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Research classified by Journal of Economic Literature (JEL) codes

/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C46: Specific Distributions
This topic is covered by the following reading lists:
  1. SOEP based publications
  2. Technology Assessment

Most recent items first, undated at the end.
  • 2015 We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"
    by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

  • 2015 Testing Linearity Using Power Transforms of Regressors
    by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

  • 2015 Estimating occupational mobility with covariates
    by Jørgen Modalsli

  • 2015 The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective
    by Chris van Heerden

  • 2015 Are the log-growth rates of city sizes normally distributed? Empirical evidence for the US
    by Ramos, Arturo

  • 2015 Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia
    by Bassetti, Thomas & Caruso, Raul & Cortes, Darwin

  • 2015 US city size distribution revisited: Theory and empirical evidence
    by Ramos, Arturo & Sanz-Gracia, Fernando

  • 2015 Flexible statistical models: Methods for the ordering and comparison of theoretical distributions
    by Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios

  • 2015 The “wrong skewness” problem: a re-specification of Stochastic Frontiers
    by Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo

  • 2015 Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications
    by Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul

  • 2015 Statistical analysis of business cycle fluctuations in Poland before and after the crisis
    by Lukasz Lenart & Blazej Mazur & Mateusz Pipien

  • 2015 Shapley Allocation, Diversification and Services in Operational Risk
    by Peter Mitic & Bertrand K. Hassani

  • 2015 Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma
    by Wojciech Charemza & Carlos Díaz & Svetlana Makarova

  • 2015 The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers
    by Graziella Bonanno & Domenico De Giovanni & Filippo Domma

  • 2015 A Comparative Analysis of Gibrat’s and Zipf’s Law on Urban Population
    by M. Modica & A. Reggiani & P. Nijkamp

  • 2015 Non-Negativity, Zero Lower Bound and Affine Interest Rate Models
    by Roussellet, Guillaume

  • 2015 Migration Processes in European Cities: A Spatio-Temporal Analysis Using Different Spatial Weights Matrices/Procesos migratorios entre ciudades europeas: Un análisis espacio-temporal usando diferentes matrices de pesos

  • 2015 Effects of Higher Education on the Unconditional Distribution of Financial Literacy
    by Zhi-fang Su & Yujen Hsiao & Mei-Yuan Chen

  • 2015 The instability of the Pearson correlation coefficient in the presence of coincidental outliers
    by Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga

  • 2015 Liquidity and resolution of uncertainty in the European carbon futures market
    by Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher

  • 2015 Predictability of price movements in deregulated electricity markets
    by Uritskaya, Olga Y. & Uritsky, Vadim M.

  • 2015 A Quadratic Kalman Filter
    by Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume

  • 2015 Testing linearity using power transforms of regressors
    by Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B.

  • 2015 Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality
    by Charles I. Jones

  • 2014 Income Distribution in Urban China: An Overlooked Data Inconsistency Issue
    by Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan

  • 2014 La cópula GED bivariada. Una aplicación en entornos de crisis
    by Mendoza, Alfonso. & Galvanovskis, Evalds.

  • 2014 Estimating the Impact of Alternative Multiple Imputation Methods on Longitudinal Wealth Data
    by Grabka, Markus & Westermeier, Christian

  • 2014 Spatial Typology of the Ageing Process in the European Union on the Level NUTS 2 Regions
    by Ivan ?otkovský

  • 2014 Does the EU have homogeneous urban structure area? The role of agglomeration and the impact of shocks on urban structure
    by Marco Modica

  • 2014 Power laws in citation distributions: Evidence from Scopus
    by Michał Brzeziński

  • 2014 Empirical modeling of the impact factor distribution
    by Michał Brzeziński

  • 2014 Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
    by David E. Giles & Qinlu Chen

  • 2014 Comparing Distributional Policy Parameters between Populations with Different Outcome Structures
    by Strittmatter, Anthony

  • 2014 Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process
    by Aman Ullah & Yong Bao & Yun Wang

  • 2014 A new approach to the unconditional measurement of default risk
    by Alex Ferrer & José Casals & Sonia Sotoca

  • 2014 Where Gibrat meets Zipf: Scale and Scope of French Firms
    by MArco Bee & Massimo Riccaboni & Stefano Schiavo

  • 2014 On Distributions of Ratios
    by Simon A. Broda & Raymond Kan

  • 2014 On Bias in the Estimation of Structural Break Points
    by Liang Jiang & Xiaohu Wang & Jun Yu

  • 2014 Regional resilience and fat tails: A stochastic analysis of firm growth rate distributions of German regions
    by Matthias Duschl

  • 2014 Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0
    by Goodwin, Roger L

  • 2014 Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0
    by Goodwin, Roger L

  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2014 Rescue costs and financial risk
    by Estrada, Fernando

  • 2014 Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform
    by Golmohammadpoor Azar, Kamran

  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2014 Testing Spatial Causality in Cross-section Data
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

  • 2014 Estimating Stable Factor Models By Indirect Inference
    by Giorgio Calzolari & Roxana Halbleib

  • 2014 Correcting wealth survey data for the missing rich: The case of Austria
    by Paul Eckerstorfer & Johannes Halak & Jakob Kapeller & Bernhard Schütz & Florian Springholz & Rafael Wildauer

  • 2014 Search Costs, Information Exchange and Sales Concentration in the Digital Music Industry
    by Nestor Duch-Brown & Bertin Martens

  • 2014 Beyond dimension two: A test for higher-order tail risk
    by Carsten Bormann & Melanie Schienle & Julia Schaumburg &

  • 2014 Estimating Individual Mahalanobis Distance in High-Dimensional Data
    by Dai, Deliang & Holgersson, Thomas & Karlsson, Peter

  • 2014 High-dimensional CLTs for individual Mahalanobis distances
    by Holgersson, Thomas & Dai, Deliang

  • 2014 Exploring Network Behavior Using Cluster Analysis
    by Rong Rong & Daniel Houser

  • 2014 Medical tourism in Romania: the case study of cardiovascular rehabilitation in Covasna
    by Roxana Oana Darabont & Paul Suceveanu & Mihaela Suceveanu & Clara Volintiru

  • 2014 Benford's Law, families of distributions and a test basis
    by John Morrow

  • 2014 Scale-free tails in Colombian financial indexes: a primer
    by Carlos León

  • 2014 Benford's Law, Families of Distributions and a Test Basis
    by John Morrow

  • 2014 A Quadratic Kalman Filter
    by Monfort, A. & Renne, J.-P. & Roussellet, G.

  • 2014 Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective
    by Michele Leonardo Bianchi

  • 2014 Calibrating the Italian smile with time-varying volatility and heavy-tailed models
    by Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev

  • 2014 Business concentration through the eyes of the HHI
    by George Djolov

  • 2014 Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research
    by Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU

  • 2014 A skew test on financial returns in the Colombian market
    by Marisol Valencia & Alejandro Bedoya

  • 2014 Intangible Assets and Strategic Positioning of Company
    by Roxana Arabela Dumitrascu

  • 2014 The Process of Creating Economic Value Added: Causes, Factors and Implications
    by Roxana Arabela Dumitrascu

  • 2014 Earnings and labour market volatility in Britain, with a transatlantic comparison
    by Cappellari, Lorenzo & Jenkins, Stephen P.

  • 2014 Lévy jump risk: Evidence from options and returns
    by Ornthanalai, Chayawat

  • 2014 Measuring systemic risk-adjusted liquidity (SRL)—A model approach
    by Jobst, Andreas A.

  • 2014 Tail risk in energy portfolios
    by González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio

  • 2014 A comparison of city size distributions for China and India from 1950 to 2010
    by Luckstead, Jeff & Devadoss, Stephen

  • 2014 Income distribution in urban China: An overlooked data inconsistency issue
    by Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E. Kwan

  • 2014 An Inter-, Trans-, Cross- and Multidisciplinary Approach to Higher Education in the Field of Business Studies
    by Gheorghe Savoiu & Dinu Vasile & Laurentiu Tachiciu

  • 2014 Hotel Chain’s Strategic Options to Penetrate the Romanian Market
    by Smaranda Cosma & Cristina Fleseriu & Marius Bota

  • 2014 Analysis of Romania’s and Transylvania’s Tourist Supply Development and Performance
    by Monica Maria Coros & Adina Letitia Negrusa

  • 2014 Medical Tourism in Romania. The Case Study of Cardiovascular Rehabilitation in Covasna
    by Roxana Oana Darabont & Paul Suceveanu & Mihaela Suceveanu & Clara Alexandra Volintiru

  • 2014 Welfare and Trade without Pareto
    by Keith Head & Thierry Mayer & Mathias Thoenig

  • 2013 Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings
    by Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik

  • 2013 Copula-based dynamic conditional correlation multiplicative error processes
    by Bodnar, Taras & Hautsch, Nikolaus

  • 2013 Robust estimation of the Pareto index: A Monte Carlo Analysis
    by Michał Brzeziński

  • 2013 Parametric modelling of income distribution in Central and Eastern Europe
    by Michał Brzeziński

  • 2013 Relative risk aversion and power-law distribution of macroeconomic disasters
    by Michał Brzeziński

  • 2013 Variance estimation for richness measures
    by Michał Brzeziński

  • 2013 On the comparison of model-based clustering solutions
    by Stefano Tonellato & Andrea Pastore

  • 2013 A merging algorithm for Gaussian mixture components
    by Andrea Pastore & Stefano Tonellato

  • 2013 Internetnutzer und Korruptionswahrnehmung – Eine ökonometrische Untersuchung
    by Gerrits, Carsten

  • 2013 Regularized Extended Skew-Normal Regression
    by Shutes, Karl & Adcock, Chris

  • 2013 Regularized Skew-Normal Regression
    by Shutes, Karl & Adcock, Chris

  • 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 distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 A comparison of normal approximation rules for attribute control charts
    by Emura, Takeshi & Lin, Yi-Shuan

  • 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
    by 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
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Race & Gender Differences in the Experience of Earnings Inequality in the US from 1995 to 2010
    by Markus P. A. Schneider

  • 2013 Too many skew normal distributions? The practitioner’s perspective
    by Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova

  • 2013 Note on Lilien and Modified Lilien Index
    by Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco

  • 2013 Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills
    by Konstantin Fursov & Ian Miles

  • 2013 The use of polynomial transformations in organizational research: review and recommendations
    by Valentina Kuskova & Nathan Podsakoff & Philip Podsakoff

  • 2013 Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution
    by Vilmunen, Jouko & Palmroos, Peter

  • 2013 Chinese firm dynamics and the role of ownership type A conditional estimation approach of the Asymmetric Exponential Power (AEP) density
    by Matthias Duschl & Shi-Shu Peng

  • 2013 Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
    by Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz

  • 2013 Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
    by Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A.

  • 2013 Testing Linearity Using Power Transforms of Regressors
    by Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

  • 2013 On moment indeterminacy of the Benini income distribution
    by Christian Kleiber

  • 2013 Tempered stable Ornstein-Uhlenbeck processes: a practical view
    by Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi

  • 2013 Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution
    by Stavros Stavroyiannis & Leonidas Zarangas

  • 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
    by Mejía Téllez, Juan de la Cruz

  • 2013 Some Accounting Issues and Statistics about Romania and EU Funds - Absorption through Projects and Eligible Expenses
    by Gheorghe SAVOIU & Mariana BANUTA & Mihaela GADOIU

  • 2013 Econometric persistence in innovation and analysis of the patent activity of Russian companies
    by Kaneva, Maria

  • 2013 Parametric Modelling of Income Distribution in Central and Eastern Europe
    by Michał Brzeziński

  • 2013 Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes
    by Łukasz Lenart & Mateusz Pipień

  • 2013 R versus Other Statistical Software
    by Dobre Ana Maria & Caragea Nicoleta & Alexandru Ciprian Antoniade

  • 2013 Statistical and Mathematical Methods to Predict the Risk of Bankruptcy
    by Mariana Balan

  • 2013 Conceptual Limitations Concerning the National Intellectual Capital
    by Vadim Dumitrascu & Roxana Arabela Dumitrascu

  • 2013 European Experiences Relating to National Intellectual Capital Metrics
    by Roxana Arabela Dumitrascu & Vadim Dumitrascu

  • 2013 Is gold a hedge or safe haven against oil price movements?
    by Reboredo, Juan C.

  • 2013 How unaware are the unskilled? Empirical tests of the “signal extraction” counterexplanation for the Dunning–Kruger effect in self-evaluation of performance
    by Schlösser, Thomas & Dunning, David & Johnson, Kerri L. & Kruger, Justin

  • 2013 CVaR sensitivity with respect to tail thickness
    by Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J.

  • 2013 The measurement of production efficiency in scientific journals through stochastic frontier analysis models: Application to quantitative economics journals
    by Ortega, Francisco J. & Gavilan, Jose M.

  • 2013 Testing for financial crashes using the Log Periodic Power Law model
    by Brée, David S. & Joseph, Nathan Lael

  • 2013 Multivariate dependence of implied volatilities from equity options as measure of systemic risk
    by Jobst, Andreas A.

  • 2013 Bayesian inference in regression with Pearson disturbances
    by Tsionas, Efthymios G.

  • 2013 A wavelet decomposition approach to crude oil price and exchange rate dependence
    by Reboredo, Juan C. & Rivera-Castro, Miguel A.

  • 2013 How To Measure The Economy Based Of Knowledge : A Short Review
    by Aurelia G. TURCAN

  • 2013 An empirical analysis of the nonlinear relationship between environmental regulation and manufacturing productivity
    by Armando Sanchez-Vargas & Ricardo Mansilla-Sanchez & Alonso Aguilar-Ibarra

  • 2012 Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings
    by Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik

  • 2012 Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators
    by Marcin Magdziarz & Janusz Gajda

  • 2012 A Note on Improved Estimation for the Topp-Leone Distribution
    by David E. Giles

  • 2012 Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications
    by David E. Giles

  • 2012 Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
    by Teneng, Dean

  • 2012 Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012
    by Panait, Iulian & Constantinescu, Alexandru

  • 2012 Generating Tempered Stable Random Variates from Mixture Representation
    by Piotr Jelonek

  • 2012 Relative Income Changes and an Identification of Growth Pattern
    by Marek Kośny

  • 2012 Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
    by Taras Bodnar & Nikolaus Hautsch & &

  • 2012 Copula structural shift identification
    by Boris Brodsky & Henry Penikas & Irina Safaryan

  • 2012 Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities
    by Giorgio Fazio & Marco Modica

  • 2012 Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model
    by Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion

  • 2012 Tests For Serial Dependence In Static, Non-Gaussian Factor Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2012 The Generalized Lognormal Distribution and the Stieltjes Moment Problem
    by Christian Kleiber

  • 2012 An empirical comparison of alternative credit default swap pricing models
    by Michele Leonardo Bianchi

  • 2012 A Note on the Finite Sample Properties of the CLS Method of TAR Models
    by Marian Vavra

  • 2012 Testing Non-linearity Using a Modified Q Test
    by Marian Vavra

  • 2012 Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model
    by Claudia PIGINI

  • 2012 An analysis of vital statistics and death causes evolution in Romania in 1990-2010 period
    by Marian ZAHARIA & Aniela BALACESCU

  • 2012 Positive Feedbacks, Diffusion Phenomenon and Competition between Standards on the Knowledge Markets
    by Vadim DUMITRASCU

  • 2012 Copulas having Zero-Isoline and Economic Applications
    by Ciuiu, Daniel

  • 2012 On Solving Some Types of Multiple Attribute Decision-Making Problems
    by Vaduva, Ion

  • 2012 Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns
    by Gozde Unal & Derya Korman

  • 2012 Food Responsibility - A National Challenge. Case Study - Implementation Of A Social Campaign In Bucharest Schools
    by STOICA, Ivona & DUMITRU, Nicoleta Rossela

  • 2012 Modelling oil price and exchange rate co-movements
    by Reboredo, Juan C.

  • 2012 U.S. stock market crash risk, 1926–2010
    by Bates, David S.

  • 2012 Heterogeneity of Australian population mortality and implications for a viable life annuity market
    by Su, Shu & Sherris, Michael

  • 2012 Multivariate longitudinal modeling of insurance company expenses
    by Shi, Peng

  • 2012 Modeling dependence dynamics through copulas with regime switching
    by Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J.

  • 2012 Robust estimation of covariance and its application to portfolio optimization
    by Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi

  • 2012 Econometric modeling and value-at-risk using the Pearson type-IV distribution
    by Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L.

  • 2012 Investment in new power generation under uncertainty: Benefits of CHP vs. condensing plants in a copula-based analysis
    by Westner, Günther & Madlener, Reinhard

  • 2012 Estimating the demand for gasoline in developing countries: Senegal
    by Sene, Seydina Ousmane

  • 2012 Maximum likelihood estimation of stochastic frontier models by the Fourier transform
    by Tsionas, Efthymios G.

  • 2012 The Multidimensional Approach to Poverty Measurement: Case of Morocco
    by Abdelhamid EL BOUHADI & Abdelkader ELKHIDER & El Mustapha KCHIRID

  • 2012 (Des)Igualdades de Oportunidades no Ensino Médio Brasileiro: Escolas Públicas e Privadas
    by Maria Dolores Montoya Diaz

  • 2012 Romania Foreign Trade in Global Recession, Revealed by the Extended Method of Exchange Rate Indicators
    by Gheorghe Săvoiu & Vasile Dinu & Laurenţiu Tăchiciu

  • 2011 A hierarchical model of tail dependent asset returns for assessing portfolio credit risk
    by Puzanova, Natalia

  • 2011 A hierarchical Archimedean copula for portfolio credit risk modelling
    by Puzanova, Natalia

  • 2011 Multidimensional Levy walk and its scaling limits
    by Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz

  • 2011 Option pricing in subdiffusive Bachelier model
    by Marcin Magdziarz & Sebastian Orzel & Aleksander Weron

  • 2011 Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution
    by Agnieszka Wylomanska

  • 2011 Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study
    by Ewa Syczewska

  • 2011 Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
    by David E. Giles & Xiao Ling

  • 2011 Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
    by David E. Giles & Hui Feng & Ryan T. Godwin

  • 2011 Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution
    by Jacob Schwartz & David E. Giles

  • 2011 Temporary employment agencies make the world smaller:Evidence from labour mobility networks
    by Carlo Gianelle

  • 2011 On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic
    by Jeroen Hinloopen

  • 2011 Utilizing the Multiple Mirror Technique to Assess the Quality of Cambodian Trade Statistics
    by Hamanaka, Shintaro

  • 2011 Characteristics of Regional Industry-specific Employment Growth – Empirical Evidence for Germany
    by Matthias Duschl & Thomas Brenner

  • 2011 Variables en la facilidad de hacer negocios en China. Un estudio comparativo internacional a traves del informe "Doing Business"
    by Mongay, Jorge

  • 2011 Avoiding disclosure of individually identifiable health information: a literature review
    by Prada, Sergio I & Gonzalez, Claudia & Borton, Joshua & Fernandes-Huessy, Johannes & Holden, Craig & Hair, Elizabeth & Mulcahy, Tim

  • 2011 Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan
    by Mohamed, Issam A.W.

  • 2011 Introduction to the Macroeconomic Structure of Yemen
    by Mohamed, Issam A.W.

  • 2011 A Note on institutional hierarchy and volatility in financial markets
    by Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias

  • 2011 Multidimensional Nature of Undernutrition: A Statistical Approach
    by Nguefack-Tsague, Georges & Dapi N., Léonie

  • 2011 The canonical econophysics approach to the flash crash of May 6, 2010
    by Mazzeu, Joao & Otuki, Thiago & Da Silva, Sergio

  • 2011 Non-positive scaling factor in probability quantification methods: deriving consumer inflation perceptions and expectations in the whole euro area and Ireland
    by Lyziak, Tomasz

  • 2011 The temporal pattern and the overall effect of ozone exposure on pediatric respiratory morbidity
    by Anabela Botelho & Aida Sá & José Fraga & Márcia Quaresma & Margarida Costa

  • 2011 Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version
    by Greg Hannsgen

  • 2011 Does Domestic Offshoring Precede International Offshoring? Industry-level Evidence
    by Franz-Josef Bade & Eckhardt Bode & Eleonora Cutrini

  • 2011 Relative affluence measures and an identification of growth pattern
    by Marek Kosny

  • 2011 Análisis digital y detección de elecciones atípicas en Colombia
    by Álvaro Riascos & Diego Jara & Felipe Parra & Mauricio Romero

  • 2011 Análisis digital y detección de elecciones atípicas
    by Diego Jara & Felipe Parra & Alvaro Riascos & Mauricio Romero

  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaulària

  • 2011 Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market
    by Shu Su & Michael Sherris

  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaularia

  • 2011 Measuring risk of crude oil at extreme quantiles
    by Sasa Zikovic

  • 2011 The effect of stressed economic conditions on credit risk in Basel II
    by Ja’nel Esterhuysen & Gary van Vuuren and Paul Styger

  • 2011 On Measuring Inclusiveness of Growth in Pakistan
    by Saima Asghar & Sajid Amin Javed

  • 2011 Comparing population distributions from bin-aggregated sample data: An application to historical height data from France
    by Duclos, Jean-Yves & Leblanc, Josée & Sahn, David E.

  • 2010 Ruin Probability in Finite Time
    by Krzysztof Burnecki & Marek Teuerle

  • 2010 Building Loss Models
    by Krzysztof Burnecki & Joanna Janczura & Rafal Weron

  • 2010 Maximum likelihood estimator for the uneven power distribution: application to DJI returns
    by Krzysztof Kontek

  • 2010 Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic
    by Jeroen Hinloopen & Rien Wagenvoort

  • 2010 Investment in New Power Generation under Uncertainty: Benefits of CHP vs Condensing Plants in a Copula-Based Analysis
    by Westner, Günther & Madlener, Reinhard

  • 2010 Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables
    by Maximiano Pinheiro

  • 2010 Power Spot Price Models with negative Prices
    by Schneider, Stefan & Schneider, Stefan

  • 2010 Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan
    by Qayyum, Abdul & Nawaz, Faisal

  • 2010 Building Loss Models
    by Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal

  • 2010 A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters
    by Parker, Thomas

  • 2010 Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments
    by Kontek, Krzysztof

  • 2010 Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments
    by Kontek, Krzysztof

  • 2010 Loss Distributions
    by Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal

  • 2010 Temporal changes in the parameters of statistical distribution of journal impact factor
    by Mishra, SK

  • 2010 Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters
    by Mishra, SK

  • 2010 Alpha-root Processes for Derivatives pricing
    by Balakrishna, BS

  • 2010 A performance measure of Zero-dollar Long/Short equally weighted portfolios
    by Monica Billio & Ludovic Calès & Dominique Guegan

  • 2010 Portfolio Management under Asymmetric Dependence and Distribution
    by Stefan Hlawatsch & Peter Reichling

  • 2010 Infinite-variance, Alpha-stable Shocks in Monetary SVAR
    by Greg Hannsgen

  • 2010 Extreme Value Theory as a Theoretical Background for Power Law Behavior
    by Simone Alfarano & Thomas Lux

  • 2010 Building Loss Models
    by Krzysztof Burnecki & Joanna Janczura & Rafał Weron &

  • 2010 Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis
    by Katarzyna Maciejowska

  • 2010 A Note on Estimating Wishart Autoagressive Model
    by Roxana Halbleib

  • 2010 Under/over-valuation of the stock market and cyclically adjusted earnings
    by Marco Taboga

  • 2010 Statistical Confidence Intervals for the Bank of Canada's Business Outlook Survey
    by Daniel de Munik

  • 2010 Logit and Principal Component Analyses on the Management of Marine Protected Area (MPA) in North-Eastern Iloilo, Philippines
    by Cheryl Joy J. Fernandez & Kim Hang Pham Do

  • 2010 Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions
    by Katarzyna Maciejowska

  • 2010 Financial Applications of Copula-Models
    by Penikas, H.

  • 2010 The Two-Parameter Long-Horizon Value-at-Risk
    by Guy Kaplanski, Haim Levy

  • 2010 Consideraciones en la estimación de cuantiles altos en el riesgo operativo
    by Andrés Mora

  • 2010 Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey
    by Andrés Mauricio Mendoza Piñeros & José Alfredo Jiménez Moscoso

  • 2010 Lorenz Curve and the Measurement of Low, Middle and High Strata of Incomes
    by Tzvetan Ignatov & Tatyana S. Madjarova & Luben T. Toshkov

  • 2010 Characteristics Of Waiting Line Models €“ The Indicators Of The Customer Flow Management Systems Efficiency
    by Sidonia Otilia Cernea & Mihaela Jaradat & Mohammad Jaradat

  • 2010 Measuring Of Ethnic Homogeneity Of The Population – One New Approach
    by Dimitar Arkadiev

  • 2009 Measuring income-related inequalities in health using a parametric dependence function
    by Quinn C

  • 2009 Calibration of the subdiffusive Black–Scholes model
    by Sebastian Orzel & Aleksander Weron

  • 2009 Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)
    by Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron

  • 2009 Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited
    by David E. Giles & Hui Feng

  • 2009 Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
    by David E. Giles & Hui Feng

  • 2009 Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution
    by David E. Giles

  • 2009 A Note on Uncertainty and Discounting in Models of Economic Growth
    by Kenneth Arrow

  • 2009 Extremal behavior of aggregated economic processes in a structural growth model
    by Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion

  • 2009 Introducing the GED-Copula with an application to Financial Contagion in Latin America
    by Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds

  • 2009 The Risk of Operational Incidents in Banking Institutions
    by Isaic-Maniu, Alexandru & Dragan, Irina-Maria

  • 2009 Forecasting wholesale electricity prices: A review of time series models
    by Weron, Rafal

  • 2009 On the Distortion of a Copula and its Margins
    by Valdez, Emiliano A.

  • 2009 Economy of Time and Matter in a Universal Setting
    by O'Sullivan, John L.

  • 2009 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
    by 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
    by Sinha, Pankaj & Jayaraman, Prabha

  • 2009 U.S. Stock Market Crash Risk, 1926-2006
    by David S. Bates

  • 2009 Spatial Point Pattern Analysis and Industry Concentration
    by Reinhold Kosfeld & Hans-Friedrich Eckey & Jørgen Lauridsen

  • 2009 Measuring Inequality Using Censored Data: A Multiple Imputation Approach
    by Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff

  • 2009 Measuring Inequality Using Censored Data: A Multiple Imputation Approach
    by Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff

  • 2009 Measuring inequality using Censored data: A multiple imputation approach
    by Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore

  • 2009 Properties of Hierarchical Archimedean Copulas
    by Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid

  • 2009 Uncertainty of Multiple Period Risk Measures
    by Lönnbark, Carl

  • 2009 Noncausal vector autoregression
    by Lanne, Markku & Saikkonen, Pentti

  • 2009 Effects of unobserved defaults on correlation between probability of default and loss given default on mortgage loans
    by Palmroos, Peter

  • 2009 Measuring Inequality Using Censored Data: A Multiple Imputation Approach
    by Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore

  • 2009 Measuring Inequality Using Censored Data: A Multiple Imputation Approach
    by Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore

  • 2009 More Reliable Inference for Segregation Indices
    by Rebecca Allen & Simon Burgess & Frank Windmeijer

  • 2009 The riskiness of corporate bonds
    by Marco Taboga

  • 2009 About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe
    by Stefanescu, Stefan

  • 2009 Detection of Structural Breaks in Copula Models
    by Brodsky, Boris & Penikas, Henry & Safaryan, Irina

  • 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
    by Gheorghe Savoiu & Gheorghe Cruceru & Constantin Manea

  • 2008 Value at Risk (VaR) and the alpha-stable distribution
    by 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
    by John C. Frain

  • 2008 Leistungsvorhaltung auf Regelmaerkten. Excel Add-in, Beschreibung und Anleitung
    by Lienert, Martin

  • 2008 Growth and inequality effects on poverty reduction in Italy
    by Vincenzo Lombardo

  • 2008 Sociological and Economic Inequality and the Second Law
    by Kafri, Oded

  • 2008 In Quest of the Distributional Properties of Reliability Rate
    by Pillai N., Vijayamohanan

  • 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
    by Maldonado, Diego & Pazmiño, Mariela

  • 2008 The traditional teaching-learning method versus multimedia technology. Using the Wilcoxon test and the Gauss repartition
    by Serbanescu, Luminita

  • 2008 Growth and inequality effects on poverty reduction in Italy
    by Lombardo, Vincenzo

  • 2008 Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
    by Grant Hillier & Raymond Kan & Xiaolu Wang

  • 2008 Computationally efficient recursions for top-order invariant polynomials with applications
    by Grant Hillier & Raymond Kan & Xiaolu Wang

  • 2008 Are the Unskilled Really That Unaware? Understanding Seemingly Biased Self-Assessments
    by Marian Krajc

  • 2008 Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey
    by Stefan, Marius

  • 2008 Measuring the Socio-Economic Bipolarization Phenomenon
    by Stefananescu, Stefan

  • 2008 A Possibility for a Graphic Representation of the Inter-relations among the Parameters of Statistical Distributions
    by Todor Kaloyanov

  • 2008 An Opportunity for Graphic Presentation of the Connection Between the Parameters of Statistical Distributions
    by Todor Kaloyanov

  • 2007 Applications of extreme value theory to collateral valuation
    by Garcia, Alejandro & Gencay, Ramazan

  • 2007 Asymptotic behavior of the finite time ruin probability of a gamma Levy process
    by Zbigniew Michna & Aleksander Weron

  • 2007 Extreme Value Analysis of Daily Canadian Crude Oil Prices
    by Feng Ren & David E. Giles

  • 2007 A Survival Analysis of the Approval of U.S. Patent Applications
    by Ying Xie & David E. Giles

  • 2007 Some Properties of Absolute Returns as a Proxy for Volatility
    by David E. Giles

  • 2007 An Application of Extreme Value Theory to U.S. Movie Box Office Returns
    by Guang Bi & David E. Giles

  • 2007 General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
    by Qian Chen & David E. Giles

  • 2007 Small sample power of tests of normality when the alternative is an alpha-stable distribution
    by John C. Frain

  • 2007 Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?
    by Weron, Rafal & Misiorek, Adam

  • 2007 Gordon and Newell queueing networks and copulas
    by Ciuiu, Daniel

  • 2007 An Assessment of Alternative State Space Models for Count Time Series
    by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin

  • 2007 Inequality and the GB2 Income Distribution
    by Stephen P. Jenkins

  • 2007 Inequality and the GB2 Income Distribution
    by Jenkins, Stephen P.

  • 2007 Inequality and the GB2 income distribution
    by Stephen P. Jenkins

  • 2007 Dependence Structure and Portfolio Diversification on Central European Stock Markets
    by Filip Žikeš

  • 2007 Are the Unskilled Really That Unaware? An alternative explanation
    by Marian Krajc & Andreas Ortmann

  • 2007 The Lorenz curve in economics and econometrics
    by Christian Kleiber

  • 2007 Spatial Econometrics - Applications To Investigate Distribution Of Co2 Emission In Europe
    by Albu, Lucian Liviu

  • 2007 The Effect Of Personal Values On Consumers’ Inclination To Adoptinnovations
    by Cevahir Uzkurt

  • 2007 Analysing Effect Oforganizational Structure On Organizational Politics And Procedural Justice With Structural Equation Modelling
    by Fusun Cinar Altintas

  • 2006 Analytical and numerical approach to corporate operational risk modelling
    by Pawel Mista

  • 2006 Financial engineering methods in insurance
    by Jan Iwanik

  • 2006 The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data
    by David E. A. Giles

  • 2006 Potential Cost-Effectiveness of Incentive Payment Programs for Biological Conservation
    by Siikamäki, Juha & Layton, David F.

  • 2006 Social Policy Targeting and Binary Information Transfer between Surveys
    by Gottlieb, Daniel & Kushnir, Leonid

  • 2006 Econometric estimation in long-range dependent volatility models: Theory and practice
    by Casas, Isabel & Gao, Jiti

  • 2006 Gauss procedure to compute the LMZ test for Zipf's law
    by Urzúa, Carlos M.

  • 2006 Gauss procedure to compute the ALMP test for multivariate normality
    by Urzúa, Carlos M.

  • 2006 Gauss procedure to compute the ALM test for normality
    by Urzúa, Carlos M.

  • 2005 Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
    by Cakir, Murat

  • 2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation
    by Ilmolelian, Peter

  • 2005 A Latent Budget Analysis Approach to Classification: Examples from Economics
    by Larrosa, Juan MC

  • 2004 Least absolute deviation estimation of linear econometric models: A literature review
    by Dasgupta, Madhuchhanda & Mishra, SK

  • 2004 Structure and stylized facts of a deregulated power market
    by Simonsen, Ingve & Weron, Rafal & Mo, Birger

  • 2003 Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates
    by Yashkir, Olga & Yashkir, Yuriy

  • 2003 La prise en compte de la concurrence dans la construction spatiale du réseau de distribution d’un nouvel entrant
    by Liarte, Sébastien

  • 2002 Origins of scaling in FX markets
    by Mercik, Szymon & Weron, Rafal

  • 2001 Estimating long range dependence: finite sample properties and confidence intervals
    by Rafal Weron

  • 2000 Property insurance loss distributions
    by Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron

  • 2000 Energy price risk management
    by Rafal Weron

  • 2000 Hurst analysis of electricity price dynamics
    by Rafal Weron & Beata Przybylowicz

  • 2000 Copulas for finance
    by Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry

  • 1999 Trends in Resource Extraction and Implications for Sustainability in Canada
    by Mariam, Yohannes

  • 1999 Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries
    by Mariam, Yohannes

  • 1998 Self-similar models in risk theory
    by Krzysztof Burnecki

  • 1998 The indeterminacy of price-value correlations: a comment on papers by Simo Mohun and Anwar Shaikh
    by Freeman, Alan

  • 1991 La quantificazione dei risultati dei sondaggi congiunturali: un confronto tra procedure
    by D'Elia, Enrico

  • 1987 L’amortissement et l’autofinancement du processus d’investissement
    by Albu, Lucian-Liviu & Georgescu, George

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.