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

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.
• Pedro Salas Rojo, undated, "Measuring Inequality of Opportunity in Asia and the Pacific," 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, undated, "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.