Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C16: Econometric and Statistical Methods; Specific Distributions

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This topic is covered by the following reading lists:

1. SOEP based publications

2019

• Mundt, Philipp & Oh, Ilfan, 2019. "Asymmetric competition, risk, and return distribution," BERG Working Paper Series 145, Bamberg University, Bamberg Economic Research Group.

2018

• Olga Takacs & Janos Vincze, 2018. "The within-job gender pay gap in Hungary," IEHAS Discussion Papers 1834, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
• Manuel Gebetsberger & Reto Stauffer & Georg J. Mayr & Achim Zeileis, 2018. "Skewed logistic distribution for statistical temperature post-processing in mountainous areas," Working Papers 2018-06, Faculty of Economics and Statistics, University of Innsbruck.

2017

• César Carrera & Jairo Flores, 2017. "Modelling and forecasting money demand: divide and conquer," Working Papers 2017-91, Peruvian Economic Association.
• Belotti, Federico & Ilardi, Giuseppe, 2018. "Consistent inference in fixed-effects stochastic frontier models," Journal of Econometrics, Elsevier, vol. 202(2), pages 161-177.
  • Federico Belotti & Giuseppe Ilardi, 2017. "Consistent inference in fixed-effects stochastic frontier models," Temi di discussione (Economic working papers) 1147, Bank of Italy, Economic Research and International Relations Area.
• Luke Ignaczak & Marcel-Cristian Voia, 2017. "Duration Dependence in Employment: Evidence From the Last Half of the 20th Century," Carleton Economic Papers 17-01, Carleton University, Department of Economics.
• Pablo M. Cañero Morales & Salvador Moral Cuadra & Francisco Orgaz Agüera & Juan Antonio Jimber, 2017. "Análisis de las facilidades del turismo fronterizo y su relación con la satisfacción del turista," Revista de Economía del Caribe 017150, Universidad del Norte.
• Jorge Andrés Gutiérrez del Castillo, 2017. "Los estudios culturales como una aproximación a la investigación sobre las instituciones económicas a partir de las premisas del desarrollo," Revista de Economía del Caribe 017152, Universidad del Norte.
• Gustavo Adolfo Díaz Valencia, 2017. "Incidencia del Tratado de Libre Comercio con Estados Unidos en la competitividad del sector agrícola colombiano: Casos del arroz y maíz," Revista de Economía del Caribe 017153, Universidad del Norte.
• Diana Carolina Osorio & Luis Eduardo Giron & Lya Paola Sierra, 2017. "¿Es el mercado de metales eficiente?," Working Papers 27, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
• Omar Blanco Arroyo & Simone Alfarano, 2017. "Granularity of the Business Cycle Fluctuations: The Spanish Case," Economía Coyuntural,Revista de temas de perspectivas y coyuntura, Instituto de Investigaciones Económicas y Sociales 'José Ortiz Mercado' (IIES-JOM), Facultad de Ciencias Económicas, Administrativas y Financieras, Universidad Autónoma Gabriel René Moreno, vol. 2(1), pages 31-58.
  • Omar Blanco & Simone Alfarano, 2016. "Granularity of the business cycle fluctuations: The Spanish case," Working Papers 2016/25, Economics Department, Universitat Jaume I, Castellón (Spain).
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017. "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers 2017-23, Faculty of Economics and Statistics, University of Innsbruck.
• Akhilesh K. Sharma & Atul Sarma & Charanjit Kaur & Javier Cabrera & Deeksha Tayal, 2017. "Macro-Economic Impact of MGNREGA in India: An Analysis in CGE Modeling Framework," Working Papers MPIA 2017-11, PEP-MPIA.
• James J. Heckman & Rodrigo Pinto, 2018. "Unordered Monotonicity," Econometrica, Econometric Society, vol. 86(1), pages 1-35, January.
  • Heckman, James J. & Pinto, Rodrigo, 2017. "Unordered Monotonicity," IZA Discussion Papers 10821, Institute for the Study of Labor (IZA).
  • James J. Heckman & Rodrigo Pinto, 2017. "Unordered Monotonicity," NBER Working Papers 23497, National Bureau of Economic Research, Inc.

2016

• Ñíguez, Trino-Manuel & Perote, Javier, 2016. "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 216-232.
  • Trino-Manuel Ñíguez & Javier Perote, 2016. "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers 1602, Banco de España;Working Papers Homepage.
• Fabián Ernesto Vidal Sánchez, 2016. "“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia," Econógrafos - Escuela de Economía 015232, Universidad Nacional de Colombia -FCE - CID.
• Christian Gouriéroux & Joann Jasiak, 2016. "Robust Analysis of the Martingale Hypothesis," Working Papers 2016-18, Center for Research in Economics and Statistics.
• Gatfaoui, Hayette, 2016. "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Energy Economics, Elsevier, vol. 53(C), pages 5-16.
• Lavička, H. & Lichard, T. & Novotný, J., 2016. "Sand in the wheels or wheels in the sand? Tobin taxes and market crashes," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
  • Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014. "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers wp511, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Tursunalieva, Ainura & Silvapulle, Param, 2016. "Nonparametric estimation of operational value-at-risk (OpVaR)," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 194-201.
• Brahimi, Brahim & Abdelli, Jihane, 2016. "Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 135-143.
• Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng, 2016. "Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests," Journal of Banking & Finance, Elsevier, vol. 69(C), pages 20-36.
• Ñíguez, Trino-Manuel & Perote, Javier, 2016. "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 216-232.
  • Trino-Manuel Ñíguez & Javier Perote, 2016. "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers 1602, Banco de España;Working Papers Homepage.
• Yew Low, Rand Kwong & Faff, Robert & Aas, Kjersti, 2016. "Enhancing mean–variance portfolio selection by modeling distributional asymmetries," Journal of Economics and Business, Elsevier, vol. 85(C), pages 49-72.
• Arnold, Ivo J.M. & Soederhuizen, Beau, 2016. "Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area?," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 88-103.
• Mellah, Thuraya & Ben Amor, Tawfik, 2016. "Performance of the Tunisian Water Utility: An input-distance function approach," Utilities Policy, Elsevier, vol. 38(C), pages 18-32.
• Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Regional Studies, Taylor & Francis Journals, vol. 51(8), pages 1138-1150, August.
  • Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2015. "Non-linear externalities in firm localization," LEM Papers Series 2015/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01405780, HAL.
  • Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01297132, HAL.
• Maria del Carmen Avendano & Arcelia Toledo-Lopez & Dora Lilia Guzman Cruz, 2016. "Values And Environemtal Behavior In Small Pottery Businesses: Empirical Evidence From Mexico, Valores Y Comportamiento Ambiental En Pequenos Negocios: Evidencia Empirica De La Alfareria En Mexico," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(2), pages 19-30.
• Akkaya, Onur, 2016. "Cost Efficiency Analysis Of Swedish Financial Enterprises: An Empirical Investigation / Análisis De Los Costes Financieros De Las Empresas Suecas: Una Investigación Empírica," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), vol. 22(1), pages 31-37.
• Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016. "Caracterización Paramétrica de los Rendimientos de los Precios del Petróleo 2010-2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(22), pages 63-74, primer se.
• Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016. "Elasticidad entre los precios internacionales del petróleo y el tipo de cambio peso-dólar de 2010 a 2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(44), pages 125-135, primer se.
• Omar Blanco Arroyo & Simone Alfarano, 2017. "Granularity of the Business Cycle Fluctuations: The Spanish Case," Economía Coyuntural,Revista de temas de perspectivas y coyuntura, Instituto de Investigaciones Económicas y Sociales 'José Ortiz Mercado' (IIES-JOM), Facultad de Ciencias Económicas, Administrativas y Financieras, Universidad Autónoma Gabriel René Moreno, vol. 2(1), pages 31-58.
  • Omar Blanco & Simone Alfarano, 2016. "Granularity of the business cycle fluctuations: The Spanish case," Working Papers 2016/25, Economics Department, Universitat Jaume I, Castellón (Spain).
• Cheng-Few Lee & Yibing Chen & John Lee, 2016. "Alternative methods to derive option pricing models: review and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 417-451, August.
• Moya Fernández, Pablo José & Muñoz Rosas, Juan Francisco & Álvarez Verdejo, Encarnación, 2016. "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 empí," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 34, pages 639-664, Agosto.
• Gholamreza Hajargasht & William E. Griffiths, 2016. "Inference for Lorenz Curves," Department of Economics - Working Papers Series 2022, The University of Melbourne.
• Bertrand K. Hassani & Wei Yang, 2016. "The Lila distribution and its applications in risk modelling," Documents de travail du Centre d'Economie de la Sorbonne 16068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Francis DiTraglia & Camilo García-Jimeno, 2016. "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," NBER Working Papers 22621, National Bureau of Economic Research, Inc.
• Philipp Mundt & Simone Alfarano & Mishael Milakovic, 2016. "Gibrat’s Law Redux: think profitability instead of growth," Industrial and Corporate Change, Oxford University Press, vol. 25(4), pages 549-571.
  • Mundt, Philipp & Milakovic, Mishael & Alfarano, Simone, 2014. "Gibrat's law redux: Think profitability instead of growth," BERG Working Paper Series 92, Bamberg University, Bamberg Economic Research Group.
  • Philipp Mundt & Mishael Milakovic & Simone Alfarano, 2014. "Gibrat's law redux: Think profitability instead of growth," Working Papers 2014/02, Economics Department, Universitat Jaume I, Castellón (Spain).
• Reyes Zaráte, Francisco Javier, 2016. "Mercado Integrado Latinoamericano (MILA): un análisis de integración financiera y volatilidades / Latin American Integrated Market (MILA): An Analysis of Financial Integration and Volatilities," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(2), pages 187-218, julio-dic.
• Lorenzo Ricci & Vincenzo Verardi & Catherine Vermandele, 2016. "A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors," Working Papers 19, European Stability Mechanism.
• David Han, 2016. "Development of a load sharing policy by managing the residual life based on a stochastic process," Working Papers 0177mss, College of Business, University of Texas at San Antonio.
• Joon Y. Park & Mototsugu Shintani, 2016. "Testing For A Unit Root Against Transitional Autoregressive Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 635-664, May.
  • Joon Y. Park & Mototsugu Shintani, 2005. "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers 05010, Vanderbilt University Department of Economics.
  • Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics.

2015

• Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María, 2015. "Understanding volatility dynamics in the EU-ETS market," Energy Policy, Elsevier, vol. 82(C), pages 321-331.
  • Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015. "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers 2015-04, Department of Economics and Business Economics, Aarhus University.
• Sebastain N. Awondo & Octavio A. Ramirez & Gregory J. Colson & Esendugue G. Fonsah & Genti Kostandini, 2017. "Self†protection from weather risk using improved maize varieties or off†farm income and the propensity for insurance," Agricultural Economics, International Association of Agricultural Economists, vol. 48(1), pages 61-76, January.
  • Awondo, Sebastain N. & Octavio, Ramirez & Colson, Gregory & Kostandini, Genti & Fonsah, Esendugue, 2015. "Self-Protection from Weather Risk using Improved Maize Varieties or Off-Farm Income and the Propensity for Insurance," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206226, Agricultural and Applied Economics Association.
• Carrera, César, 2014. "Tracking the Exchange Rate Management in Latin America," Working Papers 2014-020, Banco Central de Reserva del Perú.
  • César Carrera, 2015. "Tracking the Exchange Rate Management in Latin America," Working Papers 2015-28, Peruvian Economic Association.
• Mirta González & María Cecilia Pérez, 2015. "Simulation of the term structure. An application for measuring the interest rate risk," BCRA Working Paper Series 201570, Central Bank of Argentina, Economic Research Department.
• Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote, 2015. "Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation," Working Papers 1520, Banco de España;Working Papers Homepage.
• Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia & María Vera-Cabello, 2015. "Size distributions for all cities: Which one is best?," Papers in Regional Science, Wiley Blackwell, vol. 94(1), pages 177-196, March.
  • González-Val, Rafael & Ramos, Arturo & Sanz, Fernando & Vera-Cabello, María, 2013. "Size Distributions for All Cities: Which One is Best?," MPRA Paper 44314, University Library of Munich, Germany.
• Paul Blais-Morisset & Vincent Boucher & Bernard Fortin, 2015. "L'impact des dépenses publiques en sport sur les médailles olympiques: une analyse économétrique," Cahiers de recherche 1517, CIRPEE.
  • Vincent Boucher & Bernard Fortin & Paul Blais-Morisset, 2015. "L’impact des dépenses publiques en sport sur les médailles olympiques: une analyse économétrique," CIRANO Working Papers 2015s-39, CIRANO.
  • Paul Blais-Morisset & Vincent Boucher & Bernard Fortin, 2015. "L'impact des dépenses publiques en sport sur les médailles olympiques : une analyse économétrique," Cahiers de recherche 1507, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Mencía, Javier & Sentana, Enrique, 2015. "Volatility-related exchange traded assets: an econometric investigation," CEPR Discussion Papers 10444, C.E.P.R. Discussion Papers.
  • Javier Mencía & Enrique Sentana, 2015. "Volatility-Related Exchange Traded Assets: An Econometric Investigation," Working Papers wp2015_1501, CEMFI.
• Javier Mencía & Enrique Sentana, 2015. "Volatility-Related Exchange Traded Assets: An Econometric Investigation," Working Papers wp2015_1501, CEMFI.
  • Mencía, Javier & Sentana, Enrique, 2015. "Volatility-related exchange traded assets: an econometric investigation," CEPR Discussion Papers 10444, C.E.P.R. Discussion Papers.
• Griffiths, William & Hajargasht, Gholamreza, 2015. "On GMM estimation of distributions from grouped data," Economics Letters, Elsevier, vol. 126(C), pages 122-126.
• Scharfenaker, Ellis & dos Santos, Paulo L., 2015. "The distribution and regulation of Tobin’s q," Economics Letters, Elsevier, vol. 137(C), pages 191-194.
• Choi, Seungmoon, 2015. "Explicit form of approximate transition probability density functions of diffusion processes," Journal of Econometrics, Elsevier, vol. 187(1), pages 57-73.
• Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María, 2015. "Understanding volatility dynamics in the EU-ETS market," Energy Policy, Elsevier, vol. 82(C), pages 321-331.
  • Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015. "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers 2015-04, Department of Economics and Business Economics, Aarhus University.
• Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang, 2015. "Credit contagion in the presence of non-normal shocks," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 129-139.
• Choi, Jaehyung & Kim, Young Shin & Mitov, Ivan, 2015. "Reward-risk momentum strategies using classical tempered stable distribution," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 194-213.
• Taleb, Nassim Nicholas & Douady, Raphael, 2015. "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 252-260.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01149834, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2015. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01477963, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Documents de travail du Centre d'Economie de la Sorbonne 14090, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Nassim N Taleb & Raphael Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Papers 1405.1791, arXiv.org, revised Nov 2014.
• Bouaddi, Mohammed & Larocque, Denis & Normandin, Michel, 2015. "Equity premia and state-dependent risks," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 393-409.
  • Mohammed Bouaddi & Denis Larocque & Michel Normandin, 2010. "Equity Premia and State-Dependent Risks," Cahiers de recherche 1019, CIRPEE.
• Carrera, César, 2015. "Tracking exchange rate management in Latin America," Review of Financial Economics, Elsevier, vol. 25(C), pages 35-41.
• Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Regional Studies, Taylor & Francis Journals, vol. 51(8), pages 1138-1150, August.
  • Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2015. "Non-linear externalities in firm localization," LEM Papers Series 2015/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01297132, HAL.
  • Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01405780, HAL.
• Taleb, Nassim Nicholas & Douady, Raphael, 2015. "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 252-260.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01149834, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2015. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01477963, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Documents de travail du Centre d'Economie de la Sorbonne 14090, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Nassim N Taleb & Raphael Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Papers 1405.1791, arXiv.org, revised Nov 2014.
• Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Regional Studies, Taylor & Francis Journals, vol. 51(8), pages 1138-1150, August.
  • Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2015. "Non-linear externalities in firm localization," LEM Papers Series 2015/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01405780, HAL.
  • Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015. "Non-linear externalities in firm localization," Working Papers hal-01297132, HAL.
• Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci, 2015. "TERES - Tail Event Risk Expectile based Shortfall," SFB 649 Discussion Papers SFB649DP2015-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Oleksandr Kostenko & Volodymyr Krayevskyy, 2015. "Cluster Analysis as Method of Objects Uniformity Identification of Information-Analytical Management System," Accounting and Finance, Institute of Accounting and Finance, issue 2, pages 128-133, June.
• Vijverberg, Wim P. & Hasebe, Takuya, 2015. "GTL Regression: A Linear Model with Skewed and Thick-Tailed Disturbances," IZA Discussion Papers 8898, Institute for the Study of Labor (IZA).
• William Horrace, 2015. "Moments of the truncated normal distribution," Journal of Productivity Analysis, Springer, vol. 43(2), pages 133-138, April.
• Alecos Papadopoulos, 2015. "The half-normal specification for the two-tier stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 43(2), pages 225-230, April.
• Paul Blais-Morisset & Vincent Boucher & Bernard Fortin, 2015. "L'impact des dépenses publiques en sport sur les médailles olympiques: une analyse économétrique," Cahiers de recherche 1517, CIRPEE.
  • Paul Blais-Morisset & Vincent Boucher & Bernard Fortin, 2015. "L'impact des dépenses publiques en sport sur les médailles olympiques : une analyse économétrique," Cahiers de recherche 1507, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Vincent Boucher & Bernard Fortin & Paul Blais-Morisset, 2015. "L’impact des dépenses publiques en sport sur les médailles olympiques: une analyse économétrique," CIRANO Working Papers 2015s-39, CIRANO.
• Paul Blais-Morisset & Vincent Boucher & Bernard Fortin, 2015. "L'impact des dépenses publiques en sport sur les médailles olympiques : une analyse économétrique," Cahiers de recherche 1507, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Paul Blais-Morisset & Vincent Boucher & Bernard Fortin, 2015. "L'impact des dépenses publiques en sport sur les médailles olympiques: une analyse économétrique," Cahiers de recherche 1517, CIRPEE.
  • Vincent Boucher & Bernard Fortin & Paul Blais-Morisset, 2015. "L’impact des dépenses publiques en sport sur les médailles olympiques: une analyse économétrique," CIRANO Working Papers 2015s-39, CIRANO.
• Dilip B. Madan, 2015. "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(2), pages 260-292.
• Somoza López, Antonio, 2015. "Aplicación de las técnicas multivariantes al sector bancario español: el caso de las entidades afectadas por la restructuración (2008-2009) || Application of Multivariate Techniques?to Spanish Banking," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 19(1), pages 66-100, June.
• Paulo M.M. Rodrigues & João Nicolau, 2015. "A New Regression-Based Tail Index Estimator: An Application to Exchange Rates," Working Papers w201514, Banco de Portugal, Economics and Research Department.
• Roger Klein & Chan Shen, 2015. "Semiparametric Instrumental Variable Estimation in an Endogenous Treatment Model," Departmental Working Papers 201511, Rutgers University, Department of Economics.
• Miguel Puente-Ajovín & Arturo Ramos, 2015. "On the parametric description of the French, German, Italian and Spanish city size distributions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 489-509, March.
  • Puente-Ajovin, Miguel & Ramos, Arturo, 2014. "On the parametric description of the French, German, Italian and Spanish city size distributions," MPRA Paper 55285, University Library of Munich, Germany.
• William Horrace & Seth Richards-Shubik & Ian Wright, 2015. "Expected efficiency ranks from parametric stochastic frontier models," Empirical Economics, Springer, vol. 48(2), pages 829-848, March.
  • William Horrace & Seth Richards-Shubik, 2013. "Expected Efficiency Ranks From Parametric Stochastic Fronteir Models," Center for Policy Research Working Papers 153, Center for Policy Research, Maxwell School, Syracuse University.
• Christian Ewerhart, 2015. "Mixed equilibria in Tullock contests," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 59-71, September.
  • Christian Ewerhart, 2014. "Mixed equilibria in Tullock contests," ECON - Working Papers 143, Department of Economics - University of Zurich.
• Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Regional Studies, Taylor & Francis Journals, vol. 51(8), pages 1138-1150, August.
  • Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01297132, HAL.
  • Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2015. "Non-linear externalities in firm localization," LEM Papers Series 2015/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01405780, HAL.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015. "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 594-616, May.
  • Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012. "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series 021, University of Pavia, Department of Economics and Management.
• Federico Maglione, 2015. "Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR," Working Papers 2015:05, Department of Economics, University of Venice "Ca' Foscari".
• Francesco Andreoli & Claudio Zoli, 2015. "Measuring the interaction dimension of segregation: the Gini-Exposure index," Working Papers 30/2015, University of Verona, Department of Economics.
• Idzalika, Rajius & Kneib, Thomas & Martinez-Zarzoso, Inmaculada, 2015. "The effect of income on democracy revisited: A flexible distributional approach," Center for European, Governance and Economic Development Research Discussion Papers 247, University of Goettingen, Department of Economics.

2014

• Goddard, John & Onali, Enrico, 2012. "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 1-11.
  • John Goddard & Enrico Onali, 2014. "Self-affinity in financial asset returns," Papers 1401.7170, arXiv.org.
• Taleb, Nassim Nicholas & Douady, Raphael, 2015. "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 252-260.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01149834, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2015. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01477963, HAL.
  • Nassim N Taleb & Raphael Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Papers 1405.1791, arXiv.org, revised Nov 2014.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Documents de travail du Centre d'Economie de la Sorbonne 14090, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Javier Eliecer Pirateque Niño, 2014. "Uso de la Metodología Wavelets para la validación de la regla de la raíz del tiempo y su aplicación al riesgo de mercado," Borradores de Economia 809, Banco de la Republica de Colombia.
• Melanie Krause, 2014. "Parametric Lorenz Curves and the Modality of the Income Density Function," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 905-929, December.
  • Krause, Melanie, 2012. "Parametric Lorenz Curves and the Modality of the Income Density Function," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 67390, Verein für Socialpolitik / German Economic Association.
• Lavička, H. & Lichard, T. & Novotný, J., 2016. "Sand in the wheels or wheels in the sand? Tobin taxes and market crashes," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
  • Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014. "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers wp511, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Charle Augusto Londoño & Juan Carlos Correa & Mauricio Lopera, 2014. "Estimación bayesiana del valor en riesgo: una aplicación para el mercado de valores colombiano," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, August.
• Javier Eliecer Pirateque Niño, 2014. "Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado," BORRADORES DE ECONOMIA 011137, BANCO DE LA REPÚBLICA.
• Carmen Badía Batlle & Merche Galisteo Rodríguez & Teresa Preixens Benedicto, 2014. "Probabilidades de default de las empresas españolas en época de crisis," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 37(105), pages 150-158, Septiembr.
• Duangkamon Chotikapanich & William E. Griffiths & D. S. Prasada Rao & Wasana Karunarathne, 2014. "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," Development Economics Working Papers 24045, East Asian Bureau of Economic Research.
• Bicaba, Zorobabel & Kapp, Daniel & Molteni, Francesco, 2014. "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Economic Modelling, Elsevier, vol. 43(C), pages 346-360.
  • Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Documents de travail du Centre d'Economie de la Sorbonne 11064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises : The role of macroeconomic fundamentals and crises management policies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639869, HAL.
• Tabri, Rami Victor, 2014. "Testing for normality in linear regression models using regression and scale equivariant estimators," Economics Letters, Elsevier, vol. 122(2), pages 192-196.
• Tolikas, Konstantinos, 2014. "Unexpected tails in risk measurement: Some international evidence," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 476-493.
• Taleb, Nassim Nicholas & Douady, Raphael, 2015. "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 252-260.
  • Nassim N Taleb & Raphael Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Papers 1405.1791, arXiv.org, revised Nov 2014.
  • Nassim Nicholas Taleb & Raphaël Douady, 2015. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01477963, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01149834, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Documents de travail du Centre d'Economie de la Sorbonne 14090, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Lööf, Hans & Nabavi , Pardis, 2014. "How to Persistently Finance Innovation: A Panel-Data Study on Exporting Firms in Sweden," Working Paper Series in Economics and Institutions of Innovation 346, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Zied Ftiti & Khaled Guesmi & Nguyen & Frédéric Teulon, 2015. "Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach," Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6200-6210, December.
  • Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric, 2014. "Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach," MPRA Paper 70481, University Library of Munich, Germany, revised 15 May 2015.
  • Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014. "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers 2014-124, Department of Research, Ipag Business School.
• Philipp Mundt & Simone Alfarano & Mishael Milakovic, 2016. "Gibrat’s Law Redux: think profitability instead of growth," Industrial and Corporate Change, Oxford University Press, vol. 25(4), pages 549-571.
  • Mundt, Philipp & Milakovic, Mishael & Alfarano, Simone, 2014. "Gibrat's law redux: Think profitability instead of growth," BERG Working Paper Series 92, Bamberg University, Bamberg Economic Research Group.
  • Philipp Mundt & Mishael Milakovic & Simone Alfarano, 2014. "Gibrat's law redux: Think profitability instead of growth," Working Papers 2014/02, Economics Department, Universitat Jaume I, Castellón (Spain).
• Michael Grabchak, 2014. "Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?," Annals of Finance, Springer, vol. 10(4), pages 553-568, November.
• Arndt Claußen & Sebastian Löhr & Daniel Rösch, 2014. "An analytical approach for systematic risk sensitivity of structured finance products," Review of Derivatives Research, Springer, vol. 17(1), pages 1-37, April.
• Louis Chauvel, 2014. "The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis," LIS Working papers 609, LIS Cross-National Data Center in Luxembourg.
• William C. Horrace & Christopher F. Parmeter, 2018. "A Laplace stochastic frontier model," Econometric Reviews, Taylor & Francis Journals, vol. 37(3), pages 260-280, March.
  • William C. Horrace & Christopher F. Parmeter, 2014. "A Laplace Stochastic Frontier Model," Center for Policy Research Working Papers 166, Center for Policy Research, Maxwell School, Syracuse University.
• Taleb, Nassim Nicholas & Douady, Raphael, 2015. "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 252-260.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01149834, HAL.
  • Nassim Nicholas Taleb & Raphaël Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Documents de travail du Centre d'Economie de la Sorbonne 14090, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Nassim Nicholas Taleb & Raphaël Douady, 2015. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01477963, HAL.
  • Nassim N Taleb & Raphael Douady, 2014. "On the Super-Additivity and Estimation Biases of Quantile Contributions," Papers 1405.1791, arXiv.org, revised Nov 2014.
• Mario Pomini, 2014. "The Mathematical Theory of Business Cycle in Italy in the Thirties," Economia politica, Società editrice il Mulino, issue 1, pages 55-80.
• Francesco Andreoli, 2014. "The Gini-Exposure Index for Measuring Segregation in Networks," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 129-168.
• García, Victoriano J. & Gómez-Déniz, Emilio & Vázquez-Polo, Francisco J., 2014. "On Modelling Insurance Data by Using a Generalized Lognormal Distribution || Sobre la modelización de datos de seguros usando una distribución lognormal generalizada," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 18(1), pages 146-162, December.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities," MPRA Paper 53769, University Library of Munich, Germany.
• Miguel Puente-Ajovín & Arturo Ramos, 2015. "On the parametric description of the French, German, Italian and Spanish city size distributions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(2), pages 489-509, March.
  • Puente-Ajovin, Miguel & Ramos, Arturo, 2014. "On the parametric description of the French, German, Italian and Spanish city size distributions," MPRA Paper 55285, University Library of Munich, Germany.
• Rubio, Francisco Javier & Steel, Mark F. J., 2014. "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper 57102, University Library of Munich, Germany.
• Pan, Chi-Hung & Emura, Takeshi, 2014. "Corrections to: Multivariate normal distribution approaches for dependently truncated data," MPRA Paper 57852, University Library of Munich, Germany.
• Carrera, César, 2014. "Tracking the Exchange Rate Management in Latin America," Working Papers 2014-020, Banco Central de Reserva del Perú.
  • César Carrera, 2015. "Tracking the Exchange Rate Management in Latin America," Working Papers 2015-28, Peruvian Economic Association.
• Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D.S. Prasada & Karunarathne, Wasana, 2014. "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," ADBI Working Papers 468, Asian Development Bank Institute.
• Balaev, Alexey, 2014. "The copula based on multivariate t-distribution with vector of degrees of freedom," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 33(1), pages 90-110.
• Kaiping Wang, 2014. "Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 65-75, December.
• David Han, 2014. "Optimum Constant-stress and Step-stress Accelerated Life Tests under Time and Cost Constraints," Working Papers 0173mss, College of Business, University of Texas at San Antonio.
• Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia, 2014. "A new framework for US city size distribution: Empirical evidence and theory," ERSA conference papers ersa14p633, European Regional Science Association.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2014. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, January.
  • James G. MacKinnon & Morten Ø. Nielsen, "undated". "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Working Paper 1240, Economics Department, Queen's University.
  • James G. MacKinnon & Morten Ørregaard Nielsen, 2010. "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers 2010-59, Department of Economics and Business Economics, Aarhus University.
• Philipp Mundt & Simone Alfarano & Mishael Milakovic, 2016. "Gibrat’s Law Redux: think profitability instead of growth," Industrial and Corporate Change, Oxford University Press, vol. 25(4), pages 549-571.
  • Philipp Mundt & Mishael Milakovic & Simone Alfarano, 2014. "Gibrat's law redux: Think profitability instead of growth," Working Papers 2014/02, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Mundt, Philipp & Milakovic, Mishael & Alfarano, Simone, 2014. "Gibrat's law redux: Think profitability instead of growth," BERG Working Paper Series 92, Bamberg University, Bamberg Economic Research Group.
• Radev, Deyan, 2014. "Assessing systemic fragility: A probabilistic perspective," SAFE Working Paper Series 70, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Christian Ewerhart, 2015. "Mixed equilibria in Tullock contests," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 59-71, September.
  • Christian Ewerhart, 2014. "Mixed equilibria in Tullock contests," ECON - Working Papers 143, Department of Economics - University of Zurich.

2013

• Simon A. Broda, 2013. "Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors," Tinbergen Institute Discussion Papers 13-001/III, Tinbergen Institute.
  • Simon A. Broda, 2013. "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers 13-04, Universiteit van Amsterdam, Dept. of Econometrics.
• Oana Ancuta Stangaciu, 2013. "Equality Of Opportunity Between Men And Women On The Labour Market – The Gender Pay Gap Within The Eu Member States," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 18.
• Oana Ancuta Stangaciu, 2013. "The Regional Assessment Of Marginal Intra-Industry Specialization," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 18.
• Ana Cecilia Rodríguez & Ana Karina Rodríguez & Verónica Liñares, 2013. "Riesgo operacional en los sistemas de pagos -Metodología VaR-," Documentos de trabajo 2013004, Banco Central del Uruguay.
• James B. Mcdonald & Jeff Sorensen & Patrick A. Turley, 2013. "Skewness And Kurtosis Properties Of Income Distribution Models," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(2), pages 360-374, June.
• Tito Yepes & Germán Ospina & Juliana Aguilar & Laura Calderón, 2013. "Indicadores del sector transporte en Colombia. Informe consolidado," Informes de Investigación 012164, Fedesarrollo.
• Yanbin Chen & Fangxing Li & Zhesheng Qiu, 2013. "Housing and Saving with Finance Imperfection," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 207-248, May.
• García, Juan Angel & Manzanares, Andrés, 2007. "What can probability forecasts tell us about inflation risks?," Working Paper Series 0825, European Central Bank.
• Hajargasht, Gholamreza & Griffiths, William E., 2013. "Pareto–lognormal distributions: Inequality, poverty, and estimation from grouped income data," Economic Modelling, Elsevier, vol. 33(C), pages 593-604.
• Kumbhakar, Subal C. & Sun, Kai, 2013. "Derivation of marginal effects of determinants of technical inefficiency," Economics Letters, Elsevier, vol. 120(2), pages 249-253.
• Sun, Kai & Kumbhakar, Subal C., 2013. "Semiparametric smooth-coefficient stochastic frontier model," Economics Letters, Elsevier, vol. 120(2), pages 305-309.
• Nadarajah, Saralees & Chan, Stephen & Afuecheta, Emmanuel, 2013. "On the characteristic function for asymmetric Student t distributions," Economics Letters, Elsevier, vol. 121(2), pages 271-274.
• Nolan, John P. & Ojeda-Revah, Diana, 2013. "Linear and nonlinear regression with stable errors," Journal of Econometrics, Elsevier, vol. 172(2), pages 186-194.
• Mikosch, Thomas & de Vries, Casper G., 2013. "Heavy tails of OLS," Journal of Econometrics, Elsevier, vol. 172(2), pages 205-221.
• Ogata, Hiroaki, 2013. "Estimation for multivariate stable distributions with generalized empirical likelihood," Journal of Econometrics, Elsevier, vol. 172(2), pages 248-254.
• McCulloch, J. Huston & Percy, E. Richard, 2013. "Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions," Journal of Econometrics, Elsevier, vol. 172(2), pages 275-282.
• Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013. "Stable mixture GARCH models," Journal of Econometrics, Elsevier, vol. 172(2), pages 292-306.
  • Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, "undated". "Stable Mixture GARCH Models," Swiss Finance Institute Research Paper Series 11-39, Swiss Finance Institute.
• Fuentes-Albero, Cristina & Melosi, Leonardo, 2013. "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, vol. 175(2), pages 132-141.
  • Cristina Fuentes-Albero & Leonardo Melosi, 2011. "Methods for Computing Marginal Data Densities from the Gibbs Output," Departmental Working Papers 201131, Rutgers University, Department of Economics.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2013. "Equilibrium exchange rate determination and multiple structural changes," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 52-66.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Equilibrium Exchange Rate Determination and Multiple Structural Changes," SIRE Discussion Papers 2010-39, Scottish Institute for Research in Economics (SIRE).
  • Hyunsok Kim & Ronald MacDonald, 2010. "Equilibrium exchange rate determination and multiple structural changes," Working Papers 2010_14, Business School - Economics, University of Glasgow.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
  • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
• Carmichael, Benoıˆt & Coën, Alain, 2013. "Asset pricing with skewed-normal return," Finance Research Letters, Elsevier, vol. 10(2), pages 50-57.
• Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy, 2013. "Canonical vine copulas in the context of modern portfolio management: Are they worth it?," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3085-3099.
• Da Silva, Sergio & Matsushita, Raul & Silveira, Eliza, 2013. "Hidden power law patterns in the top European football leagues," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5376-5386.
  • Sergio, Da Silva & Raul, Matsushita & Eliza, Silveira, 2013. "Hidden power law patterns in the top European football leagues," MPRA Paper 48226, University Library of Munich, Germany.
• Bernardi, Mauro, 2013. "Risk measures for skew normal mixtures," Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1819-1824.
  • Bernardi, Mauro, 2012. "Risk measures for Skew Normal mixtures," MPRA Paper 39828, University Library of Munich, Germany.
• Alberto Humala & Gabriel Rodriguez, 2013. "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing, vol. 30(2), pages 139-158, May.
  • Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
  • Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velazquez, 2013. "Spectral Analysis And Networks In Financial Correlation Matrices, Analisis Espectral Y Redes En Matrices De Correlacion Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(6), pages 15-28.
• Stefano Puddu, 2013. "Optimal Weights and Stress Banking Indexes," IRENE Working Papers 13-02, IRENE Institute of Economic Research.
• Markus P. A. Schneider, 2013. "Evidence for Multiple Labor Market Segments: An Entropic Analysis of US Earned Income, 1996-2007," Journal of Income Distribution, Ad libros publications inc., vol. 22(2), pages 60-98, June.
• Eduardo Fé & Richard Hofler, 2013. "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, vol. 39(3), pages 271-284, June.
  • Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," The School of Economics Discussion Paper Series 0916, Economics, The University of Manchester.
• Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
• William Horrace & Seth Richards-Shubik & Ian Wright, 2015. "Expected efficiency ranks from parametric stochastic frontier models," Empirical Economics, Springer, vol. 48(2), pages 829-848, March.
  • William Horrace & Seth Richards-Shubik, 2013. "Expected Efficiency Ranks From Parametric Stochastic Fronteir Models," Center for Policy Research Working Papers 153, Center for Policy Research, Maxwell School, Syracuse University.
• Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Working Papers 201233, University of Pretoria, Department of Economics.
  • Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013. "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers 01/2013, Navarra Center for International Development, University of Navarra.
  • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers 20/12, School of Economics and Business Administration, University of Navarra.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2014. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 89-121.
  • Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 89-121, December.
  • Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2010/19, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2010. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," SFB 649 Discussion Papers SFB649DP2010-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2011. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2011/25, Center for Financial Studies (CFS).
• Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia & María Vera-Cabello, 2015. "Size distributions for all cities: Which one is best?," Papers in Regional Science, Wiley Blackwell, vol. 94(1), pages 177-196, March.
  • González-Val, Rafael & Ramos, Arturo & Sanz, Fernando & Vera-Cabello, María, 2013. "Size Distributions for All Cities: Which One is Best?," MPRA Paper 44314, University Library of Munich, Germany.
• Yashkir, Yuriy & Yashkir, Olga, 2013. "Overnight Index Rate: Model, Calibration, and Simulation," MPRA Paper 47574, University Library of Munich, Germany.
• Rendón, Stephanie, 2013. "Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN
  [Stock crack detection using mu," MPRA Paper 47699, University Library of Munich, Germany, revised 19 May 2013.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "To the problem of evaluation of market risk of global equity index portfolio in global capital markets," MPRA Paper 47708, University Library of Munich, Germany, revised 20 Jun 2013.
• Teneng, Dean, 2013. "A note on NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper 47862, University Library of Munich, Germany.
• Da Silva, Sergio & Matsushita, Raul & Silveira, Eliza, 2013. "Hidden power law patterns in the top European football leagues," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5376-5386.
  • Sergio, Da Silva & Raul, Matsushita & Eliza, Silveira, 2013. "Hidden power law patterns in the top European football leagues," MPRA Paper 48226, University Library of Munich, Germany.
• Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia, 2013. "The accuracy of graphs to describe size distributions," Applied Economics Letters, Taylor & Francis Journals, vol. 20(17), pages 1580-1585, November.
  • González-Val, Rafael & Ramos, Arturo & Sanz-Gracia, Fernando, 2013. "The accuracy of graphs to describe size distributions," MPRA Paper 48577, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
• Bensalma, Ahmed, 2013. "Simple Fractional Dickey Fuller test," MPRA Paper 50315, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Buc," MPRA Paper 51046, University Library of Munich, Germany.
• Ramos, Arturo & Sanz-Gracia, Fernando & González-Val, Rafael, 2013. "A new framework for the US city size distribution: Empirical evidence and theory," MPRA Paper 52190, University Library of Munich, Germany.
• Shutes, Karl & Adcock, Chris, 2013. "Regularized Skew-Normal Regression," MPRA Paper 52217, University Library of Munich, Germany, revised 11 Dec 2013.
• Tsagris, Michail & Beneki, Christina & Hassani, Hossein, 2013. "On the Folded Normal Distribution," MPRA Paper 53748, University Library of Munich, Germany.
• Shutes, Karl & Adcock, Chris, 2013. "Regularized Extended Skew-Normal Regression," MPRA Paper 58445, University Library of Munich, Germany, revised 09 Sep 2014.
• Catalina Bolancé & Ramon Alemany & Montserrat Guillén, 2013. "Sistema Público De Dependencia Y Reducción Del Coste Individual De Cuidados A Lo Largo De La Vida," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 21(1), pages 97-117, Spring.
• Carlo Domenico Mottura & Luca Passalacqua, 2013. "Default dependence structure effects on the valuation of government guarantees," Departmental Working Papers of Economics - University 'Roma Tre' 0177, Department of Economics - University Roma Tre.
• Rafael González-Val, 2011. "Deviations from Zipf’s Law for American Cities," Urban Studies, Urban Studies Journal Limited, vol. 48(5), pages 1017-1035, April.
• Christian Ewerhart, 2013. "Regular type distributions in mechanism design and $$\rho $$ -concavity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(3), pages 591-603, August.
• Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia, 2013. "The accuracy of graphs to describe size distributions," Applied Economics Letters, Taylor & Francis Journals, vol. 20(17), pages 1580-1585, November.
  • González-Val, Rafael & Ramos, Arturo & Sanz-Gracia, Fernando, 2013. "The accuracy of graphs to describe size distributions," MPRA Paper 48577, University Library of Munich, Germany.
• W. A. Razzak, 2013. "Predicting instability," Applied Economics, Taylor & Francis Journals, vol. 45(23), pages 3305-3315, August.
  • Razzak, Weshah, 2010. "Predicting Instability," MPRA Paper 22804, University Library of Munich, Germany.
  • Razzak, Weshah, 2012. "Predicting Instability," MPRA Paper 52463, University Library of Munich, Germany.
• Simon A. Broda, 2013. "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers 13-04, Universiteit van Amsterdam, Dept. of Econometrics.
  • Simon A. Broda, 2013. "Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors," Tinbergen Institute Discussion Papers 13-001/III, Tinbergen Institute.
• Barbara Casu & Alessandra Ferrari & Tianshu Zhao, 2013. "Regulatory Reform and Productivity Change in Indian Banking," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 1066-1077, July.
• David Han & Debasis Kundu, 2013. "Inference for a step-stress model with competing risks from the GE distribution under Type-I censoring," Working Papers 0181mss, College of Business, University of Texas at San Antonio.
• Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013. "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers 2013:22, Department of Economics, University of Venice "Ca' Foscari".
• Radev, Deyan, 2013. "Systemic risk and sovereign debt in the Euro area," SAFE Working Paper Series 37, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.

2012

• Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.
  • Deschamps, Philippe J., 2011. "Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models," DQE Working Papers 16, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 09 Jun 2012.
• Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
  • Carol Alexander & Jose Maria Sarabia, 2010. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2010-09, Henley Business School, Reading University.
  • Carol Alexander & Gauss M. Cordeiro & Edwin M. M. Ortega & José María Sarabia, 2011. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2011-05, Henley Business School, Reading University.
• Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas, 2012. "A statistical equilibrium model of competitive firms," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 136-149.
  • Irle, Albrecht & Milaković, Mishael & Alfarano, Simone & Kauschke, Jonas, 2008. "A Statistical Equilibrium Model of Competitive Firms," Economics Working Papers 2008-10, Christian-Albrechts-University of Kiel, Department of Economics.
• Tsionas, Efthymios G., 2012. "Maximum likelihood estimation of stochastic frontier models by the Fourier transform," Journal of Econometrics, Elsevier, vol. 170(1), pages 234-248.
• Goddard, John & Onali, Enrico, 2012. "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 1-11.
  • John Goddard & Enrico Onali, 2014. "Self-affinity in financial asset returns," Papers 1401.7170, arXiv.org.
• Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam, 2012. "A maximum-entropy approach to the linear credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 216-221.
• Segarra, Agustí & Teruel, Mercedes, 2012. "An appraisal of firm size distribution: Does sample size matter?," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 314-328.
• Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2012. "Impairment and negative equity in the Irish mortgage market," Journal of Housing Economics, Elsevier, vol. 21(3), pages 256-268.
  • Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2011. "Impairment and Negative Equity in the Irish Mortgage Market," Research Technical Papers 9/RT/11, Central Bank of Ireland.
• Dominique Guégan & Wayne Tarrant, 2012. "On the necessity of five risk measures," Annals of Finance, Springer, vol. 8(4), pages 533-552, November.
  • Dominique Guegan & Wayne Tarrant, 2010. "On the necessity of five risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460901, HAL.
  • Dominique Guegan & Wayne Tarrant, 2012. "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721339, HAL.
  • Dominique Guegan & Wayne Tarrant, 2010. "On the necessity of five risk measures," Documents de travail du Centre d'Economie de la Sorbonne 10005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Dominique Guegan & Wayne Tarrant, 2011. "Viewing risk measures as information," Documents de travail du Centre d'Economie de la Sorbonne 11054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Wayne Tarrant, 2012. "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721350, HAL.
  • Dominique Guegan & Wayne Tarrant, 2011. "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639489, HAL.
• Olivier Peron & Serge Rey, 2012. "Trade and convergence of per capita income in the Indian Ocean Zone, 1950–2008," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(3), pages 657-683, December.
  • Olivier Peron & Serge Rey, 2012. "Trade and Convergence of Per Capita Income in the Indian Ocean Zone, 1950-2008," Post-Print hal-01885296, HAL.
• Ahmed Bensaida, 2012. "Improving the Forecasting Power of Volatility Models," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 51-64, July.
• Francesco Andreoli & Claudio Zoli, 2012. "On the Measurement of Dissimilarity and Related Orders," Working Papers 274, ECINEQ, Society for the Study of Economic Inequality.
• José M. Albert & Nikolaos Georgantzis & Jorge Mateu & José I. Silva, 2012. "The agglomeration effect of the Athens 2004 Olympic Games," Working Papers 2012/02, Economics Department, Universitat Jaume I, Castellón (Spain).
• Dominique Guégan & Wayne Tarrant, 2012. "On the necessity of five risk measures," Annals of Finance, Springer, vol. 8(4), pages 533-552, November.
  • Dominique Guegan & Wayne Tarrant, 2010. "On the necessity of five risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460901, HAL.
  • Dominique Guegan & Wayne Tarrant, 2012. "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721339, HAL.
  • Dominique Guegan & Wayne Tarrant, 2010. "On the necessity of five risk measures," Documents de travail du Centre d'Economie de la Sorbonne 10005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Fabio Clementi & Mauro Gallegati & Giorgio Kaniadakis, 2012. "A new model of income distribution: the κ-generalized distribution," Journal of Economics, Springer, vol. 105(1), pages 63-91, January.
• Sheng-Kai Chang & Yi-Yi Chen & Hung-Jen Wang, 2012. "A Bayesian estimator for stochastic frontier models with errors in variables," Journal of Productivity Analysis, Springer, vol. 38(1), pages 1-9, August.
• William Horrace & Seth Richards-Shubik, 2012. "A Monte Carlo study of ranked efficiency estimates from frontier models," Journal of Productivity Analysis, Springer, vol. 38(2), pages 155-165, October.
• Gholamreza Hajargasht and William E. Griffiths, 2012. "Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance," Department of Economics - Working Papers Series 1149, The University of Melbourne.
• Matheus Albergaria de Magalhães & Victor Nunes Toscano, 2012. "Assimetria e concentração: um estudo empírico da distribuição de investimentos previstos para o Estado do Espírito Santo, 2009-2014 [Asymmetry and concentration: an empirical study of the predicted in," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 22(2), pages 333-377, May-Augus.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015. "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 594-616, May.
  • Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012. "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series 021, University of Pavia, Department of Economics and Management.
• Syeda Rabab Mudakkar & Jamshed Y. Uppal, 2012. "Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 399-417.
• Chalabi, Yohan / Y. & Scott, David J & Wuertz, Diethelm, 2012. "An asymmetry-steepness parameterization of the generalized lambda distribution," MPRA Paper 37814, University Library of Munich, Germany.
• Bernardi, Mauro, 2013. "Risk measures for skew normal mixtures," Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1819-1824.
  • Bernardi, Mauro, 2012. "Risk measures for Skew Normal mixtures," MPRA Paper 39828, University Library of Munich, Germany.
• Panait, Iulian & Constantinescu, Alexandru, 2012. "Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012," MPRA Paper 44249, University Library of Munich, Germany.
• W. A. Razzak, 2013. "Predicting instability," Applied Economics, Taylor & Francis Journals, vol. 45(23), pages 3305-3315, August.
  • Razzak, Weshah, 2010. "Predicting Instability," MPRA Paper 22804, University Library of Munich, Germany.
  • Razzak, Weshah, 2012. "Predicting Instability," MPRA Paper 52463, University Library of Munich, Germany.
• Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers 20/12, School of Economics and Business Administration, University of Navarra.
  • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Working Papers 201233, University of Pretoria, Department of Economics.
  • Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013. "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers 01/2013, Navarra Center for International Development, University of Navarra.
• Diana Bílková, 2012. "Recent Development of the Wage and Income Distribution in the Czech Republic," Prague Economic Papers, University of Economics, Prague, vol. 2012(2), pages 233-250.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2014. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, January.
  • James G. MacKinnon & Morten Ørregaard Nielsen, 2010. "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers 2010-59, Department of Economics and Business Economics, Aarhus University.
  • James G. MacKinnon & Morten Ø. Nielsen, 2010. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Working Paper 1240, Economics Department, Queen's University.
• Federico Belotti & Giuseppe Ilardi, 2012. "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper 231, Tor Vergata University, CEIS, revised 18 Apr 2012.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
  • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
• Olivier Peron & Serge Rey, 2012. "Trade and convergence of per capita income in the Indian Ocean Zone, 1950–2008," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(3), pages 657-683, December.
  • Olivier Peron & Serge Rey, 2012. "Trade and Convergence of Per Capita Income in the Indian Ocean Zone, 1950-2008," Post-Print hal-01885296, HAL.
• M. Herrerías, 2012. "Weighted convergence and regional growth in China: an alternative approach (1952–2008)," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(3), pages 685-718, December.
• Cassio Neri & Lorenz Schneider, 2012. "Maximum entropy distributions inferred from option portfolios on an asset," Finance and Stochastics, Springer, vol. 16(2), pages 293-318, April.
• Qian Chen & David E. Giles & Hui Feng, 2012. "The extreme-value dependence between the Chinese and other international stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1147-1160, July.
  • David E. Giles, 2010. "The Extreme-Value Dependence Between the Chinese and Other International Stock Markets," Econometrics Working Papers 1003, Department of Economics, University of Victoria.
• Sandro Sapio, 2012. "Modeling the distribution of day-ahead electricity returns: a comparison," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1935-1949, December.
  • Sandro Sapio, 2009. "Modelling the distribution of day-ahead electricity returns: a comparison," LEM Papers Series 2009/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Rafael GONZÀLEZ-VAL, 2012. "Zipf’S Law: Main Issues In Empirical Work," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 36, pages 147-164.
• Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Working Papers 201233, University of Pretoria, Department of Economics.
  • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers 20/12, School of Economics and Business Administration, University of Navarra.
  • Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013. "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers 01/2013, Navarra Center for International Development, University of Navarra.
• Takaaki Ohnishi & Takayuki Mizuno & Chihiro Shimizu & Tsutomu Watanabe, 2012. "Detecting Real Estate Bubbles: A New Approach Based on the Cross-Sectional Dispersion of Property Prices," UTokyo Price Project Working Paper Series 006, University of Tokyo, Graduate School of Economics, revised Apr 2013.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
  • Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
  • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
• David E. Giles, 2012. "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications," Econometrics Working Papers 1201, Department of Economics, University of Victoria.
• David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1203, Department of Economics, University of Victoria.
  • David E. Giles, 2017. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1703, Department of Economics, University of Victoria.
• Völker, Florian & Cremers, Heinz & Panzer, Christof, 2012. "Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk," Frankfurt School - Working Paper Series 198, Frankfurt School of Finance and Management.
• Melanie Krause, 2014. "Parametric Lorenz Curves and the Modality of the Income Density Function," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 905-929, December.
  • Krause, Melanie, 2012. "Parametric Lorenz Curves and the Modality of the Income Density Function," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 67390, Verein für Socialpolitik / German Economic Association.

2011

• Calabrese, Chiara & Mack, Gabriele, 2011. "Evaluation of political control instruments for the Swiss alpine region," 122nd Seminar, February 17-18, 2011, Ancona, Italy 99370, European Association of Agricultural Economists.
• Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
• Michele Leonardo Bianchi & Maria Grazia Miele, 2011. "Italian open-end funds: performance of asset management companies," Temi di discussione (Economic working papers) 795, Bank of Italy, Economic Research and International Relations Area.
• Charle Augusto Llondoño, 2011. "Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAViaR para el mercado de valores colombi," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 29(64), pages 62-109, July.
  • Charle Augusto Londoño, 2011. "Regresión del cuantil aplicada al modelo de redes neuronales artificiales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 62-109, July.
• José Renato Haas Ornelas & Marcelo Yoshio Takami, 2011. "Recovering Risk-Neutral Densities from Brazilian Interest Rate Options," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(1), pages 9-26.
• Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2012. "Impairment and negative equity in the Irish mortgage market," Journal of Housing Economics, Elsevier, vol. 21(3), pages 256-268.
  • Kelly, Robert & McCarthy, Yvonne & McQuinn, Kieran, 2011. "Impairment and Negative Equity in the Irish Mortgage Market," Research Technical Papers 9/RT/11, Central Bank of Ireland.
• Diego Jara & Felipe Parra & Alvaro Riascos & Mauricio Romero, 2011. "Análisis digital y detección de elecciones atípicas," Documentos CEDE 009064, Universidad de los Andes - CEDE.
• Álvaro Riascos & Diego Jara & Felipe Parra & Mauricio Romero, 2011. "Análisis digital y detección de elecciones atípicas en Colombia," Documentos CEDE 009247, Universidad de los Andes - CEDE.
• Charle Augusto Londoño, 2011. "Regresión del cuantil aplicada al modelo de redes neuronales artificiales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 62-109, July.
  • Charle Augusto Llondoño, 2011. "Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAViaR para el mercado de valores colombi," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 29(64), pages 62-109, July.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, "undated". "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
  • Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
  • Alberto Holly & Alain Montfort & Michael Rockinger, 2008. "Fourth order pseudo maximum likelihood methods," Working Papers 0802, University of Lausanne, Institute of Health Economics and Management (IEMS).
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, "undated". "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
  • Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
  • Alberto Holly & Alain Montfort & Michael Rockinger, 2008. "Fourth order pseudo maximum likelihood methods," Working Papers 0802, University of Lausanne, Institute of Health Economics and Management (IEMS).
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
• Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas, 2011. "Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 325-334.
• Lucian Liviu Albu & Ion Ghizdeanu & Cristian Stanica, 2011. "Spatial Distribution of the Informal Economy. A Theoretical and Empirical Investigation," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2011(1), pages 63-80.
• Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.
  • Deschamps, Philippe J., 2011. "Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models," DQE Working Papers 16, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 09 Jun 2012.
• Dominique Guegan & Wayne Tarrant, 2011. "Viewing risk measures as information," Documents de travail du Centre d'Economie de la Sorbonne 11054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Wayne Tarrant, 2011. "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639489, HAL.
  • Dominique Guegan & Wayne Tarrant, 2012. "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721350, HAL.
• Bicaba, Zorobabel & Kapp, Daniel & Molteni, Francesco, 2014. "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Economic Modelling, Elsevier, vol. 43(C), pages 346-360.
  • Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Documents de travail du Centre d'Economie de la Sorbonne 11064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises : The role of macroeconomic fundamentals and crises management policies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639869, HAL.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, "undated". "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
  • Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
  • Alberto Holly & Alain Montfort & Michael Rockinger, 2008. "Fourth order pseudo maximum likelihood methods," Working Papers 0802, University of Lausanne, Institute of Health Economics and Management (IEMS).
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
• Kibria, B. M. Golam & Månsson, Kristofer & Shukur, Ghazi, 2011. "A Ridge Regression estimator for the zero-inflated Poisson model," Working Paper Series in Economics and Institutions of Innovation 257, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Biørn, Erik & R. Wangen, Knut, 2011. "Models of Truncation, Sample Selection, and Limited Dependent Variables: Suggestions for a Common Language," Memorandum 18/2011, Oslo University, Department of Economics.
• Fujimoto, S. & Ishikawa, A. & Mizuno, T. & Watanabe, T., 2011. "A New Method for Measuring Tail Exponents of Firm Size Distributions," Working Paper Series 7, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
• Wim Schoutens & Geert Damme, 2011. "The β-variance gamma model," Review of Derivatives Research, Springer, vol. 14(3), pages 263-282, October.
• Marossy, Zita, 2011. "A villamos energia áralakulásának egy új modellje
  [A new model for price movement in electric power]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 253-274.
• Michael Pohl, 2011. "Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe," Credit and Capital Markets, Credit and Capital Markets, vol. 44(2), pages 243-278.
• James McDonald & Patrick A. Turley & Jeff Sorensen, 2011. "Skewness and Kurtosis Properties of Income Distribution Models," LIS Working papers 569, LIS Cross-National Data Center in Luxembourg.
• Jitka Pomenkova & Roman Marsalek, 2011. "Time and frequency domain in the business cycle structure," MENDELU Working Papers in Business and Economics 2011-07, Mendel University in Brno, Faculty of Business and Economics.
• Gholamreza Hajargsht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich, 2011. "GMM Estimation of Income Distributions from Grouped Data," Department of Economics - Working Papers Series 1129, The University of Melbourne.
• Dominique Guegan & Wayne Tarrant, 2011. "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639489, HAL.
  • Dominique Guegan & Wayne Tarrant, 2011. "Viewing risk measures as information," Documents de travail du Centre d'Economie de la Sorbonne 11054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Wayne Tarrant, 2012. "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721350, HAL.
• Bicaba, Zorobabel & Kapp, Daniel & Molteni, Francesco, 2014. "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Economic Modelling, Elsevier, vol. 43(C), pages 346-360.
  • Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises : The role of macroeconomic fundamentals and crises management policies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639869, HAL.
  • Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Documents de travail du Centre d'Economie de la Sorbonne 11064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011. "Skew-normal shocks in the linear state space form DSGE model," NBP Working Papers 101, Narodowy Bank Polski, Economic Research Department.
• Todor Kaloyanov, 2011. "About the Measures of Skewness and Kurtosis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 22-33, Janyary.
• Alberto Humala & Gabriel Rodriguez, 2013. "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing, vol. 30(2), pages 139-158, May.
  • Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
  • Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Joanna Janczura & Rafal Weron, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," Papers 1102.3712, arXiv.org.
  • Janczura, Joanna & Weron, Rafal, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," MPRA Paper 28959, University Library of Munich, Germany.
  • Joanna Janczura & Rafal Weron, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," HSC Research Reports HSC/11/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Dominique, C-René & Rivera-Solis, Luis Eduardo, 2011. "Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index," MPRA Paper 34860, University Library of Munich, Germany.
• Ciuiu, Daniel, 2011. "Homogeneity tests for Levy processes and applications," MPRA Paper 36457, University Library of Munich, Germany, revised Nov 2011.
• Cantillo, Andres, 2011. "The first statement of the formula for the Normal Curve," MPRA Paper 49779, University Library of Munich, Germany.
• Radkov, Petar & Minkova, Leda, 2011. "Assessing bank's default probability using the ASRF model," MPRA Paper 60186, University Library of Munich, Germany.
• Alexey Balaev, 2011. "Modeling multivariate parametric densities of financial returns (in Russian)," Quantile, Quantile, issue 9, pages 39-60, July.
• Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
  • Carol Alexander & Jose Maria Sarabia, 2010. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2010-09, Henley Business School, Reading University.
  • Carol Alexander & Gauss M. Cordeiro & Edwin M. M. Ortega & José María Sarabia, 2011. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2011-05, Henley Business School, Reading University.
• Balaev , Alexey, 2011. "Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 23(3), pages 79-97.
• Anghelache, Gabriela Victoria & Cozmanca, Bogdan Octavian & Radu, Alina Nicoleta, 2011. "Operational Risk Modelling and Capital Adequacy – are There any Rewards in Greater Complexity?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 108-131, September.
• Fuentes-Albero, Cristina & Melosi, Leonardo, 2013. "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, vol. 175(2), pages 132-141.
  • Cristina Fuentes-Albero & Leonardo Melosi, 2011. "Methods for Computing Marginal Data Densities from the Gibbs Output," Departmental Working Papers 201131, Rutgers University, Department of Economics.
• Farkhondeh HASSANDOUST & Mehdy FARZANEH, 2011. "Reviewing The Influence Of IT Applications Such As Implementing Online Distribution Channels In Hotel Industry," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 1(4), pages 1-7, June.
• David Scott & Diethelm Würtz & Christine Dong & Thanh Tran, 2011. "Moments of the generalized hyperbolic distribution," Computational Statistics, Springer, vol. 26(3), pages 459-476, September.
  • Scott, David J & Würtz, Diethelm & Dong, Christine & Tran, Thanh Tam, 2009. "Moments of the generalized hyperbolic distribution," MPRA Paper 19081, University Library of Munich, Germany.
• José Murteira & Óscar Lourenço, 2011. "Health care utilization and self-assessed health: specification of bivariate models using copulas," Empirical Economics, Springer, vol. 41(2), pages 447-472, October.
  • José M. R. Murteira & Óscar D. Lourenço, 2007. "Health Care Utilization and Self-Assessed Health Specification of Bivariate Models Using Copulas," Health, Econometrics and Data Group (HEDG) Working Papers 07/27, HEDG, c/o Department of Economics, University of York.
• Ying Xie & David Giles, 2011. "A survival analysis of the approval of US patent applications," Applied Economics, Taylor & Francis Journals, vol. 43(11), pages 1375-1384.
  • Ying Xie & David E. Giles, 2007. "A Survival Analysis of the Approval of U.S. Patent Applications," Econometrics Working Papers 0707, Department of Economics, University of Victoria.
• Dinghai Xu & John Knight, 2011. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 25-50.
  • Dinghai Xu & John Knight, 2008. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Working Papers 08006, University of Waterloo, Department of Economics.
• Redouane Elkamhia & Denitsa Stefanova, 2011. "Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection," Tinbergen Institute Discussion Papers 11-028/2/DSF10, Tinbergen Institute.
• Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011. "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers 11-078/2/DSF22, Tinbergen Institute.
• Jacob Schwartz & David E. Giles, 2011. "Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution," Econometrics Working Papers 1102, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2011. "On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution," Econometrics Working Papers 1104, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng, 2009. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 0902, Department of Economics, University of Victoria.
  • David E. Giles & Hui Feng & Ryan T. Godwin, 2011. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 1105, Department of Economics, University of Victoria.
• Jacob Schwartz & Ryan T. Godwin & David E. Giles, 2011. "Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution," Econometrics Working Papers 1109, Department of Economics, University of Victoria.
• Joanna Janczura & Rafal Weron, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," Papers 1102.3712, arXiv.org.
  • Joanna Janczura & Rafal Weron, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," HSC Research Reports HSC/11/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  • Janczura, Joanna & Weron, Rafal, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," MPRA Paper 28959, University Library of Munich, Germany.
• Joanna Janczura & Sebastian Orzel & Agnieszka Wylomanska, 2011. "Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description," HSC Research Reports HSC/11/03, Hugo Steinhaus Center, Wroclaw University of Technology.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2014. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 89-121.
  • Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 89-121, December.
  • Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2010/19, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2011. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2011/25, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2010. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," SFB 649 Discussion Papers SFB649DP2010-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Fujimoto, Shouji & Ishikawa, Atushi & Mizuno, Takayuki & Watanabe, Tsutomu, 2011. "A new method for measuring tail exponents of firm size distributions," Economics Discussion Papers 2011-29, Kiel Institute for the World Economy (IfW).
• Fujimoto, Shouji & Ishikawa, Atushi & Mizuno, Takayuki & Watanabe, Tsutomu, 2011. "A new method for measuring tail exponents of firm size distributions," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 5, pages 1-20.
• Frahm, Gabriel & Wiechers, Christof, 2011. "On the diversification of portfolios of risky assets," Discussion Papers in Econometrics and Statistics 2/11, University of Cologne, Institute of Econometrics and Statistics.

2010

• Martin Paldam, 2010. "A check of Maddison’s gdp data. Benford’s Law with some range problems," Economics Working Papers 2010-18, Department of Economics and Business Economics, Aarhus University.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2014. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, January.
  • James G. MacKinnon & Morten Ø. Nielsen, "undated". "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Working Paper 1240, Economics Department, Queen's University.
  • James G. MacKinnon & Morten Ørregaard Nielsen, 2010. "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers 2010-59, Department of Economics and Business Economics, Aarhus University.
• Hans Lööf, 2010. "Are Services Different Exporters?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(1), pages 99-117.
  • Lööf, Hans, 2009. "Are Services Different Exporters?," Working Paper Series in Economics and Institutions of Innovation 205, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., 2010. "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(02), pages 303-319, May.
  • Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., 2010. "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(2), May.
• James G. MacKinnon, 1990. "Critical Values for Cointegration Tests," Working Papers 1227, Queen's University, Department of Economics.
  • MacKinnon, James G., 2010. "Critical Values for Cointegration Tests," Queen's Economics Department Working Papers 273723, Queen's University - Department of Economics.
  • James G. MacKinnon, 2010. "Critical Values for Cointegration Tests," Working Papers 1227, Queen's University, Department of Economics.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2014. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, January.
  • James G. MacKinnon & Morten Ørregaard Nielsen, 2010. "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers 2010-59, Department of Economics and Business Economics, Aarhus University.
  • MacKinnon, James G. & Orregaard Nielsen, Morten, 2010. "Numerical Distribution Functions of Fractional Unit Root and Cointegration Tests," Queen's Economics Department Working Papers 273739, Queen's University - Department of Economics.
  • James G. MacKinnon & Morten Ørregaard Nielsen, 2012. "Numerical distribution functions of fractional unit root and cointegration tests," Working Papers 1240, Queen's University, Department of Economics.
• John Dinardo & Jason Winfree, 2010. "The Law Of Genius And Home Runs Refuted," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 51-64, January.
• Andreas Diekmann & Ben Jann, 2010. "Benford's Law and Fraud Detection: Facts and Legends," German Economic Review, Verein für Socialpolitik, vol. 11, pages 397-401, August.
  • Andreas Diekmann & Ben Jann, 2010. "Benford's Law and Fraud Detection. Facts and Legends," ETH Zurich Sociology Working Papers 8, ETH Zurich, Chair of Sociology.
• Kim P. Huynh & Luke Ignaczak & Marcel-Cristian Voia, 2010. "Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter," Carleton Economic Papers 10-02, Carleton University, Department of Economics.
• Seamus Hogan & Laura Meriluoto, 2010. "A Note on the Probability of Winning a Lottery when the Number of Competitors is a Binomial Random Variable," Working Papers in Economics 10/48, University of Canterbury, Department of Economics and Finance.
• Andrés Mauricio Mendoza Piñeros & José Alfredo Jiménez Moscoso, 2010. "Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, June.
• Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(02), pages 469-500, April.
  • Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Walter Beckert & Daniel McFadden, 2007. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP28/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Walter Beckert & Daniel McFadden, 2005. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP06/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., 2010. "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 42(2), May.
  • Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., 2010. "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(02), pages 303-319, May.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2013. "Equilibrium exchange rate determination and multiple structural changes," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 52-66.
  • Hyunsok Kim & Ronald MacDonald, 2010. "Equilibrium exchange rate determination and multiple structural changes," Working Papers 2010_14, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Equilibrium Exchange Rate Determination and Multiple Structural Changes," SIRE Discussion Papers 2010-39, Scottish Institute for Research in Economics (SIRE).
• Amengual, Dante & Sentana, Enrique, 2010. "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
• Miller, J. Isaac & Park, Joon Y., 2010. "Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory," Journal of Econometrics, Elsevier, vol. 155(1), pages 83-89, March.
  • Joon Y. Park & J. Isaac Miller, 2004. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Econometric Society 2004 North American Summer Meetings 597, Econometric Society.
  • J. Isaac Miller & Joon Y. Park, 2008. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Working Papers 0801, Department of Economics, University of Missouri.
• Wang, Hung-Jen & Ho, Chia-Wen, 2010. "Estimating fixed-effect panel stochastic frontier models by model transformation," Journal of Econometrics, Elsevier, vol. 157(2), pages 286-296, August.
  • Wang, Hung-Jen & Ho, Chia-Wen, 2009. "Estimating fixed-effect panel stochastic frontier models by model transformation," MPRA Paper 31081, University Library of Munich, Germany.
• Zhu, Dongming & Galbraith, John W., 2010. "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, vol. 157(2), pages 297-305, August.
  • Dongming Zhu & John Galbraith, 2009. "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers 2009s-13, CIRANO.
  • John Galbraith & Dongming Zhu, 2009. "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers 2009-02, McGill University, Department of Economics.
• Chen, Ying & Härdle, Wolfgang & Spokoiny, Vladimir, 2010. "GHICA -- Risk analysis with GH distributions and independent components," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 255-269, March.
  • Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2006. "GHICA - Risk Analysis with GH Distributions and Independent Components," SFB 649 Discussion Papers SFB649DP2006-078, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Kaizoji, Taisei, 2010. "Stock volatility in the periods of booms and stagnations," MPRA Paper 23727, University Library of Munich, Germany.
  • Taisei Kaizoji, 2010. "Stock volatility in the periods of booms and stagnations," EERI Research Paper Series EERI_RP_2010_07, Economics and Econometrics Research Institute (EERI), Brussels.
• Andreas Diekmann & Ben Jann, 2010. "Benford's Law and Fraud Detection: Facts and Legends," German Economic Review, Verein für Socialpolitik, vol. 11, pages 397-401, August.
  • Andreas Diekmann & Ben Jann, 2010. "Benford's Law and Fraud Detection. Facts and Legends," ETH Zurich Sociology Working Papers 8, ETH Zurich, Chair of Sociology.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 281-294, November.
  • Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES 2010/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2010.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 281-294, November.
  • Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES 2010/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2010.
• Marina Turuntseva & Tatiana Kiblitskaya, 2010. "Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 135P.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2013. "Equilibrium exchange rate determination and multiple structural changes," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 52-66.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Equilibrium Exchange Rate Determination and Multiple Structural Changes," SIRE Discussion Papers 2010-39, Scottish Institute for Research in Economics (SIRE).
  • Hyunsok Kim & Ronald MacDonald, 2010. "Equilibrium exchange rate determination and multiple structural changes," Working Papers 2010_14, Business School - Economics, University of Glasgow.
• Dominique Guégan & Wayne Tarrant, 2012. "On the necessity of five risk measures," Annals of Finance, Springer, vol. 8(4), pages 533-552, November.
  • Dominique Guegan & Wayne Tarrant, 2010. "On the necessity of five risk measures," Documents de travail du Centre d'Economie de la Sorbonne 10005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Wayne Tarrant, 2010. "On the necessity of five risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460901, HAL.
  • Dominique Guegan & Wayne Tarrant, 2012. "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721339, HAL.
• Hayette Gatfaoui, 2010. "Investigating the dependence structure between credit default swap spreads and the U.S. financial market," Annals of Finance, Springer, vol. 6(4), pages 511-535, October.
  • Hayette Gatfaoui, 2010. "Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market," Post-Print hal-00565525, HAL.
• Zied Ftiti, 2009. "The Macroeconomic Performance of the Inflation Targeting Policy: An Approach Based on the Evolutionary Co-spectral Analysis," Working Papers 0918, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Zied Ftiti, 2010. "The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis," Post-Print halshs-00550458, HAL.
• Maria Grith & Volker Krätschmer, 2010. "Parametric estimation of risk neutral density functions," SFB 649 Discussion Papers SFB649DP2010-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
  • Szymon Borak & Adam Misiorek & RafaÅ‚ Weron, 2010. "Models for Heavy-tailed Asset Returns," SFB 649 Discussion Papers SFB649DP2010-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2014. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 89-121.
  • Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 89-121, December.
  • Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2010/19, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2011. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2011/25, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2010. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," SFB 649 Discussion Papers SFB649DP2010-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Rob Vos & Marco V. Sánchez, 2010. "A non-parametric microsimulation approach to assess changes in inequality and poverty," International Journal of Microsimulation, International Microsimulation Association, vol. 3(1), pages 8-23.
  • Rob Vos & Marco V. Sánchez, 2010. "A Non-Parametric Microsimulation Approach to Assess Changes in Inequality and Poverty," Working Papers 94, United Nations, Department of Economics and Social Affairs.
• Yoshihiko Sugihara & Nobuyuki Oda, 2010. "An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes," IMES Discussion Paper Series 10-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
• Enlinson Mattos & Vladimir Ponczek, 2010. "Information matrix test An application using Pareto’s original income distribution data," Journal of Income Distribution, Ad libros publications inc., vol. 19(1), pages 20-32, March.
• Hayette Gatfaoui, 2010. "Investigating the dependence structure between credit default swap spreads and the U.S. financial market," Annals of Finance, Springer, vol. 6(4), pages 511-535, October.
  • Hayette Gatfaoui, 2010. "Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market," Post-Print hal-00565525, HAL.
• Katja Ignatieva & Eckhard Platen, 2010. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(3), pages 261-302, September.
  • Katja Ignatieva & Eckhard Platen, 2009. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series 265, Quantitative Finance Research Centre, University of Technology, Sydney.
• Antoni Bosch-Domènech & José Montalvo & Rosemarie Nagel & Albert Satorra, 2010. "A finite mixture analysis of beauty-contest data using generalized beta distributions," Experimental Economics, Springer;Economic Science Association, vol. 13(4), pages 461-475, December.
• Beatriz Mendes & Mariângela Semeraro & Ricardo Leal, 2010. "Pair-copulas modeling in finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(2), pages 193-213, June.
• Andreas Behr & Ulrich Pötter, 2010. "What determines wage differentials across the EU?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(1), pages 101-120, March.
  • Simone Alfarano & Thomas Lux, 2006. "Extreme Value Theory as a Theoretical Background for Power Law Behaviour," Working Papers wpn06-02, Warwick Business School, Finance Group.
• Bouaddi, Mohammed & Larocque, Denis & Normandin, Michel, 2015. "Equity premia and state-dependent risks," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 393-409.
  • Mohammed Bouaddi & Denis Larocque & Michel Normandin, 2010. "Equity Premia and State-Dependent Risks," Cahiers de recherche 1019, CIRPEE.
• Stefan Hlawatsch & Sebastian Ostrowski, 2010. "Simulation and Estimation of Loss Given Default," FEMM Working Papers 100010, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Stefan Hlawatsch & Peter Reichling, 2010. "Konstruktion und Anwendung von Copulas in der Finanzwirtschaft," FEMM Working Papers 100016, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Stefan Hlawatsch & Peter Reichling, 2010. "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers 100017, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Dominique Guégan & Wayne Tarrant, 2012. "On the necessity of five risk measures," Annals of Finance, Springer, vol. 8(4), pages 533-552, November.
  • Dominique Guegan & Wayne Tarrant, 2010. "On the necessity of five risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460901, HAL.
  • Dominique Guegan & Wayne Tarrant, 2010. "On the necessity of five risk measures," Documents de travail du Centre d'Economie de la Sorbonne 10005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Wayne Tarrant, 2012. "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721339, HAL.
• Brendan P.M. McCabe & Gael Martin & Keith Freeland, 2010. "A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data," Monash Econometrics and Business Statistics Working Papers 2/10, Monash University, Department of Econometrics and Business Statistics.
• Penikas, H., 2010. "Financial Applications of Copula-Models," Journal of the New Economic Association, New Economic Association, issue 7, pages 24-44.
• Todor Kaloianov, 2010. "Necessity of Use and Cognition Sense of Moments of Higher Rank (Asymmetry and Excess Coefficients)," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 69-82, Janyary.
• Balakrishna, BS, 2010. "Alpha-root Processes for Derivatives pricing," MPRA Paper 19949, University Library of Munich, Germany.
• Mishra, SK, 2010. "A note on empirical sample distribution of journal impact factors in major discipline groups," MPRA Paper 20747, University Library of Munich, Germany.
• Mishra, SK, 2010. "Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters," MPRA Paper 20919, University Library of Munich, Germany.
• Mishra, SK, 2010. "Temporal changes in the parameters of statistical distribution of journal impact factor," MPRA Paper 21263, University Library of Munich, Germany.
• Mailu, Stephen & Kuloba, Bernard & Ruto, Eric & Nyangena, Wilfred, 2010. "Effect of cropping policy on landowner reactions towards wildlife: a case of Naivasha area, Kenya," MPRA Paper 21308, University Library of Munich, Germany.
• González-Val, Rafael & Ramos, Arturo & Sanz-Gracia, Fernando, 2010. "On the best functions to describe city size distributions," MPRA Paper 21921, University Library of Munich, Germany.
• Kontek, Krzysztof, 2010. "Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments," MPRA Paper 22268, University Library of Munich, Germany.
• Kontek, Krzysztof, 2010. "Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments," MPRA Paper 22378, University Library of Munich, Germany.
• Taisei Kaizoji, 2010. "Stock volatility in the periods of booms and stagnations," EERI Research Paper Series EERI_RP_2010_07, Economics and Econometrics Research Institute (EERI), Brussels.
  • Kaizoji, Taisei, 2010. "Stock volatility in the periods of booms and stagnations," MPRA Paper 23727, University Library of Munich, Germany.
• Szymon Borak & Adam Misiorek & RafaÅ‚ Weron, 2010. "Models for Heavy-tailed Asset Returns," SFB 649 Discussion Papers SFB649DP2010-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
  • Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel, 2010. "Classification of competitiveness types using copula," MPRA Paper 30314, University Library of Munich, Germany, revised Nov 2010.
• Trandafir, Romica & Ciuiu, Daniel & Drobot, Radu, 2010. "The utilization of copula in hidrology," MPRA Paper 33376, University Library of Munich, Germany, revised Oct 2010.
• Ondřej Vojáček & Iva Pecáková, 2010. "Comparison of Discrete Choice Models for Economic Environmental Research," Prague Economic Papers, University of Economics, Prague, vol. 2010(1), pages 35-53.
• António Rua & Miguel de Carvalho & K. Feridum Turkman, 2010. "Nonstationary Extremes and the US Business Cycle," Working Papers w201003, Banco de Portugal, Economics and Research Department.
• Maximiano Pinheiro, 2010. "Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables," Working Papers w201013, Banco de Portugal, Economics and Research Department.
• James G. MacKinnon, 1990. "Critical Values for Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
  • James G. MacKinnon, 2010. "Critical Values For Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
• Alberto Humala & Gabriel Rodriguez, 2013. "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing, vol. 30(2), pages 139-158, May.
  • Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
  • Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
  • Carol Alexander & Jose Maria Sarabia, 2010. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2010-09, Henley Business School, Reading University.
  • Carol Alexander & Gauss M. Cordeiro & Edwin M. M. Ortega & José María Sarabia, 2011. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2011-05, Henley Business School, Reading University.
• Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
  • Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper series 04_10, Rimini Centre for Economic Analysis.
• Mierlus Mazilu, I., 2010. "On Generalized Pareto Distributions," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 107-117, March.
• Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation (mis)perceptions in the euro area," Empirical Economics, Springer, vol. 39(2), pages 353-369, October.
  • António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2007. "Inflation (mis)perceptions in the euro area," Working Papers w200715, Banco de Portugal, Economics and Research Department.
• Fabio Clementi & Mauro Gallegati & Giorgio Kaniadakis, 2010. "A model of personal income distribution with application to Italian data," Empirical Economics, Springer, vol. 39(2), pages 559-591, October.
• Stefan Gerhold & Uwe Schmock & Richard Warnung, 2010. "A generalization of Panjer’s recursion and numerically stable risk aggregation," Finance and Stochastics, Springer, vol. 14(1), pages 81-128, January.
• Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation expectations in the euro area: are consumers rational?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 591-607, September.
  • António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2008. "Inflation expectations in the euro area: Are consumers rational?," Working Papers w200823, Banco de Portugal, Economics and Research Department.
• Yang Ni & Shasha Guo & David Giles, 2010. "Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China," Applied Financial Economics, Taylor & Francis Journals, vol. 20(19), pages 1531-1545.
  • Yang Ni & Shasha Guo & David E. Giles, 2009. "Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China," Econometrics Working Papers 0905, Department of Economics, University of Victoria.
• Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
  • Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics.
  • Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
  • Thanasis Stengos & Ximing Wu†, 2007. "Information-Theoretic Distribution Test with Application to Normality," Working Paper series 24_07, Rimini Centre for Economic Analysis.
• Rob Vos & Marco V. Sánchez, 2010. "A non-parametric microsimulation approach to assess changes in inequality and poverty," International Journal of Microsimulation, International Microsimulation Association, vol. 3(1), pages 8-23.
  • Rob Vos & Marco V. Sánchez, 2010. "A Non-Parametric Microsimulation Approach to Assess Changes in Inequality and Poverty," Working Papers 94, United Nations, Department of Economics and Social Affairs.
• David E Giles, 2010. "Hermite regression analysis of multi-modal count data," Economics Bulletin, AccessEcon, vol. 30(4), pages 2936-2945.
  • David E. Giles, 2010. "Hermite Regression Analysis of Multi-Modal Count Data," Econometrics Working Papers 1001, Department of Economics, University of Victoria.
• Qian Chen & David E. Giles & Hui Feng, 2012. "The extreme-value dependence between the Chinese and other international stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1147-1160, July.
  • David E. Giles, 2010. "The Extreme-Value Dependence Between the Chinese and Other International Stock Markets," Econometrics Working Papers 1003, Department of Economics, University of Victoria.
• Maciej Jakubowski, 2010. "Latent Variables and Propensity Score Matching," Working Papers 2010-06, Faculty of Economic Sciences, University of Warsaw.
• Krzysztof Kontek, 2010. "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers 43, Department of Applied Econometrics, Warsaw School of Economics.
• Ewa M. Syczewska, 2010. "Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test," Working Papers 45, Department of Applied Econometrics, Warsaw School of Economics.
• Elisa Luciano & Patrizia Semeraro, 2010. "A Generalized Normal Mean-Variance Mixture For Return Processes In Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 415-440.
  • Elisa Luciano & Patrizia Semeraro, 2008. "A Generalized Normal Mean Variance Mixture for Return Processes in Finance," Carlo Alberto Notebooks 97, Collegio Carlo Alberto, revised 2009.
• Szymon Borak & Adam Misiorek & RafaÅ‚ Weron, 2010. "Models for Heavy-tailed Asset Returns," SFB 649 Discussion Papers SFB649DP2010-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  • Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
• Adam Misiorek & Rafal Weron, 2010. "Heavy-tailed distributions in VaR calculations," HSC Research Reports HSC/10/05, Hugo Steinhaus Center, Wroclaw University of Technology.
• Tödter, Karl-Heinz, 2010. "How useful is the carry-over effect for short-term economic forecasting?," Discussion Paper Series 1: Economic Studies 2010,21, Deutsche Bundesbank.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2014. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 89-121.
  • Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(1), pages 89-121, December.
  • Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2010. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," SFB 649 Discussion Papers SFB649DP2010-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2010/19, Center for Financial Studies (CFS).
  • Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2011. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2011/25, Center for Financial Studies (CFS).
• Simone Alfarano & Thomas Lux, 2006. "Extreme Value Theory as a Theoretical Background for Power Law Behaviour," Working Papers wpn06-02, Warwick Business School, Finance Group.
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme value theory as a theoretical background for power law behavior," Kiel Working Papers 1648, Kiel Institute for the World Economy (IfW).
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
  • Simone Alfarano & Thomas Lux, 2011. "Extreme value theory as a theoretical background for power law behavior," Working Papers 2011/02, Economics Department, Universitat Jaume I, Castellón (Spain).

2009

• Livanis, Grigorios T. & Salois, Matthew J. & Moss, Charles B., 2009. "A Nonparametric Kernel Representation of the Agricultural Production Function: Implications for Economic Measures of Technology," 83rd Annual Conference, March 30 - April 1, 2009, Dublin, Ireland 51063, Agricultural Economics Society.
• Polya Angelova, 2009. "Modeling the Farm Distribution in Bulgaria between 1897 – 2005," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 48-69.
• León, à ngel & Mencía, Javier & Sentana, Enrique, 2009. "Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 176-192.
  • León, Ángel & Mencía, Javier & Sentana, Enrique, 2005. "Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation," CEPR Discussion Papers 5435, C.E.P.R. Discussion Papers.
  • Ángel León & Javier Mencía & Enrique Sentana, 2007. "Parametric properties of semi-nonparametric distributions, with applications to option valuation," Working Papers 0707, Banco de España;Working Papers Homepage.
• Ralph W. Bailey, 2009. "Sums and Extreme Values of Random Variables: Duality Properties," Discussion Papers 09-05, Department of Economics, University of Birmingham.
• Martin Andersson & Hans Lˆˆf, 2009. "Learning-by-Exporting Revisited: The Role of Intensity and Persistence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(4), pages 893-916, December.
  • Andersson, Martin & Lööf, Hans, 2008. "Learning-by-Exporting Revisited - the role of intensity and persistence," Working Paper Series in Economics and Institutions of Innovation 149, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Luke Ignaczak & Marcel Voia, 2009. "A Nonparametric Analysis Of Canadian Employment Patterns," Carleton Economic Papers 09-01, Carleton University, Department of Economics.
• Zhu, Dongming & Galbraith, John W., 2010. "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, vol. 157(2), pages 297-305, August.
  • John Galbraith & Dongming Zhu, 2009. "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers 2009-02, McGill University, Department of Economics.
  • Dongming Zhu & John Galbraith, 2009. "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers 2009s-13, CIRANO.
• John Galbraith & Dongming Zhu, 2009. "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers 2009-01, McGill University, Department of Economics.
  • Dongming Zhu & John Galbraith, 2009. "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers 2009s-24, CIRANO.
• Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
  • Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper series 04_10, Rimini Centre for Economic Analysis.
• SANIN, Maria Eugenia & VIOLANTE, Francesco, 2009. "Understanding volatility dynamics in the EU-ETS market: lessons from the future," CORE Discussion Papers 2009024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Miravete, Eugenio J, 2009. "Multivariate Sarmanov Count Data Models," CEPR Discussion Papers 7463, C.E.P.R. Discussion Papers.
• Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.
  • Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Peter ter Berg, 2009. "Unification of the Fréchet and Weibull Distribution," DNB Working Papers 198, Netherlands Central Bank, Research Department.
• Enrique Sentana, 2009. "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 65-101, November.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2008. "3-Regime symmetric STAR modeling and exchange rate reversion," Working Papers 2009_05, Business School - Economics, University of Glasgow, revised Feb 2009.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009. "3-Regime symmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers 2009-07, Scottish Institute for Research in Economics (SIRE).
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2009. "Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion," Working Papers 2009_26, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009. "Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers 2009-37, Scottish Institute for Research in Economics (SIRE).
• Zhu, Dongming & Zinde-Walsh, Victoria, 2009. "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January.
  • Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics.
  • ZHU, Dongming & ZINDE-WALSH, Victoria, 2007. "Properties and Estimation of Asymmetric Exponential Power Distribution," Cahiers de recherche 13-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Schmidt, Rafael & Schmieder, Christian, 2009. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
  • Schmidt, Rafael & Schmieder, Christian, 2007. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Discussion Paper Series 2: Banking and Financial Studies 2007,07, Deutsche Bundesbank.
• Annalisa Di Clemente, 2009. "La misurazione integrata dei rischi bancari: uno studio simulativo," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(99), pages 75-103.
• Zied Ftiti, 2009. "The Macroeconomic Performance of the Inflation Targeting Policy: An Approach Based on the Evolutionary Co-spectral Analysis," Working Papers 0918, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Zied Ftiti, 2010. "The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis," Post-Print halshs-00550458, HAL.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009. "Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers 2009-37, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2009. "Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion," Working Papers 2009_26, Business School - Economics, University of Glasgow.
• Johansson, Börje & Lööf, Hans, 2009. "The Global-Local Interplay of MNE and Non-MNE Firms," Working Paper Series in Economics and Institutions of Innovation 187, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Andersson, Martin & Johansson, Börje & Månsson, Kristofer, 2009. "Dynamics of Entry and Exit of Product Varieties – what evolution dynamics can account for the empirical regularities?," Working Paper Series in Economics and Institutions of Innovation 204, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Hans Lööf, 2010. "Are Services Different Exporters?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(1), pages 99-117.
  • Lööf, Hans, 2009. "Are Services Different Exporters?," Working Paper Series in Economics and Institutions of Innovation 205, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies 768, Umeå University, Department of Economics.
• Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid, 2009. "Properties of Hierarchical Archimedean Copulas," SFB 649 Discussion Papers SFB649DP2009-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Adan Diaz Hernandez & Jose C. Ramirez Sanchez, 2009. "Una Metodología basada en Cópulas y Valores Extremos para Estimar el Capital Económico Requerido de un Portafolio de Creditos al Menudeo," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 24(2), pages 95-132, Diciembre.
• Jasso, Guillermina, 2009. "Linking Individuals and Societies," IZA Discussion Papers 4288, Institute for the Study of Labor (IZA).
• Subir Ghosh, 2009. "A Unified Approach to Economic Dominance and Inequality Measures using a General Transformation Function," Journal of Income Distribution, Ad libros publications inc., vol. 18(1), pages 42-52, March.
• Camelia Minoiu & Sanjay G. Reddy, 2009. "The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation," Journal of Income Distribution, Ad libros publications inc., vol. 18(2), pages 160-178, June.
• Andreas Behr & Ulrich Pötter, 2009. "Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models," Annals of Finance, Springer, vol. 5(1), pages 49-68, January.
• Ronald Felthoven & William Horrace & Kurt Schnier, 2009. "Estimating heterogeneous capacity and capacity utilization in a multi-species fishery," Journal of Productivity Analysis, Springer, vol. 32(3), pages 173-189, December.
  • Ronald G. Felthovan & William C. Horrace & Kurt E. Schnier, 2006. "Estimating Heterogeneous Capacity and Capacity Utilization in a Multi-Species Fishery," Center for Policy Research Working Papers 86, Center for Policy Research, Maxwell School, Syracuse University.
• Silvio Daidone & Francesco D’Amico, 2009. "Technical efficiency, specialization and ownership form: evidences from a pooling of Italian hospitals," Journal of Productivity Analysis, Springer, vol. 32(3), pages 203-216, December.
  • Silvio Daidone & Francesco D'Amico, 2009. "Technical Efficiency, Specialization and Ownership Form: Evidences from a Pooling of Italian Hospitals," CEIS Research Paper 143, Tor Vergata University, CEIS, revised 30 Sep 2009.
• Siddharth Singh & Sharad Borle & Dipak Jain, 2009. "A generalized framework for estimating customer lifetime value when customer lifetimes are not observed," Quantitative Marketing and Economics (QME), Springer, vol. 7(2), pages 181-205, June.
• Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
  • Daniel A. Ackerberg, 2001. "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers 0273, National Bureau of Economic Research, Inc.
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani, 2009. "Basket Options on Heterogeneous Underlying Assets," Cahiers de recherche 0918, CIRPEE.
• Eduardo Fé & Richard Hofler, 2013. "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, vol. 39(3), pages 271-284, June.
  • Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," The School of Economics Discussion Paper Series 0916, Economics, The University of Manchester.
• Dongming Zhu & John Galbraith, 2009. "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers 2009s-24, CIRANO.
  • John Galbraith & Dongming Zhu, 2009. "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers 2009-01, McGill University, Department of Economics.
• Zhu, Dongming & Galbraith, John W., 2010. "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, vol. 157(2), pages 297-305, August.
  • Dongming Zhu & John Galbraith, 2009. "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers 2009s-13, CIRANO.
  • John Galbraith & Dongming Zhu, 2009. "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers 2009-02, McGill University, Department of Economics.
• Duangkamon Chotikapanich & William E Griffiths & D.S. Prasada Rao & Vicar Valencia, 2009. "Global Income Distribution and Inequality: 1993 and 2000," Department of Economics - Working Papers Series 1062, The University of Melbourne.
• Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2009. "A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case," Economics & Statistics Discussion Papers esdp09055, University of Molise, Dept. EGSeI.
• Simon A. Broda & Marc S. Paolella, 2009. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 412-436, Fall.
  • Simon A. BRODA & Marc S. PAOLELLA, 2006. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series 08-08, Swiss Finance Institute, revised Feb 2008.
• Keel, Simon & Ardia, David, 2009. "Generalized Marginal Risk," MPRA Paper 17258, University Library of Munich, Germany.
• Brusset, Xavier, 2009. "Properties of distributions with increasing failure rate," MPRA Paper 18299, University Library of Munich, Germany, revised 02 Nov 2009.
• Öller, L-E & Stockhammar, P, 2009. "On the Probability Distribution of Economic Growth," MPRA Paper 18581, University Library of Munich, Germany.
• David Scott & Diethelm Würtz & Christine Dong & Thanh Tran, 2011. "Moments of the generalized hyperbolic distribution," Computational Statistics, Springer, vol. 26(3), pages 459-476, September.
  • Scott, David J & Würtz, Diethelm & Dong, Christine & Tran, Thanh Tam, 2009. "Moments of the generalized hyperbolic distribution," MPRA Paper 19081, University Library of Munich, Germany.
• Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19433, University Library of Munich, Germany, revised Dec 2009.
• Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19501, University Library of Munich, Germany, revised Dec 2009.
• Wang, Hung-Jen & Ho, Chia-Wen, 2010. "Estimating fixed-effect panel stochastic frontier models by model transformation," Journal of Econometrics, Elsevier, vol. 157(2), pages 286-296, August.
  • Wang, Hung-Jen & Ho, Chia-Wen, 2009. "Estimating fixed-effect panel stochastic frontier models by model transformation," MPRA Paper 31081, University Library of Munich, Germany.
• Necula, Ciprian, 2009. "Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 118-131, June.
• Silvio Daidone & Francesco D’Amico, 2009. "Technical efficiency, specialization and ownership form: evidences from a pooling of Italian hospitals," Journal of Productivity Analysis, Springer, vol. 32(3), pages 203-216, December.
  • Silvio Daidone & Francesco D'Amico, 2009. "Technical Efficiency, Specialization and Ownership Form: Evidences from a Pooling of Italian Hospitals," CEIS Research Paper 143, Tor Vergata University, CEIS, revised 30 Sep 2009.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
  • Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
• Alex Coad, 2009. "On the distribution of product price and quality," Journal of Evolutionary Economics, Springer, vol. 19(4), pages 589-604, August.
• Sandro Sapio, 2012. "Modeling the distribution of day-ahead electricity returns: a comparison," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1935-1949, December.
  • Sandro Sapio, 2009. "Modelling the distribution of day-ahead electricity returns: a comparison," LEM Papers Series 2009/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Hillier, Grant & Kan, Raymond & Wang, Xiaoulu, 2009. "Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors," Discussion Paper Series In Economics And Econometrics 0918, Economics Division, School of Social Sciences, University of Southampton.
• Gang Liu & Terje Skjerpen & Kjetil Telle, 2009. "Unit roots, polynomial transformations and the environmental Kuznets curve," Applied Economics Letters, Taylor & Francis Journals, vol. 16(3), pages 285-288.
  • Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle, 2006. "Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve," Discussion Papers 443, Statistics Norway, Research Department.
• Katja Ignatieva & Eckhard Platen, 2010. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(3), pages 261-302, September.
  • Katja Ignatieva & Eckhard Platen, 2009. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series 265, Quantitative Finance Research Centre, University of Technology, Sydney.
• David E. Giles, 2009. "Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution," Econometrics Working Papers 0901, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng, 2009. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 0902, Department of Economics, University of Victoria.
  • David E. Giles & Hui Feng & Ryan T. Godwin, 2011. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 1105, Department of Economics, University of Victoria.
• Yang Ni & Shasha Guo & David Giles, 2010. "Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China," Applied Financial Economics, Taylor & Francis Journals, vol. 20(19), pages 1531-1545.
  • Yang Ni & Shasha Guo & David E. Giles, 2009. "Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China," Econometrics Working Papers 0905, Department of Economics, University of Victoria.
• Ozlem Tasseven, 2009. "Seasonal Co-integration An Extension of the Johansen and Schaumburg Approach with an Exclusion Test," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(1), pages 39-53, March.
• Souma, Wataru & Ikeda, Yuichi & Iyetomi, Hiroshi & Fujiwara, Yoshi, 2009. "Distribution of Labour Productivity in Japan over the Period 1996--2006," Economics Discussion Papers 2009-2, Kiel Institute for the World Economy (IfW).
• Fujiwara, Yoshi & Iyetomi, Hiroshi & Ikeda, Yuichi & Souma, Wataru, 2009. "Distribution of Labour Productivity in Japan over the Period 1996-2006," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-14.
• Christian Ewerhart, 2009. "Optimal design and p-concavity," IEW - Working Papers 409, Institute for Empirical Research in Economics - University of Zurich, revised May 2011.

2008

• Balázs Cserna, 2008. "Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates," Working Papers 0462, University of Heidelberg, Department of Economics, revised Jan 2008.
• Chen, Ying & Härdle, Wolfgang & Jeong, Seok-Oh, 2008. "Nonparametric Risk Management With Generalized Hyperbolic Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 910-923.
• José Santiago Fajardo Barbachan & Aquiles Rocha de Farias & José Renato Haas Ornelas, 2008. "A Goodness-of-Fit Test with Focus on Conditional Value at Risk," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(2), pages 139-155.
• Carlos Santos, 2008. "A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution," Working Papers de Economia (Economics Working Papers) 052008, Católica Porto Business School, Universidade Católica Portuguesa.
• Elisa Luciano & Patrizia Semeraro, 2008. "Multivariate Variance Gamma and Gaussian dependence: a study with copulas," Carlo Alberto Notebooks 96, Collegio Carlo Alberto.
• Elisa Luciano & Patrizia Semeraro, 2010. "A Generalized Normal Mean-Variance Mixture For Return Processes In Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 415-440.
  • Elisa Luciano & Patrizia Semeraro, 2008. "A Generalized Normal Mean Variance Mixture for Return Processes in Finance," Carlo Alberto Notebooks 97, Collegio Carlo Alberto, revised 2009.
• Dante Amengual & Enrique Sentana, 2008. "A Comparison of Mean-Variance Efficiency Tests," Working Papers wp2008_0806, CEMFI.
• Enrique Sentana, 2008. "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI.
• Petr Švarc & Peter Marko, 2008. "Firms formation and growth in the model with heterogeneous agents and monitoring," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 15(25).
• BRIO, Esther B. & PEROTE, Javier, 2008. "Forecasting Market Crashes: Does Density Specification Matter?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 53-58.
• Alfarano, Simone & Milakovic, Mishael, 2008. "Does classical competition explain the statistical features of firm growth?," Economics Letters, Elsevier, vol. 101(3), pages 272-274, December.
  • Alfarano, Simone & Milaković, Mishael, 2008. "Does Classical Competition Explain the Statistical Features of Firm Growth?," Economics Working Papers 2008-03, Christian-Albrechts-University of Kiel, Department of Economics.
• Zhao, Zhong, 2008. "Sensitivity of propensity score methods to the specifications," Economics Letters, Elsevier, vol. 98(3), pages 309-319, March.
  • Zhao, Zhong, 2005. "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers 1873, Institute for the Study of Labor (IZA).
• Paolella, Marc S. & Taschini, Luca, 2008. "An econometric analysis of emission allowance prices," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2022-2032, October.
• Adán Díaz Hernández & José C. Ramírez Sánchez, 2008. "Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 2(1), pages 20-43.
• Linda Margarita Medina Herrera & Ricardo Mansilla Corona, 2008. "Teoría de matrices aleatorias y correlación de series financieras: el caso de la Bolsa Mexicana de Valores," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 2(2), pages 125-135.
• Antonio Anselmi & Paola Maddalena Chiodini & Flavio Verrecchia, 2008. "ESeC-Rubin Missing Value Interpretation for a Regional Bottom-Up Hierarchical Forecasting," Working Papers 002, ESeC - Economic Statistics no-profit Association.
• Jann, Ben, 2008. "Multinomial goodness–of–fit: Large–sample tests with survey design correction and exact tests for small samples," Stata Journal, StataCorp LP, vol. 8(2), pages 1-23.
  • Ben Jann, 2008. "Multinomial goodness-of-fit: Large-sample tests with survey design correction and exact tests for small samples," Stata Journal, StataCorp LP, vol. 8(2), pages 147-169, June.
  • Ben Jann, 2008. "Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples," ETH Zurich Sociology Working Papers 2, ETH Zurich, Chair of Sociology.
  • Ben Jann, 2007. "MGOF: Stata module to perform goodness-of-fit tests for multinomial data," Statistical Software Components S456854, Boston College Department of Economics, revised 14 Jul 2008.
• Peter Marko & Petr Svarc, 2008. "Firms formation and growth in the model with heterogeneous agents and monitoring," Working Papers IES 2008/31, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2008.
• Gian Luigi Albano & Federico Dini & Roberto Zampino & Marta Fana, 2008. "The Determinants of Suppliers’ Performance in E-Procurement: Evidence from the Italian Government’s E-Procurement Platform," Working Papers 2008.49, Fondazione Eni Enrico Mattei.
• Essahbi Essaadi & Mohamed Boutahar, 2010. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Economics Bulletin, AccessEcon, vol. 30(2), pages 1054-1070.
  • Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers halshs-00333582, HAL.
  • Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Working Papers 0827, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Mohamed Boutahar & Essahbi Essaadi, 2010. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Post-Print halshs-00566026, HAL.
  • Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Post-Print halshs-00550460, HAL.
• Essahbi Essaadi & Zied Ftiti, 2008. "The transition period before the inflation targeting policy," Post-Print halshs-00355628, HAL.
  • Essahbi Essaadi & Zied Ftiti, 2008. "The transition period before the inflation targeting policy," Working Papers 0830, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Essahbi Essaadi & Zied Ftiti, 2008. "The inflation Targeting effect on the inflation series: ANew Analysis Approach of evolutionary spectral analysis," Post-Print halshs-00355637, HAL.
  • Essahbi Essaadi & Zied Ftiti, 2008. "The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis," Working Papers 0832, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2008. "3-Regime symmetric STAR modeling and exchange rate reversion," Working Papers 2009_05, Business School - Economics, University of Glasgow, revised Feb 2009.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009. "3-Regime symmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers 2009-07, Scottish Institute for Research in Economics (SIRE).
• Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments," Documents de travail du Centre d'Economie de la Sorbonne v08032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00275767, HAL.
• Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne b08049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic Analysis of the Insurance Linked Securities Index," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00320378, HAL.
• Essahbi Essaadi & Zied Ftiti, 2008. "The transition period before the inflation targeting policy," Working Papers 0830, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Essahbi Essaadi & Zied Ftiti, 2008. "The transition period before the inflation targeting policy," Post-Print halshs-00355628, HAL.
• Essahbi Essaadi & Zied Ftiti, 2008. "The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis," Working Papers 0832, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Essahbi Essaadi & Zied Ftiti, 2008. "The inflation Targeting effect on the inflation series: ANew Analysis Approach of evolutionary spectral analysis," Post-Print halshs-00355637, HAL.
• Essahbi Essaadi & Mohamed Boutahar, 2010. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Economics Bulletin, AccessEcon, vol. 30(2), pages 1054-1070.
  • Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Working Papers 0827, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers halshs-00333582, HAL.
  • Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Post-Print halshs-00550460, HAL.
  • Mohamed Boutahar & Essahbi Essaadi, 2010. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Post-Print halshs-00566026, HAL.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, "undated". "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
  • Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
  • Alberto Holly & Alain Montfort & Michael Rockinger, 2008. "Fourth order pseudo maximum likelihood methods," Working Papers 0802, University of Lausanne, Institute of Health Economics and Management (IEMS).
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
• Martin Andersson & Hans Lˆˆf, 2009. "Learning-by-Exporting Revisited: The Role of Intensity and Persistence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(4), pages 893-916, December.
  • Andersson, Martin & Lööf, Hans, 2008. "Learning-by-Exporting Revisited - the role of intensity and persistence," Working Paper Series in Economics and Institutions of Innovation 149, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Byström, Hans, 2008. "The Age of Turbulence - Credit Derivatives Style," Working Papers 2008:16, Lund University, Department of Economics, revised 16 Jun 2010.
• Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.
  • Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors," CeMMAP working papers CWP14/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Jasso, Guillermina, 2008. "A New Model of Wage Determination and Wage Inequality," IZA Discussion Papers 3850, Institute for the Study of Labor (IZA).
• Fiona C. Maclachlan & John E. Reith, 2008. "The Beaman Distribution: A New Descriptive Model for the Size Distribution of Incomes," Journal of Income Distribution, Ad libros publications inc., vol. 17(1), pages 81-86, March.
• Nadine Gatzert & Hato Schmeiser & Stefan Schuckmann, 2008. "Enterprise risk management in financial groups: analysis of risk concentration and default risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(3), pages 241-258, September.
• Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic Analysis of the Insurance Linked Securities Index," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00320378, HAL.
  • Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne b08049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00275767, HAL.
  • Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments," Documents de travail du Centre d'Economie de la Sorbonne v08032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Rafael, González-Val, 2008. "Deviations from Zipf’s Law for American cities: an empirical examination," MPRA Paper 11504, University Library of Munich, Germany.
• Barnett, William A. & Seck, Ousmane, 2008. "Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution," MPRA Paper 12500, University Library of Munich, Germany.
• Serbanescu, Luminita & Bengescu, Marcela & Dumitru, Mihaela Iuliana, 2008. "Methods of Measuring the Students’ Results Obtained in the Teaching-Learning Process," MPRA Paper 14327, University Library of Munich, Germany.
• Maldonado, Diego & Pazmiño, Mariela, 2008. "Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
  [New Management Tool for Credit Risk analysis: An aplication for Financial Institutio," MPRA Paper 17163, University Library of Munich, Germany, revised 30 Dec 2008.
• Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2008. "Multivariate Gram-Charlier Densities," MPRA Paper 29073, University Library of Munich, Germany.
• Rosenthal, Dale W.R., 2008. "Approximating correlated defaults," MPRA Paper 36788, University Library of Munich, Germany, revised 15 Feb 2012.
• Kafri, Oded, 2008. "Sociological and Economic Inequality and the Second Law," MPRA Paper 9175, University Library of Munich, Germany.
• Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation expectations in the euro area: are consumers rational?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 591-607, September.
  • António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2008. "Inflation expectations in the euro area: Are consumers rational?," Working Papers w200823, Banco de Portugal, Economics and Research Department.
• Preda, Vasile & Ciumara, Roxana, 2008. "On Insurer Portfolio Optimization. An Underwriting Risk Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 102-118, March.
• Albu, Lucian Liviu, 2008. "A Model To Estimate Spatial Distribution Of Informal Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(4), pages 111-124, December.
• Takaaki Ohnishi & Hideki Takayasu & Takatoshi Ito & Yuko Hashimoto & Tsutomu Watanabe & Misako Takayasu, 2008. "Dynamics of quote and deal prices in the foreign exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 99-106, June.
• John C. Frain, 2008. "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers tep0108, Trinity College Dublin, Department of Economics, revised May 2008.
• John C. Frain, 2008. "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers tep0308, Trinity College Dublin, Department of Economics, revised May 2008.
• Jann, Ben, 2008. "Multinomial goodness–of–fit: Large–sample tests with survey design correction and exact tests for small samples," Stata Journal, StataCorp LP, vol. 8(2), pages 1-23.
  • Ben Jann, 2008. "Multinomial goodness-of-fit: Large-sample tests with survey design correction and exact tests for small samples," Stata Journal, StataCorp LP, vol. 8(2), pages 147-169, June.
  • Ben Jann, 2008. "Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples," ETH Zurich Sociology Working Papers 2, ETH Zurich, Chair of Sociology.
• Miller, J. Isaac & Park, Joon Y., 2010. "Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory," Journal of Econometrics, Elsevier, vol. 155(1), pages 83-89, March.
  • Joon Y. Park & J. Isaac Miller, 2004. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Econometric Society 2004 North American Summer Meetings 597, Econometric Society.
  • J. Isaac Miller & Joon Y. Park, 2008. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Working Papers 0801, Department of Economics, University of Missouri.
• Riccardo Gusso & Uwe Schmock, 2008. "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers 163, Department of Applied Mathematics, Università Ca' Foscari Venezia.
• Dinghai Xu & John Knight, 2011. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 25-50.
  • Dinghai Xu & John Knight, 2008. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Working Papers 08006, University of Waterloo, Department of Economics.
• Alfarano, Simone & Milakovic, Mishael, 2008. "Does classical competition explain the statistical features of firm growth?," Economics Letters, Elsevier, vol. 101(3), pages 272-274, December.
  • Alfarano, Simone & Milaković, Mishael, 2008. "Does Classical Competition Explain the Statistical Features of Firm Growth?," Economics Working Papers 2008-03, Christian-Albrechts-University of Kiel, Department of Economics.
• Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas, 2012. "A statistical equilibrium model of competitive firms," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 136-149.
  • Irle, Albrecht & Milaković, Mishael & Alfarano, Simone & Kauschke, Jonas, 2008. "A Statistical Equilibrium Model of Competitive Firms," Economics Working Papers 2008-10, Christian-Albrechts-University of Kiel, Department of Economics.
• Klein, Ingo & Grottke, Michael, 2008. "On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisation," FAU Discussion Papers in Economics 07/2008, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.

2007

• Cummins, J. David & McDonald, James B. & Merrill, Craig, 2007. "Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(1-2), pages 1-23.
• León, à ngel & Mencía, Javier & Sentana, Enrique, 2009. "Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 176-192.
  • León, Ángel & Mencía, Javier & Sentana, Enrique, 2005. "Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation," CEPR Discussion Papers 5435, C.E.P.R. Discussion Papers.
  • Ángel León & Javier Mencía & Enrique Sentana, 2007. "Parametric properties of semi-nonparametric distributions, with applications to option valuation," Working Papers 0707, Banco de España;Working Papers Homepage.
• Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007. "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 97-109, January.
  • D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths, 2004. "Estimating and Combining National Income Distributions using Limited Data," Econometric Society 2004 Australasian Meetings 213, Econometric Society.
  • Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao, 2005. "Estimating and Combining National Income Distributions using Limited Data," Department of Economics - Working Papers Series 926, The University of Melbourne.
• Guillermina Jasso & Samuel Kotz, 2007. "A new continuous distribution and two new families of distributions based on the exponential," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(3), pages 305-328.
  • Jasso, Guillermina & Kotz, Samuel, 2007. "A New Continuous Distribution and Two New Families of Distributions Based on the Exponential," IZA Discussion Papers 2598, Institute for the Study of Labor (IZA).
• Ben Jann, 2008. "Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples," ETH Zurich Sociology Working Papers 2, ETH Zurich, Chair of Sociology.
  • Ben Jann, 2007. "MGOF: Stata module to perform goodness-of-fit tests for multinomial data," Statistical Software Components S456854, Boston College Department of Economics, revised 14 Jul 2008.
• Kleiber, Christian, 2005. "The Lorenz curve in economics and econometrics," Technical Reports 2005,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Kleiber, Christian, 2007. "The Lorenz curve in economics and econometrics," Working papers 2007/09, Faculty of Business and Economics - University of Basel.
• Luis Eduardo Sandoval, 2007. "Análisis de los resultados Ecaes del programa de economía de la Universidad Militar Nueva Granada (2004-2006)," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, October.
• W.J. Willemse & R. Kaas, 2007. "Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality," DNB Working Papers 135, Netherlands Central Bank, Research Department.
• Garcí­a, Juan Angel & Manzanares, Andrés, 2007. "What can probability forecasts tell us about inflation risks?," Working Paper Series 825, European Central Bank.
• Silverberg, Gerald & Verspagen, Bart, 2007. "The size distribution of innovations revisited: An application of extreme value statistics to citation and value measures of patent significance," Journal of Econometrics, Elsevier, vol. 139(2), pages 318-339, August.
  • Silverberg, Gerald & Verspagen, Bart, 2004. "The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance," Research Memorandum 021, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  • Silverberg, G. & Verspagen, B., 2004. "The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance," Working Papers 04.17, Eindhoven Center for Innovation Studies.
• Urzúa, Carlos M., 2007. "GRAN1: Gauss procedure to generate normal random numbers," EGAP Computer Code 2007-02, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2007. "GRAN2: Gauss procedure to generate t-distributed random numbers," EGAP Computer Code 2007-03, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2007. "GRAN3: Gauss procedure to generate stable random numbers," EGAP Computer Code 2007-04, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2007. "GRAN4: Gauss procedure to generate Laplace-distributed random numbers," EGAP Computer Code 2007-05, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2007. "GRAN5: Gauss procedure to generate heteroskedastic normal random numbers," EGAP Computer Code 2007-06, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2007. "GRAN6: Gauss procedure to generate Pareto-distributed random numbers," EGAP Computer Code 2007-07, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2007. "GRAN7: Gauss procedure to generate lognormal random numbers," EGAP Computer Code 2007-08, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2007. "GRAN8: Gauss procedure to generate standard EPD (GED) random numbers," EGAP Computer Code 2007-09, Tecnológico de Monterrey, Campus Ciudad de México.
• Maria S. Heracleous, 2007. "Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue," Economics Working Papers ECO2007/60, European University Institute.
• Lillestøl, Jostein, 2007. "Some new bivariate IG and NIG-distributions for modelling covariate nancial returns," Discussion Papers 2007/1, Norwegian School of Economics, Department of Business and Management Science.
• Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(02), pages 469-500, April.
  • Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Walter Beckert & Daniel McFadden, 2007. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP28/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Walter Beckert & Daniel McFadden, 2005. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP06/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Gheorghe Zaman & Zizi Goschin, 2007. "The Intensity of using production factors in Romania. Estimates from Cobb-Douglas and CES Models," Romanian Journal of Economics, Institute of National Economy, vol. 25(2(34)), pages 5-21, December.
• Jenkins, Stephen P., 2007. "Inequality and the GB2 Income Distribution," IZA Discussion Papers 2831, Institute for the Study of Labor (IZA).
  • Stephen P. Jenkins, 2007. "Inequality and the GB2 income distribution," Working Papers 73, ECINEQ, Society for the Study of Economic Inequality.
  • Jenkins, Stephen P., 2007. "Inequality and the GB2 income distribution," ISER Working Paper Series 2007-12, Institute for Social and Economic Research.
• José Miguel Albert & Jorge Mateu & Vicente Orts, 2007. "Distribución Espacial De La Actividad Económica En La Union Europea," Working Papers. Serie EC 2007-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Guillermina Jasso & Samuel Kotz, 2007. "A new continuous distribution and two new families of distributions based on the exponential," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(3), pages 305-328.
  • Jasso, Guillermina & Kotz, Samuel, 2007. "A New Continuous Distribution and Two New Families of Distributions Based on the Exponential," IZA Discussion Papers 2598, Institute for the Study of Labor (IZA).
• Jasso, Guillermina & Kotz, Samuel, 2007. "Two Types of Inequality: Inequality Between Persons and Inequality Between Subgroups," IZA Discussion Papers 2749, Institute for the Study of Labor (IZA).
• Stephen P. Jenkins, 2007. "Inequality and the GB2 income distribution," Working Papers 73, ECINEQ, Society for the Study of Economic Inequality.
  • Jenkins, Stephen P., 2007. "Inequality and the GB2 Income Distribution," IZA Discussion Papers 2831, Institute for the Study of Labor (IZA).
  • Jenkins, Stephen P., 2007. "Inequality and the GB2 income distribution," ISER Working Paper Series 2007-12, Institute for Social and Economic Research.
• Jasso, Guillermina, 2007. "A New Unified Theory of Sociobehavioral Forces," IZA Discussion Papers 3243, Institute for the Study of Labor (IZA).
• Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier, 2007. "Identifying technically efficient fishing vessels: a non-empty, minimal subset approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 729-745.
  • Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier, 2006. "Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach," Center for Policy Research Working Papers 78, Center for Policy Research, Maxwell School, Syracuse University.
• Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921.
  • Ivana Komunjer, 2004. "Asymmetric Power Distribution: Theory and Applications to Risk Measurement," Econometric Society 2004 Latin American Meetings 44, Econometric Society.
• Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Springer;Society for Computational Economics, vol. 30(3), pages 245-264, October.
  • Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.
• Antonella Campana, 2007. "On Tail Value-at-Risk for sums of non-independent random variables with a generalized Pareto distribution," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(2), pages 169-180, December.
• William C. Horrace & Seth O. Richards, 2007. "A Monte Carlo Study of Efficiency Estimates from Frontier Models," Center for Policy Research Working Papers 97, Center for Policy Research, Maxwell School, Syracuse University.
• Zhu, Dongming & Zinde-Walsh, Victoria, 2009. "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January.
  • ZHU, Dongming & ZINDE-WALSH, Victoria, 2007. "Properties and Estimation of Asymmetric Exponential Power Distribution," Cahiers de recherche 13-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics.
• Zhu, Dongming & Zinde-Walsh, Victoria, 2009. "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January.
  • Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics.
  • ZHU, Dongming & ZINDE-WALSH, Victoria, 2007. "Properties and Estimation of Asymmetric Exponential Power Distribution," Cahiers de recherche 13-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Stefano HERZEL & Catalin STARICA & Thomas NORD, 2007. "The IGARCH e®ect: Consequences on volatility forecasting and option trading," Quaderni del Dipartimento di Economia, Finanza e Statistica 34/2007, Università di Perugia, Dipartimento Economia.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007. "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper 9790, University Library of Munich, Germany, revised 15 May 2008.
• Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation (mis)perceptions in the euro area," Empirical Economics, Springer, vol. 39(2), pages 353-369, October.
  • António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2007. "Inflation (mis)perceptions in the euro area," Working Papers w200715, Banco de Portugal, Economics and Research Department.
• Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
  • Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics.
  • Thanasis Stengos & Ximing Wu†, 2007. "Information-Theoretic Distribution Test with Application to Normality," Working Paper series 24_07, Rimini Centre for Economic Analysis.
  • Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
• Garcia, Alejandro & Gencay, Ramazan, 2007. "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, vol. 20, pages 88-93.
• Stefanescu, Stefan, 2007. "How much the Rounding Errors could affect the Computer Results," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(2), pages 87-96, June.
• Joël Blot & Bertrand Crettez, 2007. "On the smoothness of optimal paths II: some local turnpike results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 30(2), pages 137-150, November.
• L. Crosato & P. Ganugi, 2007. "Statistical regularity of firm size distribution: the Pareto IV and truncated Yule for Italian SCI manufacturing," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(1), pages 85-115, June.
• David Giles, 2007. "Benford's law and naturally occurring prices in certain ebaY auctions," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 157-161.
  • David E. Giles, 2005. "Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions," Econometrics Working Papers 0505, Department of Economics, University of Victoria.
• David Giles, 2007. "Survival of the hippest: life at the top of the hot 100," Applied Economics, Taylor & Francis Journals, vol. 39(15), pages 1877-1887.
  • David E. Giles, 2005. "Survival of the Hippest: Life at the Top of the Hot 100," Econometrics Working Papers 0507, Department of Economics, University of Victoria.
• Markku Lanne & Saikkonen Pentti, 2007. "Modeling Conditional Skewness in Stock Returns," The European Journal of Finance, Taylor & Francis Journals, vol. 13(8), pages 691-704.
  • Markku Lanne & Pentti Saikkonen, 2005. "Modeling Conditional Skewness in Stock Returns," Economics Working Papers ECO2005/14, European University Institute.
• John C. Frain, 2007. "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers tep0207, Trinity College Dublin, Department of Economics.
• Stewart, T. & Strijbosch, L.W.G. & Moors, J.J.A. & van Batenburg, P., 2007. "A Simple Approximation to the Convolution of Gamma Distributions (Revision of DP 2006-27)," Discussion Paper 2007-70, Tilburg University, Center for Economic Research.
• Mark D. Ecker & Victor De Oliveira, 2007. "Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality," Working Papers 0030, College of Business, University of Texas at San Antonio.
• Guang Bi & David E. Giles, 2007. "An Application of Extreme Value Theory to U.S. Movie Box Office Returns," Econometrics Working Papers 0705, Department of Economics, University of Victoria.
• Ying Xie & David Giles, 2011. "A survival analysis of the approval of US patent applications," Applied Economics, Taylor & Francis Journals, vol. 43(11), pages 1375-1384.
  • Ying Xie & David E. Giles, 2007. "A Survival Analysis of the Approval of U.S. Patent Applications," Econometrics Working Papers 0707, Department of Economics, University of Victoria.
• José Murteira & Óscar Lourenço, 2011. "Health care utilization and self-assessed health: specification of bivariate models using copulas," Empirical Economics, Springer, vol. 41(2), pages 447-472, October.
  • José M. R. Murteira & Óscar D. Lourenço, 2007. "Health Care Utilization and Self-Assessed Health Specification of Bivariate Models Using Copulas," Health, Econometrics and Data Group (HEDG) Working Papers 07/27, HEDG, c/o Department of Economics, University of York.
• Schmidt, Rafael & Schmieder, Christian, 2009. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
  • Schmidt, Rafael & Schmieder, Christian, 2007. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Discussion Paper Series 2: Banking and Financial Studies 2007,07, Deutsche Bundesbank.

2006

• Erik Alencar de Figueirêdo, 2006. "Não-Linearidade e Persistência das Flutuações Econômicas: Evidência Internacional," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 7(1), pages 1-28.
• Mihaela Herciu, 2006. "The Impact Of Corruption On National Competitiveness," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 1(1), pages 13-28, October.
• Marc S. Paoletta & Luca Taschini, 2006. "An Econometric Analysis of Emission Trading Allowances," Swiss Finance Institute Research Paper Series 06-26, Swiss Finance Institute.
• Simon A. Broda & Marc S. Paolella, 2009. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 412-436, Fall.
  • Simon A. BRODA & Marc S. PAOLELLA, 2006. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series 08-08, Swiss Finance Institute, revised Feb 2008.
• Joon Y. Park & Mototsugu Shintani, 2016. "Testing For A Unit Root Against Transitional Autoregressive Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 635-664, May.
  • Joon Y. Park & Mototsugu Shintani, 2005. "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers 05010, Vanderbilt University Department of Economics.
  • Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics.
• Masoliver, Jaume & Montero, Miquel & Perello, Josep & Weiss, George H., 2006. "The continuous time random walk formalism in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 577-598, December.
  • Jaume Masoliver & Miquel Montero & Josep Perello, "undated". "The continuous time random walk formalism in financial markets," Modeling, Computing, and Mastering Complexity 2003 24, Society for Computational Economics.
  • J. Masoliver & M. Montero & J. Perello & G. H. Weiss, 2006. "The continuous time random walk formalism in financial markets," Papers physics/0611138, arXiv.org.
• Urzúa, Carlos M., 2006. "Gauss procedure to compute the ALM test for normality," EGAP Computer Code 2006-01, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2006. "Gauss procedure to compute the ALMP test for multivariate normality," EGAP Computer Code 2006-02, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2006. "Gauss procedure to compute the LMZ test for Zipf's law," EGAP Computer Code 2006-03, Tecnológico de Monterrey, Campus Ciudad de México.
• Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
  • Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics.
  • Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
  • Thanasis Stengos & Ximing Wu†, 2007. "Information-Theoretic Distribution Test with Application to Normality," Working Paper series 24_07, Rimini Centre for Economic Analysis.
• Ågren, Martin, 2006. "Prospect Theory and Higher Moments," Working Paper Series 2006:24, Uppsala University, Department of Economics.
• Kurt Geppert & Martin Gornig & Axel Werwatz, 2005. "Economic Growth of Agglomerations and Geographic Concentration of Industries: Evidence for Germany," Discussion Papers of DIW Berlin 513, DIW Berlin, German Institute for Economic Research.
  • Kurt Geppert & Martin Gornig & Axel Werwatz, 2006. "Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany," SFB 649 Discussion Papers SFB649DP2006-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• J. Polzehl & V. Spokoiny & C. Starica, 2004. "When did the 2001 recession really start?," Econometrics 0411017, University Library of Munich, Germany.
  • Jörg Polzehl & Vladimir Spokoiny & Catalin Starica, 2006. "When did the 2001 recession really start?," SFB 649 Discussion Papers SFB649DP2006-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Chen, Ying & Härdle, Wolfgang & Spokoiny, Vladimir, 2010. "GHICA -- Risk analysis with GH distributions and independent components," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 255-269, March.
  • Ying Chen & Wolfgang Härdle & Vladimir Spokoiny, 2006. "GHICA - Risk Analysis with GH Distributions and Independent Components," SFB 649 Discussion Papers SFB649DP2006-078, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Volker Krätschmer, 2006. "The Uniqueness of Extremum Estimation," SFB 649 Discussion Papers SFB649DP2006-080, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Mevlüdiye ŞİMŞEK & Sema BEHDİOĞLU, 2006. "Araştırma-geliştirme (AR-GE) faaliyetlerinin Türkiye-OECD ülkelerinde kümeleme analizi ile incelenmesi ve ekonomik büyümedeki önemi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(245), pages 123-137.
• Florencia Lopez Boo, 2006. "Changes in poverty and the stability of income distribution in Argentina: evidence from the 1990s via decompositions," Working Papers 33, ECINEQ, Society for the Study of Economic Inequality.
• Stefan Kassberger & Rüdiger Kiesel, 2006. "A fully parametric approach to return modelling and risk management of hedge funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(4), pages 472-491, December.
• Georges Dionne & Genevieve Gauthier & Nadia Ouertani & Nabil Tahani, 2011. "Heterogeneous Basket Options Pricing Using Analytical Approximations," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 47-85, March - J.
  • Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani, 2006. "Heterogeneous Basket Options Pricing Using Analytical Approximations," Cahiers de recherche 0605, CIRPEE.
• Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier, 2007. "Identifying technically efficient fishing vessels: a non-empty, minimal subset approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 729-745.
  • Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier, 2006. "Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach," Center for Policy Research Working Papers 78, Center for Policy Research, Maxwell School, Syracuse University.
• Evgenia Glogova & Richard Warnung, 2006. "Modeling Dependent Credit Risks for Application to Off-Site Banking Supervision," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 12, pages 79-91.
• L. Grossi & G. Morelli, 2006. "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers 2006-SE02, Department of Economics, Parma University (Italy).
• Idrovo Aguirre, Byron, 2006. "Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana
  [An estimation of short and long term rates spread: a leading indicator]," MPRA Paper 11116, University Library of Munich, Germany, revised 12 Mar 2007.
• Bassler, Kevin E. & McCauley, Joseph L. & Gunaratne, Gemunu H., 2006. "Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets," MPRA Paper 2126, University Library of Munich, Germany.
• Enrico Scalas & Kyungsik Kim, 2006. "The art of fitting financial time series with Levy stable distributions," Papers physics/0608224, arXiv.org.
  • Scalas, Enrico & Kim, Kyungsik, 2006. "The art of fitting financial time series with Levy stable distributions," MPRA Paper 336, University Library of Munich, Germany.
• Preda, Vasile & Ciumara, Roxana, 2006. "On Composite Models: Weibull-Pareto and Lognormal-Pareto. - A comparative study -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 32-46, June.
• Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Springer;Society for Computational Economics, vol. 30(3), pages 245-264, October.
  • Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.
• Kyoo il Kim, 2006. "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Labor Economics Working Papers 22451, East Asian Bureau of Economic Research.
  • Kyoo il Kim, 2006. "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Working Papers 20-2006, Singapore Management University, School of Economics.
• Ingo Klein & Matthias Fischer, 2006. "Power kurtosis transformations: Definition, properties and ordering," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(3), pages 395-401, September.
• Saralees Nadarjah, 2006. "Extreme value models with application to drought data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(3), pages 403-418, September.
• Gang Liu & Terje Skjerpen & Kjetil Telle, 2009. "Unit roots, polynomial transformations and the environmental Kuznets curve," Applied Economics Letters, Taylor & Francis Journals, vol. 16(3), pages 285-288.
  • Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle, 2006. "Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve," Discussion Papers 443, Statistics Norway, Research Department.
• Markus Haas & Stefan Mittnik & Marc Paolella, 2006. "Modelling and predicting market risk with Laplace-Gaussian mixture distributions," Applied Financial Economics, Taylor & Francis Journals, vol. 16(15), pages 1145-1162.
  • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2005. "Modeling and predicting market risk with Laplace-Gaussian mixture distributions," CFS Working Paper Series 2005/11, Center for Financial Studies (CFS).
• Thomas Mikosch & Casper G. de Vries, 2006. "Tail Probabilities for Regression Estimators," Tinbergen Institute Discussion Papers 06-085/2, Tinbergen Institute.
• Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia.
• Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
  • Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
  • Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics.
  • Thanasis Stengos & Ximing Wu†, 2007. "Information-Theoretic Distribution Test with Application to Normality," Working Paper series 24_07, Rimini Centre for Economic Analysis.
• Glen Roberts, 2006. "Accounting for Achievement in Athens: A Count Data Analysis of National Olympic Performance," Econometrics Working Papers 0602, Department of Economics, University of Victoria.
• David E. A. Giles, 2006. "The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data," Econometrics Working Papers 0607, Department of Economics, University of Victoria.
• Martina Nardon & Paolo Pianca, 2006. "Simulation techniques for generalized Gaussian densities," Working Papers 145, Department of Applied Mathematics, Università Ca' Foscari Venezia.
• Simone Alfarano & Thomas Lux, 2006. "Extreme Value Theory as a Theoretical Background for Power Law Behaviour," Working Papers wpn06-02, Warwick Business School, Finance Group.
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
  • Simone Alfarano & Thomas Lux, 2011. "Extreme value theory as a theoretical background for power law behavior," Working Papers 2011/02, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme value theory as a theoretical background for power law behavior," Kiel Working Papers 1648, Kiel Institute for the World Economy (IfW).

2005

• Asmaa Ahmed, 2005. "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 437-462, May.
  • Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/00, Monash University, Department of Econometrics and Business Statistics.
  • Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics.
• Sancetta, A. & Nikanrova, A., 2005. "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics 0516, Faculty of Economics, University of Cambridge.
• Ángel León & Javier Mencía & Enrique Sentana, "undated". "Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation," Working Papers wp2005_0509, CEMFI.
• León, à ngel & Mencía, Javier & Sentana, Enrique, 2009. "Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 176-192.
  • León, Ángel & Mencía, Javier & Sentana, Enrique, 2005. "Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation," CEPR Discussion Papers 5435, C.E.P.R. Discussion Papers.
  • Ángel León & Javier Mencía & Enrique Sentana, 2007. "Parametric properties of semi-nonparametric distributions, with applications to option valuation," Working Papers 0707, Banco de España;Working Papers Homepage.
• N. Ferrari, 2005. "Firm'investment forecast: An indicator of changes in expectations in industrial investment survey," Documents de Travail de la DESE - Working Papers of the DESE g2005-09, Institut National de la Statistique et des Etudes Economiques, DESE.
• Soo, Kwok Tong, 2005. "Zipf's Law for cities: a cross-country investigation," Regional Science and Urban Economics, Elsevier, vol. 35(3), pages 239-263, May.
  • Kwok Tong Soo, 2004. "Zipfs Law for Cities: A Cross Country Investigation," CEP Discussion Papers dp0641, Centre for Economic Performance, LSE.
  • Soo, Kwok Tong, 2004. "Zipf's law for cities: a cross country investigation," LSE Research Online Documents on Economics 19947, London School of Economics and Political Science, LSE Library.
• Jenkins, Stephen P., 2007. "Inequality and the GB2 Income Distribution," IZA Discussion Papers 2831, Institute for the Study of Labor (IZA).
  • Jenkins, Stephen P., 2007. "Inequality and the GB2 income distribution," ISER Working Paper Series 2007-12, Institute for Social and Economic Research.
  • Stephen P. Jenkins, 2007. "Inequality and the GB2 income distribution," Working Papers 73, ECINEQ, Society for the Study of Economic Inequality.
• Markku Lanne & Saikkonen Pentti, 2007. "Modeling Conditional Skewness in Stock Returns," The European Journal of Finance, Taylor & Francis Journals, vol. 13(8), pages 691-704.
  • Markku Lanne & Pentti Saikkonen, 2005. "Modeling Conditional Skewness in Stock Returns," Economics Working Papers ECO2005/14, European University Institute.
• Szymon Borak & Wolfgang Härdle & Rafal Weron, 2005. "Stable Distributions," SFB 649 Discussion Papers SFB649DP2005-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(02), pages 469-500, April.
  • Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Walter Beckert & Daniel McFadden, 2005. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP06/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Walter Beckert & Daniel McFadden, 2007. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP28/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Enrico D’Elia, 2005. "Using the results of qualitative surveys in quantitative analysis," ISAE Working Papers 56, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• Zhao, Zhong, 2008. "Sensitivity of propensity score methods to the specifications," Economics Letters, Elsevier, vol. 98(3), pages 309-319, March.
  • Zhao, Zhong, 2005. "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers 1873, Institute for the Study of Labor (IZA).
• Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007. "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 97-109, January.
  • D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths, 2004. "Estimating and Combining National Income Distributions using Limited Data," Econometric Society 2004 Australasian Meetings 213, Econometric Society.
  • Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao, 2005. "Estimating and Combining National Income Distributions using Limited Data," Department of Economics - Working Papers Series 926, The University of Melbourne.
• D.S. Poskitt & C.L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series 948, The University of Melbourne.
  • D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.
• Mark Western & Belinda Hewitt, 2005. "Marriage and Money: Variations across the Earnings Distribution," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 8(2), pages 163-179, June.
• REY, Serge, 2005. "Convergence réelle et convergence nominale dans les Pays de la région MENA
  [Real and nominal convergence amongst MENA countries]," MPRA Paper 30206, University Library of Munich, Germany.
• Cakir, Murat, 2005. "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporat," MPRA Paper 55975, University Library of Munich, Germany.
• A. C. Silva & V. M. Yakovenko, 2005. "Two-class structure of the personal income distribution in the USA in 1983-2001," Computing in Economics and Finance 2005 124, Society for Computational Economics.
• Joon Y. Park & Mototsugu Shintani, 2016. "Testing For A Unit Root Against Transitional Autoregressive Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 635-664, May.
  • Joon Y. Park & Mototsugu Shintani, 2005. "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers 05010, Vanderbilt University Department of Economics.
  • Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics.
• David Giles, 2007. "Benford's law and naturally occurring prices in certain ebaY auctions," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 157-161.
  • David E. Giles, 2005. "Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions," Econometrics Working Papers 0505, Department of Economics, University of Victoria.
• David Giles, 2007. "Survival of the hippest: life at the top of the hot 100," Applied Economics, Taylor & Francis Journals, vol. 39(15), pages 1877-1887.
  • David E. Giles, 2005. "Survival of the Hippest: Life at the Top of the Hot 100," Econometrics Working Papers 0507, Department of Economics, University of Victoria.
• David E. Giles, 2005. "The Bias of Inequality Measures in Very Small Samples: Some Analytic Results," Econometrics Working Papers 0514, Department of Economics, University of Victoria.
• Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005. "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper 10423, University Library of Munich, Germany.
  • Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trueck & Rafal Weron, 2005. "Modeling catastrophe claims with left-truncated severity distributions (extended version)," HSC Research Reports HSC/05/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Rafal Weron, 2005. "Heavy tails and electricity prices," HSC Research Reports HSC/05/02, Hugo Steinhaus Center, Wroclaw University of Technology.
• Markus Haas & Stefan Mittnik & Marc Paolella, 2006. "Modelling and predicting market risk with Laplace-Gaussian mixture distributions," Applied Financial Economics, Taylor & Francis Journals, vol. 16(15), pages 1145-1162.
  • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2005. "Modeling and predicting market risk with Laplace-Gaussian mixture distributions," CFS Working Paper Series 2005/11, Center for Financial Studies (CFS).
• Kleiber, Christian, 2005. "The Lorenz curve in economics and econometrics," Technical Reports 2005,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Kleiber, Christian, 2007. "The Lorenz curve in economics and econometrics," Working papers 2007/09, Faculty of Business and Economics - University of Basel.

2004

• Beckert, Walter & McFadden, Daniel L., 2010. "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, vol. 26(02), pages 469-500, April.
  • Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Walter Beckert & Daniel McFadden, 2005. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP06/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Walter Beckert & Daniel McFadden, 2007. "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers CWP28/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Soo, Kwok Tong, 2005. "Zipf's Law for cities: a cross-country investigation," Regional Science and Urban Economics, Elsevier, vol. 35(3), pages 239-263, May.
  • Soo, Kwok Tong, 2004. "Zipf's law for cities: a cross country investigation," LSE Research Online Documents on Economics 19947, London School of Economics and Political Science, LSE Library.
  • Kwok Tong Soo, 2004. "Zipfs Law for Cities: A Cross Country Investigation," CEP Discussion Papers dp0641, Centre for Economic Performance, LSE.
• Niguez, Trino-Manuel & Perote, Javier, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
  • Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series 479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Héctor Manuel Zarate, 2004. "Modeling the distribution of exchange rate time series and measuring the tail area: an empirical application of the colombian flexible exchange rate," Revista de Economía del Rosario, Universidad del Rosario, June.
• Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007. "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 97-109, January.
  • D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths, 2004. "Estimating and Combining National Income Distributions using Limited Data," Econometric Society 2004 Australasian Meetings 213, Econometric Society.
  • Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao, 2005. "Estimating and Combining National Income Distributions using Limited Data," Department of Economics - Working Papers Series 926, The University of Melbourne.
• B.P.M. McCabe & G.M. Martin & R.K. Freeland, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Monash Econometrics and Business Statistics Working Papers 13/04, Monash University, Department of Econometrics and Business Statistics.
  • Keith Freeland & Brendan McCabe & Gael Martin, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Econometric Society 2004 Australasian Meetings 313, Econometric Society.
• Jiro Hodoshima, 2004. "On weak exogeneity of the student's t and elliptical linear regression models," Econometric Society 2004 Far Eastern Meetings 601, Econometric Society.
• Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921.
  • Ivana Komunjer, 2004. "Asymmetric Power Distribution: Theory and Applications to Risk Measurement," Econometric Society 2004 Latin American Meetings 44, Econometric Society.
• Pentti Saikkonen & Markku Lanne, 2004. "A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns," Econometric Society 2004 North American Summer Meetings 469, Econometric Society.
• Miller, J. Isaac & Park, Joon Y., 2010. "Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory," Journal of Econometrics, Elsevier, vol. 155(1), pages 83-89, March.
  • Joon Y. Park & J. Isaac Miller, 2004. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Econometric Society 2004 North American Summer Meetings 597, Econometric Society.
  • J. Isaac Miller & Joon Y. Park, 2008. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Working Papers 0801, Department of Economics, University of Missouri.
• Andreas Gottschling & Christian Haefke, 2004. "Multivariate Hypernormal Densities," Econometric Society 2004 North American Winter Meetings 201, Econometric Society.
• Roel C.A. Oomen, 2004. "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings 77, Econometric Society.
• Soo, Kwok Tong, 2005. "Zipf's Law for cities: a cross-country investigation," Regional Science and Urban Economics, Elsevier, vol. 35(3), pages 239-263, May.
  • Kwok Tong Soo, 2004. "Zipfs Law for Cities: A Cross Country Investigation," CEP Discussion Papers dp0641, Centre for Economic Performance, LSE.
  • Soo, Kwok Tong, 2004. "Zipf's law for cities: a cross country investigation," LSE Research Online Documents on Economics 19947, London School of Economics and Political Science, LSE Library.
• Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series 479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Niguez, Trino-Manuel & Perote, Javier, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
• Silverberg, Gerald & Verspagen, Bart, 2007. "The size distribution of innovations revisited: An application of extreme value statistics to citation and value measures of patent significance," Journal of Econometrics, Elsevier, vol. 139(2), pages 318-339, August.
  • Silverberg, Gerald & Verspagen, Bart, 2004. "The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance," Research Memorandum 021, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  • Silverberg, G. & Verspagen, B., 2004. "The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance," Working Papers 04.17, Eindhoven Center for Innovation Studies.
• Henry Schellhorn & Didier Cossin, 2004. "Credit Risk in a Network Economy," FAME Research Paper Series rp106, International Center for Financial Asset Management and Engineering.
• Alexander Passow, 2004. "Omega Portfolio Construction with Johnson Distributions," FAME Research Paper Series rp120, International Center for Financial Asset Management and Engineering.
• Villani, Mattias & Larsson, Rolf, 2004. "The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis," Working Paper Series 175, Sveriges Riksbank (Central Bank of Sweden).
• Ying Chen & Wolfgang Härdle & Seok-Oh Jeong, 2004. "Nonparametric Risk Management with Generalized Hyperbolic Distributions," SFB 649 Discussion Papers SFB649DP2005-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2005.
• W. David Walls, 2004. "Revenues, Profitability, and Returns: Clinical Analysis of the Market for Mobster Films," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(2), pages 93-106, August.
• Eckhard Platen & Jason West, 2004. "A Fair Pricing Approach to Weather Derivatives," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 23-53, March.
  • Eckhard Platen & Jason West, 2003. "Fair Pricing of Weather Derivatives," Research Paper Series 106, Quantitative Finance Research Centre, University of Technology, Sydney.
• Keith Freeland & Brendan McCabe & Gael Martin, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Econometric Society 2004 Australasian Meetings 313, Econometric Society.
  • B.P.M. McCabe & G.M. Martin & R.K. Freeland, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Monash Econometrics and Business Statistics Working Papers 13/04, Monash University, Department of Econometrics and Business Statistics.
• D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
• Mario J. Miranda & Paul L. Fackler, 2004. "Applied Computational Economics and Finance," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262633094, January.
• Gluschenko, Konstantin, 2004. "Nonlinearly testing for a unit root in the presence of a break in the mean," MPRA Paper 678, University Library of Munich, Germany, revised Sep 2005.
• Carol Alexander & Leonardo M. Nogueira, 2004. "Hedging with Stochastic and Local Volatility," ICMA Centre Discussion Papers in Finance icma-dp2004-10, Henley Business School, Reading University, revised Dec 2004.
• Carol Alexander & Leonardo Nogueira, 2004. "Stochastic Local Volatility," ICMA Centre Discussion Papers in Finance icma-dp2008-02, Henley Business School, Reading University, revised Mar 2008.
• Terenzio Maccabelli, 2004. "Curva di Pareto e distribuzione della ricchezza in Costantino Bresciani Turroni," Rivista di Politica Economica, SIPI Spa, vol. 94(5), pages 203-248, September.
• Enrico Scalas & Silvano Cincotti, 2004. "A double-auction artificial market with time-irregularly spaced orders," Computing in Economics and Finance 2004 225, Society for Computational Economics.
• Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano, 2004. "Speculative option valuation: A supercomputing approach," Computing in Economics and Finance 2004 269, Society for Computational Economics.
• Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
• Paola Palmitesta & Corrado Provasi, 2004. "Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions," Computing in Economics and Finance 2004 306, Society for Computational Economics.
• Carol Alexander & Andrew Scourse, 2004. "Bivariate normal mixture spread option valuation," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 637-648.
  • Carol Alexandra & Andrew Scourse, 2003. "Bivariate Normal Mixture Spread Option Valuation," ICMA Centre Discussion Papers in Finance icma-dp2003-15, Henley Business School, Reading University.
• Laura A. Schintler & Sean P. Gorman & Aura Reggiani & Roberto Patuelli & Andy Gillespie & Peter Nijkamp & Jonathan Rutherford, 2004. "Complex Network Phenomena in Telecommunication Systems," Tinbergen Institute Discussion Papers 04-118/3, Tinbergen Institute.
• Silverberg, Gerald & Verspagen, Bart, 2007. "The size distribution of innovations revisited: An application of extreme value statistics to citation and value measures of patent significance," Journal of Econometrics, Elsevier, vol. 139(2), pages 318-339, August.
  • Silverberg, G. & Verspagen, B., 2004. "The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance," Working Papers 04.17, Eindhoven Center for Innovation Studies.
  • Silverberg, Gerald & Verspagen, Bart, 2004. "The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance," Research Memorandum 021, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
• Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality in Linear Regression," Econometrics Working Papers 0402, Department of Economics, University of Victoria.
• David E. A. Giles, 2004. "No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)," Econometrics Working Papers 0403, Department of Economics, University of Victoria.
• Lauren Bin Dong, 2004. "The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach," Econometrics Working Papers 0404, Department of Economics, University of Victoria.
• Lauren Bin Dong, 2004. "Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach," Econometrics Working Papers 0405, Department of Economics, University of Victoria.
• Krzysztof Burnecki & Joanna Nowicka-Zagrajek & Aleksander Weron, 2004. "Pure risk premiums under deductibles. A quantitative management in actuarial practice," HSC Research Reports HSC/04/05, Hugo Steinhaus Center, Wroclaw University of Technology.
• Agnieszka Wylomanska, 2004. "Asymptotic behavior of measures of dependence for ARMA(1,2) models with stable innovations. Stationary and non-stationary coefficients," HSC Research Reports HSC/04/06, Hugo Steinhaus Center, Wroclaw University of Technology.
• Winker, Peter & Maringer, Dietmar, 2004. "The Hidden Risks of Optimizing Bond Portfolios under VaR," Research Notes 13, Deutsche Bank Research.

2003

• Sancetta, A. & Satchell, S.E., 2003. "Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses," Cambridge Working Papers in Economics 0319, Faculty of Economics, University of Cambridge.
• Farah, N. & Satchell, S.E., 2003. "A Loss Aversion Performance Measure," Cambridge Working Papers in Economics 0333, Faculty of Economics, University of Cambridge.
• Paul A Kattuman & Alexandru Chirmiciu, 2003. "Significant Feedbacks in Firm Growth and Market Structure," Working Papers wp270, Centre for Business Research, University of Cambridge.
• Kurt Geppert & Martin Gornig & Axel Werwatz, 2005. "Economic Growth of Agglomerations and Geographic Concentration of Industries: Evidence for Germany," Discussion Papers of DIW Berlin 513, DIW Berlin, German Institute for Economic Research.
  • Kurt Geppert & Martin Gornig & Axel Werwatz, 2006. "Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany," SFB 649 Discussion Papers SFB649DP2006-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Miguel Angel Tarancón Morán, 2003. "Ajuste y proyección de las tablas input-output en condiciones de coherencia estructural mediante optimización matemática," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 18(2), pages 67-95, December.
• Edith Madsen, 2003. "Testing for unit roots in panels by using a mixture model," CAM Working Papers 2003-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 437-462, May.
  • Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/00, Monash University, Department of Econometrics and Business Statistics.
  • Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics.
• David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin, 2003. "Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms," Monash Econometrics and Business Statistics Working Papers 6/03, Monash University, Department of Econometrics and Business Statistics.
• Jaroslav Jílek & Miloš Vojta, 2003. "Zdokonalené uživatelské signální odhady čtvrtletních změn hrubého domácího produktu České republiky
  [Enhanced user flash estimates of quarter - on-quarter changes in gross domestic product of the C," Politická ekonomie, University of Economics, Prague, vol. 2003(5).
• Carol Alexander & Andrew Scourse, 2004. "Bivariate normal mixture spread option valuation," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 637-648.
  • Carol Alexandra & Andrew Scourse, 2003. "Bivariate Normal Mixture Spread Option Valuation," ICMA Centre Discussion Papers in Finance icma-dp2003-15, Henley Business School, Reading University.
• Michal Greszta, 2003. "Testing stationarity of AR(1) process with symmetric stable disturbance," Computing in Economics and Finance 2003 217, Society for Computational Economics.
• Levent Ozbek & Umit Ozlale & Fikri Ozturk, 2003. "Employing Extended Kalman Filter in a Simple Macroeconomic Model," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 3(1), pages 53-65.
• Eckhard Platen & Jason West, 2004. "A Fair Pricing Approach to Weather Derivatives," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 23-53, March.
  • Eckhard Platen & Jason West, 2003. "Fair Pricing of Weather Derivatives," Research Paper Series 106, Quantitative Finance Research Centre, University of Technology, Sydney.

2002

• Dulce Saura Bacaicoa & Ángel Rodriguéz, 2002. "No linealidad y economía Austríaca," Revista de Economía del Rosario, Universidad del Rosario, December.
• Bontemps, Christophe & Couture, St phane, 2002. "Irrigation water demand for the decision maker," Environment and Development Economics, Cambridge University Press, vol. 7(04), pages 643-657, October.
• Hung-Jen Wang, 2002. "Heteroscedasticity and Non-Monotonic Efficiency Effects of a Stochastic Frontier Model," Journal of Productivity Analysis, Springer, vol. 18(3), pages 241-253, November.
  • Wang, Hung-Jen, 2002. "Heteroscedasticity and non-monotonic efficiency effects of a stochastic frontier model," MPRA Paper 31076, University Library of Munich, Germany.
• García Pérez, C & Núñez Velázquez, J.J. & C. Rivera Galicia, L.F. & Zamora Sanz, A.I., 2002. "Análisis comparativo de la desigualdad a partir de una batería de indicadores. El caso de las Comunidades Autónomas españolas en el período 1973-1991," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 20, pages 137-154, Abril.
• D.S. Poskitt & C.L. Skeels, 2002. "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series 862, The University of Melbourne.
• Hung-Jen Wang, 2002. "Heteroscedasticity and Non-Monotonic Efficiency Effects of a Stochastic Frontier Model," Journal of Productivity Analysis, Springer, vol. 18(3), pages 241-253, November.
  • Wang, Hung-Jen, 2002. "Heteroscedasticity and non-monotonic efficiency effects of a stochastic frontier model," MPRA Paper 31076, University Library of Munich, Germany.
• Carol Alexander, 2002. "Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model," ICMA Centre Discussion Papers in Finance icma-dp2003-06, Henley Business School, Reading University, revised Mar 2003.
• Joanna Nowicka-Zagrajek & Rafal Weron, 2002. "Modeling electricity loads in California: ARMA models with hyperbolic noise," HSC Research Reports HSC/02/02, Hugo Steinhaus Center, Wroclaw University of Technology.
• Rafal Weron, 2002. "Pricing European options on instruments with a constant dividend yield: The randomized discrete-time approach," HSC Research Reports HSC/02/04, Hugo Steinhaus Center, Wroclaw University of Technology.

2001

• Colom Andrés, Mª C & Martínez Verdú, R. & Molés Machí, Mª C., 2001. "Formación de hogar y situación en el mercado laboral: un análisis para los jóvenes adultos en España," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 18, pages 105-128, Agosto.
• Herrerías Pleguezuelo, R. & García Fernández, R. Mª, 2001. "Un análisis de la desigualdad de la renta entre las provincias andaluzas, a partir de los datos de la E.B.P.F. y de renta corregidos (1990-91), utilizando estimaciones de combinaciones lineales convex," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 19, pages 21-36, Diciembre.
• Troitiño Cobas, A., 2001. "Incidencia de la ocultación de ingresos de la EPF sobre los niveles regionales de desigualdad relativa y bienestar-renta," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 19, pages 189-210, Diciembre.
• Sarabia Alegría, J.M & Pascual Sáez, Marta, 2001. "Rankings de distribuciones de renta basados en curvas de Lorenz ordenadas: un estudio empírico1," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 19, pages 151-169, Diciembre.
• Ramos Romero, H.M. & Sordo Díaz, M.A., 2001. "El orden de Lorenz generalizado de orden j, ¿un orden en desigualdad?," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 19, pages 139-149, Diciembre.
• Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
  • Daniel A. Ackerberg, 2001. "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers 0273, National Bureau of Economic Research, Inc.
• Joanna Nowicka-Zagrajek & Aleksander Weron, 2001. "Dependence structure of stable R-GARCH processes," HSC Research Reports HSC/01/02, Hugo Steinhaus Center, Wroclaw University of Technology.

2000

• Prieto Alaiz, M. & Pena Trapero, B., 2000. "Repercusiones de la ocultación de renta sobre la medición de la desigualdad," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 14, pages 153-172, Abril.
• Esteban García, J. & López Rodríguez, M.I.. & Ruiz Ponce, F., 2000. "Una revisión de los sistemas generadores y modelos de probabilidad descriptivos de la distribución de la Renta," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 14, pages 47-72, Abril.

1999

• Weron, Aleksander & Mercik, Szymon & Weron, Rafal, 1999. "Origins of the scaling behaviour in the dynamics of financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 264(3), pages 562-569.
  • Aleksander Weron & Szymon Mercik & Rafal Weron, 1998. "Origins of the scaling behaviour in the dynamics of financial data," HSC Research Reports HSC/98/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Mercik, Szymon & Weron, Rafal, 1999. "Scaling in currency exchange: a conditionally exponential decay approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 267(1), pages 239-250.
  • Szymon Mercik & Rafal Weron, 1998. "Scaling in currency exchange: A Conditionally Exponential Decay approach," HSC Research Reports HSC/98/02, Hugo Steinhaus Center, Wroclaw University of Technology.
• Babbs, Simon H & Johnson, Andrew E, 1999. "Severe Loss Probabilities in Portfolio Credit Risk Models," MPRA Paper 22929, University Library of Munich, Germany, revised 14 Jan 2004.

1998

• García Pérez, J., 1998. "El método de subasta como complemento al PERT clásico," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 10, pages 71-88, Diciembre.
• Weron, Aleksander & Mercik, Szymon & Weron, Rafal, 1999. "Origins of the scaling behaviour in the dynamics of financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 264(3), pages 562-569.
  • Aleksander Weron & Szymon Mercik & Rafal Weron, 1998. "Origins of the scaling behaviour in the dynamics of financial data," HSC Research Reports HSC/98/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Mercik, Szymon & Weron, Rafal, 1999. "Scaling in currency exchange: a conditionally exponential decay approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 267(1), pages 239-250.
  • Szymon Mercik & Rafal Weron, 1998. "Scaling in currency exchange: A Conditionally Exponential Decay approach," HSC Research Reports HSC/98/02, Hugo Steinhaus Center, Wroclaw University of Technology.

1997

• Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul, 1997. "Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors," MPRA Paper 664, University Library of Munich, Germany, revised 01 Jun 1997.
• Katarzyna Sznajd-Weron & Rafal Weron, 1997. "Evolution in a changing environment," HSC Research Reports HSC/97/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Krzysztof Burnecki & Makoto Maejima & Aleksander Weron, 1997. "The Lamperti transformation for self-similar processes," HSC Research Reports HSC/97/02, Hugo Steinhaus Center, Wroclaw University of Technology.
• Krzysztof Burnecki & Jan Rosinski & Aleksander Weron, 1997. "Spectral representation and structure of self-similar processes," HSC Research Reports HSC/97/03, Hugo Steinhaus Center, Wroclaw University of Technology.

1996

• Gatsios, Konstantine & Kollintzas, Tryphon, 1996. "Time-Consistent Solutions to the Stochastic Dynamic Strategic Export Subsidy Problem," CEPR Discussion Papers 1405, C.E.P.R. Discussion Papers.
• Rafal Weron, 1996. "Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables"," HSC Research Reports HSC/96/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  • Weron, Rafal, 1996. "Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"," MPRA Paper 20761, University Library of Munich, Germany, revised 2010.
• Weron, Rafal, 1996. "Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"," MPRA Paper 20761, University Library of Munich, Germany, revised 2010.
  • Rafal Weron, 1996. "Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables"," HSC Research Reports HSC/96/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Aleksander Janicki & Zbigniew Michna & Aleksander Weron, 1996. "Approximation of stochastic differential equations driven by alpha-stable Levy motion," HSC Research Reports HSC/96/02, Hugo Steinhaus Center, Wroclaw University of Technology.

1995

• Salvador Cruz Rambaud, 1995. "Leyes financieras procedentes de funciones de distribución que se concentran a la izquierda o a la derecha," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 4, pages 29-56, Diciembre.
• Dale J. Poirier, 1995. "Intermediate Statistics and Econometrics: A Comparative Approach," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262161494, January.
• Parrinello, Sergio & Fujimoto, Takao, 1995. "The transfer of statistical equilibrium from physics to economics," MPRA Paper 30830, University Library of Munich, Germany.
• Rafal Weron, 1995. "Performance of the estimators of stable law parameters," HSC Research Reports HSC/95/01, Hugo Steinhaus Center, Wroclaw University of Technology.

1994

• Alfredo García Güemes, 1994. "Un modelo de reemplazamiento para un sistema sujeto a shoks poissonianos," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 1, pages 31-44, Junio.
• David Card & Thomas Lemieux, 1994. "Changing Wage Structure and Black-White Wage Differentials: A Longitudinal Analysis," Working Papers 701, Princeton University, Department of Economics, Industrial Relations Section..
• David Card & Thomas Lemieux, 1994. "Changing Wage Structure and Black-White Wage Differentials: A Longitudinal Analysis," Working Papers 701, Princeton University, Department of Economics, Industrial Relations Section..

1991

• D'Elia, Enrico, 1991. "La quantificazione dei risultati dei sondaggi congiunturali: un confronto tra procedure
  [Quantifying the results of tendency surveys: a comparison among different procedures]," MPRA Paper 16434, University Library of Munich, Germany.

1990

• James G. MacKinnon, 1990. "Critical Values for Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
  • James G. MacKinnon, 2010. "Critical Values For Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
  • Tom Doan, "undated". "EGTEST: RATS procedure to compute Engle-Granger test for Cointegration," Statistical Software Components RTS00061, Boston College Department of Economics.

1989

• Peeters, H.M.M., 1989. "Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score
  [The use of a parametric and a semi-paramet," MPRA Paper 28104, University Library of Munich, Germany.

1988

• Urzúa, Carlos M., 1988. "A Class of Maximum-Entropy Multivariate Distributions," EGAP Working Papers 200301, Tecnológico de Monterrey, Campus Ciudad de México.

0

• Joanna Janczura & Rafal Weron, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," HSC Research Reports HSC/11/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  • Joanna Janczura & Rafal Weron, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," Papers 1102.3712, arXiv.org.
  • Janczura, Joanna & Weron, Rafal, 2011. "Black swans or dragon kings? A simple test for deviations from the power law," MPRA Paper 28959, University Library of Munich, Germany.
• Scalas, Enrico & Kim, Kyungsik, 2006. "The art of fitting financial time series with Levy stable distributions," MPRA Paper 336, University Library of Munich, Germany.
  • Enrico Scalas & Kyungsik Kim, 2006. "The art of fitting financial time series with Levy stable distributions," Papers physics/0608224, arXiv.org.
• Masoliver, Jaume & Montero, Miquel & Perello, Josep & Weiss, George H., 2006. "The continuous time random walk formalism in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 577-598, December.
  • Jaume Masoliver & Miquel Montero & Josep Perello, "undated". "The continuous time random walk formalism in financial markets," Modeling, Computing, and Mastering Complexity 2003 24, Society for Computational Economics.
  • J. Masoliver & M. Montero & J. Perello & G. H. Weiss, 2006. "The continuous time random walk formalism in financial markets," Papers physics/0611138, arXiv.org.
• James G. MacKinnon, 1990. "Critical Values for Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
  • Tom Doan, "undated". "EGTEST: RATS procedure to compute Engle-Granger test for Cointegration," Statistical Software Components RTS00061, Boston College Department of Economics.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, "undated". "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
  • Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
  • Alberto Holly & Alain Montfort & Michael Rockinger, 2008. "Fourth order pseudo maximum likelihood methods," Working Papers 0802, University of Lausanne, Institute of Health Economics and Management (IEMS).
  • Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
• Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013. "Stable mixture GARCH models," Journal of Econometrics, Elsevier, vol. 172(2), pages 292-306.
  • Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, "undated". "Stable Mixture GARCH Models," Swiss Finance Institute Research Paper Series 11-39, Swiss Finance Institute.
• Masoliver, Jaume & Montero, Miquel & Perello, Josep & Weiss, George H., 2006. "The continuous time random walk formalism in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 577-598, December.
  • Jaume Masoliver & Miquel Montero & Josep Perello, "undated". "The continuous time random walk formalism in financial markets," Modeling, Computing, and Mastering Complexity 2003 24, Society for Computational Economics.
  • J. Masoliver & M. Montero & J. Perello & G. H. Weiss, 2006. "The continuous time random walk formalism in financial markets," Papers physics/0611138, arXiv.org.
• Mark D. Ecker & Victor De Oliveira, 2007. "Bayesian Spatial Modeling of Housing Prices Subject to a Localized Externality," Working Papers 0030, College of Business, University of Texas at San Antonio.
• Clovis Freire, 2011. "Social and Economic Impact of Disasters: Estimating the Threshold between Low and High Levels of Risk," MPDD Working Paper Series WP/11/15, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).

• Haas Markus, 2010. "Skew-Normal Mixture and Markov-Switching GARCH Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-56, September.
• Palmitesta Paola & Provasi Corrado, 2004. "GARCH-type Models with Generalized Secant Hyperbolic Innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.