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

2010

• Tzvetan Ignatov & Tatyana S. Madjarova & Luben T. Toshkov, 2010, "Lorenz Curve and the Measurement of Low, Middle and High Strata of Incomes," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 95-102.
• Daniel de Munnik, 2010, "Statistical Confidence Intervals for the Bank of Canada's Business Outlook Survey," Discussion Papers, Bank of Canada, number 10-7, DOI: 10.34989/sdp-2010-7.
• Marco Taboga, 2010, "Under/over-valuation of the stock market and cyclically adjusted earnings," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 780, Dec.
• Andrés Mauricio Mendoza Pineros & 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 Economia, Universidad Nacional de Colombia, FCE, CID.
• Andrés Mora, 2010, "Consideraciones en la estimación de cuantiles altos en el riesgo operativo," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• 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, volume 42, issue 2, pages 303-319, May.
• Roxana Halbleib, 2010, "A Note on Estimating Wishart Autoagressive Model," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-043, Dec.
• Vinh, Andrea & Griffiths, William E. & Chotikapanich, Duangkamon, 2010, "Bivariate income distributions for assessing inequality and poverty under dependent samples," Economic Modelling, Elsevier, volume 27, issue 6, pages 1473-1483, November.
• Katarzyna Maciejowska, 2010, "Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis," Economics Working Papers, European University Institute, number ECO2010/27.
• Guy Kaplanski, Haim Levy, 2010, "The Two-Parameter Long-Horizon Value-at-Risk," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 1, pages 1-20, April.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476038, Mar.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Post-Print, HAL, number halshs-00476038, Mar.
• Thomas Parker, 2010, "A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/10, Nov.
• Ivan Pitt, 2010, "Superstar effects on royalty income in a performing rights organization," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 34, issue 3, pages 219-236, August, DOI: 10.1007/s10824-010-9123-1.
• Greg Hannsgen, 2010, "Infinite-variance, Alpha-stable Shocks in Monetary SVAR," Economics Working Paper Archive, Levy Economics Institute, number wp_596, May.
• Stefan Hlawatsch & Peter Reichling, 2010, "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100017, Jul.
• Andrea Vinh & William E. Griffiths & Duangkamon Chotikapanich, 2010, "Bivariate Income Distributions for AssessingInequality and Poverty Under Dependent Samples," Department of Economics - Working Papers Series, The University of Melbourne, number 1093.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A performance measure of Zero-dollar Long/Short equally weighted portfolios," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10030, Mar.
• Penikas, H., 2010, "Financial Applications of Copula-Models," Journal of the New Economic Association, New Economic Association, issue 7, pages 24-44.
• Balakrishna, BS, 2010, "Alpha-root Processes for Derivatives pricing," MPRA Paper, University Library of Munich, Germany, number 19949, Jan.
• Mishra, SK, 2010, "Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters," MPRA Paper, University Library of Munich, Germany, number 20919, Feb.
• Mishra, SK, 2010, "Temporal changes in the parameters of statistical distribution of journal impact factor," MPRA Paper, University Library of Munich, Germany, number 21263, Mar.
• Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010, "Loss Distributions," MPRA Paper, University Library of Munich, Germany, number 22163.
• Kontek, Krzysztof, 2010, "Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments," MPRA Paper, University Library of Munich, Germany, number 22268, Apr.
• Kontek, Krzysztof, 2010, "Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments," MPRA Paper, University Library of Munich, Germany, number 22378, Apr.
• Parker, Thomas, 2010, "A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters," MPRA Paper, University Library of Munich, Germany, number 22926, May.
• Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010, "Building Loss Models," MPRA Paper, University Library of Munich, Germany, number 25492, Sep.
• Qayyum, Abdul & Nawaz, Faisal, 2010, "Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 29288.
• Schneider, Stefan & Schneider, Stefan, 2010, "Power Spot Price Models with negative Prices," MPRA Paper, University Library of Munich, Germany, number 29958, Dec.
• Katarzyna Maciejowska, 2010, "Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 279-314, September.
• Maximiano Pinheiro, 2010, "Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables," Working Papers, Banco de Portugal, Economics and Research Department, number w201013.
• Günther Westner & Reinhard Madlener, 2010, "Investment in New Power Generation under Uncertainty: Benefits of CHP vs Condensing Plants in a Copula-Based Analysis," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 12/2010, Sep.
• Feng Ren & David Giles, 2010, "Extreme value analysis of daily Canadian crude oil prices," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 12, pages 941-954, DOI: 10.1080/09603101003724323.
• Jeroen Hinloopen & Rien Wagenvoort, 2010, "Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-083/1, Aug.
• Cheryl Joy J. Fernandez & Kim Hang Pham Do, 2010, "Logit and Principal Component Analyses on the Management of Marine Protected Area (MPA) in North-Eastern Iloilo, Philippines," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 17, issue 1, pages 97-122, June.
• Krzysztof Kontek, 2010, "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 43, May.
• Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010, "Building Loss Models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/03.
• Krzysztof Burnecki & Marek Teuerle, 2010, "Ruin Probability in Finite Time," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/10/04.
• Alfarano, Simone & Lux, Thomas, 2010, "Extreme value theory as a theoretical background for power law behavior," Kiel Working Papers, Kiel Institute for the World Economy, number 1648.
• Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafał, 2010, "Building loss models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-048.

2009

• Marco Taboga, 2009, "The riskiness of corporate bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 730, Oct.
• Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009, "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/216, Apr.
• Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009, "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 09-05, Apr.
• Emilio José Chaves, 2009, "Curvas funcionales de Lorenz: análisis datual e inferencias," Revista Tendencias, Universidad de Narino, volume 10, issue 2, pages 77-118.
• Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009, "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 211-242, February.
• Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009, "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 866.
• Lönnbark, Carl, 2009, "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies, Umeå University, Department of Economics, number 768, Apr.
• Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009, "Measuring inequality using Censored data: A multiple imputation approach," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 108.
• Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009, "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4011, Feb.
• Kenneth Arrow, 2009, "A note on uncertainty and discounting in models of economic growth," Journal of Risk and Uncertainty, Springer, volume 38, issue 2, pages 87-94, April, DOI: 10.1007/s11166-009-9065-1.
• Reinhold Kosfeld & Hans-Friedrich Eckey & Jørgen Lauridsen, 2009, "Spatial Point Pattern Analysis and Industry Concentration," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200916.
• David S. Bates, 2009, "U.S. Stock Market Crash Risk, 1926-2006," NBER Working Papers, National Bureau of Economic Research, Inc, number 14913, Apr.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 15396, May.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 16528, Jul.
• O'Sullivan, John L., 2009, "Economy of Time and Matter in a Universal Setting," MPRA Paper, University Library of Munich, Germany, number 17968, Oct.
• Valdez, Emiliano A., 2009, "On the Distortion of a Copula and its Margins," MPRA Paper, University Library of Munich, Germany, number 20524, Dec.
• Weron, Rafal, 2009, "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper, University Library of Munich, Germany, number 21299.
• Isaic-Maniu, Alexandru & Dragan, Irina-Maria, 2009, "The Risk of Operational Incidents in Banking Institutions," MPRA Paper, University Library of Munich, Germany, number 21627, Dec.
• Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds, 2009, "Introducing the GED-Copula with an application to Financial Contagion in Latin America," MPRA Paper, University Library of Munich, Germany, number 46669, Feb, revised 01 Feb 2010.
• Gheorghe Savoiu & Gheorghe Cruceru & Constantin Manea, 2009, "The Concept of Structured and Restricted Marketing as a Form of Response to the Current Global Crisis. The Impact of Structured and Restricted Marketing on the Car Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 12, issue 33, pages 95-124, (3).
• Boris Brodsky & Henry Penikas & Irina Safaryan, 2009, "Detection of Structural Breaks in Copula Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 16, issue 4, pages 3-15.
• Stefanescu, Stefan, 2009, "About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 52-63, June.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009, "Extremal behavior of aggregated economic processes in a structural growth model," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 09-17, Sep, revised 10 Mar 2010.
• Kenneth Arrow, 2009, "A Note on Uncertainty and Discounting in Models of Economic Growth," Discussion Papers, Stanford Institute for Economic Policy Research, number 08-017, Jan.
• Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2009, "A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence," Empirical Economics, Springer, volume 36, issue 1, pages 201-229, February, DOI: 10.1007/s00181-008-0192-3.
• David E. Giles, 2009, "Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 0901, Jan.
• David E. Giles & Hui Feng, 2009, "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 0902, Jan.
• David E. Giles & Hui Feng, 2009, "Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited," Econometrics Working Papers, Department of Economics, University of Victoria, number 0908, Sep.
• Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron, 2009, "Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/09/01.
• Sebastian Orzel & Aleksander Weron, 2009, "Calibration of the subdiffusive Black–Scholes model," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/09/02.
• Quinn C, 2009, "Measuring income-related inequalities in health using a parametric dependence function," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/24, Jul.
• Okhrin, Ostap & Okhrin, Yarema & Schmid, Wolfgang, 2009, "Properties of hierarchical Archimedean copulas," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-014.

2008

• Todor Kaloyanov, 2008, "An Opportunity for Graphic Presentation of the Connection Between the Parameters of Statistical Distributions," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 73-88.
• Todor Kaloyanov, 2008, "A Possibility for a Graphic Representation of the Inter-relations among the Parameters of Statistical Distributions," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 118-133.
• Marian Krajc, 2008, "Are the Unskilled Really That Unaware? Understanding Seemingly Biased Self-Assessments," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp373, Nov.
• Casas, Isabel & Gao, Jiti, 2008, "Econometric estimation in long-range dependent volatility models: Theory and practice," Journal of Econometrics, Elsevier, volume 147, issue 1, pages 72-83, November.
• Krajc, Marian & Ortmann, Andreas, 2008, "Are the unskilled really that unaware? An alternative explanation," Journal of Economic Psychology, Elsevier, volume 29, issue 5, pages 724-738, November.
• Grant Hillier & Raymond Kan & Xiaolu Wang, 2008, "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/08, Feb.
• 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/08, Jun.
• Thomas Bundt & Robert Murphy, 2008, "Are residual economic relationships normally distributed? Testing an assumption of neoclassical economics," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 21, issue 4, pages 329-340, December, DOI: 10.1007/s11138-008-0045-5.
• Lombardo, Vincenzo, 2008, "Growth and inequality effects on poverty reduction in Italy," MPRA Paper, University Library of Munich, Germany, number 14351.
• Serbanescu, Luminita, 2008, "The traditional teaching-learning method versus multimedia technology. Using the Wilcoxon test and the Gauss repartition," MPRA Paper, University Library of Munich, Germany, number 14590, revised 2008.
• 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 Institution in Ecuador]," MPRA Paper, University Library of Munich, Germany, number 17163, Dec, revised 30 Dec 2008.
• Pillai N., Vijayamohanan, 2008, "In Quest of the Distributional Properties of Reliability Rate," MPRA Paper, University Library of Munich, Germany, number 7000, Feb.
• Kafri, Oded, 2008, "Sociological and Economic Inequality and the Second Law," MPRA Paper, University Library of Munich, Germany, number 9175, May.
• Vincenzo Lombardo, 2008, "Growth and inequality effects on poverty reduction in Italy," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 9_2008, Jul.
• Martin Lienert, 2008, "Leistungsvorhaltung auf Regelmaerkten. Excel Add-in, Beschreibung und Anleitung," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2008-3, Jun.
• Stefananescu, Stefan, 2008, "Measuring the Socio-Economic Bipolarization Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 149-161, March.
• Stefan, Marius, 2008, "Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 67-91, June.
• David Giles, 2008, "Some properties of absolute returns as a proxy for volatility," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 5, pages 347-350, DOI: 10.1080/17446540701720709.
• 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, Trinity College Dublin, Department of Economics, number tep0108, May, revised May 2008.
• John C. Frain, 2008, "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0308, May, revised May 2008.

2007

• Fusun Cinar Altintas, 2007, "Analysing Effect Oforganizational Structure On Organizational Politics And Procedural Justice With Structural Equation Modelling," Anadolu University Journal of Social Sciences, Anadolu University, volume 7, issue 2, pages 151-168, December.
• Cevahir Uzkurt, 2007, "The Effect Of Personal Values On Consumers’ Inclination To Adoptinnovations," Anadolu University Journal of Social Sciences, Anadolu University, volume 7, issue 2, pages 241-260, December.
• Kleiber, Christian, 2007, "The Lorenz curve in economics and econometrics," Working papers, Faculty of Business and Economics - University of Basel, number 2007/09.
• Marian Krajc & Andreas Ortmann, 2007, "Are the Unskilled Really That Unaware? An alternative explanation," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp325, Apr.
• Filip Žikeš, 2007, "Dependence Structure and Portfolio Diversification on Central European Stock Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/02, Jan, revised Jan 2007.
• Stephen P. Jenkins, 2007, "Inequality and the GB2 income distribution," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 73.
• Jenkins, Stephen P., 2007, "Inequality and the GB2 Income Distribution," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2831, Jun.
• Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007, "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/07, May.
• Ciuiu, Daniel, 2007, "Gordon and Newell queueing networks and copulas," MPRA Paper, University Library of Munich, Germany, number 15769, Dec, revised May 2009.
• Weron, Rafal & Misiorek, Adam, 2007, "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper, University Library of Munich, Germany, number 2292, Mar, revised Oct 2007.
• Alejandro Garcia & Ramazan Gencay, 2007, "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, volume 20, pages 88-93.
• Albu, Lucian Liviu, 2007, "Spatial Econometrics - Applications To Investigate Distribution Of Co2 Emission In Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 1, pages 45-56, March.
• John C. Frain, 2007, "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0207, Feb.
• Qian Chen & David E. Giles, 2007, "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers, Department of Economics, University of Victoria, number 0702, May.
• Guang Bi & David E. Giles, 2007, "An Application of Extreme Value Theory to U.S. Movie Box Office Returns," Econometrics Working Papers, Department of Economics, University of Victoria, number 0705, Jul.
• David E. Giles, 2007, "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers, Department of Economics, University of Victoria, number 0706, Aug.
• Ying Xie & David E. Giles, 2007, "A Survival Analysis of the Approval of U.S. Patent Applications," Econometrics Working Papers, Department of Economics, University of Victoria, number 0707, Aug.
• Feng Ren & David E. Giles, 2007, "Extreme Value Analysis of Daily Canadian Crude Oil Prices," Econometrics Working Papers, Department of Economics, University of Victoria, number 0708, Oct.
• Zbigniew Michna & Aleksander Weron, 2007, "Asymptotic behavior of the finite time ruin probability of a gamma Levy process," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/07/01.

2006

• Urzúa, Carlos M., 2006, "Gauss procedure to compute the ALM test for normality," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-01, revised .
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the ALMP test for multivariate normality," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-02, revised .
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the LMZ test for Zipf's law," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-03, revised .
• Casas, Isabel & Gao, Jiti, 2006, "Econometric estimation in long-range dependent volatility models: Theory and practice," MPRA Paper, University Library of Munich, Germany, number 11981, Oct, revised Aug 2007.
• Gottlieb, Daniel & Kushnir, Leonid, 2006, "Social Policy Targeting and Binary Information Transfer between Surveys," MPRA Paper, University Library of Munich, Germany, number 3127, Aug.
• Siikamäki, Juha & Layton, David F., 2006, "Potential Cost-Effectiveness of Incentive Payment Programs for Biological Conservation," RFF Working Paper Series, Resources for the Future, number dp-06-27, Jun.
• 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, Department of Economics, University of Victoria, number 0607, Nov.
• Jan Iwanik, 2006, "Financial engineering methods in insurance," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/02.
• Pawel Mista, 2006, "Analytical and numerical approach to corporate operational risk modelling," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/03.

2005

• P. Jenkins, Stephen, 2007, "Inequality and the GB2 income distribution," ISER Working Paper Series, Institute for Social and Economic Research, number 2007-12, May.
• Larrosa, Juan MC, 2005, "A Latent Budget Analysis Approach to Classification: Examples from Economics," MPRA Paper, University Library of Munich, Germany, number 12569, Sep.
• Ilmolelian, Peter, 2005, "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper, University Library of Munich, Germany, number 1418, Nov.
• Cakir, Murat, 2005, "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporate Financial Distress: An Empirical Treatment and a," MPRA Paper, University Library of Munich, Germany, number 55975, Dec.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2005, "Predictability and Model Selection in the Context of ARCH Models," MPRA Paper, University Library of Munich, Germany, number 80486.
• Krzysztof Burnecki & Adam Misiorek & Rafał Weron, 2005, "Loss Distributions," Springer Books, Springer, chapter 13, "Statistical Tools for Finance and Insurance", DOI: 10.1007/3-540-27395-6_13.
• Stavros Degiannakis & Evdokia Xekalaki, 2005, "Predictability and model selection in the context of ARCH models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 21, issue 1, pages 55-82, January, DOI: 10.1002/asmb.551.
• Kleiber, Christian, 2005, "The Lorenz curve in economics and econometrics," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,30.

2004

• Simonsen, Ingve & Weron, Rafal & Mo, Birger, 2004, "Structure and stylized facts of a deregulated power market," MPRA Paper, University Library of Munich, Germany, number 1443.
• Dasgupta, Madhuchhanda & Mishra, SK, 2004, "Least absolute deviation estimation of linear econometric models: A literature review," MPRA Paper, University Library of Munich, Germany, number 1781, Jun.

2003

• Yashkir, Olga & Yashkir, Yuriy, 2003, "Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates," MPRA Paper, University Library of Munich, Germany, number 46391, May.

2002

• Weron, Rafał, 2002, "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 312, issue 1, pages 285-299, DOI: 10.1016/S0378-4371(02)00961-5.
• Mercik, Szymon & Weron, Rafal, 2002, "Origins of scaling in FX markets," MPRA Paper, University Library of Munich, Germany, number 2294, Jul.

2001

• Rafal Weron, 2001, "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/01/03, DOI: 10.1016/S0378-4371(02)00961-5.

2000

• Weron, Rafal & Przybyłowicz, Beata, 2000, "Hurst analysis of electricity price dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 283, issue 3, pages 462-468, DOI: 10.1016/S0378-4371(00)00231-4.
• Weron, Rafal, 2000, "Energy price risk management," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 285, issue 1, pages 127-134, DOI: 10.1016/S0378-4371(00)00276-4.
• Burnecki, Krzysztof & Kukla, Grzegorz & Weron, Rafał, 2000, "Property insurance loss distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 287, issue 1, pages 269-278, DOI: 10.1016/S0378-4371(00)00453-2.
• Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry, 2000, "Copulas for finance," MPRA Paper, University Library of Munich, Germany, number 37359, Mar.
• Rafal Weron & Beata Przybylowicz, 2000, "Hurst analysis of electricity price dynamics," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/01.
• Rafal Weron, 2000, "Energy price risk management," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/02.
• Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron, 2000, "Property insurance loss distributions," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/03.

1999

• Mariam, Yohannes, 1999, "Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries," MPRA Paper, University Library of Munich, Germany, number 666, Jan, revised 01 Jun 1999.
• Mariam, Yohannes, 1999, "Trends in Resource Extraction and Implications for Sustainability in Canada," MPRA Paper, University Library of Munich, Germany, number 669, Jan, revised 01 Jun 1999.

1998

• P. Jenkins, Stephen & V. Burkhauser, Richard & Feng, Shuaizhang & Larrimore, Jeff, 2009, "Measuring inequality using censored data: a multiple imputation approach," ISER Working Paper Series, Institute for Social and Economic Research, number 2009-04, Feb.
• Freeman, Alan, 1998, "The indeterminacy of price-value correlations: a comment on papers by Simo Mohun and Anwar Shaikh," MPRA Paper, University Library of Munich, Germany, number 2040, revised 1998.
• Krzysztof Burnecki, 1998, "Self-similar models in risk theory," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/98/03.

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, University Library of Munich, Germany, number 16434, Jun.

1987

• Albu, Lucian-Liviu & Georgescu, George, 1987, "L’amortissement et l’autofinancement du processus d’investissement
  [The amortization and self-financing of the investment process]," MPRA Paper, University Library of Munich, Germany, number 13499, Jan.

0

• Gabriel Montes Rojas & Andrés Sebastián Mena, 2020, "Density estimation using bootstrap quantile variance and quantile-mean covariance," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2020-50, Feb.
• Lucas FIEVET & Zalàn FORRO & Peter CAUWELS & Didier SORNETTE, 2014, "Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-46, Jul.
• Vladimir FILIMONOV & Didier SORNETTE, 2014, "Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-48, Jul, revised Apr 2015.
• Nicolas Herault & Stephen P. Jenkins, , "The t-statistic approach to inference for inequality indices: the issue of grouping variability," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number ecineq-.
• Christian Ewerhart & Marco Serena, 2023, "On the (Im-)Possibility of Representing Probability Distributions as a Difference of I.I.D. Noise Terms," Working Papers, Max Planck Institute for Tax Law and Public Finance, number tax-mpg-rps-2023-04, Oct.
• Johannes Koenig & David I. Stern & Richard S.J. Tol, 2022, "Confidence Intervals for Recursive Journal Impact Factors," Working Paper Series, Department of Economics, University of Sussex Business School, number 0122, May.
• Ewa M. Syczewska, , "Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study," Ace Project Memoranda, Department of Economics, University of Leicester, number 96/4.

None

• Sun Wei & Rachev Svetlozar & Stoyanov Stoyan V. & Fabozzi Frank J., 2008, "Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-37, May, DOI: 10.2202/1558-3708.1572.