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Citations for "Global optimization of statistical functions with simulated annealing"

by Goffe, William L. & Ferrier, Gary D. & Rogers, John

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  1. Douglas Steinley & Michael Brusco, 2008. "Selection of Variables in Cluster Analysis: An Empirical Comparison of Eight Procedures," Psychometrika, Springer, vol. 73(1), pages 125-144, March.
  2. Ekren, Orhan & Ekren, Banu Y., 2010. "Size optimization of a PV/wind hybrid energy conversion system with battery storage using simulated annealing," Applied Energy, Elsevier, vol. 87(2), pages 592-598, February.
  3. Paolo Palmitesta & Corrado Provasi, 2000. "Estimating distribution functions in Johnson translation system by the starship procedure with simulated annealing," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 97-110.
  4. Ferrantino, Michael J. & Ferrier, Gary D., 1995. "The technical efficiency of vacuum-pan sugar industry of India: An application of a stochastic frontier production function using panel data," European Journal of Operational Research, Elsevier, vol. 80(3), pages 639-653, February.
  5. Jonathan Eaton & Samuel Kortum, 2004. "An Anatomy of International Trade: Evidence from French Firms," 2004 Meeting Papers 802, Society for Economic Dynamics.
  6. Amilon, Henrik, 2005. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series 177, Sveriges Riksbank (Central Bank of Sweden).
  7. N. Antonakakis & J. Darby, 2013. "Forecasting volatility in developing countries' nominal exchange returns," Applied Financial Economics, Taylor & Francis Journals, vol. 23(21), pages 1675-1691, November.
  8. Alexius, Annika, 2004. "Far Out on the Yield Curve," Working Paper Series 2004:12, Uppsala University, Department of Economics.
  9. Jean-Marie Dufour, 2005. "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers 2005s-02, CIRANO.
  10. Christopher R. Knittel & Konstantinos Metaxoglou, 2008. "Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings," NBER Working Papers 14080, National Bureau of Economic Research, Inc.
  11. Tullio Jappelli & Luigi Pistaferri, 2006. "Intertemporal Choice and Consumption Mobility," Journal of the European Economic Association, MIT Press, vol. 4(1), pages 75-115, 03.
  12. Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik, 2014. "Institutional Quality, Trust and Stock Market Participation: Learning to Forget," Knut Wicksell Working Paper Series 2014/2, Knut Wicksell Centre for Financial Studies, Lund University.
  13. Benati, Luca, 2010. "Evolving Phillips trade-off," Working Paper Series 1176, European Central Bank.
  14. Sustek, Roman, 2009. "Monetary Business Cycle Accounting," MPRA Paper 17518, University Library of Munich, Germany.
  15. Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," The School of Economics Discussion Paper Series 0916, Economics, The University of Manchester.
  16. Henrik Amilon, 2003. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series 107, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Andreas Graflund & Birger Nilsson, 2003. "Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon," European Financial Management, European Financial Management Association, vol. 9(2), pages 179-200.
  18. Zhao, Mingjun, 2007. "Monetary policy under misspecified expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1278-1299, April.
  19. DeBacker, Jason, 2011. "The price of pork: The seniority trap in the U.S. House," Journal of Public Economics, Elsevier, vol. 95(1-2), pages 63-78, February.
  20. Hagströmer, Björn & Hansson, Björn & Nilsson, Birger, 2013. "The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4476-4487.
  21. 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.
  22. Luigi De Cesare & Andrea Di Liddo & Stefania Ragni, 2002. "Numerical solution of some optimal control problems arising from innovation diffusion," Computing in Economics and Finance 2002 221, Society for Computational Economics.
  23. Jean-Marie Dufour & Pascale Valery, 2000. "Monte Carlo Test Applied to Models Estimated by Indirect Inference," Econometric Society World Congress 2000 Contributed Papers 1667, Econometric Society.
  24. repec:dgr:uvatin:20090054 is not listed on IDEAS
  25. Antanas Žilinskas & Julius Žilinskas, 2013. "A hybrid global optimization algorithm for non-linear least squares regression," Journal of Global Optimization, Springer, vol. 56(2), pages 265-277, June.
  26. Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  27. Martin Andreasen, 2010. "How to Maximize the Likelihood Function for a DSGE Model," Computational Economics, Society for Computational Economics, vol. 35(2), pages 127-154, February.
  28. Seebens, Holger, 2006. "Bargaining over Fertility in Rural Ethiopia," Proceedings of the German Development Economics Conference, Berlin 2006 25, Verein für Socialpolitik, Research Committee Development Economics.
  29. González Gómez, Andrés, 2004. "A smooth permanent surge process," SSE/EFI Working Paper Series in Economics and Finance 572, Stockholm School of Economics.
  30. Markussen, Simen & Røed, Knut & Røgeberg, Ole J. & Gaure, Simen, 2011. "The anatomy of absenteeism," Journal of Health Economics, Elsevier, vol. 30(2), pages 277-292, March.
  31. Adam Copeland & Cyril Monnet, 2009. "The Welfare Effects of Incentive Schemes," Review of Economic Studies, Oxford University Press, vol. 76(1), pages 93-113.
  32. Schnier, Kurt E. & Anderson, Christopher M., 2006. "Decision making in patchy resource environments: Spatial misperception of bioeconomic models," Journal of Economic Behavior & Organization, Elsevier, vol. 61(2), pages 234-254, October.
  33. Dufour, Jean-Marie, 2006. "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, vol. 133(2), pages 443-477, August.
  34. Patrick Waelbroeck, 2005. "Computational Issues in the Sequential Probit Model: A Monte Carlo Study," Computational Economics, Society for Computational Economics, vol. 26(2), pages 141-161, October.
  35. Andrea Fracasso & Giuseppe Vittucci Marzetti, 2012. "International R&D spillovers, absorptive capacity and relative backwardness: a panel smooth transition regression model," Department of Economics Working Papers 1203, Department of Economics, University of Trento, Italia.
  36. Atsuko Ueda, 2000. "A Dynamic Decision Model of Marriage, Childbearing, and Labor Force Participation of Women in Japan," Labor and Demography 0004007, EconWPA.
  37. Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
  38. Schleer, Frauke, 2013. "Finding starting-values for maximum likelihood estimation of vector STAR models," ZEW Discussion Papers 13-076, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  39. Haan, Peter & Prowse, Victoria L., 2010. "The Design of Unemployment Transfers: Evidence from a Dynamic Structural Life-Cycle Model," IZA Discussion Papers 4792, Institute for the Study of Labor (IZA).
  40. Tomat, Gian Maria, 2006. "Prices, product differentiation and quality measurement: A comparison between hedonic and matched model methods," Research in Economics, Elsevier, vol. 60(1), pages 54-68, March.
  41. Kajal Lahiri & Jae G. Song, 2000. "The effect of smoking on health using a sequential self-selection model," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 491-511.
  42. Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
  43. Eugenio Pinto, 2008. "Firm dynamics with infrequent adjustment and learning," Finance and Economics Discussion Series 2008-14, Board of Governors of the Federal Reserve System (U.S.).
  44. Peter Hördahl & Oreste Tristani, 2012. "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, 05.
  45. Andrés Romeu & Marcos Vera-Hernández, 2004. "Counts With An Endogenous Binary Regressor: A Series Expansion Approach," Working Papers. Serie AD 2004-36, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  46. Mumtaz, Haroon, 2011. "Estimating the impact of the volatility of shocks: a structural VAR approach," Bank of England working papers 437, Bank of England.
  47. Dube, Arindrajit & Lester, T. William & Reich, Michael, 2011. "Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects," IZA Discussion Papers 5811, Institute for the Study of Labor (IZA).
  48. Andres Romeu-Santana & Angel Marcos Vera-Hernndez, 2000. "A Semi-Nonparametric Estimator For Counts With An Endogenous Dummy Variable," Computing in Economics and Finance 2000 37, Society for Computational Economics.
  49. DUFOUR, Jean-Marie & JOUINI, Tarek, 2005. "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche 16-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  50. Bowlus, Audra J. & Liu, Huju, 2013. "The contributions of search and human capital to earnings growth over the life cycle," European Economic Review, Elsevier, vol. 64(C), pages 305-331.
  51. Charlier, G.W.P., 1994. "A smoothed maximum score estimator for the binary choice panel data model with individual fixed effects and applications to labour force participation," Discussion Paper 1994-81, Tilburg University, Center for Economic Research.
  52. Pietro Bonaldi & . Andrés González & Juan David Prada & Diego A.Rodríguez & Luis Eduardo Rojas, . "Método numérico para la calibración de un modelo DSGE," Borradores de Economia 548, Banco de la Republica de Colombia.
  53. Lizaso, J. I. & Batchelor, W. D. & Westgate, M. E. & Echarte, L., 2003. "Enhancing the ability of CERES-Maize to compute light capture," Agricultural Systems, Elsevier, vol. 76(1), pages 293-311, April.
  54. Steven Lehrer & Gregory Kordas, 2004. "Matching using Semiparametric Propensity Scores," Econometric Society 2004 North American Summer Meetings 441, Econometric Society.
  55. Tucci, Marco P., 2002. "A note on global optimization in adaptive control, econometrics and macroeconomics," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1739-1764, August.
  56. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014. "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," CREATES Research Papers 2014-13, School of Economics and Management, University of Aarhus.
  57. Launov, Andrey & Wolff, Joachim & Klasen, Stephan, 2004. "Unemployment Benefits and Unemployment Rates of Low-Skilled and Elder Workers in West Germany: A Search Equilibrium Approach," IZA Discussion Papers 1161, Institute for the Study of Labor (IZA).
  58. Don Bredin & John Cotter, 2011. "Volatility and Irish Exports," Working Papers 200416, Geary Institute, University College Dublin.
  59. Giulio Cainelli & Andrea Fracasso & Giuseppe Vittucci Marzetti, 2012. "Spatial agglomeration and productivity in Italy: a panel smooth transition regression approach," Openloc Working Papers 1204, Public policies and local development.
  60. Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0111, Université Laval - Département d'économique.
  61. Knotek II, Edward S., 2008. "Convenient prices, currency, and nominal rigidity: Theory with evidence from newspaper prices," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1303-1316, October.
  62. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
  63. Røed, Knut & Skogstrøm, Jens Fredrik, 2013. "Unemployment Insurance and Entrepreneurship," IZA Discussion Papers 7121, Institute for the Study of Labor (IZA).
  64. Gian Maria Tomat, 2005. "Prices, Product Differentiation And Quality Measurement: A Comparison Between Hedonic And Matched Model Methods," Temi di discussione (Economic working papers) 547, Bank of Italy, Economic Research and International Relations Area.
  65. Røed, Knut & Fevang, Elisabeth, 2009. "Organisational Change, Absenteeism and Welfare Dependency," HERO On line Working Paper Series 2005:9, Oslo University, Health Economics Research Programme.
  66. Charlier, G.W.P., 1994. "A smoothed maximum score estimator for the binary choice panel data model with individual fixed effects and applications to labour force participation," Discussion Paper 1994-81, .
  67. Catherine Kyrtsou & Michel Terraza, 2003. "Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series," Computational Economics, Society for Computational Economics, vol. 21(3), pages 257-276, June.
  68. Stahl, Dale O., 2001. "Population rule learning in symmetric normal-form games: theory and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 45(1), pages 19-35, May.
  69. Nilsson, Birger & Hansson, Björn, 2004. "A Two-State Capital Asset Pricing Model with Unobservable States," Working Papers 2004:28, Lund University, Department of Economics.
  70. Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy.
  71. William L. Goffe, . "A Toolkit for Optimizing Functions in Economics," Computing in Economics and Finance 1997 65, Society for Computational Economics.
  72. Jason M. DeBacker, 2014. "Flip-Flopping: Ideological Adjustment Costs in the United States Senate," Working Papers 201403, Middle Tennessee State University, Department of Economics and Finance.
  73. repec:ese:iserwp:2010-07 is not listed on IDEAS
  74. Agapie, Adriana & Bratianu, Constantin, 2010. "Repetitive Stochastic Guesstimation for Estimating Parameters in a GARCH(1,1) Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 213-222, July.
  75. Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2012. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," Economics Working Papers 2012-08, Christian-Albrechts-University of Kiel, Department of Economics.
  76. Paul Sullivan & Ted To, 2014. "Search and Nonwage Job Characteristics," Journal of Human Resources, University of Wisconsin Press, vol. 49(2), pages 472-507.
  77. Max Jerrell, 2000. "Applications Of Public Global Optimization Software To Difficult Econometric Functions," Computing in Economics and Finance 2000 161, Society for Computational Economics.
  78. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
  79. Amilon, Henrik, 2008. "Estimation of an adaptive stock market model with heterogeneous agents," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 342-362, March.
  80. Jönsson, Kristian, 2004. "Effective Consumption and Non-Keynesian Effects of Fiscal Policy," Working Papers 2004:26, Lund University, Department of Economics.
  81. Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4738-4754.
  82. Paolo Postiglione & M. Andreano & Roberto Benedetti, 2013. "Using Constrained Optimization for the Identification of Convergence Clubs," Computational Economics, Society for Computational Economics, vol. 42(2), pages 151-174, August.
  83. Montanari, Angela & Lizzani, Laura, 2001. "A projection pursuit approach to variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 35(4), pages 463-473, February.
  84. Sergei Morozov & Sudhanshu Mathur, 2012. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," Computational Economics, Society for Computational Economics, vol. 40(2), pages 151-182, August.
  85. Elger, Thomas & Jones, Barry E. & Nilsson, Birger, 2006. "Forecasting with Monetary Aggregates: Recent Evidence for the United States," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 428-446.
  86. González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
  87. Rubin, Ofir D. & Ihle, Rico & Kachel, Yael & Goodwin, Barry K., 2013. "The impact of violent political conflict on commodity prices: The Israeli food market," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150961, Agricultural and Applied Economics Association.
  88. Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," BORRADORES DE ECONOMIA 003230, BANCO DE LA REPÚBLICA.
  89. Luca Sala, 2013. "DSGE models in the frequency domain," Working Papers 504, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  90. Shintaro Yamaguchi, 2006. "Job Search, Bargaining, and Wage Dynamics," ISER Discussion Paper 0658, Institute of Social and Economic Research, Osaka University.
  91. Dufour, Jean-Marie & Jouini, Tarek, 2006. "Finite-sample simulation-based inference in VAR models with application to Granger causality testing," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 229-254.
  92. Kim, Sung-Hwan, 2009. "Predatory reputation in US airline markets," International Journal of Industrial Organization, Elsevier, vol. 27(5), pages 592-604, September.
  93. Olivella, Pau & Vera-Hernandez, Marcos, 2007. "Competition among differentiated health plans under adverse selection," Journal of Health Economics, Elsevier, vol. 26(2), pages 233-250, March.
  94. Deb, Partha & Trivedi, Pravin K., 2002. "The structure of demand for health care: latent class versus two-part models," Journal of Health Economics, Elsevier, vol. 21(4), pages 601-625, July.
  95. Jerome Adda & Russell Cooper, 1997. "Balladurette and Juppette: A Discrete Analysis of Scrapping Subsidies," Papers 0076, Boston University - Industry Studies Programme.
  96. Mathur, Sudhanshu & Morozov, Sergei, 2009. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," MPRA Paper 16721, University Library of Munich, Germany.
  97. Shuyun Li, 2011. "Costly external finance, reallocation, and aggregate productivity," Journal of Productivity Analysis, Springer, vol. 35(3), pages 181-195, June.
  98. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, Elsevier.
  99. Gautam Gowrisankaran & Daniel A. Ackerberg, 2003. "Quantifying Equilibrium Network Externalities in the ACH Banking Industry," Working Papers 03-06, NET Institute, revised Sep 2003.
  100. Binner, Jane M. & Elger, C. Thomas & Nilsson, Birger & Tepper, Jonathan A., 2006. "Predictable non-linearities in U.S. inflation," Economics Letters, Elsevier, vol. 93(3), pages 323-328, December.
  101. Paz, J. O. & Batchelor, W. D. & Babcock, Bruce A. & Colvin, T. S. & Logsdon, S. D. & Kaspar, T. C. & Karlen, D. L., 1999. "Model-Based Technique to Determine Variable-Rate Nitrogen for Corn," Staff General Research Papers 5016, Iowa State University, Department of Economics.
  102. Raaum, Oddbjørn & Rogstad, Jon & Røed, Knut & Westlie, Lars, 2005. "Young and Out: An Application of a Prospects-Based Concept of Social Exclusion," Memorandum 17/2005, Oslo University, Department of Economics.
  103. Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney.
  104. Fertig, Emily & Apt, Jay, 2011. "Economics of compressed air energy storage to integrate wind power: A case study in ERCOT," Energy Policy, Elsevier, vol. 39(5), pages 2330-2342, May.
  105. Marzo, Massimiliano & Zagaglia, Paolo, 2014. "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 487-499.
  106. Gregory C. Chow, 2003. "Economic Effects of Political Movements in China: Lower Bound Estimates," Econometrics 0306003, EconWPA.
  107. Johansson, Martin & Jönsson, Kristian, 2003. "Public debt and the effects of government expenditure on private consumption - A Kalman filter analysis of the Swedish experience 1970-1997," Working Papers 2003:3, Lund University, Department of Economics.
  108. Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
  109. Nilsson, Birger, 2002. "International Asset Pricing and the Benefits from World Market Diversification," Working Papers 2002:1, Lund University, Department of Economics.
  110. Sriananthakumar, Sivagowry, 2013. "Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach," Economic Modelling, Elsevier, vol. 33(C), pages 126-136.
  111. Vaaler, Paul M. & Aguilera, Ruth V. & Flores, Ricardo G., 2007. "New Methods for Ex Post Evaluation of Regional Grouping Schemes in International Business Research: A Simulated Annealing Approach," Working Papers 07-0105, University of Illinois at Urbana-Champaign, College of Business.
  112. Morozov, Sergei & Mathur, Sudhanshu, 2009. "Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control," MPRA Paper 30298, University Library of Munich, Germany, revised 04 Apr 2011.
  113. Røed, Knut & Westlie, Lars, 2007. "Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions," IZA Discussion Papers 2877, Institute for the Study of Labor (IZA).
  114. Cotter, John, 2006. "Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," MPRA Paper 3494, University Library of Munich, Germany.
  115. Lieli, Robert P. & White, Halbert, 2010. "The construction of empirical credit scoring rules based on maximization principles," Journal of Econometrics, Elsevier, vol. 157(1), pages 110-119, July.
  116. Jean-Marie Dufour & Tarek Jouini, 2005. "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," CIRANO Working Papers 2005s-26, CIRANO.
  117. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Centre de Recherche en Economie et Statistique.
  118. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
  119. Kapetanios, George, 2006. "Choosing the optimal set of instruments from large instrument sets," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 612-620, November.
  120. Sexton, Randall S. & Alidaee, Bahram & Dorsey, Robert E. & Johnson, John D., 1998. "Global optimization for artificial neural networks: A tabu search application," European Journal of Operational Research, Elsevier, vol. 106(2-3), pages 570-584, April.
  121. Sriananthakumar, Sivagowry & King, Maxwell L., 2006. "A new approximate point optimal test of a composite null hypothesis," Journal of Econometrics, Elsevier, vol. 130(1), pages 101-122, January.
  122. JULES H. van BINSBERGEN & RALPH S. J. KOIJEN, 2010. "Predictive Regressions: A Present-Value Approach," Journal of Finance, American Finance Association, vol. 65(4), pages 1439-1471, 08.
  123. Michael Dotsey & Robert G. King & Alexander L. Wolman, 2013. "Inflation and real activity with firm-level productivity shocks," Working Papers 13-35, Federal Reserve Bank of Philadelphia.
  124. Halbleib, Roxana & Pohlmeier, Winfried, 2012. "Improving the value at risk forecasts: Theory and evidence from the financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1212-1228.
  125. John M. Abowd & Francis Kramarz & Sébastien Pérez-Duarte & Ian Schmutte, 2009. "A Formal Test of Assortative Matching in the Labor Market," NBER Working Papers 15546, National Bureau of Economic Research, Inc.
  126. Asgharian, Hossein & Hansson, Bjorn, 2005. "Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach," Journal of Empirical Finance, Elsevier, vol. 12(4), pages 556-575, September.
  127. Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
  128. repec:ner:tilbur:urn:nbn:nl:ui:12-72215 is not listed on IDEAS
  129. DeJonge, Kendall C. & Kaleita, Amy L. & Thorp, Kelly R., 2007. "Simulating the effects of spatially variable irrigation on corn yields, costs, and revenue in Iowa," Agricultural Water Management, Elsevier, vol. 92(1-2), pages 99-109, August.
  130. Melenberg, B. & van Soest, A.H.O., 1995. "Semiparametric estimation of equivalence scales using subjective information," Discussion Paper 1995-71, Tilburg University, Center for Economic Research.
  131. Franke, Reiner, 2013. "Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79988, Verein für Socialpolitik / German Economic Association.
  132. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, School of Economics and Management, University of Aarhus.
  133. repec:ese:iserwp:2011-13 is not listed on IDEAS
  134. Li, Shuyun May & Dressler, Scott, 2011. "Business cycle asymmetry via occasionally binding international borrowing constraints," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 33-41, March.
  135. Elliott, Graham & Lieli, Robert P., 2013. "Predicting binary outcomes," Journal of Econometrics, Elsevier, vol. 174(1), pages 15-26.
  136. Mishra, SK, 2007. "Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves," MPRA Paper 4634, University Library of Munich, Germany.
  137. Asgharian, Hossein & Hou, Ai Jun & Javed, Farrukh, 2013. "Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach," Knut Wicksell Working Paper Series 2013/4, Knut Wicksell Centre for Financial Studies, Lund University.
  138. Victoria Prowse & David Gill, 2009. "A Structural Analysis of Disappointment Aversion in a Real Effort Competition," Economics Series Working Papers 448, University of Oxford, Department of Economics.
  139. Asgharian, Hossein, 2011. "A conditional asset-pricing model with the optimal orthogonal portfolio," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1027-1040, May.
  140. Schündeln, Matthias, 2005. "Modeling Firm Dynamics to Identify the Cost of Financing Constraints in Ghanaian Manufacturing," Proceedings of the German Development Economics Conference, Kiel 2005 29, Verein für Socialpolitik, Research Committee Development Economics.
  141. Rubia, Antonio & Sanchis-Marco, Lidia, 2013. "On downside risk predictability through liquidity and trading activity: A dynamic quantile approach," International Journal of Forecasting, Elsevier, vol. 29(1), pages 202-219.
  142. Kwan, Y. & Chow, G., 1995. "Estimating economic effects of the great leap forward and the cultural revolution in China," Discussion Paper 1995-105, .
  143. Pudney, Stephen, 2011. "Perception and retrospection: The dynamic consistency of responses to survey questions on wellbeing," Journal of Public Economics, Elsevier, vol. 95(3), pages 300-310.
  144. Ahn, Dae-Yong, 2012. "A multivariate discrete choice method based on inequality restrictions," Economics Letters, Elsevier, vol. 115(3), pages 516-518.
  145. Paul Sullivan, & Ted To, 2013. "Job Dispersion and Compensating Wage Differentials," Working Papers 469, U.S. Bureau of Labor Statistics.
  146. Gaure, Simen & Røed, Knut & Zhang, Tao, 2005. "Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach," Memorandum 19/2005, Oslo University, Department of Economics.
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