Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C46: Specific Distributions

2014

• Min Xu & Chang-Lin Mei & Na Yan, 2014, "A note on the null distribution of the local spatial heteroscedasticity (LOSH) statistic," The Annals of Regional Science, Springer;Western Regional Science Association, volume 52, issue 3, pages 697-710, May, DOI: 10.1007/s00168-014-0605-5.
• Christian Kleiber, 2014, "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Journal of Theoretical Probability, Springer, volume 27, issue 4, pages 1167-1177, December, DOI: 10.1007/s10959-013-0477-0.
• Xiao Ling & David E. Giles, 2014, "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 43, issue 8, pages 1778-1792, April, DOI: 10.1080/03610926.2012.675114.
• George Djolov, 2014, "Business concentration through the eyes of the HHI," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 2, pages 105-127, September.
• Simon A. Broda & Raymond Kan, 2014, "On Distributions of Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-211/III, Jan.
• MArco Bee & Massimo Riccaboni & Stefano Schiavo, 2014, "Where Gibrat meets Zipf: Scale and Scope of French Firms," DEM Discussion Papers, Department of Economics and Management, number 2014/03.
• Muhammad Rashid Ansari & Chiara Mussida & Francesco Pastore, 2014, "Note on Lilien and modified Lilien index," Stata Journal, StataCorp LLC, volume 14, issue 2, pages 398-406, June.
• Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López, 2014, "A new approach to the unconditional measurement of default risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-11, Jun.
• Aman Ullah & Yong Bao & Yun Wang, 2014, "Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process," Working Papers, University of California at Riverside, Department of Economics, number 201413, Sep.
• Iwan Bos & Stephen Davies & Peter L. Ormosi, 2014, "The deterrent effect of anti-cartel enforcement: A tale of two tails," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2014-06v2, Nov.
• Strittmatter, Anthony, 2014, "Why does the Job Corps increase gender earnings inequality?," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1429, Sep, revised Apr 2017.
• David E. Giles & Qinlu Chen, 2014, "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers, Department of Economics, University of Victoria, number 1402, Aug.
• Purczyńskiz Jan & Bednarz-Okrzyńska Kamila, 2014, "Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 37-48, July, DOI: 10.2478/foli-2013-0022.
• Michał Brzeziński, 2014, "Empirical modeling of the impact factor distribution," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-01.
• Michał Brzeziński, 2014, "Power laws in citation distributions: Evidence from Scopus," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-05.
• Marco Modica, 2014, "Does the EU have homogeneous urban structure area? The role of agglomeration and the impact of shocks on urban structure," ERSA conference papers, European Regional Science Association, number ersa14p229, Nov.
• Ivan ?otkovský, 2014, "Spatial Typology of the Ageing Process in the European Union on the Level NUTS 2 Regions," ERSA conference papers, European Regional Science Association, number ersa14p592, Nov.
• Marco Taboga, 2014, "The Riskiness of Corporate Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 4, pages 693-713, June, DOI: 10.1111/jmcb.12122.
• Bormann, Carsten & Schienle, Melanie & Schaumburg, Julia, 2014, "Beyond dimension two: A test for higher-order tail risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-042.
• Grabka, Markus & Westermeier, Christian, 2014, "Estimating the Impact of Alternative Multiple Imputation Methods on Longitudinal Wealth Data," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100353.

2013

• Bodenhorn, Howard & Guinnane, Timothy & Mroz, Thomas, 2013, "Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Center Discussion Papers, Yale University, Economic Growth Center, number 148749, May, DOI: 10.22004/ag.econ.148749.
• Simon A. Broda & Raymond Kan, 2013, "On Distributions of Ratios," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-10, Dec.
• Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi, 2013, "Tempered stable Ornstein-Uhlenbeck processes: a practical view," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 912, Jun.
• Okhrin Ostap & Okhrin Yarema & Schmid Wolfgang, 2013, "Properties of hierarchical Archimedean copulas," Statistics & Risk Modeling, De Gruyter, volume 30, issue 1, pages 21-54, March, DOI: 10.1524/strm.2013.1071.
• Kleiber, Christian, 2013, "On moment indeterminacy of the Benini income distribution," Working papers, Faculty of Business and Economics - University of Basel, number 2013/08.
• Armando Sanchez-Vargas & Ricardo Mansilla-Sanchez & Alonso Aguilar-Ibarra, 2013, "An empirical analysis of the nonlinear relationship between environmental regulation and manufacturing productivity," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 357-372, November.
• Aurelia G. TURCAN, 2013, "How To Measure The Economy Based Of Knowledge : A Short Review," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 29, pages 371-381, October.
• Marisol Valencia & Alejandro Bedoya, 2013, "Prueba de sesgo sobre rendimientos financieros en el mercado colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 80, pages 79-102.
• Lanne, Markku & Saikkonen, Pentti, 2013, "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 447-481, June.
• Parker, Thomas, 2013, "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, volume 29, issue 5, pages 969-1008, October.
• Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013, "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1917, Sep.
• Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A., 2013, "Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers, Yale University, Department of Economics, number 114, May.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013, "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, volume 32, issue C, pages 42-57, DOI: 10.1016/j.econmod.2012.12.028.
• Tsionas, Efthymios G., 2013, "Bayesian inference in regression with Pearson disturbances," Economics Letters, Elsevier, volume 118, issue 1, pages 177-181, DOI: 10.1016/j.econlet.2012.10.021.
• Jobst, Andreas A., 2013, "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 112-129, DOI: 10.1016/j.irfa.2013.01.005.
• Brée, David S. & Joseph, Nathan Lael, 2013, "Testing for financial crashes using the Log Periodic Power Law model," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 287-297, DOI: 10.1016/j.irfa.2013.05.005.
• Ortega, Francisco J. & Gavilan, Jose M., 2013, "The measurement of production efficiency in scientific journals through stochastic frontier analysis models: Application to quantitative economics journals," Journal of Informetrics, Elsevier, volume 7, issue 4, pages 959-965, DOI: 10.1016/j.joi.2013.09.004.
• Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2013, "CVaR sensitivity with respect to tail thickness," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 977-988, DOI: 10.1016/j.jbankfin.2012.11.010.
• Schlösser, Thomas & Dunning, David & Johnson, Kerri L. & Kruger, Justin, 2013, "How unaware are the unskilled? Empirical tests of the “signal extraction” counterexplanation for the Dunning–Kruger effect in self-evaluation of performance," Journal of Economic Psychology, Elsevier, volume 39, issue C, pages 85-100, DOI: 10.1016/j.joep.2013.07.004.
• Reboredo, Juan C., 2013, "Is gold a hedge or safe haven against oil price movements?," Resources Policy, Elsevier, volume 38, issue 2, pages 130-137, DOI: 10.1016/j.resourpol.2013.02.003.
• Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz, 2013, "Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers, Economic Growth Center, Yale University, number 1023, May.
• Matthias Duschl & Shi-Shu Peng, 2013, "Chinese firm dynamics and the role of ownership type A conditional estimation approach of the Asymmetric Exponential Power (AEP) density," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2014-01, Aug.
• Valentina Kuskova & Nathan Podsakoff & Philip Podsakoff, 2013, "The use of polynomial transformations in organizational research: review and recommendations," HSE Working papers, National Research University Higher School of Economics, number WP BRP 09/MAN/2013.
• Konstantin Fursov & Ian Miles, 2013, "Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills," HSE Working papers, National Research University Higher School of Economics, number WP BRP 15/STI/2013.
• Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013, "“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201302, Feb, revised Feb 2013.
• Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco, 2013, "Note on Lilien and Modified Lilien Index," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7198, Feb.
• Ivan L. Pitt, 2013, "Power Laws and Skew Distributions: An Application to Performance Royalty Income," Journal of Income Distribution, Ad libros publications inc., volume 22, issue 2, pages 148-159, June.
• Wen-Jen Tsay & Cliff Huang & Tsu-Tan Fu & I.-Lin Ho, 2013, "A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 259-269, June, DOI: 10.1007/s11123-012-0283-1.
• Eduardo Fé, 2013, "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 285-302, June, DOI: 10.1007/s11123-012-0287-x.
• Roxana Arabela Dumitrascu & Vadim Dumitrascu, 2013, "European Experiences Relating to National Intellectual Capital Metrics," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 3, pages 40-43, September.
• Vadim Dumitrascu & Roxana Arabela Dumitrascu, 2013, "Conceptual Limitations Concerning the National Intellectual Capital," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 3, pages 76-78, September.
• Mariana Balan, 2013, "Statistical and Mathematical Methods to Predict the Risk of Bankruptcy," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 4, pages 15-20, December.
• Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013, "Too many skew normal distributions? The practitioner’s perspective," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/07, May.
• Markus P. A. Schneider, 2013, "Race & Gender Differences in the Experience of Earnings Inequality in the US from 1995 to 2010," Working Papers, New School for Social Research, Department of Economics, number 1303, Apr.
• Dobre Ana Maria & Caragea Nicoleta & Alexandru Ciprian Antoniade, 2013, "R versus Other Statistical Software," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 484-488, May.
• Tomasz Łyziak, 2013, "Non-Positive Scaling Factor in Probability Quantification Methods: Deriving Consumer Inflation Perceptions and Expectations in the Whole Euro Area and Ireland," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 55, issue 1, pages 77-98, March.
• 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, University Library of Munich, Germany, number 49921, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper, University Library of Munich, Germany, number 50235, Sep.
• Emura, Takeshi & Lin, Yi-Shuan, 2013, "A comparison of normal approximation rules for attribute control charts," MPRA Paper, University Library of Munich, Germany, number 51029, Aug.
• 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 – Bucy filters for Gaussian linear investment returns d," MPRA Paper, University Library of Munich, Germany, number 51046, Oct.
• Shutes, Karl & Adcock, Chris, 2013, "Regularized Skew-Normal Regression," MPRA Paper, University Library of Munich, Germany, number 52217, Nov, revised 11 Dec 2013.
• Shutes, Karl & Adcock, Chris, 2013, "Regularized Extended Skew-Normal Regression," MPRA Paper, University Library of Munich, Germany, number 58445, Nov, revised 09 Sep 2014.
• Bouaddi, Mohammed & Belhachemi, Rachid & Douch, Mohamed, 2013, "The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution," MPRA Paper, University Library of Munich, Germany, number 70546, Oct.
• Łukasz Lenart & Mateusz Pipień, 2013, "Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 2, pages 85-102, June.
• Michał Brzeziński, 2013, "Parametric Modelling of Income Distribution in Central and Eastern Europe," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 3, pages 207-230, September.
• Maria Kaneva, 2013, "Econometric persistence in innovation and analysis of the patent activity of Russian companies," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 32, issue 4, pages 93-109.
• Carsten Gerrits, 2013, "Internetnutzer und Korruptionswahrnehmung – Eine ökonometrische Untersuchung," Working Paper, Helmut Schmidt University, Hamburg, number 132/2012, Mar.
• Gheorghe SAVOIU & Mariana BANUTA & Mihaela GADOIU, 2013, "Some Accounting Issues and Statistics about Romania and EU Funds - Absorption through Projects and Eligible Expenses," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 126-136, March.
• De la Cruz Mejía Téllez, Juan, 2013, "Aplicación del modelo Weibull en el análisis de eventos críticos en precios bursátiles / Weibull Model Application for the Analysis of Critical Events in Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 1, pages 73-88, enero-jun.
• Tomasz Zalega, 2013, "Alternative consumption trends in Polish urban households in the period of crisis (Alternatywne trendy konsumenckie w miejskich gospodarstwach domowych w Polsce w okresie kryzysu)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 16, pages 56-78.
• Paulina Wardak & Tomasz Zalega, 2013, "Collaborative consumption as a new consumer trend (Konsumpcja kolaboratywna jako nowy trend konsumencki)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 16, pages 7-32.
• John Dagsvik & Zhiyang Jia & Bjørn Vatne & Weizhen Zhu, 2013, "Is the Pareto–Lévy law a good representation of income distributions?," Empirical Economics, Springer, volume 44, issue 2, pages 719-737, April, DOI: 10.1007/s00181-011-0539-z.
• Markus Schneider, 2013, "Illustrating the Implications of How Inequality is Measured: Decomposing Earnings Inequality by Race and Gender," Journal of Labor Research, Springer, volume 34, issue 4, pages 476-514, December, DOI: 10.1007/s12122-013-9168-y.
• Christian Kleiber, 2013, "On moment indeterminacy of the Benini income distribution," Statistical Papers, Springer, volume 54, issue 4, pages 1121-1130, November, DOI: 10.1007/s00362-013-0535-9.
• Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2013, "Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2013/17, Jul.
• S. Alfarano & M. Milakovic & M. Raddant, 2013, "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 6, pages 449-465, July, DOI: 10.1080/1351847X.2011.601871.
• Andrea Pastore & Stefano Tonellato, 2013, "A merging algorithm for Gaussian mixture components," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:04.
• Stefano Tonellato & Andrea Pastore, 2013, "On the comparison of model-based clustering solutions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:05.
• Stavros Stavroyiannis & Leonidas Zarangas, 2013, "Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 2, pages 231-247.
• Michał Brzeziński, 2013, "Variance estimation for richness measures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-03.
• Michał Brzeziński, 2013, "Relative risk aversion and power-law distribution of macroeconomic disasters," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-04.
• Michał Brzeziński, 2013, "Parametric modelling of income distribution in Central and Eastern Europe," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-31.
• Michał Brzeziński, 2013, "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-32.
• Vilmunen, Jouko & Palmroos, Peter, 2013, "Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2013.
• Bodnar, Taras & Hautsch, Nikolaus, 2013, "Copula-based dynamic conditional correlation multiplicative error processes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/19.
• Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik, 2013, "Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings," Working Papers in Accounting Valuation Auditing, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing, number 2012-1 [rev.].

2012

• Gheorghe Săvoiu & Vasile Dinu & Laurenţiu Tăchiciu, 2012, "Romania Foreign Trade in Global Recession, Revealed by the Extended Method of Exchange Rate Indicators," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 31, pages 173-194, February.
• Kobus, Pawel, , "Modelling yield risk measures of major crop plants," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122535, DOI: 10.22004/ag.econ.122535.
• Claudia PIGINI, 2012, "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 377, Jun.
• Maria Dolores Montoya Diaz, 2012, "(Des)Igualdades de Oportunidades no Ensino Médio Brasileiro: Escolas Públicas e Privadas," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 3a, pages 553-568.
• Marian Vavra, 2012, "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1204, Mar.
• Marian Vavra, 2012, "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1206, Mar.
• Michele Leonardo Bianchi, 2012, "An empirical comparison of alternative credit default swap pricing models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 882, Sep.
• Kleiber, Christian, 2012, "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Working papers, Faculty of Business and Economics - University of Basel, number 2012/15.
• Gabriele Fiorentini & Enrique Sentana, 2012, "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers, CEMFI, number wp2012_1211, Oct.
• Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion, 2012, "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Working Papers, Center for Research in Economics and Statistics, number 2012-29, Oct.
• Abdelhamid EL BOUHADI & Abdelkader ELKHIDER & El Mustapha KCHIRID, 2012, "The Multidimensional Approach to Poverty Measurement: Case of Morocco," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 2.
• Fazio, Giorgio & Modica, Marco, 2012, "Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-54.
• Tsionas, Efthymios G., 2012, "Maximum likelihood estimation of stochastic frontier models by the Fourier transform," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 234-248, DOI: 10.1016/j.jeconom.2012.04.001.
• Sene, Seydina Ousmane, 2012, "Estimating the demand for gasoline in developing countries: Senegal," Energy Economics, Elsevier, volume 34, issue 1, pages 189-194, DOI: 10.1016/j.eneco.2011.04.014.
• Westner, Günther & Madlener, Reinhard, 2012, "Investment in new power generation under uncertainty: Benefits of CHP vs. condensing plants in a copula-based analysis," Energy Economics, Elsevier, volume 34, issue 1, pages 31-44, DOI: 10.1016/j.eneco.2011.02.014.
• Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L., 2012, "Econometric modeling and value-at-risk using the Pearson type-IV distribution," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 10-17, DOI: 10.1016/j.irfa.2012.02.003.
• Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi, 2012, "Robust estimation of covariance and its application to portfolio optimization," Finance Research Letters, Elsevier, volume 9, issue 3, pages 121-134, DOI: 10.1016/j.frl.2012.06.001.
• Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J., 2012, "Modeling dependence dynamics through copulas with regime switching," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 3, pages 346-356, DOI: 10.1016/j.insmatheco.2012.01.001.
• Shi, Peng, 2012, "Multivariate longitudinal modeling of insurance company expenses," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 1, pages 204-215, DOI: 10.1016/j.insmatheco.2011.08.011.
• Su, Shu & Sherris, Michael, 2012, "Heterogeneity of Australian population mortality and implications for a viable life annuity market," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 2, pages 322-332, DOI: 10.1016/j.insmatheco.2012.05.006.
• Bates, David S., 2012, "U.S. stock market crash risk, 1926–2010," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 229-259, DOI: 10.1016/j.jfineco.2012.03.004.
• Reboredo, Juan C., 2012, "Modelling oil price and exchange rate co-movements," Journal of Policy Modeling, Elsevier, volume 34, issue 3, pages 419-440, DOI: 10.1016/j.jpolmod.2011.10.005.
• Stephanie Rendón de la Torre, 2012, "Estimación del coeficiente de Hurst con wavelets de índices accionarios de Turquía, Indonesia, México y Corea del Sur," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 6, issue 2, pages 27-50.
• Giorgio Fazio & Marco Modica, 2012, "Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities," Working Papers, Business School - Economics, University of Glasgow, number 2012_10, Jul.
• Boris Brodsky & Henry Penikas & Irina Safaryan, 2012, "Copula structural shift identification," HSE Working papers, National Research University Higher School of Economics, number WP BRP 05/FE/2012.
• Maximiano Pinheiro, 2012, "Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables," Journal of Probability and Statistics, Hindawi, volume 2012, pages 1-10, April, DOI: 10.1155/2012/758975.
• STOICA, Ivona & DUMITRU, Nicoleta Rossela, 2012, "Food Responsibility - A National Challenge. Case Study - Implementation Of A Social Campaign In Bucharest Schools," Holistic Marketing Management Journal, Holistic Marketing Management, volume 2, issue 2, pages 83-89, June.
• Gozde Unal & Derya Korman, 2012, "Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 113-124.
• Andreas Jobst, 2012, "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers, International Monetary Fund, number 2012/209, Aug.
• Marek Kośny, 2012, "Relative Income Changes and an Identification of Growth Pattern," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 268, Sep.
• Chun-Pin Hsu & Chin-Wen Huang & Wan-Jiun Chiou, 2012, "Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 4, pages 447-468, November, DOI: 10.1007/s11156-011-0261-0.
• Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012, "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-31, Nov.
• Piotr Jelonek, 2012, "Generating Tempered Stable Random Variates from Mixture Representation," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 12/14, Jun.
• Panait, Iulian & Constantinescu, Alexandru, 2012, "Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012," MPRA Paper, University Library of Munich, Germany, number 44249, Aug.
• Teneng, Dean, 2012, "Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian," MPRA Paper, University Library of Munich, Germany, number 47855, Sep.
• Tsagris, Michail & Elmatzoglou, Ioannis & C. Frangos, Christos, 2012, "Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology," MPRA Paper, University Library of Munich, Germany, number 68057, Jan.
• Vaduva, Ion, 2012, "On Solving Some Types of Multiple Attribute Decision-Making Problems," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 41-61, March.
• Ciuiu, Daniel, 2012, "Copulas having Zero-Isoline and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 103-126, June.
• Vadim DUMITRASCU, 2012, "Positive Feedbacks, Diffusion Phenomenon and Competition between Standards on the Knowledge Markets," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 73-79, November.
• J. Ord & Arthur Getis, 2012, "Local spatial heteroscedasticity (LOSH)," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 2, pages 529-539, April, DOI: 10.1007/s00168-011-0492-y.
• Benito Frosini, 2012, "Approximation and decomposition of Gini, Pietra–Ricci and Theil inequality measures," Empirical Economics, Springer, volume 43, issue 1, pages 175-197, August, DOI: 10.1007/s00181-011-0464-1.
• Hans-Friedrich Eckey & Reinhold Kosfeld & Alexander Werner, 2012, "Bivariate K functions as instruments to analyze inter-industrial concentration processes," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), volume 32, issue 2, pages 133-157, September, DOI: 10.1007/s10037-012-0067-0.
• Hildrun Kretschmer & Ramesh Kundra & Donald deB. Beaver & Theo Kretschmer, 2012, "Gender bias in journals of gender studies," Scientometrics, Springer;Akadémiai Kiadó, volume 93, issue 1, pages 135-150, October, DOI: 10.1007/s11192-012-0661-5.
• Greg Hannsgen, 2012, "Infinite-variance, alpha-stable shocks in monetary SVAR," International Review of Applied Economics, Taylor & Francis Journals, volume 26, issue 6, pages 755-786, April, DOI: 10.1080/02692171.2012.686484.
• Marian ZAHARIA & Aniela BALACESCU, 2012, "An analysis of vital statistics and death causes evolution in Romania in 1990-2010 period," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 617-624, May.
• David E. Giles, 2012, "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications," Econometrics Working Papers, Department of Economics, University of Victoria, number 1201, Jan.
• David E. Giles, 2012, "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1203, Sep.
• Marcin Magdziarz & Janusz Gajda, 2012, "Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/04.
• Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik, 2012, "Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings," Working Papers in Accounting Valuation Auditing, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing, number 2012-1.
• Bodnar, Taras & Hautsch, Nikolaus, 2012, "Copula-based dynamic conditional correlation multiplicative error processes," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-044.

2011

• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011, "A Simple Test for Spurious Regressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-15, May.
• Shu Su & Michael Sherris, 2011, "Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201103, Mar.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2011, "A Simple Test for Spurious Regressions," Working Papers, Banco de México, number 2011-05, Aug.
• Marco Taboga, 2011, "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, volume 14, issue 1, pages 135-164, April, DOI: j.1468-2362.2011.01279.x.
• Diego Jara & Felipe Parra & Alvaro Riascos & Mauricio Romero, 2011, "An√°lisis digital y detecci√≥n de elecciones at√≠picas," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9064, Aug.
• √Ålvaro Riascos & Diego Jara & Felipe Parra & Mauricio Romero, 2011, "An√°lisis digital y detecci√≥n de elecciones at√≠picas en Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 9247, Nov.
• Duclos, Jean-Yves & Leblanc, Josée & Sahn, David E., 2011, "Comparing population distributions from bin-aggregated sample data: An application to historical height data from France," Economics & Human Biology, Elsevier, volume 9, issue 4, pages 419-437, DOI: 10.1016/j.ehb.2011.05.002.
• Marek Kosny, 2011, "Relative affluence measures and an identification of growth pattern," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 230.
• Andrea Montis & Simone Caschili & Alessandro Chessa, 2011, "Time evolution of complex networks: commuting systems in insular Italy," Journal of Geographical Systems, Springer, volume 13, issue 1, pages 49-65, March, DOI: 10.1007/s10109-010-0130-8.
• Wei Wang & Christine Amsler & Peter Schmidt, 2011, "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, volume 35, issue 2, pages 95-118, April, DOI: 10.1007/s11123-010-0188-9.
• Greg Hannsgen, 2011, "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive, Levy Economics Institute, number wp_682, Aug.
• John K. Dagsvik & Weizhen Zhu & Bjørn H. Vatne & Zhiyang Jia, 2011, "Is the Pareto-Lévy Law a Good Representation of Income Distributions?," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 568, Aug.
• Michal Brzezinski, 2011, "Variance Estimation for Richness Measures," LWS Working papers, LIS Cross-National Data Center in Luxembourg, number 11, Nov.
• Vincenzo Lombardo, 2011, "Growth and Inequality Effects on Poverty Reduction in Italy," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 241-280.
• Anabela Botelho & Aida Sá & José Fraga & Márcia Quaresma & Margarida Costa, 2011, "The temporal pattern and the overall effect of ozone exposure on pediatric respiratory morbidity," NIMA Working Papers, Núcleo de Investigação em Microeconomia Aplicada (NIMA), Universidade do Minho, number 41, Sep.
• 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.
• Saima Asghar & Sajid Amin Javed, 2011, "On Measuring Inclusiveness of Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 879-894.
• Lyziak, Tomasz, 2011, "Non-positive scaling factor in probability quantification methods: deriving consumer inflation perceptions and expectations in the whole euro area and Ireland," MPRA Paper, University Library of Munich, Germany, number 28900, Feb.
• Mazzeu, Joao & Otuki, Thiago & Da Silva, Sergio, 2011, "The canonical econophysics approach to the flash crash of May 6, 2010," MPRA Paper, University Library of Munich, Germany, number 29138.
• Nguefack-Tsague, Georges & Dapi N., Léonie, 2011, "Multidimensional Nature of Undernutrition: A Statistical Approach," MPRA Paper, University Library of Munich, Germany, number 29246, Feb.
• Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011, "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper, University Library of Munich, Germany, number 30902.
• Mohamed, Issam A.W., 2011, "Introduction to the Macroeconomic Structure of Yemen," MPRA Paper, University Library of Munich, Germany, number 31782.
• Mohamed, Issam A.W., 2011, "Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan," MPRA Paper, University Library of Munich, Germany, number 31783.
• Prada, Sergio I & Gonzalez, Claudia & Borton, Joshua & Fernandes-Huessy, Johannes & Holden, Craig & Hair, Elizabeth & Mulcahy, Tim, 2011, "Avoiding disclosure of individually identifiable health information: a literature review," MPRA Paper, University Library of Munich, Germany, number 35463, Dec.
• Mongay, Jorge, 2011, "Variables en la facilidad de hacer negocios en China. Un estudio comparativo internacional a traves del informe "Doing Business"
  [Variables and their impact in the ease of doing business in China. An international comparative study based," MPRA Paper, University Library of Munich, Germany, number 41865, May.
• Ja’nel Esterhuysen & Gary van Vuuren and Paul Styger, 2011, "The effect of stressed economic conditions on credit risk in Basel II," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, volume 14, issue 2, pages 122-137, June.
• Matthias Duschl & Thomas Brenner, 2011, "Characteristics of Regional Industry-specific Employment Growth – Empirical Evidence for Germany," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2011-07, Dec.
• Sasa Zikovic, 2011, "Measuring risk of crude oil at extreme quantiles," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 29, issue 1, pages 9-31.
• Shintaro Hamanaka, 2011, "Utilizing the Multiple Mirror Technique to Assess the Quality of Cambodian Trade Statistics," Working Papers on Regional Economic Integration, Asian Development Bank, number 88, Oct.
• Reinhold Kosfeld & Hans-Friedrich Eckey & Jørgen Lauridsen, 2011, "Spatial point pattern analysis and industry concentration," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 2, pages 311-328, October, DOI: 10.1007/s00168-010-0385-5.
• Tomson Ogwang, 2011, "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, volume 41, issue 2, pages 473-486, October, DOI: 10.1007/s00181-010-0384-5.
• Sergio Rey & Alan Murray & Luc Anselin, 2011, "Visualizing regional income distribution dynamics," Letters in Spatial and Resource Sciences, Springer, volume 4, issue 1, pages 81-90, March, DOI: 10.1007/s12076-010-0048-2.
• Krzysztof Burnecki & Marek Teuerle, 2011, "Ruin probability in finite time," Springer Books, Springer, chapter 10, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_10.
• Krzysztof Burnecki & Joanna Janczura & Rafał Weron, 2011, "Building loss models," Springer Books, Springer, chapter 9, in: Pavel Cizek & Wolfgang Karl Härdle & Rafał Weron, "Statistical Tools for Finance and Insurance", DOI: 10.1007/978-3-642-18062-0_9.
• Ying Xie & David Giles, 2011, "A survival analysis of the approval of US patent applications," Applied Economics, Taylor & Francis Journals, volume 43, issue 11, pages 1375-1384, DOI: 10.1080/00036840802600418.
• Jeroen Hinloopen, 2011, "On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-083/1, May.
• Carlo Gianelle, 2011, "Temporary employment agencies make the world smaller:Evidence from labour mobility networks," Department of Economics University of Siena, Department of Economics, University of Siena, number 618, Oct.
• Jacob Schwartz & David E. Giles, 2011, "Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1102, Feb.
• 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, Department of Economics, University of Victoria, number 1105, Oct.
• David E. Giles & Xiao Ling, 2011, "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Econometrics Working Papers, Department of Economics, University of Victoria, number 1111, Nov.
• Ewa Syczewska, 2011, "Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 58, Dec.
• Agnieszka Wylomanska, 2011, "Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/04.
• Marcin Magdziarz & Sebastian Orzel & Aleksander Weron, 2011, "Option pricing in subdiffusive Bachelier model," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/05, DOI: 10.1007/s10955-011-0310-z.
• Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz, 2011, "Multidimensional Levy walk and its scaling limits," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/06.
• Puzanova, Natalia, 2011, "A hierarchical Archimedean copula for portfolio credit risk modelling," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,14.
• Puzanova, Natalia, 2011, "A hierarchical model of tail dependent asset returns for assessing portfolio credit risk," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,16.
• Bade, Franz-Josef & Bode, Eckhardt & Cutrini, Eleonora, 2011, "Does domestic offshoring precede international offshoring? Industry-level evidence," Kiel Working Papers, Kiel Institute for the World Economy, number 1699.
• Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "CVaR sensitivity with respect to tail thickness," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 29, DOI: 10.5445/IR/1000023240.

2010

• Ramirez, Octavio A. & McDonald, Tanya U. & Carpio, Carlos E., None, "A Flexible Parametric Family for the Modeling and Simulation of Yield Distributions," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 2, DOI: 10.22004/ag.econ.90675.
• Dimitar Arkadiev, 2010, "Measuring Of Ethnic Homogeneity Of The Population – One New Approach," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 57, pages 421-438, november.
• Sidonia Otilia Cernea & Mihaela Jaradat & Mohammad Jaradat, 2010, "Characteristics Of Waiting Line Models - The Indicators Of The Customer Flow Management Systems Efficiency," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 12, pages 1-13.
• Rosenow, Bernd & Weissbach, Rafael, 2010, "Modelling correlations in credit portfolio risk," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 3, issue 1, pages 16-30, January.