias and Efficiency of Single vs Double Bound Models for Contingent Valuation Studies.A Monte Carlo Analysis**

*by*Pinuccia Calia & Elisabetta Strazzera

**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**

*by*Bauwens, L. & Bos, C.S. & van Dijk, H.K.

**Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors**

*by*Yongcheol Shin & Andy Snell

**Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators**

*by*Donald W.K. Andrews

**Adaptive polar sampling with an application to a Bayes measure of value-at-risk**

*by*BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K.

**Stochastic Volatility: Univariate and Multivariate Extensions**

*by*Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

**Model Selection in Threshold Models**

*by*Kapetanios, G.

**Hypothesis Testing in the Presence of One-sided Nuisance Parameters**

*by*Anthony W. Hughes

**Metodología para la zonificación de una ciudad**

*by*CANO GUERVÓS, R. & CHICA OLMO, J. & HERMOSO GUTIÉRREZ, J.A.

**Opcióárazás numerikus módszerekkel**

*by*Benedek, Gábor

**Az árfolyamsávok empirikus modelljei és a devizaárfolyam sávon belüli előrejelezhetetlensége**

*by*Darvas, Zsolt

**Empirically Relevant Critical Values For Hypothesis Tests: The Bootstrap to the Rescue**

*by*Horowitz, J.L. & Savin, N.E.

**Between Cultures and Markets: an Eclectic Analysis of Juvenile Gender Ratios in India**

*by*Dasgupta, I. & Palmer-Jones, R. & Parikh, A.

**The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?**

*by*Kamstra, M.

**Conflicts Among Tests for Cointegration**

*by*Allan W. Gregory & Alfred Haug

**Likelihood INference for Discretely Observed Non-linear Diffusions**

*by*Elerian, O. & Chib, S. & Shephard, N.

**Nonparametric Seemingly Unrelated Regression**

*by*Smith, M. & Kohn, R.

**On Bootstrap Standard Errors in Dynamic Panel Data Models**

*by*Bergström, Pål

**Estimation in integer - valued moving average models**

*by*Brännäs, Kurt & Hall, Andreia

**Likelihood-Based Cointegration Tests in Heterogeneous Panels**

*by*Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael

**Mixed Logit Estimation of the Value of Travel Time**

*by*Algers, S. & Bergstrom, P. & Dahlberg, M. & Dillen, J.L.

**Some Monte Carlo Results for the Modified Logit Model**

*by*Aalouze & C.M.

**How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks?**

*by*Kilian, L. & Chang, P.L.

**Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics**

*by*Kilian, L.

**Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models**

*by*Glasserman, P. & Zhao, X.

**Price Decline in Sequential Auction: Reasons and Measures**

*by*Chanel, O. & Vincent, S.

**Forecasting (LOG) Volatility Models**

*by*Christodoulakis, G.A. & Satchell, S.E.

**Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods**

*by*Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil

**Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models**

*by*Eva Ortega

**Benchmark Priors for Bayesian Model Averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

**MCMC Methods for Fitting and Comparing Multinomial Response Models**

*by*Siddhartha Chib & Edward Greenberg & Yuxin Chen

**Small Sample Performance of Two Approaches to Technical Efficiency Estimation with Multiple Outputs**

*by*Dieter Gstach

**Simulation of Multinomial Probit Probabilities and Imputation of Missing Data**

*by*Steven Stern & Victor Lavy & Michael Palumbo

**Constant coefficient tests for random coefficient regression**

*by*Pedro Delicado & Juan Romo

**Rate of convergence of a particle method to the solution of the Mc Kean-Vlasov's equation**

*by*Fabio Antonelli & Arturo Kohatsu

**On the efficiency and sensitivity of a pyramidal classification algorithm**

*by*Àngel J. Gil & Carles Capdevila & Antoni Arcas

**Statistical Algorithms for Models in State Space Using SsfPack 2.2**

*by*Koopman, S.J.M. & Shephard, N. & Doornik, J.A.

**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.

**Simulation-Based Finite-Sample Normality Tests in Linear Regressions**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien

**Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case**

*by*Bolduc, Denis & Bonin, Sylvie

**Mixed Logit Estimation of the Value of Travel Time**

*by*Algers, Staffan & Bergström, Pål & Dahlberg, Matz & Lindqvist Dillén, Johanna

**Essays on Exchange Rates: Deterministic Chaos and Technical Analysis**

*by*Bask, Mikael

**World-Wide Purchasing Power Parity**

*by*Jacobson, Tor & Nessen, Marianne

**Testing linearity against smooth transition autoregression using a parametric bootstrap**

*by*Skalin, Joakim

**Rational Bubbles and Fractional Alternatives**

*by*Andersson, Michael K. & Nydahl, Stefan

**A Monte Carlo Analysis of Technical Inefficiency Predictors**

*by*Kumbhakar, Subal C. & Löthgren, Mickael

**On the Effects of Imposing or Ignoring Long Memory when Forecasting**

*by*Andersson, Michael K.

**How to Bootstrap DEA Estimators: A Monte Carlo Comparison**

*by*Löthgren, Mickael

**Robust Testing for Fractional Integration Using the Bootstrap**

*by*Andersson, Michael K. & Gredenhoff, Mikael P.

**Benchmark priors for Bayesian model averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F J Steel

**Benchmark priors for Bayesian model averaging**

*by*Carmen Fernandez & Eduardo Ley & Mark F J Steel

**Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs**

*by*Crawford, Gregory S. & Shum, Matthew

**Fractional cointegrating regressions in the presence of linear time trends**

*by*Marmol, Francesc & Hassler, Uwe

**A Bayesian approach to the econometrics of first-price auctions**

*by*ALBANO, Gian Luigi & JOUNEAU, Fréféric

**Variable Selection in the Linear Regression Model with One-Sided Information and a Small Sample**

*by*Anthony W. Hughes

**Estimation of Dynamic Programming Models with Censored Dependent Variables**

*by*Aguirregabiria, V.

**The Power of Hessian and Outer Product Based Wald and LM Tests**

*by*Parks, R.W. & Savin, N.E. & Wurtz, A.H.

**On the Small Sample Distribution of the R/S Statistic**

*by*Michael Harrison & Glenn Treacy

**Income Taxation and the Accounting Period : A Simulation Analysis**

*by*Creedy, J

**Inequality, Mobility and Income Distribution Comparisons**

*by*Creedy, J

**An Examination of the Dynamic Behavior of Local Governments Using GMM Bootstrapping Methods**

*by*Dahlberg, Matz & Johansson, Eva

**GMM Bootstrapping and Testing in Dynamic Panels**

*by*Bergström, Pål & Dahlberg, Matz & Johansson, Eva

**Generalized Method of Moment and Indirect Estimation of the ARASMA Model**

*by*Brännäs, Kurt & de Luna, Xavier

**Testing Linearity against Nonlinear Moving Average Models**

*by*Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo

**Bootstrapping the Malmquist Productivity Index: A Simulation Study**

*by*Löthgren, Mickael

**On the Consistency of the DEA-based Average Technical Efficiency Bootstrap**

*by*Löthgren, Mickael

**On Bootstrap Standard Errors in Dynamic Panel Data Models**

*by*Bergstrom, P.

**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.

**Residual-Based Bootstrap Tests for Normality in Autoregressions**

*by*Kilian, L. & Demiroglu, U.

**La gestion des donnees imprecises**

*by*Chauveau, J.-M.

**A Sotchastic Mesh Method for Pricing High-Dimensional American Options**

*by*Broadie, M. & Glasserman, P.

**Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model**

*by*Sentana, E. & Fiorentini, G.

**Bayesian Option Pricing Using Asymmetric GARCH**

*by*Bauwens, L. & Lubrano, M.

**On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions**

*by*Marmol, F. & Reboredo, J.C.

**Trading volume and the short and long-run components of volatility**

*by*Liesenfeld, Roman

**Circumventing multiple integration: A comparison of GMM and SML estimators for the panel probit model**

*by*Inkmann, Joachim

**Evolution in a changing environment**

*by*Katarzyna Sznajd-Weron & Rafal Weron

**Statistical Modeling of Fishing Activities in the North Atlantic**

*by*Carmen Fernandez & Eduardo Ley & Mark F.J. Steel

**Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter**

*by*Mark J. Jensen

**An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets**

*by*Mark J. Jensen

**Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995**

*by*Saul Estrin & Geovanni Urga

**Outlier robust cointegration analysis**

*by*Franses, Philip Hans & Lucas, André

**A state-space calculus for rational probability density functions and applications to non-Gaussian filtering**

*by*Hanzon, Bernard & Ober, Raimund J.

**Comparing and validating hypothesis test procedures: Graphical and numerical tools**

*by*Pedro Delicado & Iolanda Placencia

**Stock returns, term structure, inflation and real activity: An international perspective**

*by*Fabio Canova & Gianni de Nicolo

**Current Issues in Discrete Choice Modeling**

*by*Keane, Michael

**A tobit model with garch errors**

*by*Gabriele Fiorentini & Giorgio Calzolari

**On the Damodaran Estimator of Price Adjustment Coefficients**

*by*Säfvenblad, Patrik

**Bootstrap Testing for Fractional Integration**

*by*Andersson, Michael K. & Gredenhoff, Mikael P.

**Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment**

*by*Hagerud, Gustaf E.

**Specification Tests for Asymmetric GARCH**

*by*Hagerud, Gustaf E.

**Computationally Efficient Double Bootstrap Variance Estimation**

*by*Karlsson, Sune & Löthgren, Mickael

**On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests**

*by*Donald W.K. Andrews & Moshe Buchinsky

**Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995**

*by*Estrin, Saul & Urga, Giovanni

**Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective**

*by*Canova, Fabio & de Nicolò, Gianni

**Bayesian option pricing using asymmetric GARCH**

*by*BAUWENS, LUC & LUBRANO, Michel

**How to deal with unobservable variables in economics**

*by*Krelle, Wilhelm

**Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators**

*by*Alexander Michaelides & Serena Ng

**Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples**

*by*Marie-Josée Godbout & Simon van Norden

**The distribution of the agreement index in diagnostics**

*by*Elizabeth Torres Rivas

**Simulation of structural changes and scenario analysis**

*by*Oswaldo Terán & Carlos Domingo

**Selección de modelos no anidados. Un estudio de Monte Carlo**

*by*Pons Novell, Jordi

**The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation**

*by*Smith, J.C. & Otero, J.

**Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa**

*by*Otrok, C. & Whiteman, C.H.

**Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles**

*by*Donaldson, R.G. & Kamstra, M.

**Did Option Prices Predict the ERM Crises?**

*by*Bruce Mizrach

**Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins and Remedies**

*by*Leung, S.F. & Yu, S.

**The Robustness of Estimators for Dynamic Panel Data Models to Misspecification**

*by*Harris, M.N. & Longmire, R.J. & Matyas, L.

**Testing for Serial Correlation in the of Dynamic Heteroscedasticity**

*by*Silvapulle, P. & Evans, M.

**Estimation of Regression Disturbances Based on Minimum Message Length**

*by*Laskar, M.R. & King, M.L.

**Using the EM Algorithm with Complete, but Scrambled, data**

*by*Kalb, G.

**A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models**

*by*Harris, M.N. & Matyas, L.

**Aggregation and Cointegration**

*by*Korosi, G. & Longmire, R. & Matyas, L.

**Additive Nonparametric Regression with Autocorrelated Errors**

*by*Smith, M. & Wong, C.M. & Kohn, R.

**Improved Small Sample Midel selection Procedures**

*by*King, M.L. & Forbes, C.S. & Morgan, A.

**Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals**

*by*Snyder, R.D. & Grose, S.

**Nonsmooth Infinit Horizon Control Problem**

*by*Seierstad, A.

**Scale Efficiency and Scale Elasticity in DEA-models - A Bootstrapping Approach**

*by*Löthgren, Mickael & Tambour, Magnus

**Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection**

*by*Swanson, N.R. & Zeng, T.

**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.

**On the Size and Power of System Tests for Cointegration**

*by*Bewley, R. & Yang, M.

**Estimation des Modeles de Donnees de Panel avec Regresseurs Temporels**

*by*Boumahdi, R. & Thomas, A.

**Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative**

*by*Florens, J.P. & Richard, J.F. & Rolin, J.M.

**Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions**

*by*Rolle, J.D.

**Pricing American-Style Securities Using Simulation**

*by*Broadie, M. & Glasserman, P.

**Bayesian Inference on GARCH Models Using the Gibbs Sampler**

*by*Bauwens, L. & Lubrano, M.

**Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration**

*by*Mackinnon, J.G. & Haug, A.A. & Michelis, L.

**Using Panel Data to Evaluate Growth Theories**

*by*Evans, P

**Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes**

*by*Juan J. Dolado & Francisco Mármol

**A Monte Carlo Study into Time Aggregation in Continuous and Discrete-Time Hazard Models**

*by*Ter Hofstede, F. & Wedel, M.

**A Monte Carlo study into time-aggregation in continuous and discrete- time hazard models**

*by*Frenkel ter Hofstede & Michel Wedel University of Groningen

**Nonparametric inference for second order stochastic dominance**

*by*Schmid, Friedrich & Trede, Mark

**The transmission of knowledge spillovers and its impact on regional economic growth**

*by*Dohse, Dirk

**Approximation of stochastic differential equations driven by alpha-stable Levy motion**

*by*Aleksander Janicki & Zbigniew Michna & Aleksander Weron

**Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables"**

*by*Rafal Weron

**Are International R&D Spillovers Trade-related? Analyzing Spillovers among Randomly Matched Trade Partners**

*by*Wolfgang Keller

**Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning**

*by*Kenneth E. Train

**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

**Nonlinear models and small sample performance of the generalized method of moments**

*by*Eva Ventura

**Fusion of data sets in multivariate linear regression with errors-in-variables**

*by*Albert Satorra

**Testing calibrated general equilibrium models**

*by*Fabio Canova & Eva Ortega

**Weighted Kernel regression**

*by*Pedro Delicado & Manuel del Rio

**Why Does the Australian Dollar Move so Closely with the Terms of Trade?**

*by*David Gruen & Tro Kortian

**An Alternative to the BDS Test: Integration Across the Correlation Integral**

*by*Kocenda, Evzen

**Inflation Convergence Within the European Union: A Panel Data Analysis**

*by*Kocenda, Evzen & Papell, David

**Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"**

*by*Weron, Rafal

**Further Investigation of the Uncertain Unit Root in GNP**

*by*Yin-Wong Cheung & Menzie D. Chinn

**Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI**

*by*Matthew D. Shapiro & David W. Wilcox

**Specification Testing in Panel Data With Instrumental Variables**

*by*Gilbert E. Metcalf

**The Energy-Capital Complementarity Debate: An Example of a Bootstrapped Sensitivity Analysis**

*by*Raj, Baldev & Veall, Michael R.

**Bartlett Corrections in Cointegration Testing**

*by*Jacobson, Tor & Larsson, Rolf

**Conditional Independence Restrictions: Testing and Estimation**

*by*Oliver Linton & Pedro Gozalo

**A Note on the Power of Revealed Preference Tests with Afriat Inefficiency**

*by*Reinhard Sippel

**A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions**

*by*David A. Belsley

**Re-engineering and the dynamic of systems**

*by*Giampaolo Orlandoni Merli

**Auction Format Matters: Evidence on Bidding Behavior and Seller Revenue**

*by*Robert A. Feldman & Vincent Reinhart

**Comportamiento en muestras pequeñas de los atípicos innovacionales: Un ejercicio de simulación**

*by*F. Javier Trivez & Javier Nievas

**Non-Nested Pretest Tests**

*by*Michelis, L.

**Likelihood Analysis of Non-Gaussian Parameter-Driven Models**

*by*Shephard, N. & Pitt, M.K.

**Bootstrapping DEA-based Efficiency Measures and Malmquist Productivity Indices. A Study of Swedish Eye-Care Service Provision**

*by*Löthgren, Mickael & Tambour, Magnus

**On the Efficiencies of Some Common Quick Estimators**

*by*Mudholkar, G.S. & Freimer, M. & Hutson, A.D.

**GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments**

*by*Bertsched, I & Lechner, M

**Statistical Inference for Random Variance Option Pricing**

*by*Pastorello, S. & Renault, E. & Touzi, N.

**Estimation and Inference in Cointegrated Systems Under Near-Integration**

*by*Sheldon, M.

**An Empirical Examination of a Multilateral Target Zone**

*by*Paul Schulstad & Ángel Serrat

**Performance of the estimators of stable law parameters**

*by*Rafal Weron

**Asymptotic robustness in multi-sample analysis of multivariate linear relations**

*by*Albert Satorra

**Noisy signals in target zone regimes Theory and Monte Carlo experiments**

*by*Steinar Holden & Dag Kolsrud & Birger Vikøren

**A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data**

*by*Elrod, Terry & Keane, Michael

**Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach**

*by*Wang, Weiren & Zhou, Mai

**Small Sample Properties of GMM for Business Cycle Analysis**

*by*Lawrence J. Christiano & Wouter J. Den Haan

**A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model**

*by*Kenneth D. West & David W. Wilcox

**Testing Additivity in Generalized Nonparametric Regression Models**

*by*Oliver Linton & Pedro Gozalo

**The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination**

*by*Canova, Fabio & de Nicolò, Gianni

**Models and Priors for Multivariate Stochastic Volatility**

*by*Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

**Számítások és következtetések nyugdíjreformra**

*by*Martos, Béla & Augusztinovics, Mária

**Simulating small-sample properties of the maximum likelihood cointegration method : estimation and testing**

*by*Tor Jacobson

**Are Real Wages and Unemployment Related?**

*by*Jacobson, Tor & Vredin, Anders & Warne, Anders

**Two Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions**

*by*Steven Stern

**Measuring Business Cycles with Business-Cycle Models**

*by*Allan W. Gregory & Gregor W. Smith

**Changing Wage Structure and Black-White Wage Differentials: A Longitudinal Analysis**

*by*David Card & Thomas Lemieux

**Recursively Simulating Multinomial Multiperiod Probit Probabilities**

*by*Geweke, John & Keane, Michael & Runkle, David

**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

**Conditional heteroskedasticity in nonlinear simultaneous equations**

*by*Calzolari, Giorgio & Fiorentini, Gabriele

**Numerical Aspects of Bayesian VAR-modeling**

*by*Kadiyala, K. Rao & Karlsson, Sune

**Bayesian Inference for Periodic Regime-Switching Models**

*by*Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay

**Simulation estimation for panel data models with limited dependent variables**

*by*Keane, Michael

**A Calibration Algorithm for Micro-Simulation Models**

*by*Taymaz, Erol

**The Identifiability of the Mixed non-Proportional Hazards Models**

*by*McCall, B.P.

**A Note on the Identifiability of Dynamic Binary Choice Model with State Dependence**

*by*McCall, B.P.

**Specification Diagnostics for Duration Models : A Martingale Approach**

*by*McCall, B.P.

**residual-Based Tests for Cointegration in Models with Regime Shifts**

*by*Allan w. Gregory & Bruce E. Hansen

**The Estimation Of Food Stamp Self-Selection Models Using The Method Of Simulation**

*by*Keane, Michael & Moffitt, Robert

**Testing for Structural Breaks**

*by*Allan W. Gregory & James M. Nason

**Le Rapport Industrie - Agriculture Et Le Developpement Economique**

*by*Albu, Lucian-Liviu

**Simulation Estimation Methods for Limited Dependent Variable Models**

*by*Vassilis A. Hajivassiliou

**Critical Values for Cointegration Tests**

*by*James G. MacKinnon

**An Analysis of the Distributional Impact of the Goods and Services Tax**

*by*Grady, Patrick

**The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis**

*by*Vassilis A. Hajivassiliou & Daniel McFadden

**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.

**Nonrandom Mixing Models of HIV Transmission**

*by*Peter Cramton & Edward Kaplan & A. David Paltiel

**Finite sample performance of the robust Wald test in simultaneous equation systems**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**A development model of a dualistic economy. The Italian case**

*by*Fusari, Angelo

**Asymptotic properties of dynamic multipliers in nonlinear econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo

**On the Optimal Rate of Structural Adjustment**

*by*Eliasson, Gunnar

**Stochastic simulation as a validation tool for econometric models**

*by*Calzolari, Giorgio & Corsi, Paolo

**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

**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

**Evaluacion de los efectos de distintos instrumentos tarifarios sobre el bienestar de los usuarios**

*by*David Florian & Luis Orezzoli

**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

**Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums**

*by*Valentina Corradi & Walter Distaso & Antonio Mele

**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

**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