Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C46: Specific Distributions
2017
- Liang Jiang & Xiaohu Wang & Jun Yu, 2017, "In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2017, May.
- Emrah ALTUN & Morad ALIZADEH & Gamze OZEL & Hüseyin TATLIDIL & Najmieh MAKSAYI, 2017, "Forecasting Value-At-Risk With Two-Step Method: Garch-Exponentiated Odd Log-Logistic Normal Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 97-115, December.
- Gheorghe SAVOIU & Emilia GOGU & Marian TAICU, 2017, "Hierarchies of Asociative Dynamics, Starting From Romania’s Macro-Economic Imbalances in the EU-28. What Does Romania’s Economic Evolution in the EU-28 Look Like?," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 3, pages 35-46, September.
- Vasile V. Dumitrescu & Gheorghe Savoiu, 2017, "Some Methodological Aspects Concerning The Statistical Determination Of Inflation," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 10, pages 82-96, October.
- Gheorghe SAVOIU & Mihaela Gabriela NEACSU & Cristina DURAN, 2017, "A Survey On The Desirability Of An Extra-Curricular School Program Or Spiritual Counseling Workshop, And Some Specific Statistical Interactions Or Confrontations," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 5, pages 275-294, May.
- Gheorghe SAVOIU, 2017, "Systems Of Industrial Indicators – In A Context Dominated By The National Forecasting Commission’S Anticipations," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 8, pages 121-129, August.
- Arturo Ramos, 2017, "Are the log-growth rates of city sizes distributed normally? Empirical evidence for the USA," Empirical Economics, Springer, volume 53, issue 3, pages 1109-1123, November, DOI: 10.1007/s00181-016-1147-8.
- Lucio Bertoli-Barsotti & Tommaso Lando, 2017, "A theoretical model of the relationship between the h-index and other simple citation indicators," Scientometrics, Springer;Akadémiai Kiadó, volume 111, issue 3, pages 1415-1448, June, DOI: 10.1007/s11192-017-2351-9.
- Lucio Bertoli-Barsotti & Tommaso Lando, 2017, "The h-index as an almost-exact function of some basic statistics," Scientometrics, Springer;Akadémiai Kiadó, volume 113, issue 2, pages 1209-1228, November, DOI: 10.1007/s11192-017-2508-6.
- Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2017, "Using compositional and Dirichlet models for market-share regression," TSE Working Papers, Toulouse School of Economics (TSE), number 17-804, May.
- Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2017, "Interpreting the impact of explanatory variables in compositional models," TSE Working Papers, Toulouse School of Economics (TSE), number 17-805, May.
- Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2017, "Automatic regrouping of strata in the chi-square test," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-24, Oct.
- Michael Spagat & Neil Johnson & Stijn van Weezel, 2017, "David Versus Goliath: Fundamental Patterns and Predictions in Modern Wars and Terrorist Campaigns," Working Papers, School of Economics, University College Dublin, number 201721, Oct.
- Vyacheslav Bobkov & Igor Kolmakov, 2017, "Identifying the Social Structure and the Inequality in Monetary Income of Russian Population," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 971-984.
- Díaz Serrano, Lluís, 2017, "The Reliability of Students’ Earnings Expectations," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/290760.
- David E. Giles, 2017, "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1703, Aug.
- David E. Giles & Qinlu Chen, 2017, "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers, Department of Economics, University of Victoria, number 1704, Aug.
2016
- Monica Maria Coro? & Cornelia Pop & Diana-Roua Micu (Tau?an), 2016, "The Profile of Romanian Urban Inns," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue S10, pages 885-885, November.
- Milan TEREK, 2016, "Information Channels Effectiveness Assessment On The Basis Of Data From Statistical Survey," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 63, issue 2, pages 225-235, July.
- Majda Benzidia & Michel Lubrano, 2016, "A Bayesian Look at American Academic Wages: The Case of Michigan State University," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1628, Oct.
- İstem Köymen Keser & İpek Deveci Kocakoç & Ali Kemal Şehirlioğlu, 2016, "A New Descriptive Statistic for Functional Data: Functional Coefficient of Variation," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 2, pages 1-10, September, DOI: http://dx.doi.org/10.17093/aj.2016..
- F. Clementi & M. Gallegati, 2016, "New economic windows on income and wealth: The k-generalized family of distributions," Papers, arXiv.org, number 1608.06076, Aug.
- Aleh Mazol, 2016, "Spatial wage inequality in Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 35, Aug.
- Paul Eckerstorfer & Johannes Halak & Jakob Kapeller & Bernhard Schütz & Florian Springholz & Rafael Wildauer, 2016, "Correcting for the Missing Rich: An Application to Wealth Survey Data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 62, issue 4, pages 605-627, December.
- OGREAN Claudia & OKRĘGLICKA Małgorzata, 2016, "Cross Border Mergers And Acquisitions - An Overview Of Their Evolution And Trends," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 5, pages 19-34, December.
- Christopher L. Skeels & Frank Windmeijer, 2016, "On the Stock-Yogo Tables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/679, Nov, revised 25 Nov 2016.
- Hossein Kavand & Marcel-Cristian Voia, 2016, "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Carleton Economic Papers, Carleton University, Department of Economics, number 16-01, Jan, revised 26 Jun 2017.
- Stephen P Jenkins, 2016, "Pareto models, top incomes, and recent trends in UK income inequality," STICERD - Public Economics Programme Discussion Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 30, Aug.
- Walter Kraemer & Holger Dette, 2016, "Beyond Inequality: A Novel Measure of Skewness and its Properties," CESifo Working Paper Series, CESifo, number 5972.
- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2060, Jul.
- Titus Felix FURTUNĂ & Adriana REVEIU & Marian DÂRDALĂ & Ion SMEUREANU, 2016, "Identifying Consumers’Profiles Concerning Residential Lighting," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 23-38.
- Maller, Ross & Roberts, Steven & Tourky, Rabee, 2016, "The large-sample distribution of the maximum Sharpe ratio with and without short sales," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 138-152, DOI: 10.1016/j.jeconom.2016.04.003.
- Shonkwiler, J.S., 2016, "Variance of the truncated negative binomial distribution," Journal of Econometrics, Elsevier, volume 195, issue 2, pages 209-210, DOI: 10.1016/j.jeconom.2016.09.002.
- Bodnar, Taras & Hautsch, Nikolaus, 2016, "Dynamic conditional correlation multiplicative error processes," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 41-67, DOI: 10.1016/j.jempfin.2015.12.002.
- Won, Seoung Joun & Wang, X. Henry & Warren, Henry E., 2016, "Climate normals and weather normalization for utility regulation," Energy Economics, Elsevier, volume 54, issue C, pages 405-416, DOI: 10.1016/j.eneco.2015.12.016.
- Aghababa, Hajar & Barnett, William A., 2016, "Dynamic structure of the spot price of crude oil: does time aggregation matter?," Energy Economics, Elsevier, volume 59, issue C, pages 227-237, DOI: 10.1016/j.eneco.2016.07.023.
- Haas, Markus, 2016, "A note on optimal portfolios under regime–switching," Finance Research Letters, Elsevier, volume 19, issue C, pages 209-216, DOI: 10.1016/j.frl.2016.08.001.
- Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2016, "The risk in capital controls," Finance Research Letters, Elsevier, volume 19, issue C, pages 261-266, DOI: 10.1016/j.frl.2016.08.011.
- 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, volume 64, issue C, pages 88-103, DOI: 10.1016/j.jimonfin.2016.02.011.
- Heinrich, Torsten & Dai, Shuanping, 2016, "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Structural Change and Economic Dynamics, Elsevier, volume 37, issue C, pages 90-106, DOI: 10.1016/j.strueco.2016.01.001.
- P. Jenkins, Stephen, 2016, "Pareto models, top incomes, and recent trends in UK income inequality," ISER Working Paper Series, Institute for Social and Economic Research, number 2016-07, Aug.
- Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh, 2016, "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-065, DOI: 10.17016/FEDS.2016.065r1.
- Majda Benzidia & Michel Lubrano, 2016, "A Bayesian Look at American Academic Wages: The Case of Michigan State University," Working Papers, HAL, number halshs-01358882, Nov.
- Jenkins, Stephen P., 2016, "Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10124, Aug.
- Hess Wolfgang & Tutz Gerhard & Gertheiss Jan, 2016, "A Flexible Link Function for Discrete-Time Duration Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 455-481, August, DOI: 10.1515/jbnst-2015-1022.
- Hess Wolfgang & Tutz Gerhard & Gertheiss Jan, 2016, "A Flexible Link Function for Discrete-Time Duration Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 455-481, August, DOI: 10.1515/jbnst-2015-1022.
- Hess Wolfgang & Tutz Gerhard & Gertheiss Jan, 2016, "A Flexible Link Function for Discrete-Time Duration Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 4, pages 455-481, August, DOI: 10.1515/jbnst-2015-1022.
- William A. Barnett & Hajar Aghababa, 2016, "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201602, Aug, revised Aug 2016.
- Tianhao Wu, 2016, "On a Class of Statistical Distance Measures for Sales Distribution: Theory, Simulation and Calibration," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 3, pages 141-152, September.
- Zoltán Zubor, 2016, "Volatility capital buffer to prevent the breach of the Solvency II capital requirements," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 1, pages 91-123.
- Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios, 2016, "Pricing of average value options versus European options with stochastic interest rate," Contaduría y Administración, Accounting and Management, volume 61, issue 4, pages 629-648, Octubre-D.
- Paulo dos Santos & Ellis Scharfenaker, 2016, "Informational Performance, Competitive Capital-Market Scaling, and the Frequency Distribution of Tobin’s Q," Working Papers, New School for Social Research, Department of Economics, number 1607, Sep.
- Simon A. Broda & Raymond Kan, 2016, "On distributions of ratios," Biometrika, Biometrika Trust, volume 103, issue 1, pages 205-218.
- Carsten Bormann & Julia Schaumburg & Melanie Schienle, 2016, "Beyond Dimension two: A Test for Higher-Order Tail Risk," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 3, pages 552-580.
- Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2016, "Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 4, pages 769-783, December, DOI: 10.12775/EQUIL.2016.035.
- Fernández-Morales, Antonio, 2016, "Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution," MPRA Paper, University Library of Munich, Germany, number 69648.
- Barnett, William & Aghababa, Hajar, 2016, "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," MPRA Paper, University Library of Munich, Germany, number 73240, Jul.
- Sunanta, Owat & Viertl, Reinhard, 2016, "Fuzzy models in regional statistics," MPRA Paper, University Library of Munich, Germany, number 74501.
- Vorobyev, Oleg Yu., 2016, "The theory of dual co~event means," MPRA Paper, University Library of Munich, Germany, number 81893, Sep.
- Vorobyev, Oleg Yu., 2016, "Triangle room paradox of negative probabilities of events," MPRA Paper, University Library of Munich, Germany, number 81894, Sep.
- Vorobyev, Oleg Yu., 2016, "Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences," MPRA Paper, University Library of Munich, Germany, number 81897, Sep.
- Tomáš Bunčák, 2016, "Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 527-546, DOI: 10.18267/j.pep.581.
- Jiang Liang & Wang Xiaohu & Jun Yu, 2016, "New Distribution Theory for the Estimation of Structural Break Point in Mean," Working Papers, Singapore Management University, School of Economics, number 01-2016, Jan.
- Lee Scyoc & M. Kevin McGee, 2016, "Testing for competitive balance," Empirical Economics, Springer, volume 50, issue 3, pages 1029-1043, May, DOI: 10.1007/s00181-015-0968-1.
- David E. Giles & Hui Feng & Ryan T. Godwin, 2016, "Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 45, issue 8, pages 2465-2483, April, DOI: 10.1080/03610926.2014.887104.
- Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine, 2016, "A tour of regression models for explaining shares," TSE Working Papers, Toulouse School of Economics (TSE), number 16-742, Dec.
- Duică Anişoara & Florea Nicoleta Valentina & Duică Mircea Constantin & Iancu Dorin, 2016, "Using Simulation and Six Sigma to Analyze and Improve Motivation Process of Teachers from Undergraduate Institutions," Valahian Journal of Economic Studies, Sciendo, volume 7, issue 2, pages 7-16, December, DOI: 10.1515/vjes-2016-0001.
- Tim Leung & Xin Li, 2016, "Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9839, ISBN: ARRAY(0x5e6927a0), September.
- Jin Seo Cho & Peter C.B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-90, Aug.
- Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie, 2016, "Beyond dimension two: A test for higher-order tail risk," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 80, DOI: 10.5445/IR/1000051814.
- Haas, Markus, 2016, "A note on optimal portfolios under regime-switching," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145493.
- Schaffner, Florian, 2016, "Information transmission in high dimensional choice problems: The value of online ratings in the restaurant market," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145585.
- Metzing, Maria & Bartels, Charlotte, 2016, "An integrated approach for top-corrected Ginis," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145818.
2015
- Charles I. Jones, 2015, "Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality," Journal of Economic Perspectives, American Economic Association, volume 29, issue 1, pages 29-46, Winter.
- Herrerías Pleguezuelo, R. & Herrerías Pleguezuelo, J.M., 2015, "Uso práctico de la distribución TSP en el método de valoración de las dos betas," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 15, issue 01, DOI: 10.22004/ag.econ.211285.
- Uglješa Stankov & Vanja Dragićević, 2015, "Changes in the spatial pattern of net earnings: Evidence from Serbia," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 3, pages 351-365, September.
- Hatice Çiçek & Sinan Saraçlı, 2015, "Performance Of Shannon's Maximum Entropy Distribution Under Some Restrictions: An Application On Turkey's Annual Temperatures," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 1, pages 7-14, June, DOI: http://dx.doi.org/10.17093/aj.2015..
- M. Modica & A. Reggiani & P. Nijkamp, 2015, "A Comparative Analysis of Gibrat s and Zipf s Law on Urban Population," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1008, May.
- Spencer WHEATLEY & Didier SORNETTE, 2015, "Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-28, Jul.
- Sandro Claudio LERA & Didier SORNETTE, 2015, "Secular Bipolar Growth Rate of the Real US GDP Per Capita: Implications for Understanding Past and Future Economic Growth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-62, Dec.
- Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2015, "The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201502, Apr.
- Dante Amengual & Enrique Sentana, 2015, "Is a Normal Copula the Right Copula?," Working Papers, CEMFI, number wp2015_1504, Aug.
- Thomas Bassetti & Raul Caruso & Darwin CortÔøΩs, 2015, "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," Documentos de Trabajo, Universidad del Rosario, number 13823, Oct.
- Lukasz Lenart, 2015, "Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 27-47.
- Sentana, Enrique & Amengual, Dante, 2015, "Is a normal copula the right copula?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10809, Sep.
- Thomas Bassetti & Raul Caruso & Darwin Cortes, 2015, "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ispe0073, Jul.
- Monfort, Alain (ed.), 2015, "Non-Negativity, Zero Lower Bound and Affine Interest Rate Models," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15295.
- Stefan Bach & Andreas Thiemann & Aline Zucco, 2015, "The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1502.
- Modalsli, Jørgen, 2015, "Estimating occupational mobility with covariates," Economics Letters, Elsevier, volume 133, issue C, pages 77-80, DOI: 10.1016/j.econlet.2015.05.017.
- Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015, "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 376-384, DOI: 10.1016/j.jeconom.2015.03.041.
- Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015, "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 43-56, DOI: 10.1016/j.jeconom.2015.01.003.
- Uritskaya, Olga Y. & Uritsky, Vadim M., 2015, "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, volume 49, issue C, pages 72-81, DOI: 10.1016/j.eneco.2015.01.012.
- Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher, 2015, "Liquidity and resolution of uncertainty in the European carbon futures market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 89-102, DOI: 10.1016/j.irfa.2014.11.006.
- Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga, 2015, "The instability of the Pearson correlation coefficient in the presence of coincidental outliers," Finance Research Letters, Elsevier, volume 13, issue C, pages 243-257, DOI: 10.1016/j.frl.2014.12.005.
- Santiago Pinto & Pierre-Daniel G. Sarte & Robert Sharp, 2015, "Learning About Consumer Uncertainty from Qualitative Surveys: As Uncertain As Ever," Working Paper, Federal Reserve Bank of Richmond, number 15-9, Sep.
- Eckerstorfer, Paul & Halak, Johannes & Kapeller, Jakob & Schütz, Bernhard & Springholz, Florian & Wildauer, Rafael, 2015, "Correcting for the missing rich: An application to Wealth Survey Data," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 18279, Mar.
- Zhi-fang Su & Yujen Hsiao & Mei-Yuan Chen, 2015, "Effects of Higher Education on the Unconditional Distribution of Financial Literacy," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 11, issue 1, pages 1-22, January.
- Aloys Prinz & Jan Piening & Thomas Ehrmann, 2015, "The success of art galleries: a dynamic model with competition and information effects," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 39, issue 2, pages 153-176, May, DOI: 10.1007/s10824-014-9217-2.
- Seunghwa Rho & Peter Schmidt, 2015, "Are all firms inefficient?," Journal of Productivity Analysis, Springer, volume 43, issue 3, pages 327-349, June, DOI: 10.1007/s11123-013-0374-7.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/08, May.
- Yuri Biondi & Simone Righi, 2015, "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB), University of Modena and Reggio Emilia, Department of Economics "Marco Biagi", number 0058, Jul.
- Peter Mitic & Bertrand K. Hassani, 2015, "Shapley Allocation, Diversification and Services in Operational Risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15056, Jun.
- Natalia Futekova & Vladimir Monov, 2015, "Statistical Study on the Need for a Preliminary Assessment of the Effectiveness of the Implementation Process of ERP-Systems in Bulgarian SMEs," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 46-63, October.
- Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2015, "Statistical analysis of business cycle fluctuations in Poland before and after the crisis," Working Papers, Institute of Economic Research, number 71/2015, Apr, revised Apr 2015.
- Osti, Davide, 2015, "survival analysis: the analysis of transition data," MPRA Paper, University Library of Munich, Germany, number 115636, Jun.
- Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015, "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper, University Library of Munich, Germany, number 62807, Mar.
- Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015, "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper, University Library of Munich, Germany, number 63429.
- Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios, 2015, "Flexible statistical models: Methods for the ordering and comparison of theoretical distributions," MPRA Paper, University Library of Munich, Germany, number 63620, Apr.
- Ramos, Arturo & Sanz-Gracia, Fernando, 2015, "US city size distribution revisited: Theory and empirical evidence," MPRA Paper, University Library of Munich, Germany, number 64051, Apr.
- Bassetti, Thomas & Caruso, Raul & Cortes, Darwin, 2015, "Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia," MPRA Paper, University Library of Munich, Germany, number 64943, Jun.
- Ramos, Arturo, 2015, "Are the log-growth rates of city sizes normally distributed? Empirical evidence for the US," MPRA Paper, University Library of Munich, Germany, number 65584, Jul.
- Ramos, Arturo, 2015, "Log-growth distributions of US city sizes and non-Lévy processes," MPRA Paper, University Library of Munich, Germany, number 66561, Sep.
- Puente-Ajovin, Miguel & Ramos, Arturo, 2015, "An improvement over the normal distribution for log-growth rates of city sizes: Empirical evidence for France, Germany, Italy and Spain," MPRA Paper, University Library of Munich, Germany, number 67471, Oct.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Quantum strategy creation by interlocking interconnecting directors in boards of directors in modern organizations at time of globalization," MPRA Paper, University Library of Munich, Germany, number 68404, Dec.
- Merce, Cristian Calin & Merce, Emilian & Mihai, Mihaela, 2015, "Economic stratification - The remedy and demise of humanity," MPRA Paper, University Library of Munich, Germany, number 69325, Nov.
- Zaman, Gheorghe & Georgescu, George & Goschin, Zizi & Antonescu, Daniela & Popa, Florina, 2015, "Dezvoltarea economica endogena la nivel regional. Cazul Romaniei
[Endogenous economic development at regional level. The case of Romania]," MPRA Paper, University Library of Munich, Germany, number 70646, Apr. - Ivana Malá, 2015, "Vícerozměrný pravděpodobnostní model rozdělení příjmů českých domácností
[Multivariate Probability Model For Incomes of the Czech Households]," Politická ekonomie, Prague University of Economics and Business, volume 2015, issue 7, pages 895-908, DOI: 10.18267/j.polek.1040. - Łukasz Lenart & Mateusz Pipień, 2015, "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 3, pages 169-186, September.
- José A. Climent Hernández & Francisco Venegas Martínez & Francisco Ortiz Arango, 2015, "Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 81-106.
- Gheorghe Savoiu & Victor Iorga Siman & Constantin Manea, 2015, "A Brief Analysis Of Seasonality in the Romanian Car Market," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 7, pages 33-41, July.
- Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2015, "Zipf law and the firm size distribution: a critical discussion of popular estimators," Journal of Evolutionary Economics, Springer, volume 25, issue 3, pages 585-610, July, DOI: 10.1007/s00191-015-0395-7.
- Michal Brzezinski, 2015, "Power laws in citation distributions: evidence from Scopus," Scientometrics, Springer;Akadémiai Kiadó, volume 103, issue 1, pages 213-228, April, DOI: 10.1007/s11192-014-1524-z.
- Rong Rong & Daniel Houser, 2015, "Exploring Network Behavior Using Cluster Analysis," Springer Books, Springer, chapter 0, in: Eskil Ullberg, "New Perspectives on Internationalization and Competitiveness", DOI: 10.1007/978-3-319-11979-3_10.
- Jørgen Modalsli, 2015, "Estimating occupational mobility with covariates," Discussion Papers, Statistics Norway, Research Department, number 804, Mar.
- Michal Brzezinski, 2015, "Relative Risk Aversion and Power‐Law Distribution of Macroeconomic Disasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 170-175, January.
- YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015, "Testing Linearity Using Power Transforms of Regressors," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-79, Mar.
- YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015, "We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-79a, Mar.
- Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan, 2015, "Conditional systemic risk with penalized copula," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-038.
- Heinrich, Torsten & Dai, Shuanping, 2015, "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Working Papers on East Asian Studies, University of Duisburg-Essen, Institute of East Asian Studies IN-EAST, number 107/2015.
- Bach, Stefan & Thiemann, Andreas & Zucco, Aline, 2015, "The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112953.
- Demetrescu, Matei & Kruse, Robinson, 2015, "Testing heteroskedastic time series for normality," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113221.
2014
- Keith Head & Thierry Mayer & Mathias Thoenig, 2014, "Welfare and Trade without Pareto," American Economic Review, American Economic Association, volume 104, issue 5, pages 310-316, May.
- Roxana Oana Darabont & Paul Suceveanu & Mihaela Suceveanu & Clara Alexandra Volintiru, 2014, "Medical Tourism in Romania. The Case Study of Cardiovascular Rehabilitation in Covasna," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue Special 8, pages 1151-1151, August.
- Monica Maria Coros & Adina Letitia Negrusa, 2014, "Analysis of Romania’s and Transylvania’s Tourist Supply Development and Performance," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue Special 8, pages 1312-1312, August.
- Smaranda Cosma & Cristina Fleseriu & Marius Bota, 2014, "Hotel Chain’s Strategic Options to Penetrate the Romanian Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue Special 8, pages 1352-1352, August.
- Gheorghe Savoiu & Dinu Vasile & Laurentiu Tachiciu, 2014, "An Inter-, Trans-, Cross- and Multidisciplinary Approach to Higher Education in the Field of Business Studies," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue 37, pages 707-707, August.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014, "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 165791, Mar, DOI: 10.22004/ag.econ.165791.
- Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev, 2014, "Calibrating the Italian smile with time-varying volatility and heavy-tailed models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 944, Jan.
- Michele Leonardo Bianchi, 2014, "Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 957, Apr.
- Carlos León, 2014, "Scale-free tails in Colombian financial indexes: A primer," Borradores de Economia, Banco de la Republica de Colombia, number 812, Mar, DOI: 10.32468/be.812.
- Alain Monfort & Renne, J.-P. & Roussellet, G., 2014, "A Quadratic Kalman Filter," Working papers, Banque de France, number 486.
- John Morrow, 2014, "Benford's Law, Families of Distributions and a Test Basis," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1291, Aug.
- Dinu Daraba, 2014, "Optimizing Waste Costs in Production Management," Mathematical Modelling with Application in Economics, Technical University of Cluj Napoca, Department of Economics and Physics, number 1405, Jun.
- Gratiela Boca, 2014, "A Cross Matrix for Modeling Open Innovation in Production Management," Mathematical Modelling with Application in Economics, Technical University of Cluj Napoca, Department of Economics and Physics, number 1407, Jun.
- Carlos Le�n, 2014, "Scale-free tails in Colombian financial indexes: a primer," Borradores de Economia, Banco de la Republica, number 11144, Mar.
- Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E. Kwan, 2014, "Income distribution in urban China: An overlooked data inconsistency issue," China Economic Review, Elsevier, volume 30, issue C, pages 383-396, DOI: 10.1016/j.chieco.2014.02.004.
- Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014, "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 158-171, DOI: 10.1016/j.csda.2013.07.028.
- Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014, "Modeling tails of aggregate economic processes in a stochastic growth model," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 76-94, DOI: 10.1016/j.csda.2014.02.011.
- Luckstead, Jeff & Devadoss, Stephen, 2014, "A comparison of city size distributions for China and India from 1950 to 2010," Economics Letters, Elsevier, volume 124, issue 2, pages 290-295, DOI: 10.1016/j.econlet.2014.06.002.
- González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio, 2014, "Tail risk in energy portfolios," Energy Economics, Elsevier, volume 46, issue C, pages 422-434, DOI: 10.1016/j.eneco.2014.05.004.
- Brzezinski, Michal, 2014, "Empirical modeling of the impact factor distribution," Journal of Informetrics, Elsevier, volume 8, issue 2, pages 362-368, DOI: 10.1016/j.joi.2014.01.009.
- Jobst, Andreas A., 2014, "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 270-287, DOI: 10.1016/j.jbankfin.2014.04.013.
- Ornthanalai, Chayawat, 2014, "Lévy jump risk: Evidence from options and returns," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 69-90, DOI: 10.1016/j.jfineco.2013.11.009.
- Cappellari, Lorenzo & Jenkins, Stephen P., 2014, "Earnings and labour market volatility in Britain, with a transatlantic comparison," Labour Economics, Elsevier, volume 30, issue C, pages 201-211, DOI: 10.1016/j.labeco.2014.03.012.
- Cappellari, Lorenzo & Jenkins, Stephen P., 2014, "Earnings and labour market volatility in Britain, with a transatlantic comparison," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57302, Oct.
- Morrow, John, 2014, "Benford's Law, families of distributions and a test basis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60364, Aug.
- Darabont, Roxana Oana & Suceveanu, Paul & Suceveanu, Mihaela & Volintiru, Clara, 2014, "Medical tourism in Romania: the case study of cardiovascular rehabilitation in Covasna," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60487, Nov.
- Mendoza, Alfonso. & Galvanovskis, Evalds., 2014, "La cópula GED bivariada. Una aplicación en entornos de crisis," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 323, pages .721-746, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v81i.
- Rong Rong & Daniel Houser, 2014, "Exploring Network Behavior Using Cluster Analysis," Working Papers, George Mason University, Interdisciplinary Center for Economic Science, number 1049, Oct.
- Keith Head & Thierry Mayer & Mathias Thoenig, 2014, "Welfare and Trade without Pareto," Post-Print, HAL, number hal-03460459, May, DOI: 10.1257/aer.104.5.310.
- Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2014, "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Post-Print, HAL, number halshs-00995703.
- Keith Head & Thierry Mayer & Mathias Thoenig, 2014, "Welfare and Trade Without Pareto," Sciences Po Economics Publications (main), HAL, number hal-00973032, Jan.
- Keith Head & Thierry Mayer & Mathias Thoenig, 2014, "Welfare and Trade without Pareto," Sciences Po Economics Publications (main), HAL, number hal-03460459, May, DOI: 10.1257/aer.104.5.310.
- Keith Head & Thierry Mayer & Mathias Thoenig, 2014, "Welfare and Trade Without Pareto," Working Papers, HAL, number hal-00973032, Jan.
- Keith Head & Thierry Mayer & Mathias Thoenig, 2014, "Welfare and Trade Without Pareto," Sciences Po Economics Discussion Papers, HAL, number hal-00973032, Jan.
- Holgersson, Thomas & Dai, Deliang, 2014, "High-dimensional CLTs for individual Mahalanobis distances," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 361, May.
- Dai, Deliang & Holgersson, Thomas & Karlsson, Peter, 2014, "Estimating Individual Mahalanobis Distance in High-Dimensional Data," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 362, May.
- Nestor Duch-Brown & Bertin Martens, 2014, "Search Costs, Information Exchange and Sales Concentration in the Digital Music Industry," JRC Working Papers on Digital Economy, Joint Research Centre, number 2014-09, Nov.
- Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan, 2014, "Income Distribution in Urban China: An Overlooked Data Inconsistency Issue," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37381, Mar.
- Paul Eckerstorfer & Johannes Halak & Jakob Kapeller & Bernhard Schütz & Florian Springholz & Rafael Wildauer, 2014, "Correcting wealth survey data for the missing rich: The case of Austria," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2014-01, Jan.
- Christian Gabriel & Christian Lau, 2014, "On the distribution of government bond returns: evidence from the EMU," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 181-203, May, DOI: 10.1007/s11408-014-0228-y.
- Sergio Rey, 2014, "Rank-based Markov chains for regional income distribution dynamics," Journal of Geographical Systems, Springer, volume 16, issue 2, pages 115-137, April, DOI: 10.1007/s10109-013-0189-0.
- Michael Batty & Robin Morphet & Paolo Masucci & Kiril Stanilov, 2014, "Entropy, complexity, and spatial information," Journal of Geographical Systems, Springer, volume 16, issue 4, pages 363-385, October, DOI: 10.1007/s10109-014-0202-2.
- Roxana Arabela Dumitrascu, 2014, "The Process of Creating Economic Value Added: Causes, Factors and Implications," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 30-33, March.
- Roxana Arabela Dumitrascu, 2014, "Intangible Assets and Strategic Positioning of Company," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 91-93, March.
- Giorgio Calzolari & Roxana Halbleib, 2014, "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-25, Dec.
- Marisol Valencia & Alejandro Bedoya, 2014, "A skew test on financial returns in the Colombian market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 80, pages 79-102, Enero-Jun, DOI: 10.17533/udea.le.n80a3.
- Louis Chauvel, 2014, "The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 609, Nov.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014, "Testing Spatial Causality in Cross-section Data," MPRA Paper, University Library of Munich, Germany, number 56678.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
- Golmohammadpoor Azar, Kamran, 2014, "Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform," MPRA Paper, University Library of Munich, Germany, number 58597, Jun.
- Estrada, Fernando, 2014, "Rescue costs and financial risk," MPRA Paper, University Library of Munich, Germany, number 59066.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
- Goodwin, Roger L, 2014, "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper, University Library of Munich, Germany, number 64101, Dec, revised 17 Apr 2015.
- Goodwin, Roger L, 2014, "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper, University Library of Munich, Germany, number 64391, Dec, revised 15 May 2015.
- Heinrich, Torsten & Dai, Shuanping, 2014, "Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy," MPRA Paper, University Library of Munich, Germany, number 67630, Dec, revised 29 Oct 2015.
- Carbajal De Nova, Carolina, 2014, "Synthetic data: an endogeneity simulation," MPRA Paper, University Library of Munich, Germany, number 79158, Feb, revised 11 May 2017.
- Matthias Duschl, 2014, "Regional resilience and fat tails: A stochastic analysis of firm growth rate distributions of German regions," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2014-01, Jan.
- Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU, 2014, "Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 7, pages 115-123, July.
- Liang Jiang & Xiaohu Wang & Jun Yu, 2014, "On Bias in the Estimation of Structural Break Points," Working Papers, Singapore Management University, School of Economics, number 22-2014, Dec.
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