## 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.

**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

**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

**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

**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

**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 TraÅŸ & Esra BallÄ± & Ã‡iler 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

**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

**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

**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

**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

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

*by*Stephan B. Bruns

**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

**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

**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

**A Monte Carlo study of the BE estimator for growth regressions**

*by*Jan Ditzen & Erich Gundlach

**Robust estimation of the Pareto tail index: a Monte Carlo analysis**

*by*Michal Brzezinski

**Responses to market information and the impact on price volatility and trading volume: the case of Class III milk futures**

*by*Xiaodong Du & Fengxia Dong

**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

**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

**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 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 new spread estimator**

*by*Michael Bleaney & Zhiyong Li

**The Coordinated Effect of a Merger with Balanced Sharing of Collusive Profits**

*by*Pierluigi Sabbatini

**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

**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*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

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

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

**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

**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

**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

**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

**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

**Collateral Damage? Micro-simulation of transaction cost shocks on the value of central bank collateral**

*by*Rudolf Alvise Lennkh & Florian Walch

**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

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**Optimal unemployment insurance in GE: A robust calibration approach**

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**Short and long memory in stock returns data**

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**Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions**

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**Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62**

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**GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)**

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**Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation**

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**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

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**Testing for Restricted Stochastic Dominance**

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**Testing for Restricted Stochastic Dominance**

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**Chronic and Transient Poverty: Measurement and Estimation, with Evidence from China**

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

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**State Dependence in a Multi-State Model of Employment Dynamics**

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**Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S**

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