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

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This topic is covered by the following reading lists:

1. SOEP based publications
2. Technology Assessment

2018

• Stefan Bach & Andreas Thiemann & Aline Zucco, 2018. "Looking for the Missing Rich: Tracing the Top Tail of the Wealth Distribution," Discussion Papers of DIW Berlin 1717, DIW Berlin, German Institute for Economic Research.
• Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2018. "Impact of advertizing on brand’s market-shares in the automobile market: : a multi-channel attraction model with competition and carry-over effects," TSE Working Papers 18-878, Toulouse School of Economics (TSE).
• Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018. "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers 201810, University of Pretoria, Department of Economics.
• Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018. "Are BRICS Exchange Rates Chaotic?," Working Papers 201822, University of Pretoria, Department of Economics.
• Luis Daniel Torres Gonzalez & Jangho Yang, 2018. "The Persistent Statistical Structure of the US Input-Output Coefficient Matrices: 1963-2007," Working Papers 1804, New School for Social Research, Department of Economics.
• Mihnea Constantinescu & Kristina Griskeviciene, 2018. "Network-based macro fluctuations: Evidence from Lithuania," Bank of Lithuania Discussion Paper Series 6, Bank of Lithuania.
• Mette Asmild & Dorte Kronborg & Anders Rønn-Nielsen, 2018. "Testing productivity change, frontier shift, and efficiency change," IFRO Working Paper 2018/07, University of Copenhagen, Department of Food and Resource Economics.

2017

• Víctor Hugo Torres Preciado & Mayrén Polanco Gaytán & Miguel A. Tinoco Zermeño, 2017. "Dynamic of foreign direct investment in the states of Mexico: An analysis of Markov's spatial chains," Contaduría y Administración, Accounting and Management, vol. 62(1), pages 163-183, Enero-Mar.
• Víctor Hugo Torres Preciado & Mayrén Polanco Gaytán & Miguel A. Tinoco Zermeño, 2017. "Dinámica de la inversión extranjera directa en los estados de México: un análisis de cadenas de Markov espaciales," Contaduría y Administración, Accounting and Management, vol. 62(1), pages 141-162, Enero-Mar.
• Murasawa, Yasutomo, 2017. "Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK," MPRA Paper 76244, University Library of Munich, Germany.
• Metzing, Maria & Bartels, Charlotte, 2016. "An integrated approach for top-corrected Ginis," Annual Conference 2016 (Augsburg): Demographic Change 145818, Verein für Socialpolitik / German Economic Association.
  • Charlotte Bartels & Maria Metzing, 2017. "An Integrated Approach for Top-Corrected Ginis," SOEPpapers on Multidisciplinary Panel Data Research 895, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Bartels, Charlotte & Metzing, Maria, 2017. "An Integrated Approach for Top-Corrected Ginis," IZA Discussion Papers 10573, Institute for the Study of Labor (IZA).
• Metzing, Maria & Bartels, Charlotte, 2016. "An integrated approach for top-corrected Ginis," Annual Conference 2016 (Augsburg): Demographic Change 145818, Verein für Socialpolitik / German Economic Association.
  • Bartels, Charlotte & Metzing, Maria, 2017. "An Integrated Approach for Top-Corrected Ginis," IZA Discussion Papers 10573, Institute for the Study of Labor (IZA).
  • Charlotte Bartels & Maria Metzing, 2017. "An Integrated Approach for Top-Corrected Ginis," SOEPpapers on Multidisciplinary Panel Data Research 895, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2017. "The ‘wrong skewness’ problem: a re-specification of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 47(1), pages 49-64, February.
  • Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2015. "The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers," Working Papers 201502, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
  • Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015. "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper 63429, University Library of Munich, Germany.
• Santiago González & Lara Fleischer & Marco Mira d’Ercole, 2017. "Governance statistics in OECD countries and beyond: What exists, and what would be required to assess their quality?," OECD Statistics Working Papers 2017/3, OECD Publishing.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," Working Papers halshs-01494354, HAL.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," AMSE Working Papers 1710, Aix-Marseille School of Economics, Marseille, France.
• Diaz-Serrano, Luis & Nilsson, William, 2017. "The Reliability of Students' Earnings Expectations," IZA Discussion Papers 10700, Institute for the Study of Labor (IZA).
• Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," AMSE Working Papers 1710, Aix-Marseille School of Economics, Marseille, France.
  • Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," Working Papers halshs-01494354, HAL.
• Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2017. "Interpreting the impact of explanatory variables in compositional models," TSE Working Papers 17-805, Toulouse School of Economics (TSE).
• Morais, Joanna & Thomas-Agnan, Christine & Simioni, Michel, 2017. "Using compositional and Dirichlet models for market-share regression," TSE Working Papers 17-804, Toulouse School of Economics (TSE).
• Agata Zoltaszek & Alicja Olejnik, 2017. "Regional effectiveness of innovation – leaders and followers of the EU NUTS 0 and NUTS 2 regions," Lodz Economics Working Papers 8/2017, University of Lodz, Faculty of Economics and Sociology.
• Díaz Serrano, Lluís, 2017. "The Reliability of Students’ Earnings Expectations," Working Papers 2072/290760, Universitat Rovira i Virgili, Department of Economics.
• David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1203, Department of Economics, University of Victoria.
  • David E. Giles, 2017. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1703, Department of Economics, University of Victoria.
• David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
  • Qinlu Chen & David E. Giles, 2017. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1704, Department of Economics, University of Victoria.
• Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2017. "In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory," Economics and Statistics Working Papers 10-2017, Singapore Management University, School of Economics.
• Pedersen, Rasmus Søndergaard, 2017. "Robust inference in conditionally heteroskedastic autoregressions," MPRA Paper 81979, University Library of Munich, Germany.
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017. "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," THEMA Working Papers 2017-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Charles Beach, 2017. "Have Middle-Class Earnings Risen in Canada? A Statistical Inference Approach," Working Papers 1393, Queen's University, Department of Economics.
• Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2017. "Automatic regrouping of strata in the chi-square test," Documentos de Trabajo del ICAE 2017-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Santiago González & Conal Smith, 2017. "The accuracy of measures of institutional trust in household surveys: Evidence from the oecd trust database," OECD Statistics Working Papers 2017/11, OECD Publishing.
• Deinhammer, Harald & Ladi, Anna, 2017. "Modelling euro banknote quality in circulation," Occasional Paper Series 204, European Central Bank.
• Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
  • Jenkins, Stephen P., 2016. "Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality," IZA Discussion Papers 10124, Institute for the Study of Labor (IZA).
  • Jenkins, Stephen P., 2017. "Pareto models, top incomes, and recent trends in UK income inequality," LSE Research Online Documents on Economics 67667, London School of Economics and Political Science, LSE Library.
  • Stephen P Jenkins, 2016. "Pareto models, top incomes, and recent trends in UK income inequality," STICERD - Public Economics Programme Discussion Papers 30, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Jenkins, Stephen P., 2016. "Pareto models, top incomes, and recent trends in UK income inequality," ISER Working Paper Series 2016-07, Institute for Social and Economic Research.
• Michael Spagat & Neil Johnson & Stijn van Weezel, 2017. "David Versus Goliath: Fundamental Patterns and Predictions in Modern Wars and Terrorist Campaigns," Working Papers 201721, School of Economics, University College Dublin.
• Peter Willemé, 2017. "Working Paper 14-17 - Modelling unobserved heterogeneity in distribution - Finite mixtures of the Johnson family of distributions," Working Papers 1714, Federal Planning Bureau, Belgium.

2016

• Carsten Bormann & Julia Schaumburg & Melanie Schienle, 2016. "Beyond Dimension two: A Test for Higher-Order Tail Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 14(3), pages 552-580.
  • Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie, 2016. "Beyond dimension two: A test for higher-order tail risk," Working Paper Series in Economics 80, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
• Fernández-Morales, Antonio, 2016. "Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution," MPRA Paper 69648, University Library of Munich, Germany.
• Jiang Liang & Wang Xiaohu & Jun Yu, 2016. "New Distribution Theory for the Estimation of Structural Break Point in Mean," Working Papers 01-2016, Singapore Management University, School of Economics.
• Bodnar, Taras & Hautsch, Nikolaus, 2016. "Dynamic conditional correlation multiplicative error processes," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 41-67.
• Won, Seoung Joun & Wang, X. Henry & Warren, Henry E., 2016. "Climate normals and weather normalization for utility regulation," Energy Economics, Elsevier, vol. 54(C), pages 405-416.
• Zoltán Zubor, 2016. "Volatility capital buffer to prevent the breach of the Solvency II capital requirements," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(1), pages 91-123.
• Arnold, Ivo J.M. & Soederhuizen, Beau, 2016. "Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area?," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 88-103.
• Lee Scyoc & M. Kevin McGee, 2016. "Testing for competitive balance," Empirical Economics, Springer, vol. 50(3), pages 1029-1043, May.
• Heinrich, Torsten & Dai, Shuanping, 2016. "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 90-106.
  • Heinrich, Torsten & Dai, Shuanping, 2014. "Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy," MPRA Paper 67630, University Library of Munich, Germany, revised 29 Oct 2015.
  • Heinrich, Torsten & Dai, Shuanping, 2015. "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Working Papers on East Asian Studies 107/2015, University of Duisburg-Essen, Institute of East Asian Studies IN-EAST.
• Walter Kraemer & Holger Dette, 2016. "Beyond Inequality: A Novel Measure of Skewness and its Properties," CESifo Working Paper Series 5972, CESifo Group Munich.
• Michal Brzezinski, 2016. "Robust estimation of the Pareto tail index: a Monte Carlo analysis," Empirical Economics, Springer, vol. 51(1), pages 1-30, August.
• Hess Wolfgang & Tutz Gerhard & Gertheiss Jan, 2016. "A Flexible Link Function for Discrete-Time Duration Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(4), pages 455-481, August.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
  • Jin Seo Cho & Peter C.B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute.
• Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
  • Jenkins, Stephen P., 2016. "Pareto models, top incomes, and recent trends in UK income inequality," ISER Working Paper Series 2016-07, Institute for Social and Economic Research.
  • Jenkins, Stephen P., 2016. "Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality," IZA Discussion Papers 10124, Institute for the Study of Labor (IZA).
  • Stephen P Jenkins, 2016. "Pareto models, top incomes, and recent trends in UK income inequality," STICERD - Public Economics Programme Discussion Papers 30, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Jenkins, Stephen P., 2017. "Pareto models, top incomes, and recent trends in UK income inequality," LSE Research Online Documents on Economics 67667, London School of Economics and Political Science, LSE Library.
• Dobrislav Dobrev∗ & Travis D. Nesmith & Dong Hwan Oh, 2017. "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(1), pages 1-14, February.
  • Dobrev, Dobrislav & Nesmith, Travis D. & Oh, Dong Hwan, 2016. "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Finance and Economics Discussion Series 2016-065, Board of Governors of the Federal Reserve System (U.S.), revised 03 Feb 2017.
• Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
  • Jenkins, Stephen P., 2016. "Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality," IZA Discussion Papers 10124, Institute for the Study of Labor (IZA).
  • Stephen P Jenkins, 2016. "Pareto models, top incomes, and recent trends in UK income inequality," STICERD - Public Economics Programme Discussion Papers 30, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Jenkins, Stephen P., 2016. "Pareto models, top incomes, and recent trends in UK income inequality," ISER Working Paper Series 2016-07, Institute for Social and Economic Research.
  • Jenkins, Stephen P., 2017. "Pareto models, top incomes, and recent trends in UK income inequality," LSE Research Online Documents on Economics 67667, London School of Economics and Political Science, LSE Library.
• Aghababa, Hajar & Barnett, William A., 2016. "Dynamic structure of the spot price of crude oil: does time aggregation matter?," Energy Economics, Elsevier, vol. 59(C), pages 227-237.
  • William Barnett & Hajar Aghababa, 2016. "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201602, University of Kansas, Department of Economics, revised Aug 2016.
  • Barnett, William & Aghababa, Hajar, 2016. "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," MPRA Paper 73240, University Library of Munich, Germany.
• Aghababa, Hajar & Barnett, William A., 2016. "Dynamic structure of the spot price of crude oil: does time aggregation matter?," Energy Economics, Elsevier, vol. 59(C), pages 227-237.
  • Barnett, William & Aghababa, Hajar, 2016. "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," MPRA Paper 73240, University Library of Munich, Germany.
  • William Barnett & Hajar Aghababa, 2016. "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201602, University of Kansas, Department of Economics, revised Aug 2016.
• Ambrosio Ortiz Ramírez & María Teresa Martínez Palacios, 2016. "Pricing of average value options versus European options with stochastic interest rate," Contaduría y Administración, Accounting and Management, vol. 61(4), pages 629-648, Octubre-D.
• Maller, Ross & Roberts, Steven & Tourky, Rabee, 2016. "The large-sample distribution of the maximum Sharpe ratio with and without short sales," Journal of Econometrics, Elsevier, vol. 194(1), pages 138-152.
• Tianhao Wu, 2016. "On a Class of Statistical Distance Measures for Sales Distribution: Theory, Simulation and Calibration," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 2(3), pages 141-152, September.
• Paulo dos Santos & Ellis Scharfenaker, 2016. "Informational Performance, Competitive Capital-Market Scaling, and the Frequency Distribution of Tobin’s Q," Working Papers 1607, New School for Social Research, Department of Economics.
• Titus Felix FURTUNĂ & Adriana REVEIU & Marian DÂRDALĂ & Ion SMEUREANU, 2016. "Identifying Consumers’Profiles Concerning Residential Lighting," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 23-38.
• Majda Benzidia & Michel Lubrano, 2016. "A Bayesian Look at American Academic Wages: The Case of Michigan State University," Working Papers halshs-01358882, HAL.
  • Majda Benzidia & Michel Lubrano, 2016. "A Bayesian Look at American Academic Wages: The Case of Michigan State University," AMSE Working Papers 1628, Aix-Marseille School of Economics, Marseille, France.
• Sunanta, Owat & Viertl, Reinhard, 2016. "Fuzzy models in regional statistics," MPRA Paper 74501, University Library of Munich, Germany.
• Tim Leung & Xin Li, 2016. "Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9839, December.
• Majda Benzidia & Michel Lubrano, 2016. "A Bayesian Look at American Academic Wages: The Case of Michigan State University," AMSE Working Papers 1628, Aix-Marseille School of Economics, Marseille, France.
  • Majda Benzidia & Michel Lubrano, 2016. "A Bayesian Look at American Academic Wages: The Case of Michigan State University," Working Papers halshs-01358882, HAL.
• Carsten Bormann & Julia Schaumburg & Melanie Schienle, 2016. "Beyond Dimension two: A Test for Higher-Order Tail Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 14(3), pages 552-580.
  • Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie, 2016. "Beyond dimension two: A test for higher-order tail risk," Working Paper Series in Economics 80, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
• Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, Department of Economics, University of Bristol, UK, revised 25 Nov 2016.
• Shonkwiler, J.S., 2016. "Variance of the truncated negative binomial distribution," Journal of Econometrics, Elsevier, vol. 195(2), pages 209-210.
• Aghababa, Hajar & Barnett, William A., 2016. "Dynamic structure of the spot price of crude oil: does time aggregation matter?," Energy Economics, Elsevier, vol. 59(C), pages 227-237.
  • Barnett, William & Aghababa, Hajar, 2016. "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," MPRA Paper 73240, University Library of Munich, Germany.
  • William Barnett & Hajar Aghababa, 2016. "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201602, University of Kansas, Department of Economics, revised Aug 2016.
• Haas, Markus, 2016. "A note on optimal portfolios under regime–switching," Finance Research Letters, Elsevier, vol. 19(C), pages 209-216.
  • Haas, Markus, 2016. "A note on optimal portfolios under regime-switching," Annual Conference 2016 (Augsburg): Demographic Change 145493, Verein für Socialpolitik / German Economic Association.
• Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2016. "The risk in capital controls," Finance Research Letters, Elsevier, vol. 19(C), pages 261-266.
• Jin Seo Cho & Peter C.B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute.
  • Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
• Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine, 2016. "A tour of regression models for explaining shares," TSE Working Papers 16-742, Toulouse School of Economics (TSE).
• Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
  • Jenkins, Stephen P., 2016. "Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality," IZA Discussion Papers 10124, Institute for the Study of Labor (IZA).
  • Jenkins, Stephen P., 2016. "Pareto models, top incomes, and recent trends in UK income inequality," ISER Working Paper Series 2016-07, Institute for Social and Economic Research.
  • Stephen P Jenkins, 2016. "Pareto models, top incomes, and recent trends in UK income inequality," STICERD - Public Economics Programme Discussion Papers 30, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Jenkins, Stephen P., 2017. "Pareto models, top incomes, and recent trends in UK income inequality," LSE Research Online Documents on Economics 67667, London School of Economics and Political Science, LSE Library.
• OGREAN Claudia & OKRĘGLICKA MaÅ‚gorzata, 2016. "Cross Border Mergers And Acquisitions - An Overview Of Their Evolution And Trends," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(5), pages 19-34, December.
• Tomáš Bunčák, 2016. "Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?," Prague Economic Papers, University of Economics, Prague, vol. 2016(5), pages 527-546.
• Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2016. "Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 769-783, December.
  • Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2015. "Statistical analysis of business cycle fluctuations in Poland before and after the crisis," Working Papers 71/2015, Institute of Economic Research, revised Apr 2015.
• Haas, Markus, 2016. "A note on optimal portfolios under regime–switching," Finance Research Letters, Elsevier, vol. 19(C), pages 209-216.
  • Haas, Markus, 2016. "A note on optimal portfolios under regime-switching," Annual Conference 2016 (Augsburg): Demographic Change 145493, Verein für Socialpolitik / German Economic Association.
• Schaffner, Florian, 2016. "Information transmission in high dimensional choice problems: The value of online ratings in the restaurant market," Annual Conference 2016 (Augsburg): Demographic Change 145585, Verein für Socialpolitik / German Economic Association.
• Metzing, Maria & Bartels, Charlotte, 2016. "An integrated approach for top-corrected Ginis," Annual Conference 2016 (Augsburg): Demographic Change 145818, Verein für Socialpolitik / German Economic Association.
  • Charlotte Bartels & Maria Metzing, 2017. "An Integrated Approach for Top-Corrected Ginis," SOEPpapers on Multidisciplinary Panel Data Research 895, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Bartels, Charlotte & Metzing, Maria, 2017. "An Integrated Approach for Top-Corrected Ginis," IZA Discussion Papers 10573, Institute for the Study of Labor (IZA).
• Monica Maria Coro? & Cornelia Pop & Diana-Roua Micu (Tau?an), 2016. "The Profile of Romanian Urban Inns," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(S10), pages 885-885, November.
• Aleh Mazol, 2016. "Spatial wage inequality in Belarus," BEROC Working Paper Series 35, Belarusian Economic Research and Outreach Center (BEROC).
• Hossein Kavand & Marcel-Cristian Voia, 2016. "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Carleton Economic Papers 16-01, Carleton University, Department of Economics, revised 26 Jun 2017.
• Simon A. Broda & Raymond Kan, 2016. "On distributions of ratios," Biometrika, Biometrika Trust, vol. 103(1), pages 205-218.
  • Simon A. Broda & Raymond Kan, 2013. "On Distributions of Ratios," UvA-Econometrics Working Papers 13-10, Universiteit van Amsterdam, Dept. of Econometrics.
  • Simon A. Broda & Raymond Kan, 2014. "On Distributions of Ratios," Tinbergen Institute Discussion Papers 13-211/III, Tinbergen Institute.
• Vorobyev, Oleg Yu., 2016. "Triangle room paradox of negative probabilities of events," MPRA Paper 81894, University Library of Munich, Germany.
• Vorobyev, Oleg Yu., 2016. "Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences," MPRA Paper 81897, University Library of Munich, Germany.
• Vorobyev, Oleg Yu., 2016. "The theory of dual co~event means," MPRA Paper 81893, University Library of Munich, Germany.
• Fabio CLEMENTI & Mauro GALLEGATI, 2017. "NEW ECONOMIC WINDOWS ON INCOME AND WEALTH: THE k-GENERALIZED FAMILY OF DISTRIBUTIONS," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 6(1), pages 1-15, JULY.
  • F. Clementi & M. Gallegati, 2016. "New economic windows on income and wealth: The k-generalized family of distributions," Papers 1608.06076, arXiv.org.

2015

• Antczak, El?Bieta & Lewandowska-Gwarda, Karolina, 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," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 33, pages 53-80, Enero.
• Charles I. Jones, 2015. "Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality," Journal of Economic Perspectives, American Economic Association, vol. 29(1), pages 29-46, Winter.
  • Charles I. Jones, 2014. "Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality," NBER Working Papers 20742, National Bureau of Economic Research, Inc.
• Chris van Heerden, 2015. "The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective," Working Papers 497, Economic Research Southern Africa.
• Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher, 2015. "Liquidity and resolution of uncertainty in the European carbon futures market," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 89-102.
• Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015. "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper 62807, University Library of Munich, Germany.
• Zhi-fang Su & Yujen Hsiao & Mei-Yuan Chen, 2015. "Effects of Higher Education on the Unconditional Distribution of Financial Literacy," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 11(1), pages 1-22, January.
• Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
  • Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013. "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.
  • YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "Testing Linearity Using Power Transforms of Regressors," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute.
• YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"," Working papers 2015rwp-79a, Yonsei University, Yonsei Economics Research Institute.
• Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2017. "The ‘wrong skewness’ problem: a re-specification of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 47(1), pages 49-64, February.
  • Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2015. "The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers," Working Papers 201502, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
  • Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015. "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper 63429, University Library of Munich, Germany.
• Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2016. "Statistical Analysis Of Business Cycle Fluctuations In Poland Before And After The Crisis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 769-783, December.
  • Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2015. "Statistical analysis of business cycle fluctuations in Poland before and after the crisis," Working Papers 71/2015, Institute of Economic Research, revised Apr 2015.
• Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2017. "The ‘wrong skewness’ problem: a re-specification of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 47(1), pages 49-64, February.
  • Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015. "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper 63429, University Library of Munich, Germany.
  • Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2015. "The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers," Working Papers 201502, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
• Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios, 2015. "Flexible statistical models: Methods for the ordering and comparison of theoretical distributions," MPRA Paper 63620, University Library of Munich, Germany.
• Modalsli, Jørgen, 2015. "Estimating occupational mobility with covariates," Economics Letters, Elsevier, vol. 133(C), pages 77-80.
  • Jørgen Modalsli, 2015. "Estimating occupational mobility with covariates," Discussion Papers 804, Statistics Norway, Research Department.
• Ramos, Arturo & Sanz-Gracia, Fernando, 2015. "US city size distribution revisited: Theory and empirical evidence," MPRA Paper 64051, University Library of Munich, Germany.
• Michal Brzezinski, 2015. "Relative Risk Aversion and Power‐Law Distribution of Macroeconomic Disasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 170-175, January.
  • Michał Brzeziński, 2013. "Relative risk aversion and power-law distribution of macroeconomic disasters," Working Papers 2013-04, Faculty of Economic Sciences, University of Warsaw.
• Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga, 2015. "The instability of the Pearson correlation coefficient in the presence of coincidental outliers," Finance Research Letters, Elsevier, vol. 13(C), pages 243-257.
  • Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2014. "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers 2014rwp-74, Yonsei University, Yonsei Economics Research Institute.
  • Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2015. "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers 2015rwp-77, Yonsei University, Yonsei Economics Research Institute.
• Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Too many skew normal distributions? The practitioner’s perspective," Discussion Papers in Economics 13/07, Department of Economics, University of Leicester.
  • Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma," Discussion Papers in Economics 15/08, Department of Economics, University of Leicester.
• M. Modica & A. Reggiani & P. Nijkamp, 2015. "A Comparative Analysis of Gibrat’s and Zipf’s Law on Urban Population," Working Papers wp1008, Dipartimento Scienze Economiche, Universita' di Bologna.
• Thomas Bassetti & Raul Caruso & Darwin Cortés, 2015. "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," DOCUMENTOS DE TRABAJO 013823, UNIVERSIDAD DEL ROSARIO.
  • Bassetti, Thomas & Caruso, Raul & Cortes, Darwin, 2015. "Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia," MPRA Paper 64943, University Library of Munich, Germany.
  • Thomas Bassetti & Raul Caruso & Darwin Cortes, 2015. "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," DISCE - Quaderni dell'Istituto di Politica Economica ispe0073, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
  • Monfort, A. & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers 486, Banque de France.
• Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
  • Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013. "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.
  • YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "Testing Linearity Using Power Transforms of Regressors," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute.
• Uritskaya, Olga Y. & Uritsky, Vadim M., 2015. "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, vol. 49(C), pages 72-81.
• Aloys Prinz & Jan Piening & Thomas Ehrmann, 2015. "The success of art galleries: a dynamic model with competition and information effects," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 39(2), pages 153-176, May.
• Seunghwa Rho & Peter Schmidt, 2015. "Are all firms inefficient?," Journal of Productivity Analysis, Springer, vol. 43(3), pages 327-349, June.
• Roussellet, Guillaume, 2015. "Non-Negativity, Zero Lower Bound and Affine Interest Rate Models," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15295 edited by Monfort, Alain.
• Ramos, Arturo, 2015. "Are the log-growth rates of city sizes normally distributed? Empirical evidence for the US," MPRA Paper 65584, University Library of Munich, Germany.
• Peter Mitic & Bertrand K. Hassani, 2015. "Shapley Allocation, Diversification and Services in Operational Risk," Documents de travail du Centre d'Economie de la Sorbonne 15056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Ostap Okhrin & Alexander Ristig & Jeffrey Sheen & Stefan Trück, 2015. "Conditional Systemic Risk with Penalized Copula," SFB 649 Discussion Papers SFB649DP2015-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Modalsli, Jørgen, 2015. "Estimating occupational mobility with covariates," Economics Letters, Elsevier, vol. 133(C), pages 77-80.
  • Jørgen Modalsli, 2015. "Estimating occupational mobility with covariates," Discussion Papers 804, Statistics Norway, Research Department.
• Yuri Biondi & Simone Righi, 2015. "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB) 0058, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
• Gheorghe Savoiu & Victor Iorga Siman & Constantin Manea, 2015. "A Brief Analysis Of Seasonality in the Romanian Car Market," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(7), pages 33-41, July.
• Bach, Stefan & Thiemann, Andreas & Zucco, Aline, 2015. "The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112953, Verein für Socialpolitik / German Economic Association.
  • Stefan Bach & Andreas Thiemann & Aline Zucco, 2015. "The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece," Discussion Papers of DIW Berlin 1502, DIW Berlin, German Institute for Economic Research.
• Pinto, Santiago & Sarte, Pierre-Daniel G. & Sharp, Robert, 2015. "Learning About Consumer Uncertainty from Qualitative Surveys: As Uncertain As Ever," Working Paper 15-9, Federal Reserve Bank of Richmond.
• Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
  • Amengual, Dante & Sentana, Enrique, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
• Ramos, Arturo, 2015. "Log-growth distributions of US city sizes and non-Lévy processes," MPRA Paper 66561, University Library of Munich, Germany.
• Thomas Bassetti & Raul Caruso & Darwin Cortes, 2015. "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," DISCE - Quaderni dell'Istituto di Politica Economica ispe0073, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Thomas Bassetti & Raul Caruso & Darwin Cortés, 2015. "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," DOCUMENTOS DE TRABAJO 013823, UNIVERSIDAD DEL ROSARIO.
  • Bassetti, Thomas & Caruso, Raul & Cortes, Darwin, 2015. "Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia," MPRA Paper 64943, University Library of Munich, Germany.
• Bassetti, Thomas & Caruso, Raul & Cortes, Darwin, 2015. "Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia," MPRA Paper 64943, University Library of Munich, Germany.
  • Thomas Bassetti & Raul Caruso & Darwin Cortes, 2015. "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," DISCE - Quaderni dell'Istituto di Politica Economica ispe0073, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Thomas Bassetti & Raul Caruso & Darwin Cortés, 2015. "Behavioral differences in violence: The case of intra-group differences of Paramilitaries and Guerrillas in Colombia," DOCUMENTOS DE TRABAJO 013823, UNIVERSIDAD DEL ROSARIO.
• Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2015. "Zipf law and the firm size distribution: a critical discussion of popular estimators," Journal of Evolutionary Economics, Springer, vol. 25(3), pages 585-610, July.
  • Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2013. "Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators," LEM Papers Series 2013/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Uglješa Stankov & Vanja Dragićević, 2015. "Changes in the spatial pattern of net earnings: Evidence from Serbia," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 65(3), pages 351-365, September.
• Puente-Ajovin, Miguel & Ramos, Arturo, 2015. "An improvement over the normal distribution for log-growth rates of city sizes: Empirical evidence for France, Germany, Italy and Spain," MPRA Paper 67471, University Library of Munich, Germany.
• Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(3), pages 169-186, September.
• Herrerías Pleguezuelo, R. & Herrerías Pleguezuelo, J.M., 2015. "Uso práctico de la distribución TSP en el método de valoración de las dos betas," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 15(1).
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum strategy creation by interlocking interconnecting directors in boards of directors in modern organizations at time of globalization," MPRA Paper 68404, University Library of Munich, Germany.
• Ivana Malá, 2015. "Vícerozměrný pravděpodobnostní model rozdělení příjmů českých domácností
  [Multivariate Probability Model For Incomes of the Czech Households]," Politická ekonomie, University of Economics, Prague, vol. 2015(7), pages 895-908.
• Heinrich, Torsten & Dai, Shuanping, 2016. "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 90-106.
  • Heinrich, Torsten & Dai, Shuanping, 2014. "Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy," MPRA Paper 67630, University Library of Munich, Germany, revised 29 Oct 2015.
  • Heinrich, Torsten & Dai, Shuanping, 2015. "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Working Papers on East Asian Studies 107/2015, University of Duisburg-Essen, Institute of East Asian Studies IN-EAST.
• Demetrescu, Matei & Kruse, Robinson, 2015. "Testing heteroskedastic time series for normality," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113221, Verein für Socialpolitik / German Economic Association.
• Stefan Bach & Andreas Thiemann & Aline Zucco, 2015. "The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece," Discussion Papers of DIW Berlin 1502, DIW Berlin, German Institute for Economic Research.
  • Bach, Stefan & Thiemann, Andreas & Zucco, Aline, 2015. "The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112953, Verein für Socialpolitik / German Economic Association.
• Merce, Cristian Calin & Merce, Emilian & Mihai, Mihaela, 2015. "Economic stratification - The remedy and demise of humanity," MPRA Paper 69325, University Library of Munich, Germany.
• Climent Hernández, José A. & Venegas Martínez, Francisco & Ortiz Arango, Francisco, 2015. "Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 81-106.
• Zaman, Gheorghe & Georgescu, George & Goschin, Zizi & Antonescu, Daniela & Popa, Florina, 2015. "Dezvoltarea economica endogena la nivel regional. Cazul Romaniei
  [Endogenous economic development at regional level. The case of Romania]," MPRA Paper 70646, University Library of Munich, Germany.
• Natalia Futekova & Vladimir Monov, 2015. "Statistical Study on the Need for a Preliminary Assessment of the Effectiveness of the Implementation Process of ERP-Systems in Bulgarian SMEs," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 46-63, October.
• Lukasz Lenart, 2015. "Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 27-47.
• Sandro Claudio LERA & Didier SORNETTE, 2015. "Secular Bipolar Growth Rate of the Real US GDP Per Capita: Implications for Understanding Past and Future Economic Growth," Swiss Finance Institute Research Paper Series 15-62, Swiss Finance Institute.
• Spencer WHEATLEY & Didier SORNETTE, 2015. "Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings," Swiss Finance Institute Research Paper Series 15-28, Swiss Finance Institute.
• Amengual, Dante & Sentana, Enrique, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
  • Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
• Paul Eckerstorfer & Johannes Halak & Jakob Kapeller & Bernhard Schütz & Florian Springholz & Rafael Wildauer, 2016. "Correcting for the Missing Rich: An Application to Wealth Survey Data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(4), pages 605-627, December.
  • Eckerstorfer, Paul & Halak, Johannes & Kapeller, Jakob & Schütz, Bernhard & Springholz, Florian & Wildauer, Rafael, 2015. "Correcting for the missing rich: An application to Wealth Survey Data," Greenwich Papers in Political Economy 18279, University of Greenwich, Greenwich Political Economy Research Centre.

2014

• Paul Eckerstorfer & Johannes Halak & Jakob Kapeller & Bernhard Schütz & Florian Springholz & Rafael Wildauer, 2014. "Correcting wealth survey data for the missing rich: The case of Austria," Economics working papers 2014-01, Department of Economics, Johannes Kepler University Linz, Austria.
• Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev, 2014. "Calibrating the Italian smile with time-varying volatility and heavy-tailed models," Temi di discussione (Economic working papers) 944, Bank of Italy, Economic Research and International Relations Area.
• Brzezinski, Michal, 2014. "Empirical modeling of the impact factor distribution," Journal of Informetrics, Elsevier, vol. 8(2), pages 362-368.
  • Michał Brzeziński, 2014. "Empirical modeling of the impact factor distribution," Working Papers 2014-01, Faculty of Economic Sciences, University of Warsaw.
• Matthias Duschl, 2014. "Regional resilience and fat tails: A stochastic analysis of firm growth rate distributions of German regions," Working Papers on Innovation and Space 2014-01, Philipps University Marburg, Department of Geography.
• Michal Brzezinski, 2015. "Power laws in citation distributions: evidence from Scopus," Scientometrics, Springer;Akadémiai Kiadó, vol. 103(1), pages 213-228, April.
  • Michał Brzeziński, 2014. "Power laws in citation distributions: Evidence from Scopus," Working Papers 2014-05, Faculty of Economic Sciences, University of Warsaw.
• Marisol Valencia & Alejandro Bedoya, 2014. "A skew test on financial returns in the Colombian market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 80, pages 79-102, Enero-Jun.
• Carlos León, 2014. "Scale-free tails in Colombian financial indexes: a primer," BORRADORES DE ECONOMIA 011144, BANCO DE LA REPÚBLICA.
  • Carlos León, 2014. "Scale-free tails in Colombian financial indexes: A primer," Borradores de Economia 812, Banco de la Republica de Colombia.
• Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E. Kwan, 2014. "Income distribution in urban China: An overlooked data inconsistency issue," China Economic Review, Elsevier, vol. 30(C), pages 383-396.
  • Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan, 2014. "Income Distribution in Urban China: An Overlooked Data Inconsistency Issue," Staff General Research Papers Archive 37381, Iowa State University, Department of Economics.
• Ornthanalai, Chayawat, 2014. "Lévy jump risk: Evidence from options and returns," Journal of Financial Economics, Elsevier, vol. 112(1), pages 69-90.
• Sergio Rey, 2014. "Rank-based Markov chains for regional income distribution dynamics," Journal of Geographical Systems, Springer, vol. 16(2), pages 115-137, April.
• Michele Leonardo Bianchi, 2014. "Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective," Temi di discussione (Economic working papers) 957, Bank of Italy, Economic Research and International Relations Area.
• Carlos León, 2014. "Scale-free tails in Colombian financial indexes: A primer," Borradores de Economia 812, Banco de la Republica de Colombia.
  • Carlos León, 2014. "Scale-free tails in Colombian financial indexes: a primer," BORRADORES DE ECONOMIA 011144, BANCO DE LA REPÚBLICA.
• Holgersson, Thomas & Dai, Deliang, 2014. "High-dimensional CLTs for individual Mahalanobis distances," Working Paper Series in Economics and Institutions of Innovation 361, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Dai, Deliang & Holgersson, Thomas & Karlsson, Peter, 2014. "Estimating Individual Mahalanobis Distance in High-Dimensional Data," Working Paper Series in Economics and Institutions of Innovation 362, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano, 2017. "Where Gibrat meets Zipf: Scale and scope of French firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 265-275.
  • MArco Bee & Massimo Riccaboni & Stefano Schiavo, 2014. "Where Gibrat meets Zipf: Scale and Scope of French Firms," DEM Discussion Papers 2014/03, Department of Economics and Management.
• Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," American Economic Review, American Economic Association, vol. 104(5), pages 310-316, May.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po publications 2014-02, Sciences Po.
  • Head, Keith & Mayer, Thierry & Thoenig, Mathias, 2014. "Welfare and Trade Without Pareto," CEPR Discussion Papers 9826, C.E.P.R. Discussion Papers.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Working Papers hal-00973032, HAL.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po Economics Discussion Papers 2014-02, Sciences Po Departement of Economics.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," Sciences Po publications info:hdl:2441/5fjm1f1p0v9, Sciences Po.
• Roxana Arabela Dumitrascu, 2014. "The Process of Creating Economic Value Added: Causes, Factors and Implications," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 30-33, March.
• Roxana Arabela Dumitrascu, 2014. "Intangible Assets and Strategic Positioning of Company," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 91-93, March.
• Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
  • Monfort, A. & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers 486, Banque de France.
• Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014. "Testing Spatial Causality in Cross-section Data," MPRA Paper 56678, University Library of Munich, Germany.
• Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014. "Modeling tails of aggregate economic processes in a stochastic growth model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 76-94.
  • Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion, 2012. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Working Papers 2012-29, Center for Research in Economics and Statistics.
  • Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2014. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Post-Print halshs-00995703, HAL.
• 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 2014-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 59770, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 57084, University Library of Munich, Germany.
• Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," American Economic Review, American Economic Association, vol. 104(5), pages 310-316, May.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," Sciences Po publications info:hdl:2441/5fjm1f1p0v9, Sciences Po.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po publications 2014-02, Sciences Po.
  • Head, Keith & Mayer, Thierry & Thoenig, Mathias, 2014. "Welfare and Trade Without Pareto," CEPR Discussion Papers 9826, C.E.P.R. Discussion Papers.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Working Papers hal-00973032, HAL.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po Economics Discussion Papers 2014-02, Sciences Po Departement of Economics.
• Christian Gabriel & Christian Lau, 2014. "On the distribution of government bond returns: evidence from the EMU," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(2), pages 181-203, May.
• 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, vol. 52(3), pages 697-710, May.
• Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," American Economic Review, American Economic Association, vol. 104(5), pages 310-316, May.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po publications 2014-02, Sciences Po.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po Economics Discussion Papers 2014-02, Sciences Po Departement of Economics.
  • Head, Keith & Mayer, Thierry & Thoenig, Mathias, 2014. "Welfare and Trade Without Pareto," CEPR Discussion Papers 9826, C.E.P.R. Discussion Papers.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Working Papers hal-00973032, HAL.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," Sciences Po publications info:hdl:2441/5fjm1f1p0v9, Sciences Po.
• Morrow, John, 2014. "Benford's Law, families of distributions and a test basis," LSE Research Online Documents on Economics 60364, London School of Economics and Political Science, LSE Library.
  • John Morrow, 2014. "Benford's Law, Families of Distributions and a Test Basis," CEP Discussion Papers dp1291, Centre for Economic Performance, LSE.
• Brzezinski, Michal, 2014. "Empirical modeling of the impact factor distribution," Journal of Informetrics, Elsevier, vol. 8(2), pages 362-368.
  • Michał Brzeziński, 2014. "Empirical modeling of the impact factor distribution," Working Papers 2014-01, Faculty of Economic Sciences, University of Warsaw.
• Muhammad Rashid Ansari & Chiara Mussida & Francesco Pastore, 2014. "Note on Lilien and modified Lilien index," Stata Journal, StataCorp LP, vol. 14(2), pages 398-406, June.
  • Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco, 2013. "Note on Lilien and Modified Lilien Index," IZA Discussion Papers 7198, Institute for the Study of Labor (IZA).
• Gheorghe Savoiu & Dinu Vasile & Laurentiu Tachiciu, 2014. "An Inter-, Trans-, Cross- and Multidisciplinary Approach to Higher Education in the Field of Business Studies," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(37), pages 707-707, August.
• David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
  • Qinlu Chen & David E. Giles, 2017. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1704, Department of Economics, University of Victoria.
• Mendoza, Alfonso. & Galvanovskis, Evalds., 2014. "La cópula GED bivariada. Una aplicación en entornos de crisis," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(323), pages .721-746, julio-sep.
• Marco Taboga, 2014. "The Riskiness of Corporate Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 693-713, June.
  • Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research and International Relations Area.
• Strittmatter, Anthony, 2014. "Why does the Job Corps increase gender earnings inequality?," Economics Working Paper Series 1429, University of St. Gallen, School of Economics and Political Science, revised Apr 2017.
• Carsten Bormann & Melanie Schienle & Julia Schaumburg, 2014. "Beyond dimension two: A test for higher-order tail risk," SFB 649 Discussion Papers SFB649DP2014-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Aman Ullah & Yong Bao & Yun Wang, 2014. "Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process," Working Papers 201413, University of California at Riverside, Department of Economics.
• Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU, 2014. "Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(7), pages 115-123, July.
• Golmohammadpoor Azar, Kamran, 2014. "Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform," MPRA Paper 58597, University Library of Munich, Germany.
• Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E. Kwan, 2014. "Income distribution in urban China: An overlooked data inconsistency issue," China Economic Review, Elsevier, vol. 30(C), pages 383-396.
  • Jin, Hailong & Qian, Hang & Wang, Tong & Choi, E Kwan, 2014. "Income Distribution in Urban China: An Overlooked Data Inconsistency Issue," Staff General Research Papers Archive 37381, Iowa State University, Department of Economics.
• Luckstead, Jeff & Devadoss, Stephen, 2014. "A comparison of city size distributions for China and India from 1950 to 2010," Economics Letters, Elsevier, vol. 124(2), pages 290-295.
• Estrada, Fernando, 2014. "Rescue costs and financial risk," MPRA Paper 59066, University Library of Munich, Germany.
• Michael Batty & Robin Morphet & Paolo Masucci & Kiril Stanilov, 2014. "Entropy, complexity, and spatial information," Journal of Geographical Systems, Springer, vol. 16(4), pages 363-385, October.
• Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
  • Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach," IMF Working Papers 12/209, International Monetary Fund.
• Nestor Duch-Brown & Bertin Martens, 2014. "Search Costs, Information Exchange and Sales Concentration in the Digital Music Industry," JRC Working Papers on Digital Economy 2014-09, Joint Research Centre (Seville site).
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 57084, University Library of Munich, Germany.
  • Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 59770, University Library of Munich, Germany.
• Cappellari, Lorenzo & Jenkins, Stephen P., 2014. "Earnings and labour market volatility in Britain, with a transatlantic comparison," Labour Economics, Elsevier, vol. 30(C), pages 201-211.
  • Cappellari, Lorenzo & Jenkins, Stephen P., 2014. "Earnings and labour market volatility in Britain, with a transatlantic comparison," LSE Research Online Documents on Economics 57302, London School of Economics and Political Science, LSE Library.
• 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 ersa14p229, European Regional Science Association.
• Ivan ?otkovský, 2014. "Spatial Typology of the Ageing Process in the European Union on the Level NUTS 2 Regions," ERSA conference papers ersa14p592, European Regional Science Association.
• George Djolov, 2014. "Business concentration through the eyes of the HHI," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 7(2), pages 105-127, September.
• Roxana Oana Darabont & Paul Suceveanu & Mihaela Suceveanu & Clara Alexandra Volintiru, 2014. "Medical Tourism in Romania. The Case Study of Cardiovascular Rehabilitation in Covasna," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(Special 8), pages 1151-1151, August.
• Monica Maria Coros & Adina Letitia Negrusa, 2014. "Analysis of Romania’s and Transylvania’s Tourist Supply Development and Performance," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(Special 8), pages 1312-1312, August.
• Smaranda Cosma & Cristina Fleseriu & Marius Bota, 2014. "Hotel Chain’s Strategic Options to Penetrate the Romanian Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(Special 8), pages 1352-1352, August.
• Liang Jiang & Xiaohu Wang & Jun Yu, 2014. "On Bias in the Estimation of Structural Break Points," Working Papers 22-2014, Singapore Management University, School of Economics.
• González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio, 2014. "Tail risk in energy portfolios," Energy Economics, Elsevier, vol. 46(C), pages 422-434.
• Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
  • 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 2012-31, Department of Economics, University of Konstanz.
  • Giorgio Calzolari & Roxana Halbleib, 2014. "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz 2014-25, Department of Economics, University of Konstanz.
• John Morrow, 2014. "Benford's Law, Families of Distributions and a Test Basis," CEP Discussion Papers dp1291, Centre for Economic Performance, LSE.
  • Morrow, John, 2014. "Benford's Law, families of distributions and a test basis," LSE Research Online Documents on Economics 60364, London School of Economics and Political Science, LSE Library.
• Darabont, Roxana Oana & Suceveanu, Paul & Suceveanu, Mihaela & Volintiru, Clara, 2014. "Medical tourism in Romania: the case study of cardiovascular rehabilitation in Covasna," LSE Research Online Documents on Economics 60487, London School of Economics and Political Science, LSE Library.
• Grabka, Markus & Westermeier, Christian, 2014. "Estimating the Impact of Alternative Multiple Imputation Methods on Longitudinal Wealth Data," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100353, Verein für Socialpolitik / German Economic Association.
• Simon A. Broda & Raymond Kan, 2016. "On distributions of ratios," Biometrika, Biometrika Trust, vol. 103(1), pages 205-218.
  • Simon A. Broda & Raymond Kan, 2013. "On Distributions of Ratios," UvA-Econometrics Working Papers 13-10, Universiteit van Amsterdam, Dept. of Econometrics.
  • Simon A. Broda & Raymond Kan, 2014. "On Distributions of Ratios," Tinbergen Institute Discussion Papers 13-211/III, Tinbergen Institute.
• Goodwin, Roger L, 2014. "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper 64391, University Library of Munich, Germany, revised 15 May 2015.
  • Goodwin, Roger L, 2014. "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper 64101, University Library of Munich, Germany, revised 17 Apr 2015.
• Goodwin, Roger L, 2014. "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper 64101, University Library of Munich, Germany, revised 17 Apr 2015.
  • Goodwin, Roger L, 2014. "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper 64391, University Library of Munich, Germany, revised 15 May 2015.
• Rong Rong & Daniel Houser, 2014. "Exploring Network Behavior Using Cluster Analysis," Working Papers 1049, George Mason University, Interdisciplinary Center for Economic Science.
• Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," American Economic Review, American Economic Association, vol. 104(5), pages 310-316, May.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po publications 2014-02, Sciences Po.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Working Papers hal-00973032, HAL.
  • Head, Keith & Mayer, Thierry & Thoenig, Mathias, 2014. "Welfare and Trade Without Pareto," CEPR Discussion Papers 9826, C.E.P.R. Discussion Papers.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po Economics Discussion Papers 2014-02, Sciences Po Departement of Economics.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," Sciences Po publications info:hdl:2441/5fjm1f1p0v9, Sciences Po.
• Heinrich, Torsten & Dai, Shuanping, 2016. "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 90-106.
  • Heinrich, Torsten & Dai, Shuanping, 2014. "Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy," MPRA Paper 67630, University Library of Munich, Germany, revised 29 Oct 2015.
  • Heinrich, Torsten & Dai, Shuanping, 2015. "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Working Papers on East Asian Studies 107/2015, University of Duisburg-Essen, Institute of East Asian Studies IN-EAST.
• Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014. "Modeling tails of aggregate economic processes in a stochastic growth model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 76-94.
  • Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion, 2012. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Working Papers 2012-29, Center for Research in Economics and Statistics.
  • Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2014. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Post-Print halshs-00995703, HAL.
• Cappellari, Lorenzo & Jenkins, Stephen P., 2014. "Earnings and labour market volatility in Britain, with a transatlantic comparison," Labour Economics, Elsevier, vol. 30(C), pages 201-211.
  • Cappellari, Lorenzo & Jenkins, Stephen P., 2014. "Earnings and labour market volatility in Britain, with a transatlantic comparison," LSE Research Online Documents on Economics 57302, London School of Economics and Political Science, LSE Library.
  • Cappellari, Lorenzo & Jenkins, Stephen P., 2014. "Earnings and labour market volatility in Britain, with a transatlantic comparison," LSE Research Online Documents on Economics 56667, London School of Economics and Political Science, LSE Library.
• Dinu Daraba, 2014. "Optimizing Waste Costs in Production Management," Mathematical Modelling with Application in Economics 1405, Technical University of Cluj Napoca, Department of Economics and Physics.
• Gratiela Boca, 2014. "A Cross Matrix for Modeling Open Innovation in Production Management," Mathematical Modelling with Application in Economics 1407, Technical University of Cluj Napoca, Department of Economics and Physics.
• Louis Chauvel, 2014. "The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis," LIS Working papers 609, LIS Cross-National Data Center in Luxembourg.
• Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," American Economic Review, American Economic Association, vol. 104(5), pages 310-316, May.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po publications 2014-02, Sciences Po.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade without Pareto," Sciences Po publications info:hdl:2441/5fjm1f1p0v9, Sciences Po.
  • Head, Keith & Mayer, Thierry & Thoenig, Mathias, 2014. "Welfare and Trade Without Pareto," CEPR Discussion Papers 9826, C.E.P.R. Discussion Papers.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Working Papers hal-00973032, HAL.
  • Keith Head & Thierry Mayer & Mathias Thoenig, 2014. "Welfare and Trade Without Pareto," Sciences Po Economics Discussion Papers 2014-02, Sciences Po Departement of Economics.
• Carbajal De Nova, Carolina, 2014. "Synthetic data: an endogeneity simulation," MPRA Paper 79158, University Library of Munich, Germany, revised 11 May 2017.
• Cappellari, Lorenzo & Jenkins, Stephen P., 2014. "Earnings and labour market volatility in Britain, with a transatlantic comparison," Labour Economics, Elsevier, vol. 30(C), pages 201-211.
  • Cappellari, Lorenzo & Jenkins, Stephen P., 2014. "Earnings and labour market volatility in Britain, with a transatlantic comparison," LSE Research Online Documents on Economics 57302, London School of Economics and Political Science, LSE Library.
• Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
  • 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 2012-31, Department of Economics, University of Konstanz.
  • Giorgio Calzolari & Roxana Halbleib, 2014. "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz 2014-25, Department of Economics, University of Konstanz.

2013

• Tsionas, Efthymios G., 2013. "Bayesian inference in regression with Pearson disturbances," Economics Letters, Elsevier, vol. 118(1), pages 177-181.
• Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2013. "CVaR sensitivity with respect to tail thickness," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 977-988.
  • Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "CVaR sensitivity with respect to tail thickness," Working Paper Series in Economics 29, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
• Muhammad Rashid Ansari & Chiara Mussida & Francesco Pastore, 2014. "Note on Lilien and modified Lilien index," Stata Journal, StataCorp LP, vol. 14(2), pages 398-406, June.
  • Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco, 2013. "Note on Lilien and Modified Lilien Index," IZA Discussion Papers 7198, Institute for the Study of Labor (IZA).
• Michal Brzezinski, 2015. "Relative Risk Aversion and Power‐Law Distribution of Macroeconomic Disasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 170-175, January.
  • Michał Brzeziński, 2013. "Relative risk aversion and power-law distribution of macroeconomic disasters," Working Papers 2013-04, Faculty of Economic Sciences, University of Warsaw.
• Michal Brzezinski, 2011. "Variance Estimation for Richness Measures," LWS Working papers 11, LIS Cross-National Data Center in Luxembourg.
  • Michał Brzeziński, 2013. "Variance estimation for richness measures," Working Papers 2013-03, Faculty of Economic Sciences, University of Warsaw.
• Gerrits, Carsten, 2013. "Internetnutzer und Korruptionswahrnehmung – Eine ökonometrische Untersuchung," Working Paper 132/2012, Helmut Schmidt University, Hamburg.
• Andrea Pastore & Stefano Tonellato, 2013. "A merging algorithm for Gaussian mixture components," Working Papers 2013:04, Department of Economics, University of Venice "Ca' Foscari".
• Stefano Tonellato & Andrea Pastore, 2013. "On the comparison of model-based clustering solutions," Working Papers 2013:05, Department of Economics, University of Venice "Ca' Foscari".
• 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, vol. 61(1), pages 126-136, March.
• 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, vol. 60(2), pages 231-247, April.
• Christian Kleiber, 2013. "On moment indeterminacy of the Benini income distribution," Statistical Papers, Springer, vol. 54(4), pages 1121-1130, November.
  • Kleiber, Christian, 2013. "On moment indeterminacy of the Benini income distribution," Working papers 2013/08, Faculty of Business and Economics - University of Basel.
• 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 114, Yale University, Department of Economics.
  • 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 1023, Economic Growth Center, Yale University.
• Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Too many skew normal distributions? The practitioner’s perspective," Discussion Papers in Economics 13/07, Department of Economics, University of Leicester.
  • Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma," Discussion Papers in Economics 15/08, Department of Economics, University of Leicester.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013. "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, vol. 32(C), pages 42-57.
• Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
• Reboredo, Juan C., 2013. "Is gold a hedge or safe haven against oil price movements?," Resources Policy, Elsevier, vol. 38(2), pages 130-137.
• Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi, 2013. "Tempered stable Ornstein-Uhlenbeck processes: a practical view," Temi di discussione (Economic working papers) 912, Bank of Italy, Economic Research and International Relations Area.
• 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 1023, Economic Growth Center, Yale University.
  • 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 114, Yale University, Department of Economics.
• 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, vol. 0(1), pages 484-488, May.
• Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
  • Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013. "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.
  • YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "Testing Linearity Using Power Transforms of Regressors," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute.
• 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 49921, University Library of Munich, Germany.
• 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 50235, University Library of Munich, Germany.
• Konstantin Fursov & Ian Miles, 2013. "Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills," HSE Working papers WP BRP 15/STI/2013, National Research University Higher School of Economics.
• 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, vol. 5(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, vol. 5(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, vol. 5(4), pages 15-20, December.
• Aurelia G. TURCAN, 2013. "How To Measure The Economy Based Of Knowledge : A Short Review," Management Intercultural, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 29, pages 371-381, October.
• Emura, Takeshi & Lin, Yi-Shuan, 2013. "A comparison of normal approximation rules for attribute control charts," MPRA Paper 51029, University Library of Munich, Germany.
• 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 – Buc," MPRA Paper 51046, University Library of Munich, Germany.
• Łukasz Lenart & Mateusz Pipień, 2013. "Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(2), pages 85-102, June.
• Kaneva, Maria, 2013. "Econometric persistence in innovation and analysis of the patent activity of Russian companies," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 32(4), pages 93-109.
• Taras Bodnar & Nikolaus Hautsch, 2012. "Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes," SFB 649 Discussion Papers SFB649DP2012-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Bodnar, Taras & Hautsch, Nikolaus, 2013. "Copula-based dynamic conditional correlation multiplicative error processes," CFS Working Paper Series 2013/19, Center for Financial Studies (CFS).
• 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, vol. 16, pages 357-372, November.
• Valentina Kuskova & Nathan Podsakoff & Philip Podsakoff, 2013. "The use of polynomial transformations in organizational research: review and recommendations," HSE Working papers WP BRP 09/MAN/2013, National Research University Higher School of Economics.
• 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 2012-1 [rev.], Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing.
• Shutes, Karl & Adcock, Chris, 2013. "Regularized Skew-Normal Regression," MPRA Paper 52217, University Library of Munich, Germany, revised 11 Dec 2013.
• Michał Brzeziński, 2013. "Parametric Modelling of Income Distribution in Central and Eastern Europe," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(3), pages 207-230, September.
  • Michał Brzeziński, 2013. "Parametric modelling of income distribution in Central and Eastern Europe," Working Papers 2013-31, Faculty of Economic Sciences, University of Warsaw.
• Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
• Michał Brzeziński, 2013. "Parametric Modelling of Income Distribution in Central and Eastern Europe," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(3), pages 207-230, September.
  • Michał Brzeziński, 2013. "Parametric modelling of income distribution in Central and Eastern Europe," Working Papers 2013-31, Faculty of Economic Sciences, University of Warsaw.
• Brée, David S. & Joseph, Nathan Lael, 2013. "Testing for financial crashes using the Log Periodic Power Law model," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 287-297.
• 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, vol. 39(C), pages 85-100.
• 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, vol. 19(6), pages 449-465, July.
  • Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
• 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, vol. 39(3), pages 259-269, June.
• Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
• Markus Schneider, 2013. "Illustrating the Implications of How Inequality is Measured: Decomposing Earnings Inequality by Race and Gender," Journal of Labor Research, Springer, vol. 34(4), pages 476-514, December.
• Christian Kleiber, 2013. "On moment indeterminacy of the Benini income distribution," Statistical Papers, Springer, vol. 54(4), pages 1121-1130, November.
  • Kleiber, Christian, 2013. "On moment indeterminacy of the Benini income distribution," Working papers 2013/08, Faculty of Business and Economics - University of Basel.
• Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013. "“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”," IREA Working Papers 201302, University of Barcelona, Research Institute of Applied Economics, revised Feb 2013.
• 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, vol. 55(1), pages 77-98, March.
  • 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 28900, University Library of Munich, Germany.
• Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(03), pages 447-481, June.
  • Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Research Discussion Papers 18/2009, Bank of Finland.
  • Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal Vector Autoregression," MPRA Paper 23717, University Library of Munich, Germany.
• 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, vol. 7(4), pages 959-965.
• 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 2014-01, Philipps University Marburg, Department of Geography.
• Shutes, Karl & Adcock, Chris, 2013. "Regularized Extended Skew-Normal Regression," MPRA Paper 58445, University Library of Munich, Germany, revised 09 Sep 2014.
• Markus P. A. Schneider, 2013. "Race & Gender Differences in the Experience of Earnings Inequality in the US from 1995 to 2010," Working Papers 1303, New School for Social Research, Department of Economics.
• 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, vol. 3(1), pages 73-88, enero-jun.
• Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2015. "Zipf law and the firm size distribution: a critical discussion of popular estimators," Journal of Evolutionary Economics, Springer, vol. 25(3), pages 585-610, July.
  • Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2013. "Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators," LEM Papers Series 2013/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Bouaddi, Mohammed & Belhachemi, Rachid & Douch, Mohamed, 2013. "The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution," MPRA Paper 70546, University Library of Munich, Germany.
• Vilmunen, Jouko & Palmroos, Peter, 2013. "Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution," Research Discussion Papers 17/2013, Bank of Finland.
• Valencia, Marisol & Bedoya, Alejandro, 2013. "Prueba de sesgo sobre rendimientos financieros en el mercado colombiano," REVISTA LECTURAS DE ECONOMÍA, UNIVERSIDAD DE ANTIOQUIA - CIE, issue 80, pages 79-102, November.
• Ivan L. Pitt, 2013. "Power Laws and Skew Distributions: An Application to Performance Royalty Income," Journal of Income Distribution, Journal of Income Distribution, vol. 22(2), pages 148-159, June.
• 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, vol. 1(16), pages 7-32.
• 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, vol. 1(16), pages 56-78.
• Parker, Thomas, 2013. "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, vol. 29(05), pages 969-1008, October.
  • Parker, Thomas, 2010. "A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters," MPRA Paper 22926, University Library of Munich, Germany.
• Simon A. Broda & Raymond Kan, 2016. "On distributions of ratios," Biometrika, Biometrika Trust, vol. 103(1), pages 205-218.
  • Simon A. Broda & Raymond Kan, 2013. "On Distributions of Ratios," UvA-Econometrics Working Papers 13-10, Universiteit van Amsterdam, Dept. of Econometrics.
  • Simon A. Broda & Raymond Kan, 2014. "On Distributions of Ratios," Tinbergen Institute Discussion Papers 13-211/III, Tinbergen Institute.

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, vol. 14(31), pages 173-194, February.
• Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• 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], vol. 13(3a), pages 553-568.
• Marian Vavra, 2012. "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance 1206, Birkbeck, Department of Economics, Mathematics & Statistics.
• Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Zacharias Psaradakis & Marian Vavra, 2016. "Portmanteau Tests for Linearity of Stationary Time Series," Working and Discussion Papers WP 1/2016, Research Department, National Bank of Slovakia.
  • Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
• Michele Leonardo Bianchi, 2012. "An empirical comparison of alternative credit default swap pricing models," Temi di discussione (Economic working papers) 882, Bank of Italy, Economic Research and International Relations Area.
• Kleiber, Christian, 2012. "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Working papers 2012/15, Faculty of Business and Economics - University of Basel.
• 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, vol. 12(2).
• Shi, Peng, 2012. "Multivariate longitudinal modeling of insurance company expenses," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 204-215.
• 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, vol. 50(3), pages 346-356.
• Su, Shu & Sherris, Michael, 2012. "Heterogeneity of Australian population mortality and implications for a viable life annuity market," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 322-332.
• Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi, 2012. "Robust estimation of covariance and its application to portfolio optimization," Finance Research Letters, Elsevier, vol. 9(3), pages 121-134.
• Reboredo, Juan C., 2012. "Modelling oil price and exchange rate co-movements," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 419-440.
• 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, vol. 22(C), pages 10-17.
• 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, vol. 34(1), pages 31-44.
  • Westner, Günther & Madlener, Reinhard, 2010. "Investment in New Power Generation under Uncertainty: Benefits of CHP vs Condensing Plants in a Copula-Based Analysis," FCN Working Papers 12/2010, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Sene, Seydina Ousmane, 2012. "Estimating the demand for gasoline in developing countries: Senegal," Energy Economics, Elsevier, vol. 34(1), pages 189-194.
• Fazio, Giorgio & Modica, Marco, 2012. "Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities," SIRE Discussion Papers 2012-54, Scottish Institute for Research in Economics (SIRE).
  • Giorgio Fazio & Marco Modica, 2012. "Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities," Working Papers 2012_10, Business School - Economics, University of Glasgow.
• Taras Bodnar & Nikolaus Hautsch, 2012. "Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes," SFB 649 Discussion Papers SFB649DP2012-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Bodnar, Taras & Hautsch, Nikolaus, 2013. "Copula-based dynamic conditional correlation multiplicative error processes," CFS Working Paper Series 2013/19, Center for Financial Studies (CFS).
• Marek Kośny, 2012. "Relative Income Changes and an Identification of Growth Pattern," Working Papers 268, ECINEQ, Society for the Study of Economic Inequality.
• Ciuiu, Daniel, 2012. "Copulas having Zero-Isoline and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 103-126, June.
• Vaduva, Ion, 2012. "On Solving Some Types of Multiple Attribute Decision-Making Problems," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 41-61, March.
• Vadim DUMITRASCU, 2012. "Positive Feedbacks, Diffusion Phenomenon and Competition between Standards on the Knowledge Markets," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(4), pages 73-79, November.
• 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, vol. 0, pages 617-624, May.
• David E. Giles, 2012. "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications," Econometrics Working Papers 1201, Department of Economics, University of Victoria.
• David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1203, Department of Economics, University of Victoria.
  • David E. Giles, 2017. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1703, Department of Economics, University of Victoria.
• Marcin Magdziarz & Janusz Gajda, 2012. "Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators," HSC Research Reports HSC/12/04, Hugo Steinhaus Center, Wroclaw University of Technology.
• 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 2012-1, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing.
• Gabriele Fiorentini & Enrique Sentana, 2012. "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
• Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014. "Modeling tails of aggregate economic processes in a stochastic growth model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 76-94.
  • Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion, 2012. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Working Papers 2012-29, Center for Research in Economics and Statistics.
  • Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2014. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Post-Print halshs-00995703, HAL.
• Piotr Jelonek, 2012. "Generating Tempered Stable Random Variates from Mixture Representation," Discussion Papers in Economics 12/14, Department of Economics, University of Leicester.
• Panait, Iulian & Constantinescu, Alexandru, 2012. "Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012," MPRA Paper 44249, University Library of Munich, Germany.
• Bates, David S., 2012. "U.S. stock market crash risk, 1926–2010," Journal of Financial Economics, Elsevier, vol. 105(2), pages 229-259.
• 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, vol. 2(2), pages 83-89, June.
• Tsionas, Efthymios G., 2012. "Maximum likelihood estimation of stochastic frontier models by the Fourier transform," Journal of Econometrics, Elsevier, vol. 170(1), pages 234-248.
• Teneng, Dean, 2012. "Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian," MPRA Paper 47855, University Library of Munich, Germany.
• Boris Brodsky & Henry Penikas & Irina Safaryan, 2012. "Copula structural shift identification," HSE Working papers WP BRP 05/FE/2012, National Research University Higher School of Economics.
• 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, vol. 39(4), pages 447-468, November.
• Greg Hannsgen, 2012. "Infinite-variance, alpha-stable shocks in monetary SVAR," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(6), pages 755-786, April.
  • Greg Hannsgen, 2010. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR," Economics Working Paper Archive wp_596, Levy Economics Institute.
• Kobus, Pawel, 2012. "Modelling yield risk measures of major crop plants," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122535, European Association of Agricultural Economists.
• J. Ord & Arthur Getis, 2012. "Local spatial heteroscedasticity (LOSH)," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(2), pages 529-539, April.
• Benito Frosini, 2012. "Approximation and decomposition of Gini, Pietra–Ricci and Theil inequality measures," Empirical Economics, Springer, vol. 43(1), pages 175-197, August.
• 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), vol. 32(2), pages 133-157, September.
• 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, vol. 6(4), pages 113-124.
• Giorgio Fazio & Marco Modica, 2012. "Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities," Working Papers 2012_10, Business School - Economics, University of Glasgow.
  • Fazio, Giorgio & Modica, Marco, 2012. "Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities," SIRE Discussion Papers 2012-54, Scottish Institute for Research in Economics (SIRE).
• 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, vol. 6(2), pages 27-50.
• Tsagris, Michail & Elmatzoglou, Ioannis & C. Frangos, Christos, 2012. "Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology," MPRA Paper 68057, University Library of Munich, Germany.
• Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
  • Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach," IMF Working Papers 12/209, International Monetary Fund.
• Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
  • 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 2012-31, Department of Economics, University of Konstanz.
  • Giorgio Calzolari & Roxana Halbleib, 2014. "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz 2014-25, Department of Economics, University of Konstanz.

2011

• Antonio E. Noriega & Daniel Ventosa-Santaulària, 2011. "A Simple Test for Spurious Regressions," Working Papers 2011-05, Banco de México.
  • Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011. "A Simple Test for Spurious Regressions," CREATES Research Papers 2011-15, Department of Economics and Business Economics, Aarhus University.
• Shu Su & Michael Sherris, 2011. "Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market," Working Papers 201103, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011. "A Simple Test for Spurious Regressions," CREATES Research Papers 2011-15, Department of Economics and Business Economics, Aarhus University.
  • Antonio E. Noriega & Daniel Ventosa-Santaulària, 2011. "A Simple Test for Spurious Regressions," Working Papers 2011-05, Banco de México.
• 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, vol. 9(4), pages 419-437.
  • Jean-Yves Duclos & Josée Leblanc & David Sahn, 2009. "Comparing population distributions from bin-aggregated sample data: An application to historical height data from France," UFAE and IAE Working Papers 771.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Jean-Yves Duclos & Josée Leblanc & David Sahn, 2009. "Comparing population distributions from bin-aggregated sample data: An application to historical height data from France," Working Papers 381, Barcelona Graduate School of Economics.
  • Jean-Yves Duclos & Josée Leblanc & David Sahn, 2009. "Comparing Population Distributions from bin-Aggregated Sample Data: an Application to Historical Height Data from France," Cahiers de recherche 0910, CIRPEE.
• Marek Kosny, 2011. "Relative affluence measures and an identification of growth pattern," Working Papers 230, ECINEQ, Society for the Study of Economic Inequality.
• Greg Hannsgen, 2011. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version," Economics Working Paper Archive wp_682, Levy Economics Institute.
• 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 41, Núcleo de Investigação em Microeconomia Aplicada (NIMA), Universidade do Minho.
• Saima Asghar & Sajid Amin Javed, 2011. "On Measuring Inclusiveness of Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 879-894.
• Mazzeu, Joao & Otuki, Thiago & Da Silva, Sergio, 2011. "The canonical econophysics approach to the flash crash of May 6, 2010," MPRA Paper 29138, University Library of Munich, Germany.
• Nguefack-Tsague, Georges & Dapi N., Léonie, 2011. "Multidimensional Nature of Undernutrition: A Statistical Approach," MPRA Paper 29246, University Library of Munich, Germany.
• 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, vol. 19(6), pages 449-465, July.
  • Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
• Mohamed, Issam A.W., 2011. "Introduction to the Macroeconomic Structure of Yemen," MPRA Paper 31782, University Library of Munich, Germany.
• Mohamed, Issam A.W., 2011. "Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan," MPRA Paper 31783, University Library of Munich, Germany.
• 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 35463, University Library of Munich, Germany.
• 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 ," MPRA Paper 41865, University Library of Munich, Germany.
• 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, vol. 14(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 2011-07, Philipps University Marburg, Department of Geography.
• Hamanaka, Shintaro, 2011. "Utilizing the Multiple Mirror Technique to Assess the Quality of Cambodian Trade Statistics," Working Papers on Regional Economic Integration 88, Asian Development Bank.
• Carlo Gianelle, 2011. "Temporary employment agencies make the world smaller:Evidence from labour mobility networks," Department of Economics University of Siena 618, Department of Economics, University of Siena.
• Jacob Schwartz & David E. Giles, 2011. "Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution," Econometrics Working Papers 1102, Department of Economics, University of Victoria.
• 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 1111, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng, 2009. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 0902, Department of Economics, University of Victoria.
  • 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 1105, Department of Economics, University of Victoria.
• Ewa M. Syczewska, "undated". "Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study," Ace Project Memoranda 96/4, Department of Economics, University of Leicester.
  • Ewa Syczewska, 2011. "Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study," Working Papers 58, Department of Applied Econometrics, Warsaw School of Economics.
• Wylomanska-, Agnieszka, 2010. "Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution," MPRA Paper 28535, University Library of Munich, Germany, revised 2010.
  • Agnieszka Wylomanska, 2011. "Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution," HSC Research Reports HSC/11/04, Hugo Steinhaus Center, Wroclaw University of Technology.
• Marcin Magdziarz & Sebastian Orzel & Aleksander Weron, 2011. "Option pricing in subdiffusive Bachelier model," HSC Research Reports HSC/11/05, Hugo Steinhaus Center, Wroclaw University of Technology.
• Puzanova, Natalia, 2011. "A hierarchical model of tail dependent asset returns for assessing portfolio credit risk," Discussion Paper Series 2: Banking and Financial Studies 2011,16, Deutsche Bundesbank.
• Puzanova, Natalia, 2011. "A hierarchical Archimedean copula for portfolio credit risk modelling," Discussion Paper Series 2: Banking and Financial Studies 2011,14, Deutsche Bundesbank.
• 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, vol. 55(1), pages 77-98, March.
  • 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 28900, University Library of Munich, Germany.
• Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz, 2011. "Multidimensional Levy walk and its scaling limits," HSC Research Reports HSC/11/06, Hugo Steinhaus Center, Wroclaw University of Technology.
• 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.
  • Lombardo, Vincenzo, 2008. "Growth and inequality effects on poverty reduction in Italy," MPRA Paper 14351, University Library of Munich, Germany.
  • Vincenzo Lombardo, 2008. "Growth and inequality effects on poverty reduction in Italy," Discussion Papers 9_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
• Ying Xie & David Giles, 2011. "A survival analysis of the approval of US patent applications," Applied Economics, Taylor & Francis Journals, vol. 43(11), pages 1375-1384.
  • Ying Xie & David E. Giles, 2007. "A Survival Analysis of the Approval of U.S. Patent Applications," Econometrics Working Papers 0707, Department of Economics, University of Victoria.
• Andrea Montis & Simone Caschili & Alessandro Chessa, 2011. "Time evolution of complex networks: commuting systems in insular Italy," Journal of Geographical Systems, Springer, vol. 13(1), pages 49-65, March.
• Wei Wang & Christine Amsler & Peter Schmidt, 2011. "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 35(2), pages 95-118, April.
• Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, April.
  • Marco Taboga, 2010. "Under/over-valuation of the stock market and cyclically adjusted earnings," Temi di discussione (Economic working papers) 780, Bank of Italy, Economic Research and International Relations Area.
• Sergio Rey & Alan Murray & Luc Anselin, 2011. "Visualizing regional income distribution dynamics," Letters in Spatial and Resource Sciences, Springer, vol. 4(1), pages 81-90, March.
• 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, vol. 47(2), pages 311-328, October.
  • Reinhold Kosfeld & Hans-Friedrich Eckey & Jørgen Lauridsen, 2009. "Spatial Point Pattern Analysis and Industry Concentration," MAGKS Papers on Economics 200916, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, vol. 41(2), pages 473-486, October.
• Diego Jara & Felipe Parra & Alvaro Riascos & Mauricio Romero, 2011. "Análisis digital y detección de elecciones atípicas," DOCUMENTOS CEDE 009064, UNIVERSIDAD DE LOS ANDES-CEDE.
• Álvaro Riascos & Diego Jara & Felipe Parra & Mauricio Romero, 2011. "Análisis digital y detección de elecciones atípicas en Colombia," DOCUMENTOS CEDE 009247, UNIVERSIDAD DE LOS ANDES-CEDE.
• 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, vol. 29(1), pages 9-31.
• Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2013. "CVaR sensitivity with respect to tail thickness," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 977-988.
  • Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "CVaR sensitivity with respect to tail thickness," Working Paper Series in Economics 29, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
• Jeroen Hinloopen, 2011. "On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic," Tinbergen Institute Discussion Papers 11-083/1, Tinbergen Institute.
• Bade, Franz-Josef & Bode, Eckhardt & Cutrini, Eleonora, 2011. "Does domestic offshoring precede international offshoring? Industry-level evidence," Kiel Working Papers 1699, Kiel Institute for the World Economy (IfW).
• 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.
• 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 568, LIS Cross-National Data Center in Luxembourg.
• Michal Brzezinski, 2011. "Variance Estimation for Richness Measures," LWS Working papers 11, LIS Cross-National Data Center in Luxembourg.
  • Michał Brzeziński, 2013. "Variance estimation for richness measures," Working Papers 2013-03, Faculty of Economic Sciences, University of Warsaw.

2010

• Dimitar Arkadiev, 2010. "Measuring Of Ethnic Homogeneity Of The Population – One New Approach," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 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, vol. 2(12), pages 1-13.
• 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 Munik, 2010. "Statistical Confidence Intervals for the Bank of Canada's Business Outlook Survey," Discussion Papers 10-7, Bank of Canada.
• Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, April.
  • Marco Taboga, 2010. "Under/over-valuation of the stock market and cyclically adjusted earnings," Temi di discussione (Economic working papers) 780, Bank of Italy, Economic Research and International Relations Area.
• Roxana Halbleib, 2010. "A Note on Estimating Wishart Autoagressive Model," Working Papers ECARES ECARES 2010-043, ULB -- Universite Libre de Bruxelles.
• Katarzyna Maciejowska, 2010. "Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis," Economics Working Papers ECO2010/27, European University Institute.
• Guy Kaplanski, Haim Levy, 2010. "The Two-Parameter Long-Horizon Value-at-Risk," Frontiers in Finance and Economics, SKEMA Business School, vol. 7(1), pages 1-20, April.
  • Simone Alfarano & Thomas Lux, 2006. "Extreme Value Theory as a Theoretical Background for Power Law Behaviour," Working Papers wpn06-02, Warwick Business School, Finance Group.
• Greg Hannsgen, 2012. "Infinite-variance, alpha-stable shocks in monetary SVAR," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(6), pages 755-786, April.
  • Greg Hannsgen, 2010. "Infinite-variance, Alpha-stable Shocks in Monetary SVAR," Economics Working Paper Archive wp_596, Levy Economics Institute.
• Stefan Hlawatsch & Peter Reichling, 2010. "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers 100017, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• 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) halshs-00476038, HAL.
  • 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 10030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Penikas, H., 2010. "Financial Applications of Copula-Models," Journal of the New Economic Association, New Economic Association, issue 7, pages 24-44.
• Mishra, SK, 2010. "Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters," MPRA Paper 20919, University Library of Munich, Germany.
• Mishra, SK, 2010. "Temporal changes in the parameters of statistical distribution of journal impact factor," MPRA Paper 21263, University Library of Munich, Germany.
• Balakrishna, BS, 2010. "Alpha-root Processes for Derivatives pricing," MPRA Paper 19949, University Library of Munich, Germany.
• Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
• Kontek, Krzysztof, 2010. "Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments," MPRA Paper 22268, University Library of Munich, Germany.
• Kontek, Krzysztof, 2010. "Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments," MPRA Paper 22378, University Library of Munich, Germany.
• Krzysztof Burnecki & Joanna Janczura & RafaÅ‚ Weron, 2010. "Building Loss Models," SFB 649 Discussion Papers SFB649DP2010-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010. "Building Loss Models," MPRA Paper 25492, University Library of Munich, Germany.
  • Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010. "Building Loss Models," HSC Research Reports HSC/10/03, Hugo Steinhaus Center, Wroclaw University of Technology.
• Abdul Qayyum & Faisal Nawaz, 2011. "Measuring financial risk using extreme value theory: evidence from pakistan," Economics Bulletin, AccessEcon, vol. 31(1), pages 1-2.
  • Qayyum, Abdul & Nawaz, Faisal, 2010. "Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan," MPRA Paper 29288, University Library of Munich, Germany.
• Schneider, Stefan & Schneider, Stefan, 2010. "Power Spot Price Models with negative Prices," MPRA Paper 29958, University Library of Munich, Germany.
• Parker, Thomas, 2013. "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, vol. 29(05), pages 969-1008, October.
  • Thomas Parker, 2010. "A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters," CeMMAP working papers CWP34/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Parker, Thomas, 2010. "A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters," MPRA Paper 22926, University Library of Munich, Germany.
• Katarzyna Maciejowska, 2010. "Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 2(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 w201013, Banco de Portugal, Economics and Research Department.
• 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, vol. 34(1), pages 31-44.
  • Westner, Günther & Madlener, Reinhard, 2010. "Investment in New Power Generation under Uncertainty: Benefits of CHP vs Condensing Plants in a Copula-Based Analysis," FCN Working Papers 12/2010, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Krzysztof Kontek, 2010. "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers 43, Department of Applied Econometrics, Warsaw School of Economics.
• Krzysztof Burnecki & Marek Teuerle, 2010. "Ruin Probability in Finite Time," HSC Research Reports HSC/10/04, Hugo Steinhaus Center, Wroclaw University of Technology.
• Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010. "Building Loss Models," MPRA Paper 25492, University Library of Munich, Germany.
  • Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010. "Building Loss Models," HSC Research Reports HSC/10/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  • Krzysztof Burnecki & Joanna Janczura & RafaÅ‚ Weron, 2010. "Building Loss Models," SFB 649 Discussion Papers SFB649DP2010-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• 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 10030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • 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) halshs-00476038, HAL.
• Vinh, Andrea & Griffiths, William E. & Chotikapanich, Duangkamon, 2010. "Bivariate income distributions for assessing inequality and poverty under dependent samples," Economic Modelling, Elsevier, vol. 27(6), pages 1473-1483, November.
  • Andrea Vinh & William E. Griffiths & Duangkamon Chotikapanich, 2010. "Bivariate Income Distributions for AssessingInequality and Poverty Under Dependent Samples," Department of Economics - Working Papers Series 1093, The University of Melbourne.
• 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, vol. 42(02), pages 303-319, May.
  • 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, Southern Agricultural Economics Association, vol. 42(02), May.
• Ivan Pitt, 2010. "Superstar effects on royalty income in a performing rights organization," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 34(3), pages 219-236, August.
• Vinh, Andrea & Griffiths, William E. & Chotikapanich, Duangkamon, 2010. "Bivariate income distributions for assessing inequality and poverty under dependent samples," Economic Modelling, Elsevier, vol. 27(6), pages 1473-1483, November.
  • Andrea Vinh & William E. Griffiths & Duangkamon Chotikapanich, 2010. "Bivariate Income Distributions for AssessingInequality and Poverty Under Dependent Samples," Department of Economics - Working Papers Series 1093, The University of Melbourne.
• Feng Ren & David Giles, 2010. "Extreme value analysis of daily Canadian crude oil prices," Applied Financial Economics, Taylor & Francis Journals, vol. 20(12), pages 941-954.
  • Feng Ren & David E. Giles, 2007. "Extreme Value Analysis of Daily Canadian Crude Oil Prices," Econometrics Working Papers 0708, Department of Economics, University of Victoria.
• Parker, Thomas, 2010. "A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters," MPRA Paper 22926, University Library of Munich, Germany.
  • Thomas Parker, 2010. "A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters," CeMMAP working papers CWP34/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• 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, December.
• Andrés Mauricio Mendoza Piñeros & 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 ECONOMÍA, UN - RCE - CID, June.
• 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), vol. 17(1), pages 97-122, June.
• Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010. "Building Loss Models," MPRA Paper 25492, University Library of Munich, Germany.
  • Krzysztof Burnecki & Joanna Janczura & RafaÅ‚ Weron, 2010. "Building Loss Models," SFB 649 Discussion Papers SFB649DP2010-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010. "Building Loss Models," HSC Research Reports HSC/10/03, Hugo Steinhaus Center, Wroclaw University of Technology.
• 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 10-083/1, Tinbergen Institute.
• Simone Alfarano & Thomas Lux, 2006. "Extreme Value Theory as a Theoretical Background for Power Law Behaviour," Working Papers wpn06-02, Warwick Business School, Finance Group.
  • Simone Alfarano & Thomas Lux, 2011. "Extreme value theory as a theoretical background for power law behavior," Working Papers 2011/02, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme value theory as a theoretical background for power law behavior," Kiel Working Papers 1648, Kiel Institute for the World Economy (IfW).
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
• 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, Southern Agricultural Economics Association, vol. 42(02), May.
  • 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, vol. 42(02), pages 303-319, May.

2009

• Marco Taboga, 2014. "The Riskiness of Corporate Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 693-713, June.
  • Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research and International Relations Area.
• Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009. "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation 09/216, Department of Economics, University of Bristol, UK.
• Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring inequality using censored data: a multiple imputation approach," ISER Working Paper Series 2009-04, Institute for Social and Economic Research.
  • Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," Working Papers 09-05, Center for Economic Studies, U.S. Census Bureau.
  • Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," IZA Discussion Papers 4011, Institute for the Study of Labor (IZA).
  • Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring inequality using Censored data: A multiple imputation approach," Working Papers 108, ECINEQ, Society for the Study of Economic Inequality.
  • 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 866, DIW Berlin, German Institute for Economic Research.
• Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring inequality using censored data: a multiple imputation approach," ISER Working Paper Series 2009-04, Institute for Social and Economic Research.
  • 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 866, DIW Berlin, German Institute for Economic Research.
  • Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," IZA Discussion Papers 4011, Institute for the Study of Labor (IZA).
  • Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," Working Papers 09-05, Center for Economic Studies, U.S. Census Bureau.
  • Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring inequality using Censored data: A multiple imputation approach," Working Papers 108, ECINEQ, Society for the Study of Economic Inequality.
• Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies 768, Umeå University, Department of Economics.
• Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid, 2009. "Properties of Hierarchical Archimedean Copulas," SFB 649 Discussion Papers SFB649DP2009-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring inequality using censored data: a multiple imputation approach," ISER Working Paper Series 2009-04, Institute for Social and Economic Research.
  • Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring inequality using Censored data: A multiple imputation approach," Working Papers 108, ECINEQ, Society for the Study of Economic Inequality.
  • Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," IZA Discussion Papers 4011, Institute for the Study of Labor (IZA).
  • Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," Working Papers 09-05, Center for Economic Studies, U.S. Census Bureau.
  • 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 866, DIW Berlin, German Institute for Economic Research.
• Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring inequality using censored data: a multiple imputation approach," ISER Working Paper Series 2009-04, Institute for Social and Economic Research.
  • Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," IZA Discussion Papers 4011, Institute for the Study of Labor (IZA).
  • Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," Working Papers 09-05, Center for Economic Studies, U.S. Census Bureau.
  • Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring inequality using Censored data: A multiple imputation approach," Working Papers 108, ECINEQ, Society for the Study of Economic Inequality.
  • 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 866, DIW Berlin, German Institute for Economic Research.
• 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, vol. 47(2), pages 311-328, October.
  • Reinhold Kosfeld & Hans-Friedrich Eckey & Jørgen Lauridsen, 2009. "Spatial Point Pattern Analysis and Industry Concentration," MAGKS Papers on Economics 200916, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• David S. Bates, 2009. "U.S. Stock Market Crash Risk, 1926-2006," NBER Working Papers 14913, National Bureau of Economic Research, Inc.
• 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 15396, University Library of Munich, Germany.
• 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 16528, University Library of Munich, Germany.
• Valdez, Emiliano A., 2009. "On the Distortion of a Copula and its Margins," MPRA Paper 20524, University Library of Munich, Germany.
• Weron, Rafal, 2009. "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper 21299, University Library of Munich, Germany.
• Isaic-Maniu, Alexandru & Dragan, Irina-Maria, 2009. "The Risk of Operational Incidents in Banking Institutions," MPRA Paper 21622, University Library of Munich, Germany.
  • Isaic-Maniu, Alexandru & Dragan, Irina-Maria, 2009. "The Risk of Operational Incidents in Banking Institutions," MPRA Paper 21627, University Library of Munich, Germany.
• 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, vol. 12(33), pages 95-124, (3).
• Brodsky, Boris & Penikas, Henry & Safaryan, Irina, 2009. "Detection of Structural Breaks in Copula Models," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 16(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, vol. 6(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 09-17, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke, revised 10 Mar 2010.
• Kenneth Arrow, 2009. "A note on uncertainty and discounting in models of economic growth," Journal of Risk and Uncertainty, Springer, vol. 38(2), pages 87-94, April.
  • Kenneth Arrow, 2009. "A Note on Uncertainty and Discounting in Models of Economic Growth," Discussion Papers 08-017, Stanford Institute for Economic Policy Research.
• David E. Giles & Hui Feng, 2009. "Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited," Econometrics Working Papers 0908, Department of Economics, University of Victoria.
• David E. Giles & Hui Feng, 2009. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 0902, Department of Economics, University of Victoria.
  • 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 1105, Department of Economics, University of Victoria.
• David E. Giles, 2009. "Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution," Econometrics Working Papers 0901, Department of Economics, University of Victoria.
• Sebastian Orzel & Aleksander Weron, 2009. "Calibration of the subdiffusive Black–Scholes model," HSC Research Reports HSC/09/02, Hugo Steinhaus Center, Wroclaw University of Technology.
• Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron, 2009. "Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)," HSC Research Reports HSC/09/01, Hugo Steinhaus Center, Wroclaw University of Technology.
• Quinn C, 2009. "Measuring income-related inequalities in health using a parametric dependence function," Health, Econometrics and Data Group (HEDG) Working Papers 09/24, HEDG, c/o Department of Economics, University of York.
• O'Sullivan, John L., 2009. "Economy of Time and Matter in a Universal Setting," MPRA Paper 17968, University Library of Munich, Germany.
• Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds, 2009. "Introducing the GED-Copula with an application to Financial Contagion in Latin America," MPRA Paper 46669, University Library of Munich, Germany, revised 01 Feb 2010.
• Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.
  • Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Hillier, Grant & Kan, Raymond & Wang, Xiaoulu, 2009. "Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors," Discussion Paper Series In Economics And Econometrics 0918, Economics Division, School of Social Sciences, University of Southampton.
• Kenneth Arrow, 2009. "A note on uncertainty and discounting in models of economic growth," Journal of Risk and Uncertainty, Springer, vol. 38(2), pages 87-94, April.
  • Kenneth Arrow, 2009. "A Note on Uncertainty and Discounting in Models of Economic Growth," Discussion Papers 08-017, Stanford Institute for Economic Policy Research.
• 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, vol. 36(1), pages 201-229, February.

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 wp373, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• 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 CWP14/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.
  • Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Pillai N., Vijayamohanan, 2008. "In Quest of the Distributional Properties of Reliability Rate," MPRA Paper 7000, University Library of Munich, Germany.
• Kafri, Oded, 2008. "Sociological and Economic Inequality and the Second Law," MPRA Paper 9175, University Library of Munich, Germany.
• Serbanescu, Luminita, 2008. "The traditional teaching-learning method versus multimedia technology. Using the Wilcoxon test and the Gauss repartition," MPRA Paper 14590, University Library of Munich, Germany, 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 Institutio," MPRA Paper 17163, University Library of Munich, Germany, revised 30 Dec 2008.
• 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.
  • Lombardo, Vincenzo, 2008. "Growth and inequality effects on poverty reduction in Italy," MPRA Paper 14351, University Library of Munich, Germany.
  • Vincenzo Lombardo, 2008. "Growth and inequality effects on poverty reduction in Italy," Discussion Papers 9_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
• Lienert, Martin, 2008. "Leistungsvorhaltung auf Regelmaerkten. Excel Add-in, Beschreibung und Anleitung," EWI Working Papers 2008-3, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Stefananescu, Stefan, 2008. "Measuring the Socio-Economic Bipolarization Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(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, vol. 5(2), pages 67-91, June.
• 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 tep0108, Trinity College Dublin, Department of Economics, revised May 2008.
• John C. Frain, 2008. "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers tep0308, Trinity College Dublin, Department of Economics, revised May 2008.
• 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.
  • Vincenzo Lombardo, 2008. "Growth and inequality effects on poverty reduction in Italy," Discussion Papers 9_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Lombardo, Vincenzo, 2008. "Growth and inequality effects on poverty reduction in Italy," MPRA Paper 14351, University Library of Munich, Germany.
• 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, vol. 21(4), pages 329-340, December.
• Casas, Isabel & Gao, Jiti, 2008. "Econometric estimation in long-range dependent volatility models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 72-83, November.
  • Casas, Isabel & Gao, Jiti, 2006. "Econometric estimation in long-range dependent volatility models: Theory and practice," MPRA Paper 11981, University Library of Munich, Germany, revised Aug 2007.
• Krajc, Marian & Ortmann, Andreas, 2008. "Are the unskilled really that unaware? An alternative explanation," Journal of Economic Psychology, Elsevier, vol. 29(5), pages 724-738, November.
  • Marian Krajc & Andreas Ortmann, 2007. "Are the Unskilled Really That Unaware? An alternative explanation," CERGE-EI Working Papers wp325, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• David Giles, 2008. "Some properties of absolute returns as a proxy for volatility," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(5), pages 347-350.
  • David E. Giles, 2007. "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers 0706, Department of Economics, University of Victoria.

2007

• Cevahir Uzkurt, 2007. "The Effect Of Personal Values On Consumers’ Inclination To Adoptinnovations," Anadolu University Journal of Social Sciences, Anadolu University, vol. 7(2), pages 241-260, December.
• Kleiber, Christian, 2005. "The Lorenz curve in economics and econometrics," Technical Reports 2005,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Kleiber, Christian, 2007. "The Lorenz curve in economics and econometrics," Working papers 2007/09, Faculty of Business and Economics - University of Basel.
• Krajc, Marian & Ortmann, Andreas, 2008. "Are the unskilled really that unaware? An alternative explanation," Journal of Economic Psychology, Elsevier, vol. 29(5), pages 724-738, November.
  • Marian Krajc & Andreas Ortmann, 2007. "Are the Unskilled Really That Unaware? An alternative explanation," CERGE-EI Working Papers wp325, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Filip Žikeš, 2007. "Dependence Structure and Portfolio Diversification on Central European Stock Markets," Working Papers IES 2007/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007.
• Jenkins, Stephen P., 2007. "Inequality and the GB2 Income Distribution," IZA Discussion Papers 2831, Institute for the Study of Labor (IZA).
  • Stephen P. Jenkins, 2007. "Inequality and the GB2 income distribution," Working Papers 73, ECINEQ, Society for the Study of Economic Inequality.
  • Jenkins, Stephen P., 2007. "Inequality and the GB2 income distribution," ISER Working Paper Series 2007-12, Institute for Social and Economic Research.
• Stephen P. Jenkins, 2007. "Inequality and the GB2 income distribution," Working Papers 73, ECINEQ, Society for the Study of Economic Inequality.
  • Jenkins, Stephen P., 2007. "Inequality and the GB2 Income Distribution," IZA Discussion Papers 2831, Institute for the Study of Labor (IZA).
  • Jenkins, Stephen P., 2007. "Inequality and the GB2 income distribution," ISER Working Paper Series 2007-12, Institute for Social and Economic Research.
• 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 4/07, Monash University, Department of Econometrics and Business Statistics.
• 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 2292, University Library of Munich, Germany, revised Oct 2007.
• Ciuiu, Daniel, 2007. "Gordon and Newell queueing networks and copulas," MPRA Paper 15769, University Library of Munich, Germany, revised May 2009.
• Garcia, Alejandro & Gencay, Ramazan, 2007. "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, vol. 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, vol. 4(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 tep0207, Trinity College Dublin, Department of Economics.
• Guang Bi & David E. Giles, 2007. "An Application of Extreme Value Theory to U.S. Movie Box Office Returns," Econometrics Working Papers 0705, Department of Economics, University of Victoria.
• Qian Chen & David E. Giles, 2007. "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers 0702, Department of Economics, University of Victoria.
• Ying Xie & David Giles, 2011. "A survival analysis of the approval of US patent applications," Applied Economics, Taylor & Francis Journals, vol. 43(11), pages 1375-1384.
  • Ying Xie & David E. Giles, 2007. "A Survival Analysis of the Approval of U.S. Patent Applications," Econometrics Working Papers 0707, Department of Economics, University of Victoria.
• David Giles, 2008. "Some properties of absolute returns as a proxy for volatility," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(5), pages 347-350.
  • David E. Giles, 2007. "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers 0706, Department of Economics, University of Victoria.
• Feng Ren & David Giles, 2010. "Extreme value analysis of daily Canadian crude oil prices," Applied Financial Economics, Taylor & Francis Journals, vol. 20(12), pages 941-954.
  • Feng Ren & David E. Giles, 2007. "Extreme Value Analysis of Daily Canadian Crude Oil Prices," Econometrics Working Papers 0708, Department of Economics, University of Victoria.
• Zbigniew Michna & Aleksander Weron, 2007. "Asymptotic behavior of the finite time ruin probability of a gamma Levy process," HSC Research Reports HSC/07/01, Hugo Steinhaus Center, Wroclaw University of Technology.

2006

• Urzúa, Carlos M., 2006. "Gauss procedure to compute the LMZ test for Zipf's law," EGAP Computer Code 2006-03, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2006. "Gauss procedure to compute the ALMP test for multivariate normality," EGAP Computer Code 2006-02, Tecnológico de Monterrey, Campus Ciudad de México.
• Urzúa, Carlos M., 2006. "Gauss procedure to compute the ALM test for normality," EGAP Computer Code 2006-01, Tecnológico de Monterrey, Campus Ciudad de México.
• Gottlieb, Daniel & Kushnir, Leonid, 2009. "Social policy targeting and binary information transfer between surveys," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-16.
  • Gottlieb, Daniel & Kushnir, Leonid, 2006. "Social Policy Targeting and Binary Information Transfer between Surveys," MPRA Paper 3127, University Library of Munich, Germany.
  • Gottlieb, Daniel & Kushnir, Leonid, 2009. "Social Policy Targeting and Binary Information Transfer between Surveys," Economics Discussion Papers 2009-19, Kiel Institute for the World Economy (IfW).
• Casas, Isabel & Gao, Jiti, 2008. "Econometric estimation in long-range dependent volatility models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 72-83, November.
  • Casas, Isabel & Gao, Jiti, 2006. "Econometric estimation in long-range dependent volatility models: Theory and practice," MPRA Paper 11981, University Library of Munich, Germany, revised Aug 2007.
• Siikamäki, Juha & Layton, David F., 2006. "Potential Cost-Effectiveness of Incentive Payment Programs for Biological Conservation," Discussion Papers dp-06-27, Resources For the Future.
• 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 0607, Department of Economics, University of Victoria.
• Jan Iwanik, 2006. "Financial engineering methods in insurance," HSC Research Reports HSC/06/02, Hugo Steinhaus Center, Wroclaw University of Technology.
• Pawel Mista, 2006. "Analytical and numerical approach to corporate operational risk modelling," HSC Research Reports HSC/06/03, Hugo Steinhaus Center, Wroclaw University of Technology.
• Simone Alfarano & Thomas Lux, 2006. "Extreme Value Theory as a Theoretical Background for Power Law Behaviour," Working Papers wpn06-02, Warwick Business School, Finance Group.
  • Simone Alfarano & Thomas Lux, 2011. "Extreme value theory as a theoretical background for power law behavior," Working Papers 2011/02, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
  • Alfarano, Simone & Lux, Thomas, 2010. "Extreme value theory as a theoretical background for power law behavior," Kiel Working Papers 1648, Kiel Institute for the World Economy (IfW).

2005

• Ilmolelian, Peter, 2005. "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper 1418, University Library of Munich, Germany.
• Larrosa, Juan MC, 2005. "A Latent Budget Analysis Approach to Classification: Examples from Economics," MPRA Paper 12569, University Library of Munich, Germany.
• Jenkins, Stephen P., 2007. "Inequality and the GB2 Income Distribution," IZA Discussion Papers 2831, Institute for the Study of Labor (IZA).
  • Jenkins, Stephen P., 2007. "Inequality and the GB2 income distribution," ISER Working Paper Series 2007-12, Institute for Social and Economic Research.
  • Stephen P. Jenkins, 2007. "Inequality and the GB2 income distribution," Working Papers 73, ECINEQ, Society for the Study of Economic Inequality.
• Kleiber, Christian, 2005. "The Lorenz curve in economics and econometrics," Technical Reports 2005,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Kleiber, Christian, 2007. "The Lorenz curve in economics and econometrics," Working papers 2007/09, Faculty of Business and Economics - University of Basel.
• Cakir, Murat, 2005. "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporat," MPRA Paper 55975, University Library of Munich, Germany.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2005. "Predictability and Model Selection in the Context of ARCH Models," MPRA Paper 80486, University Library of Munich, Germany.

2004

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

2003

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

2002

• Mercik, Szymon & Weron, Rafal, 2002. "Origins of scaling in FX markets," MPRA Paper 2294, University Library of Munich, Germany.
• Weron, Rafał, 2002. "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 285-299.
  • Rafal Weron, 2001. "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports HSC/01/03, Hugo Steinhaus Center, Wroclaw University of Technology.

2001

• Weron, Rafał, 2002. "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 285-299.
  • Rafal Weron, 2001. "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports HSC/01/03, Hugo Steinhaus Center, Wroclaw University of Technology.

2000

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

1999

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

1998

• Freeman, Alan, 1998. "The indeterminacy of price-value correlations: a comment on papers by Simo Mohun and Anwar Shaikh," MPRA Paper 2040, University Library of Munich, Germany, revised 1998.
• Krzysztof Burnecki, 1998. "Self-similar models in risk theory," HSC Research Reports HSC/98/03, Hugo Steinhaus Center, Wroclaw University of Technology.
• 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 866, DIW Berlin, German Institute for Economic Research.
  • Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring inequality using censored data: a multiple imputation approach," ISER Working Paper Series 2009-04, Institute for Social and Economic Research.
  • Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," IZA Discussion Papers 4011, Institute for the Study of Labor (IZA).
  • Stephen Jenkins & Richard Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring Inequality Using Censored Data: A Multiple Imputation Approach," Working Papers 09-05, Center for Economic Studies, U.S. Census Bureau.
  • Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring inequality using Censored data: A multiple imputation approach," Working Papers 108, ECINEQ, Society for the Study of Economic Inequality.

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 16434, University Library of Munich, Germany.

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 13499, University Library of Munich, Germany.

0

• Ewa M. Syczewska, "undated". "Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study," Ace Project Memoranda 96/4, Department of Economics, University of Leicester.
  • Ewa Syczewska, 2011. "Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study," Working Papers 58, Department of Applied Econometrics, Warsaw School of Economics.
• Vladimir FILIMONOV & Didier SORNETTE, "undated". "Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns," Swiss Finance Institute Research Paper Series 14-48, Swiss Finance Institute.
• Lucas FIEVET & Zalàn FORRO & Peter CAUWELS & Didier SORNETTE, "undated". "Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology," Swiss Finance Institute Research Paper Series 14-46, Swiss Finance Institute.

• 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, vol. 12(2), pages 1-37, May.
• Tomáš Bunčák, . "Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-20.