Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C50: General
/ / / C51: Model Construction and Estimation
/ / / C52: Model Evaluation, Validation, and Selection
/ / / C53: Forecasting and Prediction Models; Simulation Methods
/ / / C54: Quantitative Policy Modeling
/ / / C55: Large Data Sets: Modeling and Analysis
/ / / C57: Econometrics of Games and Auctions
/ / / C58: Financial Econometrics
/ / / C59: Other

2007

• Ahmed, Vaqar & O' Donoghue, Cathal, 2007, "CGE-Microsimulation Modelling: A Survey," MPRA Paper, University Library of Munich, Germany, number 9307, Jul.
• Bandyopadhyay, Arindam & Singh, Pratima, 2007, "Estimating Recovery Rates on Bank’s Historical Loan Loss Data," MPRA Paper, University Library of Munich, Germany, number 9525, Feb.
• Gencay, Ramazan & Fan, Yanqin, 2007, "Unit Root Tests with Wavelets," MPRA Paper, University Library of Munich, Germany, number 9832, Feb.
• Fabio Canova & Matteo Ciccarelli, 2007, "Estimating Multi-country VAR models," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 7_2007, Apr.
• James Mabli & Christopher Flinn, 2007, "On-the-Job Search, Minimum Wages, and Labor Market Outcomes in an Equilibrium Bargaining Framework," 2007 Meeting Papers, Society for Economic Dynamics, number 791.
• Rantala, Olavi, 2007, "Green House Gas Emissions and the Economic Impacts EU Climate Change Policies," Discussion Papers, The Research Institute of the Finnish Economy, number 1095.
• John M. Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series, Rimini Centre for Economic Analysis, number 27_12, Jun.
• Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma, 2007, "The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests," Working Paper series, Rimini Centre for Economic Analysis, number 41_07, Jul.
• Dobrescu, Emilian, 2007, "Modelling The Romanian Economy: Some Data Problems," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 1, pages 7-25, March.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2007, "The "DOBRESCU” Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - actualised scenario," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 2, pages 118-123, June.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2007, "The "Dobrescu" Macromodel of the Romanian Market Economy* - 2005 version - Yearly Forecast - The second actualised scenario," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 3, pages 124-129, September.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2007, "The "Dobrescu” Macromodel of the Romanian Market Economy - 2005 version. Yearly Forecast – Preliminary results for 2007," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 124-126, December.
• Iancu, Aurel, 2007, "Economic Convergence. Applications - Second Part -," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 24-48, December.
• Christiadi & Brian Cushing, 2007, "Conditional Logit, IIA, and Alternatives for Estimating Models of Interstate Migration," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2007-04, Mar.
• Xavier Ramos & Oriol Roca-Sagales, 2007, "Long Term Effects of Fiscal Policy on the Size and the Distribution of the Pie in the UK," RSCAS Working Papers, European University Institute, number 2007/39, Dec.
• Helen Lee Siew Heng & Andrew Tan Khee Guan, 2007, "Examining Malaysian Household Expenditure Patterns on Food-Away-From-Home," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 4, issue 1, pages 11-24, June.
• Almut Elisabeth Dorothea Veraart, 2007, "Feasible inference for realised variance in the presence of jumps," OFRC Working Papers Series, Oxford Financial Research Centre, number 2007fe02.
• Simon D. Woodcock & Gary Benedetto, 2007, "Distribution-Preserving Statistical Disclosure Limitation," Discussion Papers, Department of Economics, Simon Fraser University, number dp07-15, Sep.
• Jan Engelke & Hermann Simon, 2007, "Decision Support Systeme im Marketing," Schmalenbach Journal of Business Research, Springer, volume 59, issue 1, pages 120-142, February, DOI: 10.1007/BF03372783.
• B. Bhaskara Rao, 2007, "Estimating short and long-run relationships: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, volume 39, issue 13, pages 1613-1625, DOI: 10.1080/00036840600690256.
• John Aldrich & Anna Staszewska, 2007, "The experiment in macroeconometrics," Journal of Economic Methodology, Taylor & Francis Journals, volume 14, issue 2, pages 143-166, DOI: 10.1080/13501780701394060.
• Sebastian Fossati & Fernando Lorenzo & Cesar M. Rodriguez, 2007, "Regional and International Market Integration of a Small Open Economy," Journal of Applied Economics, Taylor & Francis Journals, volume 10, issue 1, pages 77-98, May, DOI: 10.1080/15140326.2007.12040482.
• Hany S. Guirguis & Christos I. Giannikos, 2007, "A Note on the Effect of Expected Changes in Monetary Policy on Long-Term Interest Rates," Journal of Applied Economics, Taylor & Francis Journals, volume 10, issue 1, pages 99-114, May, DOI: 10.1080/15140326.2007.12040483.
• Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007, "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-028/4, Mar.
• Michiel De Pooter, 2007, "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-043/4, Jun.
• Zanola, Roberto, 2007, "The Dynamics of Art Prices: The Selection Corrected Repeat-Sales Index," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 76, Jan.
• Harry Kelejian & Peter Murrell & Oleksandr Shepotylo, 2007, "Spatial Spillovers in the Development of Institutions," Electronic Working Papers, University of Maryland, Department of Economics, number 07-001, Nov.
• Nikias Sarafoglou & Jean H.P. Paelinck, 2007, "On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics," Department of Economics University of Siena, Department of Economics, University of Siena, number 514, Sep.
• Lucy Amigo Dobaño & Mª Dolores Garza Gil, 2007, "La flota artesanal gallega. Análisis de la cadena de distribución," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0701, Jan.
• Hiona Balfoussia & Mike Wickens, 2007, "Macroeconomic Sources of Risk in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 1, pages 205-236, February, DOI: 10.1111/j.0022-2879.2007.00009.x.
• Graham Kendall & Xin Yao & Siang Yew Chong, 2007, "The Iterated Prisoners' Dilemma:20 Years On," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6461, ISBN: ARRAY(0x5e790a58), September.
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "The Iterated Prisoner's Dilemma: 20 Years On," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Iterated Prisoners' Dilemma 20 Years On".
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "Iterated Prisoner's Dilemma and Evolutionary Game Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Iterated Prisoners' Dilemma 20 Years On".
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "Learning IPD Strategies Through Co-evolution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Iterated Prisoners' Dilemma 20 Years On".
• Jiawei Li, 2007, "How to Design a Strategy to Win an IPD Tournament," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Iterated Prisoners' Dilemma 20 Years On".
• Oscar Alonso & Fernando Niño, 2007, "An Immune Adaptive Agent for the Iterated Prisoner's Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Iterated Prisoners' Dilemma 20 Years On".
• Michael Filzmoser, 2007, "Exponential Smoothed Tit-for-Tat," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Iterated Prisoners' Dilemma 20 Years On".
• Philip Hingston & Dan Dyer & Luigi Barone & Tim French & Graham Kendall, 2007, "Opponent Modelling, Evolution, and the Iterated Prisoner ' s Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Iterated Prisoners' Dilemma 20 Years On".
• Wolfgang Slany & Wolfgang Kienreich, 2007, "On some winning strategies for the Iterated Prisoner's Dilemma or Mr. Nice Guy and the Cosa Nostra," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Iterated Prisoners' Dilemma 20 Years On".
• Alex Rogers & Rajdeep K. Dash & Sarvapali D. Ramchurn & Perukrishnen Vytelingum & Nicholas R. Jennings, 2007, "Error-Correcting Codes for Team Coordination within a Noisy Iterated Prisoner's Dilemma Tournament," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Iterated Prisoners' Dilemma 20 Years On".
• Tsz-Chiu Au & Dana Nau, 2007, "Is it Accidental or Intentional? A Symbolic Approach to the Noisy Iterated Prisoner's Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Iterated Prisoners' Dilemma 20 Years On".

2006

• Antonio Diez de los Rios & René Garcia, 2006, "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Staff Working Papers, Bank of Canada, number 06-31, DOI: 10.34989/swp-2006-31.
• Céline Gauthier & Fuchun Li, 2006, "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Staff Working Papers, Bank of Canada, number 06-42, DOI: 10.34989/swp-2006-42.
• Marcello Pericoli & Marco Taboga, 2006, "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 580, Feb.
• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006, "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 823-829, June.
• Dae‐Wook Kim & Christopher R. Knittel, 2006, "Biases In Static Oligopoly Models? Evidence From The California Electricity Market," Journal of Industrial Economics, Wiley Blackwell, volume 54, issue 4, pages 451-470, December, DOI: 10.1111/j.1467-6451.2006.00296.x.
• Luciano Gutierrez, 2006, "Panel Unit‐root Tests for Cross‐sectionally Correlated Panels: A Monte Carlo Comparison," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 4, pages 519-540, August, DOI: 10.1111/j.1468-0084.2006.00176.x.
• Pitarakis Jean-Yves, 2006, "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1256.
• Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006, "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0655, Nov.
• Meenagh, David & Minford, Patrick & Peel, David, 2006, "Simulating Stock Returns under switching regimes - a new test of market efficiency," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/13, Feb.
• Simon D. Woodcock & Gary Benedetto, 2006, "Distribution Preserving Statistical Disclosure Limitation," Longitudinal Employer-Household Dynamics Technical Papers, Center for Economic Studies, U.S. Census Bureau, number 2006-04, Sep.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," Levine's Bibliography, UCLA Department of Economics, number 122247000000000849, Mar.
• Susan Athey & Philip A. Haile, 2006, "Empirical Models of Auctions," Levine's Bibliography, UCLA Department of Economics, number 122247000000001045, Mar.
• Gijsbert Zwart & Machiel Mulder, 2006, "NATGAS: a model of the European natural gas market," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 144, Feb.
• Wolfers, Justin & Gürkaynak, Refet, 2006, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5466, Jan.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5513, Mar.
• Minford, Patrick & Peel, David & Meenagh, David, 2006, "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5614, Apr.
• Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2006, "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working Papers, Center for Research in Economics and Statistics, number 2006-28.
• Alain Monfort & Fulvio Pegoraro, 2006, "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working Papers, Center for Research in Economics and Statistics, number 2006-29.
• Susan Athey & Philip A. Haile, 2006, "Empirical Models of Auctions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1562, Mar.
• Evens SALIES & Peter MOFFATT, 2006, "Inaccurate approximations in the modeling of hyper-inflations," Economics Bulletin, AccessEcon, volume 28, issue 1, pages 1.
• Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu, 2006, "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, AccessEcon, volume 3, issue 7, pages 1-8.
• Kristine M. Grimsrud & Robert P. Berrens & Ron C. Mittelhammer, 2006, "A Mixture Model of Consumers' Intended Purchase Decisions for Genetically Modified Foods," Economics Bulletin, AccessEcon, volume 3, issue 23, pages 1-11.
• Alan T.K. Wan, 2006, "On discrimination and the status of immigrants in the Hong Kong labour market," Economics Bulletin, AccessEcon, volume 10, issue 7, pages 1-17.
• Canova, Fabio & Ciccarelli, Matteo, 2006, "Estimating multi-country VAR models," Working Paper Series, European Central Bank, number 603, Apr.
• Tetlow, Robert J. & Ironside, Brian, 2006, "Real-time model uncertainty in the United States: the Fed from 1996-2003," Working Paper Series, European Central Bank, number 610, Apr.
• Angelini, Elena & Ciccarelli, Matteo & Boissay, Frédéric, 2006, "The Dutch block of the ESCB multi-country model," Working Paper Series, European Central Bank, number 646, Jun.
• Warmedinger, Thomas & Vetlov, Igor, 2006, "The German block of the ESCB multi-country model," Working Paper Series, European Central Bank, number 654, Jul.
• Angelini, Elena & McAdam, Peter & D'Agostino, Antonello, 2006, "The Italian block of the ESCB multi-country model," Working Paper Series, European Central Bank, number 660, Jul.
• Mehl, Arnaud, 2006, "The yield curve as a predictor and emerging economies," Working Paper Series, European Central Bank, number 691, Nov.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos, 2006, "Convergence Properties of the Likelihood of Computed Dynamic Models," Econometrica, Econometric Society, volume 74, issue 1, pages 93-119, January.
• Hui Liu & Gabriel Rodríguez, 2006, "Unit root tests and structural change when the initial observation is drawn from its unconditional distribution," Econometrics Journal, Royal Economic Society, volume 9, issue 2, pages 225-251, July.
• Tsoukalas, John D., 2006, "Financing constraints and firm inventory investment: A reexamination," Economics Letters, Elsevier, volume 90, issue 2, pages 266-271, February.
• Diebold, Francis X. & Li, Canlin, 2006, "Forecasting the term structure of government bond yields," Journal of Econometrics, Elsevier, volume 130, issue 2, pages 337-364, February.
• Deo, Rohit & Hurvich, Clifford & Lu, Yi, 2006, "Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 29-58.
• Bai, Jushan & Ng, Serena, 2006, "Evaluating latent and observed factors in macroeconomics and finance," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 507-537.
• Krauth, Brian V., 2006, "Simulation-based estimation of peer effects," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 243-271, July.
• Cote, Denise & Kuszczak, John & Lam, Jean-Paul & Liu, Ying & St-Amant, Pierre, 2006, "A comparison of twelve macroeconomic models of the Canadian economy," Journal of Policy Modeling, Elsevier, volume 28, issue 5, pages 523-562, July.
• Francis X. Diebold & Lei Ji & Canlin Li, 2006, "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration," Chapters, Edward Elgar Publishing, chapter 9, in: Lawrence R. Klein, "Long-run Growth and Short-run Stabilization".
• Subash Sasidharan, 2006, "Foreign Direct Investment and Technology Spillovers:Evidence from the Indian Manufacturing Sector," Working Papers, eSocialSciences, number id:448.
• Brian Ironside & Robert J. Tetlow, 2006, "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-08.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006, "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 871.
• Eric Meyermans & Patrick Van Brusselen, 2006, "Working Paper 02-06 - An Evaluation of the Risks Surrounding the 2006-2012 NIME Economic Outlook : Illustrative Stochastic Simulations," Working Papers, Federal Planning Bureau, Belgium, number 200602, Apr.
• Zeno Rotondi, 2006, "The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 65, issue 2, pages 193-224, November.
• K. Dimitrova & Nikolay Nenovsky, 2006, "Exchange Rate and Inflation: France and Bulgaria in the interwar period," Post-Print, HAL, number halshs-00259694.
• Nikolay Nenovsky, 2006, "Exchange Rate and Inflation : France and Bulgaria in the Interwar Period," Post-Print, HAL, number halshs-00260397, Apr.
• Undp, 2006, "HDR 2006 - Beyond scarcity: Power, poverty and the global water crisis," Human Development Report (1990 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number hdr2006, September.
• Kalina Dimitrova & Nikolay Nenovsky, 2006, "Exchange Rate and Inflation: France and Bulgaria in the Interwar Period," ICER Working Papers, ICER - International Centre for Economic Research, number 34-2006, Jul.
• Francis Kamarz (editor) & Joshua D. Angrist & David M. Blau & Armin Falk & Jean-Marc Robin & Christopher R. Taber, 2006, "How to do empirical economics," Investigaciones Economicas, Fundación SEPI, volume 30, issue 2, pages 179-206, May.
• Cüneyt AKAR, 2006, "Finansal piyasalarda krizlerin ve takvimsel faktörlerin volatilite ve getiri üzerine etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 246, pages 41-53.
• Loureiro, Maria L. & Sanz-de-Galdeano, Anna & Vuri, Daniela, 2006, "Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2279, Aug.
• Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006, "Econometrics: A Bird's Eye View," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2458, Nov.
• Y. K. Tse & Z. L. Yang, 2006, "Modelling firm-size distribution using Box-Cox heteroscedastic regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 641-653, DOI: 10.1002/jae.870.
• George Christodoulakis, 2006, "Generalised Rational Bias in Financial Forecasts," Annals of Finance, Springer, volume 2, issue 4, pages 397-405, October, DOI: 10.1007/s10436-006-0043-1.
• Suahasil Nazara & Geoffrey Hewings & Michael Sonis, 2006, "An exploratory analysis of hierarchical spatial interaction: the case of regional income shares in Indonesia," Journal of Geographical Systems, Springer, volume 8, issue 3, pages 253-268, September, DOI: 10.1007/s10109-005-0016-3.
• Jeffrey Bernstein & Juan Hernandez & Jose Rodriguez & Agustin Ros, 2006, "X-Factor updating and total factor productivity growth: the case of peruvian telecommunications, 1996–2003," Journal of Regulatory Economics, Springer, volume 30, issue 3, pages 316-342, November, DOI: 10.1007/s11149-006-9000-1.
• Martin Gassebner & Michael Lamla & Jan-Egbert Sturm, 2006, "Economic, demographic and political determinants of pollution reassessed," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-129, Jan, DOI: 10.3929/ethz-a-005139289.
• Mette Ejrnæs & Karl Gunnar Persson, 2006, "The Gains from Improved Market Efficiency: Trade Before and After the Transatlantic Telegraph," Discussion Papers, University of Copenhagen. Department of Economics, number 06-19, Oct.
• Konstantins Benkovskis & Dainis Stikuts, 2006, "Latvia's Macroeconomic Model," Working Papers, Latvijas Banka, number 2006/02, Jun.
• Nigar Hashimzade & Jean Hindriks & Gareth D. Myles, 2006, "Solutions Manual to Accompany Intermediate Public Economics," MIT Press Books, The MIT Press, number 0262582694, edition 1, ISBN: ARRAY(0x68a0b910), December.
• David S. Lee & David Card, 2006, "Regression Discontinuity Inference with Specification Error," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0322, Mar.
• Refet Gurkaynak & Justin Wolfers, 2006, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11929, Jan.
• V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman, 2006, "Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 11939, Jan.
• Susan Athey & Philip A. Haile, 2006, "Empirical Models of Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12126, Mar.
• Raj Arunachalam & Trevon D. Logan, 2006, "On the Heterogeneity of Dowry Motives," NBER Working Papers, National Bureau of Economic Research, Inc, number 12630, Oct.
• Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006, "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 12658, Oct.
• Laurent E. Calvet & Adlai J. Fisher, 2006, "Multifrequency Jump-Diffusions: An Equilibrium Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 12797, Dec.
• Gerhard Fenz & Martin Schneider, 2006, "Austria’s Economy Will Continue to Grow Dynamically in 2007," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 6-25.
• Markus Leibrecht & Martin Schneider, 2006, "AQM-06: The Macro economic Model of the OeNB," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 132, Sep.
• Hui Liu & Gabriel Rodriguez, 2006, "Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution," Working Papers, University of Ottawa, Department of Economics, number 0602E.
• Gabriel Rodriguez, 2006, "Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data," Working Papers, University of Ottawa, Department of Economics, number 0604E.
• Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006, "Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 4, pages 537-572.
• Yasser Abdih & Frederick Joutz, 2006, "Relating the Knowledge Production Function to Total Factor Productivity: An Endogenous Growth Puzzle," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 2, pages 1-3.
• Francis X. Diebold & Lei Ji & Canlin Li, 2006, "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-017, Mar.
• Mehmet Caner, 2006, "Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics," Working Paper, Department of Economics, University of Pittsburgh, number 212, Jan, revised Jan 2006.
• Gao, Jiti & McAleer, Michael & Allen, Dave, 2006, "Econometric modelling in finance and risk management: An overview," MPRA Paper, University Library of Munich, Germany, number 11978, Dec, revised Nov 2007.
• Benbouziane, Mohamed & Benamar, Abdelhak, 2006, "The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective," MPRA Paper, University Library of Munich, Germany, number 13853, revised 2007.
• Vargas, Gregorio A., 2006, "An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model," MPRA Paper, University Library of Munich, Germany, number 189, Jan, revised Aug 2006.
• Demertzis, Maria & Van Els, Peter & Grob, Sybille & Peeters, Marga, 2006, "EUROMON: The multi-country model of De Nederlandsche Bank," MPRA Paper, University Library of Munich, Germany, number 28512.
• Halkos, George & Kevork, Ilias, 2006, "Estimating population means in covariance stationary process," MPRA Paper, University Library of Munich, Germany, number 31843.
• Sowell, Fallaw, 2006, "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper, University Library of Munich, Germany, number 3356, Jul, revised May 2007.
• Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006, "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper, University Library of Munich, Germany, number 4235, Oct.
• Dima, Bogdan & Mutascu, Mihai & Enache, Cosmin, 2006, "Cultural Determinants Of Economic Growth: The Case Of European Countries," MPRA Paper, University Library of Munich, Germany, number 5688.
• Saidi, Youssef & Zakoian, Jean-Michel, 2006, "Stationarity and geometric ergodicity of a class of nonlinear ARCH models," MPRA Paper, University Library of Munich, Germany, number 61988, revised 2006.
• Yang, Zhou, 2006, "Correlated Equilibrium and the Estimation of Static Discrete Games with Complete Information," MPRA Paper, University Library of Munich, Germany, number 79395.
• C.E. Moolman & E.L. Roos & J.C. Le Roux & C. B. Du Toit, 2006, "Foreign Direct Investment: South Africa�s Elixir of Life?," Working Papers, University of Pretoria, Department of Economics, number 200605, Feb.
• Štiblar Franjo & Oplotnik Žan & Vukotić Veselin, 2006, "Montenegrin Quarterly Macroeconomic Econometric Model," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 2, pages 156-171, DOI: 10.18267/j.pep.282.
• Purica, Ionut, 2006, "Considerations on the Reform in the Power Sector (Avoiding Chaos on the Path to an Optimal Market Structure)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 3, pages 51-70, September.
• FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006, "Aggregating Phillips Curves," Computing in Economics and Finance 2006, Society for Computational Economics, number 314, Jul.
• Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006, "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006, Society for Computational Economics, number 387, Jul.
• Niki Papadopoulou, 2006, "Sticky Prices vs. Limited Participation:What Do We Learn From the Data?," Computing in Economics and Finance 2006, Society for Computational Economics, number 418, Jul.
• Matteo Ciccarelli & Fabio Canova, 2006, "Estimating Multi-country VAR models," Computing in Economics and Finance 2006, Society for Computational Economics, number 478, Jul.
• Zhenlin Yang, 2006, "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers, Singapore Management University, School of Economics, number 25-2006, Oct.
• M. Emin İnal & Derviş Topuz & Okyay Uçan, 2006, "Doğrusal Olasılık ve Logit Modelleri ile Parametre Tahmini," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2006-1.
• Oleg Korenok & Stanislav Radchenko, 2006, "The role of permanent and transitory components in business cycle volatility moderation," Empirical Economics, Springer, volume 31, issue 1, pages 217-241, March, DOI: 10.1007/s00181-005-0042-5.
• Jean-Paul Chavas & Kwansoo Kim, 2006, "An econometric analysis of the effects of market liberalization on price dynamics and price volatility," Empirical Economics, Springer, volume 31, issue 1, pages 65-82, March, DOI: 10.1007/s00181-005-0015-8.
• B. Bhaskara Rao & Rup Singh, 2006, "Demand for money in India: 1953-2003," Applied Economics, Taylor & Francis Journals, volume 38, issue 11, pages 1319-1326, DOI: 10.1080/00036840500396228.
• Brosio, Giorgio & Zanola, Roberto, 2006, "Can violence be rational? An empirical analysis of Colombia," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 74, Nov.
• V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman, 2006, "Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Reanalysis of the California GAIN Program," Journal of Labor Economics, University of Chicago Press, volume 24, issue 3, pages 521-566, July, DOI: 10.1086/505050.
• Huiyu Huang & Tae-Hwy Lee, 2006, "To Combine Forecasts or to Combine Information?," Working Papers, University of California at Riverside, Department of Economics, number 200806, Mar, revised Feb 2009.
• Lal, Kaushalesh & Peedoly, Aveeraj Sharma, 2006, "Small Islands, New Technologies and Globalization: A Case of ICT adoption by SMEs in Mauritius," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2006-005.
• Sasidharan, Subash, 2006, "Foreign Direct Investment and Technology Spillovers: Evidence from The Indian Manufacturing Sector," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2006-010.
• John Aldrich & Anna Staszewska, 2006, "The experiment in macroeconometrics," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 12, May.
• Tatsuro Ichiishi & Akira Yamazaki, 2006, "Cooperative Extensions of the Bayesian Game," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5845, ISBN: ARRAY(0x60e2de80), September.
• William T Ziemba & Raymond G Vickson (ed.), 2006, "Stochastic Optimization Models in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6101, ISBN: ARRAY(0x60b69130), September.
• Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco (ed.), 2006, "Distribution Models Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6189, ISBN: ARRAY(0x5eb375c8), September.
• J. René Van Dorp & Samuel Kotz, 2006, "Modeling Income Distributions Using Elevated Distributions On A Bounded Domain," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• C. Garcia-Garcia & J. M. Herrerias-Velasco & J. E. Trinidad-Segovia, 2006, "Making Copulas Under Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• M. Franco-Nicolás & R. Herrerías-Pleguezuelo & J. Callejón-Céspedes & J. M. Vivo-Molina, 2006, "Valuation Method Of The Two Survival Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• M. Franco-Nicolás & J. M. Vivo-Molina, 2006, "Weighting Tools And Alternative Techniques To Generate Weighted Probability Models In Valuation Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• M. A. Fajardo-Caldera & J. Pérez-Mayo, 2006, "On Generating And Characterizing Some Discrete And Continuous Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• J. M. Fernández-Ponce & T. Gómez-Gómez & J. L. Pino-Mejías & R. Rodríguez-Griñolo, 2006, "Some Stochastic Properties In Sampling From The Normal Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• R. M. García-Fernández, 2006, "Generating Function And Polarization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• F. J. Callealta-Barroso, 2006, "A New Measure Of Dissimilarity Between Distributions: Application To The Analysis Of Income Distributions Convergence In The European Union," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• F. Abad-Montes & M. D. Huete-Morales & M. Vargas-Jiménez, 2006, "Using The Gamma Distribution To Fit Fecundity Curves For Application In Andalusia (Spain)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• J. M. Sarabia & E. Castillo & M. Pascual & M. Sarabia, 2006, "Classes Of Bivariate Distributions With Normal And Lognormal Conditionals: A Brief Revision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• J. J. Núñez-Velázquez, 2006, "Inequality Measures, Lorenz Curves And Generating Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• J. Rodríguez-Avi & A. Conde-Sánchez & A. J. Sáez-Castillo & M. J. Olmo-Jiménez, 2006, "Extended Waring Bivariate Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• J. M. Pérez-Sánchez & J. M. Sarabia-Alegría & E. Gómez-Déniz & F. J. Vázquez-Polo, 2006, "Applying A Bayesian Hierarchical Model In Actuarial Science: Inference And Ratemaking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• F. Abad-Montes & M. D. Huete-Morales & M. Vargas-Jiménez, 2006, "Analysis Of The Empirical Distribution Of The Residuals Derived From Fitting The Heligman And Pollard Curve To Mortality Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• J. Gómez-García & J. Solana-Ibáñez & J. C. Gómez Gallego, 2006, "Measuring The Efficiency Of The Spanish Banking Sector: Super-Efficiency And Profitability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco, "Distribution Models Theory".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Expected Utility Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Convexity And The Kuhn-Tucker Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Dynamic Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Stochastic Dominance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Measures Of Risk Aversion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Separation Theorems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mean-Variance And Safety-First Approaches And Their Extensions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Existence And Diversification Of Optimal Portfolio Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Effects Of Taxes On Risk Taking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models That Have A Single Decision Point," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Risk Aversion Over Time Implies Static Risk Aversion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Myopic Portfolio Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Computational And Review Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Mind-Expanding Exercises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Two-Period Consumption Models And Portfolio Revision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models Of Optimal Capital Accumulation And Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".
• William T. Ziemba & Raymond G. Vickson, 2006, "Models Of Option Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: William T Ziemba & Raymond G Vickson, "Stochastic Optimization Models In Finance".