My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / / C01: Econometrics
This topic is covered by the following reading lists:
2025
- Thomas Persson, 2025. "Flexible difference-in-differences estimator," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 68(1), pages 73-96.
2024
- Whelsy Boungou & Alhonita Yatié, 2024. "Crypto-assets, Uncertainties, and Geopolitical Risks," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 14(2), pages 55-64.
- İpek M. Yurttagüler, 2024. "Long Memory Analysis Using the GPH Method in Cryptocurrency Markets: The Case of Bitcoin," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(1), pages 123-139.
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2024. "What makes econometric ideas popular: The role of connectivity," LIDAM Reprints LFIN 2024004, Université catholique de Louvain, Louvain Finance (LFIN).
- Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN 2024006, Université catholique de Louvain, Louvain Finance (LFIN).
- Serife Merve Kosaroglu & Ilkay Noyan Yalman & Sinan Dundar & Selcuk Yasin Yildiz & Necati Alp Erilli, 2024. "Investment Incentives in Türkiye: Macroeconomic Analysis with Geographically Weighted Regression," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 10(2), pages 137-152, December.
- Kory Kroft & Ismael Mourifi'e & Atom Vayalinkal, 2024. "Lee Bounds with Multilayered Sample Selection," Papers 2409.04589, arXiv.org.
- Adriano Baldeschi & Giuseppe Bruno, 2024. "Quantum Computing winks at statistics. Is it a good match?," Questioni di Economia e Finanza (Occasional Papers) 843, Bank of Italy, Economic Research and International Relations Area.
- Jose Apesteguia & Miguel A. Ballester & Ángelo Gutiérrez-Daza, 2024. "Random Discounted Expected Utility," Working Papers 2024-03, Banco de México.
- Marco Hernandez-Vega, 2024. "The Macroeconomic Impact of COVID-19 in EMEs," Working Papers 2024-07, Banco de México.
- John D. Huber & Laura Mayoral, 2024. "Economic Development in Pixels: The Limitations of Nightlights and New Spatially Disaggregated Measures of Consumption and Poverty," Working Papers 1433, Barcelona School of Economics.
- Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024.
"The Term Structure of Covered Interest Rate Parity Violations,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2077-2114, June.
- Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020. "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers 27231, National Bureau of Economic Research, Inc.
- Murai Taiki, 2024. "The Relationship Between the German Current Account and Financial Account: Evidence from the Toda-Yamamoto Causality Approach," The Economists' Voice, De Gruyter, vol. 21(1), pages 65-96.
- De Monte Enrico, 2024. "Nonparametric Instrumental Regression with Two-Way Fixed Effects," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 49-66, January.
- Xu Yongdeng, 2024. "Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation," Journal of Time Series Econometrics, De Gruyter, vol. 16(1), pages 1-27.
- van Dijk Herman K., 2024. "Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 155-176, April.
- Chen Pu & Semmler Willi, 2024. "Stability in Threshold VAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 531-544.
- Isaac M. Opper & Umut Özek, 2024. "A Global Regression Discontinuity Design: Theory and Application to Grade Retention Policies," CESifo Working Paper Series 10972, CESifo.
- Askitas, Nikos, 2024.
"A Hands-on Machine Learning Primer for Social Scientists: Math, Algorithms and Code,"
IZA Discussion Papers
17014, Institute of Labor Economics (IZA).
- Nikos Askitas & Nikolaos Askitas, 2024. "A Hands-On Machine Learning Primer for Social Scientists: Math, Algorithms and Code," CESifo Working Paper Series 11353, CESifo.
- Beleño Hernández, Andrea Margarita & Casas Bautista, Carlos Daniel, 2024. "Evaluación del impacto de los subsidios a la demanda de energía eléctrica sobre el consumo de electricidad de los hogares vulnerables. Análisis de alternativas al esquema," Documentos CEDE 21153, Universidad de los Andes, Facultad de Economía, CEDE.
- Failache Mirza , Elisa & Katzkowicz Junio , Noemí & Méndez Rivero , Fabrizio & Larre Borges , Cecilia Parada & Querejeta Rabosto , Martina, 2024. "Cuidados de la vejez y oferta laboral femenina en América Latina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 96(1), pages 11-38, February.
- Hincapié V. , Guillermo D. & Moncada Mesa , Jhonny & Galvis Ciro , Juan Camilo, 2024. "Efectos contagio del Covid-19 a nivel espacial entre municipios: un ejercicio para Antioquia (Colombia) por medio de modelos de Econometría Espacial," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 97(4), pages 77-109, June.
- Vásquez-Escobar, Diego & Granger, Clark & Rodríguez-Niño, Norberto & Sánchez Jabba, Andrés & O. Vargas, Carmiña & Arias-Rodríguez, Fernando & Lozano-Espitia, Ignacio, 2024. "Inversión en maquinaria y equipo en Colombia y la región: Determinantes de largo plazo y efectos del COVID-19 sobre su evolución," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 98(4), pages 77-109, August.
- Castillo Nuñez, Omar, 2024. "Incidencia de las lluvias y del precio en la oferta de leche cruda en los departamentos de Córdoba y Sucre, Colombia," Ensayos de Economía 21226, Universidad Nacional de Colombia Sede Medellín.
- Montes Rojas, Gabriel & Cerquera , Oscar Hernan, 2024. "Análisis distributivo del impacto de la pandemia del covid-19 en la calidad de la educación en Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 16(2), pages 375-399, July.
- Gutierrez Ponce, Herenia & Garrido Suazo, Marcelo, 2024. "Análisis de la eficiencia del mercado de acciones chileno," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 16(1), pages 17-45, January.
- Jordà , Òscar & Taylor, Alan M., 2024. "Local projections," CEPR Discussion Papers 19378, C.E.P.R. Discussion Papers.
- Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024.
"Message in a bottle: Forecasting wine prices,"
Journal of Wine Economics, Cambridge University Press, vol. 19(1), pages 64-91, February.
- Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023. "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
- Dario Tortarolo & Guillermo Cruces & Gonzalo Vazquez-Bare, 2023.
"Design of partial population experiments with an application to spillovers in tax compliance,"
IFS Working Papers
W23/17, Institute for Fiscal Studies.
- Guillermo Cruces & Dario Tortarolo & Gonzalo Vazquez-Bare, 2024. "Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance," CEDLAS, Working Papers 0337, CEDLAS, Universidad Nacional de La Plata.
- Cruces, Guillermo & Tortarolo, Dario & Vazquez-Bare, Gonzalo, 2024. "Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance," IZA Discussion Papers 17256, Institute of Labor Economics (IZA).
- Marini, Andrea, 2024. "Updating the retirement-consumption puzzle in Italy: who are the most affected?," Working Paper Series 2936, European Central Bank.
- Thomas Habanabakize & Lerato Mothibi, 2024. "The Implication of Political Risk and Specific Macroeconomic Variables on Total Revenue in Tourism Industry," International Journal of Economics and Financial Issues, Econjournals, vol. 14(3), pages 170-177, May.
- à ureo Manuel & Rui Dias & Rosa Galvão & Miguel Varela, 2024. "Analysing Financial Market Integration between Stock and Precious Metals Indices," International Journal of Economics and Financial Issues, Econjournals, vol. 14(4), pages 222-238, July.
- Bekhzod Kuziboev & Jaroslav Vlach & Alibek Rajabov & Ergash Ibadullaev & Umidjon Matyakubov & Murod Nazarov & Mokhirakhon Mirkhoshimova, 2024. "Quantile and Threshold Effect of Electricity Consumption on Happiness in Central Asia," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 321-328, January.
- Shafa Guliyeva, 2024. "Analyzing the Interplay between Energy Consumption and Military Expenditure: A Comparative Study of Azerbaijan, Turkey, and Pakistan," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 533-543, January.
- Wamiliana Wamiliana & Edwin Russel & Iskandar Ali Alam & Widiarti Widiarti & Tuti Hairani & Mustofa Usman, 2024. "Modeling and Forecasting Closing Prices of some Coal Mining Companies in Indonesia by Using the VAR(3)-BEKK GARCH(1,1) Model," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 579-591, January.
- Nour Fakhreddine & Noura Najia & Abbas Mourad & Wafaa Nasser, 2024. "Asymmetric Effect of Oil Price on Economic Activity: Evidence from Lebanon Using NARDL Model," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 258-266, March.
- Ayşe Özge Artekin, 2024. "The Long-Run Linkage among the Macroeconomic Factors and CO2 Emissions in terms of Sea Transport Induced EKC Hypothesis in USA," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 1-8, May.
- Kamil PÃcha & Lucie Tichá & Sanat Chuponov & Jasur Ataev & Dilshod Hudayberganov & Bekhzod Kuziboev, 2024. "The Volatility Spillover of Global Oil Price Uncertainty," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 619-624, May.
- Benomar Ikram & Ababou Mariame, 2024. "Green Growth or Economic Gain? Assessing Environmental Efficiency Using Data Envelopment Analysis: Case of Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 426-433, July.
- Wang, Hai-Jie & Zheng, Mei-Qi & Yin, Hua-Tang & Chang, Chun-Ping, 2024. "Green innovation, industrial structure and urban eco-efficiency in Chinese cities," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 1011-1024.
- Semykina, Anastasia & Xie, Yimeng & Yang, Cynthia Fan & Zhou, Qiankun, 2024. "Semiparametric least squares estimation of binary choice panel data models with endogeneity," Economic Modelling, Elsevier, vol. 132(C).
- Koursaros, Demetris & Michail, Nektarios & Savva, Christos, 2024. "Examining the behaviour of inflation to supply and demand shocks using an MS-VAR model," Economic Modelling, Elsevier, vol. 141(C).
- Auer, Benjamin R. & Marohn, Marcel, 2024. "Computational dynamics of information ratios," Economics Letters, Elsevier, vol. 236(C).
- Cerulli, Giovanni, 2024. "Optimal initial donor selection for the synthetic control method," Economics Letters, Elsevier, vol. 244(C).
- Bei, Xinyue, 2024. "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, vol. 238(1).
- Chen, Xiaohong & Liu, Ying & Ma, Shujie & Zhang, Zheng, 2024. "Causal inference of general treatment effects using neural networks with a diverging number of confounders," Journal of Econometrics, Elsevier, vol. 238(1).
- Jun, Sung Jae & Pinkse, Joris, 2024. "An information–Theoretic approach to partially identified auction models," Journal of Econometrics, Elsevier, vol. 238(2).
- Blasques, F. & Francq, Christian & Laurent, Sébastien, 2024. "Autoregressive conditional betas," Journal of Econometrics, Elsevier, vol. 238(2).
- Barigozzi, Matteo & Hallin, Marc & Luciani, Matteo & Zaffaroni, Paolo, 2024.
"Inferential theory for generalized dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 239(2).
- Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni, 2021. "Inferential Theory for Generalized Dynamic Factor Models," Working Papers ECARES 2021-20, ULB -- Universite Libre de Bruxelles.
- Li, Xingyu & Shen, Yan & Zhou, Qiankun, 2024.
"Confidence intervals of treatment effects in panel data models with interactive fixed effects,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Xingyu Li & Yan Shen & Qiankun Zhou, 2022. "Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects," Papers 2202.12078, arXiv.org.
- Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024. "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, vol. 240(2).
- Angrist, Joshua & Kolesár, Michal, 2024.
"One instrument to rule them all: The bias and coverage of just-ID IV,"
Journal of Econometrics, Elsevier, vol. 240(2).
- Joshua Angrist & Michal Koles'ar, 2021. "One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV," Papers 2110.10556, arXiv.org, revised Dec 2022.
- Joshua Angrist & Michal Kolesár, 2022. "One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV," Working Papers 2022-17, Princeton University. Economics Department..
- Joshua Angrist & Michal Kolesár, 2021. "One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV," NBER Working Papers 29417, National Bureau of Economic Research, Inc.
- Honoré, Bo E. & Hu, Luojia, 2024.
"Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification,"
Journal of Econometrics, Elsevier, vol. 243(1).
- Bo E. Honore & Luojia Hu, 2021. "Sample Selection Models Without Exclusion Restrictions: Parameter Heterogeneity and Partial Identification," Working Paper Series WP 2022-33, Federal Reserve Bank of Chicago.
- Mogstad, Magne & Torgovitsky, Alexander & Walters, Christopher R., 2024.
"Policy evaluation with multiple instrumental variables,"
Journal of Econometrics, Elsevier, vol. 243(1).
- Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020. "Policy Evaluation with Multiple Instrumental Variables," Working Papers 2020-99, Becker Friedman Institute for Research In Economics.
- Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020. "Policy Evaluation with Multiple Instrumental Variables," NBER Working Papers 27546, National Bureau of Economic Research, Inc.
- Gualdani, Cristina & Sinha, Shruti, 2024. "Identification in discrete choice models with imperfect information," Journal of Econometrics, Elsevier, vol. 244(1).
- Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 244(2).
- Hasanli, Mübariz, 2024. "Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models," Energy Economics, Elsevier, vol. 133(C).
- Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024. "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, vol. 140(C).
- Bai, Hengrui & Huang, Lingyu & Wang, Ziqi, 2024. "Supply chain financing, digital financial inclusion and enterprise innovation: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Nguyen, Hoang & Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro, 2024. "Structured factor copulas for modeling the systemic risk of European and United States banks," International Review of Financial Analysis, Elsevier, vol. 96(PA).
- Gunay, Samet & Sraieb, Mohamed M. & Muhammed, Shahnawaz, 2024. "Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment," International Review of Financial Analysis, Elsevier, vol. 96(PB).
- Nicodemo, Catia & Orso, Cristina E. & Tealdi, Cristina, 2024. "Overseas general practitioners (GPs) and prescription behaviour in England," Health Policy, Elsevier, vol. 140(C).
- Haralambides, Hercules & Bastanifar, Iman & Khan, Kashif Hasan & Shahryari, Zahra, 2024. "Asymmetric distance and business cycles (ΑDBC): A new understanding of distance in international trade models through the example of Iran's trade corridors," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
- Vogl, Markus & Kojić, Milena & Mitić, Petar, 2024. "Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).
- Vogl, Markus & Kojić, Milena, 2024. "Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 653(C).
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2024.
"What makes econometric ideas popular: The role of connectivity,"
Research Policy, Elsevier, vol. 53(7).
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," LIDAM Discussion Papers LFIN 2023005, Université catholique de Louvain, Louvain Finance (LFIN).
- Valérie Mignon & Marc Joëts & Bertrand Candelon, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," EconomiX Working Papers 2023-35, University of Paris Nanterre, EconomiX.
- Valérie Mignon & Marc Joëts & Bertrand Candelon, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," Working Papers hal-04343996, HAL.
- Strong, Christine Olivia, 2024. "Selecting finance ministers: Key characteristics shaping government Debt in Africa," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 736-757.
- Tarchella, Salma & Khalfaoui, Rabeh & Hammoudeh, Shawkat, 2024. "The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods," Research in International Business and Finance, Elsevier, vol. 67(PB).
- Sundriyal, Vivek Kumar & Gabrielsson, Jonas, 2024. "The employment consequences of founding an incorporated business among STEM founders: Evidence from Swedish microdata," Technovation, Elsevier, vol. 133(C).
- González-Rozada, Martín & Ruffo, Hernán, 2024.
"Do trade agreements contribute to the decline in labor share? Evidence from Latin American countries,"
World Development, Elsevier, vol. 177(C).
- Martin González-Rozada & Hernan Ruffo, 2021. "Do Trade Agreements contribute to the decline in Labor Share? Evidence from Latin American Countries," Department of Economics Working Papers 2021_03, Universidad Torcuato Di Tella.
- González Rozada, Martín & Ruffo, Hernán, 2021. "Do Trade Agreements Contribute to the Decline in Labor Share? Evidence from Latin American Countries," IDB Publications (Working Papers) 11782, Inter-American Development Bank.
- Maria Cristina Barbieri Góes & Santiago José Gahn & Ettore Gallo, 2024. "Autonomous demand and economic growth in Mexico (1993–2019): theory and empirics in a small, open and peripheral economy," Review of Keynesian Economics, Edward Elgar Publishing, vol. 12(4), pages 538-561, October.
- Morales Martínez, Daniel & Dathein, Ricardo, 2024. "Industria y desarrollo: un análisis kaldoriano de la economía colombiana," El Trimestre Económico, Fondo de Cultura Económica, vol. 91(361), pages 119-161, enero-mar.
- Guillermo Cabanillas-Jiménez, 2024. "Testing the permanent income hypothesis using the Spanish Christmas Lottery," Applied Economic Analysis, Emerald Group Publishing Limited, vol. 32(96), pages 232-259, May.
- Kansuda Pankwaen & Woraphon Yamaka & Paravee Maneejuk, 2024. "An analysis of the effects of aging society on global stock markets," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, vol. 8(3), pages 430-444, November.
- Reet Kaur & Anita Tanwar, 2024. "Role of Green Investment on Economic Aspects of Sustainable Development," Contemporary Studies in Economic and Financial Analysis, in: Sustainability Development through Green Economics, volume 114, pages 91-106, Emerald Group Publishing Limited.
- Iman Cheratian & Saleh Goltabar, 2024. "Are shocks to entrepreneurship persistence? Case of a Resource-based economy," Journal of Entrepreneurship and Public Policy, Emerald Group Publishing Limited, vol. 13(4), pages 648-668, July.
- Òscar Jordà & Alan M. Taylor, 2024.
"Local Projections,"
NBER Working Papers
32822, National Bureau of Economic Research, Inc.
- Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," Working Paper Series 2024-24, Federal Reserve Bank of San Francisco.
- Nicolas Astier & Frank Wolak, 2024.
"Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates,"
Working Papers
hal-04465729, HAL.
- Nicolas Astier & Frank Wolak, 2024. "Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates," PSE Working Papers hal-04465729, HAL.
- Nicolas Astier & Frank A. Wolak, 2024. "Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates," NBER Working Papers 32124, National Bureau of Economic Research, Inc.
- Nicolas Astier & Frank Wolak, 2024.
"Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates,"
PSE Working Papers
hal-04465729, HAL.
- Nicolas Astier & Frank Wolak, 2024. "Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates," Working Papers hal-04465729, HAL.
- Nicolas Astier & Frank A. Wolak, 2024. "Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates," NBER Working Papers 32124, National Bureau of Economic Research, Inc.
- Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
- Ashraf REHMAN, 2024. "Catalysts of change? Analyzing the impact of self-help groups in North East India's development landscape," Romanian Journal of Economics, Institute of National Economy, vol. 58(1(67)), pages 84-93, June.
- Yağmur Yavuz & Mehmetsıddık Polat, 2024. "Relationship between External Debt and Economic Growth: An Econometric Analysis of the Turkish Economy," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 334-354, July.
- Nikos Askitas & Nikolaos Askitas, 2024.
"A Hands-On Machine Learning Primer for Social Scientists: Math, Algorithms and Code,"
CESifo Working Paper Series
11353, CESifo.
- Askitas, Nikos, 2024. "A Hands-on Machine Learning Primer for Social Scientists: Math, Algorithms and Code," IZA Discussion Papers 17014, Institute of Labor Economics (IZA).
- Dario Tortarolo & Guillermo Cruces & Gonzalo Vazquez-Bare, 2023.
"Design of partial population experiments with an application to spillovers in tax compliance,"
IFS Working Papers
W23/17, Institute for Fiscal Studies.
- Cruces, Guillermo & Tortarolo, Dario & Vazquez-Bare, Gonzalo, 2024. "Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance," IZA Discussion Papers 17256, Institute of Labor Economics (IZA).
- Guillermo Cruces & Dario Tortarolo & Gonzalo Vazquez-Bare, 2024. "Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance," CEDLAS, Working Papers 0337, CEDLAS, Universidad Nacional de La Plata.
- Zongwu Cai & Ying Fang & Ming Lin & Yaqian Wu, 2024. "Estimating Counterfactual Distribution Functions via Optimal Distribution Balancing with Applications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202415, University of Kansas, Department of Economics.
- Yi-Hao Lai & Yi-Chiuan Wang & Yu-Ching Chang, 2024. "Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 285-305, June.
- Rama K. Malladi, 2024. "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1021-1045, March.
- Pierre Rostan & Alexandra Rostan & John Wall, 2024. "Measuring the Resilience to the Covid-19 Pandemic of Eurozone Economies with Their 2050 Forecasts," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1137-1157, March.
- Hammed Oluwaseyi Musibau & Abdulrasheed Zakari & Farhad Taghizadeh-Hesary, 2024. "Exploring the Fiscal policy—income inequality relationship with Bayesian model averaging analysis," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-14, April.
- Guillermo Cabanillas-Jiménez & Yannis Galanakis, 2024. "The varying impact of COVID-19 in the Spanish Labor Market," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(4), pages 1075-1104, November.
- Alan T. Murray & Luc Anselin & Sergio J. Rey, 2024. "Arthur Getis: a legend in geographical systems," Journal of Geographical Systems, Springer, vol. 26(2), pages 181-190, April.
- Zongrun Wang & Tangtang He & Xiaohang Ren & Luu Duc Toan Huynh, 2024. "Robust portfolio strategies based on reference points for personal experience and upward pacesetters," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 863-887, October.
- Forough Zarea & J. Henri Burgers & Martin Obschonka & Per Davidsson, 2024. "Imprinting parental signals: a key driver of network status for new spinoff firms," Small Business Economics, Springer, vol. 63(4), pages 1555-1583, December.
- Coady Wing & Seth M. Freedman & Alex Hollingsworth, 2024. "Stacked Difference-in-Differences," NBER Working Papers 32054, National Bureau of Economic Research, Inc.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2021.
"Difference-in-Differences with a Continuous Treatment,"
Papers
2107.02637, arXiv.org, revised Jan 2024.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Difference-in-differences with a Continuous Treatment," NBER Working Papers 32117, National Bureau of Economic Research, Inc.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024.
"Event Studies with a Continuous Treatment,"
AEA Papers and Proceedings, American Economic Association, vol. 114, pages 601-605, May.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event-Studies with a Continuous Treatment," NBER Working Papers 32118, National Bureau of Economic Research, Inc.
- Nicolas Astier & Frank Wolak, 2024.
"Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates,"
Working Papers
hal-04465729, HAL.
- Nicolas Astier & Frank A. Wolak, 2024. "Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates," NBER Working Papers 32124, National Bureau of Economic Research, Inc.
- Nicolas Astier & Frank Wolak, 2024. "Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates," PSE Working Papers hal-04465729, HAL.
- Yi Qian & Anthony Koschmann & Hui Xie, 2024. "A Practical Guide to Endogeneity Correction Using Copulas," NBER Working Papers 32231, National Bureau of Economic Research, Inc.
- Evan K. Rose & Yotam Shem-Tov, 2024. "On Recoding Ordered Treatments as Binary Indicators," NBER Working Papers 32234, National Bureau of Economic Research, Inc.
- Arun G. Chandrasekhar & Paul Goldsmith-Pinkham & Tyler McCormick & Samuel A. Thau & Jerry Wei, 2024. "Non-robustness of Diffusion Estimates on Networks with Measurement Error," NBER Working Papers 32251, National Bureau of Economic Research, Inc.
- Marinho Bertanha & Margaux Luflade & Ismael Mourifi'e, 2023.
"Causal Effects in Matching Mechanisms with Strategically Reported Preferences,"
Papers
2307.14282, arXiv.org, revised May 2024.
- Marinho Bertanha & Margaux Luflade & Ismael Mourifié, 2024. "Causal Effects in Matching Mechanisms with Strategically Reported Preferences," NBER Working Papers 32434, National Bureau of Economic Research, Inc.
- Òscar Jordà & Alan M. Taylor, 2024.
"Local Projections,"
Working Paper Series
2024-24, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
- Kory Kroft & Ismael Mourifié & Atom Vayalinkal, 2024. "Horowitz-Manski-Lee Bounds With Multilayered Sample Selection," NBER Working Papers 32952, National Bureau of Economic Research, Inc.
- Partha Deb & Edward C. Norton & Jeffrey M. Wooldridge & Jeffrey E. Zabel, 2024. "A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections," NBER Working Papers 33026, National Bureau of Economic Research, Inc.
- A. Smyk & K. Webel, 2024. "Vers une désaisonnalisation des séries temporelles infra-mensuelles avec JDemetra+," Documents de Travail de l'Insee - INSEE Working Papers m2024-04, Institut National de la Statistique et des Etudes Economiques.
- Ștefan RUSU & Marcel BOLOȘ, 2024. "Bridging Tradition And Innovation: A Literature Review On Portfolio Optimization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 337-344, July.
- Yun Luo & Gloria González-Rivera, 2024. "A Truncated Mixture Transition Model for Interval-Valued Time Series," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 1130-1169.
- Jens Ludwig & Sendhil Mullainathan, 2024.
"Machine Learning as a Tool for Hypothesis Generation,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(2), pages 751-827.
- Jens Ludwig & Sendhil Mullainathan, 2023. "Machine Learning as a Tool for Hypothesis Generation," NBER Working Papers 31017, National Bureau of Economic Research, Inc.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2024.
"Demand and Welfare Analysis in Discrete Choice Models with Social Interactions,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(2), pages 748-784.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," CREATES Research Papers 2019-09, Department of Economics and Business Economics, Aarhus University.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," NBER Working Papers 25947, National Bureau of Economic Research, Inc.
- Dupas, Pascaline & Bhattacharya, Debopam & ,, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," CEPR Discussion Papers 13707, C.E.P.R. Discussion Papers.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," Papers 1905.04028, arXiv.org, revised May 2024.
- Guillermo Cabanillas-Jiménez, 2024. "The Effect of Religious Constraints on Individual Labor Supply," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 36(6), pages 1398-1447, December.
- ANDRIANADY, Ravahiny Josué & RAZANAJATOVO, H. Yves & RAVELOMANANTSOA, M. Fabienne, 2024. "Unraveling the Nexus:Oil Price Dynamics and Inflation," MPRA Paper 120686, University Library of Munich, Germany.
- Nurrachmi, Rininta & Duasa, Jarita & ariffin, muhammad irwan & afroz, rafia, 2024. "The Nexus Between Income Inequality and Environmental Degradation in ASEAN-6 Countries During 1992 – 2015 from Islamic Perspective," MPRA Paper 121513, University Library of Munich, Germany.
- Aknouche, Abdelhakim, 2024. "Periodically homogeneous Markov chains: The discrete state space case," MPRA Paper 122287, University Library of Munich, Germany.
- Thibaut Plassot & Isidro Soloaga, 2024. "Precio de los alimentos y pobreza de ingreso en Mexico: estimaciones regionales," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 21(1), pages 1-38, January-J.
- Mario Gómez & Lisset Cándano, 2024. "Economic growth, tourism, and economic policy uncertainty in the main tourist destinations (1998-2018)," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 21(1), pages 71-86, January-J.
- Ernesto Gabriel Pizarro Levi, 2024. "Cambios en la dinamica inflacionaria de la Republica Argentina (2004-2020). Un analisis a traves del filtro de Kalman," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 21(2), pages 1-27, July-Dece.
- Achour , Aya & Chafik , Omar, 2024. "Transmission à long-terme des variations du taux de change aux prix au Maroc," Document de travail 2023-2, Bank Al-Maghrib, Département de la Recherche.
- Sohrab , Tarannum & Fatima Alam , Tasneem & Sultana , Nayeem & Fasse, Anja & Rayhan , Md. Israt, 2024. "Rethinking Multidimensional Poverty in Bangladesh: How Do Weights Influence the Mapping?," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 49(1), pages 43-61, March.
- Loaiza Godoy, Verónica & Camacho Criollo, Alejandra, 2024. "Cobertura vegetal, capital humano y crecimiento económico: Evidencia empírica a nivel global y grupos de países usando datos de panel de 77 países en los años de 1990-2015," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 12(1), pages 77-86, Enero.
- Akihiro Otsuka, 2024. "Price Elasticity of Electricity Consumption in Japan, 1990 to 2015," SAGE Open, , vol. 14(1), pages 21582440241, February.
- Felicindo Homero Cortés & Segundo Ricardo Cabana Villca & Domingo Lincoyan Vega Toro, 2024. "Diversity and Inclusion as a determining variable in the labor market of Millennials in the region of Coquimbo, Chile," Proceedings of Economics and Finance Conferences 14516114, International Institute of Social and Economic Sciences.
- Oscar Torrealba Rodriguez, 2024. "The weight of circumstances in the inequality of opportunity in Mexico: an estimation over a wide set based on machine learning," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 1(9), pages 160-195.
- Patrick Oliver Schenk & Christoph Kern, 2024. "Connecting algorithmic fairness to quality dimensions in machine learning in official statistics and survey production," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 18(2), pages 131-184, June.
- Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Härdle, 2024. "Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data," Digital Finance, Springer, vol. 6(4), pages 605-638, December.
- Thiago Christiano Silva & Tito Belchior Silva Moreira & Jeferson Trindade Santana, 2024. "Covid-19 and education: a study with undergraduate students," Empirical Economics, Springer, vol. 66(2), pages 763-784, February.
- Hedi Ben Haddad & Imed Mezghani & Imed Medhioub & Sohale Altamimi, 2024. "Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity: evidence from the quantile vector autoregressive connectedness approach," Empirical Economics, Springer, vol. 66(2), pages 829-858, February.
- Antonio Francesco Gravina & Neil Foster-McGregor, 2024. "Unraveling wage inequality: tangible and intangible assets, globalization and labor market regulations," Empirical Economics, Springer, vol. 67(4), pages 1375-1420, October.
- Shanxia Sun & Michael S. Delgado, 2024. "Local spatial difference-in-differences models: treatment correlations, response interactions, and expanded local models," Empirical Economics, Springer, vol. 67(5), pages 2077-2107, November.
- Boniface Oyugi & Olena Nizalova & Sally Kendall & Stephen Peckham, 2024. "Does a free maternity policy in Kenya work? Impact and cost–benefit consideration based on demographic health survey data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 25(1), pages 77-89, February.
- Chelsea Chunwen Xiao & Nikita Makarchev & Xin Tao, 2024. "Scales and size-quality outcomes in adult learning disability residential care: evidence from the UK," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 25(4), pages 655-669, June.
- Jozef Palkovič, 2024. "Unravelling the European food security puzzle: exploring determinants and constructing a comprehensive measure," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 847-871, December.
- Bibhuti Sarker, 2024. "FDI-growth and trade-growth relationships during crises: evidence from Bangladesh," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-29, December.
- Margarita Núñez Canal & María Mercedes de Obesso & Carlos Alberto Pérez Rivera, 2024. "Does educators’ digital competence improve entrepreneurial students’ learning outcomes?," International Entrepreneurship and Management Journal, Springer, vol. 20(3), pages 1707-1730, September.
- Afef Bouattour & Maha Kalai & Kamel Helali, 2024. "Threshold effects of technology import on industrial employment: a panel smooth transition regression approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 13(1), pages 1-33, December.
- Sargis Karavardanyan, 2024. "Economic Development, Inequality and Dynamics of Social Movements in the United States: Theory and Quantitative Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 421-474, June.
- Teshome Hailemeskel Abebe, 2024. "Regression Analysis: A Theoretical Approach," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 13(1), pages 1-1.
- Lukas Dargel & Christine Thomas-Agnan, 2024.
"The link between multiplicative competitive interaction models and compositional data regression with a total,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 51(14), pages 2929-2960, October.
- Dargel, Lukas & Thomas-Agnan, Christine, 2023. "The link between multiplicative competitive interaction models and compositional data regression with a total," TSE Working Papers 23-1455, Toulouse School of Economics (TSE).
- Francisco Blasques & Noah Stegehuis, 2024. "A Score-Driven Filter for Causal Regression Models with Time- Varying Parameters and Endogenous Regressors," Tinbergen Institute Discussion Papers 24-016/III, Tinbergen Institute.
- Xavier Gabaix & Ralph S. J. Koijen, 2024.
"Granular Instrumental Variables,"
Journal of Political Economy, University of Chicago Press, vol. 132(7), pages 2274-2303.
- Koijen, Ralph & Gabaix, Xavier, 2020. "Granular Instrumental Variables," CEPR Discussion Papers 15531, C.E.P.R. Discussion Papers.
- Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," NBER Working Papers 28204, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," Working Papers 2020-177, Becker Friedman Institute for Research In Economics.
- Maximiliano Machado & Carlos Bianchi, 2024. "Uneven Firms’ Innovation Persistence: Policy Mix Implications from Uruguay," Documentos de Trabajo (working papers) 24-06, Instituto de EconomÃa - IECON.
- Gimena Ramos & Nadia Giannasi, 2024. "Impacto del programa asignación universal por hijo en resultados de salud en Argentina: una primera aproximación [Impact of the Universal Child Allowance program on health outcomes in Argentina: A ," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 41(82), pages 67-93, january-j.
- Oscar Hernán Cerquera & Gabriel Montes Rojas, 2024. "Value added of Economics programs in Colombia: An analysis quantitative reasoning competency [Valor agregado de los programas de Economía en Colombia: un análisis para la competencia de razonamient," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 41(83), pages 123-153, july-dece.
- Rahmane Amal & Abdelaoui Okba & Djouadi Issam, 2024. "Environmental Regulation and Renewable Energies: Evidence from Generalized Panel Unconditional Quantile Regression," Central European Economic Journal, Sciendo, vol. 11(58), pages 252-268.
- Kumar Arya & Sahoo Jyotirmayee & Sahoo Jyotsnarani & Nanda Subhashree & Debyani Devi, 2024. "Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility," Folia Oeconomica Stetinensia, Sciendo, vol. 24(1), pages 105-123.
- Leshoro Temitope Lydia A., 2024. "Inflation Dynamics and Policy Mix in Ghana," Folia Oeconomica Stetinensia, Sciendo, vol. 24(1), pages 124-143.
- Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024.
"Four Stylized Facts About Covid‐19,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper 2020-15, Federal Reserve Bank of Atlanta.
- Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," NBER Working Papers 27719, National Bureau of Economic Research, Inc.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," Staff Report 611, Federal Reserve Bank of Minneapolis.
- Ranjeet Kumar, 2024. "Does foreign direct investment cause economic growth in India? An econometric analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-9, June.
- Yuchen Song & Fangyan Li, 2024. "The Construction And Application Of Financial Stress Index In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(03), pages 935-953, June.
- Linus Yamane, 2024. "Statistics for Economists," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13483, August.
- Li Chen & Jiti Gao & Farshid Vahid, 2024. "Nonlinear Trending Time Series:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13844, August.
- Barry K Goodwin, 2024. "Lectures in Production and Supply," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13986, August.
- Carlos Molina-Jimenez & Dann Toliver & Hazem Danny Nakib & Jon Crowcroft, 2024. "Fair Exchange:Theory and Practice of Digital Belongings," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0448, August.
- Li Chen & Jiti Gao & Farshid Vahid, 2024. "Introduction," World Scientific Book Chapters, in: NONLINEAR TRENDING TIME SERIES Theory and Practice, chapter 1, pages 1-34, World Scientific Publishing Co. Pte. Ltd..
- Li Chen & Jiti Gao & Farshid Vahid, 2024. "Trending Time Series Models," World Scientific Book Chapters, in: NONLINEAR TRENDING TIME SERIES Theory and Practice, chapter 2, pages 35-77, World Scientific Publishing Co. Pte. Ltd..
- Li Chen & Jiti Gao & Farshid Vahid, 2024. "Time Series Regressions with Weak Trends," World Scientific Book Chapters, in: NONLINEAR TRENDING TIME SERIES Theory and Practice, chapter 3, pages 79-117, World Scientific Publishing Co. Pte. Ltd..
- Li Chen & Jiti Gao & Farshid Vahid, 2024. "Time Series Regressions with Strong Trends," World Scientific Book Chapters, in: NONLINEAR TRENDING TIME SERIES Theory and Practice, chapter 4, pages 119-149, World Scientific Publishing Co. Pte. Ltd..
- Li Chen & Jiti Gao & Farshid Vahid, 2024. "Testing for Common Trends," World Scientific Book Chapters, in: NONLINEAR TRENDING TIME SERIES Theory and Practice, chapter 5, pages 151-171, World Scientific Publishing Co. Pte. Ltd..
- Li Chen & Jiti Gao & Farshid Vahid, 2024. "Applications in Climate Change," World Scientific Book Chapters, in: NONLINEAR TRENDING TIME SERIES Theory and Practice, chapter 6, pages 173-198, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Production Theory," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 1, pages 1-32, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Issues in Production Theory," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 2, pages 33-46, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Econometric Issues in Applied Demand Analysis," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 3, pages 47-55, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Multiproduct Technologies," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 4, pages 57-63, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Producer Choice Under Uncertainty," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 5, pages 65-84, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Crop Insurance," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 6, pages 85-107, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Stochastic Specification Issues in Empirical Models," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 7, pages 109-127, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Damage Control + Pesticides," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 8, pages 129-135, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Time Allocation + Off-Farm Labor Supply," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 9, pages 137-149, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Survey of Current Farm Policy Issues," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 10, pages 151-162, World Scientific Publishing Co. Pte. Ltd..
- Barry K. Goodwin, 2024. "Asset Values + Rents," World Scientific Book Chapters, in: Lectures in Production and Supply, chapter 11, pages 163-167, World Scientific Publishing Co. Pte. Ltd..
- Egamberdiev, Bekhzod, 2024. "Resilience Capacity and Food Security: Is There a Relationship Between Household Resilience Profiles and Food Security Outcomes?," EconStor Preprints 305322, ZBW - Leibniz Information Centre for Economics.
2023
- Francisco J. Delgado & Maria J. Presno, 2023. "Evolution of Fiscal Decentralisation in OECD Countries: A Club Convergence Analysis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(63), pages 558-558, April.
- Razvan-Catalin Dobrea & Aurel Marin & Cristina Dima & Madalina-Ioana Moncea, 2023. "The Relationship Between the Tourism Industry and Sustainable Development Goals Word Cloud Analysis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(S17), pages 1131-1131, November.
- Emilia Titan & Simona-Andreea Apostu & Mihaela Mihai & Dorel Paraschiv & Daniela Manea, 2023. "The Sustainability of Digital Networks and Globalisation, the Key to Resilience?," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(S17), pages 950-950, November.
- Mert Anıl Atamer & Mehmet Uçar & Mücahit Ülger, 2023. "Türkiye Ekonomisinde İşsizlik Histerisi Hipotezinin Geçerliliğinin Analizi: 1988-2020 Dönemi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(2), pages 283-304.
- Cadena, Meitner & Denuit, Michel, 2023. "Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models," LIDAM Reprints ISBA 2023026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024.
"Message in a bottle: Forecasting wine prices,"
Journal of Wine Economics, Cambridge University Press, vol. 19(1), pages 64-91, February.
- Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023. "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2024.
"What makes econometric ideas popular: The role of connectivity,"
Research Policy, Elsevier, vol. 53(7).
- Valérie Mignon & Marc Joëts & Bertrand Candelon, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," EconomiX Working Papers 2023-35, University of Paris Nanterre, EconomiX.
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," LIDAM Discussion Papers LFIN 2023005, Université catholique de Louvain, Louvain Finance (LFIN).
- Valérie Mignon & Marc Joëts & Bertrand Candelon, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," Working Papers hal-04343996, HAL.
- Алимбаева Лаура // Alimbayeva Laura, 2023. "Оценка опережающих свойств краткосрочных экономических индикаторов Казахстана. // Assessment of leading properties of short-term economic indicators of Kazakhstan," Working Papers #2023-11, National Bank of Kazakhstan.
- Zhan Gao & M. Hashem Pesaran, 2023.
"Identification and estimation of categorical random coefficient models,"
Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
- Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
- Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
- Jann Spiess & Guido Imbens & Amar Venugopal, 2023.
"Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control,"
NBER Working Papers
31802, National Bureau of Economic Research, Inc.
- Jann Spiess & Guido Imbens & Amar Venugopal, 2023. "Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control," Papers 2305.00700, arXiv.org, revised Oct 2023.
- Marinho Bertanha & Margaux Luflade & Ismael Mourifi'e, 2023.
"Causal Effects in Matching Mechanisms with Strategically Reported Preferences,"
Papers
2307.14282, arXiv.org, revised May 2024.
- Marinho Bertanha & Margaux Luflade & Ismael Mourifié, 2024. "Causal Effects in Matching Mechanisms with Strategically Reported Preferences," NBER Working Papers 32434, National Bureau of Economic Research, Inc.
- Isaac Appiah-Otoo, 2023. "The Impact of the Russia-Ukraine War on the Cryptocurrency Market," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-5.
- Maximiliano Gómez Aguirre & Ariel David Krysa, 2023. "Consumer Loans Dynamics in 2020 in Argentina: An Approach Using Error Correction Models," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(81), pages 111-158, May.
- Priit Jeenas, 2023.
"Firm balance sheet liquidity, monetary policy shocks, and investment dynamics,"
Economics Working Papers
1872, Department of Economics and Business, Universitat Pompeu Fabra.
- Priit Jeenas, 2023. "Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics," Working Papers 1409, Barcelona School of Economics.
- José Adolfo Pantoja Ballivián, 2023. "La contribución y potencial de las actividades de servicios para el repunte del crecimiento económico en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 38(1), pages 50-82, January -.
- David Van Dijcke, 2022.
"On the Non-Identification of Revenue Production Functions,"
Papers
2212.04620, arXiv.org, revised May 2024.
- van Dijcke, David, 2023. "On the non-identification of revenue production functions," Bank of England working papers 1015, Bank of England.
- Gourieroux Christian & Jasiak Joann, 2023. "Temporally Local Maximum Likelihood with Application to SIS Model," Journal of Time Series Econometrics, De Gruyter, vol. 15(2), pages 151-198, July.
- Muktad Abdalla, 2023. "Democracy, Corruption and Economic Growth Post-Arab Spring in Tunisia and Libya," Review of Middle East Economics and Finance, De Gruyter, vol. 19(3), pages 153-186, December.
- Ben Jann & Karlson, Kristian Bernt, 2023. "Estimation of marginal odds ratios," University of Bern Social Sciences Working Papers 44, University of Bern, Department of Social Sciences, revised 17 Jan 2023.
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- Hélène Euphrasie Alouanga & Georges Kobou, 2023. "Financement relationnel et coût du crédit des PME camerounaises," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 89-109.
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- Kyung So Im & M. Hashem Pesaran & Yongcheol Shin, 2023.
"Reflections on “Testing for Unit Roots in Heterogeneous Panels”,"
CESifo Working Paper Series
10228, CESifo.
- Im, K S. & Pesaran, M. H. & Shin, Y., 2023. "Reflections on "Testing for Unit Roots in Heterogeneous Panels"," Cambridge Working Papers in Economics 2310, Faculty of Economics, University of Cambridge.
- Duffy, J. & Simons, J., 2023. "Cointegration without Unit Roots," Cambridge Working Papers in Economics 2332, Faculty of Economics, University of Cambridge.
- Im, K S. & Pesaran, M. H. & Shin, Y., 2023.
"Reflections on "Testing for Unit Roots in Heterogeneous Panels","
Cambridge Working Papers in Economics
2310, Faculty of Economics, University of Cambridge.
- Kyung So Im & M. Hashem Pesaran & Yongcheol Shin, 2023. "Reflections on “Testing for Unit Roots in Heterogeneous Panels”," CESifo Working Paper Series 10228, CESifo.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2022.
"A Stage-Based Identification of Policy Effects,"
Working Papers
1369, Barcelona School of Economics.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2023. "Stage-Based Identification of Policy Effects," CESifo Working Paper Series 10722, CESifo.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulà lia-Llopis, 2023. "Stage-Based Identification of Policy Effects," Working Papers 2023-026, Human Capital and Economic Opportunity Working Group.
- Christian Aleman & Christopher Busch & Alexander Ludwig & Raul Santaeulalia-Llopis, 2022. "A Stage-Based Identification of Policy Effects," PIER Working Paper Archive 22-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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- Fayaz Ahmad Lone & M. Imran Ganaie & Showkat A. Ganaie & M. Shafi Bhat & Javeed Ahmad Rather, 2023. "Evaluation Criteria for the Suitability of Apple Cultivation in Kashmir Valley, India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 20(1), pages 71-85, June.
- Mohsin Waheed & Zulfiqar Hyder, 2023. "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," SBP Working Paper Series 112, State Bank of Pakistan, Research Department.
- Akihiro Otsuka, 2023. "Stochastic demand frontier analysis of residential electricity demands in Japan," Asia-Pacific Journal of Regional Science, Springer, vol. 7(1), pages 179-195, March.
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- Vinícius Luís Souza Nonato & Carlos Enrique Carrasco-Gutierrez, 2023. "Trade-led growth hypothesis: evidence from Latin America countries," Empirical Economics, Springer, vol. 64(2), pages 727-745, February.
- E. Fusco & R. Benedetti & F. Vidoli, 2023. "Stochastic frontier estimation through parametric modelling of quantile regression coefficients," Empirical Economics, Springer, vol. 64(2), pages 869-896, February.
- Sefa Awaworyi Churchill & John Inekwe & Kris Ivanovski, 2023. "Has the COVID-19 pandemic converged across countries?," Empirical Economics, Springer, vol. 64(5), pages 2027-2052, May.
- Zhan Gao & M. Hashem Pesaran, 2023.
"Identification and estimation of categorical random coefficient models,"
Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
- Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
- Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
- Bo E. Honoré & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2023.
"Simultaneity in binary outcome models with an application to employment for couples,"
Empirical Economics, Springer, vol. 64(6), pages 3197-3233, June.
- Bo E. Honore & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2022. "Simultaneity in Binary Outcome Models with an Application to Employment for Couples," Working Paper Series WP 2022-34, Federal Reserve Bank of Chicago.
- Bo E. Honor'e & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2022. "Simultaneity in Binary Outcome Models with an Application to Employment for Couples," Papers 2207.07343, arXiv.org, revised Mar 2023.
- Christine Olivia Strong, 2023. "The impact of fiscal rules on government debt: evidence from the CFA zone," Empirical Economics, Springer, vol. 65(5), pages 2357-2391, November.
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- Antonio Pacifico, 2023. "Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(4), pages 557-574, June.
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- Tiago E. Pratas & Filipe R. Ramos & Lihki Rubio, 2023. "Forecasting bitcoin volatility: exploring the potential of deep learning," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 285-305, June.
- Darko B. Vukovic & Claudio Catenuto, 2023. "The impact of inflation on BRIC (countries): a dynamic panel threshold model evidence," Indian Economic Review, Springer, vol. 58(2), pages 259-280, December.
- Shujaat Naeem Azmi & Tasneem Khan & Wajahat Azmi & Naghma Azhar, 2023. "A panel cointegration analysis of linkages between international trade and tourism: case of India and South Asian Association for Regional Cooperation (SAARC) countries," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(6), pages 5157-5176, December.
- Mohamed Oudgou & Abdeslam Boudhar, 2023. "The bank–SME relationship and rationing risk reduction: an empirical study on survey data," SN Business & Economics, Springer, vol. 3(8), pages 1-39, August.
- Marco d’Errico & Jeanne Pinay & Ellestina Jumbe & Anh Hong Luu, 2023. "Drivers and stressors of resilience to food insecurity: evidence from 35 countries," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 15(5), pages 1161-1183, October.
- Adler Haymans Manurung & Nita Yudhaningsih Sinaga & Amran Manurung, 2023. "Construction Portfolio Using Elton Gruber Model: COVID-19," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(4), pages 1-6.
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- Léopold Simar & Paul W. Wilson, 2023.
"Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs,"
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- Tshembhani M. HLONGWANE, 2023. "The Spill-Over Effects of Cryptocurrencies on Equity and Bonds Market," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(1), pages 43-59.
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"The link between multiplicative competitive interaction models and compositional data regression with a total,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 51(14), pages 2929-2960, October.
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- Vesna Bucevska & Borjan Gjelevski & Lea Matevska, 2023. "Oil Prices And Their Long-Term Relationship With Macroeconomic And Financial Indicators," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 21(1), pages 3-24, May.
- Gloria Gonzalez-Rivera & Yun Luo, 2020.
"A Truncated Mixture Transition Model for Interval-valued Time Series,"
Working Papers
202005, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Yun Luo, 2023. "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers 202315, University of California at Riverside, Department of Economics.
- Héctor Flores Márquez & Omar Neme Castillo & Humberto Ríos Bolívar, 2023. "Corrupción y desigualdad de ingresos, evidencia empírica para México (2010-2020)," Estudios de Economia, University of Chile, Department of Economics, vol. 50(1 Year 20), pages 193-219, June.
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- Doszyń Mariusz, 2023. "Integration and Cointegration of Apartment Prices on the Primary and Secondary Market in Szczecin in the Years 2006-2022," Real Estate Management and Valuation, Sciendo, vol. 31(4), pages 36-44, December.
- Ciocîrlan Cecilia & Zwak-Cantoriu Maria-Cristina & Stancea Andreea & Plăcintă Dimitrie-Daniel, 2023. "European Macroeconomic Dynamics on Financial Markets and Economic Policy: A Cross Country Study for Spillover Effects," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(3), pages 40-63, December.
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- W D A Bryant, 2023. "Lectures in the Microeconomics of Choice:Foundations, Consumers, and Producers," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12789, August.
- Lung-Fei Lee, 2023. "Spatial Econometrics:Spatial Autoregressive Models," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13253, August.
- W. D. A. Bryant, 2023. "Axiomatics," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 1, pages 1-33, World Scientific Publishing Co. Pte. Ltd..
- W. D. A. Bryant, 2023. "The Arrow–Debreu Model," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 2, pages 35-67, World Scientific Publishing Co. Pte. Ltd..
- W. D. A. Bryant, 2023. "Preferences, Choice Sets, and Best Elements," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 3, pages 69-234, World Scientific Publishing Co. Pte. Ltd..
- W. D. A. Bryant, 2023. "Representing Preferences by Utility Functions," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 4, pages 235-338, World Scientific Publishing Co. Pte. Ltd..
- W. D. A. Bryant, 2023. "The Primal Approach to Consumer Demand," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 5, pages 339-426, World Scientific Publishing Co. Pte. Ltd..
- W. D. A. Bryant, 2023. "Consumer Theory via Duality," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 6, pages 427-525, World Scientific Publishing Co. Pte. Ltd..
- W. D. A. Bryant, 2023. "Revealed Preference and Integrability," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 7, pages 527-586, World Scientific Publishing Co. Pte. Ltd..
- W. D. A. Bryant, 2023. "Production and Producers," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 8, pages 587-645, World Scientific Publishing Co. Pte. Ltd..
- W. D. A. Bryant, 2023. "Conclusion," World Scientific Book Chapters, in: Lectures in the Microeconomics of Choice Foundations, Consumers, and Producers, chapter 9, pages 647-649, World Scientific Publishing Co. Pte. Ltd..
- Dajana Barbić & Irena Palić, 2023. "Rich student, happy student: The case study of Croatia," EFZG Working Papers Series 2305, Faculty of Economics and Business, University of Zagreb.
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- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2022.
"A Stage-Based Identification of Policy Effects,"
Working Papers
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- Alemán, Christian & Busch, Christopher & Ludwig, Alexander & Santaeulàlia-Llopis, Raül, 2023. "Stage-based identification of policy effects," SAFE Working Paper Series 404, Leibniz Institute for Financial Research SAFE.
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- Christian Aleman & Christopher Busch & Alexander Ludwig & Raul Santaeulalia-Llopis, 2022. "A Stage-Based Identification of Policy Effects," PIER Working Paper Archive 22-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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2022
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- Anna Mikusheva & Jesse M. Shapiro, 2022. "Isaiah Andrews, 2021 John Bates Clark Medalist," Journal of Economic Perspectives, American Economic Association, vol. 36(1), pages 177-190, Winter.
- Abigail Riquelme, 2022. "El efecto de la prohibición de las terapias de conversión sobre los suicidios en Estados Unidos," Asociación Argentina de Economía Política: Working Papers 4593, Asociación Argentina de Economía Política.
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"Causality in Econometric Modeling. From Theory to Structural Causal Modeling,"
Working Papers
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- Orsi, Renzo & Mouchart, Michel & Wunsch, Guillaume, 2022. "Causality in Econometric Modeling : From Theory to Structural Causal Modeling," LIDAM Reprints ISBA 2022024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers ISBA 2020021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers CORE 2020003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022. "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN 2022003, Université catholique de Louvain, Louvain Finance (LFIN).
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- Hatice Öncel Çekim & Ahmet Koyuncu, 2022. "The Impact of Google Trends on the Tourist Arrivals: A Case of Antalya Tourism," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 10(1), pages 1-14, June.
- Sümeyye Çelik & Melike Şişeci Çeşmeli & İhsan Pençe & Özlem Çetinkaya Bozkurt, 2022. "Classification of Autism Spectrum Disorder for Adolescents Using Artificial Neural Networks," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 10(1), pages 15-24, June.
- Ayhan Aydın, 2022. "Benchmarking healthcare systems of OECD countries: A DEA - based Malmquist Productivity Index Approach," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 10(1), pages 25-40, June.
- Mehmet Hakan Satman, 2022. "Teaching the Median with Terms of Absolute Value, Differentiability, and Optimization," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 10(1), pages 41-50, June.
- Ahmet Zelka, 2022. "Financial Stability and Creating Financial Stability Index for Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 10(1), pages 51-68, June.
- Gökhan Konat, 2022. "Impact of Political Risk on Foreign Direct Investment with Fourier Approach: The Case of Turkiye," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 10(2), pages 187-196, December.
- Tuğba Güz & İlayda İsabetli Fidan, 2022. "The Characteristics of Cryptocurrency Market Volatility: Empirical Study For Five Cryptocurrency," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 10(2), pages 69-84, December.
- Букенов Амантай & Самат Молдир & Тайбекова Аида, 2022. "Система краткосрочного прогнозирования ВВП методом конечного использования в Национальном Банке Республики Казахстан // The system of short-term forecasting of the GDP by expenditure method in Nationa," Working Papers #2022-10, National Bank of Kazakhstan.
- Аринова Айжан // Arinova Aizhan & Ержан Ислам // Yerzhan Islam, 2022. "Использование транзакционных данных в качестве оперативного показателя экономической активности // Use of transactional data as an operational measure of economic activity," Working Papers #2022-11, National Bank of Kazakhstan.
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"Confidence intervals of treatment effects in panel data models with interactive fixed effects,"
Journal of Econometrics, Elsevier, vol. 240(1).
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"Bivariate distribution regression with application to insurance data,"
Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 215-232.
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"The Market-Based Asset Price Probability,"
MPRA Paper
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- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Bo E. Honoré & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2023.
"Simultaneity in binary outcome models with an application to employment for couples,"
Empirical Economics, Springer, vol. 64(6), pages 3197-3233, June.
- Bo E. Honore & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2022. "Simultaneity in Binary Outcome Models with an Application to Employment for Couples," Working Paper Series WP 2022-34, Federal Reserve Bank of Chicago.
- Bo E. Honor'e & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2022. "Simultaneity in Binary Outcome Models with an Application to Employment for Couples," Papers 2207.07343, arXiv.org, revised Mar 2023.
- Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024.
"Bayesian forecasting in economics and finance: A modern review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
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"On the Non-Identification of Revenue Production Functions,"
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- James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
- Maximiliano Gomez Aguirre & Ariel Krysa, 2022. "Consumer Loans Dynamics in 2020 in Argentina: An Approach Using Error Correction Models," BCRA Working Paper Series 202298, Central Bank of Argentina, Economic Research Department.
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"Knowledge acquisition or incentive to foster coordination? A real-effort weak-link experiment with craftsmen,"
Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(S1), pages 93-107, July.
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- Uros Delevic & James Kennell, 2022. "Multinationals And Wages: Evidence From Employer–Employee Data In Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 67(232), pages 49-80, January –.
- Christian Aleman & Christopher Busch & Alexander Ludwig & Raul Santaeulalia-Llopis, 2022.
"A Stage-Based Identification of Policy Effects,"
PIER Working Paper Archive
22-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulà lia-Llopis, 2023. "Stage-Based Identification of Policy Effects," Working Papers 2023-026, Human Capital and Economic Opportunity Working Group.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2022. "A Stage-Based Identification of Policy Effects," Working Papers 1369, Barcelona School of Economics.
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"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
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- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Sofya Kolesnik & Elizaveta Dobronravova, 2022. "Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 3-22, March.
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"Nonlinear modal regression for dependent data with application for predicting COVID‐19,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1424-1453, July.
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- Ioanna C. Bardakas, 2022. "Energy consumption by energy type and exports of goods in Greece: a comparative analysis in relation to the euro area," Economic Bulletin, Bank of Greece, issue 56, pages 75-92, December.
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"Locally- but not globally-identified SVARs,"
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CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Identification and estimation of categorical random coefficient models,"
Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
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- Paolo Brunori & Pedro Salas-Rojo & Paolo Verme, 2022. "Estimating Inequality with Missing Incomes," Working Papers 616, ECINEQ, Society for the Study of Economic Inequality.
- Paolo Brunori & Pedro Salas-Rojo & Paolo Verme, 2022. "Estimating Inequality with Missing Incomes," Working Papers - Economics wp2022_19.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
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- Fatma Unlu, 2022. "The Effects of Information and Communication Technologies on Labor Productivity and Employment in Turkiye: The ARDL Bounds Test Approach," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 725-751, December.
- Margherita Fort & Andrea Ichino & Enrico Rettore & Giulio Zanella, 2022.
"Multicutoff RD designs with observations located at each cutoff: problems and solutions,"
FBK-IRVAPP Working Papers
2022-01, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
- Fort, Margherita & Ichino, Andrea & Rettore, Enrico & Zanella, Giulio, 2022. "Multi-Cutoff RD Designs with Observations Located at Each Cutoff: Problems and Solutions," IZA Discussion Papers 15051, Institute of Labor Economics (IZA).
- Margherita Fort & Andrea Ichino & Enrico Rettore & Giulio Zanella, 2022. "Multi-cutoff RD designs with observations located at each cutoff: problems and solutions," "Marco Fanno" Working Papers 0278, Dipartimento di Scienze Economiche "Marco Fanno".
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- Samuel Tolasa & Sisay Tolla Whakeshum & Negese Tamirat Mulatu, 2022. "Macroeconomic Determinants of Inflation in Ethiopia: ARDL Approach to Cointegration," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 8(1), pages 96-120.
- Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan, 2023.
"On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates,"
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- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2022. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," NBER Working Papers 29635, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates," PIER Working Paper Archive 21-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Working Papers 21-06, Federal Reserve Bank of Philadelphia.
- Fan Yang & Yi Qian & Hui Xie, 2022. "Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach," NBER Working Papers 29708, National Bureau of Economic Research, Inc.
- Yi Qian & Hui Xie & Anthony Koschmann, 2022. "Should Copula Endogeneity Correction Include Generated Regressors for Higher-order Terms? No, It Hurts," NBER Working Papers 29978, National Bureau of Economic Research, Inc.
- Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2022. "Weighted-Average Quantile Regression," NBER Working Papers 30014, National Bureau of Economic Research, Inc.
- Takanori Ida & Takunori Ishihara & Koichiro Ito & Daido Kido & Toru Kitagawa & Shosei Sakaguchi & Shusaku Sasaki, 2022.
"Choosing Who Chooses: Selection-Driven Targeting in Energy Rebate Programs,"
NBER Working Papers
30469, National Bureau of Economic Research, Inc.
- IDA Takanori & ISHIHARA Takunori & ITO Koichiro & KIDO Daido & KITAGAWA Toru & SAKAGUCHI Shosei & SASAKI Shusaku, 2023. "Choosing Who Chooses: Selection-driven targeting in energy rebate programs," Discussion papers 23011, Research Institute of Economy, Trade and Industry (RIETI).
- Childers, David & Fernández-Villaverde, Jesús & Perla, Jesse & Rackauckas, Chris & Wu, Peifan, 2022.
"Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation,"
CEPR Discussion Papers
17576, C.E.P.R. Discussion Papers.
- David Childers & Jesús Fernández-Villaverde & Jesse Perla & Christopher Rackauckas & Peifan Wu, 2022. "Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation," NBER Working Papers 30573, National Bureau of Economic Research, Inc.
- Davis, E Philip & Ali Abdilahi, Ridwa, 2022. "Econometric Analysis of the Determinants of Bank Profitability in Three Major African Counties: Kenya, Nigeria and South Africa," National Institute of Economic and Social Research (NIESR) Discussion Papers 536, National Institute of Economic and Social Research.
- Galya Mancheva, 2022. "The Effects of Democratization On Economy: The Case Study of the Western Balkans," Godishnik na UNSS, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 39-46, December.
- Seyed Reza & Catherine Beaudry, 2022. "Does Experiencing International Research Collaboration Permanently Affect the Impact of Scientific Production? Evidence from Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 31(3), pages 251-271.
- Genaro Sucarrat & Steffen Grønneberg, 2022. "Risk Estimation with a Time-Varying Probability of Zero Returns [On the Coherence of Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, vol. 20(2), pages 278-309.
- Moreno García, Roberto René & Parra Pérez, Katia María & Moreno Parra, Rodolfo Roberto & Pacheco Feria, Ulises & Nieto Columbié, José Daniel & Soulary Carracedo, Víctor Salvador & Piedra-Muñoz, Laura , 2022. "Balance sectorial utilizando modelos matemáticos. Aplicación en Cuba [Sectorial balance using mathematical models. Application in Cuba]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 155-176, December.
- Margherita Fort & Andrea Ichino & Enrico Rettore & Giulio Zanella, 2022.
"Multicutoff RD designs with observations located at each cutoff: problems and solutions,"
FBK-IRVAPP Working Papers
2022-01, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
- Margherita Fort & Andrea Ichino & Enrico Rettore & Giulio Zanella, 2022. "Multi-cutoff RD designs with observations located at each cutoff: problems and solutions," "Marco Fanno" Working Papers 0278, Dipartimento di Scienze Economiche "Marco Fanno".
- Fort, Margherita & Ichino, Andrea & Rettore, Enrico & Zanella, Giulio, 2022. "Multi-Cutoff RD Designs with Observations Located at Each Cutoff: Problems and Solutions," IZA Discussion Papers 15051, Institute of Labor Economics (IZA).
- Fort, Margherita & Ichino, Andrea & Rettore, Enrico & Zanella, Giulio, 2022. "Multi-cutoff RD designs with observations located at each cutoff: problems and solutions," CEPR Discussion Papers 16974, C.E.P.R. Discussion Papers.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2022.
"A Stage-Based Identification of Policy Effects,"
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- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2023. "Stage-Based Identification of Policy Effects," CESifo Working Paper Series 10722, CESifo.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulà lia-Llopis, 2023. "Stage-Based Identification of Policy Effects," Working Papers 2023-026, Human Capital and Economic Opportunity Working Group.
- Christian Aleman & Christopher Busch & Alexander Ludwig & Raul Santaeulalia-Llopis, 2022. "A Stage-Based Identification of Policy Effects," PIER Working Paper Archive 22-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Alemán, Christian & Busch, Christopher & Ludwig, Alexander & Santaeulàlia-Llopis, Raül, 2023. "Stage-based identification of policy effects," SAFE Working Paper Series 404, Leibniz Institute for Financial Research SAFE.
- Sanjeev Parmanand, 2022. "The impact of Philippine monetary policy on domestic prices and output: evaluating the country’s transmission channels," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 59(1), pages 46-76, June.
- Aknouche, Abdelhakim & Scotto, Manuel, 2022. "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper 112475, University Library of Munich, Germany.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, vol. 213(C).
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
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"Market-Based Asset Price Probability,"
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- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Massaro, Alessandro & Giardinelli, Vito O. M. & Cosoli, Gabriele & Magaletti, Nicola & Leogrande, Angelo, 2022. "The Prediction of Hypertension Risk," MPRA Paper 113242, University Library of Munich, Germany.
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"Structural transformation path across Indian states: Findings from panel data analyses,"
American Journal of Social Sciences and Humanities, Online Science Publishing, vol. 8(1), pages 89-112.
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- Victor Olkhov, 2022.
"Market-Based Asset Price Probability,"
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- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Rodríguez Núñez, Juan Bautista, 2022. "Pobreza e informalidad, ¿un dilema de causalidad reversa en la República Dominicana? [Poverty and informality, a reverse causality dilemma in the Dominican Republic?]," MPRA Paper 115642, University Library of Munich, Germany, revised 10 Jul 2022.
- Jadidzadeh, Ali, 2022. "An Application of Smooth Transition Regression Models to Homeless Research," MPRA Paper 116356, University Library of Munich, Germany.
- Peter Tóth & Andrea Tkáčová & Katarína Muľová, 2022. "Redistributive Policies of EU Member Countries in the Context of Welfare Regimes," Prague Economic Papers, Prague University of Economics and Business, vol. 2022(2), pages 119-142.
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- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, vol. 213(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
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- Kuznetsova, Mariya (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена) & Shilov, Kirill (Шилов, Кирилл), 2022. "Factor models of cryptocurrency return within homogeneous groups [Факторные Модели Доходности Однородных Групп Криптовалют]," Working Papers w20220112, Russian Presidential Academy of National Economy and Public Administration.
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- Jin Guo & Hanqiao Yang, 2022. "CDMs’ effect on environmentally sensitive productivity: evidence from Chinese provinces," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 401-422, December.
- Chu Wei & Ying Xu & Chuan-Zhong Li, 2022. "Recent advances in China’s sustainable transition studies," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 279-286, December.
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"Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach,"
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- Ali Maâlej, 2022. "The role of entrepreneurship and innovation in the environmental and economic dimensions of growth," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 4(2), pages 85-95, June.
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"Classification of flash crashes using the Hawkes(p,q) framework,"
Quantitative Finance, Taylor & Francis Journals, vol. 22(2), pages 213-240, February.
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"Default count-based network models for credit contagion,"
Journal of the Operational Research Society, Taylor & Francis Journals, vol. 73(1), pages 139-152, January.
- Arianna Agosto & Daniel Felix Ahelegbey, 2020. "Default count-based network models for credit contagion," DEM Working Papers Series 180, University of Pavia, Department of Economics and Management.
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"Nonlinear modal regression for dependent data with application for predicting COVID‐19,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1424-1453, July.
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"Semiparametric partially linear varying coefficient modal regression,"
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- Justin Dang & Aman Ullah, 2022. "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers 202303, University of California at Riverside, Department of Economics, revised Mar 2023.
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- Thijs ten Raa, 2022. "Shaking up Measures of Consumer Economic Well-being," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12656, August.
- Graham L Giller, 2022. "Adventures in Financial Data Science:The Empirical Properties of Financial and Economic Data," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12678, August.
- Hrishikesh D Vinod, 2022. "Hands-on Intermediate Econometrics Using R:Templates for Learning Quantitative Methods and R Software," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12831, August.
- Graham L. Giller, 2022. "Biography and Beginnings," World Scientific Book Chapters, in: Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, chapter 1, pages 1-30, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2022. "Financial Data," World Scientific Book Chapters, in: Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, chapter 2, pages 31-139, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2022. "Economic Data and Other Time-Series Analysis," World Scientific Book Chapters, in: Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, chapter 3, pages 141-225, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2022. "Politics, Schools, Public Health, and Language," World Scientific Book Chapters, in: Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, chapter 4, pages 227-284, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2022. "Demographics and Survey Research," World Scientific Book Chapters, in: Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, chapter 5, pages 285-346, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2022. "Coronavirus," World Scientific Book Chapters, in: Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, chapter 6, pages 347-394, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2022. "Theory," World Scientific Book Chapters, in: Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, chapter 7, pages 395-447, World Scientific Publishing Co. Pte. Ltd..
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
Economics Letters, Elsevier, vol. 213(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
- Cabanillas-Jiménez, Guillermo & Galanakis, Yannis, 2022. "The varying impact of COVID-19 in the Spanish Labor Market," GLO Discussion Paper Series 1104, Global Labor Organization (GLO).
- Dilger, Alexander, 2022. "Der Zufall in den Wirtschaftswissenschaften," Discussion Papers of the Institute for Organisational Economics 5/2022, University of Münster, Institute for Organisational Economics.
- Guoyong Wu & Noman Riaz & Waseem Akram, 2022. "Utilization Of Agricultural Water And Economic Growth," Food and Agri Economics Review (FAER), Zibeline International Publishing, vol. 2(1), pages 18-21, February.
- Janusz Opi³a, 2022. "On Employing of Extended Characteristic Surface Model for Forecasting of Demand in Tourism," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 20(5), pages 621-639.
2021
- Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021. "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
- Zubair Hasan, 2021. "Islamic Economics: Morality, Rationality, and Research الاقتصاد الإسلامي: الأخلاق والعقلانية والبحث," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 34(2), pages 111-120, July.
- Ofori, Isaac Kwesi, 2021.
"Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning,"
EconStor Preprints
235482, ZBW - Leibniz Information Centre for Economics.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
- Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
- Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021.
"What Drives Financial Sector Development in Africa? Insights from Machine Learning,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
- Ivan Korolev, 2021. "How Could Russia Have Developed without the Revolution of 1917?," Annals of Economics and Statistics, GENES, issue 144, pages 75-112.
- Guido W. Imbens, 2021. "Statistical Significance, p-Values, and the Reporting of Uncertainty," Journal of Economic Perspectives, American Economic Association, vol. 35(3), pages 157-174, Summer.
- Claude Diebolt, 2021.
"Trend, Cycles and Chance,"
Working Papers of BETA
2021-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Claude Diebolt, 2021. "Trend, Cycles and Chance," Working Papers 05-21, Association Française de Cliométrie (AFC).
- Rafael Moraes de Sousa & Karina Palmieri de Almeida, 2021. "Internal And External Obstacles To The Growth And Performance Of The Brazilian Industry - An Analysis Based On Ardl Cointegration Models From 2006 To 2018," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 18(1), pages 115-142, January-J.
- AlÃcia Cechin & Carlos A. Charris & Fernanda Aparecida Silva, 2021. "The Effects Of Terrorism On Trade Between Brazil And Its Main Commercial Partners," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 18(2), pages 34-59, July-Dece.
- Ofori, Isaac Kwesi, 2021.
"Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning,"
EconStor Preprints
235482, ZBW - Leibniz Information Centre for Economics.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
- Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
- Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021.
"What Drives Financial Sector Development in Africa? Insights from Machine Learning,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
- Alibey Kudar, 2021. "Türk Savunma Sanayi Firmalarında İhracat, Satış Hasılatı ve Ar-Ge Harcamaları Arasındaki Nedensellik İlişkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(SI), pages 157-171.
- Léopold Simar & Paul W. Wilson, 2023.
"Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1391-1403, October.
- Simar, Léopold & Wilson, Paul, 2021. "Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs," LIDAM Discussion Papers ISBA 2021003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mouchart, Michel & Orsi, Renzo & Russo, Federica & Wunsch, Guillaume, 2020.
"Time and Causality in the Social Sciences,"
LIDAM Discussion Papers ISBA
2020022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Wunsch, Guillaume & Russo, Federica & Mouchart, Michel & Orsi, Renzo, 2021. "Time and causality in the social sciences," LIDAM Reprints ISBA 2021052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Guillaume Wunsch & Federica Russo & Michel Mouchart & Renzo Orsi, 2020. "Time and Causality in the Social Sciences," Working Papers wp1155, Dipartimento Scienze Economiche, Universita' di Bologna.
- Mile Bošnjak, 2021. "Asymmetric and nonlinear dynamics in trade flows sustainability: Serbia and Romania," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 71(1), pages 161-180, March.
- Ural Gökay Çiçekli & İnanç Kabasakal, 2021. "Market Basket Analysis of Basket Data with Demographics: A Case Study in E-Retailing," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 1-12, June.
- Fatih Çemrek & Hüseyin Naci Bayraç, 2021. "The Econometric Analysis of the Relationship Between Oil Price, Economic Growth and Export In OPEC Countries," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 111-124, June.
- Aynur İncekırık & Öznur İşçi Güneri & Burcu Durmuş, 2021. "Classification of Cancer Types by Cluster Analysis Methods," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 125-142, June.
- Çiğdem Yılmaz Özsoy, 2021. "The Impacts of Central Bank Indicators on Commodity Prices: An Application of ARDL Bounds Test," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 13-24, June.
- Veli Rıza Kalfa & Burak Arslan & İrfan Ertuğrul, 2021. "Determining the Factors Affecting the Market Clearing Price by Using Multiple Linear Regression Method," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 35-48, June.
- Kenan Kafkas & Nazım Ziya Perdahçı & Mehmet Nazif Aydın, 2021. "Ground Truth in Network Communities and Metadata-Aware Community Detection: A Case of School Friendship Network," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 49-62, June.
- Muhammet Enes Akpınar & Mehmet Ali Ilgın & Hüseyin Aktaş, 2021. "Disassembly Line Balancing by Using Simulation Optimization," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 63-84, June.
- Ahmet Bahadır Şimşek & Seher Merdane & Aydanur Belindir & Ayşenur Akbaş, 2021. "Pharmacy Duty Scheduling Problem: Gumushane Case," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 85-98, June.
- Eda Fendoğlu, 2021. "Stationarity Test of Renewable Energy Consumption with Fractional Frequency Fourier Unit Root Test: Evidence from BRICS-T Countries," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(1), pages 99-110, June.
- Jianqing Fan & Kunpeng Li & Yuan Liao, 2021. "Recent Developments in Factor Models and Applications in Econometric Learning," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 401-430, November.
- Han-Sol Lee & Yury N. Moseykin & Sergey U. Chernikov, 2021. "Sustainable relationship between FDI, R&D, and CO 2 emissions in emerging markets: An empirical analysis of BRICS countries," Russian Journal of Economics, ARPHA Platform, vol. 7(4), pages 297-312, December.
- Bang, Minji & Gao, Wayne Yuan & Postlewaite, Andrew & Sieg, Holger, 2023.
"Using monotonicity restrictions to identify models with partially latent covariates,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 892-921.
- Minji Bang & Wayne Gao & Andrew Postlewaite & Holger Sieg, 2021. "Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates," NBER Working Papers 28436, National Bureau of Economic Research, Inc.
- Minji Bang & Wayne Yuan Gao & Andrew Postlewaite & Holger Sieg, 2021. "Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates," Papers 2101.05847, arXiv.org, revised Jun 2022.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2021.
"Difference-in-Differences with a Continuous Treatment,"
Papers
2107.02637, arXiv.org, revised Jan 2024.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Difference-in-differences with a Continuous Treatment," NBER Working Papers 32117, National Bureau of Economic Research, Inc.
- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021.
"Dynamic Games in Empirical Industrial Organization,"
NBER Working Papers
29291, National Bureau of Economic Research, Inc.
- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," Papers 2109.01725, arXiv.org, revised Sep 2021.
- Aguirregabiria, Victor & Collard-Wexler, Allan & Ryan, Stephen, 2021. "Dynamic Games in Empirical Industrial Organization," CEPR Discussion Papers 16514, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," Working Papers tecipa-706, University of Toronto, Department of Economics.
- Athey, Susan & Bickel, Peter J. & Chen, Aiyou & Imbens, Guido W. & Pollmann, Michael, 2021.
"Semiparametric Estimation of Treatment Effects in Randomized Experiments,"
Research Papers
3986, Stanford University, Graduate School of Business.
- Susan Athey & Peter J. Bickel & Aiyou Chen & Guido W. Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Papers 2109.02603, arXiv.org, revised Aug 2023.
- Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers 29242, National Bureau of Economic Research, Inc.
- Anirut Pisedtasalasai, 2021. "Hedging Stocks in Crises and Market Downturns with Gold and Bonds: Industry Analysis," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(1), pages 1-16, January.
- Edmund Ayesu & John O. Olaomi, 2021. "The Relationship Between Fiscal Deficit and Current Account Deficit in the Case of the West African Monetary Zone: A Bivariate DSEM/RDSEM Approach," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(7), pages 575-590, July.
- Neenu. C & T Mohamed Nishad, 2021. "Carbon Reduction and Sustainable Investment: A Way to Sustainable Development," Energy Economics Letters, Asian Economic and Social Society, vol. 8(2), pages 134-144, December.
- Marco R. Barassi & Gianluigi De Pascale & Raffaele Lagravinese, 2021. "Testing the law of one-price in the US gasoline market: a long memory approach," SERIES 03-2021, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2021.
- Ani Stoykova, 2021. "Effect of the Application of IFRS 15: Evidence from Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 174-188.
- Milian Bachem & Lerby Ergun & Casper de Vries, 2021. "Covariates Hiding in the Tails," Staff Working Papers 21-45, Bank of Canada.
- Alfonso Rosolia, 2021. "Does information about current inflation affect expectations and decisions? Another look at Italian firms," Temi di discussione (Economic working papers) 1353, Bank of Italy, Economic Research and International Relations Area.
- Hilal Mola & Muhammet Kutlu, 2021. "Kullanilmis Otomobil Fiyatlarini Etkileyen Faktörlerin Hedonik Fiyat Modeli Analizi Erzurum Ili Örnegi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 5(1), pages 37-54, August.
- Yasar Alptürk & Mert Baran Tunçel & Emin Hüseyin Çetenak & Ismail Bekçi, 2021. "Finansal Hizmetler Güven Endeksi ile BIST Sehir Endeksleri Arasındaki İliskinin Tespitine Yönelik Bir Arastırma," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 5(2), pages 271-293, December.
- Derya Nur Türkseven & Elveda Özdilek & Selahaddin Kutlar, 2021. "Dogrudan Yabancı Yatırım, Kredi Notu ve Ekonomik Büyüme Iliskisi: Türkiye Örnegi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 5(2), pages 371-401, December.
- TOACA Zinovia, 2021. "Economic Development Of The Republic Of Moldova Based On Remittances," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 73(3), pages 186-199, October.
- Munday, Tim & Brookes, James, 2021. "Mark my words: the transmission of central bank communication to the general public via the print media," Bank of England working papers 944, Bank of England.
- Hajdinjak Melita, 2021. "Functions with Linear Price Elasticity for Forecasting Demand and Supply," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(1), pages 149-168, January.
- Martínez Compains Jorge & Rodríguez Carreño Ignacio & Gençay Ramazan & Trani Tommaso & Ramos Vilardell Daniel, 2021. "Recovering cointegration via wavelets in the presence of non-linear patterns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(5), pages 255-265, December.
- Ben Jann, 2021. "Entropy balancing as an estimation command," University of Bern Social Sciences Working Papers 39, University of Bern, Department of Social Sciences, revised 16 Aug 2021.
- Guillermo David Hincapié Vélez, 2021. "Disparidades económicas y el rol del sistema vial. Evidencia para Antioquia, Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 40(83), pages 483-513, August.
- José Gabriel Castillo & Donald Zhangallimbay, 2021. "Las preferencias individuales y sus determinantes. Un análisis de las preferencias sobre el riesgo y el tiempo," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 40(83), pages 515-556, August.
- Luis Eduardo Castellanos Rodríguez & Juan David Diaz Ipuz & Cristian Camilo Dueñas Ruiz & Andrés Felipe León Donato, 2021. "Efecto Fisher y modelo de corrección de errores en Colombia, 1991-2020," Econógrafos, Escuela de Economía 19244, Universidad Nacional de Colombia, FCE, CID.
- Osorio-Andrade, Carlos Fernando & Rodríguez-Orejuela, Augusto & Moreno-Betancourt, Fernando, 2021. "Efectos de las características de videos en YouTube que aumentan su popularidad: un análisis empírico," Revista Tendencias, Universidad de Narino, vol. 22(1), pages 18-38, January.
- Cancino, Susan & Escalante, Giovanni Orlando Cancino, 2021. "Aplicación del modelo de ajuste parcial nerloviano para estimar la elasticidad de la oferta de plátano en Colombia," Revista Tendencias, Universidad de Narino, vol. 22(2), pages 57-75, July.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022.
"Nowcasting with large Bayesian vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
- Alfredo R. Anaya Narváez & Jhon William Pinedo López & Carmen Lora Ochoa, 2021. "Causas de la informalidad laboral en Montería, Colombia. Un modelo econométrico Probit," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 44(124), pages 23-32, Enero.
- Rémi Odry & Roman Mestre, 2021.
"Monetary Policy and Business Cycle Synchronization in Europe,"
Working Papers
hal-04159759, HAL.
- Rémi Odry & Roman Mestre, 2021. "Monetary Policy and Business Cycle Synchronization in Europe," EconomiX Working Papers 2021-19, University of Paris Nanterre, EconomiX.
- Barigozzi, Matteo & Hallin, Marc & Luciani, Matteo & Zaffaroni, Paolo, 2024.
"Inferential theory for generalized dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 239(2).
- Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni, 2021. "Inferential Theory for Generalized Dynamic Factor Models," Working Papers ECARES 2021-20, ULB -- Universite Libre de Bruxelles.
- Susan Athey & Peter J. Bickel & Aiyou Chen & Guido W. Imbens & Michael Pollmann, 2021.
"Semiparametric Estimation of Treatment Effects in Randomized Experiments,"
Papers
2109.02603, arXiv.org, revised Aug 2023.
- Athey, Susan & Bickel, Peter J. & Chen, Aiyou & Imbens, Guido W. & Pollmann, Michael, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Research Papers 3986, Stanford University, Graduate School of Business.
- Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers 29242, National Bureau of Economic Research, Inc.
- Rachid Hafsi & Abdelghafour Dadene & Abdelhak Guennoun, 2021. "The Relation between Economic Growth and Oil Production in the Gulf Cooperation Countries: Panel ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 301-307.
- Kornkamol Laung-Iem & Prapita Thanarak, 2021. "Forecasting of Biodiesel Prices in Thailand using Time Series Decomposition Method for Long Term from 2017 to 2036," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 593-600.
- Zeravan Abdulmuhsen Asaad, 2021. "Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 562-571.
- Emrah Be e & Haven Swint Friday & Cihan zden, 2021. "Is India Financing Its Emissions Through External Debt?," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 170-179.
- Abubakar Mohammed Atiku & Suraya Ismail & Ali Umar Ahmad, 2021. "Energy Trade Amidst Sustainable Economic Growth in Regional Cooperation of West African States: Fresh Evidence from Panel CS-ARDL," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 262-269.
- Yusuf Opeyemi Akinwale, 2021. "Energy Consumption, Trade Openness and Economic Growth: Empirical Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 373-380.
- Mandikiana, Brian W., 2021. "Choice and expenditure: A double hurdle model of private tutoring in Qatar," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 1-15.
- Amendolagine, Vito & De Pascale, Gianluigi & Faccilongo, Nicola, 2021. "International capital mobility and corporate tax revenues: How do controlled foreign company rules and innovation shape this relationship?," Economic Modelling, Elsevier, vol. 101(C).
- Mnasri, Ayman & Nechi, Salem, 2021. "New nonlinear estimators of the gravity equation," Economic Modelling, Elsevier, vol. 95(C), pages 192-202.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2021.
"Inference on time-invariant variables using panel data: A pretest estimator,"
Economic Modelling, Elsevier, vol. 97(C), pages 157-166.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Inference on time-invariant variables using panel data: a pretest estimator," Working Papers halshs-03059883, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers halshs-01719835, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: A pretest estimator," PSE-Ecole d'économie de Paris (Postprint) halshs-03672612, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers halshs-03059883, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: A pretest estimator," Post-Print halshs-03672612, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: a pretest estimator," Working Papers halshs-01719835, HAL.
- Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021.
"Network VAR models to measure financial contagion,"
The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem, 2020. "Network VAR models to Measure Financial Contagion," DEM Working Papers Series 178, University of Pavia, Department of Economics and Management.
- Tan, Chia-Yen & Koh, You-Beng & Ng, Kok-Haur & Ng, Kooi-Huat, 2021. "Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Vukovic, Darko B. & Lapshina, Kseniya A. & Maiti, Moinak, 2021. "Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
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"Do trade agreements contribute to the decline in labor share? Evidence from Latin American countries,"
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"Inference in ordered response games with complete information,"
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- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers 36/14, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Riaan De Jongh & Helgard Raubenheimer & Mentje Gericke, 2021. "Construction of Forward-Looking Distributions Using Limited Historical Data and Scenario Assessments," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
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- Sureyya Dal, 2021. "More Credits, Less Cash: A Panel Cointegration Approach," Chapters, in: Mehmet Kenan Terzioglu & Gordana Djurovic & Martin M. Bojaj (ed.), Linear and Non-Linear Financial Econometrics -Theory and Practice, IntechOpen.
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"Give it Another Shot: Startup Experience and the Mobilization of Human Resources in New Ventures,"
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11-2021, Copenhagen Business School, Department of Economics.
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- Pradeep K. Chintagunta, 2021. "Comments on “Counterfactual Inference for Consumer Choice Across Many Product Categories”," Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 411-415, December.
- Weshah Razzak, 2021. "The Economics of Global Warming 1959-2020," Discussion Papers 2103, School of Economics and Finance, Massey University, New Zealand.
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"Using monotonicity restrictions to identify models with partially latent covariates,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 892-921.
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"Valid t-Ratio Inference for IV,"
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"Semiparametric Estimation of Treatment Effects in Randomized Experiments,"
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"Fragile Algorithms and Fallible Decision-Makers: Lessons from the Justice System,"
Journal of Economic Perspectives, American Economic Association, vol. 35(4), pages 71-96, Fall.
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"Dynamic Games in Empirical Industrial Organization,"
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- Galya Mancheva, 2021. "Correlation Between Democratization and GDP Growth in the Western Balkans Countries," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 125-136, April.
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"Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments,"
The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 1-39.
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"Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management,"
Journal of Financial Econometrics, Oxford University Press, vol. 19(4), pages 707-745.
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- Ciftci, Muhsin, 2021. "Uneven Consequences of Coronavirus Pandemic: Evidence from a Real Time Survey," MPRA Paper 107842, University Library of Munich, Germany.
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"Financial Stress and Effect on Real Economy: Turkish Experience,"
Politická ekonomie, Prague University of Economics and Business, vol. 2023(1), pages 46-67.
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- Obregon, Carlos, 2021. "Today’s Problems: In The Minds of The Great Economists," MPRA Paper 122464, University Library of Munich, Germany.
- Monika Daňová & Ivana Kravčáková Vozárová, 2021. "Kvantifikácia vplyvu zmien a zdrojov hospodárskeho rastu na elasticitu trhu práce v krajinách Európskej únie [Quantification of Effect of Changes and Sources of Economic Growth on Labour Market Ela," Politická ekonomie, Prague University of Economics and Business, vol. 2021(6), pages 669-688.
- Lukáš Fiala, 2021. "Modelling of mortgage debt´s determinants: the case of the Czech Republic," FFA Working Papers 4.002, Prague University of Economics and Business, revised 15 Jan 2022.
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"SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?,"
AEA Papers and Proceedings, American Economic Association, vol. 112, pages 481-485, May.
- José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021. "SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?," Working Papers 2021-24, Princeton University. Economics Department..
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2022.
"Valid t-Ratio Inference for IV,"
American Economic Review, American Economic Association, vol. 112(10), pages 3260-3290, October.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2020. "Valid t-ratio Inference for IV," Papers 2010.05058, arXiv.org.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," Working Papers 2021-69, Princeton University. Economics Department..
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," NBER Working Papers 29124, National Bureau of Economic Research, Inc.
- Chelsea Gray & Kirstine Hansen, 2021. "Did the first Covid-19 national lockdown lead to an increase in domestic abuse in London?," DoQSS Working Papers 21-27, Quantitative Social Science - UCL Social Research Institute, University College London.
- ÇALIŞCİ, Sevgi & KARATAY GÖĞÜL, Pelin, 2021. "An Application on the Causality Relationship Between Exchange Rate and Industrial Production (2005-2019)," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(2), pages 1-25, December.
- Caraguay, Leidy & López-Sánchez, Michelle, 2021. "El papel del consumo de energías renovables sobre los gases de efecto invernadero a nivel global: Análisis econométrico de datos de panel," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 9(1), pages 61-72, Enero.
- Sarango, Dina, 2021. "Influencia de la tasa de interés sobre la inversión extranjera directa, durante el periodo 1990-2016: un análisis de cointegración a nivel global," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 9(2), pages 55-65, Julio.
- Maxir, Henrique dos Santos & Galvão, Maria Cristina & Costa, Rayssa Alexandre & Silveira, Iara Maria da & Almeida, Alexandre Nunes de, 2021. "Assessing the Effects of the Green-Blue Municipality Program on Human Health in the State of São Paulo, Brazil," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 15(1), pages 57-97.
- Melnic Georgeta, PhD & -, 2021. "The impact of financial management on target setting and achieving financial goals in modern companies," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 10(2), pages 1-11, August.
- Alina Goergeta Ailinca, PhD & -, 2021. "Correlations Between The Poverty Indicators Of The Sdgs And The Evolution Of Economic Growth In The Pre-Pandemic Period 2009-2019 In The Eu27," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 10(2), pages 1-14, August.
- Sara C. Santos Cruz & Aurora A. C. Teixeira, 2021. "Spatial analysis of new firm formation in creative industries before and during the world economic crisis," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 67(2), pages 385-413, October.
- Alla Petukhina & Erin Sprünken, 2021. "Evaluation of multi-asset investment strategies with digital assets," Digital Finance, Springer, vol. 3(1), pages 45-79, March.
- Aman Ullah & Tao Wang & Weixin Yao, 2021.
"Modal regression for fixed effects panel data,"
Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
- Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
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- Lukas Dargel, 2021. "Revisiting estimation methods for spatial econometric interaction models," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-41, December.
- Charles Olivier Mao Takongmo & Laetitia Lebihan, 2021.
"Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 139-160, March.
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"Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States,"
Energy Economics, Elsevier, vol. 110(C).
- Berner, Anne & Bruns, Stephan B. & Moneta, Alessio & Stern, David I., 2021. "Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States," University of Göttingen Working Papers in Economics 422, University of Goettingen, Department of Economics.
- Anne Berner & Stephan Bruns & Alessio Moneta & David I. Stern, 2021. "Do Energy Efficiency Improvements Reduce Energy Use? Empirical Evidence on the Economy-Wide Rebound Effect in Europe and the United States," LEM Papers Series 2021/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Deniz Dutz & Ingrid Huitfeldt & Santiago Lacouture & Magne Mogstad & Alexander Torgovitsky & Winnie van Dijk, 2021.
"Selection in Surveys,"
NBER Working Papers
29549, National Bureau of Economic Research, Inc.
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"Matrix Completion Methods for Causal Panel Data Models,"
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"Fitting Vast Dimensional Time-Varying Covariance Models,"
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"Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(5), pages 729-752, May.
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"Relative distribution analysis in Stata,"
Stata Journal, StataCorp LP, vol. 21(4), pages 885-951, December.
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- Ben Jann, 2021.
"Relative distribution analysis in Stata,"
Stata Journal, StataCorp LP, vol. 21(4), pages 885-951, December.
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"Machine-Learning-Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting,"
JRFM, MDPI, vol. 15(1), pages 1-12, January.
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"Do trade agreements contribute to the decline in labor share? Evidence from Latin American countries,"
World Development, Elsevier, vol. 177(C).
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"Trend, Cycles and Chance,"
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"A study on volatility spurious almost integration effect: A threshold realized GARCH approach,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4104-4126, July.
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- Pham-Gia Thu, 2021. "Review," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
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- Pham-Gia Thu, 2021. "Probability, Historical Survey, and Discussion," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 8, pages 247-272, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Normal Theory in Rp," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 9, pages 273-310, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Some Applications of the Multivariate Normal Distribution in Science and Engineering," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 10, pages 311-345, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Functions of Matrices and Jacobians of Transformations," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 11, pages 347-376, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Matrix Variate Distributions," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 12, pages 377-398, World Scientific Publishing Co. Pte. Ltd..
- Pham-Gia Thu, 2021. "Complements and Supplementary Information," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 13, pages 399-435, World Scientific Publishing Co. Pte. Ltd..
- Bichler, Shimshon & Nitzan, Jonathan, 2021.
"The 1-2-3 Toolbox of Mainstream Economics: Promising Everything, Delivering Nothing,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 98, pages 23-48.
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- Berner, Anne & Bruns, Stephan & Moneta, Alessio & Stern, David I., 2022.
"Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States,"
Energy Economics, Elsevier, vol. 110(C).
- Anne Berner & Stephan Bruns & Alessio Moneta & David I. Stern, 2021. "Do Energy Efficiency Improvements Reduce Energy Use? Empirical Evidence on the Economy-Wide Rebound Effect in Europe and the United States," LEM Papers Series 2021/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Berner, Anne & Bruns, Stephan B. & Moneta, Alessio & Stern, David I., 2021. "Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States," University of Göttingen Working Papers in Economics 422, University of Goettingen, Department of Economics.
- Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021.
"What Drives Financial Sector Development in Africa? Insights from Machine Learning,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
- Isaac K. Ofori, 2021.
"Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning,"
Working Papers of the African Governance and Development Institute.
21/044, African Governance and Development Institute..
- Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
- Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
2020
- Adrian Mendieta-Aragon & Teresa Garin-Munoz, 2020. "Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 110-141, September.
- Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
- Christian Gourieroux & Joann Jasiak, 2020. "Analysis of Virus Transmission: A Stochastic Transition Model Representation of Epidemiological Models," Annals of Economics and Statistics, GENES, issue 140, pages 1-26.
- Adrian Mendieta-Aragon & Teresa Garin-Munoz, 2020.
"Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 110-141, September.
- Adrian Mendieta-Aragon & Teresa Garin-Munoz, 2020. "Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 110-141, September.
- Mücahit Aydın, 2020. "Askeri Harcamalar, Ekonomik Büyüme ve Çevre Kirliliği Arasındaki İlişki: Türkiye İçin Yapısal Kırılmalı Nedensellik Testinden Kanıtlar," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(2), pages 261-275.
- M. Mouchart & R. Orsi & G. Wunsch, 2020.
"Causality in Econometric Modeling. From Theory to Structural Causal Modeling,"
Working Papers
wp1143, Dipartimento Scienze Economiche, Universita' di Bologna.
- Orsi, Renzo & Mouchart, Michel & Wunsch, Guillaume, 2022. "Causality in Econometric Modeling : From Theory to Structural Causal Modeling," LIDAM Reprints ISBA 2022024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers ISBA 2020021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers CORE 2020003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Guillaume Wunsch & Federica Russo & Michel Mouchart & Renzo Orsi, 2020.
"Time and Causality in the Social Sciences,"
Working Papers
wp1155, Dipartimento Scienze Economiche, Universita' di Bologna.
- Wunsch, Guillaume & Russo, Federica & Mouchart, Michel & Orsi, Renzo, 2021. "Time and causality in the social sciences," LIDAM Reprints ISBA 2021052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mouchart, Michel & Orsi, Renzo & Russo, Federica & Wunsch, Guillaume, 2020. "Time and Causality in the Social Sciences," LIDAM Discussion Papers ISBA 2020022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jidapa Ungwanitban & Salah ud Din Taj, 2020. "Macroeconomic Determinants of Renewable Electricity Technology Adoption in Thailand," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 2(2), pages 99-111, June.
- Dimitris Korobilis, 2021.
"High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
- Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2022.
"Valid t-Ratio Inference for IV,"
American Economic Review, American Economic Association, vol. 112(10), pages 3260-3290, October.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2020. "Valid t-ratio Inference for IV," Papers 2010.05058, arXiv.org.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," Working Papers 2021-69, Princeton University. Economics Department..
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," NBER Working Papers 29124, National Bureau of Economic Research, Inc.
- Mazmira Adan & Saiful Izzuan Hussain & Humaida Banu Samsudin, 2020. "Understanding the Economic Linkages among Small and Medium Enterprises, Economic Growth, and Employees in Malaysia," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(11), pages 1309-1320, November.
- Tomader Gaber Elbasheer Elhassan, 2020. "The Asymmetric Impact of Trade Openness on Inflation in Sudan," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(12), pages 1396-1409, December.
- Gagandeep Singh & Geetika Madaan, 2020. "An Empirical Study of the Economic Status of Punjab Concerning India," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 10(2), pages 107-117, February.
- Gergana Dimitrova & Donka Keskinova, 2020. "Composite Indicators for the Evaluation of the Competitiveness of an Industrial Enterprise (The Case of the Wine Industry)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 74-91.
- Eliana R. González-Molano & Ramón Hernández-Ortega & Edgar Caicedo-García & Nicolás Martínez-Cortés & Jose Vicente Romero & Anderson Grajales-Olarte, 2020. "Nueva Clasificación del BANREP de la Canasta del IPC y revisión de las medidas de Inflación Básica en Colombia," Borradores de Economia 1122, Banco de la Republica de Colombia.
- Xavier Gabaix & Ralph S. J. Koijen, 2024.
"Granular Instrumental Variables,"
Journal of Political Economy, University of Chicago Press, vol. 132(7), pages 2274-2303.
- Koijen, Ralph & Gabaix, Xavier, 2020. "Granular Instrumental Variables," CEPR Discussion Papers 15531, C.E.P.R. Discussion Papers.
- Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," Working Papers 2020-177, Becker Friedman Institute for Research In Economics.
- Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," NBER Working Papers 28204, National Bureau of Economic Research, Inc.
- Mogstad, Magne & Torgovitsky, Alexander & Walters, Christopher R., 2024.
"Policy evaluation with multiple instrumental variables,"
Journal of Econometrics, Elsevier, vol. 243(1).
- Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020. "Policy Evaluation with Multiple Instrumental Variables," NBER Working Papers 27546, National Bureau of Economic Research, Inc.
- Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020. "Policy Evaluation with Multiple Instrumental Variables," Working Papers 2020-99, Becker Friedman Institute for Research In Economics.
- Levent Kaya, 2020. "Türkiye ile Secilmis Ulkeler Arasinda Tarimsal Katma Deger Yakinsamasi: Dogrusal ve Dogrusal Olmayan Birim Kok Testleri," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 4(2), pages 41-60, December.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020.
"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- BRAILA Alexandru & TOACA Zinovia, 2020. "Identification Of The Production Function By The Form Of The Marginal Characteristics, The Marginal Substitution Rate, The Elasticities And The Cost Function," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 8-18, November.
- MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020.
"Causality in econometric modeling. From theory to structural causal modeling,"
LIDAM Discussion Papers CORE
2020003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- M. Mouchart & R. Orsi & G. Wunsch, 2020. "Causality in Econometric Modeling. From Theory to Structural Causal Modeling," Working Papers wp1143, Dipartimento Scienze Economiche, Universita' di Bologna.
- Orsi, Renzo & Mouchart, Michel & Wunsch, Guillaume, 2022. "Causality in Econometric Modeling : From Theory to Structural Causal Modeling," LIDAM Reprints ISBA 2022024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers ISBA 2020021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mouchart, Michel & Orsi, Renzo & Russo, Federica & Wunsch, Guillaume, 2020.
"Time and Causality in the Social Sciences,"
LIDAM Discussion Papers ISBA
2020022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Wunsch, Guillaume & Russo, Federica & Mouchart, Michel & Orsi, Renzo, 2021. "Time and causality in the social sciences," LIDAM Reprints ISBA 2021052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Guillaume Wunsch & Federica Russo & Michel Mouchart & Renzo Orsi, 2020. "Time and Causality in the Social Sciences," Working Papers wp1155, Dipartimento Scienze Economiche, Universita' di Bologna.
- Ben Jann, 2020. "Influence functions continued. A framework for estimating standard errors in reweighting, matching, and regression adjustment," University of Bern Social Sciences Working Papers 35, University of Bern, Department of Social Sciences, revised 31 Aug 2020.
- Ben Jann, 2021.
"Relative distribution analysis in Stata,"
Stata Journal, StataCorp LP, vol. 21(4), pages 885-951, December.
- Ben Jann, 2020. "Relative distribution analysis in Stata," University of Bern Social Sciences Working Papers 37, University of Bern, Department of Social Sciences, revised 21 Jun 2021.
- Nessrine Omrani & Nicolas Soulié, 2020.
"Privacy Experience, Privacy Perception, Political Ideology and Online Privacy Concern: The Case of Data Collection in Europe,"
Revue d'économie industrielle, De Boeck Université, vol. 0(4), pages 217-255.
- Nessrine Omrani & Nicolas Soulié, 2020. "Privacy experience, privacy perception, political ideology and online privacy concern: the case of data collection in Europe [Problème de vie privée, perception de la vie privée, idéologie politiqu," Post-Print hal-03201939, HAL.
- Marin Drlje, 2020. "Identification of School Admission Effects Using Propensity Scores Based on a Matching Market Structure," CERGE-EI Working Papers wp658, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- J-C Gerlach & Dongshuai Zhao, CFA & Didier Sornette, 2020. "Forecasting Financial Crashes: A Dynamic Risk Management Approach," Swiss Finance Institute Research Paper Series 20-103, Swiss Finance Institute.
- Alexander Wehrli & Spencer Wheatley & Didier Sornette, 2021.
"Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(5), pages 729-752, May.
- Alexander Wehrli & Spencer Wheatley & Didier Sornette, 2020. "Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes," Swiss Finance Institute Research Paper Series 20-39, Swiss Finance Institute.
- Alexander Wehrli & Didier Sornette, 2022.
"Classification of flash crashes using the Hawkes(p,q) framework,"
Quantitative Finance, Taylor & Francis Journals, vol. 22(2), pages 213-240, February.
- Alexander Wehrli & Didier Sornette, 2020. "Classification of flash crashes using the Hawkes(p,q) framework," Swiss Finance Institute Research Paper Series 20-92, Swiss Finance Institute.
- Lucila Godínez Montoya & Esther Figueroa Hernández & Francisco Pérez Soto, 2020. "Modelo de ecuaciones simultáneas de la producción y exportación de automóviles ligeros de México (1999-2018)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 39(81), pages 975-999, July.
- Losada, Oscar Hernán Cerquera & Gómez, Víctor Hugo Pérez & Chavarro, Jakeline Sierra, 2020. "Análisis de la competitividad de las exportaciones del café del Huila," Revista Tendencias, Universidad de Narino, vol. 21(2), pages 19-44, July.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020.
"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020.
"The informativeness of estimation moments,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
- Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019. "The Informativeness of Estimation Moments," Papers 1907.02101, arXiv.org, revised Jan 2020.
- de Paula, Aureo, 2020. "The Informativeness of Estimation Moments," CEPR Discussion Papers 14298, C.E.P.R. Discussion Papers.
- Bo E. Honore & Thomas H. Jørgensen & Aureo de Paula, 2020. "The Informativeness of Estimation Moments," Working Papers 2020-70, Princeton University. Economics Department..
- Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2020. "The Informativeness of Estimation Moments," CeMMAP working papers CWP3/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xavier Gabaix & Ralph S. J. Koijen, 2024.
"Granular Instrumental Variables,"
Journal of Political Economy, University of Chicago Press, vol. 132(7), pages 2274-2303.
- Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," Working Papers 2020-177, Becker Friedman Institute for Research In Economics.
- Koijen, Ralph & Gabaix, Xavier, 2020. "Granular Instrumental Variables," CEPR Discussion Papers 15531, C.E.P.R. Discussion Papers.
- Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," NBER Working Papers 28204, National Bureau of Economic Research, Inc.
- Carlomagno Real, Guillermo & Espasa, Antoni, 2020. "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS 30899, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Berenguer-Rico, Vanessa & Nielsen, Bent, 2020. "Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions," Econometric Theory, Cambridge University Press, vol. 36(1), pages 1-47, February.
- Keating, Grant Bartlett, 2020. "An Empirical Analysis of the Effect of Sub-Divisions of American Viticultural Areas on Wine Prices: A Hedonic Study of Napa Valley," Journal of Wine Economics, Cambridge University Press, vol. 15(3), pages 312-329, August.
- Pilar Beneito & Pedro Javier Soria-Espín, 2020. "Month of birth and academic performance: differences by gender and educational stage," Discussion Papers in Economic Behaviour 0120, University of Valencia, ERI-CES.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022.
"Nowcasting with large Bayesian vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
- Zied Akrout, 2020. "Corruption and Economic Growth In Tunisia: Direct or Indirect Effects?," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 31-39.
- Hoang Phong Le & Ho Hoang Gia Bao, 2020. "Renewable and Nonrenewable Energy Consumption, Government Expenditure, Institution Quality, Financial Development, Trade Openness, and Sustainable Development in Latin America and Caribbean Emerging M," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 242-248.
- Han, Hyojin, 2020. "On the identification of models with conditional characteristic functions," Economics Letters, Elsevier, vol. 186(C).
- Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020.
"Identification and estimation in panel models with overspecified number of groups,"
Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
- Ruiqi Liu & Anton Schick & Zuofeng Shang & Yonghui Zhang & Qiankun Zhou, 2018. "Identification and estimation in panel models with overspecified number of groups," Departmental Working Papers 2018-03, Department of Economics, Louisiana State University.
- Davis, Richard A. & Song, Li, 2020. "Noncausal vector AR processes with application to economic time series," Journal of Econometrics, Elsevier, vol. 216(1), pages 246-267.
- Jun, Sung Jae & Pinkse, Joris, 2020. "Counterfactual prediction in complete information games: Point prediction under partial identification," Journal of Econometrics, Elsevier, vol. 216(2), pages 394-429.
- Dominicy, Yves & Heikkilä, Matias & Ilmonen, Pauliina & Veredas, David, 2020. "Flexible multivariate Hill estimators," Journal of Econometrics, Elsevier, vol. 217(2), pages 398-410.
- Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020.
"Testing distributional assumptions using a continuum of moments,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
- Dante Amengual & Marine Carrasco & Enrique Sentana, 2017. "Testing Distributional Assumptions Using a Continuum of Moments," Working Papers wp2017_1709, CEMFI.
- Hallin, Marc & La Vecchia, Davide, 2020.
"A Simple R-estimation method for semiparametric duration models,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 736-749.
- Marc Hallin & Davide La Vecchia, 2017. "A Simple R-Estimation Method for Semiparametric Duration Models," Working Papers ECARES ECARES 2017-01, ULB -- Universite Libre de Bruxelles.
- King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020.
"Hypothesis testing based on a vector of statistics,"
Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.
- Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
- Hlouskova, Jaroslava & Sögner, Leopold, 2020.
"GMM estimation of affine term structure models,"
Econometrics and Statistics, Elsevier, vol. 13(C), pages 2-15.
- Hlouskova, Jaroslava & Sögner, Leopold, 2015. "GMM Estimation of Affine Term Structure Models," Economics Series 315, Institute for Advanced Studies.
- Jaroslava Hlouskova & Leopold Sogner, 2015. "GMM Estimation of Affine Term Structure Models," Papers 1508.01661, arXiv.org.
- Zingbagba, Mark & Nunes, Rubens & Fadairo, Muriel, 2020. "The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo," Energy Economics, Elsevier, vol. 85(C).
- Tranberg, Bo & Hansen, Rasmus Thrane & Catania, Leopoldo, 2020. "Managing volumetric risk of long-term power purchase agreements," Energy Economics, Elsevier, vol. 85(C).
- Okorie, David Iheke & Lin, Boqiang, 2020. "Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy," Energy Economics, Elsevier, vol. 87(C).
- Llorca, Manuel & Rodriguez-Alvarez, Ana & Jamasb, Tooraj, 2020.
"Objective vs. subjective fuel poverty and self-assessed health,"
Energy Economics, Elsevier, vol. 87(C).
- Manuel Llorca & Ana Rodríguez-Álvarez & Tooraj Jamasb, 2018. "Objective vs. Subjective Fuel Poverty and Self-Assessed Health," Working Papers EPRG 1823, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Llorca, M. & Rodriguez-Alvarez, A. & Jamasb, T., 2018. "Objective vs. Subjective Fuel Poverty and Self-Assessed Health," Cambridge Working Papers in Economics 1843, Faculty of Economics, University of Cambridge.
- Bernstein, David H., 2020. "An updated assessment of technical efficiency and returns to scale for U.S. electric power plants," Energy Policy, Elsevier, vol. 147(C).
- Palandri, Alessandro, 2020. "Sequential elimination: Fast sorts for unbiased quantile estimation," Finance Research Letters, Elsevier, vol. 33(C).
- Pincheira-Brown, Pablo & Neumann, Federico, 2020.
"Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile,"
Finance Research Letters, Elsevier, vol. 37(C).
- Pincheira, Pablo & Neumann, Federico, 2018. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper 90432, University Library of Munich, Germany.
- Bizenjo, Sikander, 2020. "Education in Pakistan: Are low-cost private schools closing the gender gap?," International Journal of Educational Development, Elsevier, vol. 77(C).
- Dahl, Roy Endré & Oglend, Atle & Yahya, Muhammad, 2020. "Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture," Journal of Commodity Markets, Elsevier, vol. 20(C).
- Kala, Kaveri & Bolia, Nomesh B. & Sushil,, 2020. "Waste management communication policy for effective citizen awareness," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 661-678.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020.
"Fed’s unconventional monetary policy and risk spillover in the US financial markets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019. "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers 15-47, Eastern Mediterranean University, Department of Economics.
- Rao, Ullas & Mishra, Tapas, 2020. "Posterior analysis of mergers and acquisitions in the international financial market: A re-appraisal," Research in International Business and Finance, Elsevier, vol. 51(C).
- Angelopoulos, Jason & Sahoo, Satya & Visvikis, Ilias D., 2020. "Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 133(C).
- Oliver Budzinski & Arne Feddersen, 2020.
"Measuring competitive balance in Formula One racing,"
Chapters, in: Plácido RodrÃguez & Stefan Kesenne & Brad R. Humphreys (ed.), Outcome Uncertainty in Sporting Events, chapter 1, pages 5-26,
Edward Elgar Publishing.
- Budzinski, Oliver & Feddersen, Arne, 2019. "Measuring competitive balance in Formula One Racing," Ilmenau Economics Discussion Papers 121, Ilmenau University of Technology, Institute of Economics.
- Yonghui Zhang & Qiankun Zhou, 2020. "Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 1-24, Emerald Group Publishing Limited.
- Jhon J. Mora & Juan Muro, 2020. "Wage–employment elasticity: a meta-analysis referring to Colombia," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(6), pages 1495-1505, April.
- Jan Jakub Szczygielski & Leon Brümmer & Hendrik Petrus Wolmarans, 2020. "An augmented macroeconomic linear factor model of South African industrial sector returns," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(5), pages 517-541, November.
- Jan Jakub Szczygielski & Leon Brümmer & Hendrik Petrus Wolmarans, 2020. "An augmented macroeconomic linear factor model of South African industrial sector returns," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(5), pages 517-541, November.
- Kekoura Sakouvogui & Saleem Shaik, 2020. "Impact of financial liquidity and solvency on cost efficiency: evidence from US banking system," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(2), pages 391-410, April.
- Francisco Corona & Jesús López-Pérez, 2020. "Una evaluación econométrica de la retropolación de la actividad económica estatal de México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 35(2), pages 193-212.
- Uzma Khan, 2020. "Does Tourism Boost Economic Growth: Evidence from Italy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 214-222.
- Sebastian Gnat & Mariusz Doszyn, 2020. "Parametric and Non-parametric Methods in Mass Appraisal on Poorly Developed Real Estate Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1230-1245.
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"Four Stylized Facts About Covid‐19,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
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"Four Stylized Facts About Covid‐19,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
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"Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland,"
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"A circular economy approach for sustainable economic development,"
International Journal of Green Economics, Inderscience Enterprises Ltd, vol. 14(2), pages 174-189.
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"The informativeness of estimation moments,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
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"Four Stylized Facts About Covid‐19,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper 2020-15, Federal Reserve Bank of Atlanta.
- Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," NBER Working Papers 27719, National Bureau of Economic Research, Inc.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," Staff Report 611, Federal Reserve Bank of Minneapolis.
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"Payments Crises and Consequences,"
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"Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments,"
The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 1-39.
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"Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach,"
Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 280-306.
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"Identification and Estimation in Non-Fundamental Structural VARMA Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(4), pages 1915-1953.
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"Network VAR models to measure financial contagion,"
The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
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"Default count-based network models for credit contagion,"
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"Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers,"
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"A circular economy approach for sustainable economic development,"
International Journal of Green Economics, Inderscience Enterprises Ltd, vol. 14(2), pages 174-189.
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"Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland,"
Administrative Sciences, MDPI, vol. 10(1), pages 1-26, January.
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"The Causal Relationships between Components of Customer-Based Brand Equity for a Destination: Evidence from South Korean Tourists in Danang City, Vietnam,"
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"The informativeness of estimation moments,"
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"Experimental Effects of an Absent Crowd on Performances and Refereeing Decisions during COVID-19,"
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- Chelsea Gray & Kirstine Hansen, 2020. "Did Covid-19 lead to an increase in hate crimes towards Chinese people in London?," DoQSS Working Papers 20-05, Quantitative Social Science - UCL Social Research Institute, University College London.
- Simon B chler, Alex van de Minne, Olivier Sch ni, 2020. "Redevelopment Option Value for Commercial Real Estate," Diskussionsschriften credresearchpaper26, Universitaet Bern, Departement Volkswirtschaft - CRED.
- Maria Safdar & Muhammad Zahid Naeem, 2020. "Textile Industry in Pakistan: Empirical Analysis," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 6(2), pages 1-12–17, December.
- Sioux F. MELO L & Leidy RIVEROS & Germán ROMERO & Juan Camilo FARFÁN & Andrés ÁLVAREZ-ESPINOSA & Carolina DÍAZ, 2019.
"Estimación de impactos del cambio climático en el sector agricultura y seguridad alimentaria,"
Archivos de Economía
18418, Departamento Nacional de Planeación.
- Melo L., Sioux F. & Riveros, Leidy & Romero, Germán & Farfán, Juan Camilo & Alvarez-Espinoza, Andrés & Díaz, Carolina, 2020. "Estimación de impactos del cambio climático en el sector agricultura y seguridad alimentaria," Working papers 54, Red Investigadores de Economía.
- Sioux F. MELO L & Leidy RIVEROS & Germán ROMERO & Juan Camilo FARFÁN & Andrés ÁLVAREZ-ESPINOSA & Carolina DÍAZ, 2019. "Estimación de impactos del cambio climático en el sector agricultura y seguridad alimentaria," Archivos de Economía 18420, Departamento Nacional de Planeación.
- Ochada, Igwe Matthew & Ogunniyi, Matthew Babatope, 2020. "Agricultural output performance, employment generation and per capita income in Nigeria," BizEcons Quarterly, Strides Educational Foundation, vol. 11, pages 15-26.
- Charles, Don, 2020. "Avoiding the natural resource curse: an optimal use of oil rents to reduce its potential negative effects upon economic growth," BizEcons Quarterly, Strides Educational Foundation, vol. 11, pages 27-52.
- Rehmat, Sania & Majeed, Muhammad Tariq & Zainab, Abida, 2020. "Panel Data Analysis of Institutional Quality and Population Health Outcomes," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 3(1), pages 19-40.
- Chuncho, Paola & Ruiz, Yomara & Alvarado, Johanna, 2020. "Impacto heterogéneo del comercio en el crecimiento económico: nueva evidencia empírica a nivel global usando cointegración de datos de panel," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 8(1), pages 86-95, Enero.
- Lisbinski, Fernanda Cigainski & Torres, Ronaldo & Bobato, Angel Maitê & Bezerra, Évilly Carine Dias & Freitas, Clailton Ataídes de, 2020. "Análise Espacial do Desenvolvimento Rural da Mesorregião Noroeste do Rio Grande do Sul," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 14(1), pages 79-101.
- Chamil W SENARATHNE & Wei JIANGUO, 2020. "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 73-91, July.
- Polbin, Andrey V. (Полбин, Андрей В.), 2020. "Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices [Оценка Траектории Темпов Трендового Роста Ввп России В Arx-Модели С Ценами На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 40-63, February.
- Chai-Thing Tan & Azali Mohamed & Muzafar Shah Habibullah & Lee Chin, 2020. "The Impacts of Monetary and Fiscal Policies on Economic Growth in Malaysia, Singapore and Thailand," South Asian Journal of Macroeconomics and Public Finance, , vol. 9(1), pages 114-130, June.
- A. Alzheev V. & R. Kochkarov A. & А. Алжеев В. & Р. Кочкаров А., 2020. "Сравнительный анализ прогнозных моделей ARIMA и lSTM на примере акций российских компаний // Comparative Analysis of ARIMA and lSTM Predictive Models: Evidence from Russian Stocks," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 24(1), pages 14-23.
- Oreste Napolitano & Salvatore Capasso & Ana Laura Viveros, 2020. "Financial Conditions Index as a predictor in low-inflation environment," Proceedings of International Academic Conferences 10012456, International Institute of Social and Economic Sciences.
- Medina Reyes, José Eduardo & Castro Pérez, Judith Jazmin & Cabrera Llanos, Agustín Ignacio & Cruz Aké, Salvador, 2020. "Red neuronal autorregresiva difusa tipo Sugeno con funciones de membresía triangular y trapezoidal: una aplicación al pronóstico de índices del mercado bursátil / Sugeno Type Fuzzy Nonlinear Autoregre," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 10(1), pages 77-101, enero-jun.
- Antoine, Bertille & Dovonon, Prosper, 2021.
"Robust estimation with exponentially tilted Hellinger distance,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
- Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers 2018s-38, CIRANO.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
- Nurgül EVCİM & Sevcan GÜNEŞ & Hacer Simay KARAALP-ORHAN, 2020. "Factors Influencing the Household Relative Poverty in Turkey: Logistic Regression Analysis," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
- Tunahan DEĞİRMENCİ & Mehmet AYDIN, 2020. "The Dynamic Relationships between Environmental Protection Expenditures, Income Inequality and Economic Growth: Panel Causality Approach for Selected OECD Countries Abstract: In this study, relationsh," Sosyoekonomi Journal, Sosyoekonomi Society.
- George Saridakis & Miguel A. Mendoza González & Chris Hand & Rebeca I. Muñoz Torres, 2020. "Do regional self-employment rates converge in the UK? Empirical evidence using club-clustering algorithm," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 65(1), pages 179-192, August.
- Sergi Jimenez-Martin & Catia Nicodemo & Stuart Redding, 2020.
"Modelling the dynamic effects of elective hospital admissions on emergency levels in England,"
Empirical Economics, Springer, vol. 59(4), pages 1933-1957, October.
- Jimenez-Martin, Sergi & Nicodemo, Catia & Redding, Stuart, 2019. "Modelling the Dynamic Effects of Elective Hospital Admissions on Emergency Levels in England," IZA Discussion Papers 12340, Institute of Labor Economics (IZA).
- Mohammad Naim Azimi & Mohammad Musa Shafiq, 2020. "Hypothesizing directional causality between the governance indicators and economic growth: the case of Afghanistan," Future Business Journal, Springer, vol. 6(1), pages 1-14, December.
- Ismahene Yahyaoui & Najeh Bouchoucha, 2020. "Foreign Aid-Growth Nexus in Africa: Do Institutions Matter?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 11(4), pages 1663-1689, December.
- Damiano Fiorillo & Giuseppe Lubrano Lavadera & Nunzia Nappo, 2020.
"Individual Heterogeneity in the Association Between Social Participation and Self-rated Health: A Panel Study on BHPS,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 151(2), pages 645-667, September.
- Damiano, Fiorillo & Lubrano Lavadera, Giuseppe & Nappo, Nunzia, 2017. "Individual heterogeneity in the association between social participation and self-rated health. A panel study on BHPS," MPRA Paper 78933, University Library of Munich, Germany.
- Olufemi Daniel Bolarinwa & Kolawole Ogundari & Adebayo B. Aromolaran, 2020. "Intertemporal evaluation of household food security and its determinants: evidence from Rwanda," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 12(1), pages 179-189, February.
- Alessandro Palandri, 2020. "Size-Dependent Probability Bounds for t-Tests," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(3), pages 1-1.
- Spyros Missiakoulis, 2020. "Two and Three Stage Least Squares as Aitken estimators," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-6.
- Rosa Ferrentino & Luca Vota, 2020. "Are the Italian government's quarantine measures about the Covid-19 lethality effective? A mathematical statistical analysis," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-9.
- Shazia Salamat & Niu Lixia & Sobia Naseem & Muhammad Mohsin & Muhammad Zia-ur-Rehman & Sajjad Ahmad Baig, 2020. "Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 1580-1596, March.
- Gloria Gonzalez-Rivera & Yun Luo, 2020.
"A Truncated Mixture Transition Model for Interval-valued Time Series,"
Working Papers
202005, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Yun Luo, 2023. "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers 202315, University of California at Riverside, Department of Economics.
- Ali Mehrabani & Aman Ullah, 2020.
"Improved Average Estimation in Seemingly Unrelated Regressions,"
Econometrics, MDPI, vol. 8(2), pages 1-22, April.
- Ali Mehrabani & Aman Ullah, 2020. "Improved Average Estimation in Seemingly Unrelated Regressions," Working Papers 202013, University of California at Riverside, Department of Economics, revised Jun 2020.
- Aman Ullah & Tao Wang & Weixin Yao, 2021.
"Modal regression for fixed effects panel data,"
Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
- Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
- Mathieu Lefebvre & Lucie Martin-Bonnel de Longchamp, 2022.
"Knowledge acquisition or incentive to foster coordination? A real-effort weak-link experiment with craftsmen,"
Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(S1), pages 93-107, July.
- Mathieu Lefebvre & Lucie Martin-Bonnel de Longchamp, 2020. "Knowledge acquisition or incentive to foster coordination ? A real-effort weak-link experiment with craftsmen," Working Papers of BETA 2020-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Mathieu Lefebvre & Lucie Martin-Bonnel de Longchamp, 2022. "Knowledge acquisition or incentive to foster coordination? A real-effort weak-link experiment with craftsmen," Post-Print hal-03777415, HAL.
- Gravina, Antonio Francesco & Foster-McGregor, Neil, 2020. "Automation, globalisation and relative wages: An empirical analysis of winners and losers," MERIT Working Papers 2020-040, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Elena A. Fedorova & Lyudmila K. Shiryaeva & Lyubov E. Khrustova & Igor S. Demin & Svetlana V. Ledyaeva, 2020. "Disclosure of environmental information in corporate reports and investment attractiveness of Russian companies," Upravlenets, Ural State University of Economics, vol. 11(5), pages 29-46, November.
- Jaworski Stanisław, 2020. "A Few Remarks on the Stochastic Structure of the Unemployment Rate in Poland by Gender," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(2), pages 41-52, June.
- Muritala Taiwo A. & Ijaiya Muftau A. & Afolabi Olatanwa H. & Yinus Abdulrasheed B., 2020. "Fraud and Bank Performance in Nigeria – Var Granger Causality Analysis," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(1), pages 20-26, March.
- Stec Małgorzata, 2020. "The Influence of the Accuracy of Statistical Data on the Results of a Classification of Eu Countries in Terms of Innovation," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 408-420, June.
- Pordea Daniela & David Delia & Mateș Dorel, 2020. "The Impact of Operating Cash Flow and Current Ratio on the Profitability in Construction Industry," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 30(1), pages 22-32, March.
- Bumbescu Sorina Simona, 2020. "Analysis of Economic Performance in Agriculture Using Econometric Modeling," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 30(3), pages 118-128, September.
- Ngozi E. Egbuna (PhD) & Augustine Ujunwa (PhD) & Nathan Pelesai Audu (PhD), 2020. "Macroeconomic Effect Of Covid-19 On West African Monetary Zone (Wamz): A Fan Chart Probability Forecast Analysis," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 20(1b), pages 38-76, June.
- Hayk Manucharyan, 2020. "Supplier selection in emerging market economies: a discrete choice analysis," Working Papers 2020-11, Faculty of Economic Sciences, University of Warsaw.
- Hayk Manucharyan, 2020. "How do managers actually choose suppliers? Evidence from revealed preference data," Working Papers 2020-12, Faculty of Economic Sciences, University of Warsaw.
- M. Hakan Eratalay & Evgenii V. Vladimirov, 2020.
"Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?,"
Economics of Transition and Institutional Change, John Wiley & Sons, vol. 28(4), pages 581-620, October.
- M. Hakan Eratalay & Evgenii Vladimirov, 2017. "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series 2017/01, European University at St. Petersburg, Department of Economics.
- M. Hakan Eratalay; Evgenii V. Vladimirov, 2018. "Mapping The Stocks In Micex: Who Is Central To The Moscow Stock Exchange?," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 111, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Guido M. Kuersteiner & Ingmar R. Prucha, 2020.
"Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity,"
Econometrica, Econometric Society, vol. 88(5), pages 2109-2146, September.
- Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
- Christian Gross & Pierre L. Siklos, 2020.
"Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 61-81, January.
- Christian Gross & Pierre L. Siklos, 2018. "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CQE Working Papers 7218, Center for Quantitative Economics (CQE), University of Muenster.
- Christian Gross & Pierre L. Siklos, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: A network approach," CAMA Working Papers 2019-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gross, Christian & Siklos, Pierre, 2018. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series 78, European Systemic Risk Board.
- Groß, Christian, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203645, Verein für Socialpolitik / German Economic Association.
- Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020.
"Prediction regions for interval‐valued time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 373-390, June.
- Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018. "Prediction Regions for Interval-valued Time Series," Working Papers 201817, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
- Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020.
"The informativeness of estimation moments,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
- Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019. "The Informativeness of Estimation Moments," Papers 1907.02101, arXiv.org, revised Jan 2020.
- Bo E. Honore & Thomas H. Jørgensen & Aureo de Paula, 2020. "The Informativeness of Estimation Moments," Working Papers 2020-70, Princeton University. Economics Department..
- de Paula, Aureo, 2020. "The Informativeness of Estimation Moments," CEPR Discussion Papers 14298, C.E.P.R. Discussion Papers.
- Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2020. "The Informativeness of Estimation Moments," CeMMAP working papers CWP3/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Cheng Few Lee & John C Lee (ed.), 2020. "Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning:(In 4 Volumes)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11335, August.
- Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "Development Strategies of Open Economies:Cases from Emerging East and Southeast Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11416, August.
- Mukul Majumdar, 2020. "Sustainability and Resources:Theoretical Issues in Dynamic Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11548, August.
- Takashi Suzuki, 2020. "Fundamentals of General Equilibrium Analysis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11808, February.
- Qu Feng & Chihwa Kao, 2020. "Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11842, August.
- Cheng Few Lee, 2020. "Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 1, pages 1-99, World Scientific Publishing Co. Pte. Ltd..
- Orie Barron & Jian Cao & Xuguang Sheng & Maya Thevenot & Baohua Xin, 2020. "Do Managers Use Earnings Forecasts to Fill a Demand They Perceive from Analysts?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 2, pages 101-149, World Scientific Publishing Co. Pte. Ltd..
- Nan-Ting Kuo & Cheng Few Lee, 2020.
"A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 3, pages 151-197,
World Scientific Publishing Co. Pte. Ltd..
- Nan-Ting Kuo & Cheng-Few Lee, 2016. "A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees," Review of Accounting Studies, Springer, vol. 21(4), pages 1287-1326, December.
- Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2020. "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 4, pages 199-223, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Econometric Approach to Financial Analysis, Planning, and Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 5, pages 225-274, World Scientific Publishing Co. Pte. Ltd..
- Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2020. "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 6, pages 275-295, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Peter Guangping Zhang, 2020. "Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 7, pages 297-334, World Scientific Publishing Co. Pte. Ltd..
- Wei-Fang Niu & Henry Horng-Shing Lu, 2020. "Measuring the Collective Correlation of a Large Number of Stocks," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 8, pages 335-354, World Scientific Publishing Co. Pte. Ltd..
- Fuad Aleskerov & Irina Andrievskaya & Alisa Nikitina & Sergey Shvydun, 2020. "Key Borrowers Detected by the Intensities of Their Interactions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 9, pages 355-389, World Scientific Publishing Co. Pte. Ltd..
- Shafiqur Rahman & Matthew J. Schneider, 2020. "Application of the Multivariate Average F-Test to Examine Relative Performance of Asset Pricing Models with Individual Security Returns," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 10, pages 391-430, World Scientific Publishing Co. Pte. Ltd..
- Sheng-Syan Chen & Cheng Few Lee & Keshab Shresth, 2020. "Hedge Ratio and Time Series Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 11, pages 431-483, World Scientific Publishing Co. Pte. Ltd..
- Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee, 2020. "Application of Intertemporal CAPM on International Corporate Finance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 12, pages 485-517, World Scientific Publishing Co. Pte. Ltd..
- Wan-Jiun Paul Chiou & Kuntara Pukthuanthong, 2020. "What Drives Variation in the International Diversification Benefits? A Cross-Country Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 13, pages 519-562, World Scientific Publishing Co. Pte. Ltd..
- Wei-Hung Lin & Huei-Wen Teng & Chi-Chun Yang, 2020. "A Heteroskedastic Black–Litterman Portfolio Optimization Model with Views Derived from a Predictive Regression," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 14, pages 563-581, World Scientific Publishing Co. Pte. Ltd..
- Tzu Tai & Cheng Few Lee & Tian-Shyr Dai & Keh Luh Wang & Hong-Yi Chen, 2020. "Pricing Fair Deposit Insurance: Structural Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 15, pages 583-602, World Scientific Publishing Co. Pte. Ltd..
- Hsin-Hue Chang, 2020. "Application of Structural Equation Modeling in Behavioral Finance: A Study on the Disposition Effect," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 16, pages 603-626, World Scientific Publishing Co. Pte. Ltd..
- Sophia I-Ling Wang, 2020. "External Financing Needs and Early Adoption of Accounting Standards: Evidence from the Banking Industry," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 17, pages 627-675, World Scientific Publishing Co. Pte. Ltd..
- Xi Zhang & Philip S. Yu, 2020. "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 18, pages 677-736, World Scientific Publishing Co. Pte. Ltd..
- Subhransu S. Mohanty, 2020. "Sourcing Alpha in Global Equity Markets: Market Factor Decomposition and Market Characteristics," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 19, pages 737-790, World Scientific Publishing Co. Pte. Ltd..
- Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020. "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 20, pages 791-822, World Scientific Publishing Co. Pte. Ltd..
- Wikil Kwak & Yong Shi & Cheng Few Lee, 2020. "Data Mining Applications in Accounting and Finance Context," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 21, pages 823-857, World Scientific Publishing Co. Pte. Ltd..
- Fang-Chi Lin & Chin-Chen Chien & Cheng Few Lee & Hsuan-Chu Lin & Yu-Cheng Lin, 2020. "Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 22, pages 859-888, World Scientific Publishing Co. Pte. Ltd..
- Luis Alberiko Gil-Alana & Hector Carcel, 2020. "ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 23, pages 889-915, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024.
"Alternative Methods for Determining Option Bounds: A Review and Comparison,"
World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 27, pages 893-921,
World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020. "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 24, pages 917-945, World Scientific Publishing Co. Pte. Ltd..
- Hai-Chin Yu & Cheng Few Lee & Ben J. Sopranzetti, 2020. "Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 25, pages 947-978, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Time-Series Analysis: Components, Models, and Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 26, pages 979-1024, World Scientific Publishing Co. Pte. Ltd..
- George Chalamandaris & A. G. Malliaris, 2020. "Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 27, pages 1025-1074, World Scientific Publishing Co. Pte. Ltd..
- Robert H. Patrick, 2020. "Durbin–Wu–Hausman Specification Tests," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 28, pages 1075-1108, World Scientific Publishing Co. Pte. Ltd..
- Jessica Schlossberg & Norman R. Swanson, 2020. "Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 29, pages 1109-1149, World Scientific Publishing Co. Pte. Ltd..
- John Guerard & Andrew Mark, 2020. "Earnings Forecasts and Revisions, Price Momentum, and Fundamental Data: Further Explorations of Financial Anomalies," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 30, pages 1151-1209, World Scientific Publishing Co. Pte. Ltd..
- Re-Jin Guo & Yingda Lu & Lingling Xie, 2020. "Ranking Analysts by Network Structural Hole," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 31, pages 1211-1243, World Scientific Publishing Co. Pte. Ltd..
- Kin-Wai Lee & Gillian Hian-Heng Yeo, 2020. "The Association Between Book-Tax Differences and CEO Compensation," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 32, pages 1245-1269, World Scientific Publishing Co. Pte. Ltd..
- Dean Diavatopoulos & Oleg Sokolinskiy, 2020. "Stochastic Volatility Models: Faking a Smile," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 33, pages 1271-1293, World Scientific Publishing Co. Pte. Ltd..
- Tumellano Sebehela, 2020. "Entropic Two-Asset Option," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 34, pages 1295-1344, World Scientific Publishing Co. Pte. Ltd..
- Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2020.
"The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 35, pages 1345-1397,
World Scientific Publishing Co. Pte. Ltd..
- Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2019. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-51, June.
- Bilel Kaffel & Fathi Abid, 2020. "Time-Frequency Wavelet Analysis of Stock-Market Co-Movement Between and Within Geographic Trading Blocs," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 36, pages 1399-1437, World Scientific Publishing Co. Pte. Ltd..
- Hong-Yi Chen & Alice C. Lee & Cheng Few Lee, 2020. "Alternative Methods to Deal with Measurement Error," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 37, pages 1439-1484, World Scientific Publishing Co. Pte. Ltd..
- Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2020. "Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 38, pages 1485-1518, World Scientific Publishing Co. Pte. Ltd..
- Chuan-Hsiang Han, 2020. "GPU Acceleration for Computational Finance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 39, pages 1519-1532, World Scientific Publishing Co. Pte. Ltd..
- K. Victor Chow & Wanjun Jiang & Jingrui Li, 2020. "Does VIX Truly Measure Return Volatility?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 40, pages 1533-1559, World Scientific Publishing Co. Pte. Ltd..
- Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020.
"An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 41, pages 1561-1598,
World Scientific Publishing Co. Pte. Ltd..
- Yu-Ting Chen & Cheng-Few Lee & Yuan-Chung Sheu, 2007. "An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model," Finance and Stochastics, Springer, vol. 11(3), pages 323-355, July.
- Wen-Ming Szu & Yi-Chen Wang & Wan-Ru Yang, 2020. "How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 42, pages 1599-1636, World Scientific Publishing Co. Pte. Ltd..
- Heping Pan, 2020. "Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 43, pages 1637-1674, World Scientific Publishing Co. Pte. Ltd..
- Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee, 2020. "Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 44, pages 1675-1693, World Scientific Publishing Co. Pte. Ltd..
- Ivan E. Brick & Darius Palia, 2020. "Product Market Competition and CEO Pay Benchmarking," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 45, pages 1695-1723, World Scientific Publishing Co. Pte. Ltd..
- Weiwei Chen & Benjamin Melamed & Oleg Sokolinskiy & Ben S. Sopranzetti, 2020. "Equilibrium Rate Analysis of Cash Conversion Systems: The Case of Corporate Subsidiaries," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 46, pages 1725-1762, World Scientific Publishing Co. Pte. Ltd..
- Robert Grauer, 2020. "Is the Market Portfolio Mean–Variance Efficient?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 47, pages 1763-1787, World Scientific Publishing Co. Pte. Ltd..
- Jr-Yan Wang & Mao-Wei Hung, 2020. "Consumption-Based Asset Pricing with Prospect Theory and Habit Formation," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 48, pages 1789-1819, World Scientific Publishing Co. Pte. Ltd..
- Manak C. Gupta, 2020. "An Integrated Model for the Cost-Minimizing Funding of Corporate Activities Over Time," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 49, pages 1821-1844, World Scientific Publishing Co. Pte. Ltd..
- Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2020.
"Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 50, pages 1845-1901,
World Scientific Publishing Co. Pte. Ltd..
- Han-Hsing Lee & Ren-Raw Chen & Cheng-Few Lee, 2009. "Empirical Studies Of Structural Credit Risk Models And The Application In Default Prediction: Review And New Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 629-675.
- Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2020.
"Empirical Performance of the Constant Elasticity Variance Option Pricing Model,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 51, pages 1903-1942,
World Scientific Publishing Co. Pte. Ltd..
- Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee, 2009. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 177-217.
- Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee & Hsin-Min Lu, 2020.
"The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 52, pages 1943-1968,
World Scientific Publishing Co. Pte. Ltd..
- Jow-Ran Chang & Mao-Wei Hung & Cheng-Few Lee & Hsin-Min Lu, 2007. "The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 265-288.
- Chin-Chen Chien & Cheng Few Lee & She-Chih Chiu, 2020. "The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 53, pages 1969-1990, World Scientific Publishing Co. Pte. Ltd..
- Wikil Kwak & Yong Shi & Heeseok Lee & Cheng Few Lee, 2020. "Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 54, pages 1991-2009, World Scientific Publishing Co. Pte. Ltd..
- Chen Su & Hanxiong Zhang, 2020. "A Time-Series Bootstrapping Simulation Method to Distinguish Sell-Side Analysts’ Skill from Luck," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 55, pages 2011-2052, World Scientific Publishing Co. Pte. Ltd..
- Veronika Belousova & Vasily Solodkov & Nikolay Chichkanov & Ekaterina Nikiforova, 2020. "Acceptance of New Technologies by Employees in Financial Industry," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 56, pages 2053-2080, World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Cheng Few Lee, 2020.
"Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 57, pages 2081-2105,
World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Cheng-Few Lee, 2012. "Alternative Method For Determining Industrial Bond Ratings: Theory And Empirical Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 1215-1235.
- Cathy Yi-Hsuan Chen & Thomas C. Chiang, 2020. "An Empirical Investigation of the Long Memory Effect on the Relation of Downside Risk and Stock Returns," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 58, pages 2107-2140, World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Li-Shya Chen & Cheng Few Lee, 2020. "Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 59, pages 2141-2159, World Scientific Publishing Co. Pte. Ltd..
- Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & George T. Moratis, 2020. "Determinants of Euro-Area Bank CDS Spreads," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 60, pages 2161-2198, World Scientific Publishing Co. Pte. Ltd..
- Januj Juneja, 2020. "Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 61, pages 2199-2250, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Frank C. Jen, 2020. "Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 62, pages 2251-2263, World Scientific Publishing Co. Pte. Ltd..
- James R. Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen, 2020.
"Forecasting Net Charge-Off Rates of Banks: A PLS Approach,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 63, pages 2265-2301,
World Scientific Publishing Co. Pte. Ltd..
- James Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen, 2018. "Forecasting Net Charge-Off Rates of Banks: A PLS Approach," Auburn Economics Working Paper Series auwp2018-03, Department of Economics, Auburn University.
- Hao Chang & Yangru Wu, 2020. "Application of Filtering Methods in Asset Pricing," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 64, pages 2303-2321, World Scientific Publishing Co. Pte. Ltd..
- Marvin J. Karson & David C. Cheng & Cheng Few Lee, 2020. "Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 65, pages 2323-2335, World Scientific Publishing Co. Pte. Ltd..
- Chia-Hui Chao & Hai-Chin Yu, 2020. "Social Media, Bank Relationships and Firm Value," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 66, pages 2337-2371, World Scientific Publishing Co. Pte. Ltd..
- Zachary A. Smith & Mazin A. M. Al Janabi & Muhammad Z. Mumtaz, 2020. "Splines, Heat, and IPOs: Advances in the Measurement of Aggregate IPO Issuance and Performance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 67, pages 2373-2397, World Scientific Publishing Co. Pte. Ltd..
- Son-Nan Chen & Cheng Few Lee, 2020. "The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 68, pages 2399-2418, World Scientific Publishing Co. Pte. Ltd..
- Son-Nan Chen & Cheng Few Lee, 2020. "The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 69, pages 2419-2435, World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Cheng Few Lee, 2020. "VG NGARCH Versus GARJI Model for Asset Price Dynamics," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 70, pages 2437-2459, World Scientific Publishing Co. Pte. Ltd..
- Veronika Belousova & Nikolay Chichkanov, 2020. "Why do Smartphone and Tablet Users Adopt Mobile Banking?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 71, pages 2461-2483, World Scientific Publishing Co. Pte. Ltd..
- Henghsiu Tsai & Hwai-Chung Ho & Hung-Yin Chen, 2020. "Non-Parametric Inference on Risk Measures for Integrated Returns," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 72, pages 2485-2497, World Scientific Publishing Co. Pte. Ltd..
- Wing-Choong Lai & Kim-Leng Goh, 2020. "Copulas and Tail Dependence in Finance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 73, pages 2499-2524, World Scientific Publishing Co. Pte. Ltd..
- Siu Kai Choy & Bu-qing Yang, 2020. "Some Improved Estimators of Maximum Squared Sharpe Ratio," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 74, pages 2525-2545, World Scientific Publishing Co. Pte. Ltd..
- Shafiqur Rahman & Cheng Few Lee, 2020. "Errors-in-Variables and Reverse Regression," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 75, pages 2547-2563, World Scientific Publishing Co. Pte. Ltd..
- Kai-Shi Chuang, 2020. "The Role of Financial Advisors in M&As: Do Domestic and Foreign Advisors Differ?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 76, pages 2565-2597, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 77, pages 2599-2633, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 78, pages 2635-2671, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Market Model, CAPM, and Beta Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 79, pages 2673-2711, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 80, pages 2713-2756, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 81, pages 2757-2799, World Scientific Publishing Co. Pte. Ltd..
- Paul Chiou & Cheng Few Lee, 2020. "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 82, pages 2801-2838, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Options and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 83, pages 2839-2884, World Scientific Publishing Co. Pte. Ltd..
- Jow-Ran Chang & John Lee, 2020. "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 84, pages 2885-2927, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Statistical Distributions, European Option, American Option, and Option Bounds," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 85, pages 2929-2964, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Yuanyuan Xiao, 2020. "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 86, pages 2965-2999, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 87, pages 3001-3058, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 88, pages 3059-3098, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 89, pages 3099-3141, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2020. "Alternative Security Valuation Model: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 90, pages 3143-3192, World Scientific Publishing Co. Pte. Ltd..
- Zachary A. Smith & Mazin A. M. Al Janabi & Muhammad Z. Mumtaz, 2020. "Opacity, Stale Pricing, Extreme Bounds Analysis, and Hedge Fund Performance: Making Sense of Reported Hedge Fund Returns," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 91, pages 3193-3217, World Scientific Publishing Co. Pte. Ltd..
- Hai-Chin Yu & Chia-Ju Lee & Der-Tzon Hsieh, 2020. "Does Quantile Co-Integration Exist Between Gold Spot and Futures Prices?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 92, pages 3219-3239, World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2020. "Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 93, pages 3241-3261, World Scientific Publishing Co. Pte. Ltd..
- Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2020.
"Does Revenue Momentum Drive or Ride Earnings or Price Momentum?,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 94, pages 3263-3318,
World Scientific Publishing Co. Pte. Ltd..
- Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few, 2014. "Does revenue momentum drive or ride earnings or price momentum?," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 166-185.
- Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020.
"Technical, Fundamental, and Combined Information for Separating Winners from Losers,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 95, pages 3319-3365,
World Scientific Publishing Co. Pte. Ltd..
- Chen, Hong-Yi & Lee, Cheng-Few & Shih, Wei K., 2016. "Technical, fundamental, and combined information for separating winners from losers," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 224-242.
- Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020.
"Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 96, pages 3367-3412,
World Scientific Publishing Co. Pte. Ltd..
- Lee, Cheng-Few & Gupta, Manak C. & Chen, Hong-Yi & Lee, Alice C., 2011. "Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 483-501, June.
- Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2020.
"Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 97, pages 3413-3464,
World Scientific Publishing Co. Pte. Ltd..
- Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few, 2013. "Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1205-1222.
- Thomas Gramespacher & Armin Bänziger & Norbert Hilber, 2020. "Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 98, pages 3465-3489, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020.
"Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 99, pages 3491-3516,
World Scientific Publishing Co. Pte. Ltd..
- Cheng-Few Lee & Chiung-Min Tsai & Alice C. Lee, 2013. "Asset pricing with disequilibrium price adjustment: theory and empirical evidence," Quantitative Finance, Taylor & Francis Journals, vol. 13(2), pages 227-239, January.
- Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020.
"A Dynamic CAPM with Supply Effect: Theory and Empirical Results,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 100, pages 3517-3544,
World Scientific Publishing Co. Pte. Ltd..
- Lee, Cheng-Few & Tsai, Chiung-Min & Lee, Alice C., 2009. "A dynamic CAPM with supply effect: Theory and empirical results," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 811-828, August.
- Huei-Wen Teng & Michael Lee, 2020. "Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 101, pages 3545-3572, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Yibing Chen & John Lee, 2020.
"Alternative Methods to Derive Option Pricing Models: Review and Comparison,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 102, pages 3573-3617,
World Scientific Publishing Co. Pte. Ltd..
- Cheng-Few Lee & Yibing Chen & John Lee, 2016. "Alternative methods to derive option pricing models: review and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 417-451, August.
- Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020. "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 103, pages 3619-3647, World Scientific Publishing Co. Pte. Ltd..
- Wan-Jiun Paul Chiou & Jing-Rung Yu, 2020. "Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 104, pages 3649-3674, World Scientific Publishing Co. Pte. Ltd..
- Christian Blecher & Stephanie Kruse, 2020. "The Path Leading up to the New IFRS 16 Leasing Standard: How was the Restructuring of Lease Accounting Received by Different Advocacy Groups?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 105, pages 3675-3702, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Yibing Chen & John Lee, 2020. "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 106, pages 3703-3736, World Scientific Publishing Co. Pte. Ltd..
- Rajesh Mohnot, 2020. "Crisis Impact on Stock Market Predictability," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 107, pages 3737-3751, World Scientific Publishing Co. Pte. Ltd..
- Wayne Ferson & Yong Chen, 2020. "How Many Good and Bad Funds are There, Really?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 108, pages 3753-3827, World Scientific Publishing Co. Pte. Ltd..
- Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2020. "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 109, pages 3829-3847, World Scientific Publishing Co. Pte. Ltd..
- Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020. "An Integral Equation Approach for Bond Prices with Applications to Credit Spreads," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 110, pages 3849-3866, World Scientific Publishing Co. Pte. Ltd..
- Hwei-Lin Chuang & Shih-Yung Chiu, 2020. "Sample Selection Issues and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 111, pages 3867-3885, World Scientific Publishing Co. Pte. Ltd..
- K. C. Tseng & Ojoung Kwon & Luna C. Tjung, 2020. "Time Series and Neural Network Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 112, pages 3887-3931, World Scientific Publishing Co. Pte. Ltd..
- Tao Zou & Ronghua Luo & Wei Lan & Chih-Ling Tsai, 2020. "Covariance Regression Model for Non-Normal Data," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 113, pages 3933-3945, World Scientific Publishing Co. Pte. Ltd..
- Yuanyuan Xiao & Yushan Tang & Cheng Few Lee, 2020. "Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 114, pages 3947-3984, World Scientific Publishing Co. Pte. Ltd..
- Sunil Poshakwale & Anandadeep Mandal, 2020. "Large-Sample Theory," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 115, pages 3985-3999, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Fu-Lai Lin, 2020. "Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 116, pages 4001-4023, World Scientific Publishing Co. Pte. Ltd..
- T. Robert Yu & Xuehu Song, 2020. "Big Data and Artificial Intelligence in the Banking Industry," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 117, pages 4025-4041, World Scientific Publishing Co. Pte. Ltd..
- Ke Yang & Susan Wahab & Bharat Kolluri & Mahmoud Wahab, 2020. "A Non-Parametric Examination of Emerging Equity Markets Financial Integration," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 118, pages 4043-4074, World Scientific Publishing Co. Pte. Ltd..
- Ted Hong & Daniel Lee & Wenching Wang, 2020. "Algorithmic Analyst (ALAN) — An Application for Artificial Intelligence Content as a Service," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 119, pages 4075-4086, World Scientific Publishing Co. Pte. Ltd..
- Feng Gao & Xiaomin He, 2020. "Survival Analysis: Theory and Application in Finance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 120, pages 4087-4118, World Scientific Publishing Co. Pte. Ltd..
- Ding Du & Ou Hu, 2020. "Pricing Liquidity in the Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 121, pages 4119-4148, World Scientific Publishing Co. Pte. Ltd..
- Yi-Cheng Shih & Sheng-Syan Chen & Cheng Few Lee & Po-Jung Chen, 2020. "The Evolution of Capital Asset Pricing Models: Update and Extension," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 122, pages 4149-4207, World Scientific Publishing Co. Pte. Ltd..
- Yoshihiko Tsukuda & Junji Shimada & Tatsuyoshi Miyakoshi, 2020. "The Multivariate GARCH Model and its Application to East Asian Financial Market Integration," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 123, pages 4209-4254, World Scientific Publishing Co. Pte. Ltd..
- William H. Greene & Min (Shirley) Liu, 2020. "Review of Difference-in-Difference Analyses in Social Sciences: Application in Policy Test Research," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 124, pages 4255-4280, World Scientific Publishing Co. Pte. Ltd..
- Liam A. Gallagher & Mark C. Hutchinson & John O’Brien, 2020. "Using Smooth Transition Regressions to Model Risk Regimes," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 125, pages 4281-4311, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Hai-Chin Yu, 2020. "Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 126, pages 4313-4348, World Scientific Publishing Co. Pte. Ltd..
- Ting Sun & Miklos A. Vasarhalyi, 2020. "Predicting Credit Card Delinquencies: An Application of Deep Neural Networks," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 127, pages 4349-4381, World Scientific Publishing Co. Pte. Ltd..
- Peter Huaiyu Chen & Sheen Liu & Chunchi Wu, 2020. "Estimating the Tax-Timing Option Value of Corporate Bonds," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 127, pages 4383-4419, World Scientific Publishing Co. Pte. Ltd..
- Peimin Chen & Chunchi Wu & Ying Zhang, 2020. "DCC-GARCH Model for Market and Firm-Level Dynamic Correlation in S&P 500," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 127, pages 4421-4440, World Scientific Publishing Co. Pte. Ltd..
- Anthony Kozberg, 2020. "Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 127, pages 4441-4472, World Scientific Publishing Co. Pte. Ltd..
- Gregory McKee & Albert Kagan, 2020. "The Implications of Regulation in the Community Banking Sector: Risk and Competition," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 127, pages 4473-4507, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "Introduction and Overview of Chapters," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 1, pages 1-20, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "Tests of Causality and Exogeneity between Exports and Economic Growth — The Case of Asian NICs," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 2, pages 23-38, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "The Chaotic Attractor of Foreign Direct Investment — Why China? A Panel Data Analysis," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 3, pages 39-79, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "FDI, Exports, and GDP in East and Southeast Asia — Panel Data versus Time-Series Causality Analyses," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 4, pages 81-129, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "Panel Causality Analysis on FDI–Exports–Economic Growth Nexus in First and Second Generation ANIEs," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 5, pages 131-151, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "The IT Revolution and Macroeconomic Volatility in Newly Developed Countries — On the Real and Financial Linkages," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 6, pages 153-193, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "The Impact of the US Economy on the Asia-Pacific Region — Does It Matter?," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 7, pages 197-229, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "Gains from Policy Coordination between Taiwan and the United States — On the Games Governments Play," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 8, pages 231-268, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "International Policy Coordination with a Dominant Player — The Cases of the United States, Japan, Taiwan, and Korea," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 9, pages 269-299, World Scientific Publishing Co. Pte. Ltd..
- Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "Epilog — The Global Economy, Economic Policy, and Development Strategies," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 10, pages 301-327, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Introduction," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 1, pages 1-22, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Evolution, Extinction and Sustainability," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 2, pages 23-54, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Optimal Harvesting: Finite Horizon," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 3, pages 55-77, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Rolling Plans: Efficiency and Long-Run Optimality," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 4, pages 79-100, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Infinite Horizon Models: Discounting and Sustainability," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 5, pages 101-127, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Profit Maximization and Extinction," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 6, pages 129-155, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Utilization of an Exhaustible Resource: A Partial Equilibrium Approach," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 7, pages 157-171, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Production with an Exhaustible Resource: Efficiency and Intergenerational Equity," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 8, pages 173-195, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "A Cobb–Douglas Economy," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 9, pages 197-216, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Technological Transition: An Optimistic Approach," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 10, pages 217-225, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Evolution and Extinction under Uncertainty," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 11, pages 227-244, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Sustainable Consumption and Uncertainty," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 12, pages 245-278, World Scientific Publishing Co. Pte. Ltd..
- Mukul Majumdar, 2020. "Mathematical Preliminaries," World Scientific Book Chapters, in: SUSTAINABILITY AND RESOURCES Theoretical Issues in Dynamic Economics, chapter 13, pages 279-298, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "A Brief History of Equilibrium Analysis," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 1, pages 1-23, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "Classical Exchange Economies," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 2, pages 27-83, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "Economies with a Continuum of Traders," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 3, pages 85-127, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "Economies with Infinitely Many Commodities," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 4, pages 129-166, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "Large Infinite-Dimensional Economies," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 5, pages 167-188, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "Competitive Production Economies," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 6, pages 191-221, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "Theory of Increasing Returns," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 7, pages 223-273, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "Monopolistically Competitive Economies," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 8, pages 275-301, World Scientific Publishing Co. Pte. Ltd..
- Takashi Suzuki, 2020. "Appendices," World Scientific Book Chapters, in: Fundamentals of General Equilibrium Analysis, chapter 9, pages 303-391, World Scientific Publishing Co. Pte. Ltd..
- Qu Feng & Chihwa Kao, 2020. "Introduction," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 1, pages 1-5, World Scientific Publishing Co. Pte. Ltd..
- Qu Feng & Chihwa Kao, 2020. "Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 2, pages 7-34, World Scientific Publishing Co. Pte. Ltd..
- Qu Feng & Chihwa Kao, 2020. "Factor-Augmented Panel Data Regression Models," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 3, pages 35-55, World Scientific Publishing Co. Pte. Ltd..
- Qu Feng & Chihwa Kao, 2020. "Structural Changes in Panel Data Models," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 4, pages 57-114, World Scientific Publishing Co. Pte. Ltd..
- Qu Feng & Chihwa Kao, 2020. "Latent-Grouped Structure in Panel Data Models," World Scientific Book Chapters, in: Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, chapter 5, pages 115-143, World Scientific Publishing Co. Pte. Ltd..
- David Youngberg & Joshua Hall, 2020. "Inventor Mobility, Human Capital, and the Propensity to Patent," Working Papers 20-10, Department of Economics, West Virginia University.
- Opiła, Janusz, 2020. "Employing of Extended Characteristic Surface Model for Forecasting of Demand in Tourism," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020, pages 60-73, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
- Jacob, Daniel, 2020. "Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects," IRTG 1792 Discussion Papers 2020-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Fernández-Bonilla, Fernando, 2020. "E-commerce: Determining factors and the importance of the e-trust," ITS Conference, Online Event 2020 224853, International Telecommunications Society (ITS).
2019
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers 2019-02, Department of Economics and Business Economics, Aarhus University.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2024.
"Demand and Welfare Analysis in Discrete Choice Models with Social Interactions,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(2), pages 748-784.
- Dupas, Pascaline & Bhattacharya, Debopam & ,, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," CEPR Discussion Papers 13707, C.E.P.R. Discussion Papers.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," CREATES Research Papers 2019-09, Department of Economics and Business Economics, Aarhus University.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," NBER Working Papers 25947, National Bureau of Economic Research, Inc.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," Papers 1905.04028, arXiv.org, revised May 2024.
- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019.
"Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals,"
Discussion Papers
19-09, University of Copenhagen. Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Papers 2019-W04, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Series Working Papers 871, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
Economics Papers
2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers 2019-15, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
- Kristoffer Pons Bertelsen, 2019. "Comparing Tests for Identification of Bubbles," CREATES Research Papers 2019-16, Department of Economics and Business Economics, Aarhus University.
- Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021.
"Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors,"
Energy Economics, Elsevier, vol. 96(C).
- Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
- Arthur Lewbel, 2019.
"The Identification Zoo: Meanings of Identification in Econometrics,"
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"Gini Regressions and Heteroskedasticity,"
Econometrics, MDPI, vol. 7(1), pages 1-16, January.
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"Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient,"
Econometrics, MDPI, vol. 7(1), pages 1-24, January.
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"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
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"Feelings About Competition And Self-Reported Trust Evidence From The World Value Surveys,"
Economia Coyuntural,Revista de temas de perspectivas y coyuntura, Instituto de Investigaciones Economicas y Sociales 'Jose Ortiz Mercado' (IIES-JOM), Facultad de Ciencias Economicas, Administrativas y Financieras, Universidad Autonoma Gabriel Rene Moreno, vol. 4(4), pages 1-40.
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"Gini Regressions and Heteroskedasticity,"
Econometrics, MDPI, vol. 7(1), pages 1-16, January.
- Arthur Charpentier & Ndéné Ka & Stéphane Mussard & Oumar Hamady Ndiaye, 2019. "Gini Regressions and Heteroskedasticity," Post-Print hal-02131746, HAL.
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"Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model,"
Econometrics, MDPI, vol. 8(3), pages 1-27, August.
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"Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals,"
Economics Series Working Papers
871, University of Oxford, Department of Economics.
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"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
CREATES Research Papers
2019-15, Department of Economics and Business Economics, Aarhus University.
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- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
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"Body mass index and social interactions from adolescence to adulthood,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(4), pages 425-445, October.
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"Government expenditure ceiling and public debt dynamics in a demand-led macromodel,"
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"Hypothesis testing based on a vector of statistics,"
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"Taming the Factor Zoo: A Test of New Factors,"
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"Synthetic Difference-in-Differences,"
American Economic Review, American Economic Association, vol. 111(12), pages 4088-4118, December.
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"The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables,"
American Economic Review, American Economic Association, vol. 111(11), pages 3663-3698, November.
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"The Perry Preschoolers at Late Midlife: A Study in Design-Specific Inference,"
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"Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics,"
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"Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals,"
Economics Series Working Papers
871, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Papers 2019-W04, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Discussion Papers 19-09, University of Copenhagen. Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
CREATES Research Papers
2019-15, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
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"Inequality Indices as Tests of Fairness,"
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"Inference on Causal and Structural Parameters using Many Moment Inequalities,"
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- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019.
"Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals,"
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19-09, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Series Working Papers 871, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Papers 2019-W04, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
CREATES Research Papers
2019-15, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Ruslan Skrynkovskyy & Lyubomyr Sopilnyk & Fedir Horbonos & Sviatoslav Kniaz & Nataliia Pavlenchyk & Volodymyr Yuzevych, 2019. "Improvement of the Model for Calculating the Operating Profit of Industrial Enterprises Taking into Account the Problem of Optimal Distribution of Productive Resources," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, vol. 5(3), pages 5011-5017, March.
- Alghalith, Moawia, 2019. "The distribution of the average of log-normal variables and exact Pricing of the Arithmetic Asian Options: A Simple, closed-form Formula," MPRA Paper 105588, University Library of Munich, Germany.
- Rodríguez Núñez, Juan Bautista & Guerra Salazar, Isaac Enmanuel, 2019. "Una Aplicación de la Descomposición Blinder–Oaxaca junto a regresiones por cuantiles de influencia recentrada al sector formal e informal y sus determinantes [An Application of the Blinder–Oaxaca D," MPRA Paper 115683, University Library of Munich, Germany.
- Alghalith, Moawia, 2019. "A New Price of the Arithmetic Asian Option: A Simple Formula," MPRA Paper 117047, University Library of Munich, Germany.
- Halkos, George & Tsirivis, Apostolos, 2019. "Using Value-at-Risk for effective energy portfolio risk management," MPRA Paper 91674, University Library of Munich, Germany.
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- Fajardo, José, 2019. "Bitcoin's return behaviour: What do We know so far?," MPRA Paper 93353, University Library of Munich, Germany, revised 16 Apr 2019.
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"Les normes prudentielles : étude d’impact sur la solvabilité bancaire [Prudential standards: impact study on bank solvency],"
MPRA Paper
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"Les normes prudentielles : étude d’impact sur la solvabilité bancaire [Prudential standards: impact study on bank solvency],"
MPRA Paper
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"High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
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"Forecasting aluminum prices with commodity currencies,"
Resources Policy, Elsevier, vol. 73(C).
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- Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019. "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper 97335, University Library of Munich, Germany.
- Abito, Jose Miguel, 2019. "Estimating Production Functions with Fixed Effects," MPRA Paper 97825, University Library of Munich, Germany.
- Maria-Anca CRAIU, 2019. "The Dynamics Of Trade At The European Union Level. Case Study – United Kingdom," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 18(1), pages 31-42.
- Consuela DICU & Carmen SECARA, 2019. "Study On The Quality Of Life In Romania During The Period 1995-2018," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 18(3), pages 54-59.
- Aravind M, 2019. "Economic Performance and Human Development: A Critical Examination on SAARC Region," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 22(71), pages 79-92, March.
- Baktemur, Fatma Idil, 2019. "STAR Models: An Application for GDP Per Capita Growth Rate," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 10(2), pages 405-414, April.
- Oz-Yalaman, Gamze & Sevinc, Deniz & Sevil, Guven, 2019. "The Impact of Government Size on Output Volatility: Evidence from World Economies," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 10(4), pages 761-776, July.
- Amaghouss, Jabrane & Ibourk, Aomar, 2019. "Higher Education and Economic Growth: A Comparative Analysis of World Regions Trajectories," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(3), pages 321-350.
- GOURENE, Grakolet Arnold Zamereith & MENDY, Pierre & DIOMANDE, Lanciné, 2019. "Beginning an African Stock Markets Integration? A Wavelet Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 34(2), pages 370-394.
- Lobão, Júlio, 2019. "Seasonal anomalies in the market for American depository receipts," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 24(48), pages 241-265.
- -ur- Rehman, Atiq, 2019. "Detecting Stationarity of GDP:A Test of Unit Root Tests," Journal of Quantitative Methods, University of Management and Technology, Lahore, Pakistan, vol. 3(1), pages 8-38.
- Feraud, Katherine & Flores, Jorge, 2019. "Impacto de las importaciones en la industria manufacturera a nivel global: Un análisis de datos panel," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 6(1), pages 92-99, Enero.
- Ferreira Prestes, Andréia & Mendes Bezerra, Fernanda & Egevardt de Castro, Talita, 2019. "Análise espacial das aglomerações da indústria de transformação nos segmentos moderno e tradicional no estado do Paraná," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 13(3), pages 422-442, March.
- Oana Mădălina POPESCU, 2019. "Investor Sentiment on the Stock Market using Artificial Neural Networks," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 20(5), pages 508-518, December.
- Leonard C. Smith & Vimal Ranchhod, 2012.
"Measuring The Impact Of Educational Interventions On The Academic Performance Of Academic Development Students In Second-Year Microeconomics,"
South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 431-448, September.
- Leonard Smith & Vimal Ranchhod, 2010. "Measuring the impact of Educational Interventions on the Academic Performance of Academic Development Students in Second-Year Microeconomics," SALDRU Working Papers 46, Southern Africa Labour and Development Research Unit, University of Cape Town.
- Talita Dalton-Greyling, 2019. "Access to micro and informal loans: evaluating the impact on the quality of life of poor females in South Africa," Working Papers 186, Economic Research Southern Africa.
- Stephanié Rossouw & Talita Dalton-Greyling, 2019. "Access to micro – and informal loans: evaluating the impact on the quality of life of poor females in South Africa," Working Papers 775, Economic Research Southern Africa.
- Alexandra Bozhechkova, 2019. "Real Exchange Rate And Competitiveness Of National Economy," Proceedings of International Academic Conferences 9412103, International Institute of Social and Economic Sciences.
- Gloria Gheno, 2019. "A new quantitative method to understand the best innovative strategies for the companies," Proceedings of International Academic Conferences 9712150, International Institute of Social and Economic Sciences.
- Lerato Mothibi, 2019. "The impact of foreign debt and government debt on economic growth in South Africa," Proceedings of International Academic Conferences 9912015, International Institute of Social and Economic Sciences.
- Lerato Mothibi & Lorainne Ferreira, 2019. "An Empirical Analysis of Foreign Direct Investment and Domestic Investment as Drivers of Economic Growth in South Africa," Proceedings of International Academic Conferences 9912016, International Institute of Social and Economic Sciences.
- Abigail Stiglingh & Lerato Mothibi, 2019. "The link between government expenditure and debt as potential drivers of economic growth in South Africa," Proceedings of International Academic Conferences 9912043, International Institute of Social and Economic Sciences.
- Abigail Stiglingh, 2019. "An Analysis Of The Relationship Between Financial Development And Economic Growth: G-7 Countries," Proceedings of International Academic Conferences 9912044, International Institute of Social and Economic Sciences.
- Ranjeeta Sadhwani & Mujeeb U Rehman Bhayo, 2019. "Momentum and Disposition Effect in the stock market of USA," Proceedings of Economics and Finance Conferences 8911340, International Institute of Social and Economic Sciences.
- Akihiro Otsuka, 2019. "Natural disasters and electricity consumption behavior: a case study of the 2011 Great East Japan Earthquake," Asia-Pacific Journal of Regional Science, Springer, vol. 3(3), pages 887-910, October.
- Luca Grassetti & Laura Rizzi, 2019. "The determinants of individual health care expenditures in the Italian region of Friuli Venezia Giulia: evidence from a hierarchical spatial model estimation," Empirical Economics, Springer, vol. 56(3), pages 987-1009, March.
- José María Martín-Moreno & Rafaela Pérez & Jesús Ruiz, 2019. "Evidence about asymmetric price transmission in the main European fuel markets: from TAR-ECM to Markov-switching approach," Empirical Economics, Springer, vol. 56(4), pages 1383-1412, April.
- Giorgio Mattei & Barbara Pistoresi, 2019. "Unemployment and suicide in Italy: evidence of a long-run association mitigated by public unemployment spending," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 20(4), pages 569-577, June.
- Marianna Succurro & Giuseppina Damiana Costanzo, 2019. "Ownership structure and firm patenting activity in Italy," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(2), pages 239-266, June.
- Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019. "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 91-105, January.
- Elena Oleinik & Alyona Zakharova, 2019. "City: economic growth and social attractiveness issues," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(1), pages 454-470, September.
- Yelena Vechkinzova & Yelena Petrenko & Yelena Petrenko & Stanislav Benčič & Dmitriy Ulybyshev & Dmitriy Ulybyshev & Yerlan Zhailauov & Yerlan Zhailauov, 2019. "Evaluation of regional innovation systems performance using Data Envelopment Analysis (DEA)," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(1), pages 498-509, September.
- Maurice J. G. Bun & Teresa D. Harrison, 2019.
"OLS and IV estimation of regression models including endogenous interaction terms,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 814-827, August.
- Bun, Maurice J.G. & Harrison, Teresa D., 2014. "OLS and IV estimation of regression models including endogenous interaction terms," School of Economics Working Paper Series 2014-3, LeBow College of Business, Drexel University.
- Maurice J.G. Bun & Teresa D. Harrison, 2014. "OLS and IV estimation of regression models including endogenous interaction terms," UvA-Econometrics Working Papers 14-02, Universiteit van Amsterdam, Dept. of Econometrics.
- Andrew Gelman & Guido Imbens, 2019.
"Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 447-456, July.
- Andrew Gelman & Guido Imbens, 2014. "Why High-order Polynomials Should not be Used in Regression Discontinuity Designs," NBER Working Papers 20405, National Bureau of Economic Research, Inc.
- Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2019.
"The endo–exo problem in high frequency financial price fluctuations and rejecting criticality,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(7), pages 1165-1178, July.
- Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2018. "The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality," Swiss Finance Institute Research Paper Series 18-57, Swiss Finance Institute.
- Luisa Corrado & Roberta Distante & Majlinda Joxhe, 2019.
"Body mass index and social interactions from adolescence to adulthood,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(4), pages 425-445, October.
- Luisa Corrado & Roberta Distante & Majlinda Joxhe, 2019. "Body Mass Index and Social Interactions from Adolescence to Adulthood," DEM Discussion Paper Series 19-06, Department of Economics at the University of Luxembourg.
- Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020.
"Prediction regions for interval‐valued time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 373-390, June.
- Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018. "Prediction Regions for Interval-valued Time Series," Working Papers 201817, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
- González-Rivera, Gloria & Luo, Yun, 2019. "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS 29054, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Malinda Coa Ravelo & Ernesto Ponsot Balaguer, 2019. "Alternative link functions in binomial response models," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 44(48), pages 9-35, july-dece.
- Jose Apesteguia & Miguel Ángel Ballester & Angelo Gutierrez, 2019.
"Random Models for the Joint Treatment of Risk and Time Preferences,"
Working Papers
1117, Barcelona School of Economics.
- Jose Apesteguia & Miguel Ángel Ballester & Angelo Gutierrez, 2019. "Random models for the joint treatment of risk and time preferences," Economics Working Papers 1671, Department of Economics and Business, Universitat Pompeu Fabra.
- Jańska Anna & Kędra Arleta, 2019. "Factors Determining the Purchase of Insurance Products," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(1), pages 19-28, March.
- Jańska Anna & Kędra Arleta, 2019. "Factors Determining the Purchase of Insurance Products," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(1), pages 19-28, March.
- Obalade Adefemi Alamu & Ebiwonjumi Ayooluwade & Adaramola Anthony Olugbenga, 2019. "Var Modelling of Dynamics of Poverty, Unemployment, Literacy and Per Capita Income in Nigeria," Folia Oeconomica Stetinensia, Sciendo, vol. 19(1), pages 73-88, June.
- Pełka Marcin, 2019. "Assessment of the Development of the European Oecd Countries with the Application of Linear Ordering and Ensemble Clustering of Symbolic Data," Folia Oeconomica Stetinensia, Sciendo, vol. 19(2), pages 117-133, December.
- Barańska Anna, 2019. "Linear and Nonlinear Weighing of Property Features," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 59-68, March.
- Żelazowski Konrad, 2019. "Price Convergence in the Regional Housing Markets in Poland," Real Estate Management and Valuation, Sciendo, vol. 27(2), pages 44-52, June.
- Pitoňáková Renáta, 2019. "Modelling CAR Export from Slovakia to the United Kingdom - Vector Error Correction Approach," Review of Economic Perspectives, Sciendo, vol. 19(4), pages 249-264, December.
- Bošnjak Mile, 2019. "Determinants of Current Account in Cases of Serbia and Romania: Time-Varying Parameters Approach," South East European Journal of Economics and Business, Sciendo, vol. 14(1), pages 21-33, June.
- Franc Sanja & Časni Anita Čeh & Barišić Antea, 2019. "Determinants of Migration Following the EU Enlargement: A Panel Data Analysis," South East European Journal of Economics and Business, Sciendo, vol. 14(2), pages 13-22, December.
- Precup Mihai, 2019. "The Economic Growth and the Opportunity for the Private Equity Funds to Divest: An Empirical Analysis for Eastern Europe," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 29(3), pages 1-19, September.
- Dinghai Xu, 2021.
"A study on volatility spurious almost integration effect: A threshold realized GARCH approach,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4104-4126, July.
- Dinghai Xu, 2019. "A Study on Volatility Spurious Almost Integration Effect: A Threshold Realized GARCH Approach," Working Papers 1903, University of Waterloo, Department of Economics, revised Dec 2019.
- Patrick Kline & Christopher R. Walters, 2019.
"On Heckits, LATE, and Numerical Equivalence,"
Econometrica, Econometric Society, vol. 87(2), pages 677-696, March.
- Patrick Kline & Christopher R. Walters, 2017. "On Heckits, LATE, and Numerical Equivalence," Papers 1706.05982, arXiv.org, revised Oct 2018.
- Patrick Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," CESifo Working Paper Series 6994, CESifo.
- Patrick M. Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," NBER Working Papers 24477, National Bureau of Economic Research, Inc.
- Matteo Barigozzi & Christian Brownlees, 2019.
"NETS: Network estimation for time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 347-364, April.
- Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona School of Economics.
- Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
- Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2019.
"Real‐time forecast combinations for the oil price,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 456-462, April.
- Anthony Garratt & Shaun P. Vahey & Ynuyi Zhang, 2018. "Real-time Forecast Combinations for the Oil Price," National Institute of Economic and Social Research (NIESR) Discussion Papers 494, National Institute of Economic and Social Research.
- Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2018. "Real-time forecast combinations for the oil price," CAMA Working Papers 2018-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Wei Lin & Gloria González‐Rivera, 2019.
"Extreme returns and intensity of trading,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1121-1140, November.
- Gloria Gonzalez-Rivera & Wei Lin, 2016. "Extreme Returns and Intensity of Trading," Working Papers 201607, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Wei Lin, 2017. "Extreme Returns and Intensity of Trading," Working Papers 201801, University of California at Riverside, Department of Economics.
- Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2020.
"The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 35, pages 1345-1397,
World Scientific Publishing Co. Pte. Ltd..
- Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2019. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-51, June.
- Shuntaro Shishido & Osamu Nakamura, 2019. "Growth Alternatives of the Japanese Economy:Structure and Simulations of Dynamic Econometric Model with Input-Output System (DEMIOS)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11210, August.
- Chihwa Kao & Long Liu, 2019. "High-Dimensional Econometrics and Identification," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11273, August.
- Ragnar Nymoen, 2019. "Dynamic Econometrics for Empirical Macroeconomic Modelling," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11479, February.
- Chihwa Kao & Long Liu, 2019. "Panel Data Model with Stationary and Nonstationary Regressors and Error Terms," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 1, pages 1-34, World Scientific Publishing Co. Pte. Ltd..
- Chihwa Kao & Long Liu, 2019. "Panel Time Trend Model with Stationary and Nonstationary Error Terms," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 2, pages 35-56, World Scientific Publishing Co. Pte. Ltd..
- Chihwa Kao & Long Liu, 2019. "Estimation of Change Points in Stationary and Nonstationary Regressors and Error Term," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 3, pages 57-107, World Scientific Publishing Co. Pte. Ltd..
- Chihwa Kao & Long Liu, 2019. "Weak Instruments in Panel Data Models," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 4, pages 109-127, World Scientific Publishing Co. Pte. Ltd..
- Chihwa Kao & Long Liu, 2019. "Incidental Parameters Problem in Panel Data Models," World Scientific Book Chapters, in: HIGH-DIMENSIONAL ECONOMETRICS AND IDENTIFICATION, chapter 5, pages 129-153, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Introduction to Dynamic Macroeconometrics," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 1, pages 1-29, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Review of Econometric Theory," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 2, pages 31-101, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Review of Difference Equations," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 3, pages 103-156, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Stationary Time Series," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 4, pages 157-201, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "The VAR," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 5, pages 203-220, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Single Equation Models," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 6, pages 221-255, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Multiple Equation Models," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 7, pages 257-299, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Exogeneity," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 8, pages 301-313, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Non-stationarity," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 9, pages 315-338, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Cointegration," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 10, pages 339-378, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Automatic Variable Selection," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 11, pages 379-403, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Model-Based Forecasting," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 12, pages 405-443, World Scientific Publishing Co. Pte. Ltd..
- Ragnar Nymoen, 2019. "Appendices," World Scientific Book Chapters, in: Dynamic Econometrics for Empirical Macroeconomic Modelling, chapter 13, pages 445-543, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada & Yiu Kuen Tse & Shuntaro Shishido & Osamu Nakamura, 2019. "Introduction," World Scientific Book Chapters, in: GROWTH ALTERNATIVES OF THE JAPANESE ECONOMY Structure and Simulations of Dynamic Econometric Model with Input-Output System (DEMIOS), chapter 1, pages 1-5, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada & Yiu Kuen Tse & Shuntaro Shishido & Osamu Nakamura, 2019. "General Feature of DEMIOS," World Scientific Book Chapters, in: GROWTH ALTERNATIVES OF THE JAPANESE ECONOMY Structure and Simulations of Dynamic Econometric Model with Input-Output System (DEMIOS), chapter 2, pages 7-20, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada & Yiu Kuen Tse & Shuntaro Shishido & Osamu Nakamura, 2019. "Input–Output Model Block," World Scientific Book Chapters, in: GROWTH ALTERNATIVES OF THE JAPANESE ECONOMY Structure and Simulations of Dynamic Econometric Model with Input-Output System (DEMIOS), chapter 3, pages 21-65, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada & Yiu Kuen Tse & Shuntaro Shishido & Osamu Nakamura, 2019. "Macroeconomic Model Block," World Scientific Book Chapters, in: GROWTH ALTERNATIVES OF THE JAPANESE ECONOMY Structure and Simulations of Dynamic Econometric Model with Input-Output System (DEMIOS), chapter 4, pages 67-90, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada & Yiu Kuen Tse & Shuntaro Shishido & Osamu Nakamura, 2019. "Cohort-Type Demographic and Labor Force Block," World Scientific Book Chapters, in: GROWTH ALTERNATIVES OF THE JAPANESE ECONOMY Structure and Simulations of Dynamic Econometric Model with Input-Output System (DEMIOS), chapter 5, pages 91-106, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada & Yiu Kuen Tse & Shuntaro Shishido & Osamu Nakamura, 2019. "Scenario Projections by DEMIOS," World Scientific Book Chapters, in: GROWTH ALTERNATIVES OF THE JAPANESE ECONOMY Structure and Simulations of Dynamic Econometric Model with Input-Output System (DEMIOS), chapter 6, pages 107-166, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada & Yiu Kuen Tse & Shuntaro Shishido & Osamu Nakamura, 2019. "Concluding Remarks," World Scientific Book Chapters, in: GROWTH ALTERNATIVES OF THE JAPANESE ECONOMY Structure and Simulations of Dynamic Econometric Model with Input-Output System (DEMIOS), chapter 7, pages 167-172, World Scientific Publishing Co. Pte. Ltd..
- Andreas Brunhart, 2019.
"Der neue Konjunkturindex „KonSens“: Ein gleichlaufender, vierteljährlicher Sammelindikator für Liechtenstein,"
Arbeitspapiere
62, Liechtenstein-Institut.
- Brunhart, Andreas, 2019. "Der neue Konjunkturindex "KonSens": Ein gleichlaufender, vierteljährlicher Sammelindikator für Liechtenstein," EconStor Preprints 225261, ZBW - Leibniz Information Centre for Economics.
- Dragotă, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019.
"Dividend payout ratio follows a Tweedie distribution: International evidence,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-35.
- Dragota, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019. "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics Discussion Papers 2019-41, Kiel Institute for the World Economy (IfW Kiel).
- Dragotă, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019.
"Dividend payout ratio follows a Tweedie distribution: International evidence,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-35.
- Dragota, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019. "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics Discussion Papers 2019-41, Kiel Institute for the World Economy (IfW Kiel).
- Jacob, Daniel & Härdle, Wolfgang Karl & Lessmann, Stefan, 2019. "Group Average Treatment Effects for Observational Studies," IRTG 1792 Discussion Papers 2019-028, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Oliver Budzinski & Arne Feddersen, 2020.
"Measuring competitive balance in Formula One racing,"
Chapters, in: Plácido RodrÃguez & Stefan Kesenne & Brad R. Humphreys (ed.), Outcome Uncertainty in Sporting Events, chapter 1, pages 5-26,
Edward Elgar Publishing.
- Budzinski, Oliver & Feddersen, Arne, 2019. "Measuring competitive balance in Formula One Racing," Ilmenau Economics Discussion Papers 121, Ilmenau University of Technology, Institute of Economics.
- Christian Gross & Pierre L. Siklos, 2020.
"Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 61-81, January.
- Gross, Christian & Siklos, Pierre, 2018. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series 78, European Systemic Risk Board.
- Groß, Christian, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203645, Verein für Socialpolitik / German Economic Association.
- Christian Gross & Pierre L. Siklos, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: A network approach," CAMA Working Papers 2019-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2018
- Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019.
"Linkages between oil price shocks and stock returns revisited,"
Energy Economics, Elsevier, vol. 82(C), pages 42-61.
- Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018. "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics and Public Policy Working Papers 2018-01, University of Adelaide, School of Economics and Public Policy.
- Dingaan Jack Khoza & J.W. Muteba Mwamba, 2018. "Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital," The African Finance Journal, Africagrowth Institute, vol. 20(1), pages 39-65.
- Barbara Danska-Borsiak, 2018. "Determinants of Total Factor Productivity in Visegrad Group Nuts-2 Regions," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 68(1), pages 31-50, March.
- Muhammad Ramzan Sheikh & Sadia Javaid & Muhammad Imran Mushtaq, 2018. "Does economic freedom boost economic growthin Pakistan and India?," Pakistan Journal of Economic Studies, Department of Economics, The Islamia University of Bahawalpur, Pakistan., vol. 1(1), pages 45-58, June.
- Abid Rashid Gill & Tayyaba Akaram, 2018. "Inter-district Socioeconomic Disparity and Child Health Care in Pakistan: A Cross-Sectional Study," Pakistan Journal of Economic Studies, Department of Economics, The Islamia University of Bahawalpur, Pakistan., vol. 1(2), pages 95-110, December.
- Aliyu Alhaji Jibrilla, 2018. "Does Trade Liberalization Affect Energy Saving in Nigeria?," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 6(4), pages :493-515, December.
- Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018.
"Spurious Seasonality Detection: A Non-Parametric Test Proposal,"
Econometrics, MDPI, vol. 6(1), pages 1-15, January.
- Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018. "Spurious seasonality detection: a non-parametric test proposal," Papers 1801.07941, arXiv.org.
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"State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering,"
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"The Forecasting Performance of Dynamic Factor Models with Vintage Data,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0070, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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"Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 61-81, January.
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"Design-based analysis in Difference-In-Differences settings with staggered adoption,"
Journal of Econometrics, Elsevier, vol. 226(1), pages 62-79.
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"Does the precision and stability of value-added estimates of teacher performance depend on the types of students they serve?,"
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"Trade Openness and Economic Growth in SADC Countries,"
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"Trade Openness and Economic Growth in SADC Countries,"
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- Emrah KOÇAK & Nısfet UZAY, 2018. "Democracy, Economic Freedoms and Economic Growth: An Investigation on the Role of Institutions," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(36).
- Sheena Yu-Hsien Kao & Anil K. Bera, 2018. "Testing spatial regression models under nonregular conditions," Empirical Economics, Springer, vol. 55(1), pages 85-111, August.
- Klaus Kaier & Holger Reinecke & Huseyin Naci & Lutz Frankenstein & Martin Bode & Werner Vach & Philip Hehn & Andreas Zirlik & Manfred Zehender & Jochen Reinöhl, 2018. "The impact of post-procedural complications on reimbursement, length of stay and mechanical ventilation among patients undergoing transcatheter aortic valve implantation in Germany," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(2), pages 223-228, March.
- Alok Dixit & Shivam Singh, 2018. "Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 57-88, March.
- Dinabandhu Sethi & Debashis Acharya, 2018. "Estimating Sectoral Disinflation Cost in India: Some Structural VAR Evidence," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 23-46, December.
- Alexander J. Moore, 2018. "Quantifying the Landlocked Trade Penalty using Structural Gravity," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 769-786, September.
- Jos L. T. Blank, 2018. "Frontier Estimation of a Cost Function System Model with Local Least Squares: An Application to Dutch Secondary Education," Springer Proceedings in Business and Economics, in: William H. Greene & Lynda Khalaf & Paul Makdissi & Robin C. Sickles & Michael Veall & Marcel-Cristia (ed.), Productivity and Inequality, pages 103-118, Springer.
- Christian Gross & Pierre L. Siklos, 2020.
"Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 61-81, January.
- Christian Gross & Pierre L. Siklos, 2018. "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CQE Working Papers 7218, Center for Quantitative Economics (CQE), University of Muenster.
- Christian Gross & Pierre L. Siklos, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: A network approach," CAMA Working Papers 2019-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gross, Christian & Siklos, Pierre, 2018. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series 78, European Systemic Risk Board.
- Groß, Christian, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203645, Verein für Socialpolitik / German Economic Association.
- M. Hashem Pesaran & Qiankun Zhou, 2018.
"Estimation of time-invariant effects in static panel data models,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1137-1171, November.
- M. Hashem Pesaran & Qiankun Zhou, 2014. "Estimation of Time-invariant Effects in Static Panel Data Models," CESifo Working Paper Series 4983, CESifo.
- Susan Athey & Dean Eckles & Guido W. Imbens, 2018.
"Exact p-Values for Network Interference,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(521), pages 230-240, January.
- Athey, Susan & Eckles, Dean & Imbens, Guido W., 2015. "Exact P-Values for Network Interference," Research Papers 3351, Stanford University, Graduate School of Business.
- Susan Athey & Dean Eckles & Guido W. Imbens, 2015. "Exact P-values for Network Interference," NBER Working Papers 21313, National Bureau of Economic Research, Inc.
- Athey, Susan & Eckles, Dean & Imbens, Guido W., 2015. "Exact P-Values for Network Interference," Research Papers 3287, Stanford University, Graduate School of Business.
- Jörg Breitung & Christoph Wigger, 2018.
"Alternative GMM estimators for spatial regression models,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 13(2), pages 148-170, April.
- Jцrg Breitung & Christoph Wigger, 2017. "Alternative GMM estimators for spatial regression models," Working Paper Series in Economics 89, University of Cologne, Department of Economics.
- Shuffield Seyram Asafo, 2018. "The Macro-economy and Non-Performing Loans in Ghana: A BVAR approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 11(3), pages 65-72, December.
- Eleni (E.) Aristodemou, 2018. "Semiparametric Identification in Panel Data Discrete Response Models," Tinbergen Institute Discussion Papers 18-065/III, Tinbergen Institute.
- Alberto Abadie & Matthew M. Chingos & Martin R. West, 2018.
"Endogenous Stratification in Randomized Experiments,"
The Review of Economics and Statistics, MIT Press, vol. 100(4), pages 567-580, October.
- Alberto Abadie & Matthew M. Chingos & Martin R. West, 2013. "Endogenous Stratification in Randomized Experiments," NBER Working Papers 19742, National Bureau of Economic Research, Inc.
- Giacomo Caterini, 2018. "Classifying Firms with Text Mining," DEM Working Papers 2018/09, Department of Economics and Management.
- Damian Clarke & Benjamín Matta, 2018.
"Practical considerations for questionable IVs,"
Stata Journal, StataCorp LP, vol. 18(3), pages 663-691, September.
- Clarke, Damian & Matta, Benjamín, 2017. "Practical Considerations for Questionable IVs," MPRA Paper 79991, University Library of Munich, Germany.
- Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020.
"Prediction regions for interval‐valued time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 373-390, June.
- Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018. "Prediction Regions for Interval-valued Time Series," Working Papers 201817, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
- González-Rivera, Gloria & Luo, Yun, 2019. "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS 29054, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Aboal, Diego & Perera, Marcelo & Tacsir, Ezequiel & Vairo, Maren, 2018. "A guide for the evaluation of programs of human capital training for science, technology and innovation," MERIT Working Papers 2018-031, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- DUTCAS, Monica Florica, 2018. "The Rational Anticipations Regarding”Inflation - Unemployment” Trade-Off," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 6(1), pages 55-62, October.
- Kıvanç Halil Arıç & Serkan Taştan, 2018. "Are China and India Decoupling from the United States?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 65(1), pages 65-78, March.
- Kıvanç Halil Arıç & Serkan Taştan, 2018. "Are China and India Decoupling from the United States?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 65(1), pages 65-78.
- Bucevska Vesna & Mojanoski Goran, 2018. "Identifying the determinants that cause the value movements of currencies Denar, Kuna and Dinar," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 4(2), pages 78-85, November.
- Carson, Richard T. & Czajkowski, Mikołaj, 2019.
"A new baseline model for estimating willingness to pay from discrete choice models,"
Journal of Environmental Economics and Management, Elsevier, vol. 95(C), pages 57-61.
- Richard T. Carson & Mikołaj Czajkowski, 2018. "A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models," Working Papers 2018-04, Faculty of Economic Sciences, University of Warsaw.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2018.
"Double/debiased machine learning for treatment and structural parameters,"
Econometrics Journal, Royal Economic Society, vol. 21(1), pages 1-68, February.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017. "Double/debiased machine learning for treatment and structural parameters," CeMMAP working papers CWP28/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017. "Double/debiased machine learning for treatment and structural parameters," CeMMAP working papers 28/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2017. "Double/Debiased Machine Learning for Treatment and Structural Parameters," NBER Working Papers 23564, National Bureau of Economic Research, Inc.
- Peter Pauly (ed.), 2018. "Global Economic Modeling:A Volume in Honor of Lawrence R Klein," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10459, August.
- Dominique M Hanssens, 2018. "Long-Term Impact of Marketing:A Compendium," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10704, August.
- Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada (ed.), 2018. "Klein's Last Quarterly Econometric Model of the United States:Wharton Quarterly Econometric Model: Mark 10," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10708, August.
- Peter Pauly, 2018. "Introduction," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 1, pages vii-xii, World Scientific Publishing Co. Pte. Ltd..
- Roberto S. Mariano & Suleyman Ozmucur, 2018. "High-mixed-frequency forecasting models for GDP and inflation," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 2, pages 2-29, World Scientific Publishing Co. Pte. Ltd..
- David Turner, 2018. "The use of models in macroeconomic forecasting at the OECD," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 3, pages 30-48, World Scientific Publishing Co. Pte. Ltd..
- Peter Pauly, 2018. "Reflections on global modeling: The state of the art," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 4, pages 49-88, World Scientific Publishing Co. Pte. Ltd..
- Jaromir Benes & Douglas Laxton & Joannes Mongardini, 2018.
"Mitigating the deadly embrace in financial cycles: Countercyclical buffers and loan-to-value limits,"
World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 5, pages 90-111,
World Scientific Publishing Co. Pte. Ltd..
- Mr. Jaromir Benes & Mr. Douglas Laxton & Mr. Joannes Mongardini, 2016. "Mitigating the Deadly Embrace in Financial Cycles: Countercyclical Buffers and Loan-to-Value Limits," IMF Working Papers 2016/087, International Monetary Fund.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2018. "Spreads and bank ratings in the Euro area sovereign debt crises," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 6, pages 112-145, World Scientific Publishing Co. Pte. Ltd..
- Tiff Macklem, 2018. "Remarks on international financial stability," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 7, pages 146-151, World Scientific Publishing Co. Pte. Ltd..
- Pete Richardson & Luca Larcher, 2018. "The influence of DB pensions on the market valuation of the pension plan sponsor: For the FTSE 100 companies, size really does matter," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 8, pages 152-179, World Scientific Publishing Co. Pte. Ltd..
- Lawrence J. Lau, 2018. "What makes China grow?," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 9, pages 182-233, World Scientific Publishing Co. Pte. Ltd..
- Byron Gangnes & Ari Van Assche, 2018. "Global value chains and changing trade elasticities," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 10, pages 234-254, World Scientific Publishing Co. Pte. Ltd..
- Zsolt Darvas, 2018. "Is technological progress behind growing income inequality?," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 11, pages 256-276, World Scientific Publishing Co. Pte. Ltd..
- Stefan P. Schleicher, 2018. "Deepened structural modeling: The case of energy," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 12, pages 277-288, World Scientific Publishing Co. Pte. Ltd..
- Sudip Ranjan Basu, 2018. "Policymaking in the age of sustainable development," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 13, pages 289-313, World Scientific Publishing Co. Pte. Ltd..
- Franjo Štiblar, 2018. "Damaging austerity policies," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 14, pages 314-332, World Scientific Publishing Co. Pte. Ltd..
- Dominique M. Hanssens, 2018. "Market Response, Competitive Behavior, and Time-Series Analysis," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 1, pages 1-40, World Scientific Publishing Co. Pte. Ltd..
- Gregory S. Carpenter & Lee G. Cooper & Dominique M. Hanssens & David F. Midgley, 2018. "Modeling Asymmetric Competition," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 2, pages 41-74, World Scientific Publishing Co. Pte. Ltd..
- Keiko Powers & Dominique M. Hanssens & Yih-Ing Hser & M. Douglas Anglin, 2018. "Measuring the Long-Term Effects of Public Policy: The Case of Narcotics Use and Property Crime," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 3, pages 75-105, World Scientific Publishing Co. Pte. Ltd..
- Marnik G. Dekimpe & Dominique M. Hanssens, 2018. "The Persistence of Marketing Effects on Sales," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 4, pages 107-142, World Scientific Publishing Co. Pte. Ltd..
- Marnik G. Dekimpe & Dominique M. Hanssens, 2018. "Sustained Spending and Persistent Response: A New Look at Long-Term Marketing Profitability," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 5, pages 143-186, World Scientific Publishing Co. Pte. Ltd..
- Vincent R. Nijs & Marnik G. Dekimpe & Jan-Benedict E.M. Steenkamps & Dominique M. Hanssens, 2018. "The Category-Demand Effects of Price Promotions," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 6, pages 187-233, World Scientific Publishing Co. Pte. Ltd..
- Koen Pauwels & Dominique M. Hanssens & S. Siddarth, 2018. "The Long-Term Effects of Price Promotions on Category Incidence, Brand Choice, and Purchase Quantity," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 7, pages 235-286, World Scientific Publishing Co. Pte. Ltd..
- Koen Pauwels & Jorge Silva-Risso & Shuba Srinivasan & Dominique M. Hanssens, 2018. "New Products, Sales Promotions, and Firm Value: The Case of the Automobile Industry," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 8, pages 287-324, World Scientific Publishing Co. Pte. Ltd..
- Jan-Benedict E. M. Steenkamp & Vincent R. Nijs & Dominique M. Hanssens & Marnik G. Dekimpe, 2018. "Competitive Reactions to Advertising and Promotion Attacks," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 9, pages 325-372, World Scientific Publishing Co. Pte. Ltd..
- Koen Pauwels & Dominique M. Hanssens, 2018. "Performance Regimes and Marketing Policy Shifts," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 10, pages 373-426, World Scientific Publishing Co. Pte. Ltd..
- Julian Villanueva & Shijin Yoo & Dominique M. Hanssens, 2018. "The Impact of Marketing-Induced Versus Word-of-Mouth Customer Acquisition on Customer Equity Growth," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 11, pages 427-459, World Scientific Publishing Co. Pte. Ltd..
- Shuba Srinivasan & Dominique M. Hanssens, 2018. "Marketing and Firm Value: Metrics, Methods, Findings, and Future Directions," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 12, pages 461-519, World Scientific Publishing Co. Pte. Ltd..
- Amit Joshi & Dominique M. Hanssens, 2018. "The Direct and Indirect Effects of Advertising Spending on Firm Value," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 13, pages 521-556, World Scientific Publishing Co. Pte. Ltd..
- Dominique M. Hanssens & Koen H. Pauwels & Shuba Srinivasan & Marc Vanhuele & Gokhan Yildirim, 2018. "Consumer Attitude Metrics for Guiding Marketing Mix Decisions," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 14, pages 557-600, World Scientific Publishing Co. Pte. Ltd..
- Dominique M. Hanssens & Fang Wang & Xiao-Ping Zhang, 2018. "Performance Growth and Opportunistic Marketing Spending," World Scientific Book Chapters, in: LONG-TERM IMPACT OF MARKETING A Compendium, chapter 15, pages 601-633, World Scientific Publishing Co. Pte. Ltd..
- Lawrence Klein & Kanta Marwah & Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada, 2018. "A Brief History of Evolving Wharton Models 1961–2000," World Scientific Book Chapters, in: Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada (ed.), KLEIN’S LAST QUARTERLY ECONOMETRIC MODEL OF THE UNITED STATES Wharton Quarterly Econometric Model: Mark 10, chapter 1, pages 1-5, World Scientific Publishing Co. Pte. Ltd..
- Lawrence Klein & Kanta Marwah & Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada, 2018. "Outline of the Core Model," World Scientific Book Chapters, in: Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada (ed.), KLEIN’S LAST QUARTERLY ECONOMETRIC MODEL OF THE UNITED STATES Wharton Quarterly Econometric Model: Mark 10, chapter 2, pages 7-12, World Scientific Publishing Co. Pte. Ltd..
- Lawrence Klein & Kanta Marwah & Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada, 2018. "Overview of Industry Model," World Scientific Book Chapters, in: Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada (ed.), KLEIN’S LAST QUARTERLY ECONOMETRIC MODEL OF THE UNITED STATES Wharton Quarterly Econometric Model: Mark 10, chapter 3, pages 13-17, World Scientific Publishing Co. Pte. Ltd..
- Lawrence Klein & Kanta Marwah & Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada, 2018. "Some Estimation Methods," World Scientific Book Chapters, in: Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada (ed.), KLEIN’S LAST QUARTERLY ECONOMETRIC MODEL OF THE UNITED STATES Wharton Quarterly Econometric Model: Mark 10, chapter 4, pages 19-23, World Scientific Publishing Co. Pte. Ltd..
- Lawrence Klein & Kanta Marwah & Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada, 2018. "Estimated Equations of the Core Model," World Scientific Book Chapters, in: Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada (ed.), KLEIN’S LAST QUARTERLY ECONOMETRIC MODEL OF THE UNITED STATES Wharton Quarterly Econometric Model: Mark 10, chapter 5, pages 25-208, World Scientific Publishing Co. Pte. Ltd..
- Lawrence Klein & Kanta Marwah & Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada, 2018. "Multiplier Analysis of Wharton Model," World Scientific Book Chapters, in: Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada (ed.), KLEIN’S LAST QUARTERLY ECONOMETRIC MODEL OF THE UNITED STATES Wharton Quarterly Econometric Model: Mark 10, chapter 6, pages 209-214, World Scientific Publishing Co. Pte. Ltd..
- Lawrence Klein & Kanta Marwah & Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada, 2018. "Appendices: Later Versions of WEFA Model and Some Observations on Forecasting," World Scientific Book Chapters, in: Shinichi Ichimura & Soshichi Kinoshita & Mitsuo Yamada (ed.), KLEIN’S LAST QUARTERLY ECONOMETRIC MODEL OF THE UNITED STATES Wharton Quarterly Econometric Model: Mark 10, chapter 7, pages 215-242, World Scientific Publishing Co. Pte. Ltd..
- Opiła, Janusz, 2018. "Visualization in a Knowledge Transfer Process," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2018), Split, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Split, Croatia, 6-8 September 2018, pages 485-493, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
- Majune, Socrates Kraido, 2018. "Theory and Practice of Testing for a Single Structural Break in Stata," EconStor Preprints 172517, ZBW - Leibniz Information Centre for Economics.
- Iwata, Kazumasa & Jean, Sébastien & Kastrop, Christian & Loewald, Chris & Véron, Nicolas, 2018.
"T20 resilience and inclusive growth,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-10.
- Iwata, Kazumasa & Jean, Sébastien & Kastrop, Christian & Loewald, Chris & Véron, Nicolas, 2017. "T20 resilience and inclusive growth," Economics Discussion Papers 2017-94, Kiel Institute for the World Economy (IfW Kiel).
- Wolfgang Karl Härdle & Campbell R Harvey & Raphael C G Reule, 2020.
"Understanding Cryptocurrencies,"
Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 181-208.
- Härdle, Wolfgang Karl & Harvey, Campbell R. & Reule, Raphael C. G., 2018. "Understanding Cryptocurrencies," IRTG 1792 Discussion Papers 2018-044, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann, 2018. "Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies," IRTG 1792 Discussion Papers 2018-058, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
2017
- Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019.
"A non-structural investigation of VIX risk neutral density,"
Journal of Banking & Finance, Elsevier, vol. 99(C), pages 1-20.
- Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2017. "A Non-Structural Investigation of VIX Risk Neutral Density," CREATES Research Papers 2017-15, Department of Economics and Business Economics, Aarhus University.
- Isabel Casas & Eva Ferreira & Susan Orbe, 2021.
"Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management,"
Journal of Financial Econometrics, Oxford University Press, vol. 19(4), pages 707-745.
- Isabel Casas & Eva Ferreira & Susan Orbe, 2017. "Time-varying coefficient estimation in SURE models. Application to portfolio management," CREATES Research Papers 2017-33, Department of Economics and Business Economics, Aarhus University.
- Jacques Mairesse & Alain Monfort & Pierre Picard & Alain Trognon, 2017. "Introduction," Annals of Economics and Statistics, GENES, issue 125-126, pages 1-7.
- Pascal Mazodier, 2017. "Mr Malinvaud and Econometrics," Annals of Economics and Statistics, GENES, issue 125-126, pages 169-185.
- Samuele CENTORRINO & Jeffrey S. RACINE, 2017.
"Semiparametric Varying Coefficient Models with Endogenous Covariates,"
Annals of Economics and Statistics, GENES, issue 128, pages 261-295.
- S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.
- James L. Powell, 2017. "Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 107-124, Spring.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2017.
"Undergraduate Econometrics Instruction: Through Our Classes, Darkly,"
Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 125-144, Spring.
- Angrist, Joshua D. & Pischke, Jorn-Steffen, 2017. "Undergraduate econometrics instruction: through our classes, darkly," LSE Research Online Documents on Economics 80663, London School of Economics and Political Science, LSE Library.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2017. "Undergraduate Econometrics Instruction: Through Our Classes, Darkly," NBER Working Papers 23144, National Bureau of Economic Research, Inc.
- Angrist, Joshua & Pischke, Jörn-Steffen, 2017. "Undergraduate Econometrics Instruction: Through Our Classes, Darkly," IZA Discussion Papers 10535, Institute of Labor Economics (IZA).
- Susan Athey & Guido W. Imbens, 2017.
"The State of Applied Econometrics: Causality and Policy Evaluation,"
Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 3-32, Spring.
- Susan Athey & Guido Imbens, 2016. "The State of Applied Econometrics - Causality and Policy Evaluation," Papers 1607.00699, arXiv.org.
- Jiang, Meishan & Paudel, Krishna & Mi, Yunsheng, 2017. "Rural Land Transfer and Financial Impact: Evidence from China," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252853, Southern Agricultural Economics Association.
- Abdullah AÇIK & Sadık Özlen BAŞER, 2017. "The Relationship Between Freight Revenues And Vessel Disposal Decisions," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 2(2), pages 96-112.
- Magdalena Osińska (ed.), 2017. "Statistical Review, vol. 64, 2017, 3," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 64, number book:y:2017:n:64:ps, june.
- Clinet, Simon & Potiron, Yoann, 2018.
"Efficient asymptotic variance reduction when estimating volatility in high frequency data,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 103-142.
- Simon Clinet & Yoann Potiron, 2017. "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers 1701.01185, arXiv.org, revised Jun 2018.
- Patrick Kline & Christopher R. Walters, 2019.
"On Heckits, LATE, and Numerical Equivalence,"
Econometrica, Econometric Society, vol. 87(2), pages 677-696, March.
- Patrick Kline & Christopher R. Walters, 2017. "On Heckits, LATE, and Numerical Equivalence," Papers 1706.05982, arXiv.org, revised Oct 2018.
- Patrick M. Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," NBER Working Papers 24477, National Bureau of Economic Research, Inc.
- Patrick Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," CESifo Working Paper Series 6994, CESifo.
- Clinet, Simon & Potiron, Yoann, 2019.
"Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book,"
Journal of Econometrics, Elsevier, vol. 209(2), pages 289-337.
- Simon Clinet & Yoann Potiron, 2017. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers 1709.02502, arXiv.org, revised Feb 2019.
- Susan Athey & Mohsen Bayati & Nikolay Doudchenko & Guido Imbens & Khashayar Khosravi, 2021.
"Matrix Completion Methods for Causal Panel Data Models,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1716-1730, October.
- Susan Athey & Mohsen Bayati & Nikolay Doudchenko & Guido Imbens & Khashayar Khosravi, 2017. "Matrix Completion Methods for Causal Panel Data Models," Papers 1710.10251, arXiv.org, revised Apr 2022.
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"Double/debiased machine learning for treatment and structural parameters,"
Econometrics Journal, Royal Economic Society, vol. 21(1), pages 1-68, February.
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"Inequality Indices as Tests of Fairness,"
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"Inequality Indices as Tests of Fairness,"
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"The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference,"
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"Alternative GMM estimators for spatial regression models,"
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"Season. Mathematica Packages for Seasonal Adjustment,"
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- Schlicht, Ekkehart, 2020. "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics 74306, University of Munich, Department of Economics.
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"Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models,"
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"To Pool or Not to Pool: Revisited,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 185-217, April.
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"Empirical Methods for the Law,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 174(1), pages 5-23, March.
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"Estimating global bank network connectedness,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 1-15, January.
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"Human Decisions and Machine Predictions,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 237-293.
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"Double/debiased machine learning for treatment and structural parameters,"
Econometrics Journal, Royal Economic Society, vol. 21(1), pages 1-68, February.
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"Additive Nonparametric Instrumental Regressions: A Guide to Implementation,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-25, January.
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"Dependence of stock markets with gold and bonds under bullish and bearish market states,"
Resources Policy, Elsevier, vol. 52(C), pages 308-319.
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"Practical considerations for questionable IVs,"
Stata Journal, StataCorp LP, vol. 18(3), pages 663-691, September.
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"Robust estimation with exponentially tilted Hellinger distance,"
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"Government expenditure ceiling and public debt dynamics in a demand-led macromodel,"
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"Demand for household sanitation in India using NFHS-3 data,"
Empirical Economics, Springer, vol. 53(1), pages 307-327, August.
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"Non-Economic Quality of Life and Population Density in South Africa,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(3), pages 1051-1075, December.
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"Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation,"
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- Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen, 2017. "Smooth Transition Spatial Autoregressive Models," Tinbergen Institute Discussion Papers 17-050/III, Tinbergen Institute.
- Francisco (F.) Blasques & Andre (A.) Lucas & Andries van Vlodrop, 2017. "Finite Sample Optimality of Score-Driven Volatility Models," Tinbergen Institute Discussion Papers 17-111/III, Tinbergen Institute.
- Wei Lin & Gloria González‐Rivera, 2019.
"Extreme returns and intensity of trading,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1121-1140, November.
- Gloria Gonzalez-Rivera & Wei Lin, 2016. "Extreme Returns and Intensity of Trading," Working Papers 201607, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Wei Lin, 2017. "Extreme Returns and Intensity of Trading," Working Papers 201801, University of California at Riverside, Department of Economics.
- Raja Ben Hajria & Salah Khardani & Hamdi Raïssi, 2017. "Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests," Working Papers 2017-03, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso.
- Ibrahim Abidemi Odusanya & Bukunmi Agboola, 2017. "Income, Income Inequality and Health: Evidence from Nigeria," Business & Management Compass, University of Economics Varna, issue 4, pages 345-361.
- Kutu Adebayo Augustine & Ngalawa Harold, 2017. "Monetary Policy and Industrial Output in the BRICS Countries: A Markov-Switching Model," Folia Oeconomica Stetinensia, Sciendo, vol. 17(2), pages 35-55, December.
- Barańska Anna, 2017. "Compensation for Real Properties Acquired for Roads in Different Procedures - Comparative Analysis," Real Estate Management and Valuation, Sciendo, vol. 25(4), pages 40-49, December.
- Bilas Vlatka & Bosnjak Mile & Novak Ivan, 2017. "Examining the Relationship between Financial Development and International Trade in Croatia," South East European Journal of Economics and Business, Sciendo, vol. 12(1), pages 80-88, April.
- Neagu Mădălin-Ioan & Teodoru Mircea Constantin, 2017. "Testing the Engel's law in the consumption pattern of Romanian population," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 27(3), pages 33-53, September.
- Yu‐Chin Hsu, 2017.
"Consistent tests for conditional treatment effects,"
Econometrics Journal, Royal Economic Society, vol. 20(1), pages 1-22, February.
- Yu-Chin Hsu, 2013. "Consistent Tests for Conditional Treatment Effects," IEAS Working Paper : academic research 13-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Sep 2015.
- Roman Liesenfeld & Jean‐François Richard & Jan Vogler, 2017.
"Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 600-620, April.
- Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois, 2015. "Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113131, Verein für Socialpolitik / German Economic Association.
- Iwata, Kazumasa & Jean, Sébastien & Kastrop, Christian & Loewald, Chris & Véron, Nicolas, 2018.
"T20 resilience and inclusive growth,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-10.
- Iwata, Kazumasa & Jean, Sébastien & Kastrop, Christian & Loewald, Chris & Véron, Nicolas, 2017. "T20 resilience and inclusive growth," Economics Discussion Papers 2017-94, Kiel Institute for the World Economy (IfW Kiel).
- Pédussel Wu, Jennifer & Qari, Salmai & Banach, Clark & Azarhoushang, Behzad, 2017. "A database for investigating foreign direct investment and regional trade," IPE Working Papers 94/2017, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Kim, Yong-seong & Kim, Taebong, 2017. "The Effects of Institutions on the Labour Market Outcomes: Cross-country Analysis," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 39(4), pages 69-94.
- Eilers, Lea, 2017. "Is my rental price overestimated? A small area index for Germany," Ruhr Economic Papers 734, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2017. "Tail event driven networks of SIFIs," SFB 649 Discussion Papers 2017-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle, 2020.
"Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach,"
Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 280-306.
- Trimborn, Simon & Li, Mingyang & Härdle, Wolfgang Karl, 2017. "Investing with cryptocurrencies - A liquidity constrained investment approach," SFB 649 Discussion Papers 2017-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2016
- Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2016. "Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach," CREATES Research Papers 2016-20, Department of Economics and Business Economics, Aarhus University.
- Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan, 2016.
"Intrinsic Liquidity in Conditional Volatility Models,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 225-245.
- Serge Darolles & Christian Francq & Gaëlle Le Fol & Jean-Michel Zakoïan, 2016. "Intrinsic Liquidity in Conditional Volatility Models," Post-Print hal-01500747, HAL.
- Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016.
"Gauging Liquidity Risk in Emerging Market Bond Index Funds,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 247-269.
- Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016. "Gauging Liquidity Risk in Emerging Market Bond Index Funds," Post-Print hal-01500712, HAL.
- Ogundari, Kolawole & Awokuse, Titus, 2016. "Assessing the Contribution of Agricultural Productivity to Food Security levels in Sub-Saharan African countries," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235730, Agricultural and Applied Economics Association.
- Dariusz Urban, 2016. "The Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange to Sovereign Wealth Funds," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 66(2), pages 333-350, June.
- Esin Firuzan & Berhan Çoban, 2016. "Comparison of Cointegration Tests for Near Integrated Time Series Data with Structural Break," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 4(1), pages 35-44, June.
- Magdalena Osińska (ed.), 2016. "Statistical Review, vol. 63, 2016, 3," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 63, number book:y:2016:n:63:ps, june.
- Henrik Jacobsen Kleven, 2016. "Bunching," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 435-464, October.
- Jushan Bai & Peng Wang, 2016. "Econometric Analysis of Large Factor Models," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 53-80, October.
- Susan Athey & Guido W. Imbens, 2017.
"The State of Applied Econometrics: Causality and Policy Evaluation,"
Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 3-32, Spring.
- Susan Athey & Guido Imbens, 2016. "The State of Applied Econometrics - Causality and Policy Evaluation," Papers 1607.00699, arXiv.org.
- Kaplan, David M. & Sun, Yixiao, 2017.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- Talita Greyling & Stephanié Rossouw, 2017.
"Non-Economic Quality of Life and Population Density in South Africa,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(3), pages 1051-1075, December.
- Stephanié Rossouw & Talita Dalton-Greyling, 2016. "Non-Economic Quality of Life and Population Density in South Africa," Working Papers 640, Economic Research Southern Africa.
- Talita Greyling & Stephanié Rossouw, 2016. "Non-Economic Quality of Life and Population Density in South Africa," Working Papers 2016-03, Auckland University of Technology, Department of Economics.
- Juan José Barrios, 2016. "Association between feelings about competition and self-reported happiness: do racial differences matter? Evidence from the World Value Surveys," Documentos de Investigación 108, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales.
- Alfonso Ugarte, 2016. "Long and short-run components in explanatory variables and different panel-data estimates," Working Papers 16/10, BBVA Bank, Economic Research Department.
- Ke Zhu, 2016.
"Bootstrapping the portmanteau tests in weak auto-regressive moving average models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 463-485, March.
- Zhu, Ke, 2015. "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," MPRA Paper 61930, University Library of Munich, Germany.
- Pentti Saikkonen & Rickard Sandberg, 2016.
"Testing for a Unit Root in Noncausal Autoregressive Models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 99-125, January.
- Saikkonen, Pentti & Sandberg, Rickard, 2013. "Testing for a unit root in noncausal autoregressive models," Bank of Finland Research Discussion Papers 26/2013, Bank of Finland.
- Dimitris K Christopoulos & Gregorios Siourounis & Irene Vlachaki, 2016.
"Democratic Reforms, Foreign Aid and Production Inefficiency,"
Manchester School, University of Manchester, vol. 84(3), pages 363-389, June.
- Christopoulos, Dimitris & Siourounis, Gregorios & Vlachaki, Irene, 2010. "Democratic Reforms, Foreign Aid and Production Inefficiency," MPRA Paper 23562, University Library of Munich, Germany.
- Christopoulos, Dimitris & Siourounis, Gregorios & Vlachaki, Irene, 2010. "Democratic Reforms, Foreign Aid and Production Inefficiency," MPRA Paper 23607, University Library of Munich, Germany.
- Ioanna C. Bardakas, 2016. "Structural and cyclical factors of Greece’s current account balances: a note," Working Papers 206, Bank of Greece.
- F. Lilla, 2016. "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers wp1084, Dipartimento Scienze Economiche, Universita' di Bologna.
- Fossati Sebastian, 2016.
"Dating US business cycles with macro factors,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 529-547, December.
- Fossati, Sebastian, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-5, University of Alberta, Department of Economics, revised 01 Feb 2012.
- Jean-François Brun & Maïmouna Diakite, 2016.
"Tax Potential and Tax Effort: An Empirical Estimation for Non-resource Tax Revenue and VAT’s Revenue,"
Working Papers
halshs-01332053, HAL.
- Jean-François BRUN & Maïmouna DIAKITE, 2016. "Tax Potential and Tax Effort: An Empirical Estimation for Non-resource Tax Revenue and VAT’s Revenue," Working Papers 201610, CERDI.
- MAIMOUNA DIAKITE & Jean-François BRUN, 2016. "Tax Potential and Tax Effort: An Empirical Estimation for Non-Resource Tax Revenue and VAT’s Revenue," EcoMod2016 9537, EcoMod.
- Branko Uroševic & Mikica Drenovak & Vladimir Rankovic & Ranko Jelic & Milos Ivanovic, 2016. "Market Risk Management in a Post-Basel II Regulatory Environment," CESifo Working Paper Series 6293, CESifo.
- Julian Dieler, 2016. "Effectiveness of Climate Policies: Empirical Methods and Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 68.
- Gabriel Felbermayr & Erdal Yalcin & Alexander-Nikolai Sandkamp & Philipp Lang, 2015. "Beschäftigungseffekte der Exportkreditgarantien des Bundes und globale Wertschöpfungsketten," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 68, September.
- Neda Popovska-Kamnar & Miso Nikolov & Artan Sulejmani, 2016. "Determinants Of The International Reserves In The Republic Of Macedonia," Journal Articles, Center For Economic Analyses, pages 51-61, December.
- Andres Mauricio Gómez Sánchez & Juliana Isabel Sarmiento Castillo & Claudia Liceth Fajardo Hoyos, 2016. "Indicador global adelantado de corto y largo plazo para la economía del Cauca 1960-2014," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 35(62), pages 209-244, July.
- Rafael Vergara Varela, 2016. "El Plan de Ordenamiento Territorial (POT) de Cali, una aproximación," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 35(62), pages 169-207, July.
- Sebastián Villarreal Romero & Darío A. Ortiz Navarro, 2016. "Transporte y mercado interno en Colombia: una contribución a un debate hasta ahora desconocido, 1928-1950," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, vol. 3(1), pages 83-107, April.
- Zhengyuan Gao & Christian M. Hafner, 2019.
"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
- GAO, Zhengyuan & HAFNER, Christian, 2016. "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE 2016014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhengyuan Gao & Christian M. Hafner, 2019. "Looking backward and looking forward," LIDAM Reprints CORE 3024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gao, Zhengyuan & Hafner, Christian, 2019. "Looking Backward and Looking Forward," LIDAM Reprints ISBA 2019057, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jérémy L'Hour, 2016. "Distinguishing the Confounding Factors: Policy Evaluation, High-Dimension and Variable Selection," Working Papers 2016-23, Center for Research in Economics and Statistics.
- Manuel A. Zambrano-Monserrate, 2016. "Formación de los precios de alquiler de viviendas en Machala (Ecuador): análisis mediante el método de precios hedónicos," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 39(109), pages 12-22, Enero.
- Antonis Michis, 2016. "Mean Squared Prediction Error Reduction With Instrumental Variables," Working Papers 2016-5, Central Bank of Cyprus.
- Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA, 2016. "Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 85-102.
- Anurag N. Banerjee & Nilanjan Banik & Ashvika Dalmia, 2017.
"Demand for household sanitation in India using NFHS-3 data,"
Empirical Economics, Springer, vol. 53(1), pages 307-327, August.
- Anurag N Banerjee & Nilanjan Banik & Ashvika Dalmia, 2016. "Demand for household sanitation in India using NFHS-3 data," CEMAP Working Papers 2016_05, Durham University Business School.
- Amin Jan & Maran Marimuthu, 2016. "Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 332-346.
- Cavicchioli, Maddalena & Pistoresi, Barbara, 2016. "Testing threshold cointegration in Wagner's Law: The role of military spending," Economic Modelling, Elsevier, vol. 59(C), pages 23-31.
- Lahiri, Kajal & Yang, Liu, 2016.
"Asymptotic variance of Brier (skill) score in the presence of serial correlation,"
Economics Letters, Elsevier, vol. 141(C), pages 125-129.
- Kajal Lahiri & Liu Yang, 2015. "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series 5290, CESifo.
- Tennekoon, Vidhura S., 2016. "The equivalence of three latent class models and ML estimators," Economics Letters, Elsevier, vol. 141(C), pages 147-150.
- Wu, Jilin, 2016. "A test for changing trends with monotonic power," Economics Letters, Elsevier, vol. 141(C), pages 15-19.
- Engel, Christoph, 2016.
"A random shock is not random assignment,"
Economics Letters, Elsevier, vol. 145(C), pages 45-47.
- Christoph Engel, 2016. "A Random Shock Is Not Random Assignment," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2016_09, Max Planck Institute for Research on Collective Goods.
- Wu, Jilin, 2016. "Detecting structural changes under nonstationary volatility," Economics Letters, Elsevier, vol. 146(C), pages 151-154.
- Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin, 2016.
"Consistent tests for poverty dominance relations,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 360-373.
- Garry F. Barrett & Stephen G. Donald & Yu-Chin Hsu, 2015. "Consistent Tests for Poverty Dominance Relations," IEAS Working Paper : academic research 15-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Armstrong, Timothy B. & Chan, Hock Peng, 2016.
"Multiscale adaptive inference on conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016.
"Identification of panel data models with endogenous censoring,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011. "Identification of Panel Data Models with Endogenous Censoring," Working Papers 11-07, Duke University, Department of Economics.
- Mykland, Per A. & Zhang, Lan, 2016. "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, vol. 194(2), pages 242-262.
- Kock, Anders Bredahl, 2016. "Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models," Journal of Econometrics, Elsevier, vol. 195(1), pages 71-85.
- López Cabrera, Brenda & Schulz, Franziska, 2016.
"Volatility linkages between energy and agricultural commodity prices,"
Energy Economics, Elsevier, vol. 54(C), pages 190-203.
- López Cabrera, Brenda & Schulz, Franziska, 2013. "Volatility linkages between energy and agricultural commodity prices," SFB 649 Discussion Papers 2013-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Apergis, Nicholas & Ewing, Bradley T. & Payne, James E., 2016. "Oil reserve life and the influence of crude oil prices: An analysis of Texas reserves," Energy Economics, Elsevier, vol. 55(C), pages 266-271.
- Chen, Hao & Liao, Hua & Tang, Bao-Jun & Wei, Yi-Ming, 2016.
"Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models,"
Energy Economics, Elsevier, vol. 57(C), pages 42-49.
- Hao Chen & Hua Liao & Bao-Jun Tang & Yi-Ming Wei, 2016. "Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models," CEEP-BIT Working Papers 96, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
- Asafu-Adjaye, John & Byrne, Dominic & Alvarez, Maximiliano, 2016. "Economic growth, fossil fuel and non-fossil consumption: A Pooled Mean Group analysis using proxies for capital," Energy Economics, Elsevier, vol. 60(C), pages 345-356.
- Wang, Zihe & Li, Johnny Siu-Hang, 2016. "A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds," Finance Research Letters, Elsevier, vol. 16(C), pages 103-111.
- Fong, Wai Mun, 2016. "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, vol. 17(C), pages 7-9.
- Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020.
"Technical, Fundamental, and Combined Information for Separating Winners from Losers,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 95, pages 3319-3365,
World Scientific Publishing Co. Pte. Ltd..
- Chen, Hong-Yi & Lee, Cheng-Few & Shih, Wei K., 2016. "Technical, fundamental, and combined information for separating winners from losers," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 224-242.
- Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Ali Jabran, Muhammad, 2016.
"How urbanization affects CO2 emissions in Malaysia? The application of STIRPAT model,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 83-93.
- Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Jabran, Muhammad Ali, 2015. "How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model," MPRA Paper 68422, University Library of Munich, Germany, revised 15 Dec 2015.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016.
"Gold, oil, and stocks: Dynamic correlations,"
International Review of Economics & Finance, Elsevier, vol. 42(C), pages 186-201.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014. "Gold, Oil, and Stocks," FinMaP-Working Papers 14, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2017.
"Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis,"
Journal of Econometrics, Elsevier, vol. 199(1), pages 74-92.
- Pietro Dallari & Antonio Ribba, 2015. "Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis," Center for Economic Research (RECent) 115, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2016. "Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis," EIEF Working Papers Series 1607, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," CEPR Discussion Papers 10618, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," Working Papers ECARES ECARES 2015-23, ULB -- Universite Libre de Bruxelles.
- Jean-François Brun & Maïmouna Diakite, 2016.
"Tax Potential and Tax Effort: An Empirical Estimation for Non-resource Tax Revenue and VAT’s Revenue,"
Working Papers
halshs-01332053, HAL.
- MAIMOUNA DIAKITE & Jean-François BRUN, 2016. "Tax Potential and Tax Effort: An Empirical Estimation for Non-Resource Tax Revenue and VAT’s Revenue," EcoMod2016 9537, EcoMod.
- Jean-François BRUN & Maïmouna DIAKITE, 2016. "Tax Potential and Tax Effort: An Empirical Estimation for Non-resource Tax Revenue and VAT’s Revenue," Working Papers 201610, CERDI.
- Laurent Callot & Johannes Tang Kristensen, 2016.
"Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 437-479,
Emerald Group Publishing Limited.
- Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers 15-069/III, Tinbergen Institute.
- Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers 2015-29, Department of Economics and Business Economics, Aarhus University.
- Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria, 2016. "A Selective Review of Aman Ullah’s Contributions to Econometrics," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 3-43, Emerald Group Publishing Limited.
- Eric Renault & Daniela Scidá, 2016. "Causality and Markovianity: Information Theoretic Measures," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 349-385, Emerald Group Publishing Limited.
- Marcus J. Chambers & Maria Kyriacou, 2018.
"Jackknife Bias Reduction in the Presence of a Near-Unit Root,"
Econometrics, MDPI, vol. 6(1), pages 1-28, March.
- Chambers, MJ & Kyriacou, M, 2016. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers 17623, University of Essex, Department of Economics.
- Alfredo Cartone & Paolo Postiglione, 2016. "Le componenti principali pesate geograficamente per la definizione di indicatori compositi locali," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(1), pages 33-52.
- M. Simona Andreano & Roberto Benedetti & Andrea Mazzitelli, 2016. "L?eterogeneit? spaziale nello sviluppo locale in Italia: un?analisi basata sulla costruzione di un indicatore sintetico," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(3), pages 9-27.
- Alfredo Cartone & Paolo Postiglione, 2016. "Modelli spaziali di regressione quantilica per l?analisi della convergenza economica regionale," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(3), pages 28-48.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014.
"Dynamic Factor Models, Cointegration and Error Correction Mechanisms,"
Working Papers ECARES
ECARES 2014-14, ULB -- Universite Libre de Bruxelles.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Dynamic Factor Models, Cointegration, and Error Correction Mechanisms," Finance and Economics Discussion Series 2016-018, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024, Board of Governors of the Federal Reserve System (U.S.).
- Cathrine Ulla Jensen & Toke Emil Panduro, 2016. "PanJen: A test for functional form with continuous variables," IFRO Working Paper 2016/08, University of Copenhagen, Department of Food and Resource Economics.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016.
"Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors,"
Econometrics, MDPI, vol. 4(2), pages 1-27, April.
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- P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016.
"Removing Specification Errors from the Usual Formulation of Binary Choice Models,"
Econometrics, MDPI, vol. 4(2), pages 1-21, June.
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- Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016.
"Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation,"
Econometrics, MDPI, vol. 4(4), pages 1-24, November.
- Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers 2016-32, University of Connecticut, Department of Economics.
- Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016.
"Gauging Liquidity Risk in Emerging Market Bond Index Funds,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 247-269.
- Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016. "Gauging Liquidity Risk in Emerging Market Bond Index Funds," Post-Print hal-01500712, HAL.
- Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan, 2016.
"Intrinsic Liquidity in Conditional Volatility Models,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 225-245.
- Serge Darolles & Christian Francq & Gaëlle Le Fol & Jean-Michel Zakoïan, 2016. "Intrinsic Liquidity in Conditional Volatility Models," Post-Print hal-01500747, HAL.
- MAIMOUNA DIAKITE & Jean-François BRUN, 2016.
"Tax Potential and Tax Effort: An Empirical Estimation for Non-Resource Tax Revenue and VAT’s Revenue,"
EcoMod2016
9537, EcoMod.
- Jean-François Brun & Maïmouna Diakite, 2016. "Tax Potential and Tax Effort: An Empirical Estimation for Non-resource Tax Revenue and VAT’s Revenue," Working Papers halshs-01332053, HAL.
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- Wolfgang Karl Härdle & Phoon Kok Fai & David Lee Kuo Chuen, 2016. "Credit Rating Score Analysis," SFB 649 Discussion Papers SFB649DP2016-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Renato BalbontÃn & Rodrigo Blanch, 2016. "Performance Of Chilean Pension Funds Investments Abroad 2010-2014," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(1), pages 53-67.
- Carlos Dabús & Fernando Delbianco & Andrés Fioriti, 2016. "High Inflation, Price Stability and Hysteresis Effect: Evidence from Argentina," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 31(1), pages 59-73, April.
- Jaromir Benes & Douglas Laxton & Joannes Mongardini, 2018.
"Mitigating the deadly embrace in financial cycles: Countercyclical buffers and loan-to-value limits,"
World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 5, pages 90-111,
World Scientific Publishing Co. Pte. Ltd..
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- Jaromir Benes & Douglas Laxton & Joannes Mongardini, 2018.
"Mitigating the deadly embrace in financial cycles: Countercyclical buffers and loan-to-value limits,"
World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 5, pages 90-111,
World Scientific Publishing Co. Pte. Ltd..
- Mr. Jaromir Benes & Mr. Douglas Laxton & Mr. Joannes Mongardini, 2016. "Mitigating the Deadly Embrace in Financial Cycles: Countercyclical Buffers and Loan-to-Value Limits," IMF Working Papers 2016/087, International Monetary Fund.
- Sascha O. Becker, 2016.
"Using instrumental variables to establish causality,"
IZA World of Labor, Institute of Labor Economics (IZA), pages 250-250, April.
- Grigory Aleksin & Sascha O. Becker, . "Using instrumental variables to establish causality," IZA World of Labor, Institute of Labor Economics (IZA), pages 250.2-250.2, September.
- Chris Doucouliagos, 2016. "Meta-regression analysis: Producing credible estimates from diverse evidence," IZA World of Labor, Institute of Labor Economics (IZA), pages 320-320, November.
- Joel Hinaunye Eita, 2016. "Estimating Export Potential For A Small Open Economy Using A Gravity Model Approach: Evidence From Namibia," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(4), pages 273-288, October-D.
- Abbas Magboul & Rashid Hassan, 2016. "Determinants of small-scale business owners’ participation in formal microcredit markets in Sudan," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(5), pages 229-240, Special I.
- Smita Roy Trivedi & P. G. Apte, 2016. "Central Bank Intervention in USD/INR Market: Estimating Its Reaction Function and Impact on Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(3), pages 263-279, September.
- Kőrösi, Gábor, 2016. "A lány továbbra is szolgál.. [Modelling and econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 647-667.
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- Dustin T. G. RODRIGUEZ, 2016. "Returns to Education of Colombian Economists: Analysis from the Theory of Human Capital (2009-2013)," Journal of Economic and Social Thought, KSP Journals, vol. 3(1), pages 139-149, March.
- Mehmet BÖLÜKBAÞ, 2016. "The Effects of Economic Policies in Turkey: An Application for the Period After 2000," Journal of Social and Administrative Sciences, KSP Journals, vol. 3(4), pages 315-322, December.
- Yinghao LUO, 2016.
"Nonlinear Trend and Purchasing Power Parity,"
Journal of Economics Bibliography, KSP Journals, vol. 3(3), pages 490-497, September.
- luo, yinghao, 2016. "Nonlinear Trend and Purchasing Power Parity," MPRA Paper 73817, University Library of Munich, Germany.
- Samuele CENTORRINO & Jeffrey S. RACINE, 2017.
"Semiparametric Varying Coefficient Models with Endogenous Covariates,"
Annals of Economics and Statistics, GENES, issue 128, pages 261-295.
- S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.
- Marie Silvere MBOME, 2016. "Financial Development, Macroeconomic Stability and Growth," Departmental Working Papers 2016-15, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Brian Micallef, 2016. "Property price misalignment with fundamentals in Malta," CBM Working Papers WP/03/2016, Central Bank of Malta.
- Ellul, Reuben, 2016.
"A real-time measure of business conditions in Malta,"
MPRA Paper
75057, University Library of Munich, Germany.
- Rueben Ellul, 2016. "A real-time measure of business conditions in Malta," CBM Working Papers WP/04/2016, Central Bank of Malta.
- Maddalena Cavicchioli & Barbara Pistoresi, 2016. "Testing threshold cointegration in Wagner's Law: the role of military spending," Department of Economics 0078, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Maddalena Cavicchioli & Barbara Pistoresi, 2016. "Testing threshold cointegration in Wagner's Law: the role of military spending," Center for Economic Research (RECent) 116, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Maddalena Cavicchioli & Mario Forni & Marco Lippi & Paolo zaffaroni, 2016. "Eigenvalue Ratio Estimators for the Number of Dynamic Factors," Center for Economic Research (RECent) 123, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Engel, Christoph, 2016.
"A random shock is not random assignment,"
Economics Letters, Elsevier, vol. 145(C), pages 45-47.
- Christoph Engel, 2016. "A Random Shock Is Not Random Assignment," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2016_09, Max Planck Institute for Research on Collective Goods.
- Kiviet Jan F., 2017.
"Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-9, January.
- Jan F. Kiviet, 2015. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers 15-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan F. Kiviet, 2016. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," Economic Growth Centre Working Paper Series 1508, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Lars P. Hansen & Thomas J. Sargent, 2016. "Sets of Models and Prices of Uncertainty," NBER Working Papers 22000, National Bureau of Economic Research, Inc.
- Nikolay Doudchenko & Guido W. Imbens, 2016. "Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis," NBER Working Papers 22791, National Bureau of Economic Research, Inc.
- Lorenzo Almada & Ian McCarthy & Rusty Tchernis, 2016.
"What Can We Learn about the Effects of Food Stamps on Obesity in the Presence of Misreporting?,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 98(4), pages 997-1017.
- Lorenzo Almada & Ian M. McCarthy & Rusty Tchernis, 2015. "What Can We Learn About the Effects of Food Stamps on Obesity in the Presence of Misreporting?," NBER Working Papers 21596, National Bureau of Economic Research, Inc.
- Carsten Bormann & Julia Schaumburg & Melanie Schienle, 2016.
"Beyond Dimension two: A Test for Higher-Order Tail Risk,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(3), pages 552-580.
- Bormann, Carsten & Schienle, Melanie & Schaumburg, Julia, 2014. "Beyond dimension two: A test for higher-order tail risk," SFB 649 Discussion Papers 2014-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- 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 Management.
- Nikkin Beronilla & Patrocinio Jude Esguerra & Jamir Ocampo, 2016. "Trade is a good gauge of economic activity. Given the economic and geographical attributes of a place, one can assess the likely levels of trading activity, and this may be used as an indicator of the," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 53(1), pages 87-96, June.
- Li, Dong & Ling, Shiqing & Zhu, Ke, 2016. "ZD-GARCH model: a new way to study heteroscedasticity," MPRA Paper 68621, University Library of Munich, Germany.
- Sucarrat, Genaro & Grønneberg, Steffen, 2016. "Models of Financial Return With Time-Varying Zero Probability," MPRA Paper 68931, University Library of Munich, Germany.
- Abonazel, Mohamed R., 2016.
"Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects,"
MPRA Paper
72587, University Library of Munich, Germany.
- Abonazel, Mohamed R., 2016. "Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects," MPRA Paper 70628, University Library of Munich, Germany.
- Santos, João & Domingos, Tiago & Sousa, Tânia & St. Aubyn, Miguel, 2016. "Does a small cost share reflect a negligible role for energy in economic production? Testing for aggregate production functions including capital, labor, and useful exergy through a cointegration-base," MPRA Paper 70850, University Library of Munich, Germany.
- Anastasopoulos, Lefteris, 2016. "Estimating the gender penalty in House of Representative elections using a regression discontinuity design," MPRA Paper 71297, University Library of Munich, Germany.
- Abonazel, Mohamed R., 2016.
"Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects,"
MPRA Paper
70628, University Library of Munich, Germany.
- Abonazel, Mohamed R., 2016. "Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects," MPRA Paper 72587, University Library of Munich, Germany.
- Tóth, József, 2016. "Bounds of Herfindahl-Hirschman index of banks in the European Union," MPRA Paper 72922, University Library of Munich, Germany, revised 02 Apr 2016.
- Roth, Lucas & Lowitzsch, Jens & Yildiz, Özgür & Hashani, Alban, 2016. "The impact of (co-) ownership of renewable energy production facilities on demand flexibility," MPRA Paper 73562, University Library of Munich, Germany.
- Ranjan, Abhishek & Fosgerau, Mogens & Jenelius, Erik, 2016.
"Emergence of a urban traffic macroscopic fundamental diagram,"
MPRA Paper
74350, University Library of Munich, Germany, revised 07 Oct 2016.
- Abhishek Ranjan & Mogens Fosgerau & Erik Jenelius, 2019. "Emergence of an Urban Traffic Macroscopic Fundamental Diagram," Discussion Papers 19-04, University of Copenhagen. Department of Economics.
- Fourie, Justin & Pretorius, Theuns & Harvey, Rhett & Henrico, Van Niekerk & Phiri, Andrew, 2016. "Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective," MPRA Paper 74671, University Library of Munich, Germany.
- Rueben Ellul, 2016.
"A real-time measure of business conditions in Malta,"
CBM Working Papers
WP/04/2016, Central Bank of Malta.
- Ellul, Reuben, 2016. "A real-time measure of business conditions in Malta," MPRA Paper 75057, University Library of Munich, Germany.
- Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen, 2016.
"A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications,"
MPRA Paper
75216, University Library of Munich, Germany.
- Hui, Yongchang & Wong, Wing-Keung & BAI, ZHIDONG & Zhu, Zhen-Zhen, 2017. "A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application," MPRA Paper 79692, University Library of Munich, Germany.
- Apicella, Giovanna & Dacorogna, Michel M, 2016. "A General framework for modelling mortality to better estimate its relationship with interest rate risks," MPRA Paper 75788, University Library of Munich, Germany.
- Aknouche, Abdelhakim & Bendjeddou, Sara, 2016. "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper 76574, University Library of Munich, Germany, revised 03 Feb 2017.
- Ramírez, Nerys F., 2016. "Determinantes del Desempleo en la República Dominicana: Dinámica Temporal y Microsimulaciones [Determinants of Unemployment in the Dominican Republic: Temporal Dynamics and Microsimulations]," MPRA Paper 76998, University Library of Munich, Germany.
- Babkina, Tatiana & Myagkov, Mikhail & Lukinova, Evgeniya & Peshkovskaya, Anastasiya & Menshikova, Olga & Berkman, Elliot T., 2016. "Choice of the Group Increases Intra-Cooperation," MPRA Paper 77758, University Library of Munich, Germany.
- Turan, Güngör, 2016. "Türkiye'de Yüksek Öğretim ve Ekonomik Büyüme [Higher Education and Economic Growth in Turkey]," MPRA Paper 77778, University Library of Munich, Germany.
- Charles Olivier Mao Takongmo & Laetitia Lebihan, 2021.
"Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 139-160, March.
- MAO TAKONGMO, Charles Olivier, 2016. "Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons," MPRA Paper 79703, University Library of Munich, Germany, revised 02 Jun 2017.
- Makieła, Kamil & Marzec, Jerzy & Pisulewski, Andrzej, 2016. "Productivity Change Analysis of Polish Dairy Farms After Poland’s Accession to the EU – An Output Growth Decomposition Approach," MPRA Paper 80295, University Library of Munich, Germany.
- Vladimír Benáček & Eva Michalíková, 2016. "The Factors of Growth of Small Family Businesses - A Robust Estimation of the Behavioural Consistency in Panel Data Models," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(1), pages 85-98.
- Thouraya Boujelbène Dammak & Kamel Helali, 2016. "A Nonlinear Approach to Tunisian Inflation Rate," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 19(61), pages 147-164, September.
- Jan Zwolak, 2016. "Innovative undertakings in the Polish industry," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(1), pages 147-160.
- Kristijan Kotarski & Milan Deskar-Škrbiæ, 2016. "Transcending the new macroeconomic orthodoxy in the Eurozone: a Post-Keynesian view," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 419-441.
- Aramish Altaf Alvi & Uzma Shahid, 2016. "Textile Industry Crisis in Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 5(2), pages 109-115, June.
- Nitin, Arora & Asghar, OsatiEraghi, 2016. "Does India have a stable demand for money function after reforms? A macroeconometric analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 44, pages 25-37.
- Kamal, Javed Bin & Wahid, Abu N.M. & Kamal, Khaled Bin, 2016. "Relationship between FDI and Environment: Evidence from Emerging Countries," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 39(3-4), pages 121-140, sept-dec.
- MOSIKARI, Teboho Jeremiah & EITA, Joel Hinaunye, 2016. "Determinants of South Africa's Exports of Agriculture, Forestry and Fishing Products to SADC: A Gravity Model Approach - Le determinanti delle esportazioni di prodotti agri coli, della silvicoltura e ," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(3), pages 253-270.
- Ayala, Nayrovi & Calva, Viviana & Palacios, Anahí, 2016. "Capital humano e ingreso laboral en Ecuador: un enfoque regional utilizando variables instrumentales," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 1(1), pages 11-21, Diciembre.
- Romero, Thalía & Yangari, Gabriela, 2016. "Relación entre el emprendimiento y la pobreza en Ecuador: un enfoque cantonal utilizando técnicas de econometría espacial," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 1(1), pages 114-126, Diciembre.
- Caballero Martínez, Rolando & Caballero Claure, Benigno, 2016. "Estimación de la volatilidad del tipo de cambio en México y Brasil. Un enfoque con modelos Markov Switching Garch," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 25, pages 127-170, Mayo.
- Delfín Ortega, Odette Virginia & Hernánez Barriga, Plinio & Ramírez Sepúlveda, Noemí, 2016. "La Evasión Fiscal del IVA en México 2004-2013," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 61-80.
- Dejan ŽIVKOV & Jovan NJEGIĆ & Nataša PAPIĆ-BLAGOJEVIĆ & Jovan PETRONIJEVIĆ, 2016. "Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-18, September.
- Talita Greyling & Stephanié Rossouw, 2017.
"Non-Economic Quality of Life and Population Density in South Africa,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(3), pages 1051-1075, December.
- Talita Greyling & Stephanié Rossouw, 2016. "Non-Economic Quality of Life and Population Density in South Africa," Working Papers 2016-03, Auckland University of Technology, Department of Economics.
- Stephanié Rossouw & Talita Dalton-Greyling, 2016. "Non-Economic Quality of Life and Population Density in South Africa," Working Papers 640, Economic Research Southern Africa.
- Taku Yamamoto, 2016. "On the Treatment of a Measurement Error Regression Model," Proceedings of International Academic Conferences 3305807, International Institute of Social and Economic Sciences.
- Teboho Jeremiah Mosikari & Diteboho Lawrance Xaba & Johannes Tshepiso Tsoku, 2016. "Macroeconomic determinants of economic growth in Botswana: The Keynesian approach," Proceedings of International Academic Conferences 4006365, International Institute of Social and Economic Sciences.
- Mustafa Göktu? Kaya & Perihan Hazel Kaya, 2016. "Relationship Between Foreign Direct Investment And Economic Growth In Turkey After The Global Financial Crisis," Proceedings of International Academic Conferences 4106831, International Institute of Social and Economic Sciences.
- Hsu, Yu-Chin & Liu, Chu-An & Shi, Xiaoxia, 2019.
"Testing Generalized Regression Monotonicity,"
Econometric Theory, Cambridge University Press, vol. 35(6), pages 1146-1200, December.
- Yu-Chin Hsu & Chu-An Liu & Xiaoxia Shi, 2016. "Testing Generalized Regression Monotonicity," IEAS Working Paper : academic research 16-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu, 2016. "Multiplier Bootstrap for Empirical Processes," IEAS Working Paper : academic research 16-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Davide Forcella & Frédéric Huybrechs, 2016. "Green Microfinance and Ecosystem Services - A quantitative study on outcomes and effectiveness," Working Papers CEB 16-018, ULB -- Universite Libre de Bruxelles.
- Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
- Saeid Hajihassaniasl & Recep Kök, 2016. "Scale effect in Turkish manufacturing industry: stochastic metafrontier analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 5(1), pages 1-17, December.
- Harry H. Kelejian, 2016. "Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis," Letters in Spatial and Resource Sciences, Springer, vol. 9(1), pages 113-136, March.
- Cheng Hsiao & Qiankun Zhou, 2016. "Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(4), pages 675-683, November.
- Prosper Dovonon, 2016.
"Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 465-514, April.
- Dovonon, Prosper, 2008. "Large sample properties of the three-step euclidean likelihood estimators under model misspecification," MPRA Paper 40025, University Library of Munich, Germany, revised 16 May 2010.
- Stephen G. Donald & Yu-Chin Hsu, 2016.
"Improving the Power of Tests of Stochastic Dominance,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 553-585, April.
- Stephen G. Donald & Yu-Chin Hsu, 2012. "Improving the Power of Tests of Stochastic Dominance," IEAS Working Paper : academic research 12-A015, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Jun 2013.
- Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2016.
"Lassoing the Determinants of Retirement,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1522-1561, December.
- Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2013. "Lassoing the Determinants of Retirement," CREATES Research Papers 2013-21, Department of Economics and Business Economics, Aarhus University.
- Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel, 2016.
"Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST),"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 288-301, April.
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- Irene Hueter, 2016. "Latent Instrumental Variables: A Critical Review," Working Papers Series 46, Institute for New Economic Thinking.
- Ahmed Tahoun & Florin P. Vasvari, 2016. "Political Lending," Working Papers Series 47, Institute for New Economic Thinking.
- Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016. "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers 16-075/III, Tinbergen Institute.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018.
"Structural Break Tests Robust to Regression Misspecification,"
Econometrics, MDPI, vol. 6(2), pages 1-39, May.
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- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018.
"Structural Break Tests Robust to Regression Misspecification,"
Econometrics, MDPI, vol. 6(2), pages 1-39, May.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
- Wei Lin & Gloria González‐Rivera, 2019.
"Extreme returns and intensity of trading,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1121-1140, November.
- Gloria Gonzalez-Rivera & Wei Lin, 2016. "Extreme Returns and Intensity of Trading," Working Papers 201607, University of California at Riverside, Department of Economics.
- Gloria Gonzalez-Rivera & Wei Lin, 2017. "Extreme Returns and Intensity of Trading," Working Papers 201801, University of California at Riverside, Department of Economics.
- Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016.
"Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation,"
Econometrics, MDPI, vol. 4(4), pages 1-24, November.
- Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016. "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers 2016-32, University of Connecticut, Department of Economics.
- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016.
"Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM,"
Econometrics, MDPI, vol. 4(1), pages 1-20, March.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016. "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum 013, Maastricht University, Graduate School of Business and Economics (GSBE).
- Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur, 2016. "Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients," Working Papers on Finance 1607, University of St. Gallen, School of Finance.
- Flotyński Marcin, 2016. "The Profitability of the Strategy Linking Fundamental, Portfolio and Technical Analysis on the Polish Capital Market," Folia Oeconomica Stetinensia, Sciendo, vol. 16(1), pages 113-146, December.
- Kowal Robert, 2016. "Characteristics and Properties of a Simple Linear Regression Model," Folia Oeconomica Stetinensia, Sciendo, vol. 16(1), pages 248-263, December.
- Janiga-Ćmiel Anna, 2016. "An Analysis of Conditional Dependencies of Covariance Matrices for Economic Processes in Selected EU Countries," Folia Oeconomica Stetinensia, Sciendo, vol. 16(2), pages 119-134, December.
- Kowal Robert, 2016. "The Efficiency of OLS Estimators of Structural Parameters in a Simple Linear Regression Model in the Calibration of the Averages Scheme," Folia Oeconomica Stetinensia, Sciendo, vol. 16(2), pages 236-249, December.
- Cho, Jin Seo & Phillips, Peter C.B., 2018.
"Pythagorean generalization of testing the equality of two symmetric positive definite matrices,"
Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
- Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
- Hammed Adetola Adefeso, 2016. "Productive Government Expenditure and Economic Performance in sub-Saharan Africa: An Empirical Investigation," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 19(2), pages 1-18, November.
- Dumitru, Ana-Maria & Urga, Giovanni, 2016. "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints 130148, ZBW - Leibniz Information Centre for Economics.
- Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016.
"Automatic identification of general vector error correction models,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
- Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016. "Automatic identification of general vector error correction models," Economics Discussion Papers 2016-33, Kiel Institute for the World Economy (IfW Kiel).
- Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016.
"Automatic identification of general vector error correction models,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
- Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016. "Automatic identification of general vector error correction models," Economics Discussion Papers 2016-33, Kiel Institute for the World Economy (IfW Kiel).
- Carsten Bormann & Julia Schaumburg & Melanie Schienle, 2016.
"Beyond Dimension two: A Test for Higher-Order Tail Risk,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(3), pages 552-580.
- Bormann, Carsten & Schienle, Melanie & Schaumburg, Julia, 2014. "Beyond dimension two: A test for higher-order tail risk," SFB 649 Discussion Papers 2014-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- 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 Management.
- Härdle, Wolfgang Karl & Fai, Phoon-kok & Lee, David Kuo Chuen, 2016. "Credit rating score analysis," SFB 649 Discussion Papers 2016-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Budzinski, Oliver & Pannicke, Julia, 2016. "Do preferences for pop music converge across countries? Empirical evidence from the Eurovision Song Contest," Ilmenau Economics Discussion Papers 101, Ilmenau University of Technology, Institute of Economics.
- Stammann, Amrei & Heiß, Florian & McFadden, Daniel, 2016. "Estimating Fixed Effects Logit Models with Large Panel Data," VfS Annual Conference 2016 (Augsburg): Demographic Change 145837, Verein für Socialpolitik / German Economic Association.
2015
- Laurent Callot & Johannes Tang Kristensen, 2016.
"Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 437-479,
Emerald Group Publishing Limited.
- Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers 15-069/III, Tinbergen Institute.
- Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers 2015-29, Department of Economics and Business Economics, Aarhus University.
- Akarapong Untong, 2015. "ASEAN Long-Run Tourism Elasticity Demand in Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 22(2), pages 77-101, December.
- Elena DRUICA & Roxana ADAM, 2015. "Logistic Regression Models: Reassessing The Determinants Of Product Innovation Using Romanian Survey Data," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 4(2), pages 1-18, DECEMBER.
- Simona Andreea APOSTU & Vergil VOINEAGU, 2015. "Statistical Analysis Of Credit Risk Factors In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 4(2), pages 88-97, DECEMBER.
- Sylvie Charlot & Chokri Dridi & Stephane Lemarié, 2015.
"Market size and innovation: An application to the French seed market for large crops,"
Post-Print
hal-02091175, HAL.
- Charlot, Sylvie & Dridi, Chokri & Lemarié, Stéphane, 2015. "Market size and innovation: An application to the French seed market for large crops," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205520, Agricultural and Applied Economics Association.
- Sylvie Charlot & Chokri Dridi & Stephane Lemarié, 2015. "Market size and innovation: An application to the French seed market for large crops," Post-Print hal-02091190, HAL.
- Charlot, Sylvie & Dridi, Chokri & Lemarié, Stéphane, 2015. "Market size and innovation: An application to the French seed market for large crops," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204300, Agricultural Economics Society.
- Binkley, James K. & Pena-Levano, Luis M., 2015. "Estimating Latent Variable Models When the Latent Variable is Observable," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205659, Agricultural and Applied Economics Association.
- Sylvie Charlot & Chokri Dridi & Stephane Lemarié, 2015.
"Market size and innovation: An application to the French seed market for large crops,"
Post-Print
hal-02091175, HAL.
- Charlot, Sylvie & Dridi, Chokri & Lemarié, Stéphane, 2015. "Market size and innovation: An application to the French seed market for large crops," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204300, Agricultural Economics Society.
- Sylvie Charlot & Chokri Dridi & Stephane Lemarié, 2015. "Market size and innovation: An application to the French seed market for large crops," Post-Print hal-02091190, HAL.
- Charlot, Sylvie & Dridi, Chokri & Lemarié, Stéphane, 2015. "Market size and innovation: An application to the French seed market for large crops," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205520, Agricultural and Applied Economics Association.
- Freitas, Clailton Ataídes de & Sáfadi, Thelma, 2015. "Volatilidade dos Retornos de Commodities Agropecuárias Brasileiras: um teste utilizando o modelo APARCH," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 53(2), pages 1-18, June.
- Soares, Thiago Costa & Lopes, Luckas Sabioni, 2015. "Quebras Estruturais Sistêmicas e Efeito Threshold na Dinâmica dos Preços do Boi Gordo: o caso das regiões Sudeste e Centro-Oeste," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 53(2), pages 1-18, June.
- Kiviet Jan F., 2017.
"Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-9, January.
- Jan F. Kiviet, 2015. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers 15-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan F. Kiviet, 2016. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," Economic Growth Centre Working Paper Series 1508, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Dilek Murat & Sevda Gürsakal, 2015. "Determining The Relationship Between Happiness and Human Development: Multivariate Statistical Approach," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 67-80, June.
- Hasan Bulut & Yüksel Öner, 2015. "The Evaluation of The Development Agency Regions In Turkey In Terms of Some Socioeconomic Indicator with Factor Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 81-88, June.
- Hülya Şen & Hakkı Polat, 2015. "The Research Effects of Law Changes at Air Transportation On Air Passanger Carries for Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 89-98, June.
- Raphael Douady & Antoine Kornprobst, 2018.
"An Empirical Approach To Financial Crisis Indicators Based On Random Matrices,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-22, May.
- Antoine Kornprobst & Raphael Douady, 2015. "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers 1506.00806, arXiv.org, revised Sep 2017.
- Raphaël Douady & Antoine Kornprobst, 2018. "An empirical approach to financial crisis indicators based on random matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03265045, HAL.
- Raphaël Douady & Antoine Kornprobst, 2018. "An empirical approach to financial crisis indicators based on random matrices," Post-Print hal-03265045, HAL.
- Potiron, Yoann & Mykland, Per A., 2017.
"Estimation of integrated quadratic covariation with endogenous sampling times,"
Journal of Econometrics, Elsevier, vol. 197(1), pages 20-41.
- Yoann Potiron & Per Mykland, 2015. "Estimation of integrated quadratic covariation with endogenous sampling times," Papers 1507.01033, arXiv.org, revised Nov 2016.
- Hlouskova, Jaroslava & Sögner, Leopold, 2020.
"GMM estimation of affine term structure models,"
Econometrics and Statistics, Elsevier, vol. 13(C), pages 2-15.
- Hlouskova, Jaroslava & Sögner, Leopold, 2015. "GMM Estimation of Affine Term Structure Models," Economics Series 315, Institute for Advanced Studies.
- Jaroslava Hlouskova & Leopold Sogner, 2015. "GMM Estimation of Affine Term Structure Models," Papers 1508.01661, arXiv.org.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014.
"Inference for functions of partially identified parameters in moment inequality models,"
CeMMAP working papers
CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 54/15, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP54/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP22/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 05/14, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 22/14, Institute for Fiscal Studies.
- Nedialko Nestorov, 2015. "Cointegration Approach – Application Opportunities," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 110-140.
- Walter Beckert & Yuya Takahashi, 2015. "Closed Form Solutions for the Generalized Extreme Value Distribution," Birkbeck Working Papers in Economics and Finance 1512, Birkbeck, Department of Economics, Mathematics & Statistics.
- Jason Matthew DeBacker, 2015.
"Flip‐Flopping: Ideological Adjustment Costs In The United States Senate,"
Economic Inquiry, Western Economic Association International, vol. 53(1), pages 108-128, January.
- DeBacker, Jason, 2008. "Flip-Flopping: Ideological Adjustment Costs in the United States Senate," MPRA Paper 8735, University Library of Munich, Germany.
- 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.
- Hahn Jinyong & Ridder Geert, 2015. "Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 1-28, January.
- Elias Christopher J., 2015. "Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 153-161, January.
- Economou Athina & Kollias Christos, 2015.
"Terrorism and Political Self-Placement in European Union Countries,"
Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 21(2), pages 217-238, April.
- Athina Economou & Christos Kollias, 2012. "Terrorism and Political Self-Placement in European Union Countries," Economics of Security Working Paper Series 73, DIW Berlin, German Institute for Economic Research.
- Mariusz Maziarz, 2015. "A review of the Granger-causality fallacy," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, vol. 8(2), May.
- Vincent Fromentin, 2015.
"L'impact de la taxation sur les ventes de cigarettes en France. Une approche économétrique,"
Revue économique, Presses de Sciences-Po, vol. 66(3), pages 601-614.
- Vincent Fromentin, 2015. "L'impact de la taxation sur les ventes de cigarettes en France Une approche économétrique," Post-Print hal-01370242, HAL.
- Sofia B. Villas-Boas & Qiuzi Fu & George Judge, 2015.
"Is Benford’s Law a Universal Behavioral Theory?,"
Econometrics, MDPI, vol. 3(4), pages 1-11, October.
- Villas-Boas, Sofia & Fu, Qiuzi & Judge, George, 2015. "Is Benford's Law a Universal Behavioral Theory?," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6x45h2fw, Department of Agricultural & Resource Economics, UC Berkeley.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2015. "The path from cause to effect: mastering 'metrics," CentrePiece - The magazine for economic performance 442, Centre for Economic Performance, LSE.
- Lahiri, Kajal & Yang, Liu, 2016.
"Asymptotic variance of Brier (skill) score in the presence of serial correlation,"
Economics Letters, Elsevier, vol. 141(C), pages 125-129.
- Kajal Lahiri & Liu Yang, 2015. "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series 5290, CESifo.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016.
"Gold, oil, and stocks: Dynamic correlations,"
International Review of Economics & Finance, Elsevier, vol. 42(C), pages 186-201.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
- Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014. "Gold, Oil, and Stocks," FinMaP-Working Papers 14, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- M. Hashem Pesaran & Qiankun Zhou, 2018.
"To Pool or Not to Pool: Revisited,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 185-217, April.
- M. Hashem Pesaran & Qiankun Zhou, 2015. "To Pool or not to Pool: Revisited," CESifo Working Paper Series 5410, CESifo.
- M. Hashem Pesaran & Qiankun Zhou, 2017. "To Pool or not to Pool: Revisited," Departmental Working Papers 2017-13, Department of Economics, Louisiana State University.
- Guido M. Kuersteiner & Ingmar R. Prucha, 2020.
"Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity,"
Econometrica, Econometric Society, vol. 88(5), pages 2109-2146, September.
- Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
- Julio César Alonso Cifuentes & Beatriz Eugenia Gallo Córdoba, 2015. "Proyección de demanda: ¡este problema no es normal!," Estudios Gerenciales, Universidad Icesi, April.
- Katherine Julieth Sierra Suárez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015. "Predictibilidad de los retornos en el mercado de Colombia e hipótesis de mercado adaptativo," Estudios Gerenciales, Universidad Icesi, vol. 31(137), pages 411-418, November.
- Katherine Julieth Sierra Suárez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015. "Predictibilidad de los retornos en el mercado de Colombia e hipótesis de mercado adaptativo," Estudios Gerenciales, Universidad Icesi, vol. 31(137), pages 411-418, November.
- Alejandra Villacis & Marcos Reis, 2015. "Analisis de la vulnerabilidad laboral y los determinantes del trabajo decente. El caso de Ecuador 2008-2011," Revista de Economía del Rosario, Universidad del Rosario, vol. 18(2), pages 157-185, December.
- Danna Jhuliet Ramírez Buitrago & Harold Iván Huérfano Ochoa, 2015. "Relación entre exportaciones y tasa de cambio real en Colombia entre 1995 y 2014," Econógrafos, Escuela de Economía 12650, Universidad Nacional de Colombia, FCE, CID.
- Luis Armando Galvis-Aponte, 2015. "La eficiencia del gasto público en educación en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 9(2), pages 75-97, December.
- Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Suárez & Víctor Alfonso Rueda Ortiz, 2015. "Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 7(2), pages 341-357, July.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2017.
"Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis,"
Journal of Econometrics, Elsevier, vol. 199(1), pages 74-92.
- Pietro Dallari & Antonio Ribba, 2015. "Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis," Center for Economic Research (RECent) 115, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2016. "Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis," EIEF Working Papers Series 1607, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," CEPR Discussion Papers 10618, C.E.P.R. Discussion Papers.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," Working Papers ECARES ECARES 2015-23, ULB -- Universite Libre de Bruxelles.
- Vékás, Péter, 2015. "An asymptotic test for the Conditional Value-at-Risk," Corvinus Economics Working Papers (CEWP) 2015/19, Corvinus University of Budapest.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2017.
"Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis,"
Journal of Econometrics, Elsevier, vol. 199(1), pages 74-92.
- Pietro Dallari & Antonio Ribba, 2015. "Dynamic Factor Models with In nite-Dimensional Factor Space: Asymptotic Analysis," Center for Economic Research (RECent) 115, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2016. "Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis," EIEF Working Papers Series 1607, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2016.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," Working Papers ECARES ECARES 2015-23, ULB -- Universite Libre de Bruxelles.
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015. "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," CEPR Discussion Papers 10618, C.E.P.R. Discussion Papers.
- Christopoulos, Dimitris & McAdam, Peter, 2017.
"Do financial reforms help stabilize inequality?,"
Journal of International Money and Finance, Elsevier, vol. 70(C), pages 45-61.
- McAdam, Peter & Christopoulos, Dimitris, 2015. "Do financial reforms help stabilize inequality?," Working Paper Series 1780, European Central Bank.
- Olukorede Abiona, 2015. "Linking Historical Oil Price Volatility and Growth: Investment and Trade Dynamics," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 598-611.
- G. P. Girish & S. Vijayalakshmi, 2015. "Role of Energy Exchanges for Power Trading in India," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 673-676.
- Anthony N. Rezitis & Shaikh Mostak Ahammad, 2015. "The Relationship between Energy Consumption and Economic Growth in South and Southeast Asian Countries: A Panel Vector Autoregression Approach and Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 704-715.
- G. P. Girish & P. Sashikala & Bharath Supra & Anitha Acharya, 2015. "Renewable Energy Certifi cate Trading through Power Exchanges in India," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 805-808.
- Anthony N. Rezitis, 2015. "Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 851-868.
- S. Vijayalakshmi & G. P. Girish, 2015. "Artificial Neural Networks for Spot Electricity Price Forecasting: A Review," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1092-1097.
- Selvaretnam, Geethanjali & Yang, Jen-Yuan, 2015. "Factors Affecting the Financial Success of Motion Pictures: What is the Role of Star Power?," SIRE Discussion Papers 2015-19, Scottish Institute for Research in Economics (SIRE).
- Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia, 2015.
"Specification tests for partially identified models defined by moment inequalities,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 259-282.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP01/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP19/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Calvet, Laurent E. & Czellar, Veronika, 2015.
"Through the looking glass: Indirect inference via simple equilibria,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 343-358.
- Calvet , Laurent & Czellar, Veronika, 2013. "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series 1048, HEC Paris.
- Laurent E. Calvet & Veronika Czellar, 2014. "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers hal-02058272, HAL.
- Laurent E. Calvet & Veronika Czellar, 2015. "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print hal-02313236, HAL.
- Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2015.
"Dynamic factor models with infinite-dimensional factor spaces: One-sided representations,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 359-371.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012. "Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations," Working Papers ECARES ECARES 2012-046, ULB -- Universite Libre de Bruxelles.
- Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015.
"Quantile regression with censoring and endogeneity,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," NBER Working Papers 16997, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Papers 1104.4580, arXiv.org, revised Mar 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
- Kock, Anders Bredahl & Callot, Laurent, 2015.
"Oracle inequalities for high dimensional vector autoregressions,"
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Notas Económicas, Faculty of Economics, University of Coimbra, issue 42, pages 8-29, December.
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"Selection Criteria in Regime Switching Conditional Volatility Models,"
Econometrics, MDPI, vol. 3(2), pages 1-28, May.
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"Market size and innovation: An application to the French seed market for large crops,"
2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California
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"Market size and innovation: An application to the French seed market for large crops,"
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"A Pratical Approach to Financial Crisis Indicators Based on Random Matrices,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01169307, HAL.
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- Aleksandar Stoyanov, 2015. "Sociological Analysis of Economic Inequalities: Methodological Aspects," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 281-323, May.
- Lee C. Adkins & Melissa S. Waters & R. Carter Hill, 2015. "Collinearity Diagnostics in gretl," Economics Working Paper Series 1506, Oklahoma State University, Department of Economics and Legal Studies in Business.
- Jan Nevima & Ingrid Majerová, 2015. "Application of ß – Convergence Approach in Visegrad Four Regions," Working Papers 0004, Silesian University, School of Business Administration.
- Abel Rodríguez & Enrique ter Horst & Samuel Malone, 2015. "Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 839-867.
- Mihaela Grecu & Emilia Titan, 2015. "Statistical-Based Insights in the Migration Process," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 62-65, May.
- Thomas McGregor, 2015. "Commodity price shocks, growth and structural transformation in low-income countries," OxCarre Working Papers 163, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Ying-Ying Lee, 2015. "Efficient propensity score regression estimators of multi-valued treatment effects for the treated," Economics Series Working Papers 738, University of Oxford, Department of Economics.
- James Wolter, 2015. "Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals," Economics Series Working Papers 760, University of Oxford, Department of Economics.
- Somoza López, Antonio, 2015. "Aplicación de las técnicas multivariantes al sector bancario español: el caso de las entidades afectadas por la restructuración (2008-2009) || Application of Multivariate Techniques?to Spanish Banking," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 19(1), pages 66-100, June.
- Caporin, Massimiliano & Fontini, Fulvio, 2017.
"The long-run oil–natural gas price relationship and the shale gas revolution,"
Energy Economics, Elsevier, vol. 64(C), pages 511-519.
- Massimiliano Caporin & Fulvio Fontini, 2015. "The Long-Run Oil-Natural Gas Price Relationship And The Shale Gas Revolution," "Marco Fanno" Working Papers 0198, Dipartimento di Scienze Economiche "Marco Fanno".
- Beata Bieszk-Stolorz & Iwona Markowicz, 2015. "Influence Of Unemployment Benefit On Duration Of Registered Unemployment Spells," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 10(3), pages 167-183, September.
- Aneta Giedrewicz-Niewinska, 2015. "Udzial pracownikow w nadzorze korporacyjnym w spolce europejskiej," Working Papers 33/2015, Institute of Economic Research, revised May 2015.
- Irene Brunetti & Davide Fiaschi, 2015. "Occupational Mobility across Generations: a Theoretical Model with an Application to Italy," Discussion Papers 2015/205, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Ke Zhu, 2016.
"Bootstrapping the portmanteau tests in weak auto-regressive moving average models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 463-485, March.
- Zhu, Ke, 2015. "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," MPRA Paper 61930, University Library of Munich, Germany.
- Albers, Scott & Albers, Andrew, 2015. "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015," MPRA Paper 62118, University Library of Munich, Germany.
- Malefaki, Valia, 2015. "On Flexible Linear Factor Stochastic Volatility Models," MPRA Paper 62216, University Library of Munich, Germany.
- Albers, Scott, 2015.
"An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox,"
MPRA Paper
64618, University Library of Munich, Germany.
- Albers, Scott, 2019. "An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox," MPRA Paper 93632, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Ali Jabran, Muhammad, 2016.
"How urbanization affects CO2 emissions in Malaysia? The application of STIRPAT model,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 83-93.
- Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Jabran, Muhammad Ali, 2015. "How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model," MPRA Paper 68422, University Library of Munich, Germany, revised 15 Dec 2015.
- Møller, Niels Framroze, 2015. "Energy Demand, Substitution and a Potential for Electrification: An econometric analysis of eight Danish subsectors," MPRA Paper 69931, University Library of Munich, Germany.
- Izatov, Asset, 2015. "The Role of Oil Prices, Real Effective Exchange Rate and Inflation in Economic Activity of Russia: An Empirical Investigation," MPRA Paper 70735, University Library of Munich, Germany, revised 2015.
- Marcin Owczarczuk, 2015. "Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(4), pages 205-217, December.
- Enrique Leonardo Kato Vidal, 2015. "Violence in Mexico: An economic rationale of crime and its impacts," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 12(2), pages 93-108, Julio-Dic.
- Hausman, Jerry, 2015.
"Specification tests in econometrics,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
- Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-1271, November.
- J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
- Engle, Robert & Granger, Clive, 2015.
"Co-integration and error correction: Representation, estimation, and testing,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-276, March.
- Yasmin, Farrah, 2015. "Twin Deficit Hypothesis: A Case of Pakistan," Sukkur IBA Journal of Management and Business, Sukkur IBA University, vol. 2(1), pages 71-84, April.
- Martínez Torrico, Karen M. & Aliaga Lordemann, Javier, 2015. "Revisión de Modelos Energéticos," Documentos de trabajo 6/2015, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
- Schatteles, Tiberiu, 2015. "Studiul economiei, sinteza unei aventuri," Studii Economice 151211, Institutul National de Cercetari Economice (INCE).
- Juan Tomas Sayago-Gomez & Gianfranco Piras & Donald Lacombe & Randall Jackson, 2015. "Impact Evaluation of Investments in the Appalachian Region: A Reappraisal," Working Papers Working Paper 2015-06, Regional Research Institute, West Virginia University.
- Elena-Maria Prada, 2015. "An investigation of romanians’ return intentions from Spain," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(5), pages 31-42, May.
- Corné van Walbeek & Evan Blecher & Grieve Chelwa, 2015. "Evaluating South Africa’s Tobacco Control Initative: A Synthetic Control Approach," Working Papers 566, Economic Research Southern Africa.
- Witold Koziñski & Tomasz Œwist, 2015. "Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(1), pages 65-74, August.
- Vipul Kumar Singh, 2015. "Conjoint Analysis of Option and Volatility Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(3), pages 258-289, December.
- Selvaretnam, Geethanjali & Yang, Jen-Yuan, 2015.
"Factors Affecting the Financial Success of Motion Pictures: What is the Role of Star Power?,"
SIRE Discussion Papers
2015-19, Scottish Institute for Research in Economics (SIRE).
- Geethanjali Selvaretnam & Jen-Yuan Yang, 2015. "Factors Affecting the Financial Success of Motion Pictures: What is the Role of Star Power?," Discussion Paper Series, School of Economics and Finance 201501, School of Economics and Finance, University of St Andrews.
- Гребенников В.Ф. & Захаров Н.В., 2015. "Оценка связи между показателями осведомленности/вовлеченности и долей рынка. An estimation of connection between indicators of brand awareness/penetration and market share," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 15(3), pages 87-94.
- KANTA TANNIYOM & Paponpat Taveeapiradeecharoen & Prapatchon Jariyapan, 2015. "Modeling Dependency and Conditional Volatility between Asian Economic Community (AEC) Country Exchange Rate and Inflation Using the Copula-GARCH Model," Proceedings of International Academic Conferences 2704733, International Institute of Social and Economic Sciences.
- Teguh Sugiarto, 2015. "Svar Model To Examine The Short And Long Term Monetary Policy In Indonesia," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(4), pages 66-77, December.
- Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin, 2016.
"Consistent tests for poverty dominance relations,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 360-373.
- Garry F. Barrett & Stephen G. Donald & Yu-Chin Hsu, 2015. "Consistent Tests for Poverty Dominance Relations," IEAS Working Paper : academic research 15-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Sara Cruz & Aurora Teixeira, 2015.
"The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 143-177, January.
- Sara Santos Cruz & Aurora A.C. Teixeira, 2013. "The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal," FEP Working Papers 508, Universidade do Porto, Faculdade de Economia do Porto.
- V. Ridde & I. Agier & A. Jahn & O. Mueller & J. Tiendrebéogo & M. Yé & M. De Allegri, 2015. "The impact of user fee removal policies on household out-of-pocket spending: evidence against the inverse equity hypothesis from a population based study in Burkina Faso," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 16(1), pages 55-64, January.
- Maddalena Cavicchioli, 2015. "Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(3), pages 315-332, November.
- Mehdi Abid & Rafaa Mraihi, 2015. "Disaggregate Energy Consumption Versus Economic Growth in Tunisia: Cointegration and Structural Break Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 6(4), pages 1104-1122, December.
- Mehdi Abid & Rafaa Mraihi, 2015. "Energy Consumption and Industrial Production: Evidence from Tunisia at Both Aggregated and Disaggregated Levels," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 6(4), pages 1123-1137, December.
- Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015.
"Which precious metals spill over on which, when and why? Some evidence,"
Applied Economics Letters, Taylor & Francis Journals, vol. 22(6), pages 466-473, April.
- Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014. "Which Precious Metals Spill Over on Which, When and Why? – Some Evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp460, IIIS.
- Francis X. Diebold, 2015.
"Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 1-1, January.
- Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive 12-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold, 2012. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," NBER Working Papers 18391, National Bureau of Economic Research, Inc.
- Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015.
"Identification and Inference With Many Invalid Instruments,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 474-484, October.
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011. "Identification and Inference with Many Invalid Instruments," NBER Working Papers 17519, National Bureau of Economic Research, Inc.
- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015. "Identification and Inference With Many Invalid Instruments," Scholarly Articles 27769098, Harvard University Department of Economics.
- Titus Galama & Hans van Kippersluis, 2015.
"A Theory of Education and Health,"
Working Papers
WR-1094, RAND Corporation.
- Titus J. Galama & Hans van Kippersluis, 2015. "A Theory of Education and Health," Tinbergen Institute Discussion Papers 15-031/V, Tinbergen Institute.
- Titus Galama & Hans van Kippersluis, 2015. "A Theory of Education and Health," Working Papers 2015-007, Human Capital and Economic Opportunity Working Group.
- Titus J. Galama & Hans van Kippersluis, 2015. "A Theory of Education and Health," CINCH Working Paper Series 1503, Universitaet Duisburg-Essen, Competent in Competition and Health, revised Mar 2015.
- Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2017.
"The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i01).
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & Opschoor, A. & van Dijk, H.K., 2015. "The R package MitISEM : efficient and robust simulation procedures for Bayesian inference," Research Memorandum 011, Maastricht University, Graduate School of Business and Economics (GSBE).
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2017. "The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference," Working Paper 2017/10, Norges Bank.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2015. "The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Tinbergen Institute Discussion Papers 15-042/III, Tinbergen Institute, revised 04 Jul 2017.
- Laurent Callot & Johannes Tang Kristensen, 2016.
"Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 437-479,
Emerald Group Publishing Limited.
- Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers 2015-29, Department of Economics and Business Economics, Aarhus University.
- Laurent Callot & Johannes Tang Kristensen, 2015. "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers 15-069/III, Tinbergen Institute.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015. "A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”," Tinbergen Institute Discussion Papers 15-131/III, Tinbergen Institute.
- Juan Díaz & Tomás Rau & Jorge Rivera, 2015.
"A Matching Estimator Based on a Bilevel Optimization Problem,"
The Review of Economics and Statistics, MIT Press, vol. 97(4), pages 803-812, October.
- Juan Díaz & Tomás Rau & Jorge Rivera, 2012. "A matching estimator based on a bi-level optimization problem," Working Papers wp351, University of Chile, Department of Economics.
- Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2017.
"The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i01).
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2015. "The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Tinbergen Institute Discussion Papers 15-042/III, Tinbergen Institute, revised 04 Jul 2017.
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & Opschoor, A. & van Dijk, H.K., 2015. "The R package MitISEM : efficient and robust simulation procedures for Bayesian inference," Research Memorandum 011, Maastricht University, Graduate School of Business and Economics (GSBE).
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2017. "The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference," Working Paper 2017/10, Norges Bank.
- Guido W. Imbens, 2015.
"Matching Methods in Practice: Three Examples,"
Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 373-419.
- Imbens, Guido W., 2014. "Matching Methods in Practice: Three Examples," IZA Discussion Papers 8049, Institute of Labor Economics (IZA).
- Guido Imbens, 2014. "Matching Methods in Practice: Three Examples," NBER Working Papers 19959, National Bureau of Economic Research, Inc.
- MIHĂILĂ, Teodora, 2015. "Modeling The Informal Economy: A Review," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(4), pages 93-103.
- Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
- Lépine, A. & Lagarde, M. & Le Nestour, A., 2015. "Free primary care in Zambia: an impact evaluation using a pooled synthetic control method," Health, Econometrics and Data Group (HEDG) Working Papers 15/20, HEDG, c/o Department of Economics, University of York.
- Meyer, Dietmar & Shera, Adela, 2015. "Remittances' impact on the labor supply and on the deficit of current account," BERG Working Paper Series 97, Bamberg University, Bamberg Economic Research Group.
- Wagan, Shah Mehmood, 2015. "Export boost of Textile Industry of Pakistan by availing EU’s GSP Plus," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1(1), pages 18-27.
- Alm, Bastian, 2015. "Evaluation von Subventionen im Rahmen der regionalen Wirtschaftspolitik in Deutschland," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 1, pages 123-137.
- Aleksandar VASILEV, 2015.
"Growth and convergence in the Central and East European countries towards EU (1992-2002),"
Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 6, pages 63-89, June.
- Vasilev, Aleksandar, 2004. "Growth and Convergence in the Central and East European Countries towards EU /1992-2002/," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 142165, September.
- Vasilev, Aleksandar, 2015. "Growth and convergence in the Central and East European countries towards EU (1992-2002)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 6(1), pages 63-89.
- Vasilev, Aleksandar, 2015. "Growth and Convergence in the Central and East European Countries towards EU /1992-2002/," EconStor Preprints 144530, ZBW - Leibniz Information Centre for Economics.
- Mark A. Andor & Manuel Frondel & Colin Vance, 2017.
"Mitigating Hypothetical Bias: Evidence on the Effects of Correctives from a Large Field Study,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 777-796, November.
- Andor, Mark A. & Frondel, Manuel & Vance, Colin, 2014. "Mitigating Hypothetical Bias – Evidence on the Effects of Correctives from a Large Field Study," Ruhr Economic Papers 480, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Frondel, Manuel & Andor, Mark & Vance, Colin, 2015. "Mitigating Hypothetical Bias: Evidence on the Effects of Correctives from a Large Field Study," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112990, Verein für Socialpolitik / German Economic Association.
- Herwartz, Helmut, 2015. "Are GARCH innovations independent - a long term assessment for the S&P 500," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113109, Verein für Socialpolitik / German Economic Association.
- Roman Liesenfeld & Jean‐François Richard & Jan Vogler, 2017.
"Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 600-620, April.
- Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois, 2015. "Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113131, Verein für Socialpolitik / German Economic Association.
2014
- Mária Bohdalová & Michal Greguš, 2014. "Cointegration Analysis Of The Foreign Exchange Rate Pairs," CBU International Conference Proceedings, ISE Research Institute, vol. 2(0), pages 147-153, July.
- Laurent Callot & Johannes Tang Kristensen, 2014.
"Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy,"
Tinbergen Institute Discussion Papers
14-145/III, Tinbergen Institute, revised 09 Apr 2015.
- Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, Department of Economics and Business Economics, Aarhus University.
- Akarapong Untong, 2014. "Examining the Tourism-led Growth Hypothesis: A Case Study of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 21(2), pages 30-51, December.
- Vasile Alecsandru STRAT, 2014. "The Relationship Between Foreign Direct Investment And The Higher Education System In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 3(1), pages 10-24, JULY.
- Mostefa BELMOKADDEM & Yassine Zakaria GHOUALI & Mohammed Seghir GUELLIL & Mohammed Abbes SAHRAOUI, 2014. "Causal Interactions Between Fdi, Electricity Consumption And Economic Growth: Evidence From Dynamic Panel Co-Integration Models," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 3(2), pages 1-30, DECEMBER.
- Maurice J. G. Bun & Teresa D. Harrison, 2019.
"OLS and IV estimation of regression models including endogenous interaction terms,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 814-827, August.
- Bun, Maurice J.G. & Harrison, Teresa D., 2014. "OLS and IV estimation of regression models including endogenous interaction terms," School of Economics Working Paper Series 2014-3, LeBow College of Business, Drexel University.
- Maurice J.G. Bun & Teresa D. Harrison, 2014. "OLS and IV estimation of regression models including endogenous interaction terms," UvA-Econometrics Working Papers 14-02, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan F. KIVIET & Qu FENG, 2014.
"Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity,"
Economic Growth Centre Working Paper Series
1413, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet & Qu Feng, 2014. "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," UvA-Econometrics Working Papers 14-06, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan Frederik Kiviet & Qu Feng, 2014. "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," CESifo Working Paper Series 5088, CESifo.
- Fatih Çemrek & Hakkı Polat, 2014. "Modeling Natural Gas Prices Volatility," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 2(1), pages 1-12, June.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014.
"Inference for functions of partially identified parameters in moment inequality models,"
CeMMAP working papers
CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 54/15, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 05/14, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP54/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP22/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 22/14, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014.
"Inference for functions of partially identified parameters in moment inequality models,"
CeMMAP working papers
CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 54/15, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 22/14, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP54/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP22/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 05/14, Institute for Fiscal Studies.
- Aradillas-López, Andrés & Rosen, Adam M., 2022.
"Inference in ordered response games with complete information,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP37/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers CWP36/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Eficiencia en el uso de los recursos del SGP : los casos de la salud y la educación,"
Chapters, in: Bonet-Morón, Jaime Alfredo & Galvis-Aponte, Luis Armando (ed.), Sistemas de transferencias subnacionales : lecciones para una reforma en Colombia, chapter 7, pages 163-191,
Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de Trabajo Sobre Economía Regional y Urbana 12064, Banco de la República, Economía Regional.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de trabajo sobre Economía Regional y Urbana 207, Banco de la Republica de Colombia.
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"A Comment On Siegfried'S First Lesson In Econometrics,"
Economic Inquiry, Western Economic Association International, vol. 52(1), pages 503-504, January.
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- Francisco Blasques, 2014.
"Transformed Polynomials For Nonlinear Autoregressive Models Of The Conditional Mean,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 35(3), pages 218-238, May.
- Francisco Blasques, 2012. "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers 12-133/III, Tinbergen Institute.
- Julio Humérez Quiroz, 2014. "Determinantes del crecimiento económico en Bolivia: un enfoque de demanda," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 20(1), pages 9-40, June.
- Kugler Franziska & Schwerdt Guido & Wößmann Ludger, 2014.
"Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik,"
Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 15(2), pages 105-132, June.
- Franziska Kugler & Guido Schwerdt & Ludger Wößmann & Franziska Pfaehler, 2014. "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," ifo Working Paper Series 178, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
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- José M. Fernández, 2014. "Long Run Dynamics of World Food, Crude Oil Prices and Macroeconomic Variables: A Cointegration VAR Analysis," Bristol Economics Discussion Papers 14/646, School of Economics, University of Bristol, UK.
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"On the finite sample properties of pre-test estimators of spatial models,"
Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 103-115.
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- Gianfranco Piras & Ingmar R. Prucha, 2014. "On the Finite Sample Properties of Pre-Test Estimators of Spatial Models," CESifo Working Paper Series 4725, CESifo.
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"Estimation of time-invariant effects in static panel data models,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1137-1171, November.
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"Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity,"
UvA-Econometrics Working Papers
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- Kugler Franziska & Schwerdt Guido & Wößmann Ludger, 2014.
"Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik,"
Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 15(2), pages 105-132, June.
- Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger, 2014. "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," IZA Standpunkte 69, Institute of Labor Economics (IZA).
- Franziska Kugler & Guido Schwerdt & Ludger Wößmann & Franziska Pfaehler, 2014. "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," ifo Working Paper Series 178, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
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"Eficiencia en el uso de los recursos del SGP : los casos de la salud y la educación,"
Chapters, in: Bonet-Morón, Jaime Alfredo & Galvis-Aponte, Luis Armando (ed.), Sistemas de transferencias subnacionales : lecciones para una reforma en Colombia, chapter 7, pages 163-191,
Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de trabajo sobre Economía Regional y Urbana 207, Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de Trabajo Sobre Economía Regional y Urbana 12064, Banco de la República, Economía Regional.
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- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
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"A Simple Adjustment for Bandwidth Snooping,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
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- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
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"A Simple Adjustment for Bandwidth Snooping,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B Armstrong & Michal Kolesár, 2018.
"A Simple Adjustment for Bandwidth Snooping,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
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"Dynamic Factor Models, Cointegration and Error Correction Mechanisms,"
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"A note on variance estimation for the Oaxaca estimator of average treatment effects,"
Economics Letters, Elsevier, vol. 122(3), pages 428-431.
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"Estimation and inference for distribution functions and quantile functions in treatment effect models,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
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"On the finite sample properties of pre-test estimators of spatial models,"
Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 103-115.
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"Education and Economic Growth: A Meta-Regression Analysis,"
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"Persistent and transient cost efficiency—an application to the Swiss hydropower sector,"
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"Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling,"
Econometrics, MDPI, vol. 2(1), pages 1-25, February.
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"The Public Finance and the Economic Growth in the First Portuguese Republic,"
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"The Public Finance and the Economic Growth in the First Portuguese Republic,"
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"The Economics of Secession ? Analysing the economic impact of the collapse of the former Yugoslavia,"
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- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP19/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
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"Inference for functions of partially identified parameters in moment inequality models,"
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- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP22/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 05/14, Institute for Fiscal Studies.
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"Inference in ordered response games with complete information,"
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- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015.
"Which precious metals spill over on which, when and why? Some evidence,"
Applied Economics Letters, Taylor & Francis Journals, vol. 22(6), pages 466-473, April.
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- Josué M. Polanco-Martínez, 2014. "Estimación espectral de datos ambientales no equiespaciados vía el periodograma suavizado de Lomb-Scargle. Una breve revisión," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 8(2), pages 7-23, Diciembre.
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- Calhoun, Gray, 2014. "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive 32462, Iowa State University, Department of Economics.
- Osamu Nakamura, 2014. "The Role of Public Sector Investment for Economic Development in Emerging Countries: The Case of Lao PDR," Working Papers EMS_2014_12, Research Institute, International University of Japan.
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"Instrumental Variables: An Econometrician's Perspective,"
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"Matching Methods in Practice: Three Examples,"
Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 373-419.
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"Identification and counterfactuals in dynamic models of market entry and exit,"
Quantitative Marketing and Economics (QME), Springer, vol. 12(3), pages 267-304, September.
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"Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity,"
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"A note on variance estimation for the Oaxaca estimator of average treatment effects,"
Economics Letters, Elsevier, vol. 122(3), pages 428-431.
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"Instrumental Variables: An Econometrician's Perspective,"
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"Welfare implications of learning through solicitation versus diversification in health care,"
Journal of Health Economics, Elsevier, vol. 42(C), pages 165-173.
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"Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs,"
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"Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient,"
Econometrics, MDPI, vol. 7(1), pages 1-24, January.
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- Lee Adkins, 2014. "Using gretl for Principles of Econometrics, 4th Edition," Economics Working Paper Series 1412, Oklahoma State University, Department of Economics and Legal Studies in Business.
- Roman Teodora & Manolica Adriana, 2014. "The Economics Student €" The Future Businessman. From The Awareness Of Consumers' Rights To Their Enforcement," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 1057-1068, July.
- Karagoz Kadir, 2014. "Determinants Of Tourist Inflows To Romania: Evidence From Augmented Panel Gravity Model," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 347-358, July.
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- Drago Pupavac, 2014. "Econometric Model For Forecasting Traffic On Croatian Motorways," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 10, pages 891-900.
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"Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 679-707.
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"Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem,"
Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 9(2), pages 111-132, June.
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"Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Aggregation Problem,"
Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 9(3), pages 131-151, September.
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"The Modifiable Areal Unit Problem – Analysis Of Correlation And Regression,"
Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 9(4), pages 113-131, December.
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"Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Aggregation Problem,"
Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 9(3), pages 131-151, September.
- Michal Bernard Pietrzak, 2014. "Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem," Working Papers 7/2014, Institute of Economic Research, revised May 2014.
- Michal Bernard Pietrzak, 2014.
"The Modifiable Areal Unit Problem – Analysis Of Correlation And Regression,"
Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 9(4), pages 113-131, December.
- Michal Bernard Pietrzak, 2014. "The modifiable areal unit problem - analysis of correlation and regression," Working Papers 9/2014, Institute of Economic Research, revised May 2014.
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- Samà, Danilo, 2014. "Essays on economic analysis of competition law: theory and practice," MPRA Paper 103118, University Library of Munich, Germany.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015.
"Golden rule of forecasting: Be conservative,"
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- Albers, Scott, 2014. "On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings," MPRA Paper 55632, University Library of Munich, Germany.
- 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.
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"On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets,"
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"Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand,"
Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(2), June.
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- Chaudhry, Naveed Iqbal & Mehmood, Mian Saqib & Mehmood, Asif & Mujtaba, Bahaudin G., 2014. "Exchange Rate, Market Size and Human Capital Nexus Foreign Direct Investment – A Bound Testing Approach for Pakistan," MPRA Paper 58177, University Library of Munich, Germany.
- Ruja, Catalin, 2014. "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper 58244, University Library of Munich, Germany.
- Karkowska, Renata, 2014. "Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis," MPRA Paper 58803, 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,"
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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.
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"Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis,"
International Econometric Review (IER), Econometric Research Association, vol. 7(2), pages 51-63, September.
- Malik, Muhammad Irfan & Rehman, Atiq-ur-, 2014. "Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis," MPRA Paper 59973, University Library of Munich, Germany.
- Rehman, Atiq-ur- & Malik, Muhammad Irfan, 2014. "The modified R a robust measure of association for time series," MPRA Paper 60025, University Library of Munich, Germany.
- Izatov, Asset, 2014. "Testing the Effect of the Conflict in Georgia in 2008 on Energy Market," MPRA Paper 70787, University Library of Munich, Germany.
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"Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data,"
Energy Economics, Elsevier, vol. 52(PA), pages 136-141.
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"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
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- Bun, Maurice J.G. & Harrison, Teresa D., 2014. "OLS and IV estimation of regression models including endogenous interaction terms," School of Economics Working Paper Series 2014-3, LeBow College of Business, Drexel University.
- Obudah, Bodiseowei C. & Tombofa, Steve S., 2014. "The Impact of Exchange Rate Movements on Trade Balance in Nigeria’s Open-Economy - L’impatto delle variazioni dei tassi di cambio sulla bilancia commerciale della Nigeria," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 67(1), pages 111-125.
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"Stock Market's Reactions to Revelation of Tax Evasion: An Empirical Assessment,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(III), pages 161-190, September.
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"Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion,"
Statistics & Probability Letters, Elsevier, vol. 95(C), pages 132-138.
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"Explaining variations in breast cancer screening across European countries,"
The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 15(5), pages 497-514, June.
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"Is the Central and Eastern European Banking Systems Stable? Evidence from the Recent Financial Crisis,"
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ASERS Publishing.
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- Virginie Masson & Nicholas Sim & Luke Wedding, "undated". "Did the AFL Equalisation Policy Achieve the Evenness of the League?," School of Economics and Public Policy Working Papers 2013-11, University of Adelaide, School of Economics and Public Policy.
- Ercan Uygur, 2014. "“Mathiness” ve İstatistik, Ulusal Gelir Hesapları, Matematik ve Ekonometri Konusunda Keynes," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 3(2), pages 67-96, May.
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- Aiste Ruseckaite & Peter Goos & Dennis Fok, 2014. "Bayesian D-Optimal Choice Designs for Mixtures," Tinbergen Institute Discussion Papers 14-057/III, Tinbergen Institute.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
- Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, Department of Economics and Business Economics, Aarhus University.
- Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy," Tinbergen Institute Discussion Papers 14-145/III, Tinbergen Institute, revised 09 Apr 2015.
- Fengler, Matthias R. & Gisler, Katja I.M., 2015. "A variance spillover analysis without covariances: What do we miss?," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 174-195.
- Fengler, Matthias R. & Gisler, Katja I. M., 2014. "A variance spillover analysis without covariances: what do we miss?," Economics Working Paper Series 1409, University of St. Gallen, School of Economics and Political Science.
- MIRICESCU, Emilian - Constantin, 2014. "Investigating The Determinants Of Long-Run Sovereign Rating," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 25-32.
- NEAGOE, Daniel, 2014. "Phillips Curve In Romania In Conditions Of Near Rationality," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 291-301.
- Miśkiewicz-Nawrocka Monika, 2014. "The Application of Random Noise Reduction By Nearest Neighbor Method To Forecasting of Economic Time Series," Folia Oeconomica Stetinensia, Sciendo, vol. 13(2), pages 96-108, July.
- Janiga-Ćmiel Anna, 2014. "Detecting Shocks in The Economic Development Dynamics of Selected Countries," Folia Oeconomica Stetinensia, Sciendo, vol. 13(2), pages 120-133, July.
- Jefmański Bartłomiej & Błoński Krzysztof, 2014. "Composite Index of Local Government Employees Satisfaction," Folia Oeconomica Stetinensia, Sciendo, vol. 13(2), pages 77-95, July.
- Jefmański Bartłomiej, 2014. "Application Of Rating Scale Model In Conversion Of Rating Scales' Points To The Form Of Triangular Fuzzy Numbers," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 7-18, December.
- Harald Oberhofer & Michael Pfaffermayr, 2014. "Two-Part Models for Fractional Responses Defined as Ratios of Integers," Econometrics, MDPI, vol. 2(3), pages 1-22, September.
- Harald Oberhofer & Michael Pfaffermayr, 2014. "Two-Part Models for Fractional Responses Defined as Ratios of Integers," WIFO Working Papers 472, WIFO.
- Guido Sechi & Alexander Tatarko & Jurgis Skilters, 2014. "Institutions, Civil Society, Trust and Quality of Life: A Social Capital- And Social Identity-Based Approach. Evidence from the Russian Federation," ERSA conference papers ersa14p595, European Regional Science Association.
- Guido Sechi & Zaiga Krisjane & Maris Berzins & Daina Vinklere, 2014. "Quality of Life and Tourism-Related Perceptions among Residents: Evidence from Lake Engure Area, Latvia," ERSA conference papers ersa14p597, European Regional Science Association.
- Karen Croxson & J. James Reade, 2014. "Information and Efficiency: Goal Arrival in Soccer Betting," Economic Journal, Royal Economic Society, vol. 124(575), pages 62-91, March.
- Karen Croxson & J. James Reade, 2011. "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers 11-01, Department of Economics, University of Birmingham.
- Rafael Dix‐Carneiro, 2014. "Trade Liberalization and Labor Market Dynamics," Econometrica, Econometric Society, vol. 82(3), pages 825-885, May.
- Rafael Dix-Carneiro, 2010. "Trade Liberalization and Labor Market Dynamics," Working Papers 1273, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Dix-Carneiro, Rafael, 2011. "Trade liberalization and labor market dynamics," WTO Staff Working Papers ERSD-2011-19, World Trade Organization (WTO), Economic Research and Statistics Division.
- Kaddour Hadri & William Mikhail (ed.), 2014. "Econometric Methods and Their Applications in Finance, Macro and Related Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8843, August.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Uncertainty within Economic Models," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9028, August.
- Joseph Ato Forson & Jakkaphong Janrattanagul, 2014. "Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(2), June.
- Forson, Joseph Ato & Janrattanagul, Jakkaphong, 2014. "Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand," MPRA Paper 57582, University Library of Munich, Germany.
- Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
- Stacy, Brian, 2014. "Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables," EconStor Preprints 104744, ZBW - Leibniz Information Centre for Economics.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016. "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 186-201.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014. "Gold, Oil, and Stocks," FinMaP-Working Papers 14, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo.
- Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014. "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series 208, Frankfurt School of Finance and Management.
- Bush, C. Anthony, 2014. "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers 2014-33, Kiel Institute for the World Economy (IfW Kiel).
- Carsten Bormann & Julia Schaumburg & Melanie Schienle, 2016. "Beyond Dimension two: A Test for Higher-Order Tail Risk," Journal of Financial Econometrics, Oxford University Press, vol. 14(3), pages 552-580.
- Bormann, Carsten & Schienle, Melanie & Schaumburg, Julia, 2014. "Beyond dimension two: A test for higher-order tail risk," SFB 649 Discussion Papers 2014-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- 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 Management.
2013
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013.
"Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets,"
Economics Series Working Papers
646, University of Oxford, Department of Economics.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," CREATES Research Papers 2013-06, Department of Economics and Business Economics, Aarhus University.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," NBER Working Papers 18833, National Bureau of Economic Research, Inc.
- Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2014.
"Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 679-707.
- Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2013. "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns," CREATES Research Papers 2013-07, Department of Economics and Business Economics, Aarhus University.
- Anders Bredahl Kock, 2013. "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers 2013-20, Department of Economics and Business Economics, Aarhus University.
- Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2016.
"Lassoing the Determinants of Retirement,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1522-1561, December.
- Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2013. "Lassoing the Determinants of Retirement," CREATES Research Papers 2013-21, Department of Economics and Business Economics, Aarhus University.
- Ion Smeureanu & Gheorghe Ruxanda, 2013. "Considerations on the stochastic approach in economics," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 15(34), pages 401-416, June.
- Amikuzuno, Joseph & Ogundari, Kolawole, 2013. "Price transmission Analysis and Associated Policy in Sub-Saharan Africa’s Agricultural Markets: What Does the Literature Say?," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 160479, African Association of Agricultural Economists (AAAE).
- Oloukoï, Laurent & Amoussouga Gero, Fulbert & Acclassato, Dénis & Chabossou, F. Augustin, 2013. "Dynamique De La Competitivite Externe De L’Agriculture Au Benin : Analyse Par Une Approche Dynamique Synthetique," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 161621, African Association of Agricultural Economists (AAAE).
- McIntosh, Christopher S. & Mittelhammer, Ron C. & Middleton, Jonathan N., 2013. "Listen to Your Data: Econometric Model Specification through Sonification," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150702, Agricultural and Applied Economics Association.
- Kragt, Marit Ellen, 2013.
"Comparing models of unobserved heterogeneity in environmental choice experiments,"
Working Papers
144447, University of Western Australia, School of Agricultural and Resource Economics.
- Kragt, Marit Ellen, 2013. "Comparing models of unobserved heterogeneity in environmental choice experiments," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 152198, Australian Agricultural and Resource Economics Society.
- Kragt, Marit Ellen, 2013.
"Comparing models of unobserved heterogeneity in environmental choice experiments,"
2013 Conference (57th), February 5-8, 2013, Sydney, Australia
152198, Australian Agricultural and Resource Economics Society.
- Kragt, Marit Ellen, 2013. "Comparing models of unobserved heterogeneity in environmental choice experiments," Working Papers 144447, University of Western Australia, School of Agricultural and Resource Economics.
- Thomas Chuffart, 2015.
"Selection Criteria in Regime Switching Conditional Volatility Models,"
Econometrics, MDPI, vol. 3(2), pages 1-28, May.
- Thomas Chuffart, 2013. "Selection Criteria in Regime Switching Conditional Volatility Models," Working Papers halshs-00844413, HAL.
- Thomas Chuffart, 2015. "Selection Criteria in Regime Switching Conditional Volatility Models," Post-Print hal-01457388, HAL.
- Thomas Chuffart, 2013. "Selection Criteria in Regime Switching Conditional Volatility Models," AMSE Working Papers 1339, Aix-Marseille School of Economics, France, revised 14 Jul 2013.
- Assoc.Prof. Sule AYDIN TÜKELTÜRK Ph.D & Assist. Prof. Fehmi Volkan AKYÖN, 2013. "A Research On Employees’ Perception Of Organizational Justice And Their Propensity To Leave: Case Study Of 4 And 5 Star Hotels In The Province Of Antalya," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(21), pages 138-156, NOVEMBER.
- Władysław Milo & Piotr Wdowiński (ed.), 2013. "Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 127, number book:y:2013:n:295:foe, june.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016.
"Gold, oil, and stocks: Dynamic correlations,"
International Review of Economics & Finance, Elsevier, vol. 42(C), pages 186-201.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
- Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014. "Gold, Oil, and Stocks," FinMaP-Working Papers 14, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Aureo de Paula, 2019.
"Inference on Causal and Structural Parameters using Many Moment Inequalities,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(5), pages 1867-1900.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Inference on causal and structural parameters using many moment inequalities," Papers 1312.7614, arXiv.org, revised Oct 2018.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2018. "Inference on causal and structural parameters using many moment inequalities," CeMMAP working papers CWP60/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Juan José Barrios, 2013. "Competition and wellbeing," Documentos de Investigación 95, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales.
- Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia, 2015.
"Specification tests for partially identified models defined by moment inequalities,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 259-282.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP01/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP19/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013.
"Estimating demand for differentiated products with error in market shares,"
CeMMAP working papers
CWP03/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013. "Estimating demand for differentiated products with error in market shares," CeMMAP working papers 03/13, Institute for Fiscal Studies.
- Aradillas-López, Andrés & Rosen, Adam M., 2022.
"Inference in ordered response games with complete information,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP37/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers 36/14, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers CWP36/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Morteza Haghiri, 2013. "Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 25-34, February.
- Carmen Hoyo & Ximena Pena & David Tuesta, 2013. "Factores de demanda que influyen en la Inclusion Financiera en Mexico. Analisis de las barreras a partir de la ENIF," Working Papers 1336, BBVA Bank, Economic Research Department.
- Carmen Hoyo & Ximena Pena & David Tuesta, 2013. "Demand factors that influence financial inclusion in Mexico: analysis of the barriers based on the ENIF survey," Working Papers 1337, BBVA Bank, Economic Research Department.
- Matteo Barigozzi & Christian Brownlees, 2019.
"NETS: Network estimation for time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 347-364, April.
- Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
- Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona School of Economics.
- Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.
- Christian Francq & Jean-Michel Zakoïan, 2013.
"Optimal predictions of powers of conditionally heteroscedastic processes,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 345-367, March.
- Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.
- Christan Francq & Jean-Michel Zakoian, 2012. "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers 2012-17, Center for Research in Economics and Statistics.
- Jianqing Fan & Yuan Liao & Martina Mincheva, 2013.
"Large covariance estimation by thresholding principal orthogonal complements,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 603-680, September.
- Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011. "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper 38697, University Library of Munich, Germany.
- Andreasen, Martin & Meldrum, Andrew, 2013. "Likelihood inference in non-linear term structure models: the importance of the lower bound," Bank of England working papers 481, Bank of England.
- Pentti Saikkonen & Rickard Sandberg, 2016.
"Testing for a Unit Root in Noncausal Autoregressive Models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 99-125, January.
- Saikkonen, Pentti & Sandberg, Rickard, 2013. "Testing for a unit root in noncausal autoregressive models," Research Discussion Papers 26/2013, Bank of Finland.
- Brian M. Lucey & Fergal A. O’Connor, 2013. "Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(3), pages 53-63, September.
- Barreto Humberto & Raghav Manu, 2013.
"Understanding and teaching unequal probability of selection1),"
Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 101-112, July.
- Humberto Barreto & Manu Raghav, 2011. "Understanding and Teaching Unequal Probability of Selection," Working Papers 2011-01, DePauw University, School of Business and Leadership and Department of Economics and Management.
- Burda Martin & Maheu John M., 2013.
"Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 345-372, September.
- Martin Burda & John M. Maheu, 2012. "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Paper series 46_12, Rimini Centre for Economic Analysis.
- Le, Vo Phuong Mai & Meenagh, David, 2013. "Testing and Estimating Models Using Indirect Inference," Cardiff Economics Working Papers E2013/8, Cardiff University, Cardiff Business School, Economics Section.
- Oliver Falck & Stephan Heblich & Anne Otto, 2013. "Agglomerationsvorteile in der Wissensgesellschaft: Empirische Evidenz für deutsche Gemeinden," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(03), pages 17-21, February.
- Consuela I. NECȘULESCU & Luminița L. ȘERBĂNESCU, 2013. "Impact Of The Inflation On The Exchange Rate And On The Average Salary," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 2, pages 43-48, November.
- Mihăiță-Cosmin M. Popovici, 2013. "Latest Challenges In Efficiency Convergence In Balkan And Baltic Countries," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 2, pages 110-118, October.
- Pedro Alexander Harmath Fernández & José U. Mora Mora & Rafael Alexis Acevedo Rueda, 2013. "La brecha del producto y el producto potencial en Venezuela: una estimación SVAR," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, June.
- Mauricio SANTAMARIA SALAMANCA & Gabriel PIRAQUIVE GALEANO & Gustavo HERNANDEZ DIAZ & Norberto ROJAS DELGADILLO, 2013. "Crecimiento económico y desempleo: Retos a largo plazo," Archivos de Economía 11202, Departamento Nacional de Planeación.
- Julio César Alonso & Beatriz Eugenia Gallo, 2013. "El problema de la consultoría está en la t," Estudios Gerenciales, Universidad Icesi, March.
- Pérez G., Jorge Iván & González C., Karen Lorena & Lopera C., Mauricio, 2013. "Modelos de predicción de la fragilidad empresarial: aplicación al caso colombiano para el ano 2011," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 22, pages 205-228, August.
- Julián Enrique López Siabato, 2013. "El sentido de la causalidad entre inversión en capital físico y crecimiento económico. Una evaluación empírica para la economía colombiana 1970-2010," Econógrafos, Escuela de Economía 12794, Universidad Nacional de Colombia, FCE, CID.
- Francq, Christian & Zakoian, Jean-Michel, 2013.
"Inference in non stationary asymmetric garch models,"
MPRA Paper
44901, University Library of Munich, Germany.
- Christian Francq & Jean-Michel Zakoian, 2013. "Inference in Non Stationary Asymmetric Garch Models," Working Papers 2013-11, Center for Research in Economics and Statistics.
- Berenguer Rico, Vanessa, 2013. "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics we1312, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Christoffersen, Peter & Langlois, Hugues, 2013.
"The Joint Dynamics of Equity Market Factors,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1371-1404, October.
- Peter Christoffersen & Hugues Langlois, 2011. "The Joint Dynamics of Equity Market Factors," CREATES Research Papers 2011-45, Department of Economics and Business Economics, Aarhus University.
- Armstrong, Timothy B. & Chan, Hock Peng, 2016.
"Multiscale adaptive inference on conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
- Armstrong, Timothy B. & Chan, Hock Peng, 2016.
"Multiscale adaptive inference on conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
- Armstrong, Timothy B. & Chan, Hock Peng, 2016.
"Multiscale adaptive inference on conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
- Alfredo M. Pereira & Jorge M. Andraz, 2013.
"On The Economic Effects Of Public Infrastructure Investment: A Survey Of The International Evidence,"
Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 38(4), pages 1-37, December.
- Jorge Miguel Lopo Gonçalves Andraz, 2012. "On the economic effects of public infrastructure investment: A survey of the international evidence," CEFAGE-UE Working Papers 2012_10, University of Evora, CEFAGE-UE (Portugal).
- Alfredo Marvão Pereira & Jorge M. Andraz, 2013. "On the economic effects of public infrastructure investment:A survey of the international evidence," Working Papers 108, Department of Economics, College of William and Mary.
- Calvet, Laurent E. & Czellar, Veronika, 2015.
"Through the looking glass: Indirect inference via simple equilibria,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 343-358.
- Calvet , Laurent & Czellar, Veronika, 2013. "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series 1048, HEC Paris.
- Laurent E. Calvet & Veronika Czellar, 2014. "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers hal-02058272, HAL.
- Laurent E. Calvet & Veronika Czellar, 2015. "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print hal-02313236, HAL.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012.
"An Area-Wide Real-Time Database for the Euro Area,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1000-1013, November.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010. "An Area Wide Real Time Data Base for the Euro Area," Working Papers ECARES ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010. "An area-wide real-time database for the euro area," Working Paper Series 1145, European Central Bank.
- Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele, 2010. "An Area-Wide Real-Time Database for the Euro Area," CEPR Discussion Papers 7673, C.E.P.R. Discussion Papers.
- Melolinna, Marko, 2012. "Macroeconomic shocks in an oil market var," Working Paper Series 1432, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
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"Asymptotic Variance of Semiparametric Estimators With Generated Regressors,"
Econometrica, Econometric Society, vol. 81(1), pages 315-340, January.
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- Sylvain Chassang, 2013.
"Calibrated Incentive Contracts,"
Econometrica, Econometric Society, vol. 81(5), pages 1935-1971, September.
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"Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure,"
Quantitative Economics, Econometric Society, vol. 4(2), pages 231-267, July.
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"Advances in Forecasting under Instability,"
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"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
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- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
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"Deciphering the Libor and Euribor Spreads during the subprime crisis,"
The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 565-585.
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- Laura Onofri & Paulo A.L.D. Nunes & Jasone Cenoz & Durk Gorter, 2013. "Linguistic Diversity and Preferences: Econometric Evidence from European Cities," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(1), pages 39-60.
- Carlo Rosa, 2013. "The financial market effect of FOMC minutes," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 67-81.
- Christian Zimmermann, 2013.
"Academic Rankings with RePEc,"
Econometrics, MDPI, vol. 1(3), pages 1-32, December.
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- Christian Zimmermann, 2012. "Academic rankings with RePEc," Working Papers 2012-023, Federal Reserve Bank of St. Louis.
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"Selection Criteria in Regime Switching Conditional Volatility Models,"
Econometrics, MDPI, vol. 3(2), pages 1-28, May.
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- Bache, Stefan Holst Milton & Kristensen, Troels, 2013. "A simple but efficient approach to the analysis of multilevel data," DaCHE discussion papers 2013:6, University of Southern Denmark, Dache - Danish Centre for Health Economics.
- Martina Rodriguez Dominguez & Emilio Hernandez Gomez, 2013. "The Economic Impact Of International Migration On Economic Growth In Mexico, El Efecto Economico De La Migracion Internacional En El Crecimiento Economico De Mexico," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(1), pages 55-65.
- Juan M. Ocegueda Hernandez & Juan A. Meza Fregoso & C. Domingo Coronado GarcÃa, 2013. "Impact Of Education On Economic Growth In Mexico, 1990-2008, Impacto De La Educacion En El Crecimiento Economico En Mexico, 1990-2008," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(1), pages 75-88.
- Iman Gunadi & Aditya Anta Taruna & Cicilia A. Harun, 2013. "Penggunaan Indeks Stabilitas Sistem Keuangan (ISSK) Dalam Pelaksanaan Surveilans Makroprudensial," Working Papers WP/15/2013, Bank Indonesia.
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"Specification tests for partially identified models defined by moment inequalities,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 259-282.
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- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP01/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP19/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013.
"Estimating demand for differentiated products with error in market shares,"
CeMMAP working papers
03/13, Institute for Fiscal Studies.
- Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013. "Estimating demand for differentiated products with error in market shares," CeMMAP working papers CWP03/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Inference in ordered response games with complete information,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
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- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP37/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers 36/14, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers CWP36/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof, 2013. "Is Financial Development a Factor to the Leading Growth Profile of the South African Economy? Measuring and Uncovering the Hidden Secret," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 1(9), pages 99-112, September.
- Juan Bacilio Guerrero & Juan Alberto Acosta, 2013. "Construcción del Índice de Cohesión Social para México: Una propuesta mediante un análisis de componentes principales," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 33-47, Diciembre.
- Nawalage S. Cooray, 2013. "An Empirical Analysis of Inflation-Growth Nexus in Developing Countries: The Case of Sri Lanka," Working Papers EMS_2013_21, Research Institute, International University of Japan.
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"On The Economic Effects Of Public Infrastructure Investment: A Survey Of The International Evidence,"
Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 38(4), pages 1-37, December.
- Alfredo Pereira & Jorge Andraz, 2012. "On the economic effects of public infrastructure investment: A survey of the international evidence," CEFAGE-UE Working Papers 2012_10, University of Evora, CEFAGE-UE (Portugal).
- Alfredo Marvão Pereira & Jorge M. Andraz, 2013. "On the economic effects of public infrastructure investment:A survey of the international evidence," Working Papers 108, Department of Economics, College of William and Mary.
- Gilles Grolleau & Naoufel Mzoughi & Sanja Pekovic, 2013. "Is Business Performance Related to the Adoption of Quality and Environmental-Related Standards?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 54(4), pages 525-548, April.
- Eduardo Fé & Richard Hofler, 2013.
"Count data stochastic frontier models, with an application to the patents–R&D relationship,"
Journal of Productivity Analysis, Springer, vol. 39(3), pages 271-284, June.
- Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," Economics Discussion Paper Series 0916, Economics, The University of Manchester.
- 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.
- Bernardina Algieri & Antonio Aquino & Marianna Succurro, 2013. "Technology transfer offices and academic spin-off creation: the case of Italy," The Journal of Technology Transfer, Springer, vol. 38(4), pages 382-400, August.
- Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko, 2013. "Pauvreté monétaire versus non-monétaire au Burundi," Working Papers PMMA 2013-11, PEP-PMMA.
- Sharifi Renani, Hossein & Mirfattah, Mariam & Molla Esmaeili, Hasan, 2013. "Analysis of the Role of Economic Liberalization on Performance of Financial Markets in Some MENA Countries With Emphasis on Financial and Monetary Liberalization (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(15), pages 1-26, June.
- Christoph Engel, 2013. "Behavioral Law and Economics: Empirical Methods," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_01, Max Planck Institute for Research on Collective Goods.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016.
"Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors,"
Econometrics, MDPI, vol. 4(2), pages 1-27, April.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013.
"Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets,"
CREATES Research Papers
2013-06, Department of Economics and Business Economics, Aarhus University.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," NBER Working Papers 18833, National Bureau of Economic Research, Inc.
- Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," Economics Series Working Papers 646, University of Oxford, Department of Economics.
- Emily Oster, 2013. "Unobservable Selection and Coefficient Stability: Theory and Validation," NBER Working Papers 19054, National Bureau of Economic Research, Inc.
- Andrew Gelman & Guido Imbens, 2013. "Why ask Why? Forward Causal Inference and Reverse Causal Questions," NBER Working Papers 19614, National Bureau of Economic Research, Inc.
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"Endogenous Stratification in Randomized Experiments,"
The Review of Economics and Statistics, MIT Press, vol. 100(4), pages 567-580, October.
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- Neil Shephard, 2013.
"Martingale unobserved component models,"
Economics Series Working Papers
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- Lee C. Adkins, 2013. "The Restricted Least Squares Stein-Rule in gretl," Economics Working Paper Series 1305, Oklahoma State University, Department of Economics and Legal Studies in Business.
- Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan, 2013. "A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 440-450, December.
- Michael J. Mazzeo & Jonathan H. Ashtor & Samantha Zyontz, 2013. "DO NPEs MATTER? NON-PRACTICING ENTITIES AND PATENT LITIGATION OUTCOMES," Journal of Competition Law and Economics, Oxford University Press, vol. 9(4), pages 879-904.
- Burciu Andreea & Ardelean Andreea, 2013. "Migration in the EU- Between Brain Drain and Cheap Workforce Transfer," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 158-163, May.
- Nec?ulescu Consuela & ?erbãnescu Lumini?a, 2013. "The Development of Earnings in Romania Before and After the Economic CrisisAbstract:Any economy attaches a significant role to the evolution of the wages in order to determine unemployment and inflati," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 327-332, May.
- Neil Shephard, 2013.
"Martingale unobserved component models,"
Economics Papers
2013-W01, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard, 2013. "Martingale unobserved component models," Economics Series Working Papers 644, University of Oxford, Department of Economics.
- Shafiun N. Shimul, 2013. "Remittance and economic development: Evidence from Bangladesh using unrestricted error correction model and Engle-Granger cointegration approach," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(1), pages 15-21, April.
- Hamrita Mohamed Essaied, 2013.
"Export-led growth in Tunisia: A wavelet filtering based analysis,"
Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 12-27, October.
- Hamrita, Mohamed Essaied, 2014. "Export-Led Growth in Tunisia: A wavelet filtering based analysis," MPRA Paper 52722, University Library of Munich, Germany.
- Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove, 2013. "Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index," PIER Working Paper Archive 13-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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"Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem,"
Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 9(2), pages 111-132, June.
- Michal Bernard Pietrzak, 2013. "Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem," Working Papers 35/2013, Institute of Economic Research, revised May 2013.
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"Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter,"
MPRA Paper
20681, University Library of Munich, Germany.
- Mapa, Dennis S. & Sandoval, Monica Flerida B. & Yap, David Joseph Emmanuel II B., 2013. "Investigating the Presence of Regional Economic Growth Convergence in the Philippines Using Kalman Filter," Philippine Journal of Development PJD 2010 Vol. 37 No. 2a, Philippine Institute for Development Studies.
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"The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 143-177, January.
- Sara Santos Cruz & Aurora A.C. Teixeira, 2013. "The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal," FEP Working Papers 508, Universidade do Porto, Faculdade de Economia do Porto.
- Bespalova, Olga, 2013. "Do the Renewable Portfolio Standards (RPS) promote the renewable electricity generation in the USA? Evidence from panel data econometric study," MPRA Paper 117670, University Library of Munich, Germany, revised 30 Nov 2013.
- Dogru, Bülent, 2013. "Modeling Voting Behavior in the Eurovision Song Contest," MPRA Paper 42801, University Library of Munich, Germany.
- Fulli-Lemaire, Nicolas, 2013. "Alternative inflation hedging strategies for ALM," MPRA Paper 43755, University Library of Munich, Germany.
- Albers, Scott, 2013. "Of Jane Austen and the secret life of econometric quantities, or as otherwise entitled on Okun's Law and the 'multiplicative inverse surprise'," MPRA Paper 44594, University Library of Munich, Germany.
- Albers, Scott & Albers, Andrew L., 2013. "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper 44843, University Library of Munich, Germany.
- Christian Francq & Jean-Michel Zakoian, 2013.
"Inference in Non Stationary Asymmetric Garch Models,"
Working Papers
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- Francq, Christian & Zakoian, Jean-Michel, 2013. "Inference in non stationary asymmetric garch models," MPRA Paper 44901, University Library of Munich, Germany.
- Benos, Nikos & Zotou, Stefania, 2014.
"Education and Economic Growth: A Meta-Regression Analysis,"
World Development, Elsevier, vol. 64(C), pages 669-689.
- Benos, Nikos & Zotou, Stefania, 2013. "Education and Economic Growth: A Meta-Regression Analysis," MPRA Paper 46143, University Library of Munich, Germany.
- Kociecki, Andrzej, 2013. "Bayesian Approach and Identification," MPRA Paper 46538, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "To the problem of evaluation of market risk of global equity index portfolio in global capital markets," MPRA Paper 47708, University Library of Munich, Germany, revised 20 Jun 2013.
- Sibel Cengiz & Afsin Sahin, 2014.
"Modelling nonlinear behavior of labor force participation rate by STAR: An application for Turkey,"
International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 7(1), pages 113-127, April.
- Cengiz, Sibel & Sahin, Afsin, 2013. "Modelling Nonlinear Behavior of Labor Force Participation Rate by STAR: An Application for Turkey," MPRA Paper 47805, University Library of Munich, Germany, revised 07 May 2013.
- Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj, 2013. "Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach," MPRA Paper 49962, University Library of Munich, Germany.
- Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew, 2013. "Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model," MPRA Paper 50544, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities," MPRA Paper 51741, University Library of Munich, Germany.
- Adeniji, Sesan & Evans, Olaniyi, 2013. "Searching for the Relative Potency of Monetary and Fiscal Policies in Selected African Countries: A Panel Data Approach to St. Louis Equation," MPRA Paper 52420, University Library of Munich, Germany.
- Vélez Tamayo, Julián Mauricio, 2013. "Medellín: Una ciudad hacia el sector servicios y los efectos en el empleo [Medellin: a city to service sector and the employment effects]," MPRA Paper 58742, University Library of Munich, Germany.
- Urbina, Jilber, 2013. "A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion," MPRA Paper 75579, University Library of Munich, Germany, revised 13 Dec 2016.
- Urbina, Jilber, 2013. "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper 75756, University Library of Munich, Germany.
- Sylvain Chassang & Christian Zehnder, 2013. "Contracting Without a Plan: A Theory of Informal Justice," Working Papers 1456, Princeton University, Department of Economics, Econometric Research Program..
- Jose A. Scheinkman, 2013. "Speculation, Trading and Bubbles Third Annual Arrow Lecture," Working Papers 1458, Princeton University, Department of Economics, Econometric Research Program..
- Lars P. Hansen & Jose A. Scheinkman, 2013. "Stochastic Compounding and Uncertain Valuation," Working Papers 1459, Princeton University, Department of Economics, Econometric Research Program..
- Luigi Spaventa, 2013. "The use of econometric models for long-term policies: A critical view," PSL Quarterly Review, Economia civile, vol. 66(266), pages 267-290.
- Polyakov, Konstantin & Zhukova, Ludmila, 2013. "Human capital estimation in professional football," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 29-44.
- Nivorozhkina, Ludmila & Ovcharova, Lilia & Sinyavskaya, Tatiana, 2013. "Econometric modeling risk of consumer loans," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 65-76.
- Rodionova, Lilia, 2013. "Econometric analysis of the effect of marital status change on wages in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 79-98.
- Aistov, Andrey, 2013. "Marital wage gap," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 99-114.
- Heckman, James, 2013.
"Sample selection bias as a specification error,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
- Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-161, January.
- Penikas, Henry & Savelyeva, Alina, 2013. "Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 32(4), pages 45-70.
- Liquitaya Briceño, José D., 2013. "Crecimiento, empleo y productividad en la industria manufacturera mexicana," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 35-69.
- Miruna MAZURENCU MARINESCU, 2013. "Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, vol. 2013(20), pages 25-34, June.
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"Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes,"
Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 140-149.
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- Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
- Sarra Ben Slimane & Moez Ben Tahar & Zied Essid, 2013. "Comparative analysis of the degree of international capital mobility in Tunisia and Morocco: revised Feldstein Horioka approach," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 5(1), pages 33-43, June.
- Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Liviu BEGU & Georgeta BARDASU, 2013. "Non-parametrical Estimation of the Regression used in Economic Analyses," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 38-43, March.
- Gabriela Victoria ANGHELACHE & Constantin ANGHELACHE & Andreea Gabriela BALTAC & Ligia PRODAN, 2013. "Non-linear Regression used in Economic Analysis," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 7-18, March.
- Cheam Chai Li & Rosli Mahmood & Hussin Abdullah & Ong Soon Chuan, 2013. "Economic Growth, Tourism and Selected Macroeconomic Variables: A Triangular Causal Relationship in Malaysia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(2), pages 185-206, May.
- Bulent Guloglu & Saban Nazlioglu, 2013. "Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, vol. 1(1), pages 1-20, January.
- Dariusz Cezary Kotlewski, 2013. "Impact of International Trade on Economic Growth," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1-2, pages 5-29.
- Yu‐Chin Hsu, 2017.
"Consistent tests for conditional treatment effects,"
Econometrics Journal, Royal Economic Society, vol. 20(1), pages 1-22, February.
- Yu-Chin Hsu, 2013. "Consistent Tests for Conditional Treatment Effects," IEAS Working Paper : academic research 13-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Sep 2015.
- Baseem Al-Athwari & Jorn Altmann & Almas Heshmati, 2013. "A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries," TEMEP Discussion Papers 2013102, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Apr 2013.
- Michael Ziegelmeyer, 2013.
"Illuminate the unknown: evaluation of imputation procedures based on the SAVE survey,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(1), pages 49-76, January.
- Ziegelmeyer, Michael, 2011. "Illuminate the unknown: Evaluation of imputation procedures based on the SAVE Survey," MEA discussion paper series 11235, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Mahamat Hamit-Haggar, 2013. "A note on convergence across Canadian provinces: new insights from the club clustering algorithm," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(2), pages 591-601, April.
- Dominique Guégan & Philippe Peretti, 2013.
"An omnibus test to detect time-heterogeneity in time series,"
Computational Statistics, Springer, vol. 28(3), pages 1225-1239, June.
- Dominique Guegan & Philippe de Peretti, 2010. "An omnibus test to detect time-heterogeneity in time series," Documents de travail du Centre d'Economie de la Sorbonne 10098, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Philippe de Peretti, 2011. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00560221, HAL.
- Dominique Guegan & Philippe de Peretti, 2012. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721327, HAL.
- Flory Dieck-Assad & Ernesto Peralta, 2013. "Energy and capital inputs: cornerstones of productivity growth in Mexico: 1965–2004," Empirical Economics, Springer, vol. 44(2), pages 563-590, April.
- Francisco Goerlich, 2013. "A simple and efficient test for the Pareto law," Empirical Economics, Springer, vol. 45(3), pages 1367-1381, December.
- Dinghai Xu & John Knight, 2013. "Stochastic volatility model under a discrete mixture-of-normal specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 216-239, April.
- Tobias Böhmelt, 2013. "A closer look at the information provision rationale: Civil society participation in states’ delegations at the UNFCCC," The Review of International Organizations, Springer, vol. 8(1), pages 55-80, March.
- Brian M. Lucey & Charles Larkin & Fergal A. O'Connor, 2013.
"London or New York: where and when does the gold price originate?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 20(8), pages 813-817, May.
- Brian Lucey & Charles Larkin, 2012. "London or New York: where and when does the gold price originate?," The Institute for International Integration Studies Discussion Paper Series iiisdp410, IIIS.
- Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020.
"Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 99, pages 3491-3516,
World Scientific Publishing Co. Pte. Ltd..
- Cheng-Few Lee & Chiung-Min Tsai & Alice C. Lee, 2013. "Asset pricing with disequilibrium price adjustment: theory and empirical evidence," Quantitative Finance, Taylor & Francis Journals, vol. 13(2), pages 227-239, January.
- Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013. "The impact of jumps and thin trading on realized hedge ratios," Working Papers 2013-02, University of Tasmania, Tasmanian School of Business and Economics, revised 28 Mar 2013.
- S. Boragan Aruoba & Cagri Sarikaya, 2013. "A Real Economic Activity Indicator for Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(1), pages 15-29.
- Francisco Blasques, 2013. "On the Phase Dependence in Time-Varying Correlations Between Time-Series," Tinbergen Institute Discussion Papers 13-054/III, Tinbergen Institute.
- M. Bockarjova & P. Rietveld & J.S.A. Knockaert, 2013. "Adoption of Electric Vehicle in the Netherlands – A Stated Choice Experiment," Tinbergen Institute Discussion Papers 13-100/VIII, Tinbergen Institute, revised 01 Aug 2013.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
- Van Klaveren, C. & De Wolf, I., 2013. "Systematic Reviews In Education Research: When Do Effect Studies Provide Evidence?," Working Papers 46, Top Institute for Evidence Based Education Research.
- Victor Aguirregabiria & Junichi Suzuki, 2014.
"Identification and counterfactuals in dynamic models of market entry and exit,"
Quantitative Marketing and Economics (QME), Springer, vol. 12(3), pages 267-304, September.
- Victor Aguirregabiria & Junichi Suzuki, 2013. "Identification and Counterfactuals in Dynamic Models of Market Entry and Exit," Working Papers tecipa-475, University of Toronto, Department of Economics.
- Damien S. Eldridge, 2014.
"A Comment On Siegfried'S First Lesson In Econometrics,"
Economic Inquiry, Western Economic Association International, vol. 52(1), pages 503-504, January.
- Damien S.Eldridge, 2013. "A comment on Siegfried's first lesson in econometrics," Working Papers 2013.02, School of Economics, La Trobe University.
- Morris M. Kleiner & Alan B. Krueger, 2013.
"Analyzing the Extent and Influence of Occupational Licensing on the Labor Market,"
Journal of Labor Economics, University of Chicago Press, vol. 31(S1), pages 173-202.
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1165, Princeton University, Department of Economics, Industrial Relations Section..
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," NBER Working Papers 14979, National Bureau of Economic Research, Inc.
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1178, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Kleiner, Morris M. & Krueger, Alan B., 2011. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," IZA Discussion Papers 5505, Institute of Labor Economics (IZA).
- Alan S. Blinder & Alan B. Krueger, 2013.
"Alternative Measures of Offshorability: A Survey Approach,"
Journal of Labor Economics, University of Chicago Press, vol. 31(S1), pages 97-128.
- Alan S. Blinder & Alan B. Krueger, 2009. "Alternative Measures of Offshorability: A Survey Approach," NBER Working Papers 15287, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Alan B. Krueger, 2009. "Alternative Measures of Offshorability: A Survey Approach," Working Papers 1169, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Kaplan, David M., 2015.
"Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 20-32.
- David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
- Kaplan, David M. & Sun, Yixiao, 2017.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- David M. Kaplan & Matt Goldman, 2013. "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1315, Department of Economics, University of Missouri.
- David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
- Goldman, Matt & Kaplan, David M., 2018.
"Comparing distributions by multiple testing across quantiles or CDF values,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
- David M. Kaplan & Matt Goldman, 2013. "Comparing distributions by multiple testing across quantiles," Working Papers 1319, Department of Economics, University of Missouri, revised Feb 2018.
- David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
- Bos, Jaap W.B. & Millone, Matteo, 2015.
"Practice What You Preach: Microfinance Business Models and Operational Efficiency,"
World Development, Elsevier, vol. 70(C), pages 28-42.
- Bos, J.W.B. & Millone, M.M., 2013. "Practice what you preach: Microfinance business models and operational efficiency," Research Memorandum 067, Maastricht University, Graduate School of Business and Economics (GSBE).
- Matteo Barigozzi & Christian Brownlees, 2019.
"NETS: Network estimation for time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 347-364, April.
- Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona School of Economics.
- Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.
- Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
- Maddalena Cavicchioli, 2013. "�Determining the Number of Regimes in Markov-Switching VAR and VMA Models�," Working Papers 2013:03, Department of Economics, University of Venice "Ca' Foscari".
- Pelizzon, Loriana & Sartore, Domenico, 2013.
"Deciphering the Libor and Euribor Spreads during the subprime crisis,"
The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 565-585.
- Loriana Pelizzon & Domenico Sartore, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers 2013: 14, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Maddalena Cavicchioli, 2013. "�Markov Switching Models for Volatility: Filtering, Approximation and Duality�," Working Papers 2013:24, Department of Economics, University of Venice "Ca' Foscari".
- Siro Lombardini, 2013. "Purposes and limitations of econometric analysis according to recent approaches," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 121(3-4), pages 331-352.
- Siro Lombardini, 2013. "Purposes and limitations of econometric analysis according to recent approaches," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 123(3-4), pages 331-352.
- 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.
- 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.
- Richard A. Ashley & Christopher F. Parmeter, 2013. "Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions," Working Papers e07-40, Virginia Polytechnic Institute and State University, Department of Economics.
- Richard A. Ashley & Kwok Ping Tsang, 2014.
"Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach,"
Econometrics, MDPI, Open Access Journal, vol. 2(1), pages 1-20, March.
- Richard A. Ashley & Kwok Ping Tsang, 2013. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Working Papers e07-41, Virginia Polytechnic Institute and State University, Department of Economics.
- Rosen Nikolaev & Viktoria Stancheva, 2013. "The effect of foreign direct investment on unemployment in Bulgaria," Business & Management Compass, University of Economics Varna, issue 2, pages 14-24.
- Paul Elhorst & Solmaria Halleck Vega, 2013. "On spatial econometric models, spillover effects, and W," ERSA conference papers ersa13p222, European Regional Science Association.
- Prosper Dovonon, 2013.
"Conditionally Heteroskedastic Factor Models With Skewness And Leverage Effects,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1110-1137, November.
- Dovonon, Prosper, 2008. "Conditionally heteroskedastic factor models with skewness and leverage effects," MPRA Paper 40206, University Library of Munich, Germany, revised Feb 2012.
- Ariel Dinar & Shlomi Dinar & Stephen McCaffrey & Daene McKinney, 2013. "Bridges Over Water:Understanding Transboundary Water Conflict, Negotiation and Cooperation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8634, February.
- Yafeng Wang & Brett Graham, 2013. "Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Bettendorf, Timo & Chen, Wenjuan, 2013.
"Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests,"
Economics Letters, Elsevier, vol. 120(2), pages 350-353.
- Bettendorf, Timo & Chen, Wenjuan, 2013. "Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests," SFB 649 Discussion Papers 2013-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chen, Wenjuan & Bettendorf, Timo, 2013. "Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80002, Verein für Socialpolitik / German Economic Association.
2012
- Kock, Anders Bredahl & Callot, Laurent, 2015.
"Oracle inequalities for high dimensional vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
- Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
- Kiriya Kulkolkarn & Chotiwut Laophairoj, 2012. "Attributes Determining Condominium Prices in Bangkok (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 19(1), pages 24-45, June.
- Ogundari, Kolawole & Abdulai, Awudu, 2012. "A meta-analysis of the response of calorie demand to income changes," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 123287, International Association of Agricultural Economists.
- Li, Xiaofei & Escalante, Cesar L. & Epperson, James E. & Gunter, Lewell F., 2012. "Agricultural Banking and Early Warning Models for the Bank Failures of the Late 2000s Great Recession," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 119656, Southern Agricultural Economics Association.
- Paris, Quirino & Caracciolo, Francesco, 2012. "Quantity Versus Shares in Estimating Demand Systems," Working Papers 124575, University of California, Davis, Department of Agricultural and Resource Economics.
- Mircea Gabriel Ciolpan & Jenica Popescu, 2012. "Econometric Analysis Regarding The Dependence Of The Futures Price, The Underlying Asset And The Robor," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(40), pages 195-204.
- Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), 2012. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 10, number book:y:2012:n:10:mon, june.
- Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015.
"Some new asymptotic theory for least squares series: Pointwise and uniform results,"
Journal of Econometrics, Elsevier, vol. 186(2), pages 345-366.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results," Papers 1212.0442, arXiv.org, revised Jun 2015.
- Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012.
"Short-run forecasting of the euro-dollar exchange rate with economic fundamentals,"
Journal of International Money and Finance, Elsevier, vol. 31(2), pages 377-396.
- Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1203, Banco de España.
- Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1201, BBVA Bank, Economic Research Department.
- Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012.
"Short-run forecasting of the euro-dollar exchange rate with economic fundamentals,"
Journal of International Money and Finance, Elsevier, vol. 31(2), pages 377-396.
- Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1201, BBVA Bank, Economic Research Department.
- Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1203, Banco de España.
- Yves Dominicy & Siegfried Hörmann & David Veredas & Hiroaki Ogata, 2012. "Marginal quantiles for stationary processes," Working Papers 1228, Banco de España.
- Martínez-Jaramillo Serafín & Alexandrova-Kabadjova Biliana & Bravo-Benítez Bernardo & Solórzano-Margain Juan Pablo, 2012. "An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk," Working Papers 2012-07, Banco de México.
- Drobne Samo & Bogataj Marija & Lisec Anka, 2012. "Dynamics and local policy in labour commuting," Business Systems Research, Sciendo, vol. 3(2), pages 14-26, September.
- Domić Alan, 2012. "An application of New Keynesian models to inflation in Croatia," Business Systems Research, Sciendo, vol. 3(2), pages 6-13, September.
- Leonard C. Smith & Vimal Ranchhod, 2012.
"Measuring The Impact Of Educational Interventions On The Academic Performance Of Academic Development Students In Second-Year Microeconomics,"
South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 431-448, September.
- Leonard Smith & Vimal Ranchhod, 2010. "Measuring the impact of Educational Interventions on the Academic Performance of Academic Development Students in Second-Year Microeconomics," SALDRU Working Papers 46, Southern Africa Labour and Development Research Unit, University of Cape Town.
- Talita Dalton-Greyling, 2019. "Access to micro and informal loans: evaluating the impact on the quality of life of poor females in South Africa," Working Papers 186, Economic Research Southern Africa.
- Julio Humérez Quiroz, 2012. "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 16(1), pages 59-93, June.
- Kline Patrick & Santos Andres, 2012.
"A Score Based Approach to Wild Bootstrap Inference,"
Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 23-41, August.
- Patrick M. Kline & Andres Santos, 2010. "A Score Based Approach to Wild Bootstrap Inference," NBER Working Papers 16127, National Bureau of Economic Research, Inc.
- Charbel Bassil, 2012. "Interaction entre racines unitaires et ruptures structurelles," Revue économique, Presses de Sciences-Po, vol. 63(1), pages 93-128.
- Alethea Rea & William Rea & Marco Reale & Carl Scarrott, 2012. "A comparison of Spillover Effects before, during and after the 2008 Financial Crisis," Working Papers in Economics 12/03, University of Canterbury, Department of Economics and Finance.
- Kaplan, David M. & Sun, Yixiao, 2017.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- Stefan Kipar, 2012. "Determinants of Firm Innovation - Evidence from German Panel Data," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 45.
- Thiess Büttner & Petra Enß & Fédéric Holm-Hadulla & Robert Schwager & Christiane Starbatty & Wiebke Webering, 2010. "Der kommunale Finanzausgleich in Mecklenburg-Vorpommern : langfristige Entwicklung und Reformperspektiven ; Teil I: Der vertikale Finanzausgleich ; Gutachten im Auftrag des Innenministeriums des Lande," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 45, September.
- Matyas, Laszlo & Hornok, Cecilia & Pus, Daria, 2012.
"The formulation and estimation of random effects panel data models of trade,"
MPRA Paper
36789, University Library of Munich, Germany.
- László Mátyás & Cecilia Hornok & Daria Pus, 2012. "The Formulation and Estimation of Random Effects Panel Data Models of Trade," CEU Working Papers 2012_1, Department of Economics, Central European University, revised 25 Mar 2013.
- Alfredo M. Pereira & Jorge M. Andraz, 2013.
"On The Economic Effects Of Public Infrastructure Investment: A Survey Of The International Evidence,"
Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 38(4), pages 1-37, December.
- Jorge Miguel Lopo Gonçalves Andraz, 2012. "On the economic effects of public infrastructure investment: A survey of the international evidence," CEFAGE-UE Working Papers 2012_10, University of Evora, CEFAGE-UE (Portugal).
- Alfredo Marvão Pereira & Jorge M. Andraz, 2013. "On the economic effects of public infrastructure investment:A survey of the international evidence," Working Papers 108, Department of Economics, College of William and Mary.
- Dovonon, Prosper & Renault, Eric, 2011.
"Testing for Common GARCH Factors,"
MPRA Paper
40224, University Library of Munich, Germany.
- Prosper Dovonon & Eric Renault, 2012. "Testing for Common GARCH Factors," CIRANO Working Papers 2012s-34, CIRANO.
- Daiver Cardona Salgado, 2012. "Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, August.
- Carlos Castro, 2012. "Confidence sets for asset correlations in portfolio credit risk," Revista de Economía del Rosario, Universidad del Rosario, June.
- Dann Payares Ayola, 2012. "Estimación del potencial de valorización del suelo en Barranquilla en el periodo 2001-2011. Estimación de efectos fijos en datos de panel," Revista de Economía del Caribe 10851, Universidad del Norte.
- Ricardo Chica & Oscar Guevara & Diana López & Daniel Osorio, 2012. "Growth determinants in Latin America and East Asia: has globalization changed the engines of growth?," Coyuntura Económica, Fedesarrollo, June.
- WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012. "Total tourist arrival forecast: aggregation vs. disaggregation," LIDAM Discussion Papers CORE 2012039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Christian Francq & Jean-Michel Zakoïan, 2013.
"Optimal predictions of powers of conditionally heteroscedastic processes,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 345-367, March.
- Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.
- Christan Francq & Jean-Michel Zakoian, 2012. "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers 2012-17, Center for Research in Economics and Statistics.
- Onatski, Alexei & Uhlig, Harald, 2012.
"Unit Roots In White Noise,"
Econometric Theory, Cambridge University Press, vol. 28(3), pages 485-508, June.
- Onatski, Alexei & Uhlig, Harald, 2009. "Unit Roots in White Noise," MPRA Paper 14057, University Library of Munich, Germany.
- Thomas, Anne-Claire & Gaspart, Frédéric, 2015.
"Does Poverty Trap Rural Malagasy Households?,"
World Development, Elsevier, vol. 67(C), pages 490-505.
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- Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
- Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov, 2015. "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 14, pages 1-26, October.
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- Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
- Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
- Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-26, February.
- Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
- Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
- Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
- Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
- Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
- Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
- Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
- Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
- Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
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- Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
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- Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
- Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
- Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
- Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
- Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
- Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
- Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
- Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
- Alexandra Bozhechkova & Alexander Knobel & Georgy Idrisov & Yuri Ponomarev & Sergey Tsukhlo & Pavel Trunin & Sergey Sudakov & Alexandra Burdyak & Elena Grishina, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 18, pages 1-26, December.
- Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
- Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
- Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
- Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016.
"Online Monitoring of Russia's Economic Outlook,"
Monitoring of Russia's Economic Outlook. Trends and Chall
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- Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates," Econometrics Working Papers 0906, Department of Economics, University of Victoria.
- Ali Alichi & Rabah Arezki, 2012. "An alternative explanation for the resource curse: the income effect channel," Applied Economics, Taylor & Francis Journals, vol. 44(22), pages 2881-2894, August.
- Ali Alichi & Mr. Rabah Arezki, 2009. "An Alternative Explanation for the Resource Curse: The Income Effect Channel," IMF Working Papers 2009/112, International Monetary Fund.
- Arezki, Rabah & Alichi, Ali, 2009. "An Alternative Explanation for the Resource Curse: The Income Effect Channel," MPRA Paper 17130, University Library of Munich, Germany.
- Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesár, 2012. "Clustering, Spatial Correlations, and Randomization Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 578-591, June.
- Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesar, 2010. "Clustering, Spatial Correlations and Randomization Inference," NBER Working Papers 15760, National Bureau of Economic Research, Inc.
- Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2012. "Integer-valued L�vy processes and low latency financial econometrics," Quantitative Finance, Taylor & Francis Journals, vol. 12(4), pages 587-605, January.
- André Jordaan & Joel Eita, 2012. "Determinants of South Africa's exports of leather products," Agrekon, Taylor & Francis Journals, vol. 51(2), pages 38-52.
- André C. Jordaan & Joel Hinaunye Eita, 2007. "Determinants of South Africa’s Exports of Leather Products," Working Papers 200721, University of Pretoria, Department of Economics.
- S. Boragan Aruoba & Cagri Sarikaya, 2012. "Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi," Working Papers 1219, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Albici Mihaela & Teselios Delia, 2012. "Verification Of Decisions Correctness Using Econometric Methods," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 248-254, November.
- Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz, 2012. "Identification of treatment effects in a triangular system of equations," Department of Economics Working Papers 130910, The University of Texas at Austin, Department of Economics, revised Oct 2012.
- Marija Bockarjova & Piet Rietveld & Erik T. Verhoef, 2012. "Scale, Scope and Cognition: Context Analysis of Multiple Stated Choice Experiments on the Values of Life and Limb," Tinbergen Institute Discussion Papers 12-046/3, Tinbergen Institute.
- Marija Bockarjova & Piet Rietveld & Erik T. Verhoef, 2012. "Composite Valuation of Immaterial Damage in Flooding: Value of Statistical Life, Value of Statistical Evacuation and Value of Statistical Injury," Tinbergen Institute Discussion Papers 12-047/3, Tinbergen Institute.
- Francisco Blasques, 2014. "Transformed Polynomials For Nonlinear Autoregressive Models Of The Conditional Mean," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(3), pages 218-238, May.
- Francisco Blasques, 2012. "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers 12-133/III, Tinbergen Institute.
- Maheu, John M. & Song, Yong, 2014. "A new structural break model, with an application to Canadian inflation forecasting," International Journal of Forecasting, Elsevier, vol. 30(1), pages 144-160.
- Maheu, John & Song, Yong, 2012. "A new structural break model with application to Canadian inflation forecasting," MPRA Paper 36870, University Library of Munich, Germany.
- John M Maheu & Yong Song, 2012. "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers tecipa-448, University of Toronto, Department of Economics.
- John M. Maheu & Yong Song, 2012. "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series 27_12, Rimini Centre for Economic Analysis.
- Aviv Nevo & Adam M. Rosen, 2012. "Identification With Imperfect Instruments," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 659-671, August.
- Aviv Nevo & Adam M. Rosen, 2008. "Identification with Imperfect Instruments," NBER Working Papers 14434, National Bureau of Economic Research, Inc.
- Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012. "An Area-Wide Real-Time Database for the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1000-1013, November.
- Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010. "An area-wide real-time database for the euro area," Working Paper Series 1145, European Central Bank.
- Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele, 2010. "An Area-Wide Real-Time Database for the Euro Area," CEPR Discussion Papers 7673, C.E.P.R. Discussion Papers.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010. "An Area Wide Real Time Data Base for the Euro Area," Working Papers ECARES ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
- Juan Díaz & Tomás Rau & Jorge Rivera, 2015. "A Matching Estimator Based on a Bilevel Optimization Problem," The Review of Economics and Statistics, MIT Press, vol. 97(4), pages 803-812, October.
- Juan Díaz & Tomás Rau & Jorge Rivera, 2012. "A matching estimator based on a bi-level optimization problem," Working Papers wp351, University of Chile, Department of Economics.
- Cerquera, Daniel & Laisney, François & Ullrich, Hannes, 2012. "Considerations on partially identified regression models," ZEW Discussion Papers 12-024, ZEW - Leibniz Centre for European Economic Research.
- Daniel Cerquera & François Laisney & Hannes Ullrich, 2012. "Considerations on partially identified regression models," Working Papers of BETA 2012-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Silvia Altmark & Gabriela Mordecki & Florencia Santiñaque & W. Adrián Risso, 2012. "Demandas de turismo Argentina y Brasileña en Uruguay," Documentos de Trabajo (working papers) 12-12, Instituto de EconomÃa - IECON.
- Stephen Machin & Olivier Marie & Sunčica Vujić, 2012. "Youth Crime and Education Expansion," German Economic Review, Verein für Socialpolitik, vol. 13(4), pages 366-384, November.
- Machin Stephen & Vujić Sunčica & Marie Olivier, 2012. "Youth Crime and Education Expansion," German Economic Review, De Gruyter, vol. 13(4), pages 366-384, December.
- Machin, Stephen & Marie, Olivier & Vujic, Suncica, 2012. "Youth Crime and Education Expansion," IZA Discussion Papers 6582, Institute of Labor Economics (IZA).
- Machin, S. & Marie, O. & Vujic, S., 2012. "Youth crime and education expansion," Research Memorandum 036, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Machin, S. & Marie, O. & Vujic, S., 2012. "Youth crime and education expansion," ROA Research Memorandum 009, Maastricht University, Research Centre for Education and the Labour Market (ROA).
- Marco Minozzo & Clarissa Ferrari, 2012. "Monte Carlo likelihood inference in multivariate model-based geostatistics," Working Papers 33/2012, University of Verona, Department of Economics.
- Pierre Chausse & Dinghai Xu, 2012. "GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study," Working Papers 1203, University of Waterloo, Department of Economics, revised May 2012.
- Dinghai Xu, 2012. "Continuous Empirical Characteristic Function Estimation of GARCH Models," Working Papers 1204, University of Waterloo, Department of Economics, revised May 2012.
- Lie-Jane Kao & Cheng Few Lee, 2020. "Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 57, pages 2081-2105, World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Cheng-Few Lee, 2012. "Alternative Method For Determining Industrial Bond Ratings: Theory And Empirical Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 1215-1235.
- Silvia Centanni & Marco Minozzo, 2012. "Monte Carlo Derivative Pricing With Partial Information In A Class Of Doubly Stochastic Poisson Processes With Marks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(03), pages 1-22.
- Silvia Centanni & Marco Minozzo, 2010. "Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks," Working Papers 22/2010, University of Verona, Department of Economics.
- Silvia Centanni & Marco Minozzo, 2012. "Monte Carlo Derivative Pricing With Partial Information In A Class Of Doubly Stochastic Poisson Processes With Marks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(03), pages 1-22.
- Silvia Centanni & Marco Minozzo, 2010. "Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks," Working Papers 22/2010, University of Verona, Department of Economics.
- Cheng Hsiao, 2012. "The Creative Tension Between Statistics And Economics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-11.
- Cheng Hsiao, 2012. "The Creative Tension Between Statistics And Economics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-11.
- Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012. "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series 192, Frankfurt School of Finance and Management.
- Kufenko, Vadim, 2012. "Empirical analysis of regional economic performance in Russia: Human capital perspective," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 38/2012, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
- Zenhaeuserna, Patrick & Schneiderb, Yves, 2012. "Polynomics telecommunication regulation index 2012," 23rd European Regional ITS Conference, Vienna 2012 60399, International Telecommunications Society (ITS).
- Andreas Brunhart, 2014. "Stock Market's Reactions to Revelation of Tax Evasion: An Empirical Assessment," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(III), pages 161-190, September.
- Andreas, Brunhart, 2011. "Stock market’s reactions to revelation of tax evasion: an empirical assessment," MPRA Paper 42047, University Library of Munich, Germany, revised Sep 2012.
- Brunhart, Andreas, 2012. "Stock market's reactions to revelation of tax evasion: An empirical assessment," KOFL Working Papers 9 [rev.], Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Ansgar Wübker, 2014. "Explaining variations in breast cancer screening across European countries," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 15(5), pages 497-514, June.
- Wuebker, A., 2012. "Explaining variations in breast cancer screening across European countries," Health, Econometrics and Data Group (HEDG) Working Papers 12/26, HEDG, c/o Department of Economics, University of York.
- Wübker, Ansgar, 2012. "Explaining Variations in Breast Cancer Screening Across European Countries," Ruhr Economic Papers 370, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Daniel Cerquera & François Laisney & Hannes Ullrich, 2012. "Considerations on partially identified regression models," Working Papers of BETA 2012-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Cerquera, Daniel & Laisney, François & Ullrich, Hannes, 2012. "Considerations on partially identified regression models," ZEW Discussion Papers 12-024, ZEW - Leibniz Centre for European Economic Research.
2011
- Tommaso, Proietti & Stefano, Grassi, 2010.
"Bayesian stochastic model specification search for seasonal and calendar effects,"
MPRA Paper
27305, University Library of Munich, Germany.
- Stefano Grassi & Tommaso Proietti, 2011. "Bayesian stochastic model specification search for seasonal and calendar effects," CREATES Research Papers 2011-08, Department of Economics and Business Economics, Aarhus University.
- Christoffersen, Peter & Langlois, Hugues, 2013.
"The Joint Dynamics of Equity Market Factors,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1371-1404, October.
- Peter Christoffersen & Hugues Langlois, 2011. "The Joint Dynamics of Equity Market Factors," CREATES Research Papers 2011-45, Department of Economics and Business Economics, Aarhus University.
- Akarapong Untong & Vicente Ramos & Javier Rey-Maquieira & Mingsarn Kaosa-ard, 2011. "Impacts of Crisis Events on International Tourism Demand in Thailand (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 18(2), pages 45-64, December.
- Constant, Labintan Adeniyi, 2011. "Empirical Analysis of Agricultural Productivity: Growth in Benin and Mainly Factors which Influence Growth," 2011 Conference (55th), February 8-11, 2011, Melbourne, Australia 100538, Australian Agricultural and Resource Economics Society.
- Castillo, Juan Sebastián & García, María del Carmen, 2011. "Del distrito industrial al distrito rural: implicaciones teóricas para el desarrollo territorial," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 11(02), pages 1-26, December.
- Peralta, Maria Alexandra & Swinton, Scott M. & Maredia, Mywish K., 2011. "Accounting for selection bias in impact analysis of a rural development program: An application using propensity score matching," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126398, International Association of Agricultural Economists.
- Elie BOURI, 2011. "An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 259-271, December.
- Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), 2011. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 9, number book:y:2011:n:09:mon, june.
- Hedibert F. Lopes & Justin L. Tobias, 2011. "Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 107-131, September.
- Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015.
"Quantile regression with censoring and endogeneity,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
- Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," NBER Working Papers 16997, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Papers 1104.4580, arXiv.org, revised Mar 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2011. "Reconsideration of Dimensions and Curve Fitting Practice in Economics Elaborating on Georgescu-Roegen’s Economic Methodology," UHE Working papers 2011_05, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica.
- Beatriz Larraz, 2011. "An Expert System for Online Residential Properties Valuation," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 69-82, April.
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011.
"Adaptive Experimental Design Using the Propensity Score,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 96-108.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008. "Adaptive Experimental Design Using the Propensity Score," MPRA Paper 8315, University Library of Munich, Germany.
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 59, Yale University, Department of Economics.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009. "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers 47107, Yale University, Economic Growth Center.
- Malik, S. & Pitt, M. K., 2011. "Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering," Working papers 318, Banque de France.
- Idier, J., 2011. "Les modèles fractals en finance," Bulletin de la Banque de France, Banque de France, issue 183, pages 80-86.
- Karen Croxson & J. James Reade, 2014.
"Information and Efficiency: Goal Arrival in Soccer Betting,"
Economic Journal, Royal Economic Society, vol. 124(575), pages 62-91, March.
- Karen Croxson & J. James Reade, 2011. "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers 11-01, Department of Economics, University of Birmingham.
- J. James Reade, 2011. "Modelling Monetary and Fiscal Policy in the US: A Cointegration Approach," Discussion Papers 11-02, Department of Economics, University of Birmingham.
- Karen Croxson & J. James Reade, 2011. "Exchange vs Dealers: A High-Frequency Analysis of In-Play Betting Prices," Discussion Papers 11-19, Department of Economics, University of Birmingham.
- Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011.
"Efficient Estimation of an Additive Quantile Regression Model,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(1), pages 46-62, March.
- Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009. "Efficient Estimation of an Additive Quantile Regression Model," MPRA Paper 14388, University Library of Munich, Germany.
- Paulo Sérgio Ceretta & Fernanda Galvão de Barba & Kelmara Mendes Vieira & Fernando Casarin, 2011. "Intraday volatility forecasting: analysis of alternative distributions," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(2), pages 209-226.
- Conniffe, Denis & Kelly, Robert, 2011. "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers 4/RT/11, Central Bank of Ireland.
- Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011.
"Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas,"
Borradores de Economia
649, Banco de la Republica de Colombia.
- Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011. "Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas," Borradores de Economia 8327, Banco de la Republica.
- Jhon James Mora & Maria Paola Ulloa, 2011. "El efecto de la educación sobre la calidad del empleo en Colombia," Borradores de Economía y Finanzas 7999, Universidad Icesi.
- Jhon James Mora & Cecilia Albert Verdú & Carlos G. Gonzalez, 2011. "Análisis de la evolución y caracterización de la demanda de educación universitaria en Colombia," Borradores de Economía y Finanzas 9451, Universidad Icesi.
- Carlos Giovanni González Espitia, 2011. "Econometría para la evaluación de políticas públicas con Stata: introducción y análisis de datos," Documentos de Políticas Públicas 7814, Universidad Icesi.
- Observatorio de Políticas Públicas & Ximena Duenas Herrera & Silvana Godoy Mateus & Juan Pablo Milanese, 2011. "Factores y Mapas de Riesgo Electoral. Alcaldía de Cali 2003 y 2007," Documentos de Políticas Públicas 9082, Universidad Icesi.
- Ingrid Paola Hurtado, Johny Marino Reyes, 2011. "Colombia: El Traspaso Del Tipo De Cambio A Los Precios. Entre Dos Sistemas Monetarios," Revista Isocuanta 12292, Universidad Santo Tomás.
- Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011.
"Fourth order pseudo maximum likelihood methods,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
- Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
- Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
- Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
- L. Davezies, 2011. "Fixed effects models, random effects models, mixed models or multilevel models: properties and implementation of modeling of the heterogeneity in presence of clustered data," Documents de Travail de la DESE - Working Papers of the DESE g2011-03, Institut National de la Statistique et des Etudes Economiques, DESE.
- Berenguer Rico, Vanessa, 2011. "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics we1115, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Morck, Randall & Yeung, Bernard, 2011.
"Economics, History, and Causation,"
Business History Review, Cambridge University Press, vol. 85(1), pages 39-63, April.
- Randall Morck & Bernard Yeung, 2011. "Economics, History, and Causation," NBER Working Papers 16678, National Bureau of Economic Research, Inc.
- Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015.
"Quantile regression with censoring and endogeneity,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
- Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," NBER Working Papers 16997, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Papers 1104.4580, arXiv.org, revised Mar 2014.
- Jan Voříšek, 2011. "Estimating Stochastic Cusp Model Using Transition Density," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 18(28).
- Teodor HADA, 2011. "Aspects Regarding the Leasing Cost," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 61-68.
- Timm Bönke & Carsten Schröder & Katharina Schulte, 2011. "Zur Entwicklung der Einkommensverteilung unter älteren Menschen in Deutschland seit der Wiedervereinigung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 80(2), pages 81-99.
- Doucouliagos, Hristos (Chris), 2011. "How large is large? Preliminary and relative guidelines for interpreting partial correlations in economics," Working Papers eco_2011_5, Deakin University, Department of Economics.
- Rossi, Barbara, 2013.
"Advances in Forecasting under Instability,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324,
Elsevier.
- Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011.
"One-Sided Representations of Generalized Dynamic Factor Models,"
DSS Empirical Economics and Econometrics Working Papers Series
2011/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," Working Papers ECARES ECARES 2011-019, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series 1106, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2011.
- Kairat T. Mynbaev, 2011.
"Regressions with asymptotically collinear regressors,"
Econometrics Journal, Royal Economic Society, vol. 14(2), pages 304-320, July.
- Mynbaev, Kairat, 2009. "Regressions with Asymptotically Collinear Regressor," MPRA Paper 31315, University Library of Munich, Germany.
- Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020.
"Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 96, pages 3367-3412,
World Scientific Publishing Co. Pte. Ltd..
- Lee, Cheng-Few & Gupta, Manak C. & Chen, Hong-Yi & Lee, Alice C., 2011. "Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 483-501, June.
- Arpino, Bruno & Mealli, Fabrizia, 2011.
"The specification of the propensity score in multilevel observational studies,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1770-1780, April.
- Bruno Arpino & Fabrizia Mealli, 2008. "The specification of the propensity score in multilevel observational studies," Working Papers 006, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
- Arpino, Bruno & Mealli, Fabrizia, 2008. "The specification of the propensity score in multilevel observational studies," MPRA Paper 17407, University Library of Munich, Germany.
- Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
- Donald, Stephen G. & Hsu, Yu-Chin, 2011. "A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters," Economics Letters, Elsevier, vol. 113(3), pages 241-243.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011.
"Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
- Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011.
"Fourth order pseudo maximum likelihood methods,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
- Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
- Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
- Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
- Breitung, Jörg & Eickmeier, Sandra, 2011.
"Testing for structural breaks in dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 163(1), pages 71-84, July.
- Breitung, Jörg & Eickmeier, Sandra, 2009. "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies 2009,05, Deutsche Bundesbank.
- Malik, Sheheryar & Pitt, Michael K., 2011. "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, vol. 165(2), pages 190-209.
- Serinaldi, Francesco, 2011. "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, vol. 33(6), pages 1216-1226.
- Vignes, Annick & Etienne, Jean-Michel, 2011. "Price formation on the Marseille fish market: Evidence from a network analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 50-67.
- Moritz Meyer-ter-Vehn & Stephen Morris, 2012.
"The Robustness of Robust Implementation,"
World Scientific Book Chapters, in: Robust Mechanism Design The Role of Private Information and Higher Order Beliefs, chapter 10, pages 357-373,
World Scientific Publishing Co. Pte. Ltd..
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- Yamada, Ken, 2011.
"Labor supply responses to the 1990s Japanese tax reforms,"
Labour Economics, Elsevier, vol. 18(4), pages 539-546, August.
- Ken Yamada, 2009. "Labor Supply Responses to the 1990s Japanese Tax Reforms," Labor Economics Working Papers 23047, East Asian Bureau of Economic Research.
- Ken Yamada, 2009. "Labor Supply Responses to the 1990s Japanese Tax Reforms," Working Papers 12-2009, Singapore Management University, School of Economics.
- Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2011.
"Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(2), pages 213-219.
- Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2010. "Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach," MPRA Paper 15552, University Library of Munich, Germany.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011.
"One-Sided Representations of Generalized Dynamic Factor Models,"
Working Papers ECARES
ECARES 2011-019, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series 1106, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2011.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," DSS Empirical Economics and Econometrics Working Papers Series 2011/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Gómez-López, Claudia S. & Barrón Arreola, Karla S. & Moreno Moreno, Luis, 2011. "Crecimiento económico y medio ambiente en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(311), pages 547-582, julio-sep.
- Atiq-ur-Rehman, 2011.
"Impact of Model Specification Decisions on Unit Root Tests,"
International Econometric Review (IER), Econometric Research Association, vol. 3(2), pages 22-33, September.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
- Vladimír Benáček & Eva Michalíková, 2011. "The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models," Working Papers IES 2011/06, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2011.
- Marko Melolinna, 2011. "Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR," Finnish Economic Papers, Finnish Economic Association, vol. 24(1), pages 33-54, Spring.
- Arne Henningsen & Géraldine Henningsen, 2011. "Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES," IFRO Working Paper 2011/9, University of Copenhagen, Department of Food and Resource Economics.
- João Sousa Andrade & António Portugal Duarte, 2011.
"The Portuguese Public Finances and the Spanish Horse,"
GEMF Working Papers
2011-21, GEMF, Faculty of Economics, University of Coimbra.
- António Portugal Duarte & João Sousa Andrade, 2012. "The Portuguese Public Finances and the Spanish Horse," EcoMod2012 3718, EcoMod.
- Dominique Guégan & Philippe Peretti, 2013.
"An omnibus test to detect time-heterogeneity in time series,"
Computational Statistics, Springer, vol. 28(3), pages 1225-1239, June.
- Dominique Guegan & Philippe de Peretti, 2010. "An omnibus test to detect time-heterogeneity in time series," Documents de travail du Centre d'Economie de la Sorbonne 10098, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Philippe de Peretti, 2011. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00560221, HAL.
- Dominique Guegan & Philippe de Peretti, 2012. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721327, HAL.
- Dominique Guegan & Philippe de Peretti, 2011.
"Tests of Structural Changes in Conditional Distributions with Unknown Changepoints,"
Documents de travail du Centre d'Economie de la Sorbonne
11042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Philippe de Peretti, 2011. "Tests of structural changes in conditional distributions with unknown changepoints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00611932, HAL.
- Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011.
"Fourth order pseudo maximum likelihood methods,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
- Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
- Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
- Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011. "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers 2011-05, Center for Research in Economics and Statistics.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011.
"Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
- Tang, Chor Foon, 2011. "Multivariate Granger Causality and the Dynamic Relationship between Health Care Spending, Income and Relative Price of Health Care in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(2), pages 199-214, December.
- Daisuke Nagakura, 2008.
"How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models,"
IMES Discussion Paper Series
08-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Nagakura, 2011. "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," Global COE Hi-Stat Discussion Paper Series gd10-172, Institute of Economic Research, Hitotsubashi University.
- Wolfgang Karl Hardle and Maria Osipenko, 2012.
"Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Wolfgang Karl Härdle & Maria Osipenko, 2011. "Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity," SFB 649 Discussion Papers SFB649DP2011-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Anoop S Kumar, 2011.
"Testing for Weak Form of Market Efficiency in Indian Foreign Exchange Market,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 7-19, August.
- Sasikumar, Anoop, 2011. "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper 37071, University Library of Munich, Germany.
- Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015.
"Quantile regression with censoring and endogeneity,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Papers 1104.4580, arXiv.org, revised Mar 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
- Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," NBER Working Papers 16997, National Bureau of Economic Research, Inc.
- Tómasson, Helgi, 2011. "Some Computational Aspects of Gaussian CARMA Modelling," Economics Series 274, Institute for Advanced Studies.
- John M. Fry & Baoying Lai & Mark Rhodes, 2011. "The interdependence of Coffee spot and futures market," Working Papers 2011.1, International Network for Economic Research - INFER.
- Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde, 2011. "Multivariate Stochastic Volatility via Wishart Processes - A Continuation," Working Papers 2011-19, Faculty of Economics and Statistics, Universität Innsbruck.
- Andrés Galvis, 2011. "Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 2(2), pages 55-65, Diciembre.
- SARRACINO Francesco, 2011. "Income missing values imputation: EVS 1999 and 2008," LISER Working Paper Series 2011-05, Luxembourg Institute of Socio-Economic Research (LISER).
- Carlo De Gregorio, 2011. "The dynamics of inflation components and their comparability among countries: the case of the HICP," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 13(1), pages 5-32, December.
- Aliye Ayca Supciller & Ozan Capraz, 2011. "AHP-TOPSIS Yontemine Dayali Tedarikci Secimi Uygulamasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 13(1), pages 1-22, Special I.
- Miroslav Verbic (ed.), 2011. "Advances in Econometrics - Theory and Applications," Books, IntechOpen, number 1032, January-J.
- Jacopo Mazza & Hans van Ophem & Joop Hartog, 2011.
"Unobserved Heterogeneity and Risk in Wage Variance: Does Schooling provide Earnings Insurance?,"
Tinbergen Institute Discussion Papers
11-045/3, Tinbergen Institute.
- Mazza, Jacopo & van Ophem, Hans & Hartog, Joop, 2011. "Unobserved Heterogeneity and Risk in Wage Variance: Does Schooling Provide Earnings Insurance?," IZA Discussion Papers 5531, Institute of Labor Economics (IZA).
- Ahmed Nawaz Hakro & Ikhtiar Ali Ghumro, 2011. "Determinants of foreign direct investment flows to Pakistan," Journal of Developing Areas, Tennessee State University, College of Business, vol. 44(2), pages 217-242, January-M.
- Andreas Drichoutis & Rodolfo Nayga & Panagiotis Lazaridis & Beom Park, 2011.
"A Consistent Econometric Test for Bid Interdependence in Repeated Second-Price Auctions with Posted Prices,"
Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(4), pages 329-341, December.
- Drichoutis, Andreas & Nayga, Rodolfo & Lazaridis, Panagiotis & Park, Beom Su, 2010. "A consistent econometric test for bid interdependence in repeated second-price auctions with posted prices," MPRA Paper 22564, University Library of Munich, Germany.
- Maher Asal, 2011. "The Impact of Euro on Sectoral Equity Returns and Portfolio Risk," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(2), pages 119-133, May.
- Carmen Cotei & Joseph Farhat, 2011. "An application of the two-stage Bivariate Probit–Tobit model to corporate financing decisions," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 363-380, October.
- Hanas Cader & John Leatherman, 2011. "Small business survival and sample selection bias," Small Business Economics, Springer, vol. 37(2), pages 155-165, September.
- Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2011.
"Econometric methods for causal evaluation of education policies and practices: a non-technical guide,"
Education Economics, Taylor & Francis Journals, vol. 19(2), pages 109-137.
- Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2009. "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," CESifo Working Paper Series 2877, CESifo.
- Schlotter, Martin & Schwerdt, Guido & Wößmann, Ludger, 2011. "Econometric methods for causal evaluation of education policies and practices: A non-technical guide," Munich Reprints in Economics 19780, University of Munich, Department of Economics.
- Schlotter, Martin & Schwerdt, Guido & Woessmann, Ludger, 2010. "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," IZA Discussion Papers 4725, Institute of Labor Economics (IZA).
- Castillo Valero, Juan Sebastián & García Cortijo, Mª Carmen, 2011. "Los distritos rurales: un nuevo concepto de desarrollo territorial. Modelos Centro-Periferia en Castilla-La Mancha/Rural Districts: a New Concept of Territorial Development. Centre-Outskirts Models in," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 29, pages 165-188, Abril.
- Malika Hamadi & Andreas Heinen, 2011. "Ownership Structure and Firm Performance : Evidence from a non-parametric panel," DEM Discussion Paper Series 11-16, Department of Economics at the University of Luxembourg.
- Michael Ziegelmeyer, 2013.
"Illuminate the unknown: evaluation of imputation procedures based on the SAVE survey,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(1), pages 49-76, January.
- Ziegelmeyer, Michael, 2011. "Illuminate the unknown: Evaluation of imputation procedures based on the SAVE Survey," MEA discussion paper series 11235, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Emanuele BACCHIOCCHI, 2011. "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers 2011-019, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Emanuele BACCHIOCCHI, 2011. "Identification in structural VAR models with different volatility regimes," Departmental Working Papers 2011-039, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Emanuele BACCHIOCCHI, 2011. "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers 2011-19, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Emanuele BACCHIOCCHI, 2011. "Identification in structural VAR models with different volatility regimes," Departmental Working Papers 2011-39, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Ranjan Ray & Kompal Sinha, 2011. "Interaction between HIV Awareness, Knowledge, Safe Sex Practice and HIV Incidence: Evidence from Botswana," Monash Economics Working Papers 12-11, Monash University, Department of Economics.
- Dominique Guegan & Philippe de Peretti, 2011.
"Tests of structural changes in conditional distributions with unknown changepoints,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00611932, HAL.
- Dominique Guegan & Philippe de Peretti, 2011. "Tests of Structural Changes in Conditional Distributions with Unknown Changepoints," Documents de travail du Centre d'Economie de la Sorbonne 11042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bruno Contini, 2011.
"Forecasting Errors: Yet more Problems for Identification?,"
Economia politica, Società editrice il Mulino, issue 2, pages 185-194.
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- Morck, Randall & Yeung, Bernard, 2011.
"Economics, History, and Causation,"
Business History Review, Cambridge University Press, vol. 85(1), pages 39-63, April.
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- Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel, 2016.
"Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST),"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 288-301, April.
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- Lance Lochner & Enrico Moretti, 2015.
"Estimating and Testing Models with Many Treatment Levels and Limited Instruments,"
The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 387-397, May.
- Lance Lochner & Enrico Moretti, 2011. "Estimating and Testing Models with Many Treatment Levels and Limited Instruments," NBER Working Papers 17039, National Bureau of Economic Research, Inc.
- Alberto Abadie & Guido W. Imbens & Fanyin Zheng, 2011. "Robust Inference for Misspecified Models Conditional on Covariates," NBER Working Papers 17442, National Bureau of Economic Research, Inc.
- Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015.
"Identification and Inference With Many Invalid Instruments,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 474-484, October.
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011. "Identification and Inference with Many Invalid Instruments," NBER Working Papers 17519, National Bureau of Economic Research, Inc.
- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015. "Identification and Inference With Many Invalid Instruments," Scholarly Articles 27769098, Harvard University Department of Economics.
- Hausman, Jerry & Palmer, Christopher, 2012.
"Heteroskedasticity-robust inference in finite samples,"
Economics Letters, Elsevier, vol. 116(2), pages 232-235.
- Jerry A. Hausman & Christopher J. Palmer, 2011. "Heteroskedasticity-Robust Inference in Finite Samples," NBER Working Papers 17698, National Bureau of Economic Research, Inc.
- L. Davezies, 2011. "Fixed effects models, random effects models, mixed models or multilevel models: properties and implementation of modeling of the heterogeneity in presence of clustered data," Documents de Travail de l'Insee - INSEE Working Papers g2011-03, Institut National de la Statistique et des Etudes Economiques.
- Lee C. Adkins, 2011. "Monte Carlo Experiments Using gretl: A Primer," Economics Working Paper Series 1103, Oklahoma State University, Department of Economics and Legal Studies in Business.
- S M Ali Abbas & Jacques Bouhga-Hagbe & Antonio Fatás & Paolo Mauro & Ricardo C Velloso, 2011.
"Fiscal Policy and the Current Account,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(4), pages 603-629, November.
- Fatás, Antonio & Mauro, Paolo & Ali Abbas, S. M. & Bouhga-Hagbe, Jacques & Velloso, Ricardo, 2010. "Fiscal Policy and the Current Account," CEPR Discussion Papers 7859, C.E.P.R. Discussion Papers.
- Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010.
"Estimating inflation-at-risk (IaR) using extreme value theory (EVT),"
Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 47(2), pages 21-40, December.
- Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T., 2011. "Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)," MPRA Paper 28266, University Library of Munich, Germany.
- Kirkpatrick, Colin & Raihan, Selim & Bleser, Adam & Prud'homme, Dan & Mayrand, Karel & Morin, Jean Frederic & Pollitt, Hector & Hinojosa, Leonith & Williams, Michael, 2011. "Trade sustainability impact assessment (SIA) on the comprehensive economic and trade agreement (CETA) between the EU and Canada: Final report," MPRA Paper 28812, University Library of Munich, Germany.
- G. Livan & S. Alfarano & E. Scalas, 2011.
"The fine structure of spectral properties for random correlation matrices: an application to financial markets,"
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- Kamal, Mona, 2011. "Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data," MPRA Paper 28988, University Library of Munich, Germany.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016.
"Identification of panel data models with endogenous censoring,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011. "Identification of Panel Data Models with Endogenous Censoring," Working Papers 11-07, Duke University, Department of Economics.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
- Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011. "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper 30475, University Library of Munich, Germany.
- Dinda, Soumyananda, 2011. "China’s Trade in Asia and the World: Long run Relation with Short run Dynamics," MPRA Paper 30664, University Library of Munich, Germany, revised 04 May 2011.
- Geurdes, Han / J. F., 2011. "On the mathematical form of CVA in Basel III," MPRA Paper 30955, University Library of Munich, Germany.
- Sinha, Pankaj & Gupta, Sushant, 2011. "Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector," MPRA Paper 31253, University Library of Munich, Germany.
- Mohamed, Issam A.W., 2011. "Optimization of hydroelectric power generation, case study of Roseires Dam in Sudan," MPRA Paper 31558, University Library of Munich, Germany.
- Mohamed, Issam A.W., 2011. "Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen," MPRA Paper 31692, University Library of Munich, Germany.
- Wintenberger, Olivier & Cai, Sixiang, 2011. "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper 31767, 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.
- Mailu, Stephen & Lukibisi, Barasa & Waithaka, Michael, 2011. "Application of various count models: Sahiwal demand from Naivasha," MPRA Paper 32074, University Library of Munich, Germany, revised 06 Jul 2011.
- Humberto Barreto & Manu Raghav, 2011.
"Understanding and Teaching Unequal Probability of Selection,"
Working Papers
2011-01, DePauw University, School of Business and Leadership and Department of Economics and Management.
- Raghav, Manu & Barreto, Humberto, 2011. "Understanding and teaching unequal probability of selection," MPRA Paper 32334, University Library of Munich, Germany.
- Geurdes, Han / J.F., 2011. "Macro-economy in models for default probability," MPRA Paper 32666, University Library of Munich, Germany.
- Jushan Bai & Peng Wang, 2011.
"Conditional Markov chain and its application in economic time series analysis,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 715-734, August.
- Bai, Jushan & Wang, Peng, 2011. "Conditional Markov chain and its application in economic time series analysis," MPRA Paper 33369, University Library of Munich, Germany.
- Roychowdhury, Punarjit & Dutta, Mousumi, 2011. "Regulation, governance and informality: an empirical analysis of selected countries," MPRA Paper 33775, University Library of Munich, Germany.
- Chani, Muhammad Irfan & Pervaiz, Zahid & Jan, Sajjad Ahmad & Ali, Amjad & Chaudhary, Amatul R., 2011. "Poverty, inflation and economic growth: empirical evidence from Pakistan," MPRA Paper 34290, University Library of Munich, Germany, revised 2011.
- Taştan, Hüseyin, 2011. "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper 34302, University Library of Munich, Germany.
- Halkos, George & Tzeremes, Nickolaos, 2011. "Kuznets curve and environmental performance: evidence from China," MPRA Paper 34312, University Library of Munich, Germany.
- Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2011. "Marketing is all about taking money from customers (an application of Tobit model)," MPRA Paper 34762, University Library of Munich, Germany.
- Kozhurin, Fedir, 2011. "Supramacroeconomics: the newest management technology," MPRA Paper 34842, University Library of Munich, Germany.
- Dinda, Soumyananda, 2011. "Climate Change and Development: Trade Opportunities of Climate Smart Goods and Technologies in Asia," MPRA Paper 34883, University Library of Munich, Germany, revised Nov 2011.
- Liu, Luke, 2011. "Monetary policy, bank size and bank lending: Evidence from Australia," MPRA Paper 35033, University Library of Munich, Germany.
- Aguilar, Ruben & Valdivia, Daney, 2011. "Precios de exportación de gas natural para Bolivia: Modelación y pooling de pronósticos [Bolivian natural gas export prices: Modeling and forecast pooling]," MPRA Paper 35485, University Library of Munich, Germany.
- Travaglini, Guido, 2011. "Principal Components and Factor Analysis. A Comparative Study," MPRA Paper 35486, University Library of Munich, Germany.
- Rotaru, Paul Costel, 2011. "Identificarea disparităților regionale privind ocuparea populatiei pe domenii de activitate în România în anul 2009," MPRA Paper 35628, University Library of Munich, Germany.
- Henryk Gurgul & Łukasz Lach & Roland Mestel, 2012.
"The relationship between budgetary expenditure and economic growth in Poland,"
Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(1), pages 161-182, March.
- Gurgul, Henryk & Lach, Lukasz & Mestel, Roland, 2011. "The relationship between budgetary expenditure and economic growth in Poland," MPRA Paper 35784, University Library of Munich, Germany.
- Gurgul, Henryk & Lach, Łukasz & Mestel, Roland, 2012. "The relationship between budgetary expenditure and economic growth in Poland," MPRA Paper 52304, University Library of Munich, Germany.
- Sahbaz, A, 2011. "Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği [Current Account Deficits Sustainability: 2001-2011 The Case Of Turkey]," MPRA Paper 36294, University Library of Munich, Germany.
- Deluna, Roperto Jr, 2011. "Factors Affecting the Magnitude of Poor Families Across the Philippines: A Cross Section Data Analysis," MPRA Paper 36606, University Library of Munich, Germany.
- Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
- Mynbaev, Kairat & Ibrayeva, Saniya, 2011. "Housing market of Almaty," MPRA Paper 36683, University Library of Munich, Germany.
- Anoop S Kumar, 2011.
"Testing for Weak Form of Market Efficiency in Indian Foreign Exchange Market,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 7-19, August.
- Sasikumar, Anoop, 2011. "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper 37071, University Library of Munich, Germany.
- Ekizceleroglu, Caner, 2011. "Türkiye’de Bilgi Ekonomisi ve Bilgi Yoğun Malların Dış Ticareti (1969-2009) [Knowledge Economy and Foreign Trade of Knowledge Intensive Goods In Turkey (1969-2009)]," MPRA Paper 37543, University Library of Munich, Germany.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
- Raihan, Selim, 2011. "Infrastructure and Growth and Poverty in Bangladesh," MPRA Paper 37882, University Library of Munich, Germany.
- Jianqing Fan & Yuan Liao & Martina Mincheva, 2013.
"Large covariance estimation by thresholding principal orthogonal complements,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 603-680, September.
- Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011. "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper 38697, University Library of Munich, Germany.
- Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
- Oparinde, Adewale & Hodge, Ian, 2011. "Building livelihood resilience: a case study of factors affecting farm households’ adoption of coping and adaptive strategies in rural Nigeria," MPRA Paper 39162, University Library of Munich, Germany.
- Cvijanović, Drago & Andrei, Jean & Subić, Jonel & Ion, Raluca, 2011. "Proceedings"Agro-food and rural economy competitiveness in terms of global crisis"," MPRA Paper 39480, University Library of Munich, Germany.
- Dovonon, Prosper & Renault, Eric, 2011.
"Testing for Common GARCH Factors,"
MPRA Paper
40224, University Library of Munich, Germany.
- Prosper Dovonon & Eric Renault, 2012. "Testing for Common GARCH Factors," CIRANO Working Papers 2012s-34, CIRANO.
- Rodríguez, Carlos A., 2011. "Credibilidad, pérdida social y estancamiento económico: el caso de Puerto Rico [Credibility, Social Loss and Economic Stagnation: the Case of Puerto Rico]," MPRA Paper 41277, University Library of Munich, Germany.
- Andreas Brunhart, 2014.
"Stock Market's Reactions to Revelation of Tax Evasion: An Empirical Assessment,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(III), pages 161-190, September.
- Andreas, Brunhart, 2011. "Stock market’s reactions to revelation of tax evasion: an empirical assessment," MPRA Paper 42047, University Library of Munich, Germany, revised Sep 2012.
- Brunhart, Andreas, 2012. "Stock market's reactions to revelation of tax evasion: An empirical assessment," KOFL Working Papers 9 [rev.], Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Felipe Andrés Lozano-Rojas, 2012.
"Human Capital Contracts in Chile: An Exercise Based on Income Data on chilean HE Graduates,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 49(2), pages 185-215, November.
- Lozano Rojas, Felipe Andres, 2011. "HUMAN Capital Contracts in Chile : An excercise based on Income data on Chilean HE graduates," MPRA Paper 42982, University Library of Munich, Germany, revised 29 Nov 2012.
- Nizar, Muhammad Afdi, 2011. "Siklikalitas Kebijakan Fiskal Di Indonesia [cyclicality of fiscal policy in Indonesia]," MPRA Paper 65607, University Library of Munich, Germany.
- Natasha V. Pilkauskas & Janet Currie & Irwin Garfinkel, 2011. "The Great Recession and Material Hardship," Working Papers 1312, Princeton University, School of Public and International Affairs, Center for Research on Child Wellbeing..
- Abreu, Dilip & Manea, Mihai, 2012.
"Markov equilibria in a model of bargaining in networks,"
Games and Economic Behavior, Elsevier, vol. 75(1), pages 1-16.
- Dilip Abreu & Mihai Manea, 2011. "Markov Equilibria in a Model of Bargaining in Networks," Working Papers 1359, Princeton University, Department of Economics, Econometric Research Program..
- Stephen Morris & Satoru Takahashi, 2011. "Common Certainty of Rationality Revisited," Working Papers 1301, Princeton University, Department of Economics, Econometric Research Program..
- Sylvain Chassang, 2013.
"Calibrated Incentive Contracts,"
Econometrica, Econometric Society, vol. 81(5), pages 1935-1971, September.
- Sylvain Chassang, 2011. "Calibrated Incentive Contracts," Working Papers 1316, Princeton University, Department of Economics, Econometric Research Program..
- Gonzalo Cisternas, 2011. "A Continuous-Time Model of Career Concerns and Human Capital Accumulation," Working Papers 1327, Princeton University, Department of Economics, Econometric Research Program..
- Marco Battaglini & Salvatore Nunnari & Thomas Palfrey, 2011.
"The Free Rider Problem: a Dynamic Analysis,"
Working Papers
1354, Princeton University, Department of Economics, Econometric Research Program..
- Marco Battaglini & Salvatore Nunnari & Thomas Palfrey, 2012. "The Free Rider Problem: a Dynamic Analysis," NBER Working Papers 17926, National Bureau of Economic Research, Inc.
- Choi, Hyun-Soo & Hong, Harrison & Scheinkman, Jose, 2014.
"Speculating on home improvements,"
Journal of Financial Economics, Elsevier, vol. 111(3), pages 609-624.
- Hyun-Soo Choi & Harrison Hong & Jose Scheinkman, 2011. "Speculating on Home Improvements," Working Papers 1355, Princeton University, Department of Economics, Econometric Research Program..
- Dilip Abreu & Yuliy Sannikov, 2011. "An Algorithm for Two Player Repeated Games with Perfect Monitoring," Working Papers 1360, Princeton University, Department of Economics, Econometric Research Program..
- John Jerrim & Anna Vignoles, 2011. "The use (and misuse) of statistics in understanding social mobility: regression to the mean and the cognitive development of high ability children from disadvantaged homes," DoQSS Working Papers 11-01, Quantitative Social Science - UCL Social Research Institute, University College London, revised 20 Apr 2011.
- Jhon James Mora & María Paola Ulloa, 2011. "Calidad del empleo en las principales ciudades colombianas y endogeneidad de la educación," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 13(25), pages 163-177, July-Dece.
- Rohit Vishal Kumar & Dhekra Azouzi, 2011. "Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(40), pages 81-98, June.
- Fossati Sebastian, 2016.
"Dating US business cycles with macro factors,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 529-547, December.
- Fossati, Sebastian, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-5, University of Alberta, Department of Economics, revised 01 Feb 2012.
- Svetunkov, Ivan, 2011. "New coefficients of econometrics models quality estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 24(4), pages 85-99.
- Insel, Aysu & Tekce, Mahmut, 2011. "Bilateral Trade Flows in the Gulf Cooperation Council Countries : What happend to the Middle East Integration after 2003?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 244-275.
- Mayor Fernández , Matías & Fernández Vázquez, Esteba, 2011. "Contributions to spatial econometrics: non-linearity, causality and empirical applications," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 5-8.
- Iman NOSOOHI & Ali ZEINAL - HAMADANI, 2011. "Urban Planning With The Aid Of Factor Analysis Approach: The Case Of Isfahan Municipality," Theoretical and Empirical Researches in Urban Management, Research Centre in Public Administration and Public Services, Bucharest, Romania, vol. 6(1), pages 56-69, February.
- Maddalena Cavicchioli, 2011. "Structural Macroeconomic Analysis for Dynamic Factor Models," Rivista di Politica Economica, SIPI Spa, issue 4, pages 39-69, October-D.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011.
"One-Sided Representations of Generalized Dynamic Factor Models,"
Working Papers ECARES
ECARES 2011-019, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," DSS Empirical Economics and Econometrics Working Papers Series 2011/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011. "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series 1106, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2011.
- Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
- De los cobos Silva, Sergio G & Gutiérrez Andrade, Miguel Ángel & Lara Velázquez, Pedro, 2011. "Análisis borroso del impacto del índice de inflación y de la cotización del dólar sobre el índice de confianza en México / Fuzzy Analysis of the Inflation Index and the Dollar Exchange Rate Impact on ," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 1(1), pages 7-28, enero-jun.
- López Herrera, Francisco & Ortiz Calisto, Edgar & Gutiérrez, Raúl De Jesús, 2011. "Integración fraccionaria y valor en riesgo / Fractional Integration and Value at Risk," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 1(1), pages 29-53, enero-jun.
- Chris Stewart, 2011. "A note on spurious significance in regressions involving I(0) and I(1) variables," Empirical Economics, Springer, vol. 41(3), pages 565-571, December.
- An Liu & Henk Folmer & Johan Oud, 2011. "Estimating regression coefficients by W-based and latent variables spatial autoregressive models in the presence of spillovers from hotspots: evidence from Monte Carlo simulations," Letters in Spatial and Resource Sciences, Springer, vol. 4(1), pages 71-80, March.
- Soushi Suzuki & Peter Nijkamp, 2011.
"A stepwise-projection data envelopment analysis for public transport operations in Japan,"
Letters in Spatial and Resource Sciences, Springer, vol. 4(2), pages 139-156, July.
- Soushi Suzuki & Peter Nijkamp, 2011. "A Stepwise-Projection Data Envelopment Analysis for Public Transport Operations in Japan," ERSA conference papers ersa10p523, European Regional Science Association.
- Soushi Suzuki & Peter Nijkamp, 2011. "A Stepwise Projection Data Envelopment Analysis for Public Transport Operations in Japan," Tinbergen Institute Discussion Papers 11-113/3, Tinbergen Institute.
- Teodor HADA & Dana HALGA, 2011. "Financial Decisions Based On Diagnostic Analysis," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 38-49, June.
- Maddalena CAVICCHIOLI, 2011. "Some Convergence Results On Dynamic Factor Models," Theoretical and Practical Research in Economic Fields, ASERS Publishing, vol. 0(2), pages 120-131, December.
- Kelvin Balcombe & Iain Fraser & Abhijit Sharma, 2011.
"Bayesian model averaging and identification of structural breaks in time series,"
Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3805-3818.
- Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit, 2007. "Bayesian Model Averaging and Identification of Structural Breaks in Time Series," MPRA Paper 8676, University Library of Munich, Germany.
- Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2011.
"Econometric methods for causal evaluation of education policies and practices: a non-technical guide,"
Education Economics, Taylor & Francis Journals, vol. 19(2), pages 109-137.
- Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2009. "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," CESifo Working Paper Series 2877, CESifo.
- Schlotter, Martin & Schwerdt, Guido & Woessmann, Ludger, 2010. "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," IZA Discussion Papers 4725, Institute of Labor Economics (IZA).
- Schlotter, Martin & Schwerdt, Guido & Wößmann, Ludger, 2011. "Econometric methods for causal evaluation of education policies and practices: A non-technical guide," Munich Reprints in Economics 19780, University of Munich, Department of Economics.
- Mario Maggioni & Teodora Erika Uberti & Stefano Usai, 2011.
"Treating Patents as Relational Data: Knowledge Transfers and Spillovers across Italian Provinces,"
Industry and Innovation, Taylor & Francis Journals, vol. 18(1), pages 39-67.
- Mario A. Maggioni & Teodora Erika Uberti & Stefano Usai, 2008. "Treating patent as relational data: Knowledge transfers and spillovers across Italian provinces," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis0802, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011.
"Adaptive Experimental Design Using the Propensity Score,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 96-108.
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008. "Adaptive Experimental Design Using the Propensity Score," MPRA Paper 8315, University Library of Munich, Germany.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 59, Yale University, Department of Economics.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009. "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers 47107, Yale University, Economic Growth Center.
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University.
- Mazza, Jacopo & van Ophem, Hans & Hartog, Joop, 2011.
"Unobserved Heterogeneity and Risk in Wage Variance: Does Schooling Provide Earnings Insurance?,"
IZA Discussion Papers
5531, Institute of Labor Economics (IZA).
- Jacopo Mazza & Hans van Ophem & Joop Hartog, 2011. "Unobserved Heterogeneity and Risk in Wage Variance: Does Schooling provide Earnings Insurance?," Tinbergen Institute Discussion Papers 11-045/3, Tinbergen Institute.
- Soushi Suzuki & Peter Nijkamp, 2011.
"A stepwise-projection data envelopment analysis for public transport operations in Japan,"
Letters in Spatial and Resource Sciences, Springer, vol. 4(2), pages 139-156, July.
- Soushi Suzuki & Peter Nijkamp, 2011. "A Stepwise-Projection Data Envelopment Analysis for Public Transport Operations in Japan," ERSA conference papers ersa10p523, European Regional Science Association.
- Soushi Suzuki & Peter Nijkamp, 2011. "A Stepwise Projection Data Envelopment Analysis for Public Transport Operations in Japan," Tinbergen Institute Discussion Papers 11-113/3, Tinbergen Institute.
- Bart Neuts & Peter Nijkamp, 2011. "Crowding Perception in a Tourist City: A Question of Preference," Tinbergen Institute Discussion Papers 11-140/3, Tinbergen Institute.
- Martin Burda & John Maheu, 2011. "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers tecipa-438, University of Toronto, Department of Economics.
- Diego Gianelli, 2011. "El traspaso de las tasas de interés en el sistema bancario uruguayo," Documentos de Trabajo (working papers) 0411, Department of Economics - dECON.
- Pankaj SINHA & Sushant GUPTA & Nakul RANDEV, 2011.
"Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(1(15)/ Sp), pages 43-60.
- Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.
- Lance Lochner & Enrico Moretti, 2011. "Estimating and Testing Non-Linear Models Using Instrumental Variables," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20112, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- David E. Giles, 2011. "Quantity versus Quality: What’s in a (Journal) Name?," Econometrics Working Papers 1103, Department of Economics, University of Victoria.
- Bentry Mkwara & Dan Marsh, 2011. "Effects of Maize Fertilizer Subsidies on Food Security in Malawi," Working Papers in Economics 11/14, University of Waikato.
- Suresh K.G. & Mukund Kumar, 2011. "Examining The Income Convergence Among Indian States: A Panel Data Approach," Economic Research Guardian, Weissberg Publishing, vol. 1(1), pages 42-48, September.
- Soushi Suzuki & Peter Nijkamp, 2011.
"A stepwise-projection data envelopment analysis for public transport operations in Japan,"
Letters in Spatial and Resource Sciences, Springer, vol. 4(2), pages 139-156, July.
- Soushi Suzuki & Peter Nijkamp, 2011. "A Stepwise Projection Data Envelopment Analysis for Public Transport Operations in Japan," Tinbergen Institute Discussion Papers 11-113/3, Tinbergen Institute.
- Soushi Suzuki & Peter Nijkamp, 2011. "A Stepwise-Projection Data Envelopment Analysis for Public Transport Operations in Japan," ERSA conference papers ersa10p523, European Regional Science Association.
- Clémentine Garrouste & Jérôme Le & Eric Maurin, 2011.
"The choice of detecting Down syndrome: does money matter?,"
Health Economics, John Wiley & Sons, Ltd., vol. 20(9), pages 1073-1089, September.
- Clémentine Garrouste & Jérôme Le & Eric Maurin, 2011. "The choice of detecting Down syndrome: does money matter?," PSE-Ecole d'économie de Paris (Postprint) halshs-00754520, HAL.
- Clémentine Garrouste & Jérôme Le & Eric Maurin, 2011. "The choice of detecting Down syndrome: does money matter?," Post-Print halshs-00754520, HAL.
- Kai Sun & Daniel J. Henderson & Subal C. Kumbhakar, 2011.
"Biases in approximating log production,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 708-714, June.
- Sun, Kai & Henderson, Daniel J. & Kumbhakar, Subal C., 2010. "Biases in approximating log production," MPRA Paper 27527, University Library of Munich, Germany.
- Jushan Bai & Peng Wang, 2011.
"Conditional Markov chain and its application in economic time series analysis,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 715-734, August.
- Bai, Jushan & Wang, Peng, 2011. "Conditional Markov chain and its application in economic time series analysis," MPRA Paper 33369, University Library of Munich, Germany.
- 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.
- Frank S T Hsiao, 2011. "Economic and Business Analysis:Quantitative Methods Using Spreadsheets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7024, February.
- Kian Guan Lim, 2011. "Financial Valuation And Econometrics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7782, February.
- Javier Aliaga Lordemann & Horacio Villegas Quino & Jes�s Mur & Daniel Legu�a, 2011. "An�lisis municipal de los determinantes de la deforestaci�n en Bolivia," Documentos de Trabajo dt2011-02, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
- Brunhart, Andreas, 2011. "Evaluating the effect of "Zumwinkel-Affair" and financial crisis on stock prices in Liechtenstein: An unconventional augmented GARCH-approach," KOFL Working Papers 9, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Wolfgang Karl Hardle and Maria Osipenko, 2012.
"Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Spatial risk premium on weather derivatives and hedging weather exposure in electricity," SFB 649 Discussion Papers 2011-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Rafael Dix‐Carneiro, 2014.
"Trade Liberalization and Labor Market Dynamics,"
Econometrica, Econometric Society, vol. 82(3), pages 825-885, May.
- Rafael Dix-Carneiro, 2010. "Trade Liberalization and Labor Market Dynamics," Working Papers 1273, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Dix-Carneiro, Rafael, 2011. "Trade liberalization and labor market dynamics," WTO Staff Working Papers ERSD-2011-19, World Trade Organization (WTO), Economic Research and Statistics Division.
2010
- Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2010. "Integer-valued Lévy processes and low latency financial econometrics," CREATES Research Papers 2010-66, Department of Economics and Business Economics, Aarhus University.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010.
"The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics,"
Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 3-30, Spring.
- Joshua Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers 15794, National Bureau of Economic Research, Inc.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is taking the Con out of Econometrics," CEP Discussion Papers dp0976, Centre for Economic Performance, LSE.
- Angrist, Joshua & Pischke, Jörn-Steffen, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics," IZA Discussion Papers 4800, Institute of Labor Economics (IZA).
- Angrist, Joshua D. & Pischke, Jörn-Steffen, 2010. "The credibility revolution in empirical economics: how better research design is taking the con out of econometrics," LSE Research Online Documents on Economics 48898, London School of Economics and Political Science, LSE Library.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," RatSWD Working Papers 142, German Data Forum (RatSWD).
- Edward E. Leamer, 2010. "Tantalus on the Road to Asymptopia," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 31-46, Spring.
- Michael P. Keane, 2010. "A Structural Perspective on the Experimentalist School," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 47-58, Spring.
- Christopher A. Sims, 2010. "But Economics Is Not an Experimental Science," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 59-68, Spring.
- Aviv Nevo & Michael D. Whinston, 2010. "Taking the Dogma out of Econometrics: Structural Modeling and Credible Inference," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 69-82, Spring.
- James H. Stock, 2010. "The Other Transformation in Econometric Practice: Robust Tools for Inference," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 83-94, Spring.
- Gerd Ronning & Martin Rosemann & Elena Biewen, 2010. "IV-Schätzung eines linearen Panelmodells mit anonymisierten Betriebs- und Unternehmensdaten," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 130(3), pages 357-380.
- Valentin Niţă & Gina Ionela Butnaru, 2010. "Study on the Students’ Perception of Knowledge Usefulness and Necessity Concerning Tourists’ Protection," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(28), pages 332-347, June.
- Houssou, Nazaire & Zeller, Manfred, 2010. "To Target or Not to Target? The cost efficiency of indicator-based targeting," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61007, Agricultural and Applied Economics Association.
- Lai, Pei-Chun & Bessler, David A., 2010. "On aggregation bias in structural demand models," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61523, Agricultural and Applied Economics Association.
- Michailidis, Anastasios & Loizou, Efstratios & Nastis, Stefanos A. & Mattas, Konstadinos, 2010. "Mobile telephony as a change drivers in rural areas," 118th Seminar, August 25-27, 2010, Ljubljana, Slovenia 95312, European Association of Agricultural Economists.
- Lange, Kelly Y. & Johnson, Jeffrey W. & Wilson, Kris & Johnson, Wesley, 2010. "Price Determinants of Ranch Horses Sold at Auction in Texas," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida 56491, Southern Agricultural Economics Association.
- Burnett, J. Wesley & Bergstrom, John C., 2010. "U.S. State-Level Carbon Dioxide Emissions: A Spatial-Temporal Econometric Approach of the Environmental Kuznets Curve," Faculty Series 96031, University of Georgia, Department of Agricultural and Applied Economics.
- Jorge Andrés Perdomo & Darrell Hueth, 2010.
"Funciones de producción y eficiencia técnica en el eje cafetero colombiano: una aproximación con frontera estocástica,"
Documentos CEDE
7606, Universidad de los Andes, Facultad de Economía, CEDE.
- Perdomo, Jorge-Andres & Hueth, Darrell L., 2010. "Funciones de producción y eficiencia técnica en el eje cafetero colombiano: una aproximación con frontera estocástica," Documentos CEDE Series 100873, Universidad de Los Andes, Economics Department.
- Prof. Lucian BUSE & Assist. Mirela GANEA & Lect. Daniel CÎRCIUMARU, 2010. "Using Linear Regression In The Analysis Of Financial-Economic Performances," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-12, May.
- Post-doct. research. Aurelian-Petruș Plopeanu Ph.D, 2010. "The Institution Of Religion And The Economic Gnoseology," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(15S), pages 87-95, November.
- Erkan Ozata & Ethem Esen, 2010. "An Econometric Analysis Of Relationship Between Real Wages And Employment," Anadolu University Journal of Social Sciences, Anadolu University, vol. 10(2), pages 55-70, May.
- Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), 2010. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 8, number book:y:2010:n:08:mon, june.
- Milton Biage & Newton Carneiro Affonso da Costa Jr. & Waldemar Antonio da Rocha de Souza & Marco Antônio de Oliveira Vieira Goulart, 2010. "O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(1), pages 53-96.
- Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2010. "A Critical Analysis of Dimensions and Curve Fitting Practice in Economics," UHE Working papers 2010_01, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica.
- Fuchun Li & Pierre St-Amant, 2010.
"Financial Stress, Monetary Policy, and Economic Activity,"
Bank of Canada Review, Bank of Canada, vol. 2010(Autumn), pages 9-18.
- Fuchun Li & Pierre St-Amant, 2010. "Financial Stress, Monetary Policy, and Economic Activity," Staff Working Papers 10-12, Bank of Canada.
- Fuchun Li & Pierre St-Amant, 2010.
"Financial Stress, Monetary Policy, and Economic Activity,"
Bank of Canada Review, Bank of Canada, vol. 2010(Autumn), pages 9-18.
- Fuchun Li & Pierre St-Amant, 2010. "Financial Stress, Monetary Policy, and Economic Activity," Staff Working Papers 10-12, Bank of Canada.
- Galvis-Aponte, Luis Armando & Meisel-Roca, Adolfo, 2011.
"Persistencia de las desigualdades regionales en Colombia : un análisis espacial,"
Chapters, in: Bonilla-Mejía, Leonardo (ed.), Dimensión regional de las desigualdades en Colombia, chapter 1, pages 3-32,
Banco de la Republica de Colombia.
- Luis Armando Galvis Aponte & Adolfo Meisel R., 2010. "Persistencia de las desigualdades regionales en Colombia: Un análisis espacial," Documentos de Trabajo Sobre Economía Regional y Urbana 6631, Banco de la República, Economía Regional.
- Luis Armando Galvis & Adolfo Meisel Roca, 2010. "Persistencia de las desigualdades regionales en Colombia: Un análisis espacial," Documentos de trabajo sobre Economía Regional y Urbana 120, Banco de la Republica de Colombia.
- Robin Hogarth & Emre Soyer, 2010.
"Econometrics and decision making: Effects of presentation mode,"
Economics Working Papers
1204, Department of Economics and Business, Universitat Pompeu Fabra.
- Robin Hogarth & Emre Soyer, 2010. "Econometrics and Decision Making: Effects of Presentation Mode," Working Papers 426, Barcelona School of Economics.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010.
"The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics,"
Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 3-30, Spring.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," RatSWD Working Papers 142, German Data Forum (RatSWD).
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is taking the Con out of Econometrics," CEP Discussion Papers dp0976, Centre for Economic Performance, LSE.
- Angrist, Joshua D. & Pischke, Jörn-Steffen, 2010. "The credibility revolution in empirical economics: how better research design is taking the con out of econometrics," LSE Research Online Documents on Economics 48898, London School of Economics and Political Science, LSE Library.
- Joshua Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers 15794, National Bureau of Economic Research, Inc.
- Angrist, Joshua & Pischke, Jörn-Steffen, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics," IZA Discussion Papers 4800, Institute of Labor Economics (IZA).
- Perdomo, Jorge-Andres & Hueth, Darrell L., 2010.
"Funciones de producción y eficiencia técnica en el eje cafetero colombiano: una aproximación con frontera estocástica,"
Documentos CEDE Series
100873, Universidad de Los Andes, Economics Department.
- Jorge Andrés Perdomo & Darrell Hueth, 2010. "Funciones de producción y eficiencia técnica en el eje cafetero colombiano: una aproximación con frontera estocástica," Documentos CEDE 7606, Universidad de los Andes, Facultad de Economía, CEDE.
- Adriana Camacho & Alejandro Gaviria & Catherine Rodríguez, 2010. "El consumo de droga en Colombia," Documentos CEDE 7607, Universidad de los Andes, Facultad de Economía, CEDE.
- Jorge Andrés Perdomo Calvo & Juan Andrés Ramírez, 2010. "Estrategia sobre ubicación y funcionamiento de estaciones de transferencia para el manejo de residuos sólidos en Colombia," Documentos CEDE 7715, Universidad de los Andes, Facultad de Economía, CEDE.
- Galvis-Aponte, Luis Armando & Meisel-Roca, Adolfo, 2011.
"Persistencia de las desigualdades regionales en Colombia : un análisis espacial,"
Chapters, in: Bonilla-Mejía, Leonardo (ed.), Dimensión regional de las desigualdades en Colombia, chapter 1, pages 3-32,
Banco de la Republica de Colombia.
- Luis Armando Galvis & Adolfo Meisel Roca, 2010. "Persistencia de las desigualdades regionales en Colombia: Un análisis espacial," Documentos de trabajo sobre Economía Regional y Urbana 120, Banco de la Republica de Colombia.
- Luis Armando Galvis Aponte & Adolfo Meisel R., 2010. "Persistencia de las desigualdades regionales en Colombia: Un análisis espacial," Documentos de Trabajo Sobre Economía Regional y Urbana 6631, Banco de la República, Economía Regional.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012.
"An Area-Wide Real-Time Database for the Euro Area,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1000-1013, November.
- Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010. "An area-wide real-time database for the euro area," Working Paper Series 1145, European Central Bank.
- Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele, 2010. "An Area-Wide Real-Time Database for the Euro Area," CEPR Discussion Papers 7673, C.E.P.R. Discussion Papers.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010. "An Area Wide Real Time Data Base for the Euro Area," Working Papers ECARES ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
- S M Ali Abbas & Jacques Bouhga-Hagbe & Antonio Fatás & Paolo Mauro & Ricardo C Velloso, 2011.
"Fiscal Policy and the Current Account,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(4), pages 603-629, November.
- Fatás, Antonio & Mauro, Paolo & Ali Abbas, S. M. & Bouhga-Hagbe, Jacques & Velloso, Ricardo, 2010. "Fiscal Policy and the Current Account," CEPR Discussion Papers 7859, C.E.P.R. Discussion Papers.
- Lavado, Rouselle F. & Barrios, Erniel B., 2010.
"Spatial Stochastic Frontier Models,"
Discussion Papers
DP 2010-08, Philippine Institute for Development Studies.
- Erniel B. Barrios & Rouselle F. Lavado, 2010. "Spatial Stochastic Frontier Models," Microeconomics Working Papers 23091, East Asian Bureau of Economic Research.
- Ram Upendra Das & Meenakshi Rishi, 2010. "Are Trade Openness and Financial Development Complementary?," Trade Working Papers 22790, East Asian Bureau of Economic Research.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012.
"An Area-Wide Real-Time Database for the Euro Area,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1000-1013, November.
- Giannone, Domenico & Henry, Jérôme & Lalik, Magdalena & Modugno, Michele, 2010. "An area-wide real-time database for the euro area," Working Paper Series 1145, European Central Bank.
- Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michèle Modugno, 2010. "An Area Wide Real Time Data Base for the Euro Area," Working Papers ECARES ECARES 2010-026, ULB -- Universite Libre de Bruxelles.
- Henry, Jerome & Giannone, Domenico & Lalik, Magdalena & Modugno, Michele, 2010. "An Area-Wide Real-Time Database for the Euro Area," CEPR Discussion Papers 7673, C.E.P.R. Discussion Papers.
- Rossi, E. & Spazzini, F., 2010.
"Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2786-2800, November.
- Rossi, Eduardo & Spazzini, Filippo, 2008. "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper 12260, University Library of Munich, Germany.
- Zhang, Junni L. & Härdle, Wolfgang K., 2010. "The Bayesian Additive Classification Tree applied to credit risk modelling," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1197-1205, May.
- Rao, B. Bhaskara, 2010.
"Estimates of the steady state growth rates for selected Asian countries with an extended Solow model,"
Economic Modelling, Elsevier, vol. 27(1), pages 46-53, January.
- Rao, B. Bhaskara, 2008. "Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model," MPRA Paper 9724, University Library of Munich, Germany, revised 01 Jul 2008.
- Costantini, Valeria & Martini, Chiara, 2010.
"The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data,"
Energy Economics, Elsevier, vol. 32(3), pages 591-603, May.
- Valeria Costantini & Chiara Martini, 2009. "The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data," Departmental Working Papers of Economics - University 'Roma Tre' 0102, Department of Economics - University Roma Tre.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2010.
"Behavioral econometrics for psychologists,"
Journal of Economic Psychology, Elsevier, vol. 31(4), pages 553-576, August.
- Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & Elisabet E. Rutstroem, 2007. "Behavioral Econometrics for Psychologists," Department of Economics Working Papers 2007_08, Durham University, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabeth E., 2007. "Behavioral Econometrics for Psychologists," Working Papers 18-2007, Copenhagen Business School, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2009. "Behavioral Econometrics for Psychologists," Working Papers 04-2009, Copenhagen Business School, Department of Economics.
- Marislei Nishijima & Sylvia Macchione Saes, 2010. "Tariff Discrimination on Brazils soluble coffee: an economic analysis," Brazilian Journal of Political Economy, Center of Political Economy, vol. 30(2), pages 293-309.
- Bentancor, Andrea & Pincheira, Pablo, 2010. "Predicción de errores de proyección de inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(305), pages 129-154, enero-mar.
- Rodolfo Cermeño & Benjamín Oliva, 2010. "Incertidumbre, crecimiento del producto, inflación y depreciación cambiaria en México: Evidencia de modelos GARCH multivariados," Working Papers DTE 483, CIDE, División de Economía.
- Kolawole Ogundari, 2010. "Estimating and analysing cost efficiency of sawmill industries in Nigeria," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 2(4), pages 420-432, November.
- Ahmed Shamiri & Zaidi Isa, 2010.
"Volatility transmission: what do Asia‐Pacific markets expect?,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(4), pages 299-313, October.
- Shamiri, Ahmed, 2008. "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper 13706, University Library of Munich, Germany.
- Patnaik, Unmesh & Narayanan, K, 2010.
"Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India,"
MPRA Paper
21992, University Library of Munich, Germany.
- Narayanan K & Unmesh Patnaik, 2010. "Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India," Working Papers id:2470, eSocialSciences.
- Vít Bubák, 2010.
"Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market,"
Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 295-314, November.
- Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00650666, HAL.
- Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Post-Print hal-00650666, HAL.
- S. Boragan Aruoba & Francis X. Diebold, 2010.
"Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions,"
American Economic Review, American Economic Association, vol. 100(2), pages 20-24, May.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," PIER Working Paper Archive 10-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-time macroeconomic monitoring: real activity, inflation, and interactions," Working Papers 10-5, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," NBER Working Papers 15657, National Bureau of Economic Research, Inc.
- Magali Chaudey, 2010.
"Contract Dynamics : Lessons from Empirical Analyses,"
Post-Print
halshs-00550346, HAL.
- Magali Chaudey, 2010. "Contract Dynamics : Lessons from Empirical Analyses," Working Papers 1035, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Robert Kappel, 2010. "On the Economics of Regional Powers: Comparing China, India, Brazil, and South Africa," GIGA Working Paper Series 145, GIGA German Institute of Global and Area Studies.
- Robert Kappel, 2010. "Verschiebung der globalen Machtverhältnisse durch den Aufstieg von Regionalen Führungsmächten: China, Indien, Brasilien und Südafrika," GIGA Working Paper Series 146, GIGA German Institute of Global and Area Studies.
- Vít Bubák, 2010.
"Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market,"
Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 295-314, November.
- Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Post-Print hal-00650666, HAL.
- Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00650666, HAL.
- Vít Bubák, 2010.
"Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market,"
Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 295-314, November.
- Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00650666, HAL.
- Vit Bubak, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Post-Print hal-00650666, HAL.
- Magali Chaudey, 2010.
"Contract Dynamics : Lessons from Empirical Analyses,"
Working Papers
1035, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Magali Chaudey, 2010. "Contract Dynamics : Lessons from Empirical Analyses," Post-Print halshs-00550346, HAL.
- Li, Yushu & Shukur, Ghazi, 2010. "Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment," Working Paper Series in Economics and Institutions of Innovation 227, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Wen-Cheng Lu & Fang-Jun Lin, 2010. "An Empirical Study Of Volatility And Trading Volume Dynamics Using High-Frequency Data," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(3), pages 93-101.
- Ndahiriwe Kasai & Rangan Gupta, 2010.
"Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 59-74, November.
- Kasai Ndahiriwe & Rangan Gupta, 2008. "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers 200803, University of Pretoria, Department of Economics.
- Nicholas A. Christakis & James H. Fowler & Guido W. Imbens & Karthik Kalyanaraman, 2010.
"An Empirical Model for Strategic Network Formation,"
NBER Working Papers
16039, National Bureau of Economic Research, Inc.
- Nicholas Christakis & James Fowler & Guido Imbens & Karthik Kalyanaraman, 2010. "An empirical model for strategic network formation," CeMMAP working papers CWP16/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jinyong Hahn & Geert Ridder, 2013.
"Asymptotic Variance of Semiparametric Estimators With Generated Regressors,"
Econometrica, Econometric Society, vol. 81(1), pages 315-340, January.
- Jinyong Hahn & Geert Ridder, 2010. "The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors," Textos para discussão 575, Department of Economics PUC-Rio (Brazil).
- Jinyong Hahn & Geert Ridder, 2010. "The asymptotic variance of semi-parametric estimators with generated regressors," CeMMAP working papers CWP23/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- S M Ali Abbas & Jacques Bouhga-Hagbe & Antonio Fatás & Paolo Mauro & Ricardo C Velloso, 2011.
"Fiscal Policy and the Current Account,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(4), pages 603-629, November.
- Ali Abbas, S.M. & Bouhga-Hagbe, Jacques & Fatás, Antonio & Mauro, Paolo & Velloso, Ricardo C., 2010. "Fiscal Policy and the Current Account," CEPR Discussion Papers 7859, C.E.P.R. Discussion Papers.
- International Monetary Fund, 2010. "Fiscal Policy and the Current Account," IMF Working Papers 10/121, International Monetary Fund.
- Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf, 2010. "Modeling House Prices using Multilevel Structured Additive Regression," Working Papers 2010-19, Faculty of Economics and Statistics, Universität Innsbruck.
- Abraham Garcia & Dominique Foray, 2010. "What is small? Small and medium enterprises facing patenting activities," JRC Working Papers on Corporate R&D and Innovation 2010-09, Joint Research Centre.
- Patricia Cubí Mollá, 2010. "Scaling methods for categorical self-assessed health measures," Working Papers. Serie AD 2010-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2011.
"Econometric methods for causal evaluation of education policies and practices: a non-technical guide,"
Education Economics, Taylor & Francis Journals, vol. 19(2), pages 109-137.
- Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2009. "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," CESifo Working Paper Series 2877, CESifo.
- Schlotter, Martin & Schwerdt, Guido & Woessmann, Ludger, 2010. "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," IZA Discussion Papers 4725, Institute of Labor Economics (IZA).
- Schlotter, Martin & Schwerdt, Guido & Wößmann, Ludger, 2011. "Econometric methods for causal evaluation of education policies and practices: A non-technical guide," Munich Reprints in Economics 19780, University of Munich, Department of Economics.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010.
"The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics,"
Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 3-30, Spring.
- Joshua Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers 15794, National Bureau of Economic Research, Inc.
- Angrist, Joshua & Pischke, Jörn-Steffen, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics," IZA Discussion Papers 4800, Institute of Labor Economics (IZA).
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," RatSWD Working Papers 142, German Data Forum (RatSWD).
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is taking the Con out of Econometrics," CEP Discussion Papers dp0976, Centre for Economic Performance, LSE.
- Angrist, Joshua D. & Pischke, Jörn-Steffen, 2010. "The credibility revolution in empirical economics: how better research design is taking the con out of econometrics," LSE Research Online Documents on Economics 48898, London School of Economics and Political Science, LSE Library.
- Enlinson Mattos & Vladimir Ponczek, 2010. "Information matrix test An application using Pareto’s original income distribution data," Journal of Income Distribution, Ad libros publications inc., vol. 19(1), pages 20-32, March.
- G. Christodoulakis & E. Mamatzakis, 2010.
"Return attribution analysis of the UK insurance portfolios,"
Annals of Finance, Springer, vol. 6(3), pages 405-420, July.
- emmanuel, mamatzakis & george, christodoulakis, 2010. "Return Attribution Analysis of the UK Insurance Portfolios," MPRA Paper 22516, University Library of Munich, Germany.
- Leonard C. Smith & Vimal Ranchhod, 2012.
"Measuring The Impact Of Educational Interventions On The Academic Performance Of Academic Development Students In Second-Year Microeconomics,"
South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 431-448, September.
- Leonard Smith & Vimal Ranchhod, 2010. "Measuring the impact of Educational Interventions on the Academic Performance of Academic Development Students in Second-Year Microeconomics," SALDRU Working Papers 46, Southern Africa Labour and Development Research Unit, University of Cape Town.
- Talita Dalton-Greyling, 2019. "Access to micro and informal loans: evaluating the impact on the quality of life of poor females in South Africa," Working Papers 186, Economic Research Southern Africa.
- Stefan Hlawatsch & Sebastian Ostrowski, 2010. "Simulation and Estimation of Loss Given Default," FEMM Working Papers 100010, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- 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.
- János Kövesi & Tamás Jónás & Zsuzsanna Eszter Tóth, 2010. "Separating the Measurement and Evaluation of Intellectual Capital Elements with Evaluator Functions," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 6(02), pages 37-47.
- Emanuele BACCHIOCCHI, 2010. "Identification through heteroskedasticity in a likelihood-based approach: some theoretical results," Departmental Working Papers 2010-038, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Emanuele BACCHIOCCHI, 2010. "Identification through heteroskedasticity in a likelihood-based approach: some theoretical results," Departmental Working Papers 2010-38, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Dominique Guégan & Philippe Peretti, 2013.
"An omnibus test to detect time-heterogeneity in time series,"
Computational Statistics, Springer, vol. 28(3), pages 1225-1239, June.
- Dominique Guegan & Philippe de Peretti, 2010. "An omnibus test to detect time-heterogeneity in time series," Documents de travail du Centre d'Economie de la Sorbonne 10098, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Philippe de Peretti, 2011. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00560221, HAL.
- Dominique Guegan & Philippe de Peretti, 2012. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721327, HAL.
- Patrick Kline & Andres Santos, 2013.
"Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure,"
Quantitative Economics, Econometric Society, vol. 4(2), pages 231-267, July.
- Patrick Kline & Andres Santos, 2010. "Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure," NBER Working Papers 15716, National Bureau of Economic Research, Inc.
- Patrick Bajari & Jane Cooley & Kyoo il Kim & Christopher Timmins, 2010. "A Theory-Based Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution," NBER Working Papers 15724, National Bureau of Economic Research, Inc.
- Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesár, 2012.
"Clustering, Spatial Correlations, and Randomization Inference,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 578-591, June.
- Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesar, 2010. "Clustering, Spatial Correlations and Randomization Inference," NBER Working Papers 15760, National Bureau of Economic Research, Inc.
- Angus Deaton, 2010.
"Understanding the Mechanisms of Economic Development,"
Journal of Economic Perspectives, American Economic Association, vol. 24(3), pages 3-16, Summer.
- Angus Deaton, 2010. "Understanding the Mechanisms of Economic Development," Working Papers 1225, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
- Angus S. Deaton, 2010. "Understanding the mechanisms of economic development," NBER Working Papers 15891, National Bureau of Economic Research, Inc.
- Nicholas Christakis & James Fowler & Guido Imbens & Karthik Kalyanaraman, 2010.
"An empirical model for strategic network formation,"
CeMMAP working papers
CWP16/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Nicholas A. Christakis & James H. Fowler & Guido W. Imbens & Karthik Kalyanaraman, 2010. "An Empirical Model for Strategic Network Formation," NBER Working Papers 16039, National Bureau of Economic Research, Inc.
- Kline Patrick & Santos Andres, 2012.
"A Score Based Approach to Wild Bootstrap Inference,"
Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 23-41, August.
- Patrick M. Kline & Andres Santos, 2010. "A Score Based Approach to Wild Bootstrap Inference," NBER Working Papers 16127, National Bureau of Economic Research, Inc.
- Hui Xie & Yi Qian & Leming Qu, 2010. "A Semiparametric Approach for Analyzing Nonignorable Missing Data," NBER Working Papers 16270, National Bureau of Economic Research, Inc.
- Aviv Nevo, 2011.
"Empirical Models of Consumer Behavior,"
Annual Review of Economics, Annual Reviews, vol. 3(1), pages 51-75, September.
- Aviv Nevo, 2010. "Empirical Models of Consumer Behavior," NBER Working Papers 16511, National Bureau of Economic Research, Inc.
- Joshua Angrist & Ivan Fernandez-Val, 2010. "ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework," NBER Working Papers 16566, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús, 2010.
"Macroeconomics and Volatility: Data, Models, and Estimation,"
CEPR Discussion Papers
8169, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010. "Macroeconomics and Volatility: Data, Models, and Estimation," NBER Working Papers 16618, National Bureau of Economic Research, Inc.
- Neil Shephard & David G. Pollard & Ole E. Barndorff-Nielsen, 2010.
"Discrete-valued Levy processes and low latency financial econometrics,"
Economics Series Working Papers
490, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2010. "Discrete-valued Levy processes and low latency financial econometrics," Economics Papers 2010-W04, Economics Group, Nuffield College, University of Oxford.
- Pinelopi Koujianou Goldberg & Amit Kumar Khandelwal & Nina Pavcnik & Petia Topalova, 2010.
"Imported Intermediate Inputs and Domestic Product Growth: Evidence from India,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(4), pages 1727-1767.
- Pinelopi K. Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2008. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," NBER Working Papers 14416, National Bureau of Economic Research, Inc.
- Pinelopi Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2009. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," Working Papers 1179, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Aivaz Kamer-Ainur & Mirea Marioara, 2010. "Aspects Regarding the Constantza Harbour Traffic Seasonality," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 511-516, May.
- Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2010.
"Discrete-valued Levy processes and low latency financial econometrics,"
Economics Papers
2010-W04, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & David G. Pollard & Ole E. Barndorff-Nielsen, 2010. "Discrete-valued Levy processes and low latency financial econometrics," Economics Series Working Papers 490, University of Oxford, Department of Economics.
- Francesca Molinari, 2010. "econometric issues in the presence of multiple equilibria," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- S. Boragan Aruoba & Francis X. Diebold, 2010.
"Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions,"
American Economic Review, American Economic Association, vol. 100(2), pages 20-24, May.
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- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," PIER Working Paper Archive 10-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," NBER Working Papers 15657, National Bureau of Economic Research, Inc.
- Áureo de Paula & Xun Tang, 2012.
"Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information,"
Econometrica, Econometric Society, vol. 80(1), pages 143-172, January.
- Xun Tang & Aureo de Paula, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information," 2010 Meeting Papers 1087, Society for Economic Dynamics.
- Aureo de Paula & Xun Tang, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information," PIER Working Paper Archive 10-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Aureo de Paula & Xun Tang, 2010.
"Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version,"
PIER Working Paper Archive
11-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 12 Feb 2011.
- Aureo de Paula & Xun Tang, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version," PIER Working Paper Archive 10-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 30 Jun 2010.
- Aureo de Paula & Xun Tang, 2010.
"Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version,"
PIER Working Paper Archive
10-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 30 Jun 2010.
- Aureo de Paula & Xun Tang, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version," PIER Working Paper Archive 11-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 12 Feb 2011.
- Erniel B. Barrios & Rouselle F. Lavado, 2010.
"Spatial Stochastic Frontier Models,"
Microeconomics Working Papers
23091, East Asian Bureau of Economic Research.
- Lavado, Rouselle F. & Barrios, Erniel B., 2010. "Spatial Stochastic Frontier Models," Discussion Papers DP 2010-08, Philippine Institute for Development Studies.
- Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010.
"Estimating inflation-at-risk (IaR) using extreme value theory (EVT),"
Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 47(2), pages 21-40, December.
- Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T., 2011. "Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)," MPRA Paper 28266, University Library of Munich, Germany.
- Attiya Y. Javid & Muhammad Javid & Umiama Arif, 2010.
"Fiscal Policy and Current Account Dynamics in the Case of Pakistan,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 49(4), pages 577-592.
- Javid, Attiya Y. & Javid, Muhammad & Arif, Umaima, 2011. "Fiscal Policy and Current Account Dynamics in Case of Pakistan," MPRA Paper 34858, University Library of Munich, Germany.
- Mohammad, Sulaiman D. & Lal, Irfan, 2010. "The Euro Dollar Exchange Rate & Pakistan Economy," MPRA Paper 106865, University Library of Munich, Germany.
- Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2011.
"Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(2), pages 213-219.
- Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2010. "Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach," MPRA Paper 15552, University Library of Munich, Germany.
- Saba, Irum & Alsayyed, Nidal, 2010. "Alternative Pricing Mechanisms for Islamic Financial Instruments: Economic Perspective," MPRA Paper 20683, University Library of Munich, Germany.
- Saba, Irum & Alsayyed, Nidal, 2010. "Economic Pricing Mechanisms for Islamic Financial Instruments: Ijarah Model," MPRA Paper 20685, University Library of Munich, Germany.
- Francq, Christian & Zakoian, Jean-Michel, 2010. "QML estimation of a class of multivariate GARCH models without moment conditions on the observed process," MPRA Paper 20779, University Library of Munich, Germany.
- Freire González, Paulo Alejandro & Vivar Aguilar, Mayra Isabel & Maldonado, Diego, 2010. "Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano [A new approach to the analysis and rating Ecuadorian Cooperative System]," MPRA Paper 21463, University Library of Munich, Germany, revised 05 Mar 2010.
- Kontek, Krzysztof, 2010. "Mean, Median or Mode? A Striking Conclusion From Lottery Experiments," MPRA Paper 21758, University Library of Munich, Germany.
- Sinha, Pankaj & Sinha, Gyanesh, 2010.
"Volatility Spillover in India, USA and Japan Investigation of Recession Effects,"
MPRA Paper
47190, University Library of Munich, Germany, revised 17 May 2013.
- Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 21873, University Library of Munich, Germany.
- Narayanan K & Unmesh Patnaik, 2010.
"Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India,"
Working Papers
id:2470, eSocialSciences.
- Patnaik, Unmesh & Narayanan, K, 2010. "Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India," MPRA Paper 21992, University Library of Munich, Germany.
- Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
- INSEL, Aysu & TEKCE, Mahmut, 2010.
"Econometric Analysis of the Bilateral Trade Flows in the Gulf Cooperation Council Countries,"
MPRA Paper
22184, University Library of Munich, Germany.
- INSEL, Aysu & TEKCE, Mahmut, 2010. "Econometric analysis of the bilateral trade flows in the Gulf Cooperation Council countries," MPRA Paper 22130, University Library of Munich, Germany.
- Christian Francq & Jean-Michel Zakoïan, 2013.
"Optimal predictions of powers of conditionally heteroscedastic processes,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 345-367, March.
- Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.
- Christan Francq & Jean-Michel Zakoian, 2012. "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers 2012-17, Center for Research in Economics and Statistics.
- INSEL, Aysu & TEKCE, Mahmut, 2010.
"Econometric analysis of the bilateral trade flows in the Gulf Cooperation Council countries,"
MPRA Paper
22130, University Library of Munich, Germany.
- INSEL, Aysu & TEKCE, Mahmut, 2010. "Econometric Analysis of the Bilateral Trade Flows in the Gulf Cooperation Council Countries," MPRA Paper 22184, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии [Housing model in the post socialistic countries on the example of Latvia]," MPRA Paper 22229, 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.
- Francq, Christian & Zakoian, Jean-Michel, 2010. "Strict stationarity testing and estimation of explosive ARCH models," MPRA Paper 22414, University Library of Munich, Germany.
- G. Christodoulakis & E. Mamatzakis, 2010.
"Return attribution analysis of the UK insurance portfolios,"
Annals of Finance, Springer, vol. 6(3), pages 405-420, July.
- emmanuel, mamatzakis & george, christodoulakis, 2010. "Return Attribution Analysis of the UK Insurance Portfolios," MPRA Paper 22516, University Library of Munich, Germany.
- Andreas Drichoutis & Rodolfo Nayga & Panagiotis Lazaridis & Beom Park, 2011.
"A Consistent Econometric Test for Bid Interdependence in Repeated Second-Price Auctions with Posted Prices,"
Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(4), pages 329-341, December.
- Drichoutis, Andreas & Nayga, Rodolfo & Lazaridis, Panagiotis & Park, Beom Su, 2010. "A consistent econometric test for bid interdependence in repeated second-price auctions with posted prices," MPRA Paper 22564, University Library of Munich, Germany.
- Miankhel, Adil Khan & Kalirajan, Kaliappa & Thangavelu, Shandre, 2010. "Integration, decoupling and the global financial crisis: A global perspective," MPRA Paper 22837, University Library of Munich, Germany.
- Mukherjee, Sacchidananda & Chakraborty, Debashis, 2010. "Is there any relationship between Economic Growth and Human Development? Evidence from Indian States," MPRA Paper 22997, University Library of Munich, Germany.
- Mynbaev, Kairat, 2010. "Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne," MPRA Paper 23069, University Library of Munich, Germany.
- Wang, Yafeng & Graham, Brett, 2010. "Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information," MPRA Paper 23153, University Library of Munich, Germany.
- Dr. Ibrahim Onour, "undated".
"The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries,"
API-Working Paper Series
1009, Arab Planning Institute - Kuwait, Information Center.
- Onour, Ibrahim, 2010. "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," MPRA Paper 23332, University Library of Munich, Germany.
- Boubacar Mainassara, Yacouba, 2010. "Selection of weak VARMA models by Akaïke's information criteria," MPRA Paper 23412, University Library of Munich, Germany.
- Dimitris K Christopoulos & Gregorios Siourounis & Irene Vlachaki, 2016.
"Democratic Reforms, Foreign Aid and Production Inefficiency,"
Manchester School, University of Manchester, vol. 84(3), pages 363-389, June.
- Christopoulos, Dimitris & Siourounis, Gregorios & Vlachaki, Irene, 2010. "Democratic Reforms, Foreign Aid and Production Inefficiency," MPRA Paper 23607, University Library of Munich, Germany.
- Christopoulos, Dimitris & Siourounis, Gregorios & Vlachaki, Irene, 2010. "Democratic Reforms, Foreign Aid and Production Inefficiency," MPRA Paper 23562, University Library of Munich, Germany.
- Dimitris K Christopoulos & Gregorios Siourounis & Irene Vlachaki, 2016.
"Democratic Reforms, Foreign Aid and Production Inefficiency,"
Manchester School, University of Manchester, vol. 84(3), pages 363-389, June.
- Christopoulos, Dimitris & Siourounis, Gregorios & Vlachaki, Irene, 2010. "Democratic Reforms, Foreign Aid and Production Inefficiency," MPRA Paper 23562, University Library of Munich, Germany.
- Christopoulos, Dimitris & Siourounis, Gregorios & Vlachaki, Irene, 2010. "Democratic Reforms, Foreign Aid and Production Inefficiency," MPRA Paper 23607, University Library of Munich, Germany.
- Shigeyuki Hamori & Yoshihiro Hashiguchi, 2012.
"Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity,"
Economics Bulletin, AccessEcon, vol. 32(3), pages 2353-2365.
- HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki, 2010. "Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity," MPRA Paper 24053, University Library of Munich, Germany.
- Tang, Chor Foon, 2010. "The determinants of health expenditure in Malaysia: A time series analysis," MPRA Paper 24356, University Library of Munich, Germany.
- Combey, Adama & Mally, Komla, 2010. "Impact du pacte de convergence, de stabilité et de croissance sur la convergence réelle dans l’UEMOA [The impact of convergence, stability and growth pact on real convergence in the WAEMU]," MPRA Paper 24408, University Library of Munich, Germany.
- Makhankov, V. G. & Aguero-Granados, M. A., 2010. "Quantifying Flexibility Real Options Calculus," MPRA Paper 24419, University Library of Munich, Germany.
- Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
- Duvendack, Maren, 2010. "Smoke and Mirrors: Evidence of Microfinance Impact from an Evaluation of SEWA Bank in India," MPRA Paper 24511, 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 Kiel).
- 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.
- Chen, Pu, 2010. "A time series causal model," MPRA Paper 24841, University Library of Munich, Germany.
- Boubacar Mainassara, Yacouba, 2010. "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper 24981, University Library of Munich, Germany.
- Liebl, Dominik, 2010. "Modeling hourly Electricity Spot Market Prices as non stationary functional times series," MPRA Paper 25017, University Library of Munich, Germany.
- Morone, Marco & Cornaglia, Anna, 2010. "An econometric model to quantify benchmark downturn LGD on residential mortgages," MPRA Paper 25588, University Library of Munich, Germany.
- MEZUI-MBENG, Pamphile, 2010. "Tramsission de la politique monétaire: le cas des pays de la CEMAC [Monetary policy transmission: the case of the CEMAC]," MPRA Paper 26032, University Library of Munich, Germany.
- Subhani, Muhammad Imtiaz & Osman, Amber & Gul, Ameet, 2010. "Relationship between consumer price index (CPI) and KSE-100 index trading volume in pakistan and finding the endogeneity in the involved data," MPRA Paper 26375, University Library of Munich, Germany, revised 02 Nov 2010.
- Pankaj SINHA & Sushant GUPTA & Nakul RANDEV, 2011.
"Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(1(15)/ Sp), pages 43-60.
- Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.
- Liu-Evans, Gareth, 2010. "An alternative approach to approximating the moments of least squares estimators," MPRA Paper 26550, University Library of Munich, Germany.
- Saltoglu, Burak & Yenilmez, Taylan, 2010. "Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash," MPRA Paper 26684, University Library of Munich, Germany.
- Liebl, Dominik, 2010. "Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices," MPRA Paper 26800, University Library of Munich, Germany.
- Kociecki, Andrzej, 2010.
"Algebraic theory of identification in parametric models,"
MPRA Paper
26820, University Library of Munich, Germany.
- Andrzej Kociecki, 2011. "Algebraic Theory of Indentification in Parametric Models," NBP Working Papers 88, Narodowy Bank Polski.
- Thomas, Alex M, 2010. "Models and Economists: A Methodological Note," MPRA Paper 26837, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Investments model development with the system dynamic method," MPRA Paper 27235, University Library of Munich, Germany.
- Tommaso, Proietti & Stefano, Grassi, 2010.
"Bayesian stochastic model specification search for seasonal and calendar effects,"
MPRA Paper
27305, University Library of Munich, Germany.
- Stefano Grassi & Tommaso Proietti, 2011. "Bayesian stochastic model specification search for seasonal and calendar effects," CREATES Research Papers 2011-08, Department of Economics and Business Economics, Aarhus University.
- Omay, Nazli C. & Karadagli, Ece C., 2010. "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper 27312, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Construction industry forecasting system dynamic model," MPRA Paper 27323, University Library of Munich, Germany.
- Kai Sun & Daniel J. Henderson & Subal C. Kumbhakar, 2011.
"Biases in approximating log production,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 708-714, June.
- Sun, Kai & Henderson, Daniel J. & Kumbhakar, Subal C., 2010. "Biases in approximating log production," MPRA Paper 27527, University Library of Munich, Germany.
- Boubacar Mainassara, Y. & Carbon, M. & Francq, C., 2012.
"Computing and estimating information matrices of weak ARMA models,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 345-361.
- Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian, 2010. "Computing and estimating information matrices of weak arma models," MPRA Paper 27685, University Library of Munich, Germany.
- Bayraci, Selcuk & UNAL, GAZANFER, 2010. "Continuous time modeling of interest rates: An empirical study on the Turkish short rate," MPRA Paper 28091, University Library of Munich, Germany.
- CHATTI, Mohamed Ali & KABLAN, Sandrine & YOUSFI, Ouidad, 2010.
"Activity diversification and performance of Islamic banks in Malaysia,"
MPRA Paper
28348, University Library of Munich, Germany.
- Sandrine Kablan & Ouidad Yousfi & Mohamed Ali Chatti, 2017. "Activity diversification and performance of Islamic banks in Malaysia," Working Papers hal-01527699, HAL.
- Sebastian, Orzeł & Agnieszka, Wyłomańska, 2010. "Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times," MPRA Paper 28593, University Library of Munich, Germany.
- Pulok, Mohammad Habibullah, 2010. "The Impact of Corruption on Economic Development of Bangladesh:Evidence on the Basis of an Extended Solow Model," MPRA Paper 28755, University Library of Munich, Germany.
- Polishchuk, Leonid & Borisova, Ekaterina, 2010. "Performance assessment of Russian homeowners associations : The importance of being social," MPRA Paper 28785, University Library of Munich, Germany.
- Ari, Yakup & Unal, Gazanfer, 2010. "Continuous Modeling of Foreign Exchange Rate of USD versus TRY," MPRA Paper 29241, University Library of Munich, Germany.
- Makhankov, V. G. & Aguero-Granados, M. A., 2010. "Quantifying Flexibility Real Options Calculus," MPRA Paper 29795, University Library of Munich, Germany, revised 22 Mar 2011.
- Bayraci, Selcuk, 2010. "Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry," MPRA Paper 30839, University Library of Munich, Germany, revised 10 May 2011.
- Mohamed Hassan, Hisham, 2010. "Social protection and economic growth in the Sudan: Trends, perspectives, cointegration and causality," MPRA Paper 31442, University Library of Munich, Germany.
- Besso, Christophe Raoul, 2010. "Phillips Curve, case study in Cameroon: evaluation of fundamental assumptions," MPRA Paper 35614, University Library of Munich, Germany, revised 28 Dec 2011.
- Odusanya, Ibrahim Abidemi & Atanda, Akinwande AbdulMaliq, 2010. "Analysis of inflation and its determinants in Nigeria," MPRA Paper 35837, University Library of Munich, Germany.
- Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús & Paelinck, Jean, 2010. "A Non-Parametric Approach to Spatial Causality," MPRA Paper 36768, University Library of Munich, Germany.
- Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
- Ahmadzadeh Mashinchi, Sina, 2010. "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper 38100, University Library of Munich, Germany.
- Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour, 2013.
"Bootstrapping realized multivariate volatility measures,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 49-65.
- Dovonon, Prosper & Goncalves, Silvia & Meddahi, Nour, 2010. "Bootstrapping realized multivariate volatility measures," MPRA Paper 40123, University Library of Munich, Germany.
- Sinha, Pankaj & Sinha, Gyanesh, 2010.
"Volatility Spillover in India, USA and Japan Investigation of Recession Effects,"
MPRA Paper
21873, University Library of Munich, Germany.
- Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 47190, University Library of Munich, Germany, revised 17 May 2013.
- Makiela, Kamil, 2010. "State Level Efficiency Measures for Healthcare Systems," MPRA Paper 62172, University Library of Munich, Germany.
- Ondřej Vojáček & Iva Pecáková, 2010. "Comparison of Discrete Choice Models for Economic Environmental Research," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(1), pages 35-53.
- Rafael Dix‐Carneiro, 2014.
"Trade Liberalization and Labor Market Dynamics,"
Econometrica, Econometric Society, vol. 82(3), pages 825-885, May.
- Rafael Dix-Carneiro, 2010. "Trade Liberalization and Labor Market Dynamics," Working Papers 1273, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Dix-Carneiro, Rafael, 2011. "Trade liberalization and labor market dynamics," WTO Staff Working Papers ERSD-2011-19, World Trade Organization (WTO), Economic Research and Statistics Division.
- Rafael Dix‐Carneiro, 2014.
"Trade Liberalization and Labor Market Dynamics,"
Econometrica, Econometric Society, vol. 82(3), pages 825-885, May.
- Rafael Dix-Carneiro, 2010. "Trade Liberalization and Labor Market Dynamics," Working Papers 1273, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Dix-Carneiro, Rafael, 2011. "Trade liberalization and labor market dynamics," WTO Staff Working Papers ERSD-2011-19, World Trade Organization (WTO), Economic Research and Statistics Division.
- Marco Gonzalez-Navarro & Climent Quintana-Domeque, 2010. "Street Pavement: Results from an Infrastructure Experiment in Mexico," Working Papers 1247, Princeton University, Department of Economics, Industrial Relations Section..
- John DiNardo & David S. Lee, 2010. "Program Evaluation and Research Designs," Working Papers 1228, Princeton University, Department of Economics, Industrial Relations Section..
- Marco Gonzalez-Navarro & Climent Quintana-Domeque, 2010. "Street Pavement: Results from an Infrastructure Experiment in Mexico," Working Papers 1247, Princeton University, Department of Economics, Industrial Relations Section..
- Moritz Meyer-ter-Vehn & Stephen Morris, 2012.
"The Robustness of Robust Implementation,"
World Scientific Book Chapters, in: Robust Mechanism Design The Role of Private Information and Higher Order Beliefs, chapter 10, pages 357-373,
World Scientific Publishing Co. Pte. Ltd..
- Meyer-ter-Vehn, Moritz & Morris, Stephen, 2011. "The robustness of robust implementation," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2093-2104, September.
- Moritz Meyer-ter-Vehn & Stephen Morris, 2010. "The Robustness of Robust Implementation," Working Papers 1252, Princeton University, Department of Economics, Econometric Research Program..
- Yilmaz Kocer, 2010. "Endogenous Learning with Bounded Memory," Working Papers 1290, Princeton University, Department of Economics, Econometric Research Program..
- Leandro Gorno, 2010. "Additive representation for preferences over menus in finite choice settings," Working Papers 1292, Princeton University, Department of Economics, Econometric Research Program..
- Gorno, Leandro & Natenzon, Paulo, 2018.
"Subjective ambiguity and preference for flexibility,"
Journal of Economic Behavior & Organization, Elsevier, vol. 154(C), pages 24-32.
- Paulo Natenzon, 2010. "Subjective Ambiguity and Preference for Flexibility," Working Papers 1265, Princeton University, Department of Economics, Econometric Research Program..
- Adam Meirowitz & Kristopher W. Ramsay, 2010. "Investment and Bargaining," Working Papers 1266, Princeton University, Department of Economics, Econometric Research Program..
- Angus Deaton, 2010.
"Instruments, Randomization, and Learning about Development,"
Journal of Economic Literature, American Economic Association, vol. 48(2), pages 424-455, June.
- Angus Deaton, 2010. "Instruments, randomization, and learning about development," Working Papers 1224, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
- Simona Monteleone, 2010. "Underground economy: Irregular employment in Italy from 1980 to 2009," Discussion Papers 8_2010, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Áureo de Paula & Xun Tang, 2012.
"Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information,"
Econometrica, Econometric Society, vol. 80(1), pages 143-172, January.
- Aureo de Paula & Xun Tang, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information," PIER Working Paper Archive 10-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Xun Tang & Aureo de Paula, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information," 2010 Meeting Papers 1087, Society for Economic Dynamics.
- Mohamed Ali Houfi & Ghassen El Montasser, 2010. "Effets des points aberrants sur les tests de normalité et de linéarité. Applications à la bourse de Tokyo," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(36), pages 15-51, June.
- Kassie, Menale & Shiferaw, Bekele & Muricho, Geoffrey, 2010. "Adoption and Impact of Improved Groundnut Varieties on Rural Poverty: Evidence from Rural Uganda," RFF Working Paper Series dp-10-11-efd, Resources for the Future.
- Jinyong Hahn & Geert Ridder, 2013.
"Asymptotic Variance of Semiparametric Estimators With Generated Regressors,"
Econometrica, Econometric Society, vol. 81(1), pages 315-340, January.
- Jinyong Hahn & Geert Ridder, 2010. "The asymptotic variance of semi-parametric estimators with generated regressors," CeMMAP working papers CWP23/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jinyong Hahn & Geert Ridder, 2010. "The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors," Textos para discussão 575, Department of Economics PUC-Rio (Brazil).
- Borisova, Ekaterina I. & Peresetsky, Anatoly & Polishchuk, Leonid, 2010. "Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 20(4), pages 75-101.
- Mkhitaryan, Vladimir & Shishov, Vladimir & Kozlov, Andrey, 2010. "Forecast of facilities stock for the consequences elimination of the anthropogenic accidents," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 19(3), pages 91-100.
- Song, Wonho, 2010. "Building an Early Warning System for Crude Oil Price Using Neural Network," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 14(2), pages 79-109, December.
- Leguía, Jaime Daniel & Villegas, Horacio & Aliaga, Javier, 2011.
"Deforestación en Bolivia: una aproximación espacial,"
Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 15, pages 7-44, Mayo.
- Aliaga Lordemann, Javier & Villegas Quino, Horacio & Leguía, Daniel, 2010. "Deforestación en Bolivia: Una Aproximación Espacial," Documentos de trabajo 17/2010, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
- Dimitriu, Maria Caracota & Savu, Blessy Mathew, 2010. "Econometric Analysis Of Efficiency In The Indian Manufacturing Sector," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 182-197, March.
- Andrei, Tudorel & Lefter, Viorel & Oancea, Bogdan & Stancu, Stelian, 2010. "A Comparative Study of Some Features of Higher Education in Romania, Bulgaria and Hungary," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 280-294, July.
- Pavelescu, Florin Marius, 2010. "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar 102302, Institute for Economic Forecasting.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010.
"The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics,"
Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 3-30, Spring.
- Angrist, Joshua & Pischke, Jörn-Steffen, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics," IZA Discussion Papers 4800, Institute of Labor Economics (IZA).
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," RatSWD Working Papers 142, German Data Forum (RatSWD).
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is taking the Con out of Econometrics," CEP Discussion Papers dp0976, Centre for Economic Performance, LSE.
- Angrist, Joshua D. & Pischke, Jörn-Steffen, 2010. "The credibility revolution in empirical economics: how better research design is taking the con out of econometrics," LSE Research Online Documents on Economics 48898, London School of Economics and Political Science, LSE Library.
- Joshua Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers 15794, National Bureau of Economic Research, Inc.
- Thomas Siedler & Bettina Sonnenberg, 2010. "Experiments, Surveys and the Use of Representative Samples as Reference Data," RatSWD Working Papers 146, German Data Forum (RatSWD).
- Annika Meng, 2010. "Long-term Care Responsibility and its Opportunity Costs," Ruhr Economic Papers 0168, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Shruti Tripathi & Vikash Gautam, 2010. "Road Transport Infrastructure and Economic Growth in India," Journal of Infrastructure Development, India Development Foundation, vol. 2(2), pages 135-151, December.
- Praveen Sinha, 2010. "An econometric analysis of skewed productivity outcomes," Empirical Economics, Springer, vol. 38(2), pages 347-360, April.
- Nunzio Cappuccio & Diego Lubian, 2010.
"The fragility of the KPSS stationarity test,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(2), pages 237-253, June.
- Nunzio Cappuccio & Diego Lubian, 2009. "The Fragility of the KPSS Stationarity Test," Working Papers 67/2009, University of Verona, Department of Economics.
- Peter Julian A Cayton & Dennis S Mapa & Mary Therese A Lising, 2010.
"Estimating Value At Risk Var Using Tivex Pot Models,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(2), pages 152-170.
- Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
- Peter Julian A. Cayton & Dennis S. Mapa, Ph. D. & Mary Therese A. Lising, 2010.
"Estimating Value-At-Risk (Var) Using TIVEX-POT Models,"
Journal of Advanced Studies in Finance,
ASERS Publishing, vol. 0(2), pages 152-170, December.
- Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
- J. Paul Dunne & Ron Smith, 2010. "Military Expenditure And Granger Causality: A Critical Review," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(5-6), pages 427-441.
- J Paul Dunne & Ron P. Smith, 2010. "Military Expenditure and Granger Causality: A Critical Review," Working Papers 1007, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- ANCELOT Lydie, 2010. "Equité du plaider coupable : une analyse économétrique dans trois tribunaux de grande instance français," Working Papers of BETA 2010-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Robin Hogarth & Emre Soyer, 2010. "Econometrics and Decision Making: Effects of Presentation Mode," Working Papers 426, Barcelona School of Economics.
- Robin Hogarth & Emre Soyer, 2010. "Econometrics and decision making: Effects of presentation mode," Economics Working Papers 1204, Department of Economics and Business, Universitat Pompeu Fabra.
- J. Paul Dunne & Ron Smith, 2010. "Military Expenditure And Granger Causality: A Critical Review," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(5-6), pages 427-441.
- J Paul Dunne & Ron P. Smith, 2010. "Military Expenditure and Granger Causality: A Critical Review," Working Papers 1007, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Silvia Centanni & Marco Minozzo, 2012. "Monte Carlo Derivative Pricing With Partial Information In A Class Of Doubly Stochastic Poisson Processes With Marks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(03), pages 1-22.
- Silvia Centanni & Marco Minozzo, 2010. "Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks," Working Papers 22/2010, University of Verona, Department of Economics.
- Dinghai Xu & Yuying Li, 2010. "Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach," Working Papers 1002, University of Waterloo, Department of Economics, revised May 2010.
- Dinghai Xu, 2010. "A Threshold Stochastic Volatility Model with Realized Volatility," Working Papers 1003, University of Waterloo, Department of Economics, revised May 2010.
- 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.
- Shinichi Ichimura & Lawrence R Klein (ed.), 2010. "Macroeconometric Modeling of Japan," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7010, August.
- Hui Ying Sng, 2010. "Economic Growth and Transition:Econometric Analysis of Lim's S-Curve Hypothesis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7570, August.
- Shinichi Ichimura, 2010. "Introduction: A Historic Survey of Macroeconometric Models in Japan," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 1, pages 1-29, World Scientific Publishing Co. Pte. Ltd..
- Shinichi Ichimura, 2010. "Factors for Rapid Growth of the Japanese Economy: A Social Accounting Approach," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 2, pages 33-61, World Scientific Publishing Co. Pte. Ltd..
- Hyun Suk, 2010. "Social Accounting Analysis of Japan's Lost 90s," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 3, pages 63-77, World Scientific Publishing Co. Pte. Ltd..
- Yuji Shimanaka & Tatsushi Shikano, 2010. "Business Indexes and Survey Data for Forecast," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 4, pages 79-105, World Scientific Publishing Co. Pte. Ltd..
- Masahiro Tatemoto & Shinichi Ichimura, 2010. "Factor Proportions and Foreign Trade: The Case of Japan," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 5, pages 109-117, World Scientific Publishing Co. Pte. Ltd..
- Takahiro Akita, 2010. "Interregional Interdependence and Regional Economic Growth in Japan," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 6, pages 119-136, World Scientific Publishing Co. Pte. Ltd..
- Mitsuo Ezaki & Shoichi Ito, 2010. "The Flying-Geese Pattern of East Asian Development: A Computable General Equilibrium Approach," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 7, pages 137-171, World Scientific Publishing Co. Pte. Ltd..
- Kazusuke Tsujimura & Masako Tsujimura, 2010. "A Flow-of-Funds Analysis of Quantitative Monetary Policy," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 8, pages 173-193, World Scientific Publishing Co. Pte. Ltd..
- Lawrence R. Klein, 2010. "An Econometric Model of Japanese Economic Growth, 1878–1937," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 9, pages 197-212, World Scientific Publishing Co. Pte. Ltd..
- Lawrence R. Klein & Yoichi Shinkai, 2010. "An Econometric Model of Japan, 1930–1959," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 10, pages 213-239, World Scientific Publishing Co. Pte. Ltd..
- Lawrence R. Klein & Shinichi Ichimura, 2010. "Osaka ISER Model I: An Outline of the Model," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 11, pages 241-286, World Scientific Publishing Co. Pte. Ltd..
- Shinichi Ichimura & Lawrence R. Klein, 2010. "Osaka ISER Model III: Dynamic Properties of the Model," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 13, pages 320-341, World Scientific Publishing Co. Pte. Ltd..
- Kanemi Ban, 2010. "The Japan Model for World Project LINK," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 14, pages 343-378, World Scientific Publishing Co. Pte. Ltd..
- Mitsuo Saito, 2010. "The Saito Model of the Japanese Economy," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 15, pages 379-391, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada, 2010. "High Frequency Model vs. Consensus Forecast," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 16, pages 393-409, World Scientific Publishing Co. Pte. Ltd..
- Shuntaro Shishido & Akira Kawakami & Kiyoshi Tamashiro, 2010. "Policy Alternatives for Japan Toward 2020," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 17, pages 411-453, World Scientific Publishing Co. Pte. Ltd..
- Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010. "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series 136, Frankfurt School of Finance and Management.
- Kappel, Robert, 2010. "On the Economics of Regional Powers: Comparing China, India, Brazil, and South Africa," GIGA Working Papers 145, GIGA German Institute of Global and Area Studies.
- Kappel, Robert, 2010. "Verschiebung der globalen Machtverhältnisse durch den Aufstieg von Regionalen Führungsmächten: China, Indien, Brasilien und Südafrika [The Rise of Regional Powers and Shifting Global Relations:Comp," GIGA Working Papers 146, GIGA German Institute of Global and Area Studies.
- Meng, Annika, 2010. "Long-term Care Responsibility and its Opportunity Costs," Ruhr Economic Papers 168, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
2009
- Houssou, Nazaire & Zeller, Manfred, 2009. "Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests," 2009 Conference, August 16-22, 2009, Beijing, China 51454, International Association of Agricultural Economists.
- Houssou, Nazaire & Zeller, Manfred, 2010.
"Targeting the Poor and Smallholder Farmers Empirical Evidence from Malawi,"
Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 49(4), pages 1-18.
- Houssou, Nazaire & Zeller, Manfred, 2009. "Targeting the poor and smallholder farmers: empirical evidence from Malawi," Research in Development Economics and Policy (Discussion Paper Series) 57988, Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics.
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011.
"Adaptive Experimental Design Using the Propensity Score,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 96-108.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008. "Adaptive Experimental Design Using the Propensity Score," MPRA Paper 8315, University Library of Munich, Germany.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009. "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers 47107, Yale University, Economic Growth Center.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 59, Yale University, Department of Economics.
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University.
- Asli EKMEKCI & Murat KASIMOGLU & Mirela CRISTEA, 2009. "The analysis of localized competition among organizations and a research in banking sector," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 81-90, May.
- Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), 2009. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 7, number book:y:2009:n:07:mon, june.
- Francq, Christian & Zakoïan, Jean-Michel, 2009.
"Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 313-324.
- Christian Francq & Jean-Michel Zakoïan, 2008. "Testing the Nullity of GARCH Coefficients : Correction of the Standard Tests and Relative Efficiency Comparisons," Working Papers 2008-04, Center for Research in Economics and Statistics.
- Francq, Christian & Zakoian, Jean-Michel, 2008. "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper 16672, University Library of Munich, Germany.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009.
"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- Tom Doan, "undated". "RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009," Statistical Software Components RTZ00002, Boston College Department of Economics.
- Onatski, Alexei & Uhlig, Harald, 2012.
"Unit Roots In White Noise,"
Econometric Theory,
Cambridge University Press, vol. 28(3), pages 485-508, June.
- Onatski, Alexei & Uhlig, Harald, 2009. "Unit Roots in White Noise," MPRA Paper 14057, University Library of Munich, Germany.
- Harald Uhlig & Alexei Onatski, 2009. "Unit Roots in White Noise," Working Papers 2009-004, Becker Friedman Institute for Research In Economics.
- Lee, David S. & Mas, Alexandre, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Institute for Research on Labor and Employment, Working Paper Series qt1j93n8gj, Institute of Industrial Relations, UC Berkeley.
- Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2011.
"Econometric methods for causal evaluation of education policies and practices: a non-technical guide,"
Education Economics, Taylor & Francis Journals, vol. 19(2), pages 109-137.
- Martin Schlotter & Guido Schwerdt & Ludger Woessmann, 2009. "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," CESifo Working Paper Series 2877, CESifo.
- Schlotter, Martin & Schwerdt, Guido & Woessmann, Ludger, 2010. "Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide," IZA Discussion Papers 4725, Institute of Labor Economics (IZA).
- Schlotter, Martin & Schwerdt, Guido & Wößmann, Ludger, 2011. "Econometric methods for causal evaluation of education policies and practices: A non-technical guide," Munich Reprints in Economics 19780, University of Munich, Department of Economics.
- Felipe Lozano R., 2009. "Evaluating An Alternative To Finance Higher Education: Human Capital Contracts In Colombia," Revista de Economía del Rosario, Universidad del Rosario, November.
- Gustavo Solórzano Andrade & Iván Rivadeneyra Camino & Luis Ángel Guamán Lazo, 2009. "Cambio estructural en la competitividad ecuatoriana después de la dolarización," Revista de Economía del Caribe 8810, Universidad del Norte.
- Unknown & Dennis Carlton, 2009.
"Why We Need to Measure the Effect of Merger Policy and How to Do It,"
CPI Journal, Competition Policy International, vol. 5.
- Dennis W. Carlton, 2009. "Why We Need to Measure the Effect of Merger Policy and How to Do It," NBER Working Papers 14719, National Bureau of Economic Research, Inc.
- Graciela Chichilnisky, 2011.
"The Limits of Econometrics: Nonparametric Estimation in Hilbert Spaces,"
Chapters, in: Miroslav Verbic (ed.), Advances in Econometrics - Theory and Applications,
IntechOpen.
- Chichilnisky, Graciela, 2009. "The Limits Of Econometrics: Nonparametric Estimation In Hilbert Spaces," Econometric Theory, Cambridge University Press, vol. 25(4), pages 1070-1086, August.
- Razvan STEFANESCU & Ramona DUMITRIU, 2009. "Impact of the Global Crisis on the Financial Linkages between the Stock Market and the Foreign Exchange Market from Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 255-270.
- Yamada, Ken, 2011.
"Labor supply responses to the 1990s Japanese tax reforms,"
Labour Economics, Elsevier, vol. 18(4), pages 539-546, August.
- Ken Yamada, 2009. "Labor Supply Responses to the 1990s Japanese Tax Reforms," Working Papers 12-2009, Singapore Management University, School of Economics.
- Ken Yamada, 2009. "Labor Supply Responses to the 1990s Japanese Tax Reforms," Labor Economics Working Papers 23047, East Asian Bureau of Economic Research.
- Oxley, Les & Reale, Marco & Wilson, Granville Tunnicliffe, 2009.
"Constructing structural VAR models with conditional independence graphs,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2910-2916.
- Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008. "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics 08/19, University of Canterbury, Department of Economics and Finance.
- Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020.
"A Dynamic CAPM with Supply Effect: Theory and Empirical Results,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 100, pages 3517-3544,
World Scientific Publishing Co. Pte. Ltd..
- Lee, Cheng-Few & Tsai, Chiung-Min & Lee, Alice C., 2009. "A dynamic CAPM with supply effect: Theory and empirical results," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 811-828, August.
- Yanqin Fan & Sang Soo Park, 2009.
"Partial identification of the distribution of treatment effects and its confidence sets,"
Advances in Econometrics, in: Nonparametric Econometric Methods, pages 3-70,
Emerald Group Publishing Limited.
- Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
- Eva Ryšavá & Elisa Galeotti, 2009. "Determinants of FDI in Czech Manufacturing Industries between 2000-2006," Working Papers IES 2009/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2009.
- Matteo Modena, 2009. "An Empirical Investigation of the Lucas Hypothesis: the Yield Curve and Non Linearity in the Money-Output Relationship," Working Papers 2010_15, Business School - Economics, University of Glasgow, revised Jun 2010.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2010.
"Behavioral econometrics for psychologists,"
Journal of Economic Psychology, Elsevier, vol. 31(4), pages 553-576, August.
- Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & Elisabet E. Rutstroem, 2007. "Behavioral Econometrics for Psychologists," Department of Economics Working Papers 2007_08, Durham University, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2009. "Behavioral Econometrics for Psychologists," Working Papers 04-2009, Copenhagen Business School, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabeth E., 2007. "Behavioral Econometrics for Psychologists," Working Papers 18-2007, Copenhagen Business School, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Hole, Arne Risa & Rutström, Elisabet E., 2009. "Non-Linear Mixed Logit and the Characterization of Individual Heterogeneity," Working Papers 06-2009, Copenhagen Business School, Department of Economics.
- Andersen, Steffen & Fountain, John & Harrison, Glenn W. & Rutström, Elisabet E., 2009. "Estmating Aversion to Uncertainty," Working Papers 07-2009, Copenhagen Business School, Department of Economics.
- Martinsson, Gustav, 2009. "Finance and R&D Investments - is there a debt overhang effect on R&D investments?," Working Paper Series in Economics and Institutions of Innovation 174, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Almasri, Abdullah, 2009. "Applying Wavelet Variance on Swedish Wind Speed Data," CAFO Working Papers 2009:13, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
- Almasri, Abdullah, 2009. "Testing the Periodicity on the Swedish Varve Data," CAFO Working Papers 2009:14, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011.
"Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
- Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
- Elena Biewen & Gerd Ronning & Martin Rosemann, 2009. "IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten," IAW Discussion Papers 53, Institut für Angewandte Wirtschaftsforschung (IAW).
- Denny Permatasari & Nur Iriawan, 2009. "Pemodelan Kurva Imbal Hasil Obligasi Korporasi Rating Aa Dan A Dengan Nelson Siegel Svensson Dan Cubic Spline Smoothing," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 11(4), pages 1-120, April.
- Denny Permatasari & Nur Iriawan, 2009. "Pemodelan Kurva Imbal Hasil Obligasi Korporasi Rating Aa Dan A Dengan Nelson Siegel Svensson Dan Cubic Spline Smoothing," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 11(4), pages 293-322, April.
- Battistin, Erich & Chesher, Andrew, 2014.
"Treatment effect estimation with covariate measurement error,"
Journal of Econometrics, Elsevier, vol. 178(2), pages 707-715.
- Erich Battistin & Andrew Chesher, 2009. "Treatment effect estimation with covariate measurement error," CeMMAP working papers CWP25/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ali Alichi & Rabah Arezki, 2012.
"An alternative explanation for the resource curse: the income effect channel,"
Applied Economics, Taylor & Francis Journals, vol. 44(22), pages 2881-2894, August.
- Arezki, Rabah & Alichi, Ali, 2009. "An Alternative Explanation for the Resource Curse: The Income Effect Channel," MPRA Paper 17130, University Library of Munich, Germany.
- Ali Alichi & Rabah Arezki, 2009. "An Alternative Explanation for the Resource Curse; The Income Effect Channel," IMF Working Papers 09/112, International Monetary Fund.
- Ali Alichi & Rabah Arezki, 2012.
"An alternative explanation for the resource curse: the income effect channel,"
Applied Economics, Taylor & Francis Journals, vol. 44(22), pages 2881-2894, August.
- Arezki, Rabah & Alichi, Ali, 2009. "An Alternative Explanation for the Resource Curse: The Income Effect Channel," MPRA Paper 17130, University Library of Munich, Germany.
- Ali Alichi & Mr. Rabah Arezki, 2009. "An Alternative Explanation for the Resource Curse: The Income Effect Channel," IMF Working Papers 2009/112, International Monetary Fund.
- Paulo Guimarães & Pedro Portugal, 2009.
"A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects,"
Working Papers
w200909, Banco de Portugal, Economics and Research Department.
- Guimaraes, Paulo & Portugal, Pedro, 2009. "A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects," IZA Discussion Papers 3935, Institute of Labor Economics (IZA).
- Bruno Contini, 2011.
"Forecasting Errors: Yet more Problems for Identification?,"
Economia politica, Società editrice il Mulino, issue 2, pages 185-194.
- Bruno Contini, 2008. "Forecasting errors: yet more problems for identification?," LABORatorio R. Revelli Working Papers Series 88, LABORatorio R. Revelli, Centre for Employment Studies.
- Contini, Bruno, 2009. "Forecasting Errors: Yet More Problems for Identification?," IZA Discussion Papers 4035, Institute of Labor Economics (IZA).
- Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009.
"Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 29(i03).
- David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008. "Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit," Tinbergen Institute Discussion Papers 08-062/4, Tinbergen Institute, revised 15 Dec 2008.
- Antonio Páez, 2009. "Recent research in spatial real estate hedonic analysis," Journal of Geographical Systems, Springer, vol. 11(4), pages 311-316, December.
- Alexandra Schmidt & Ajax Moreira & Steven Helfand & Thais Fonseca, 2009.
"Spatial stochastic frontier models: accounting for unobserved local determinants of inefficiency,"
Journal of Productivity Analysis, Springer, vol. 31(2), pages 101-112, April.
- Alexandra M. Schmidt & Ajax R. B. Moreira & Thais C. O. Fonseca & Steven M. Helfand, 2006. "Spatial Stochastic Frontier Models: accounting for unobserved local determinants of inefficiency," Discussion Papers 1220, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Alexandra M. Schmidt & Ajax R. B. Moreira & Thais C. O. Fonseca & Steven M. Helfand, 2015. "Spatial Stochastic Frontier Models: Accounting for Unobserved Local Determinants of Inefficiency," Discussion Papers 0172, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Stephen Hall & Sahar S. Qaqeesh, 2009. "The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome," Discussion Papers in Economics 09/18, Division of Economics, School of Business, University of Leicester.
- Abdul Ghafoor & Khalid Mustafa & Khalid Mushtaq & Abedullah, 2009. "Cointegration and Causality: An Application to Major Mango Markets in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(1), pages 85-113, Jan-Jun.
- Eduardo Fé & Richard Hofler, 2013.
"Count data stochastic frontier models, with an application to the patents–R&D relationship,"
Journal of Productivity Analysis, Springer, vol. 39(3), pages 271-284, June.
- Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," Economics Discussion Paper Series 0916, Economics, The University of Manchester.
- Dennis W. Carlton, 2009. "Why We Need to Measure the Effect of Merger Policy and How to Do It," NBER Working Papers 14719, National Bureau of Economic Research, Inc.
- Jean-Pierre H. Dubé & Jeremy T. Fox & Che-Lin Su, 2009. "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation," NBER Working Papers 14991, National Bureau of Economic Research, Inc.
- Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers 15210, National Bureau of Economic Research, Inc.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009.
"Nuisance parameters, composite likelihoods and a panel of GARCH models,"
OFRC Working Papers Series
2009fe03, Oxford Financial Research Centre.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Papers 2009-W12, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers 458, University of Oxford, Department of Economics.
- Gareth D. Myles, 2009. "Economic Growth and the Role of Taxation - Aggregate Data," OECD Economics Department Working Papers 714, OECD Publishing.
- Gareth D. Myles, 2009. "Economic Growth and the Role of Taxation - Disaggregate Data," OECD Economics Department Working Papers 715, OECD Publishing.
- Necula Ciprian & Radu Alina-Nicoleta, 2009. "Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 610-615, May.
- Kosuke Oya, 2009. "Bias-Corrected Realized Variance under Dependent Microstructure Noise," Discussion Papers in Economics and Business 09-39, Osaka University, Graduate School of Economics.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2009.
"Cointegration and Consumption Risks in Asset Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2009.
"Cointegration and Consumption Risks in Asset Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.
- Simon Wren-Lewis, 2009. "Internal Consistency, Nominal Inertia and the Microfoundation of Macroeconomics," Economics Series Working Papers 450, University of Oxford, Department of Economics.
- Gaurav Nayyar, 2009. "The Demand for Services in India. A Mirror Image of Engel's Law for Food?," Economics Series Working Papers 451, University of Oxford, Department of Economics.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009.
"Nuisance parameters, composite likelihoods and a panel of GARCH models,"
OFRC Working Papers Series
2009fe03, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers 458, University of Oxford, Department of Economics.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Papers 2009-W12, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Thomas Flury, 2009. "Learning and filtering via simulation: smoothly jittered particle filters," Economics Series Working Papers 469, University of Oxford, Department of Economics.
- Kyungchul Song, 2009. "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jose Oliver Q. Suaiso & Dennis S. Mapa, 2009.
"Measuring market risk using extreme value theory,"
Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 46(2), pages 91-121, December.
- Mapa, Dennis S. & Suaiso, Oliver Q., 2009. "Measuring market risk using extreme value theory," MPRA Paper 21246, University Library of Munich, Germany.
- Renfro, Charles G, 2009. "Building and Using a Small Macroeconometric Model: Klein Model I as an Example," MPRA Paper 13102, University Library of Munich, Germany, revised 01 Jan 2009.
- Povh, Martin & Fleten, Stein-Erik, 2009. "Modeling long-term electricity forward prices," MPRA Paper 13162, University Library of Munich, Germany.
- Onatski, Alexei & Uhlig, Harald, 2012.
"Unit Roots In White Noise,"
Econometric Theory, Cambridge University Press, vol. 28(3), pages 485-508, June.
- Onatski, Alexei & Uhlig, Harald, 2009. "Unit Roots in White Noise," MPRA Paper 14057, University Library of Munich, Germany.
- Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011.
"Efficient Estimation of an Additive Quantile Regression Model,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(1), pages 46-62, March.
- Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009. "Efficient Estimation of an Additive Quantile Regression Model," MPRA Paper 14388, University Library of Munich, Germany.
- Li, Jia, 2009. "Finance-growth Nexus in China: A Channel Decomposition Analysis," MPRA Paper 14409, University Library of Munich, Germany.
- Pereira, Vítor, 2009. "Factores explicativos do crescimento do PIB português [Explanatory factors of GDP growth Portuguese]," MPRA Paper 14531, University Library of Munich, Germany.
- Onour, Ibrahim, 2009. "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper 14937, University Library of Munich, Germany.
- Ibrahim Onour, "undated".
"Financial Integration of North Africa Stock Markets,"
API-Working Paper Series
0908, Arab Planning Institute - Kuwait, Information Center.
- Onour, Ibrahim, 2009. "Financial Integration of North Africa Stock Markets," MPRA Paper 14938, University Library of Munich, Germany.
- Mynbaev, Kairat, 2009. "OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version," MPRA Paper 15153, University Library of Munich, Germany.
- Obinyeluaku, Moses & Viegi, Nicola, 2009. "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper 15372, University Library of Munich, Germany.
- 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.
- Gan, Jumwu, 2009. "Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process," MPRA Paper 15596, University Library of Munich, Germany.
- Aguirregabiria, Victor, 2009. "Econometric Issues and Methods in the Estimation of Production Functions," MPRA Paper 15973, University Library of Munich, Germany.
- Aguirregabiria, Victor, 2009. "Some Notes on Sample Selection Models," MPRA Paper 15974, University Library of Munich, Germany.
- Olayeni, Olaolu Richard, 2009. "A small open economy model for Nigeria: a BVAR-DSGE approach," MPRA Paper 16180, University Library of Munich, Germany.
- Kristoufek, Ladislav, 2009. "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper 16424, University Library of Munich, Germany.
- Asghar, Zahid, 2009. "ELG hypothesis is valid for India: An Evidence from Structural Causality," MPRA Paper 16429, University Library of Munich, Germany.
- Kristoufek, Ladislav, 2009. "R/S analysis and DFA: finite sample properties and confidence intervals," MPRA Paper 16446, University Library of Munich, Germany.
- Hussain, Karrar, 2009. "Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan," MPRA Paper 16486, 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.
- Nickl, Richard & Pötscher, Benedikt M., 2009. "Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference," MPRA Paper 16608, University Library of Munich, Germany.
- Harin, Alexander, 2009. "Разрывы В Шкале Вероятностей. Расчет Величин Разрывов [Ruptures in the probability scale. Calculation of ruptures’ values]," MPRA Paper 16663, University Library of Munich, Germany.
- Izhar, Ahmad & Tariq, Masood, 2009. "Impact of Institutional Credit on Aggregate Agricultural Production in India during Post Reform Period," MPRA Paper 17075, University Library of Munich, Germany.
- Ali Alichi & Rabah Arezki, 2012.
"An alternative explanation for the resource curse: the income effect channel,"
Applied Economics, Taylor & Francis Journals, vol. 44(22), pages 2881-2894, August.
- Ali Alichi & Mr. Rabah Arezki, 2009. "An Alternative Explanation for the Resource Curse: The Income Effect Channel," IMF Working Papers 2009/112, International Monetary Fund.
- Arezki, Rabah & Alichi, Ali, 2009. "An Alternative Explanation for the Resource Curse: The Income Effect Channel," MPRA Paper 17130, University Library of Munich, Germany.
- Caner, Mehmet & Morrill, Melinda, 2009.
"A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated,"
MPRA Paper
16790, University Library of Munich, Germany.
- Caner, Mehmet & Sandler Morrill, Melinda, 2009. "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper 17689, University Library of Munich, Germany.
- Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Chin-Hong Puah, 2009.
"Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions,"
Global Economic Review, Taylor & Francis Journals, vol. 38(4), pages 385-395.
- Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong, 2009. "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," MPRA Paper 17715, University Library of Munich, Germany.
- Alia, Didier & Chassem Tchatchum, Nacisse Palissy, 2009. "Commerce, finance et croissance économique au Cameroun [Commerce, finance and economics growth in Cameroun]," MPRA Paper 17737, University Library of Munich, Germany.
- Hamrita, Mohamed Essaied & Ben Abdallah, Nidhal & Ben Ammou, Samir, 2009. "The Multi-Scale Interaction between Interest Rate, Exchange Rate and Stock Price," MPRA Paper 18424, University Library of Munich, Germany.
- Mohammed, Shehu Tijjani, 2009. "Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence," MPRA Paper 18452, University Library of Munich, Germany.
- Onour, Ibrahim, 2009. "Rational bubbles and volatility persistence in India stock market," MPRA Paper 18545, University Library of Munich, Germany.
- Skribans, Valerijs, 2009. "Влияние Трудовой Эмиграции На Рынок Труда В Латвии [Influence of Labour Migration on Latvia's Labour Market]," MPRA Paper 18771, University Library of Munich, Germany.
- Boubacar Mainassara, Yacouba, 2009. "Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper 18990, University Library of Munich, Germany.
- Skribans, Valerijs, 2009. "Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku [Influence of the Crisis and 2009 Tax Policy Changes on the Latvian Economy]," MPRA Paper 19141, University Library of Munich, Germany.
- Md Shoaib Ahmed, Shoaib, 2009. "“Exchange Rate Volatility and International Trade Growth: Evidence from Bangladesh”," MPRA Paper 19466, University Library of Munich, Germany.
- Ahmed, Md Shoaib, 2009. "An Empirical Study on Exchange Rate Volatility and it Impacts on Bilateral Export Growth: Evidence from Bangladesh," MPRA Paper 19567, University Library of Munich, Germany.
- Pacifico, Daniele, 2009. "Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata," MPRA Paper 19578, University Library of Munich, Germany.
- Atiq-ur-Rehman, 2011.
"Impact of Model Specification Decisions on Unit Root Tests,"
International Econometric Review (IER), Econometric Research Association, vol. 3(2), pages 22-33, September.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
- Skribans, Valerijs, 2009. "Būvniecības nozares prognozēšanas modelis [Construction branch forecasting model]," MPRA Paper 20393, University Library of Munich, Germany, revised 2009.
- Mapa, Dennis S & Sandoval, Monica Flerida B & Yap, David Joseph Emmanuel B, 2009. "Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter," MPRA Paper 20681, University Library of Munich, Germany.
- Pavlyuk, Dmitry, 2009. "Statistical Analysis of the Relationship between Public Transport Accessibility and Flat Prices in Riga," MPRA Paper 20921, University Library of Munich, Germany.
- Jose Oliver Q. Suaiso & Dennis S. Mapa, 2009.
"Measuring market risk using extreme value theory,"
Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 46(2), pages 91-121, December.
- Mapa, Dennis S. & Suaiso, Oliver Q., 2009. "Measuring market risk using extreme value theory," MPRA Paper 21246, University Library of Munich, Germany.
- Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
- Khan, Zahid & Asghar, Zahid, 2009. "Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan," MPRA Paper 22091, University Library of Munich, Germany, revised 10 Apr 2010.
- Balcombe, Kelvin, 2009. "The Nature and Determinants of Volatility in Agricultural Prices," MPRA Paper 24819, University Library of Munich, Germany.
- Aritenang, Adiwan F., 2009. "The Impact of Government Budget shifts to Regional Disparities in Indonesia: Before and After Decentralisation," MPRA Paper 25243, University Library of Munich, Germany.
- Peter Julian A Cayton & Dennis S Mapa & Mary Therese A Lising, 2010.
"Estimating Value At Risk Var Using Tivex Pot Models,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(2), pages 152-170.
- Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
- Mahmud, Hassan, 2009. "Oil Price Shocks and Monetary Policy Aggregates in Nigeria: A Structural VAR Approach," MPRA Paper 25908, University Library of Munich, Germany.
- Skribans, Valerijs, 2009. "Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi [Taxes income modeling with system dynamic method]," MPRA Paper 27096, University Library of Munich, Germany.
- Kairat T. Mynbaev, 2011.
"Regressions with asymptotically collinear regressors,"
Econometrics Journal, Royal Economic Society, vol. 14(2), pages 304-320, July.
- Mynbaev, Kairat, 2009. "Regressions with Asymptotically Collinear Regressor," MPRA Paper 31315, University Library of Munich, Germany.
- Qian, Hang, 2009. "Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data," MPRA Paper 31509, University Library of Munich, Germany.
- Albu, Lucian-Liviu & Diaconescu, Tiberiu, 2009. "Simulation on long-term correlation between demographic variables and economic growth," MPRA Paper 33003, University Library of Munich, Germany.
- Griffith, Ronnie & Waithe, Kimberly & Lorde, Troy & Craigwell, Roland, 2009. "The contribution of credit unions to the national development of Barbados," MPRA Paper 33439, University Library of Munich, Germany.
- Nyamwange, Mathew, 2009. "Foreign direct investment in Kenya," MPRA Paper 34155, University Library of Munich, Germany.
- Yanqin Fan & Sang Soo Park, 2009.
"Partial identification of the distribution of treatment effects and its confidence sets,"
Advances in Econometrics, in: Nonparametric Econometric Methods, pages 3-70,
Emerald Group Publishing Limited.
- Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
- Ramon Antonio, Rosales Alvarez & Jorge Andres, Perdomo Calvo & Carlos Andres, Morales Torrado & Jaime Alejandro, Urrego Mondragon, 2009. "Fundamentos de econometría intermedia: Teoría y aplicaciones [Intermediate economics: Theory and applications]," MPRA Paper 37183, University Library of Munich, Germany.
- Bandi, Federico & Corradi, Valentina & Moloche, Guillermo, 2009. "Bandwidth selection for continuous-time Markov processes," MPRA Paper 43682, University Library of Munich, Germany.
- Papageorgiou, Theofanis & Michaelides, Panayotis G. & Milios, John, 2009. "Economic Fluctuations, Cyclical Regularities and Technological Change: The U.S. Food Sector (1958–2006)," MPRA Paper 67115, University Library of Munich, Germany.
- Tudorel Andrei & Ani Matei & Stelian Stancu & Bogdan Oancea, 2009. "Some notes about decentralization process implications on public administration corruption in romania," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(1), pages 26-37.
- David S. Lee & Alexandre Mas, 2012.
"Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961--1999,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(1), pages 333-378.
- Lee, David S. & Mas, Alexandre, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Institute for Research on Labor and Employment, Working Paper Series qt1j93n8gj, Institute of Industrial Relations, UC Berkeley.
- David S. Lee & Alexandre Mas, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Working Papers 1136, Princeton University, Department of Economics, Center for Economic Policy Studies..
- David Lee & Alexandre Mas, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," NBER Working Papers 14709, National Bureau of Economic Research, Inc.
- David S. Lee & Alexandre Mas, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Working Papers 1117, Princeton University, Department of Economics, Industrial Relations Section..
- David S. Lee & Alexandre Mas, 2012.
"Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961--1999,"
The Quarterly Journal of Economics, Oxford University Press, vol. 127(1), pages 333-378.
- Lee, David S. & Mas, Alexandre, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Institute for Research on Labor and Employment, Working Paper Series qt1j93n8gj, Institute of Industrial Relations, UC Berkeley.
- David S. Lee & Alexandre Mas, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Working Papers 1136, Princeton University, Department of Economics, Center for Economic Policy Studies..
- David Lee & Alexandre Mas, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," NBER Working Papers 14709, National Bureau of Economic Research, Inc.
- David S. Lee & Alexandre Mas, 2009. "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Working Papers 1117, Princeton University, Department of Economics, Industrial Relations Section..
- Jesse Rothstein, 2010.
"Is the EITC as Good as an NIT? Conditional Cash Transfers and Tax Incidence,"
American Economic Journal: Economic Policy, American Economic Association, vol. 2(1), pages 177-208, February.
- Jesse Rothstein, 2009. "Is the EITC as Good as an NIT? Conditional Cash Transfers and Tax Incidence," Working Papers 1160, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Jesse Rothstein, 2010.
"Is the EITC as Good as an NIT? Conditional Cash Transfers and Tax Incidence,"
American Economic Journal: Economic Policy, American Economic Association, vol. 2(1), pages 177-208, February.
- Jesse Rothstein, 2009. "Is the EITC as Good as an NIT? Conditional Cash Transfers and Tax Incidence," Working Papers 1160, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Burton G. Malkiel & Atanu Saha & Alex Grecu, 2009. "The Clustering of Extreme Movements: Stock Prices and the Weather," Working Papers 1162, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Burton G. Malkiel & Atanu Saha & Alex Grecu, 2009. "The Clustering of Extreme Movements: Stock Prices and the Weather," Working Papers 1162, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Alan S. Blinder & Alan B. Krueger, 2013.
"Alternative Measures of Offshorability: A Survey Approach,"
Journal of Labor Economics, University of Chicago Press, vol. 31(S1), pages 97-128.
- Alan S. Blinder & Alan B. Krueger, 2009. "Alternative Measures of Offshorability: A Survey Approach," NBER Working Papers 15287, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Alan B. Krueger, 2009. "Alternative Measures of Offshorability: A Survey Approach," Working Papers 1169, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Alan S. Blinder & Alan B. Krueger, 2013.
"Alternative Measures of Offshorability: A Survey Approach,"
Journal of Labor Economics, University of Chicago Press, vol. 31(S1), pages 97-128.
- Alan S. Blinder & Alan B. Krueger, 2009. "Alternative Measures of Offshorability: A Survey Approach," NBER Working Papers 15287, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Alan B. Krueger, 2009. "Alternative Measures of Offshorability: A Survey Approach," Working Papers 1169, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Morris M. Kleiner & Alan B. Krueger, 2013.
"Analyzing the Extent and Influence of Occupational Licensing on the Labor Market,"
Journal of Labor Economics, University of Chicago Press, vol. 31(S1), pages 173-202.
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1165, Princeton University, Department of Economics, Industrial Relations Section..
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1178, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," NBER Working Papers 14979, National Bureau of Economic Research, Inc.
- Kleiner, Morris M. & Krueger, Alan B., 2011. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," IZA Discussion Papers 5505, Institute of Labor Economics (IZA).
- Morris M. Kleiner & Alan B. Krueger, 2013.
"Analyzing the Extent and Influence of Occupational Licensing on the Labor Market,"
Journal of Labor Economics, University of Chicago Press, vol. 31(S1), pages 173-202.
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1165, Princeton University, Department of Economics, Industrial Relations Section..
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1178, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," NBER Working Papers 14979, National Bureau of Economic Research, Inc.
- Kleiner, Morris M. & Krueger, Alan B., 2011. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," IZA Discussion Papers 5505, Institute of Labor Economics (IZA).
- Pinelopi Koujianou Goldberg & Amit Kumar Khandelwal & Nina Pavcnik & Petia Topalova, 2010.
"Imported Intermediate Inputs and Domestic Product Growth: Evidence from India,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(4), pages 1727-1767.
- Pinelopi K. Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2008. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," NBER Working Papers 14416, National Bureau of Economic Research, Inc.
- Pinelopi Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2009. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," Working Papers 1179, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Pinelopi Koujianou Goldberg & Amit Kumar Khandelwal & Nina Pavcnik & Petia Topalova, 2010.
"Imported Intermediate Inputs and Domestic Product Growth: Evidence from India,"
The Quarterly Journal of Economics, Oxford University Press, vol. 125(4), pages 1727-1767.
- Pinelopi K. Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2008. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," NBER Working Papers 14416, National Bureau of Economic Research, Inc.
- Pinelopi Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2009. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," Working Papers 1179, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Gregory C. Chow, 2009. "Important Lessons from Studying the Chinese Economy," Working Papers 1198, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Gregory C. Chow, 2009. "Important Lessons from Studying the Chinese Economy," Working Papers 1198, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Dean E. Spears, 2009. "Bounded Rationality as Deliberation Costs: Theory and Evidence from a Pricing Field Experiment in India," Working Papers 1199, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Dean E. Spears, 2009. "Bounded Rationality as Deliberation Costs: Theory and Evidence from a Pricing Field Experiment in India," Working Papers 1199, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Takeshi Matsui, 2009. "The Diffusion of Foreign Cultural Products: The Case Analysis of Japanese Comics (Manga) Market in the US," Working Papers 1138, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Arts and Cultural Policy Studies..
- Tara Watson & Sara McLanahan, 2011.
"Marriage Meets the Joneses: Relative Income, Identity, and Marital Status,"
Journal of Human Resources, University of Wisconsin Press, vol. 46(3), pages 482-517.
- Tara Watson & Sara McLanahan, 2009. "Marriage Meets the Joneses: Relative Income, Identity, and Marital Status," NBER Working Papers 14773, National Bureau of Economic Research, Inc.
- Tara Watson & Sara McLanahan, 2009. "Marriage Meets the Joneses: Relative Income, Identity, and Marital Status," Working Papers 1141, Princeton University, School of Public and International Affairs, Center for Research on Child Wellbeing..
- Tara Watson & Sara McLanahan, 2010. "Marriage Meets the Joneses: Relative Income, Identity, and Marital Status," Department of Economics Working Papers 2010-06, Department of Economics, Williams College.
- David S. Lee & Thomas Lemieux, 2010.
"Regression Discontinuity Designs in Economics,"
Journal of Economic Literature, American Economic Association, vol. 48(2), pages 281-355, June.
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," NBER Working Papers 14723, National Bureau of Economic Research, Inc.
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," Working Papers 1118, Princeton University, Department of Economics, Industrial Relations Section..
- Morris M. Kleiner & Alan B. Krueger, 2013.
"Analyzing the Extent and Influence of Occupational Licensing on the Labor Market,"
Journal of Labor Economics, University of Chicago Press, vol. 31(S1), pages 173-202.
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1178, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1165, Princeton University, Department of Economics, Industrial Relations Section..
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," NBER Working Papers 14979, National Bureau of Economic Research, Inc.
- Kleiner, Morris M. & Krueger, Alan B., 2011. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," IZA Discussion Papers 5505, Institute of Labor Economics (IZA).
- David S. Lee & Justin McCrary, 2009. "The Deterrence Effect of Prison: Dynamic Theory and Evidence," Working Papers 1171, Princeton University, Department of Economics, Industrial Relations Section..
- David Card & David S. Lee & Zhuan Pei, 2009. "Quasi-Experimental Identification and Estimation in the Regression Kink Design," Working Papers 1206, Princeton University, Department of Economics, Industrial Relations Section..
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs In Economics," Working Papers 1118, Princeton University, Department of Economics, Industrial Relations Section..
- David S. Lee & Justin McCrary, 2009. "The Deterrence Effect of Prison: Dynamic Theory and Evidence," Working Papers 1171, Princeton University, Department of Economics, Industrial Relations Section..
- David Card & David S. Lee & Zhuan Pei, 2009. "Quasi-Experimental Identification and Estimation in the Regression Kink Design," Working Papers 1206, Princeton University, Department of Economics, Industrial Relations Section..
- Morris M. Kleiner & Alan B. Krueger, 2009. "Analyzing the Extent and Influence of Occupational Licensing on the Labor Market," Working Papers 1165, Princeton University, Department of Economics, Industrial Relations Section..
- Thomas J. Espenshade & Analia S. Olgiati & Simon A. Levin, 2009. "On Weak and Strong Population Momentum," Working Papers 1167, Princeton University, Woodrow Wilson School of Public and International Affairs, Office of Population Research..
- Anne Case & Christina Paxson, 2009. "The impact of the AIDS pandemic on health services in Africa: Evidence from Demographic Health Surveys," Working Papers 1139, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
- Guimaraes, Paulo & Portugal, Pedro, 2009.
"A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects,"
IZA Discussion Papers
3935, Institute of Labor Economics (IZA).
- Paulo Guimarães & Pedro Portugal, 2009. "A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects," Working Papers w200909, Banco de Portugal, Economics and Research Department.
- Aivazian, Sergei & Afanasiev, Mikhail, 2009. "Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 15(3), pages 43-55.
- Aivazian , Sergei & Afanasiev , Mikhail & Afanasyev, Alexander, 2009. "Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 16(4), pages 46-59.
- Varshavsky, Alexander, 2009. "Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 16(4), pages 116-133.
- Costantini, Valeria & Martini, Chiara, 2010.
"The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data,"
Energy Economics, Elsevier, vol. 32(3), pages 591-603, May.
- Valeria Costantini & Chiara Martini, 2009. "The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data," Departmental Working Papers of Economics - University 'Roma Tre' 0102, Department of Economics - University Roma Tre.
- S.P. Jayasooriya, 2009. "A Dynamic Equilibrium between Inflation and Minimum Wages in Sri Lanka," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 3(2), pages 113-132, April.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009.
"Nuisance parameters, composite likelihoods and a panel of GARCH models,"
Economics Papers
2009-W12, Economics Group, Nuffield College, University of Oxford.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," OFRC Working Papers Series 2009fe03, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers 458, University of Oxford, Department of Economics.
- Yamada, Ken, 2011.
"Labor supply responses to the 1990s Japanese tax reforms,"
Labour Economics, Elsevier, vol. 18(4), pages 539-546, August.
- Ken Yamada, 2009. "Labor Supply Responses to the 1990s Japanese Tax Reforms," Labor Economics Working Papers 23047, East Asian Bureau of Economic Research.
- Ken Yamada, 2009. "Labor Supply Responses to the 1990s Japanese Tax Reforms," Working Papers 12-2009, Singapore Management University, School of Economics.
- Carl Lyttkens, 2009.
"Why the econometrician is in good spirits: a workshop through the looking glass,"
The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(3), pages 239-242, July.
- Carl Hampus Lyttkens, 2007. "Why the Econometrician is in Good Spirits – a workshop through the looking glass," Health, Econometrics and Data Group (HEDG) Working Papers 07/26, HEDG, c/o Department of Economics, University of York.
- Lyttkens, Carl Hampus, 2007. "Why the Econometrician is in Good Spirits – a workshop through the looking glass," Working Papers 2007:19, Lund University, Department of Economics.
- Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Chin-Hong Puah, 2009.
"Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions,"
Global Economic Review, Taylor & Francis Journals, vol. 38(4), pages 385-395.
- Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong, 2009. "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," MPRA Paper 17715, University Library of Munich, Germany.
- Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2009. "Efficient Estimation of an Additive Quantile Regression," Tinbergen Institute Discussion Papers 09-104/4, Tinbergen Institute.
- Cleyzer Adrian da Cunha & Alcido Elenor Wander, 2009. "STAR unit root test e os preços da cana-de-açúcar no Brasil: evidências empíricas não lineares," Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG 001, Curso de Ciencias Economicas da Universidade Federal de Goias - FACE.
- Nunzio Cappuccio & Diego Lubian, 2010.
"The fragility of the KPSS stationarity test,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(2), pages 237-253, June.
- Nunzio Cappuccio & Diego Lubian, 2009. "The Fragility of the KPSS Stationarity Test," Working Papers 67/2009, University of Verona, Department of Economics.
- Qian Chen & David Giles, 2012.
"Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates,"
Statistical Papers, Springer, vol. 53(2), pages 409-426, May.
- Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates," Econometrics Working Papers 0906, Department of Economics, University of Victoria.
- Qian Chen & David E. Giles, 2009. "Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates," Econometrics Working Papers 0907, Department of Economics, University of Victoria.
- Patev Plamen & Kanaryan Nigokhos & Lyroudi Katerina, 2009. "Modelling and Forecasting the Volatility of Thin Emerging Stock Markets: the Case of Bulgaria," Comparative Economic Research, Sciendo, vol. 12(4), pages 47-60, January.
- Dinghai Xu, 2009. "The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey," Working Papers 0904, University of Waterloo, Department of Economics, revised Sep 2009.
- Ngoc-Anh Vo Thi, 2009. "Banking Market Liberalization and Bank Performance: the Role of Entry Modes," William Davidson Institute Working Papers Series wp948, William Davidson Institute at the University of Michigan.
- Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2020.
"Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 50, pages 1845-1901,
World Scientific Publishing Co. Pte. Ltd..
- Han-Hsing Lee & Ren-Raw Chen & Cheng-Few Lee, 2009. "Empirical Studies Of Structural Credit Risk Models And The Application In Default Prediction: Review And New Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 629-675.
- Hasan Ağan Karaduman, 2009. "Türkiye'de Enflasyon Eşiklerinin Büyümeye Etkisi," Working Papers 0024, Yildiz Technical University, Department of Economics, revised Nov 2009.
- Breitung, Jörg & Eickmeier, Sandra, 2011.
"Testing for structural breaks in dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 163(1), pages 71-84, July.
- Breitung, Jörg & Eickmeier, Sandra, 2009. "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies 2009,05, Deutsche Bundesbank.
2008
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008.
"Measuring downside risk - realised semivariance,"
OFRC Working Papers Series
2008fe01, Oxford Financial Research Centre.
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008. "Measuring downside risk — realised semivariance," CREATES Research Papers 2008-42, Department of Economics and Business Economics, Aarhus University.
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008. "Measuring downside risk-realised semivariance," Economics Papers 2008-W02, Economics Group, Nuffield College, University of Oxford.
- George C. Galster, 2008. "Quantifying the Effect of Neighbourhood on Individuals: Challenges, Alternative Approaches, and Promising Directions," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 128(1), pages 7-48.
- Jongeneel, Roelof A. & Tonini, Axel, 2008. "The 'Milk Quotas Rent Puzzle' In The Eu: Economic Significance, Review, And Policy Relevance," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44796, European Association of Agricultural Economists.
- Galluzzo, Nicola, 2008. "The Impact Of Ii Pillar On The Multifunctionality In Italian Farms: Analysis On The Farm Holidays," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44850, European Association of Agricultural Economists.
- Bezlepkina, Irina V. & Jongeneel, Roelof A. & Karaczun, Zbigniew, 2008. "New Member States And Cross Compliance: The Case Of Poland," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44852, European Association of Agricultural Economists.
- Acciani, Claudio & Fucilli, Vincenzo & Sardaro, Ruggiero, 2008. "Model Tree: An Application In Real Estate Appraisal," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44853, European Association of Agricultural Economists.
- Nicola, Danieli Scalcon & Freitas, Clailton Ataides & Paz, Marlon Vidal, 2008. "Previsão Dos Preços Do Açúcar E Análise Da Sua Volatilidade No Mercado Futuro Brasileiro (2003 A 2007): Uma Aplicação De Modelos Da Família Arch," 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brazil 108829, Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER).
- Raluca DRACEA & Cristian STANCIU & Ekrem TUFAN, 2008. "The Impact of the Fiscal Competition on The Migration in European Union," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(36), pages 1267-1273, May.
- Halil Altintas & Hakan Cetintas & Sami Taban, 2008. "Econometric Analysis Of The Relationship Between Budget Deficit, Monetary Growth And Inflation In Turkey- 1992–2006," Anadolu University Journal of Social Sciences, Anadolu University, vol. 8(2), pages 185-208, December.
- Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), 2008. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 6, number book:y:2008:n:06:mon, june.
- Melolinna, Marko, 2008. "Using financial markets information to identify oil supply shocks in a restricted VAR," Research Discussion Papers 9/2008, Bank of Finland.
- Pankaj Sinha & Ashok K. Bansal, 2008.
"Hierarchical Bayes Prediction for the 2008 US Presidential Election,"
Journal of Prediction Markets, University of Buckingham Press, vol. 2(3), pages 47-59, December.
- Sinha, Pankaj & Bansal, Ashok, 2008. "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper 10470, University Library of Munich, Germany.
- Oxley, Les & Reale, Marco & Wilson, Granville Tunnicliffe, 2009.
"Constructing structural VAR models with conditional independence graphs,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2910-2916.
- Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008. "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics 08/19, University of Canterbury, Department of Economics and Finance.
- Bruno Contini, 2011.
"Forecasting Errors: Yet more Problems for Identification?,"
Economia politica, Società editrice il Mulino, issue 2, pages 185-194.
- Bruno Contini, 2008. "Forecasting errors: yet more problems for identification?," LABORatorio R. Revelli Working Papers Series 88, LABORatorio R. Revelli, Centre for Employment Studies.
- Contini, Bruno, 2009. "Forecasting Errors: Yet More Problems for Identification?," IZA Discussion Papers 4035, Institute of Labor Economics (IZA).
- Wong, Woon K, 2008. "A Unique Orthogonal Variance Decomposition," Cardiff Economics Working Papers E2008/10, Cardiff University, Cardiff Business School, Economics Section.
- Nohora Y. Forero Ramírez & Manuel Ramírez Gómez, 2008. "Determinantes de los ingresos laborales de los graduados universitarios durante el período 2001-2004," Documentos de Trabajo 4591, Universidad del Rosario.
- Juan Ricardo Perilla Jiménez, 2008. "Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables," Archivos de Economía 5118, Departamento Nacional de Planeación.
- Nohora Y. Forero Ramírez & Manuel Ramírez Gómez, 2008. "Determinantes de los ingresos laborales de los graduados universitarios en Colombia: un análisis a partir de la Herramienta de Seguimiento a Graduados," Revista de Economía del Rosario, Universidad del Rosario, June.
- Néstor Juan Sanabria Landazábal, 2008. "Estado del Arte, Hasta El primer lustro de los Noventa, de la Demanda residencial de Energía," Revista Equidad y Desarrollo, Universidad de la Salle, June.
- Francq, Christian & Zakoïan, Jean-Michel, 2009.
"Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 313-324.
- Francq, Christian & Zakoian, Jean-Michel, 2008. "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper 16672, University Library of Munich, Germany.
- Christian Francq & Jean-Michel Zakoïan, 2008. "Testing the Nullity of GARCH Coefficients : Correction of the Standard Tests and Relative Efficiency Comparisons," Working Papers 2008-04, Center for Research in Economics and Statistics.
- Dikaios Tserkezos & Konstantinos Tsagarakis, 2008. "A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results," Working Papers 0821, University of Crete, Department of Economics.
- Guasch, J. Luis, 2008. "Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America," UC3M Working papers. Economics we081911, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Guasch, J. Luis & Orte, Manuel De & Pena, Jorge, 2008. "Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey," UC3M Working papers. Economics we082113, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
- Mario Maggioni & Teodora Erika Uberti & Stefano Usai, 2011.
"Treating Patents as Relational Data: Knowledge Transfers and Spillovers across Italian Provinces,"
Industry and Innovation, Taylor & Francis Journals, vol. 18(1), pages 39-67.
- Mario A. Maggioni & Teodora Erika Uberti & Stefano Usai, 2008. "Treating patent as relational data: Knowledge transfers and spillovers across Italian provinces," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis0802, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
- Carlos Bozzoli & Tilman Brück & Thorsten Drautzburg & Simon Sottsas, 2008. "Economic Costs of Mass Violent Conflicts: Final Report for the Small Arms Survey, Geneva, Switzerland," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 42, number pbk42.
- Arpino, Bruno & Mealli, Fabrizia, 2011.
"The specification of the propensity score in multilevel observational studies,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1770-1780, April.
- Arpino, Bruno & Mealli, Fabrizia, 2008. "The specification of the propensity score in multilevel observational studies," MPRA Paper 17407, University Library of Munich, Germany.
- Bruno Arpino & Fabrizia Mealli, 2008. "The specification of the propensity score in multilevel observational studies," Working Papers 006, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
- Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008.
"Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach,"
Journal of Econometrics, Elsevier, vol. 146(2), pages 351-363, October.
- Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2007. "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," CFS Working Paper Series 2008/27, Center for Financial Studies (CFS).
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," PIER Working Paper Archive 07-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," NBER Working Papers 13588, National Bureau of Economic Research, Inc.
- Dennis Fok & Richard Paap & Philip Hans Franses, 2014.
"Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling,"
Econometrics, MDPI, vol. 2(1), pages 1-25, February.
- Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008. "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers EI 2008-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Raluca Dacea & Cristian Stanciu & Narcis Eduard Mitu, 2008. "The Impact of the Fiscal Competition on the Migration in The European Union," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 101-110.
- Paulo A.L.D. Nunes & Laura Onofri & Jasone Cenoz & Durk Gorter, 2008. "Language Diversity in Urban Landscapes: An econometric study," Working Papers 2008.40, Fondazione Eni Enrico Mattei.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009.
"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009.
"Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 29(i03).
- David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008. "Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit," Tinbergen Institute Discussion Papers 08-062/4, Tinbergen Institute, revised 15 Dec 2008.
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"The term structure and the expectations hypothesis: a threshold model,"
MPRA Paper
9611, University Library of Munich, Germany.
- Matteo Modena, 2008. "The Term Structure and the Expectations Hypothesis: a Threshold Model," Working Papers 2008_36, Business School - Economics, University of Glasgow.
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"Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines [Quality of initial vocational training in Moro,"
MPRA Paper
38223, University Library of Munich, Germany.
- Audrey Dumas & Saïd Hanchane, 2008. "Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines," Working Papers halshs-00382948, HAL.
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"Fourth order pseudo maximum likelihood methods,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
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- Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang, 2008. "Independent Component Analysis Via Copula Techniques," SFB 649 Discussion Papers SFB649DP2008-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ernesto Cupé Clemente, 2008. "descomposición dual del R2 en modelos de regresión lineal," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 5-22.
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"Identification With Imperfect Instruments,"
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- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
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- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Hasan Ağan KARADUMAN, 2008. "Türkiye’de Büyüme Hızının Asimetrik Davranışı: Lstar Modeli," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(271), pages 115-132.
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"How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models,"
IMES Discussion Paper Series
08-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Nagakura, 2011. "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," Global COE Hi-Stat Discussion Paper Series gd10-172, Institute of Economic Research, Hitotsubashi University.
- Mukherjee, Sacchidananda & Shah, Zankhana & Kumar, M. Dinesh, 2008.
"Large reservoirs: are they the last Oasis for the survival of cities in India?,"
MPRA Paper
15640, University Library of Munich, Germany.
- Mukherjee, Sacchidananda & Shah, Zankhana, 2008. "Large reservoirs: are they the last oasis for the survival of cities in India?," Conference Papers h041897, International Water Management Institute.
- Marcus Adolphson, 2008. "New urban settlements in a perspective of public and private interests. Case study: a Swedish municipality within the hinterland of the Stockholm city," Journal of Geographical Systems, Springer, vol. 10(4), pages 345-367, December.
- Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008.
"Is It Possible to Construct Derivatives for the Paris Residential Market?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
- Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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- 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.
- Luis Gil-Alana & Rolando Peláez, 2008.
"The persistence of earnings per share,"
Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 425-439, November.
- Luis A. Gil-Alana & Rolando Pelaez, 2008. "The Persistence of Earnings per Share," Faculty Working Papers 08/08, School of Economics and Business Administration, University of Navarra.
- Nadia Saleem, 2008. "Measuring Volatility of Inflation in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 13(2), pages 99-128, Jul-Dec.
- Vicens Otero, José, 2008. "Problemas econométricos de los modelos de diferencias en diferencias," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 26, pages 363-384, Abril.
- Monique Le Guen, 2008. "Ce qu'apporte l'exploration dynamique des données dans l'enseignement de la statistique," Documents de travail du Centre d'Economie de la Sorbonne r08046, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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"Use of propensity scores in non-linear response models: The case for health care expenditures,"
Health, Econometrics and Data Group (HEDG) Working Papers
08/11, HEDG, c/o Department of Economics, University of York.
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- Ariel Pakes, 2008. "Theory and Empirical Work on Imperfectly Competitive Markets," NBER Working Papers 14117, National Bureau of Economic Research, Inc.
- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
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"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Bhattacharya, Debopam & Dupas, Pascaline, 2012.
"Inferring welfare maximizing treatment assignment under budget constraints,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 168-196.
- Debopam Bhattacharya & Pascaline Dupas, 2008. "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers 14447, National Bureau of Economic Research, Inc.
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008.
"Measuring downside risk — realised semivariance,"
CREATES Research Papers
2008-42, Department of Economics and Business Economics, Aarhus University.
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008. "Measuring downside risk-realised semivariance," Economics Papers 2008-W02, Economics Group, Nuffield College, University of Oxford.
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008. "Measuring downside risk - realised semivariance," OFRC Working Papers Series 2008fe01, Oxford Financial Research Centre.
- Neil Shephard & Torben G. Andersen, 2008.
"Stochastic Volatility: Origins and Overview,"
Economics Series Working Papers
389, University of Oxford, Department of Economics.
- Neil Shephard & Torben Andersen, 2008. "Stochastic Volatility: Origins and Overview," Economics Papers 2008-W04, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Torben G. Andersen, 2008. "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series 2008fe23, Oxford Financial Research Centre.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011.
"Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
- Lee C. Adkins, 2008. "Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation," Economics Working Paper Series 0807, Oklahoma State University, Department of Economics and Legal Studies in Business.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2008.
"Modelling and measuring volatility,"
OFRC Working Papers Series
2008fe31, Oxford Financial Research Centre.
- Neil Shephard & Ole E. Barndorff-Nielsen, 2008. "Modelling and measuring volatility," Economics Series Working Papers 2008--FE-31, University of Oxford, Department of Economics.
- Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen, 2008. "Measuring downside risk - realised semivariance," Economics Series Working Papers 382, University of Oxford, Department of Economics.
- Neil Shephard & Torben G. Andersen, 2008.
"Stochastic Volatility: Origins and Overview,"
OFRC Working Papers Series
2008fe23, Oxford Financial Research Centre.
- Neil Shephard & Torben G. Andersen, 2008. "Stochastic Volatility: Origins and Overview," Economics Series Working Papers 389, University of Oxford, Department of Economics.
- Neil Shephard & Torben Andersen, 2008. "Stochastic Volatility: Origins and Overview," Economics Papers 2008-W04, Economics Group, Nuffield College, University of Oxford.
- Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011.
"Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 149-169, June.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford.
- Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers 397, University of Oxford, Department of Economics.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011. "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print hal-00815564, HAL.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series 2008fe29, Oxford Financial Research Centre.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers 2008-63, Department of Economics and Business Economics, Aarhus University.
- Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021.
"Fitting Vast Dimensional Time-Varying Covariance Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 652-668, July.
- Robert Engle & Neil Shephard & Kevin Shepphard, 2008. "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series 2008fe30, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
- Nikkin L. Beronilla & Dennis S. Mapa, 2008.
"Range-based models in estimating value-at-risk (VaR),"
Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 45(2), pages 87-99, December.
- Mapa, Dennis & Beronilla, Nikkin, 2008. "Range-Based Models in Estimating Value-at-Risk (VaR)," MPRA Paper 21223, University Library of Munich, Germany.
- Pankaj Sinha & Ashok K. Bansal, 2008.
"Hierarchical Bayes Prediction for the 2008 US Presidential Election,"
Journal of Prediction Markets, University of Buckingham Press, vol. 2(3), pages 47-59, December.
- Sinha, Pankaj & Bansal, Ashok, 2008. "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper 10470, University Library of Munich, Germany.
- Hooy, Chee-Wooi & Chan, Tze-Haw, 2008. "Examining Exchange Rates Exposure, J-Curve and the Marshall-Lerner Condition for High Frequency Trade Series between China and Malaysia," MPRA Paper 10916, University Library of Munich, Germany, revised 06 Oct 2008.
- Santarossa, Gino, 2008. "Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité [The Evaluation of Public Program Effect Using Regression Discontinuity Method : A," MPRA Paper 11268, University Library of Munich, Germany.
- Matsuki, Takashi & Usami, Ryoichi, 2008. "Long-run growth patterns within Asian NIEs: Empirical analysis based on the panel unit root test, allowing the heterogeneity of time trend and endogenous multiple structural breaks," MPRA Paper 11541, University Library of Munich, Germany.
- Venier, Guido, 2008. "A Simple Hypothesis Test for Heteroscedasticity," MPRA Paper 11591, University Library of Munich, Germany.
- Rossi, E. & Spazzini, F., 2010.
"Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2786-2800, November.
- Rossi, Eduardo & Spazzini, Filippo, 2008. "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper 12260, University Library of Munich, Germany.
- Corduneanu, Carmen & Turcas, Daniela, 2008. "Optimizing models of a stock portfolio issued by Financial Investment Companies," MPRA Paper 12919, University Library of Munich, Germany.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008. "Model specification, observational equivalence and performance of unit root tests," MPRA Paper 13489, University Library of Munich, Germany.
- Ahmed Shamiri & Zaidi Isa, 2010.
"Volatility transmission: what do Asia‐Pacific markets expect?,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(4), pages 299-313, October.
- Shamiri, Ahmed, 2008. "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper 13706, University Library of Munich, Germany.
- Faghih, Nezameddin & Faghih, Ali, 2008. "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper 14311, University Library of Munich, Germany.
- Drezner, Zvi & Turel, Ofir & Zerom, Dawit, 2008. "A modified Kolmogorov-Smirnov test for normality," MPRA Paper 14385, University Library of Munich, Germany, revised 30 Mar 2009.
- Rao, Surekha & Ghali, Moheb & Krieg, John, 2008. "On the J-test for nonnested hypotheses and Bayesian extension," MPRA Paper 14637, University Library of Munich, Germany.
- Mukherjee, Sacchidananda & Shah, Zankhana, 2008.
"Large reservoirs: are they the last oasis for the survival of cities in India?,"
Conference Papers
h041897, International Water Management Institute.
- Mukherjee, Sacchidananda & Shah, Zankhana & Kumar, M. Dinesh, 2008. "Large reservoirs: are they the last Oasis for the survival of cities in India?," MPRA Paper 15640, University Library of Munich, Germany.
- Aguirregabiria, Victor, 2008. "Comment: The Identification Power of Equilibrium in Simple Games," MPRA Paper 15987, University Library of Munich, Germany.
- Harding, Don, 2008. "FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government," MPRA Paper 16041, University Library of Munich, Germany.
- Harding, Don, 2008. "FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC," MPRA Paper 16048, University Library of Munich, Germany.
- Islam, Tanweer ul, 2008. "Normality Testing- A New Direction," MPRA Paper 16452, University Library of Munich, Germany.
- Francq, Christian & Zakoïan, Jean-Michel, 2009.
"Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 313-324.
- Christian Francq & Jean-Michel Zakoïan, 2008. "Testing the Nullity of GARCH Coefficients : Correction of the Standard Tests and Relative Efficiency Comparisons," Working Papers 2008-04, Center for Research in Economics and Statistics.
- Francq, Christian & Zakoian, Jean-Michel, 2008. "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper 16672, University Library of Munich, Germany.
- 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.
- Arpino, Bruno & Mealli, Fabrizia, 2011.
"The specification of the propensity score in multilevel observational studies,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1770-1780, April.
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- Arpino, Bruno & Mealli, Fabrizia, 2008. "The specification of the propensity score in multilevel observational studies," MPRA Paper 17407, University Library of Munich, Germany.
- Tiffin, R & Arnoult, M, 2008. "Bayesian estimation of the infrequency of purchase model with an application to food demand in the UK," MPRA Paper 18836, University Library of Munich, Germany.
- Pavlyuk, Dmitry, 2008. "An Efficiency Analysis of European Countries' Railways," MPRA Paper 20922, University Library of Munich, Germany.
- Bandyopadhyay, Kaushik Ranjan, 2008. "Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India," MPRA Paper 25641, University Library of Munich, Germany, revised 2009.
- Ahmed, Walid M.A., 2008. "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper 26986, University Library of Munich, Germany.
- Cavalcante, Mileno, 2008. "Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI [Crude oil prices and speculative bubbles: evidence from the WTI market]," MPRA Paper 28582, University Library of Munich, Germany.
- Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
- Deluna, Roperto Jr, 2008. "Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency," MPRA Paper 36603, University Library of Munich, Germany.
- Hisham Mohamed Hassan Ali, 2012.
"Cointegration Growth, Poverty and Inequality in Sudan,"
Economic Research Guardian, Mutascu Publishing, vol. 2(1), pages 70-98, May.
- Mohamed Hassan, Hisham, 2008. "Cointegration growth, poverty and inequality in Sudan," MPRA Paper 36651, University Library of Munich, Germany, revised Feb 2012.
- Giselle Guzmán, 2009.
"Using Sentiment Surveys to Predict GDP Growth and Stock Returns,"
Chapters, in: Lawrence R. Klein (ed.), The Making of National Economic Forecasts, chapter 12,
Edward Elgar Publishing.
- Guzman, Giselle C., 2008. "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper 36653, University Library of Munich, Germany.
- Lotfi, Habib & Ahmadzadeh Mashinchi, Sina, 2008. "Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran," MPRA Paper 37979, University Library of Munich, Germany.
- Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008. "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc [Dynamics of investment," MPRA Paper 38148, University Library of Munich, Germany.
- Audrey Dumas & Saïd Hanchane, 2008.
"Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines,"
Working Papers
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- Bouoiyour, Jamal & Dumas, Audrey & Hanchane, Said, 2008. "Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines [Quality of initial vocational training in Moro," MPRA Paper 38223, University Library of Munich, Germany.
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"Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 465-514, April.
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"Conditionally Heteroskedastic Factor Models With Skewness And Leverage Effects,"
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"A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 261-268.
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"A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application,"
2006 Meeting Papers
625, Society for Economic Dynamics.
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"Measuring downside risk-realised semivariance,"
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2008-W02, Economics Group, Nuffield College, University of Oxford.
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"Stochastic Volatility: Origins and Overview,"
Economics Series Working Papers
389, University of Oxford, Department of Economics.
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"Modelling and measuring volatility,"
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2008--FE-31, University of Oxford, Department of Economics.
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"The persistence of earnings per share,"
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"A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 261-268.
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- Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), 2008. "Efficiency of Racetrack Betting Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6910, August.
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- William H. Mcglothlin, 2008. "Stability Of Choices Among Uncertain Alternatives," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 4, pages 15-26, World Scientific Publishing Co. Pte. Ltd..
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- Mary Ann Metzger, 2008. "Biases In Betting: An Application Of Laboratory Findings," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 6, pages 31-36, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba, 2008. "Introduction to Utility Preferences of Racetrack Bettors," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 7, pages 39-40, World Scientific Publishing Co. Pte. Ltd..
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- Martin Weitzman, 2008.
"Utility Analysis And Group Behavior An Empirical Study,"
World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 9, pages 47-55,
World Scientific Publishing Co. Pte. Ltd..
- Weitzman, Martin L., 1965. "Utility Analysis and Group Behavior: An Empirical Study," Scholarly Articles 3710799, Harvard University Department of Economics.
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- Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba, 2008. "Introduction to Economics and Mathematical Insights," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 12, pages 87-91, World Scientific Publishing Co. Pte. Ltd..
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"Searching For Positive Returns At The Track: A Multinomial Logit Model For Handicapping Horse Races,"
World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 17, pages 151-171,
World Scientific Publishing Co. Pte. Ltd..
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- William Benter, 2008. "Computer Based Horse Race Handicapping and Wagering Systems: A Report," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 19, pages 183-198, World Scientific Publishing Co. Pte. Ltd..
- Larry H. Ludlow, 2008. "An Empirical Cross-validation of Alternative Classification Strategies Applied to Harness Racing Data for Win Bets," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 20, pages 199-212, World Scientific Publishing Co. Pte. Ltd..
- David A. Harville, 2008. "Assigning Probabilities to the Outcomes of Multi-Entry Competitions," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 21, pages 213-217, World Scientific Publishing Co. Pte. Ltd..
- R. J. Henery, 2008. "Permutation Probabilities as Models for Horse Races," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 22, pages 219-224, World Scientific Publishing Co. Pte. Ltd..
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- Victor S. Y. Lo, 2008. "Application of Running Time Distribution Models in Japan," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 24, pages 237-247, World Scientific Publishing Co. Pte. Ltd..
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- Richard H. Thaler & William T. Ziemba, 2008. "Anomalies Parimutuel Betting Markets: Racetracks and Lotteries," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 26, pages 255-268, World Scientific Publishing Co. Pte. Ltd..
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- Peter ASCH & Burton G. MALKIEL & Richard E. QUANDT, 2008. "Racetrack Betting And Informed Behavior," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 30, pages 299-306, World Scientific Publishing Co. Pte. Ltd..
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"Prices Of State Contingent Claims With Insider Traders, And The Favourite-Longshot Bias,"
World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 34, pages 343-352,
World Scientific Publishing Co. Pte. Ltd..
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- Peter Asch & Burton G. Malkiel & Richard E. Quandt, 2008. "Market Efficiency in Racetrack Betting," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 36, pages 357-367, World Scientific Publishing Co. Pte. Ltd..
- Peter Asch & Burton G. Malkiel & Richard E. Quandt, 2008. "Market Efficiency in Racetrack Betting: Further Evidence and a Correction," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 37, pages 369-372, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2008. "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 38, pages 373-390, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & William T. Ziemba, 2008. "Transactions Costs, Extent Of Inefficiencies, Entries And Multiple Wagers In A Racetrack Betting Model," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 39, pages 391-404, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & William T. Ziemba, 2008. "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 40, pages 405-422, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & William T. Ziemba, 2008. "Locks at the Racetrack," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 41, pages 423-430, World Scientific Publishing Co. Pte. Ltd..
- Jay R. Ritter, 2008. "Racetrack Betting–An Example Of A Market With Efficient Arbitrage," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 42, pages 431-441, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba, 2008. "Introduction to the Efficiency of Exotic Wagering Markets," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 43, pages 445-446, World Scientific Publishing Co. Pte. Ltd..
- Mukhtar M. Ali, 2008. "Some Evidence Of The Efficiency Of A Speculative Market," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 44, pages 447-452, World Scientific Publishing Co. Pte. Ltd..
- Peter Asch & Richard E. Quandt, 2008. "Efficiency and Profitability in Exotic Bets," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 45, pages 453-463, World Scientific Publishing Co. Pte. Ltd..
- Victor S. Y. Lo & Kelly Busche, 2008. "How Accurately Do Bettors Bet in Doubles ?," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 46, pages 465-468, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba, 2008. "Pricing Exotic Racetrack Wagers," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 47, pages 469-483, World Scientific Publishing Co. Pte. Ltd..
- Antti Kanto & Gunnar Rosenqvist, 2008. "On The Efficiency Of The Market For Double (Quinella) Bets At A Finnish Racetrack," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 48, pages 485-498, World Scientific Publishing Co. Pte. Ltd..
- Brian R. Canfield & Bruce C. Fauman & William T. Ziemba, 2008. "Efficient Market Adjustment Of Odds Prices To Reflect Track Biases," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 49, pages 499-510, World Scientific Publishing Co. Pte. Ltd..
- Sandra Betton, 2008. "POST POSITION BIAS: An Econometric Analysis of the 1987 Season at Exhibition Park," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 50, pages 511-526, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba, 2008. "Introduction to the Efficiency of Racetrack Betting Markets in England," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 51, pages 529-531, World Scientific Publishing Co. Pte. Ltd..
- Jack Dowie, 2008. "On the Efficiency and Equity of Betting Markets," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 52, pages 533-544, World Scientific Publishing Co. Pte. Ltd..
- N F R Crafts, 2008. "Winning Systems?: Some Further Evidence on Insiders and Outsiders in British Horse Race Betting," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 53, pages 545-549, World Scientific Publishing Co. Pte. Ltd..
- Paul E. Gabriel & James R. Marsden, 2008. "An Examination of Market Efficiency in British Racetrack Betting," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 54, pages 551-562, World Scientific Publishing Co. Pte. Ltd..
- Paul Gabriel & James R. Marsden, 2008. "An Examination of Efficiency in British Racetrack Betting: Errata and Corrections," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 55, pages 563-565, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba & Donald B. Hausch, 2008. "The Dr. Z Betting System in England," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 56, pages 567-574, World Scientific Publishing Co. Pte. Ltd..
- R. Bird & M. McCrae, 2008. "The Efficiency Of Racetrack Betting Markets: Australian Evidence," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 57, pages 575-582, World Scientific Publishing Co. Pte. Ltd..
- R. H. Tuckwell, 2008. "Anomalies In The Gambling Market," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 58, pages 583-591, World Scientific Publishing Co. Pte. Ltd..
- Ron Bird & Michael Mccrae, 2008.
"Tests Of The Efficiency Of Racetrack Betting Using Bookmaker Odds,"
World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 59, pages 593-603,
World Scientific Publishing Co. Pte. Ltd..
- Ron Bird & Michael McCrae, 1987. "Tests of the Efficiency of Racetrack Betting Using Bookmaker Odds," Management Science, INFORMS, vol. 33(12), pages 1552-1562, December.
- Kelly Busche & Christopher D. Hall, 2008. "An Exception to the Risk Preference Anomaly," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 60, pages 605-614, World Scientific Publishing Co. Pte. Ltd..
- Kelly Busche, 2008. "Efficient Market Results in an Asian Setting," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 61, pages 615-616, World Scientific Publishing Co. Pte. Ltd..
- Siew Meng Leong & Kian Guan Lim, 2008. "Cross-Track Betting: Is the Crass Greener on the Other Side ?," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 62, pages 617-629, World Scientific Publishing Co. Pte. Ltd..
- Anirban Basu & Daniel Polsky & Willard G. Manning, 2008.
"Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures,"
NBER Working Papers
14086, National Bureau of Economic Research, Inc.
- Basu, A & Polsky, D & Manning, W G, 2008. "Use of propensity scores in non-linear response models: The case for health care expenditures," Health, Econometrics and Data Group (HEDG) Working Papers 08/11, HEDG, c/o Department of Economics, University of York.
- Melolinna, Marko, 2008. "Using financial markets information to identify oil supply shocks in a restricted VAR," Bank of Finland Research Discussion Papers 9/2008, Bank of Finland.
- Zhang, Junni L. & Härdle, Wolfgang Karl, 2008. "The bayesian additive classification tree applied to credit risk modelling," SFB 649 Discussion Papers 2008-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chen, Ray-Bing & Guo, Meihui & Härdle, Wolfgang Karl & Huang, Shih-Feng, 2008. "Independent component analysis via copula techniques," SFB 649 Discussion Papers 2008-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
2007
- Cardamone, Paola, 2007.
"A Survey of the Assessments of the Effectiveness of Preferential Trade Agreements using Gravity Models,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(4), pages 421-473.
- Cardamone, Paola, 2007. "A survey of the assessments of the effectiveness of Preferential Trade Agreements using gravity models," Working Papers 7282, TRADEAG - Agricultural Trade Agreements.
- Alberto Herrou-Aragón, 2007. "Agricultural Supply Response in the Argentinean Economy," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 73-100, January-D.
- Władysław Milo & Piotr Wdowiński (ed.), 2007. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 3, number book:y:2007:n:03:mon, june.
- Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), 2007. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 4, number book:y:2007:n:04:mon, june.
- Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), 2007. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 5, number book:y:2007:n:05:mon, june.
- Reyes, Giovanni, 2007. "Variable tiempo y paradigma de hipercompetencia: asignacion de recursos y aplicación del teorema de separacion de oportunidades de fisher," Revista Tendencias, Universidad de Narino, vol. 8(1), pages 7-21, January.
- Baltagi, Badi H., 2007.
"Worldwide Econometrics Rankings: 1989–2005,"
Econometric Theory, Cambridge University Press, vol. 23(5), pages 952-1012, October.
- Badi H. Baltagi, 2007. "Worldwide Econometrics Rankings: 1989-2005," Center for Policy Research Working Papers 94, Center for Policy Research, Maxwell School, Syracuse University.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2010.
"Behavioral econometrics for psychologists,"
Journal of Economic Psychology, Elsevier, vol. 31(4), pages 553-576, August.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabeth E., 2007. "Behavioral Econometrics for Psychologists," Working Papers 18-2007, Copenhagen Business School, Department of Economics.
- Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & Elisabet E. Rutstroem, 2007. "Behavioral Econometrics for Psychologists," Department of Economics Working Papers 2007_08, Durham University, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2009. "Behavioral Econometrics for Psychologists," Working Papers 04-2009, Copenhagen Business School, Department of Economics.
- Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008.
"Is It Possible to Construct Derivatives for the Paris Residential Market?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
- Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Is it possible to construct derivatives for the Paris residential market?," ESSEC Working Papers DR 07026, ESSEC Research Center, ESSEC Business School.
- Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008.
"Is It Possible to Construct Derivatives for the Paris Residential Market?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
- Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Is it possible to construct derivatives for the Paris residential market?," ESSEC Working Papers DR 07026, ESSEC Research Center, ESSEC Business School.
- Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Irina – Eugenia IAMANDI & Andreea Raluca CARAGIN, & Alina CHICIUDEAN & Mihaela Cristina DRAGOI, 2007. "Corporate Social Responsibility – Analysing Social and Financial Performance The Case of Romania," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 19-30.
- Richard H. Spady, 2007. "Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences," Economics Working Papers ECO2007/29, European University Institute.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009.
"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Pinelopi Koujianou Goldberg & Rebecca Hellerstein, 2006.
"A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application,"
2006 Meeting Papers
625, Society for Economic Dynamics.
- Pinelopi K. Goldberg & Rebecca Hellerstein, 2007. "A framework for identifying the sources of local currency price stability with an empirical application," Staff Reports 287, Federal Reserve Bank of New York.
- Pinelopi Koujianou Goldberg & Rebecca Hellerstein, 2008. "A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application," Working Papers 1161, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Attilio Gardini & Alessandro Magi, 2007. "Stock Market Participation: New Empirical Evidence from Italian Households'Behavior," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 93-114, March.
- Josiane Confais & Monique Le Guen, 2007.
"First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®],"
Post-Print
halshs-00180861, HAL.
- Josiane Confais & Monique Le Guen, 2007. "First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00180861, HAL.
- Josiane Confais & Monique Le Guen, 2007.
"First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®],"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00180861, HAL.
- Josiane Confais & Monique Le Guen, 2007. "First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®]," Post-Print halshs-00180861, HAL.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2010.
"Behavioral econometrics for psychologists,"
Journal of Economic Psychology, Elsevier, vol. 31(4), pages 553-576, August.
- Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & Elisabet E. Rutstroem, 2007. "Behavioral Econometrics for Psychologists," Department of Economics Working Papers 2007_08, Durham University, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabeth E., 2007. "Behavioral Econometrics for Psychologists," Working Papers 18-2007, Copenhagen Business School, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2009. "Behavioral Econometrics for Psychologists," Working Papers 04-2009, Copenhagen Business School, Department of Economics.
- Carl Lyttkens, 2009.
"Why the econometrician is in good spirits: a workshop through the looking glass,"
The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(3), pages 239-242, July.
- Carl Hampus Lyttkens, 2007. "Why the Econometrician is in Good Spirits – a workshop through the looking glass," Health, Econometrics and Data Group (HEDG) Working Papers 07/26, HEDG, c/o Department of Economics, University of York.
- Lyttkens, Carl Hampus, 2007. "Why the Econometrician is in Good Spirits – a workshop through the looking glass," Working Papers 2007:19, Lund University, Department of Economics.
- Ernesto CupÈ Clemente, 2007. "descomposición en regresión lineal: un nuevo método para el análisis de determinantes y toma de decisiones," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 5-24.
- İrfan ERTUĞRUL & Nilsen KARAKAŞOĞLU, 2007. "Finans sektöründe kredi taleplerinin değerlendirilmesinde bulanık mantık yaklaşımı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(255), pages 95-114.
- Norlida Hanim Salleh, 2007. "An Ardl Model Of Tourism Demand For Malaysia," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 15(1), pages 65-92, June.
- M.N. Siddiqi, 2007. "Shariah,Economics And The Progress Of Islamic Finance: The Role Of Shariah Experts," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 15(1), pages 93-114, June.
- Christoph Schmidt, 2007.
"Policy evaluation and economic policy advice,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(4), pages 379-389, December.
- Schmidt, Christoph M., 2007. "Policy Evaluation and Economic Policy Advice," Ruhr Economic Papers 1, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Schmidt, Christoph M., 2007. "Policy Evaluation and Economic Policy Advice," IZA Discussion Papers 2700, Institute of Labor Economics (IZA).
- Mike Smet, 2007. "Measuring performance in the presence of stochastic demand for hospital services: an analysis of Belgian general care hospitals," Journal of Productivity Analysis, Springer, vol. 27(1), pages 13-29, February.
- Peter Boatwright & Suman Basuroy & Wagner Kamakura, 2007. "Reviewing the reviewers: The impact of individual film critics on box office performance," Quantitative Marketing and Economics (QME), Springer, vol. 5(4), pages 401-425, December.
- Alberto Herrou-Aragón, 2007. "Agricultural Supply Response in the Argentinean Economy," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1-2), pages 73-100, January-D.
- Marie Pfiffelmann, 2007. "How to solve the St Petersburg Paradox in Rank-Dependent Models ?," Working Papers of LaRGE Research Center 2007-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Baltagi, Badi H., 2007.
"Worldwide Econometrics Rankings: 1989–2005,"
Econometric Theory, Cambridge University Press, vol. 23(5), pages 952-1012, October.
- Badi H. Baltagi, 2007. "Worldwide Econometrics Rankings: 1989-2005," Center for Policy Research Working Papers 94, Center for Policy Research, Maxwell School, Syracuse University.
- Josiane Confais & Monique Le Guen, 2007. "Premiers pas en r gression lin aire avec SAS," Documents de travail du Centre d'Economie de la Sorbonne r07047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007. "Semiparametric estimation of the dependence parameter of the error terms in multivariate regression," Monash Econometrics and Business Statistics Working Papers 1/07, Monash University, Department of Econometrics and Business Statistics.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2009.
"Cointegration and Consumption Risks in Asset Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
- Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.
- Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008.
"Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach,"
Journal of Econometrics, Elsevier, vol. 146(2), pages 351-363, October.
- Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2007. "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," CFS Working Paper Series 2008/27, Center for Financial Studies (CFS).
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," NBER Working Papers 13588, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," PIER Working Paper Archive 07-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Vandana Ramachandran & Siva Viswanathan & Sanjay Gosain, 2007. "The Impact of Online Information on the Purchase of Certified Used Cars," Working Papers 07-37, NET Institute.
- Lee Adkins & R. Carter Hill, 2007. "Bootstrap Inferences in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation," Economics Working Paper Series 0710, Oklahoma State University, Department of Economics and Legal Studies in Business.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009.
"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
- Dennis S. Mapa & Kristine Joy S. Briones, 2007.
"Robustness procedures in economic growth regression models,"
Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 44(2), pages 71-84, December.
- Mapa, Dennis S. & Briones, Kristine Joy S., 2007. "Robustness Procedures in Economic Growth Regression Models," MPRA Paper 21460, University Library of Munich, Germany.
- Mynbayev, Kairat, 2007. "OLS Asymptotics for Vector Autoregressions with Deterministic Regressors," MPRA Paper 101688, University Library of Munich, Germany, revised 2018.
- TURTUREAN, Ciprian Ionel, 2007. "Legea lui Okun pentru România în perioada 1992-2004 [Okun's Law for Romania during 1992-2004]," MPRA Paper 10638, University Library of Munich, Germany.
- Nwachukwu, Ifeanyi Ndubuto & Onyenweaku, Chris/E, 2007. "Economic Efficiency Of Fadama Telfairia Production In Imo State Nigeria: A Translog Profit Function Approach," MPRA Paper 13469, University Library of Munich, Germany.
- Nwachukwu, Ifeanyi N. & Ezeh, Chima I., 2007. "Impact of Selected Rural Development Programmes on Poverty Alleviation in Ikwuano LGA, Abia State, Nigeria," MPRA Paper 13720, University Library of Munich, Germany.
- Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M., 2007. "Параллельное Программирование В Matlab М Его Приложения [Parallel programming in MATLAB and its applications]," MPRA Paper 17796, University Library of Munich, Germany.
- Titarenko, Deniss, 2007. "Investīciju struktūra un ekonomikas izaugsme Latvijā [Investment Structure and Economic Growth in Latvia]," MPRA Paper 19341, University Library of Munich, Germany.
- Dennis S. Mapa & Kristine Joy S. Briones, 2007.
"Robustness procedures in economic growth regression models,"
Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 44(2), pages 71-84, December.
- Mapa, Dennis S. & Briones, Kristine Joy S., 2007. "Robustness Procedures in Economic Growth Regression Models," MPRA Paper 21460, University Library of Munich, Germany.
- Garrouste, Christelle, 2007. "Determinants and Consequences of Language-in-Education Policies: Essays in Economics of Education," MPRA Paper 25071, University Library of Munich, Germany.
- Bayraci, Selcuk, 2007. "Modeling the volatility of FTSE All Share Index Returns," MPRA Paper 28095, University Library of Munich, Germany.
- Akhabbar, Amanar, 2007. "Leontief et l'économie comme science empirique: la signification opérationnelle des lois [Leontief and economics as an empirical science: the “operational meaning” of laws]," MPRA Paper 30453, University Library of Munich, Germany.
- Asghar, Zahid & Abid, Irum, 2007. "Performance of lag length selection criteria in three different situations," MPRA Paper 40042, University Library of Munich, Germany.
- Castro, Lucio, 2007. "Infrastructure and the Location of Foreign Direct Investment A Regional Analysis," MPRA Paper 6736, University Library of Munich, Germany.
- Nath, Sushmit, 2007. "Religion & Economic Growth and Development," MPRA Paper 8181, University Library of Munich, Germany.
- Kelvin Balcombe & Iain Fraser & Abhijit Sharma, 2011.
"Bayesian model averaging and identification of structural breaks in time series,"
Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3805-3818.
- Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit, 2007. "Bayesian Model Averaging and Identification of Structural Breaks in Time Series," MPRA Paper 8676, University Library of Munich, Germany.
- Mynbaev, Kairat, 2007. "Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips," MPRA Paper 8838, University Library of Munich, Germany, revised 23 May 2008.
- Josine Uwilingiye & Rangan Gupta, 2007. "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers 200708, University of Pretoria, Department of Economics.
- Kasai Ndahiriwe & Rangan Gupta, 2007. "Temporal Causality between Taxes and Public Expenditures: The Case of South Africa," Working Papers 200709, University of Pretoria, Department of Economics.
- André Jordaan & Joel Eita, 2012.
"Determinants of South Africa's exports of leather products,"
Agrekon, Taylor & Francis Journals, vol. 51(2), pages 38-52.
- André C. Jordaan & Joel Hinaunye Eita, 2007. "Determinants of South Africa’s Exports of Leather Products," Working Papers 200721, University of Pretoria, Department of Economics.
- Joel Hinaunye Eita & André C. Jordaan, 2007. "South Africa’s Wood Export Potential Using a Gravity Model Approach," Working Papers 200723, University of Pretoria, Department of Economics.
- Maheu, John M. & Song, Yong, 2014.
"A new structural break model, with an application to Canadian inflation forecasting,"
International Journal of Forecasting, Elsevier, vol. 30(1), pages 144-160.
- Maheu, John & Song, Yong, 2012. "A new structural break model with application to Canadian inflation forecasting," MPRA Paper 36870, University Library of Munich, Germany.
- John M. Maheu & Yong Song, 2012. "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series 27_12, Rimini Centre for Economic Analysis.
- John M Maheu & Yong Song, 2012. "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers tecipa-448, University of Toronto, Department of Economics.
- Afanasiev, Mikhail, 2007. "A Stochastic Frontier Model of a Scientist’s Production Potential," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 6(2), pages 36-59.
- Aivazian, Sergei & Afanasiev, Mikhail, 2007. "Estimation of Measures Directed at Management of Factors of Production Inefficiency," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 8(4), pages 27-41.
- Verbeek, Marno, 2007. "A Guide to Modern Econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 8(4), pages 125-132.
- Cardamone, Paola, 2007.
"A Survey of the Assessments of the Effectiveness of Preferential Trade Agreements using Gravity Models,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(4), pages 421-473.
- Cardamone, Paola, 2007. "A survey of the assessments of the effectiveness of Preferential Trade Agreements using gravity models," Working Papers 7282, TRADEAG - Agricultural Trade Agreements.
- Gómez García , Juan & Faura Martínez , Úrsula & Carmona Martínez , M.ª Mercedes, 2007. "The ecological agriculture diffusion in Europe," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 11, pages 71-92.
- Christoph M. Schmidt, 2007. "Policy Evaluation and Economic Policy Advice," Ruhr Economic Papers 0001, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Christoph Schmidt, 2007.
"Policy evaluation and economic policy advice,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(4), pages 379-389, December.
- Schmidt, Christoph M., 2007. "Policy Evaluation and Economic Policy Advice," IZA Discussion Papers 2700, Institute of Labor Economics (IZA).
- Schmidt, Christoph M., 2007. "Policy Evaluation and Economic Policy Advice," Ruhr Economic Papers 1, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020.
"An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model,"
World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 41, pages 1561-1598,
World Scientific Publishing Co. Pte. Ltd..
- Yu-Ting Chen & Cheng-Few Lee & Yuan-Chung Sheu, 2007. "An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model," Finance and Stochastics, Springer, vol. 11(3), pages 323-355, July.
- Marcel Fafchamps & Flore Gubert, 2007.
"Contingent Loan Repayment in the Philippines,"
Economic Development and Cultural Change, University of Chicago Press, vol. 55(4), pages 633-667, July.
- Marcel Fafchamps & Flore Gubert, 2002. "Contingent Loan Repayment in the Philippines," Working Papers DT/2002/14, DIAL (Développement, Institutions et Mondialisation).
- Marcel Fafchamps & Flore Gubert & DIAL & Research Unit or IRD, 2004. "Contingent Loan Repayment in the Philippines," Economics Series Working Papers 215, University of Oxford, Department of Economics.
- Josep M. Colomer, 2007. "What other sciences look like," Economics Working Papers 1017, Department of Economics and Business, Universitat Pompeu Fabra.
- Apostolos Serletis, 2007. "Quantitative and Empirical Analysis of Energy Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6352, August.
- Ashok Parikh, 2007. "Trade Liberalisation:Impact on Growth and Trade in Developing Countries," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6361, February.
- Apostolos Serletis & Vaughn W. Hulleman, 2007.
"Business Cycles and the Behavior of Energy Prices,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 4, pages 38-45,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Vaughn Hulleman, 1994. "Business Cycles and the Behavior of Energy Prices," The Energy Journal, , vol. 15(2), pages 125-134, April.
- Apostolos Serletis & Vaughn Hullernan, 1994. "Business Cycles and the Behavior of Energy Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 125-134.
- Serletis, Apostolos & Hulleman, Vaughn, 1994. "Business cycles and the behavior of energy prices," MPRA Paper 1745, University Library of Munich, Germany.
- Apostolos Serletis & Asghar Shahmoradi, 2007.
"Business Cycles and Natural Gas Prices,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 7, pages 73-81,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Asghar Shahmoradi, 2005. "Business cycles and natural gas prices," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 29(1), pages 75-84, March.
- Apostolos Serletis & Asghar Shahmoradi, 2007.
"Futures Trading and the Storage of North American Natural Gas,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 8, pages 82-87,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Asghar Shahmoradi, 2006. "Futures trading and the storage of North American natural gas," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(1), pages 19-26, March.
- Mattia Bianchi & Apostolos Serletis, 2007. "Power Trade on the Alberta-BC Interconnection," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 9, pages 93-102, World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Paul Dormaar, 2007. "Imports, Exports, and Prices in Alberta's Deregulated Power Market," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 10, pages 103-120, World Scientific Publishing Co. Pte. Ltd..
- Mattia Bianchi & Apostolos Serletis, 2007. "Cointegration Analysis of Power Prices in the Western North American Markets," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 11, pages 121-143, World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Todd Kemp, 2007.
"The Cyclical Behavior of Monthly NYMEX Energy Prices,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 12, pages 149-155,
World Scientific Publishing Co. Pte. Ltd..
- Serletis, Apostolos & Kemp, Todd, 1998. "The cyclical behavior of monthly NYMEX energy prices," Energy Economics, Elsevier, vol. 20(3), pages 265-271, June.
- Serletis, A & Demp, T, 1997. "The Cyclical Behavior of Monthly NYMEX Energy Prices," Papers 9703, Calgary - Department of Economics.
- Apostolos Serletis & John Herbert, 2007.
"The Message in North American Energy Prices,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 13, pages 156-171,
World Scientific Publishing Co. Pte. Ltd..
- Serletis, Apostolos & Herbert, John, 1999. "The message in North American energy prices," Energy Economics, Elsevier, vol. 21(5), pages 471-483, October.
- Apostolos Serletis & Ricardo Rangel-Ruiz, 2007.
"Testing for Common Features in North American Energy Markets,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 14, pages 172-187,
World Scientific Publishing Co. Pte. Ltd..
- Serletis, Apostolos & Rangel-Ruiz, Ricardo, 2004. "Testing for common features in North American energy markets," Energy Economics, Elsevier, vol. 26(3), pages 401-414, May.
- Apostolos Serletis & Asghar Shahmoradi, 2007.
"Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 15, pages 193-204,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Asghar Shahmoradi, 2006. "Returns and volatility in the NYMEX Henry Hub natural gas futures market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(3), pages 171-186, September.
- Apostolos Serletis & Akbar Shahmoradi, 2007.
"Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 16, pages 205-220,
World Scientific Publishing Co. Pte. Ltd..
- Serletis Apostolos & Shahmoradi Akbar, 2006. "Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-20, September.
- Apostolos Serletis & Periklis Gogas, 2007.
"The North American Natural Gas Liquids Markets are Chaotic,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 17, pages 225-244,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, , vol. 20(1), pages 83-103, January.
- Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 83-103.
- Serletis, A. & Gogas, P., 1998. "The North American Natural Gas Liquids Markets are Chaotic," Papers 98-10, Calgary - Department of Economics.
- Serletis, Apostolos & Gogas, Periklis, 1999. "The North American natural gas liquids markets are chaotic," MPRA Paper 1576, University Library of Munich, Germany.
- Apostolos Serletis & Ioannis Andreadis, 2007.
"Random Fractal Structures in North American Energy Markets,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 18, pages 245-255,
World Scientific Publishing Co. Pte. Ltd..
- Serletis, Apostolos & Andreadis, Ioannis, 2004. "Random fractal structures in North American energy markets," Energy Economics, Elsevier, vol. 26(3), pages 389-399, May.
- Melvin Hinich & Apostolos Serletis, 2007.
"Randomly Modulated Periodic Signals in Alberta's Electricity Market,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 19, pages 256-267,
World Scientific Publishing Co. Pte. Ltd..
- Hinich Melvin J. & Serletis Apostolos, 2006. "Randomly Modulated Periodic Signals in Alberta's Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-15, September.
- Uma S. Kambhampati & Ashok Parikh, 2007.
"Disciplining Firms: The Impact of Trade Reforms on Profit Margins in Indian Industry,"
World Scientific Book Chapters, in: Trade Liberalisation Impact on Growth and Trade in Developing Countries, chapter 2, pages 27-45,
World Scientific Publishing Co. Pte. Ltd..
- Uma Kambhampati & Ashok Parikh, 2003. "Disciplining firms: the impact of trade reforms on profit margins in Indian industry," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 461-470.
- Uma S. Kambhampati & Ashok Parikh, 2007.
"Has Liberalisation Affected Profit Margins in the Indian Industry?,"
World Scientific Book Chapters, in: Trade Liberalisation Impact on Growth and Trade in Developing Countries, chapter 3, pages 47-81,
World Scientific Publishing Co. Pte. Ltd..
- Uma S. Kambhampati & Ashok Parikh, 2005. "Has liberalization affected profit margins in Indian Industry?," Bulletin of Economic Research, Wiley Blackwell, vol. 57(3), pages 273-304, July.
- Haishun Sun & Ashok Parikh, 2007. "Exports, Inward Foreign Direct Investment and Regional Economic Growth in China," World Scientific Book Chapters, in: Trade Liberalisation Impact on Growth and Trade in Developing Countries, chapter 4, pages 83-103, World Scientific Publishing Co. Pte. Ltd..
- Rajesh Mehta & Ashok Parikh, 2007. "Impact of Trade Liberalisation on Import Demands in India: A Panel Data Analysis for Commodity Groups," World Scientific Book Chapters, in: Trade Liberalisation Impact on Growth and Trade in Developing Countries, chapter 5, pages 105-129, World Scientific Publishing Co. Pte. Ltd..
- Ashok Parikh & Miyuki Shibata, 2007. "Does Trade Liberalisation Accelerate Convergence in Per Capita Incomes in Developing Countries?," World Scientific Book Chapters, in: Trade Liberalisation Impact on Growth and Trade in Developing Countries, chapter 6, pages 131-150, World Scientific Publishing Co. Pte. Ltd..
- Ashok Parikh & Miyuki Shibata, 2007. "Dynamics of the Relationship Between the Terms of Trade and the Trade Balance in Developing Countries of Asia, Africa and Latin America," World Scientific Book Chapters, in: Trade Liberalisation Impact on Growth and Trade in Developing Countries, chapter 7, pages 151-173, World Scientific Publishing Co. Pte. Ltd..
- Ashok Parikh & Corneliu Stirbu, 2007. "Relationship Between Trade Liberalisation, Economic Growth and Balance of Payments in Developing Countries," World Scientific Book Chapters, in: Trade Liberalisation Impact on Growth and Trade in Developing Countries, chapter 8, pages 175-237, World Scientific Publishing Co. Pte. Ltd..
- Alberto Gabriele & Korkut Boratav & Ashok Parikh, 2007.
"Instability and Volatility of Capital Flows to Developing Countries,"
World Scientific Book Chapters, in: Trade Liberalisation Impact on Growth and Trade in Developing Countries, chapter 10, pages 273-305,
World Scientific Publishing Co. Pte. Ltd..
- Alberto Gabriele & Korkut Baratav & Ashok Parikh, 2000. "Instability and Volatility of Capital Flows to Developing Countries," The World Economy, Wiley Blackwell, vol. 23(8), pages 1031-1056, August.
- Anirban Basu & James J. Heckman & Salvador Navarro-Lozano & Sergio Urzua, 2007. "Use of instrumental variables in the presence of heterogeneity and self-selection: An application in breast cancer patients," Health, Econometrics and Data Group (HEDG) Working Papers 07/07, HEDG, c/o Department of Economics, University of York.
- Carl Lyttkens, 2009.
"Why the econometrician is in good spirits: a workshop through the looking glass,"
The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(3), pages 239-242, July.
- Lyttkens, Carl Hampus, 2007. "Why the Econometrician is in Good Spirits – a workshop through the looking glass," Working Papers 2007:19, Lund University, Department of Economics.
- Carl Hampus Lyttkens, 2007. "Why the Econometrician is in Good Spirits – a workshop through the looking glass," Health, Econometrics and Data Group (HEDG) Working Papers 07/26, HEDG, c/o Department of Economics, University of York.
- Christoph Schmidt, 2007.
"Policy evaluation and economic policy advice,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(4), pages 379-389, December.
- Schmidt, Christoph M., 2007. "Policy Evaluation and Economic Policy Advice," IZA Discussion Papers 2700, Institute of Labor Economics (IZA).
- Schmidt, Christoph M., 2007. "Policy Evaluation and Economic Policy Advice," Ruhr Economic Papers 1, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
2006
- Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003.
"Tests of Independence in Separable Econometric Models: Theory and Application,"
Cowles Foundation Discussion Papers
1395R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2007.
- Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers 28395, Yale University, Economic Growth Center.
- Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers 946, Economic Growth Center, Yale University.
- Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2006.
- Władysław Milo & Piotr Wdowiński (ed.), 2006. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 1, number book:y:2006:n:01:mon, june.
- Władysław Milo & Piotr Wdowiński (ed.), 2006. "FindEcon Monograph Series: Advances in Financial Market Analysis," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 2, number book:y:2006:n:02:mon, june.
- Apostolos Serletis & Asghar Shahmoradi, 2007.
"Futures Trading and the Storage of North American Natural Gas,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 8, pages 82-87,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Asghar Shahmoradi, 2006. "Futures trading and the storage of North American natural gas," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(1), pages 19-26, March.
- Apostolos Serletis & Asghar Shahmoradi, 2007.
"Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 15, pages 193-204,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Asghar Shahmoradi, 2006. "Returns and volatility in the NYMEX Henry Hub natural gas futures market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(3), pages 171-186, September.
- Apostolos Serletis & Akbar Shahmoradi, 2007.
"Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 16, pages 205-220,
World Scientific Publishing Co. Pte. Ltd..
- Serletis Apostolos & Shahmoradi Akbar, 2006. "Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-20, September.
- Melvin Hinich & Apostolos Serletis, 2007.
"Randomly Modulated Periodic Signals in Alberta's Electricity Market,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 19, pages 256-267,
World Scientific Publishing Co. Pte. Ltd..
- Hinich Melvin J. & Serletis Apostolos, 2006. "Randomly Modulated Periodic Signals in Alberta's Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-15, September.
- Bernardo Albertoi Zapata Bonnett, 2006. "Determinantes de la prima de riesgo soberano para Colombia," Ensayos de Economía 8271, Universidad Nacional de Colombia Sede Medellín.
- Alejandro Marín Calad & Álvaro Hurtado Rendon, 2006. "Un aporte al debate sobre la neutralidad del dinero: evidencia empírica del caso colombiano en el periodo 1970-2000," Ensayos de Economía 8272, Universidad Nacional de Colombia Sede Medellín.
- Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
- Matteo Ciccarelli & Günter Coenen & Jérôme Henry, 2006. "A real-time database for the euro area," Research Bulletin, European Central Bank, vol. 5, pages 6-8.
- Hillier, Grant & Martellosio, Federico, 2006.
"Spatial design matrices and associated quadratic forms: structure and properties,"
Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 1-18, January.
- Grant Hillier & Federico Martellosio, 2004. "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers CWP16/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hillier, Grant & Martellosio, Federico, 2006. "Spatial design matrices and associated quadratic forms: structure and properties," MPRA Paper 15807, University Library of Munich, Germany.
- Eleftherios Thalassinos & Pantelis E. Thalassinos, 2006. "Stock Markets' Integration Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 3-14.
- Antonio Seccia & Antonio Stasi & Luigi Roselli, 2006.
"Atteggiamento dei consumatori nei confronti dell'evoluzione del sistema agro-alimentare: l'introduzione di alimenti geneticamente modificati,"
Economia agro-alimentare, FrancoAngeli Editore, vol. 10(1).
- Roselli, Luigi & Seccia, Antonio & Stasi, Antonio, 2006. "Atteggiamento dei consumatori nei confronti dell’evoluzione del sistema agro-alimentare: L’introduzione di alimenti geneticamente modificati [Consumers' attitude towards the new element of evolutio," MPRA Paper 11776, University Library of Munich, Germany.
- Lawrence J. Christiano & Joshua M. Davis, 2006.
"Two Flaws In Business Cycle Accounting,"
NBER Working Papers
12647, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Joshua M. Davis, 2006. "Two flaws in business cycle accounting," Working Paper Series WP-06-10, Federal Reserve Bank of Chicago.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006.
"Vector Multiplicative Error Models: Representation and Inference,"
NBER Technical Working Papers
0331, National Bureau of Economic Research, Inc.
- Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," Econometrics Working Papers Archive wp2006_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," NBER Working Papers 12690, National Bureau of Economic Research, Inc.
- Ernesto Cupé Clemente, 2006. "Inflación subyacente y análisis por descomposición: Una radiografÃa de la inflación en tiempos de estabilidad," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 5-40.
- Alexandra Schmidt & Ajax Moreira & Steven Helfand & Thais Fonseca, 2009.
"Spatial stochastic frontier models: accounting for unobserved local determinants of inefficiency,"
Journal of Productivity Analysis, Springer, vol. 31(2), pages 101-112, April.
- Alexandra M. Schmidt & Ajax R. B. Moreira & Thais C. O. Fonseca & Steven M. Helfand, 2006. "Spatial Stochastic Frontier Models: accounting for unobserved local determinants of inefficiency," Discussion Papers 1220, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Alexandra M. Schmidt & Ajax R. B. Moreira & Thais C. O. Fonseca & Steven M. Helfand, 2015. "Spatial Stochastic Frontier Models: Accounting for Unobserved Local Determinants of Inefficiency," Discussion Papers 0172, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Marie Pfiffelmann, 2006. "Which Optimal Design For LLDAs?," Working Papers of LaRGE Research Center 2006-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006.
"Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand,"
Working Papers
0608, University of Miami, Department of Economics.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers 0330, National Bureau of Economic Research, Inc.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," IZA Discussion Papers 2347, Institute of Labor Economics (IZA).
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006.
"Vector Multiplicative Error Models: Representation and Inference,"
NBER Working Papers
12690, National Bureau of Economic Research, Inc.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," NBER Technical Working Papers 0331, National Bureau of Economic Research, Inc.
- Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," Econometrics Working Papers Archive wp2006_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Lawrence J. Christiano & Joshua M. Davis, 2006.
"Two flaws in business cycle accounting,"
Working Paper Series
WP-06-10, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Joshua M. Davis, 2006. "Two Flaws In Business Cycle Accounting," NBER Working Papers 12647, National Bureau of Economic Research, Inc.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006.
"Vector Multiplicative Error Models: Representation and Inference,"
NBER Technical Working Papers
0331, National Bureau of Economic Research, Inc.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," NBER Working Papers 12690, National Bureau of Economic Research, Inc.
- Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," Econometrics Working Papers Archive wp2006_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Antonio Seccia & Antonio Stasi & Luigi Roselli, 2006.
"Atteggiamento dei consumatori nei confronti dell'evoluzione del sistema agro-alimentare: l'introduzione di alimenti geneticamente modificati,"
Economia agro-alimentare, FrancoAngeli Editore, vol. 10(1).
- Roselli, Luigi & Seccia, Antonio & Stasi, Antonio, 2006. "Atteggiamento dei consumatori nei confronti dell’evoluzione del sistema agro-alimentare: L’introduzione di alimenti geneticamente modificati [Consumers' attitude towards the new element of evolutio," MPRA Paper 11776, University Library of Munich, Germany.
- Hurvich, Cliiford & Wang, Yi, 2006.
"A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects,"
MPRA Paper
1413, University Library of Munich, Germany.
- Hurvich, Clifford & Wang, Yi, 2009. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper 12575, University Library of Munich, Germany.
- Balcombe, Kelvin, 2006. "Cross-Entropy Estimation of Linear Cointegrated Equations," MPRA Paper 15100, University Library of Munich, Germany.
- Hillier, Grant & Martellosio, Federico, 2006.
"Spatial design matrices and associated quadratic forms: structure and properties,"
Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 1-18, January.
- Grant Hillier & Federico Martellosio, 2004. "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers CWP16/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hillier, Grant & Martellosio, Federico, 2006. "Spatial design matrices and associated quadratic forms: structure and properties," MPRA Paper 15807, University Library of Munich, Germany.
- Okoye, B.C & Asumugha, G.N & Okezie, C.A & Tanko, L & Onyenweaku, C.E, 2006. "Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006," MPRA Paper 17460, University Library of Munich, Germany.
- Quiñones, Esteban J., 2006. "The Indigenous Heterogeneity of Oportunidades: Ample or Insufficient Human Capital Accumulation?," MPRA Paper 19539, University Library of Munich, Germany.
- Omay, Tolga Omay & Hasanov, Mubariz, 2006. "Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi [A nonlinear estimation of monetary policy reaction function for Turkey]," MPRA Paper 20154, University Library of Munich, Germany.
- Breiding, Torsten, 2006. "Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit [The unemployment insurance in Germany - does it cause or does it help to overcome unemploymen," MPRA Paper 20999, University Library of Munich, Germany.
- Mapa, Dennis S. & Briones, Kristine Joy S., 2006. "Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region," MPRA Paper 21247, University Library of Munich, Germany.
- Bouoiyour, jamal, 2006. "Migration, Diaspora et développement humain [Migration, Diaspora and Human Development]," MPRA Paper 37014, University Library of Munich, Germany.
- Bulla, Jan, 2006. "Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series," MPRA Paper 7675, University Library of Munich, Germany.
- Ahec Šonje, Amina & Katarina, Bacic, 2006. "A composite leading indicator for a small transition economy: the case of Croatia," MPRA Paper 83135, University Library of Munich, Germany, revised Apr 2006.
- Rishav Bista, 2006. "Foreign aid policy and its growth effect in Nepal," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 3(1), pages 109-140, Julio-Dic.
- Rishav Bista, 2006. "Foreign aid policy and its growth effect in Nepal," EconoQuantum, Revista de Economia y Negocios, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 3(1), pages 109-141, Julio - D.
- Afanasiev, Mikhail, 2006. "A Model of the Production Potential with Managed Factors of Inefficiency," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 4(4), pages 74-89.
- 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.
- Alfarano, Simone & Lux, Thomas, 2010. "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper 24718, University Library of Munich, Germany.
- 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).
2005
- Władysław Milo & Piotr Wdowiński (ed.), 2005. "Forecasting Financial Markets. Theory and Applications," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 1, number book:y:2005:n:00:mon, june.
- Władysław Milo & Piotr Wdowiński (ed.), 2005. "Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 127, number book:y:2005:n:192:foe, june.
- Uma S. Kambhampati & Ashok Parikh, 2005. "Has liberalization affected profit margins in Indian Industry?," Bulletin of Economic Research, Wiley Blackwell, vol. 57(3), pages 273-304, July.
- Apostolos Serletis & Asghar Shahmoradi, 2007.
"Business Cycles and Natural Gas Prices,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 7, pages 73-81,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Asghar Shahmoradi, 2005. "Business cycles and natural gas prices," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 29(1), pages 75-84, March.
- Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers 22470, East Asian Bureau of Economic Research.
- Schlicht, Ekkehart, 2017.
"Season. Mathematica Packages for Seasonal Adjustment,"
Discussion Papers in Economics
32331, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2020. "Season. A Mathematica Package for Seasonal Adjustment," Discussion Papers in Economics 74306, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2020. "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics 74306, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2005. "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics 712, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2017. "Season. Mathematica Packages for Seasonal Adjustment," Software in Economics 32331, University of Munich, Department of Economics.
- Eruygur, H. Ozan, 2005. "Generalized maximum entropy (GME) estimator: formulation and a monte carlo study," MPRA Paper 12459, University Library of Munich, Germany.
- Titarenko, Deniss, 2005. "The Influence of Foreign Direct Investment on Domestic Investment Processes in Latvia," MPRA Paper 18192, University Library of Munich, Germany.
- Borooah, Vani & Iyer, Sriya, 2005. "The Decomposition of Inter-Group Differences in a Logit Model: Extending the Oaxaca-Blinder Approach with an Application to School Enrolment in India," MPRA Paper 19418, University Library of Munich, Germany.
- Ahmed, Shaghil & Hyder, Kalim & Areeb, Tabinda, 2005. "The Economy in the Aftermath of the Earthquake," MPRA Paper 30530, University Library of Munich, Germany.
- Nganou, Jean-Pascal, 2005. "Estimates of Armington parameters for a landlocked economy," MPRA Paper 31459, University Library of Munich, Germany, revised 10 Aug 2008.
- Malini, Nair, 2005.
"Arbitrage, Cointegration and Testing the Unbiasedness Hypothesis in Coffee Futures Traded at the CSCE,"
MPRA Paper
37857, University Library of Munich, Germany.
- Malini, Nair, 2005. "Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE," MPRA Paper 37530, University Library of Munich, Germany.
- Malini, Nair, 2005.
"Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE,"
MPRA Paper
37530, University Library of Munich, Germany.
- Malini, Nair, 2005. "Arbitrage, Cointegration and Testing the Unbiasedness Hypothesis in Coffee Futures Traded at the CSCE," MPRA Paper 37857, University Library of Munich, Germany.
- Parker, John C., 2005. "What is the most appropriate model for generating scenarios for daily foreign exchange rates?," MPRA Paper 40269, University Library of Munich, Germany, revised Jun 2005.
- Brian Cushing, 2005. "Specification of Functional Form in Models of Population Migration," Working Papers Working Paper 2005-05, Regional Research Institute, West Virginia University.
- Ge Lin & Tonglin Zhang, 2005. "Loglinear Residual Tests of Moran's I Autorrelation: An Application to Kentucky Breast Cancer Data," Working Papers Working Paper 2005-06, Regional Research Institute, West Virginia University.
2004
- Władysław Milo & Piotr Wdowiński (ed.), 2004. "Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 127, number book:y:2004:n:177:foe, june.
- Apostolos Serletis & Ioannis Andreadis, 2007.
"Random Fractal Structures in North American Energy Markets,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 18, pages 245-255,
World Scientific Publishing Co. Pte. Ltd..
- Serletis, Apostolos & Andreadis, Ioannis, 2004. "Random fractal structures in North American energy markets," Energy Economics, Elsevier, vol. 26(3), pages 389-399, May.
- Apostolos Serletis & Ricardo Rangel-Ruiz, 2007.
"Testing for Common Features in North American Energy Markets,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 14, pages 172-187,
World Scientific Publishing Co. Pte. Ltd..
- Serletis, Apostolos & Rangel-Ruiz, Ricardo, 2004. "Testing for common features in North American energy markets," Energy Economics, Elsevier, vol. 26(3), pages 401-414, May.
- Hillier, Grant & Martellosio, Federico, 2006.
"Spatial design matrices and associated quadratic forms: structure and properties,"
Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 1-18, January.
- Grant Hillier & Federico Martellosio, 2004. "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers CWP16/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hillier, Grant & Martellosio, Federico, 2006. "Spatial design matrices and associated quadratic forms: structure and properties," MPRA Paper 15807, University Library of Munich, Germany.
- Müller, Ulrich A & Bürgi, Roland & Dacorogna, Michel M, 2004. "Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios," MPRA Paper 17755, University Library of Munich, Germany.
- Mapa, Dennis S., 2004. "A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough," MPRA Paper 21028, University Library of Munich, Germany.
- Frachot, Antoine & Roncalli, Thierry & Salomon, Eric, 2004. "The Correlation Problem in Operational Risk," MPRA Paper 38052, University Library of Munich, Germany.
- Phoebe Koundouri, 2004.
"Econometrics Informing Natural Resources Management:Selected Empirical Analyses,"
DEOS Working Papers
0401, Athens University of Economics and Business.
- Koundouri, Phoebe, 2004. "Econometrics Informing Natural Resources Management:Selected Empirical Analyses," MPRA Paper 38234, University Library of Munich, Germany.
- Pedauga, Luis & Pineda, Julio & Miguel, Dorta, 2004.
"Rivalidad por clientes en el mercado cambiario venezolano [Rivalry for customers in the Venezuelan exchange market],"
MPRA Paper
62431, University Library of Munich, Germany.
- Pedauga, Luis Enrique & Pineda, Julio & Dorta, Miguel, 2004. "Rivalidad por clientes en el mercado cambiario venezolano [Rivalry for customers in the Venezuelan exchange marke]," MPRA Paper 62446, University Library of Munich, Germany.
- V. Boginski & S. Butenko & P. M. Pardalos, 2004. "Network-Based Techniques In The Analysis Of The Stock Market," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 1, pages 1-14, World Scientific Publishing Co. Pte. Ltd..
- H. V. Mertzanis, 2004. "On The Efficiency Of The Capital Market In Greece: Price Discovery And Causality In The Athens Stock Exchange And The Athens Derivatives Exchange," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 2, pages 15-28, World Scientific Publishing Co. Pte. Ltd..
- G. Baourakis & N. Kalogeras & C. Zopounidis & G. Van Dijk, 2004. "Assessing The Financial Performance Of Marketing Co-Operatives And Investor Owned Firms: A Multicriteria Methodology," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 3, pages 29-47, World Scientific Publishing Co. Pte. Ltd..
- E. Gjonca & M. Doumpos & G. Baourakis & C. Zopounidis, 2004. "Assessing Country Risk Using Multicriteria Classification Approaches," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 4, pages 49-67, World Scientific Publishing Co. Pte. Ltd..
- K. Pendaraki & M. Doumpos & C. Zopounidis, 2004. "Assessing Equity Mutual Funds' Performance Using A Multicriteria Methodology: A Comparative Analysis," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 5, pages 69-90, World Scientific Publishing Co. Pte. Ltd..
- E. Tartari & M. Doumpos & G. Baourakis & C. Zopounidis, 2004. "Stacked Generalization Framework For The Prediction Of Corporate Acquisitions," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 6, pages 91-112, World Scientific Publishing Co. Pte. Ltd..
- K. Taafe, 2004. "Single Airport Ground Holding Problem - Benefits Of Modeling Uncertainty And Risk," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 7, pages 113-135, World Scientific Publishing Co. Pte. Ltd..
- A. Karakitsiou & A. Mavrommati & A. Migdalas, 2004. "Measuring Production Efficiency In The Greek Food Industry," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 8, pages 137-151, World Scientific Publishing Co. Pte. Ltd..
- G. Baourakis & G. Baltas, 2004. "Brand Management In The Fruit Juice Industry," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 9, pages 153-159, World Scientific Publishing Co. Pte. Ltd..
- I. P. Vlachos, 2004. "Critical Success Factors Of Business To Business (B2b) E-Commerce Solutions To Supply Chain Management," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 10, pages 161-175, World Scientific Publishing Co. Pte. Ltd..
- A. S. Andreou & S. M. Mavromoustakos & C. N. Schizas, 2004. "Towards The Identification Of Human, Social, Cultural And Organizational Requirements For Successful E-Commerce Systems Development," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 11, pages 177-196, World Scientific Publishing Co. Pte. Ltd..
- R. Nikolov & B. Lomev & S. Varbanov, 2004. "Towards Integrated Web-Based Environment For B2b International Trade: Mall2000 Project Case," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 12, pages 197-208, World Scientific Publishing Co. Pte. Ltd..
- A. Chekhlov & S. Uryasev & M. Zabarankin, 2004. "Portfolio Optimization With Drawdown Constraints," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 13, pages 209-228, World Scientific Publishing Co. Pte. Ltd..
- C. Viju & G. Baourakis & A. Migdalas & M. Doumpos & P. M. Pardalos, 2004. "Portfolio Optimization Using Markowitz Model: An Application To The Bucharest Stock Exchange," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 14, pages 229-251, World Scientific Publishing Co. Pte. Ltd..
- B. H. Chiarini & W. Chaovalitwongse & P. M. Pardalos, 2004. "A New Algorithm For The Triangulation Of Input–Output Tables In Economics," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 15, pages 253-272, World Scientific Publishing Co. Pte. Ltd..
- B. Boutsinas & G. C. Meletiou & M. N. Vrahatis, 2004. "Mining Encrypted Data," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 16, pages 273-281, World Scientific Publishing Co. Pte. Ltd..
- N. G. Pavlidis & D. K. Tasoulis & G. S. Androulakis & M. N. Vrahatis, 2004. "Exchange Rate Forecasting Through Distributed Time-Lagged Feedforward Neural Networks," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 17, pages 283-298, World Scientific Publishing Co. Pte. Ltd..
- R. Yang & P. M. Pardalos, 2004. "Network Flow Problems With Step Cost Functions," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 18, pages 299-313, World Scientific Publishing Co. Pte. Ltd..
- K. Taaffe & J. Geunes, 2004. "Models For Integrated Customer Order Selection And Requirements Planning Under Limited Production Capacity," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 19, pages 315-346, World Scientific Publishing Co. Pte. Ltd..
- Vasilev, Aleksandar, 2015.
"Growth and convergence in the Central and East European countries towards EU (1992-2002),"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 6(1), pages 63-89.
- Vasilev, Aleksandar, 2004. "Growth and Convergence in the Central and East European Countries towards EU /1992-2002/," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 142165, September.
- Aleksandar VASILEV, 2015. "Growth and convergence in the Central and East European countries towards EU (1992-2002)," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 6, pages 63-89, June.
- Vasilev, Aleksandar, 2015. "Growth and Convergence in the Central and East European Countries towards EU /1992-2002/," EconStor Preprints 144530, ZBW - Leibniz Information Centre for Economics.
2003
- Władysław Milo & Piotr Wdowiński (ed.), 2003. "Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets," FindEcon Books: Forecasting Financial Markets and Economic Decision-Making, University of Lodz, edition 1, volume 127, number book:y:2003:n:166:foe, june.
- Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003.
"Tests of Independence in Separable Econometric Models: Theory and Application,"
Cowles Foundation Discussion Papers
1395R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2006.
- Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers 28395, Yale University, Economic Growth Center.
- Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers 946, Economic Growth Center, Yale University.
- Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2007.
- Jerome Adda & Russell W. Cooper, 2003. "Dynamic Economics: Quantitative Methods and Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012014, April.
- Eruygur, H. Ozan, 2003. "The skill biased technological change in Turkish manufacturing industries," MPRA Paper 12460, University Library of Munich, Germany.
- Mynbaev, Kairat, 2003. "Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends," MPRA Paper 18448, University Library of Munich, Germany, revised 2005.
- Mapa, Dennis S., 2003. "A Range-Based GARCH Model for Forecasting Volatility," MPRA Paper 21323, University Library of Munich, Germany.
- Skribans, Valerijs, 2003. "Latvijas būvniecības nozares attīstības prognoze [Latvian construction brunch development forecast]," MPRA Paper 26072, University Library of Munich, Germany.
- Uma Kambhampati & Ashok Parikh, 2003. "Disciplining firms: the impact of trade reforms on profit margins in Indian industry," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 461-470.
2002
- Levy, Daniel, 2002.
"Cointegration in Frequency Domain,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23(3), pages 333-339.
- D. Levy, 2002. "Cointegration in frequency domain," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(3), pages 333-339, May.
- Daniel Levy, 2002. "Cointegration in Frequency Domain," Working Papers 2002-12, Bar-Ilan University, Department of Economics.
- Daniel Levy, 2002. "Cointegration in frequency domain," Post-Print hal-02385599, HAL.
- Daniel Levy, 2004. "Cointegration in Frequency Domain," Econometrics 0402005, University Library of Munich, Germany.
- D. Levy, 2002.
"Cointegration in frequency domain,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 23(3), pages 333-339, May.
- Levy, Daniel, 2002. "Cointegration in Frequency Domain," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23(3), pages 333-339.
- Daniel Levy, 2002. "Cointegration in Frequency Domain," Working Papers 2002-12, Bar-Ilan University, Department of Economics.
- Daniel Levy, 2002. "Cointegration in frequency domain," Post-Print hal-02385599, HAL.
- Daniel Levy, 2004. "Cointegration in Frequency Domain," Econometrics 0402005, University Library of Munich, Germany.
2001
- Elsa M. Castro Franco, 2001. "Algunos tópicos econométricos de interés: Series de tiempo, pronósticos, no linealidad," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, June.
- Guy Lacroix & Thierry Kamionka & Lucie Gilbert, 2011.
"The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men,"
Chapters, in: Miroslav Verbic (ed.), Advances in Econometrics - Theory and Applications,
IntechOpen.
- Lucie Gilbert & Thierry Kamionka & Guy Lacroix, 2000. "The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men," CIRANO Working Papers 2000s-29, CIRANO.
- Lucie Gilbert & Thierry Kamionka & Guy Lacroix, 2001. "The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men," Working Papers 2001-15, Center for Research in Economics and Statistics.
- Gilbert, Lucie & Kamionka, Thierry & Lacroix, Guy, 2000. "The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men," Cahiers de recherche 0008, Université Laval - Département d'économique.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001.
"Econometric applications of high-breakdown robust regression techniques,"
Economics Letters, Elsevier, vol. 71(1), pages 1-8, April.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000. "Econometric applications of high-breakdown robust regression techniques," MPRA Paper 41529, University Library of Munich, Germany.
- Carrera, Jorge Eduardo & Cusolito, Ana Paula & Féliz, Mariano & Panigo, Demian, 2001. "An econometric approach to macroeconomic risk. A cross country study," MPRA Paper 7846, University Library of Munich, Germany, revised 2001.
- Letitia E. Kotila & Claire M. Kamp Dush, 2011. "High father involvement and supportive coparenting predict increased same-partner and decreased multipartnered fertility," Working Papers 1311, Princeton University, School of Public and International Affairs, Center for Research on Child Wellbeing..
2000
- Alberto Gabriele & Korkut Baratav & Ashok Parikh, 2000. "Instability and Volatility of Capital Flows to Developing Countries," The World Economy, Wiley Blackwell, vol. 23(8), pages 1031-1056, August.
- Guy Lacroix & Thierry Kamionka & Lucie Gilbert, 2011.
"The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men,"
Chapters, in: Miroslav Verbic (ed.), Advances in Econometrics - Theory and Applications,
IntechOpen.
- Gilbert, Lucie & Kamionka, Thierry & Lacroix, Guy, 2000. "The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men," Cahiers de recherche 0008, Université Laval - Département d'économique.
- Lucie Gilbert & Thierry Kamionka & Guy Lacroix, 2001. "The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men," Working Papers 2001-15, Center for Research in Economics and Statistics.
- Lucie Gilbert & Thierry Kamionka & Guy Lacroix, 2000. "The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men," CIRANO Working Papers 2000s-29, CIRANO.
- Lawrence J. Lau (ed.), 2000. "Econometrics, Volume 2: Econometrics and the Cost of Capital," MIT Press Books, The MIT Press, edition 1, volume 2, number 0262100835, April.
- Mynbaev, Kairat, 2000. "$L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables," MPRA Paper 18447, University Library of Munich, Germany, revised 2001.
- Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry, 2000. "Copulas for finance," MPRA Paper 37359, University Library of Munich, Germany.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001.
"Econometric applications of high-breakdown robust regression techniques,"
Economics Letters, Elsevier, vol. 71(1), pages 1-8, April.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000. "Econometric applications of high-breakdown robust regression techniques," MPRA Paper 41529, University Library of Munich, Germany.
- Agapie, Adriana, 2000. "Prior Information In Econometric Global Optimization Problems: A Bootstrap Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 110-121, December.
- Kevin M Currier, 2000. "Comparative Statics Analysis in Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4476, February.
- Kevin M. Currier, 2000. "Mathematical Preliminaries," World Scientific Book Chapters, in: Comparative Statics Analysis In Economics, chapter 1, pages 1-9, World Scientific Publishing Co. Pte. Ltd..
- Kevin M. Currier, 2000. "The Methodology of Comparative Statics," World Scientific Book Chapters, in: Comparative Statics Analysis In Economics, chapter 2, pages 11-26, World Scientific Publishing Co. Pte. Ltd..
- Kevin M. Currier, 2000. "Comparative Statics with Explicit Solutions," World Scientific Book Chapters, in: Comparative Statics Analysis In Economics, chapter 3, pages 27-42, World Scientific Publishing Co. Pte. Ltd..
- Kevin M. Currier, 2000. "Comparative Statics in General Function Models," World Scientific Book Chapters, in: Comparative Statics Analysis In Economics, chapter 4, pages 43-73, World Scientific Publishing Co. Pte. Ltd..
- Kevin M. Currier, 2000. "Comparative Statics Theorems for Parameterized Optimization Problems," World Scientific Book Chapters, in: Comparative Statics Analysis In Economics, chapter 5, pages 75-109, World Scientific Publishing Co. Pte. Ltd..
- Kevin M. Currier, 2000. "Introduction to Primal-Dual Analysis," World Scientific Book Chapters, in: Comparative Statics Analysis In Economics, chapter 6, pages 111-127, World Scientific Publishing Co. Pte. Ltd..
1999
- Apostolos Serletis & John Herbert, 2007.
"The Message in North American Energy Prices,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 13, pages 156-171,
World Scientific Publishing Co. Pte. Ltd..
- Serletis, Apostolos & Herbert, John, 1999. "The message in North American energy prices," Energy Economics, Elsevier, vol. 21(5), pages 471-483, October.
1998
- Apostolos Serletis & Todd Kemp, 2007.
"The Cyclical Behavior of Monthly NYMEX Energy Prices,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 12, pages 149-155,
World Scientific Publishing Co. Pte. Ltd..
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1996
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1995
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1993
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1992
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"Prices Of State Contingent Claims With Insider Traders, And The Favourite-Longshot Bias,"
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1991
- Debertin, David L. & Pagoulatos, Angelos, 1991. "Research in Agricultural Economics 1919-1990:Seventy-two Years of Change," Staff Papers 158755, University of Kentucky, Department of Agricultural Economics.
1989
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1987
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"Co-integration and error correction: Representation, estimation, and testing,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
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"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
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"Tests Of The Efficiency Of Racetrack Betting Using Bookmaker Odds,"
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1986
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"Searching For Positive Returns At The Track: A Multinomial Logit Model For Handicapping Horse Races,"
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- Ruth N. Bolton & Randall G. Chapman, 1986. "Searching for Positive Returns at the Track: A Multinomial Logit Model for Handicapping Horse Races," Management Science, INFORMS, vol. 32(8), pages 1040-1060, August.
- Newey, Whitney & West, Kenneth, 2014.
"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
- Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
- Hillier, Grant, 1986. "Joint Tests for Zero Restrictions on Non-negative Regression Coefficients," MPRA Paper 15804, University Library of Munich, Germany.
1984
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1980
- Tara Watson & Sara McLanahan, 2011.
"Marriage Meets the Joneses: Relative Income, Identity, and Marital Status,"
Journal of Human Resources, University of Wisconsin Press, vol. 46(3), pages 482-517.
- Tara Watson & Sara McLanahan, 2009. "Marriage Meets the Joneses: Relative Income, Identity, and Marital Status," Working Papers 1141, Princeton University, School of Public and International Affairs, Center for Research on Child Wellbeing..
- Tara Watson & Sara McLanahan, 2009. "Marriage Meets the Joneses: Relative Income, Identity, and Marital Status," NBER Working Papers 14773, National Bureau of Economic Research, Inc.
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1979
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"Sample selection bias as a specification error,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
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1978
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"Specification tests in econometrics,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
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"Forecasting with Econometric Methods: Folklore versus Fact,"
The Journal of Business, University of Chicago Press, vol. 51(4), pages 549-564, October.
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"Forecasting with Econometric Methods: Folklore versus Fact,"
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1976
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"Specification tests in econometrics,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
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- J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
1970
- Armstrong, J. Scott, 1970. "An Application of Econometric Models to International Marketing," MPRA Paper 81698, University Library of Munich, Germany.
1965
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"Utility Analysis And Group Behavior An Empirical Study,"
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2
- Tempesta, Tiziano & Vecchiato, Daniel & Djumboung, Danièle Aurelie & Chinazzi, Gianluca, 2013. "An analysis of the potential effects of the modification of the Prosecco Protected Designation of Origin: a choice experiment," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, vol. 2013(2), April.
- Egwuma, Henry & Shamsudin, Mad Nasir & Mohamed, Zainalabidin & Kamarulzaman, Nitty Hirawaty & Wong, Kelly Kai Seng, 2016. "A Model For The Palm Oil Market In Nigeria: An Econometrics Approach," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 4(2), pages 1-17, April.
0
- Lindiwe Ngcobo & Joseph Chisasa & Mantepu Tshepo MaseTshaba, 2024. "The asymmetric effect of stokvel on banking sector liquidity: Evidence from a nonlinear ARDL approaches," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, vol. 6(1), pages 86-98, May.
- V. Masson & N. Sim & L. Wedding, 2014.
"Did the AFL equalization policy achieve the evenness of the league?,"
Applied Economics, Taylor & Francis Journals, vol. 46(35), pages 4334-4344, December.
- Virginie Masson & Nicholas Sim & Luke Wedding, "undated". "Did the AFL Equalisation Policy Achieve the Evenness of the League?," School of Economics and Public Policy Working Papers 2013-11, University of Adelaide, School of Economics and Public Policy.
- Houssou, Nazaire & Zeller, Manfred, 2010.
"Targeting the Poor and Smallholder Farmers Empirical Evidence from Malawi,"
Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 49(4), pages 1-18.
- Houssou, Nazaire & Zeller, Manfred, 2009. "Targeting the poor and smallholder farmers: empirical evidence from Malawi," Research in Development Economics and Policy (Discussion Paper Series) 57988, Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics.
- Conradt, Sarah & Bokusheva, Raushan & Finger, Robert & Kussaiynov, Talgat, 2014. "Yield Trend Estimation in the Presence of Farm Heterogeneity and Non-linear Technological Change," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 53(2), pages 1-20, May.
- Marcelo Varela Enríquez & Gustavo Salazar Espinoza, "undated". "Labor income gap in Ecuador due to discrimination, pre and post pandemic: Correction of error due to selection bias," Review of Socio - Economic Perspectives 202302, Reviewsep.
- Władysław Milo, 2003. "Forecasting Capital Markets," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 1, pages 3-13, University of Lodz.
- Iwona Konarzewska, 2003. "Princing of Selected Transactions Including Options and Monte Carlo Sensitivity Analysis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 2, pages 15-35, University of Lodz.
- Magłorzata Doman & Ryszard Doman, 2003. "Forecasting the Daily Volatility Defined with High-Frequency Data for the Stock Index WIG," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 3, pages 37-50, University of Lodz.
- Witold Szczepaniak, 2003. "Spot Rate Models on the Polish Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 4, pages 51-61, University of Lodz.
- Michał Pietrzak, 2003. "Using Holder Function in Modeling of Stock Prices at the Warsaw Stock Exchange," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 5, pages 63-83, University of Lodz.
- Jan Gadomski, 2003. "Outline of the Model of the Bank Sector in a Closed Economy," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 6, pages 85-99, University of Lodz.
- Władysław Milo & Zuzanna Kozera & Adam Górniak & Magdalena Rutkowska & Aneta Sieradzka, 2003. "Price Inflation of Financial Goods," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 7, pages 101-117, University of Lodz.
- Dorota Miszczyńska, 2003. "Multicriterial Banking of Opened-end Pension Founds with AHP and PROMETHEE Methods," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 8, pages 119-133, University of Lodz.
- Grzegorz Szafrański, 2003. "The Nominal Convergence Criteria Financial Market Development and the Real Convergence," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 9, pages 135-147, University of Lodz.
- Tomasz Uryszek, 2003. "An Econometric Analysis of the Effectiveness of Selected Instruments used by National Bank of Poland to Reduce Money Supply in Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 10, pages 149-172, University of Lodz.
- Piotr Wdowiński & Daniel Wrzesiński, 2003. "A Dynamic Analysis of Asset Portfolio," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 11, pages 173-182, University of Lodz.
- Marek Łażewski & Krzysztof Zator, 2003. "Optimal Portfolio Selection using Stable Distribution," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 12, pages 183-197, University of Lodz.
- Anna Rutkowska-Ziarko, 2003. "The Distributions of the Rates of Return on Fixed Target Semi-Variance Portfolios," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 13, pages 199-207, University of Lodz.
- Lesław Markowski, 2003. "Risk Analysis and Capital Asset Pricing - an Example of the Warsaw Stock Exchange," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 14, pages 209-224, University of Lodz.
- Przemysław Garsztka & Przemysław Matuszewski & Karol Wieloch, 2003. "Analysis of Value Papers' Liquidity Listed with WARSET System," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 15, pages 225-239, University of Lodz.
- Ewa Kusideł & Monika Rychter, 2003. "Effectiveness of Futures Market and Its Forecasting with an Example of WIG20 Futures," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 16, pages 241-252, University of Lodz.
- Tomasz Kozdraj, 2003. "Return Rate Period and Optimal Lower Partial Moment Hedge Ratio," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, edition 1, volume 127, chapter 17, pages 253-267, University of Lodz.
- Dorota Miszczyńska, 2004. "Ranking of Opened-end Pension Funds (OPF) - Forecasts for 2004-2005," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 1, pages 5-21, University of Lodz.
- Piotr Wdowiński & Daniel Wrzesiński, 2004. "Risk Factors of Capital Market in Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 2, pages 23-41, University of Lodz.
- Stanisław Wieteska, 2004. "Development of Life and Non-Life Insurance in Poland in the Years 1990-2000 as an Element of the Capital Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 3, pages 43-53, University of Lodz.
- Władysław Milo & Zuzanna Kozera, 2004. "On the Risk of Currency Crisis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 4, pages 57-78, University of Lodz.
- Joanna Bruzda, 2004. "Non-Linear Integration and Cointegration. Testing an Example of Verification of the PPP Hypothesis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 5, pages 79-94, University of Lodz.
- Jarosław Janecki, 2004. "The Use of Yield Spread in Economy Activity and Inflation Process Research," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 6, pages 95-108, University of Lodz.
- Władysław Milo & Daniel Wrzesiński, 2004. "Real Exchange Rate Analysis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 7, pages 109-121, University of Lodz.
- Michał Stachura, 2004. "Wavelet Methods for Detecting Long-Run Dependence of Stock Indexes and Exchange Rates," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 8, pages 123-133, University of Lodz.
- Stanisław Kluza & Andrzej Sławiński, 2004. "The Arbitrage at the Interest Rate Market (the Example of the FRA and the Bond Markets)," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 9, pages 137-152, University of Lodz.
- Robert Kelm, 2004. "Empirical Model of the Exchange Rate Policy in Poland 1995-2002," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 10, pages 153-167, University of Lodz.
- Waldemar Tarczyński & Małgorzata Łuniewska, 2004. "Classical, Fundamental and Horizontally Diversified Portfolios - a Comparative Aanalysis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 11, pages 171-189, University of Lodz.
- Marek Kałuszka & Alina Kondratiuk-Janyska, 2004. "On Duration-Dispersion Strategies for Portfolio Immunization," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 12, pages 191-202, University of Lodz.
- Piotr Fiszeder, 2004. "Dynamic Asset Allocation - Markowitz Model," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 13, pages 203-215, University of Lodz.
- Jacek Osiewalski & Mateusz Pipień, 2004. "Bayesian Pricing of an European Call Option Using a GARCH Model with Asymmetries," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 14, pages 219-238, University of Lodz.
- Przemysław Garsztka & Przemysław Matuszewski & Karol Wieloch, 2004. "Liquidity Analysis of Stocks in WARSET - Time," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 15, pages 239-254, University of Lodz.
- Marcin Stamirowski, 2004. "One-Factor Interest Rate Models - Evaluation of Usefulness for Pricing and Analysis of Investors' Expectations," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 16, pages 255-271, University of Lodz.
- Marek Łażewski & Krzysztof Zator, 2004. "Analytical Methods for Multivariate alfa-Stable Distributions Using Spherical Harmonics," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 17, pages 275-290, University of Lodz.
- Małgorzata Doman, 2004. "Forecasting Polish Stock Indices Volatility Using GARCH Models and High Frequency Data," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 18, pages 291-309, University of Lodz.
- Ryszard Doman, 2004. "Application of High-Frequency Data in Forecasting Polish Stock Indices by Means of Stochastic Volatility Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 19, pages 311-328, University of Lodz.
- Witold Orzeszko, 2004. "Application of a Local Polynomial Approximation Chaotic Time Series Prediction," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 20, pages 331-346, University of Lodz.
- Grzegorz Szafrański, 2004. "DEA Analysis of the Polish Stock Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 - Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 21, pages 347-360, University of Lodz.
- Ryszard Doman, 2005. "Forecasting the Polish Stock Market Volatility with Markov Switching GARCH Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 1, pages 13-27, University of Lodz.
- Piotr Fiszeder, 2005. "Forecasting the Volatility of the Polish Stock Index - WIG20," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 2, pages 29-42, University of Lodz.
- Piotr Mielus, 2005. "The Application of Error Correction Model in Forecasting Market Volatility on Emerging Currency Options Markets," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 3, pages 43-55, University of Lodz.
- Jerzy Stelmach, 2005. "The Determinants of Stock Return Volatility on the Ukrainian Emerging Financial Market: a GARCH Approach," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 4, pages 57-70, University of Lodz.
- Burkhard Raunig, 2005. "How Well Do Models of Stock Market Volatility Forecast at Longer Horizons?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 5, pages 71-84, University of Lodz.
- Waldemar Tarczyński & Małgorzata Łuniewska, 2005. "An Attempt to Assess the Effectiveness of the Fundamental Securities Portfolio Constructed on the Basis of Forecasts," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 6, pages 87-96, University of Lodz.
- Alina Kondratiuk-Janyska & Marek Kałuszka, 2005. "How to Immunize a Defaultable Bond Portfolio?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 7, pages 97-106, University of Lodz.
- Wojciech Zatoń, 2005. "The Portfolio of Risky Investments Based on the AHP," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 8, pages 107-116, University of Lodz.
- Aleša Lotrič Dolinar, 2005. "The Slovenian Stock Market Index (SBI20 Slovenski Borzni Index) from the Aspect of Frequency Domain," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 9, pages 119-133, University of Lodz.
- Patev Plamen & Kanaryan Nigokhos & Lyroudi Katerina, 2009.
"Modelling and Forecasting the Volatility of Thin Emerging Stock Markets: the Case of Bulgaria,"
Comparative Economic Research, Sciendo, vol. 12(4), pages 47-60, January.
- Plamen Patev & Nigokhos Kanaryan, 2005. "Modeling and Forecasting the Volatility of Thin Emerging Stock Markets: The Case of Bulgaria," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 10, pages 135-146, University of Lodz.
- Jacek Kwiatkowski, 2005. "Maximum Likelihood Estimation of Stochastic Unit Root Models with GARCH Disturbances," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 11, pages 149-157, University of Lodz.
- Przemysław Garsztka & Maciej Kokorniak, 2005. "An Application of Neural Networks to Find Risky Credit Positions and Forecasting Consumer Loans Default Situation," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 12, pages 159-176, University of Lodz.
- Jacek Białek, 2005. "The Generalization of Net Present Value Calculations," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Forecasting Financial Markets. Theory and Applications, edition 1, volume 0, chapter 13, pages 177-190, University of Lodz.
- Władysław Milo & Zuzanna Wośko, 2005. "Are Leading Indicators a Useful Tool for Predicting Business Cycles? The Polish Experience," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 1, pages 5-25, University of Lodz.
- Piotr Wdowiński, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 2, pages 27-53, University of Lodz.
- Jarosław Janecki, 2005. "Taylor-type Rules in Poland: A Historical Analysis of Monetary Policy," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 3, pages 55-68, University of Lodz.
- Grzegorz Szafrański, 2005. "Economic Policy Decisions in the Perspective of the European Accession: A Simulation Approach," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 4, pages 69-86, University of Lodz.
- Christian Merkl & Lúcio Vinhas de Souza, 2005. "The Russian Central Bank as a Monetary Targeter? An Empirical Analysis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 5, pages 87-97, University of Lodz.
- Iwona Konarzewska, 2005. "Short Sales at Warsaw Stock Exchange: Present Experience and Some Simulations," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 6, pages 101-113, University of Lodz.
- Piotr Wdowiński & Aneta Zglińska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modeling and Forecasting," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 7, pages 115-127, University of Lodz.
- Monika Jeziorska-Pąpka & Magdalena Osińska & Maciej Witkowski, 2005. "Forecasting Returns Using Threshold Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 8, pages 129-142, University of Lodz.
- Władysław Milo & Magdalena Rutkowska, 2005. "Notes on Forecasting Nominal Equilibrium Exchange Rates of PLN Against USD," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 9, pages 145-156, University of Lodz.
- Małgorzata Doman, 2005. "The Co-movement Between Returns of Foreign Exchange Rates in the Central European Countries," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 10, pages 157-175, University of Lodz.
- Joanna Bruzda & Tomasz, Koźliński, 2005. "Non-linearity and the Purchasing Power Parity Hypothesis for Exchange Rate JPY/USD," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 11, pages 177-193, University of Lodz.
- Bernd Brandl, 2005. "Exchange Rates: Predictable but not Explainable? Data Mining with Leading Indicators and Technical Trading Rules," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 12, pages 195-209, University of Lodz.
- Jacek Osiewalski & Mateusz Pipień, 2005. "Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 13, pages 213-227, University of Lodz.
- Anna Pajor, 2005. "Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 14, pages 229-249, University of Lodz.
- Mateusz Pipień, 2005. "Dynamic Bayesian Inference in GARCH Processes with Skewed-t and Stable Conditional Distributions," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 15, pages 251-269, University of Lodz.
- Stanisław Kluza & Andrzej Sławiński, 2006. "The Foreign Exchange and the Market Microstructure of the Polish Zloty," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 1, pages 15-25, University of Lodz.
- Philippe De Brouwer, 2006. "Behavioral Finance and Its Applications on Decision-Making in Financial Markets," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 2, pages 27-44, University of Lodz.
- Janusz Brzeszczyński & Jerzy Gajdka, 2006. "Can the Dividend Yield Strategies Beat the Market? Evidence from the Polish Stock Market 1994-2004," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 3, pages 45-59, University of Lodz.
- Waldemar Tarczyński & Małgorzata Łuniewska, 2006. "An Analysis from Some Stock Exchange Indexes in Relation to Market Ratios," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 4, pages 61-70, University of Lodz.
- Wiesław Dębski, 2006. "Investments Funds in Poland and Worldwide," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 5, pages 71-86, University of Lodz.
- Alina Kondratiuk-Janyska & Marek Kaluszka, 2006. "Bond Potrfolio Immunization in Arbitrage Free Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 6, pages 89-100, University of Lodz.
- Joanna Klimkowska, 2006. "Yield Rate on a Callable Zero-Coupon Bond," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 7, pages 101-111, University of Lodz.
- Marcin Stamirowski, 2006. "Risk-Return Profile of the Investors on the Polish Treasury Bond Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 8, pages 113-128, University of Lodz.
- Grażyna Trzpiot, 2006. "R&D Portfolio Selection Based on Conditional Stochastic Dominance," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 9, pages 129-139, University of Lodz.
- Władysław Milo & Magdalena Rutkowska, 2006. "Notes on Forecasting Real Equlibrium Exchange Rates of PLN against USD," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 10, pages 143-154, University of Lodz.
- Piotr Wdowiński & Aneta Zglińska-Pietrzak, 2006. "Modeling and Forecasting Exchange Rates: A Monetary Approach," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 11, pages 155-172, University of Lodz.
- Eva Rublikova & Magdalena Rutkowska, 2006. "Determinants of Exchange Rate of Slovak Crown Against Polish Zloty - Dornbusch Monetary Model," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 12, pages 173-185, University of Lodz.
- Kazimierz Krauze, 2006. "Exchange rate Modeling - A Fundamental Analysis for Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 13, pages 187-202, University of Lodz.
- Marius Jurgilas, 2006. "Interbank Market under the Currency Board: case of Lithuania," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 14, pages 203-218, University of Lodz.
- Joseph Plasmans & Jacob Engwerda & Bas van Aarle & Tomasz Michalak, 2006. "Macroeconomic Effects of a Monetary Union Enlargement: Theoretical Analysis in the Framework of Linear-Quadratic Differential Games," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 15, pages 221-243, University of Lodz.
- Klaus Weyerstrass, 2006. "Monetary an Fiscal Policies for Slovenia an the Road to Full Monetary Integration," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 16, pages 245-256, University of Lodz.
- Grzegorz Szafrański, 2006. "Measuring Human capital in Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 17, pages 257-271, University of Lodz.
- Jakub Kowalski, 2006. "Europe of One Price?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 1, chapter 18, pages 273-288, University of Lodz.
- Jacek Osiewalski & Anna Pajor & Mateusz Pipień, 2006. "Bayes Factors for Bivariate GARCH and SV Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 1, pages 15-35, University of Lodz.
- Jacek Kwiatkowski, 2006. "A Bayesian Analysis of Stur Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 2, pages 37-48, University of Lodz.
- Anna Pajor, 2006. "VECM-TSV Models for Two Polish Official Exchange Rates," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 3, pages 49-66, University of Lodz.
- Mateusz Pipień, 2006. "Application of Bayesian Inference in Value-at-Risk Forecasting with the Use of Conditionally Asymmetric and Fat-Tailed GARCH Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 4, pages 67-80, University of Lodz.
- Maciej Kostrzewski, 2006. "Bayesian Inference on Discretely Sampled Itô Processes," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 5, pages 81-96, University of Lodz.
- David Bock, 2006. "Online Testing of Switching Volatility," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 6, pages 99-120, University of Lodz.
- Małgorzata Doman, 2006. "Modeling the Realized Volatility with ARFIMA and Unobserved Component Models: Results from the Polish Financial Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 7, pages 121-135, University of Lodz.
- Ryszard Doman, 2006. "Forecasting the Conditional Skewness and Kurtosis of the Polish Financial Returns," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 8, pages 137-151, University of Lodz.
- Piotr Humeńczuk, 2006. "Optimal Futures Hedging Decisions in Fractionally Cointegrated Markets," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 9, pages 155-168, University of Lodz.
- Tomasz Oczadły, 2006. "Quasi-Monte Carlo Method in Pricing Barrier Options," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 10, pages 169-181, University of Lodz.
- Joanna Bruzda, 2006. "The Cost-of-Carry Model for the FW20 Futures Contracts: Threshold Cointegration Framework," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 11, pages 183-205, University of Lodz.
- Jun Nagayasu, 2006. "Modeling and Predicting Japanese Stock Returns Based on the ARFIMA-FIGARCH," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 12, pages 209-220, University of Lodz.
- Paweł Miłobędzki, 2006. "Asymmetry in the Adjustment of Main Capital Market Indices in Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 13, pages 221-239, University of Lodz.
- Piotr Fiszeder, 2006. "Test of the CAPM Model with Time-Varying Covariances for the Polish Stock Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 14, pages 241-255, University of Lodz.
- Magdalena Osińska & Witold Orzeszko, 2006. "Detecting Nonlinear Causality at Financial Markets," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 15, pages 257-274, University of Lodz.
- Kostyantyn Stryzhychenko, 2006. "Analysis of Influence of Russian Stock Market Onto Ukrainian Stock Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 2, chapter 16, pages 275-283, University of Lodz.
- Jacek Osiewalski & Anna Pajor, 2007. "Flexibility and Parsimony in Multivariate Financial Modelling : a Hybrid Bivariate DCC-SV Model," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 1, pages 11-26, University of Lodz.
- Magdalena Osińska, 2007. "Forecasting Stochastic Unit Root Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 2, pages 27-43, University of Lodz.
- Ryszard Doman, 2007. "Forecasting the Dependence Between Polish Financial Returns," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 3, pages 45-58, University of Lodz.
- Paweł Miłobędzki, 2007. "A Note on the Market Model Specification when Stocks Markets Are Integrated," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 4, pages 61-67, University of Lodz.
- Alexandru Todea & Adrian Zoicas-Ienciu, 2007. "The Isolation of Maximum Length Sub-periods in Which a Stock Return Series is Exhibiting Linear and Non-Linear Dependencies (Todea-Zoicas Algorithm)," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 5, pages 69-83, University of Lodz.
- Piotr Płuciennik, 2007. "Using Implied Volatility to Forecast Daily Realized Volatility of WIG20 Index," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 6, pages 85-98, University of Lodz.
- Anna Pajor, 2007. "Bayesian Analysis and Forecasting of the Conditional Correlations Between Stock Index Returns with Multivariate SV Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 7, pages 101-121, University of Lodz.
- Mateusz Pipień, 2007. "Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 8, pages 123-140, University of Lodz.
- Jacek Kwiatkowski, 2007. "A Bayesian Inference About Simple STUR Models with GARCH Errors," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 9, pages 141-152, University of Lodz.
- Maciej Kostrzewski, 2007. "Bayesian Pricing of European Call Options on the WIG20 Index," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 10, pages 153-164, University of Lodz.
- Ilie Parpucea, 2007. "A Generalization of the Stability of Equilibrium in a Repeated Game," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 11, pages 167-178, University of Lodz.
- Mete Feridun & Tokunbo Simbowale Osinubi, 2007. "The Relationship between Stock Market and Economic Growth in Developing Economies: An Econometric Analysis on Nigeria," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 12, pages 179-186, University of Lodz.
- Ewa Majerowska, 2007. "Forecasting the Returns Based on the Panel Data Estimation Methods," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 3, chapter 13, pages 187-197, University of Lodz.
- Władysław Milo & Magdalena Rutkowska, 2007. "Notes on Forecasting Equilibrium Interest Rates – Commercial Credit Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 1, pages 9-23, University of Lodz.
- Małgorzata Doman, 2007. "Structural Breaks and Long Memory in the Volatility of Polish Exchange Rates," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 2, pages 25-40, University of Lodz.
- Piotr Wdowiński, 2007. "A Note on the Dornbusch Overshooting Model under Nominal and Real Interest Rates," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 3, pages 41-60, University of Lodz.
- Vahidin Jeleskovic, 2007. "Are the Multifractal Properties of Exchange Rates Robust?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 4, pages 61-74, University of Lodz.
- Timur Yusupov & Elena Yusupova, 2007. "What Makes Speculators Trade More Often? Empirical Analysis of the TSE Data," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 5, pages 77-97, University of Lodz.
- Janusz Brzeszczyński & Jerzy Gajdka, 2007. "Beta Estimation, Forecasting and Convergence," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 6, pages 99-110, University of Lodz.
- Grzegorz Szafrański, 2007. "The Interest Rate Pass-Through in Poland 1997–2005," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 7, pages 111-123, University of Lodz.
- Matti Viren, 2007. "Inflation Expectations and Regime Shifts," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 8, pages 127-142, University of Lodz.
- Stanisław Kluza & Sebastian Stolorz, 2007. "Estimation of Steady State Equilibrium Path for Polish Economy in Years 1990–2005," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 4, chapter 9, pages 143-160, University of Lodz.
- Piotr Fiszeder, 2007. "Testing the Arbitrage Pricing Model with a Factor Garch Model for the Polish Stock Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 1, pages 11-24, University of Lodz.
- Andres Vesilind, 2007. "The Profitability of Simple Trading Strategies Exploiting the Forward Premium Bias in Foreign Exchange Markets and the Time Premium in Yield Curves," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 2, pages 25-44, University of Lodz.
- Waldemar Tarczyński & Małgorzata Łuniewska, 2007. "The Market Ratios on Polish Capital Market – Application to Portfolio Analysis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 3, pages 45-55, University of Lodz.
- Joanna Bruzda & Dorota Górecka & Tomasz Koźliński, 2007. "Examination of the Term Structure of Interest Rates in Poland – Linear and Non-Linear Cointegration Analysis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 4, pages 59-78, University of Lodz.
- Alina Kondratiuk-Janyska & Marek Kałuszka, 2007. "Utility Function Approach in the Context of Immunization," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 5, pages 79-91, University of Lodz.
- Agata Kliber, 2007. "Properties of the Duration Vector in the Polish and German Bonds’ Markets," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 6, pages 93-106, University of Lodz.
- Paweł Kliber, 2007. "Bond’s Duration in Single-Factor Models for Short Rate," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 7, pages 107-118, University of Lodz.
- Marcin Stamirowski, 2007. "The Polish Term Structure Versus Its Core Market Counterparts – A Comparative Analysis," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 8, pages 119-131, University of Lodz.
- Wiesław Dębski, 2007. "Pension Funds as a Factor Stimulating Development of the Capital Market in Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 9, pages 135-147, University of Lodz.
- Joanna Olbryś, 2007. "Decomposing Value-at-Risk: The Case of a Fund of Funds Portfolio," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 10, pages 149-161, University of Lodz.
- Anna Zamojska, 2007. "An Analysis of Distributions of Rates of Return for Investment Funds," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 11, pages 163-173, University of Lodz.
- Małgorzata Snarska, 2007. "Automatic Trading Agent. RMT based Portfolio Selection–Theoretical Aspects," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 12, pages 175-189, University of Lodz.
- Mateusz Knop & Nina Łapińska-Sobczak, 2007. "Improving Portfolio Efficiency by Including Index Options. Empirical Examples Using Wig20 Index Options," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 13, pages 191-201, University of Lodz.
- Olena Rayevnyeva & Kostyantyn Stryzhychenko, 2007. "Investigation of the Wave Nature of the Ukrainian Stock Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 14, pages 205-225, University of Lodz.
- Adam Frok, 2007. "One Factor Risk Model and Capital Requirements for Credit Risk in the New Capital Accord," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 5, chapter 15, pages 227-240, University of Lodz.
- Marek Gruszczyński, 2008.
"Financial Microeconometrics in Corporate Governance Studies,"
FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 1, pages 11-17,
University of Lodz.
- Marek Gruszczynski, 2010. "Financial microeconometrics in corporate governance studies," Working Papers 49, Department of Applied Econometrics, Warsaw School of Economics.
- Jerzy Jakubczyc, 2008. "Discounting Process and Perspective Projection," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 2, pages 19-31, University of Lodz.
- Waldemar Tarczyński & Małgorzata Łuniewska, 2008. "Analysis of Profitability of Investment on the Stock Exchange in Case of Market Ratios," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 3, pages 33-41, University of Lodz.
- Władysław Milo & Maciej Wawruszczak, 2008. "Determinants of Liquidity of Firms Quoted at Warsaw Stock Exchange," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 4, pages 45-53, University of Lodz.
- Iwona Bujnowicz & Wiesław Dębski, 2008. "Mutual Relationships between Economic Growth and Financial Market Development," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 5, pages 55-70, University of Lodz.
- Piotr Wdowiński, 2008. "Short-Term Combined Forecasts of Zloty/Euro Exchange Rate," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 6, pages 73-87, University of Lodz.
- Marek Raczko, 2008. "Constant Gain Learning as a Solution to the Forward Premium Puzzle in the Presence of Structural Breaks," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 7, pages 89-101, University of Lodz.
- Marcin Gajewski & Jakub Kowalski, 2008. "An Econometric Evaluation of CIP and PPP," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 8, pages 103-120, University of Lodz.
- Jacek Białek, 2008. "New Definition of the Average Rate of Return of a Group of Pension Funds," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 9, pages 123-135, University of Lodz.
- Nina Łapińska-Sobczak & Marta Ostapowicz, 2008. "The Multicriterial Analysis of Mutual Funds Effectiveness in the Period of 2003-2006 with the Use of PROMETHEE and AHP Methods," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 10, pages 137-149, University of Lodz.
- Anna Zamojska, 2008. "Non-linearity and Mutual Fund Returns: a TAR Approach," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 11, pages 151-160, University of Lodz.
- Kazimierz Krauze & Anna Krauze, 2008. "Modelling the Open Pension Funds: The Case of Poland. Evaluation of Market Strong Efficiency," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 12, pages 161-174, University of Lodz.
- Alina Kondratiuk-Janyska & Marek Kałuszka, 2008. "On a Bond Portfolio Guarantying a Minimal Return," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 13, pages 177-192, University of Lodz.
- Barbara Będowska-Sójka, 2008. "Announcement Effects of Dividend Changes," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 6, chapter 14, pages 193-204, University of Lodz.
- Paweł Miłobędzki, 2009. "Stock Price and Volume Relation at the Warsaw Stock Exchange," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 1, pages 11-21, University of Lodz.
- Joanna Bruzda, 2009. "Testing for Second-Order LSTR Cointegration – Some Simulation and Empirical Results," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 2, pages 23-39, University of Lodz.
- Mateusz Pipień, 2009. "The Impact of Conditional Skewness Assumption on the Relation between Risk and Return. Bayesian Analysis for WIG Data," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 3, pages 41-58, University of Lodz.
- Małgorzata Snarska, 2009. "Financial Applications of Random Matrix Theory – Covariance Matrix Filtering Techniques," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 4, pages 59-69, University of Lodz.
- Rafał Weron, 2009.
"Forecasting Wholesale Electricity Prices: A Review of Time Series Models,"
FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 5, pages 71-82,
University of Lodz.
- Weron, Rafal, 2009. "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper 21299, University Library of Munich, Germany.
- Ryszard Doman, 2009. "Dynamics of Conditional Bivariate Distribution’s Shape Parameters: The Case of Central Europe Stock Market Returns," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 6, pages 85-100, University of Lodz.
- Piotr Płuciennik, 2009. "Using Realized Volatility In Estimating Diffusion Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 7, pages 101-110, University of Lodz.
- Małgorzata Doman, 2009. "Foreign Currency Futures and Spot Market Dynamics: Specificity and Linkages," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 8, pages 113-126, University of Lodz.
- Anna Pajor, 2009. "Bayesian Analysis of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 9, pages 127-142, University of Lodz.
- Joanna Klimkowska, 2009. "Immunization Conditions and Immunization Risk for a Fixed-Income Portfolio," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 10, pages 145-155, University of Lodz.
- Joanna Olbryś, 2009. "Forecasting Portfolio Return Based on Bayesian Network Model," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 11, pages 157-171, University of Lodz.
- Anna Sroczyńska-Baron, 2009. "The Application of the Theory of Games for Purpose of Making a Choice of Portfolio," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 12, pages 173-183, University of Lodz.
- Anna Gutkowska, 2009. "Malliavin Calculus Approach to the Optimal Portfolio Choice in the Model with Vasicek (1977) Interest Rate," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 7, chapter 13, pages 185-201, University of Lodz.
- Radosław Cholewiński & Stanisław Kluza & Andrzej Sławiński, 2010. "Microstructure of the EUR/PLN Market: Implications for Investors’ Behavior," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 1, pages 13-26, University of Lodz.
- Małgorzata Doman, 2010. "Does the Weakening of the US Dollar Change the Pattern of the Currency Co-Movement?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 2, pages 27-41, University of Lodz.
- Jacek Kwiatkowski, 2010. "Bayesian Comparison of Hedging Strategies for EUR/PLN Data," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 3, pages 43-56, University of Lodz.
- Barbara Będowska-Sójka, 2010. "Macroeconomic Announcements and Volatility of Intraday WIG and DAX Returns," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 4, pages 57-68, University of Lodz.
- Piotr Wdowiński, 2010. "Automated Stock Price Forecasting System," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 5, pages 69-79, University of Lodz.
- Ryszard Doman, 2010. "Modelling the Dependencies between the Returns on the Warsaw Stock Indices Using Time Varying Copulas," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 6, pages 83-97, University of Lodz.
- Mateusz Pipień, 2010. "A Coordinate Free Conditional Distributions in Multivariate GARCH Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 7, pages 99-111, University of Lodz.
- Piotr Płuciennik, 2010. "Using High Frequency Data to Testing for Jumps in Processes that Model Series from the Polish Financial Market," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 8, pages 113-128, University of Lodz.
- Daniel Kosiorowski, 2010. "Deepest Regression in Robust Estimation of AR and VAR Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 9, pages 129-137, University of Lodz.
- Piotr Fiszeder, 2010. "Pricing the WIG20 Index Options Using GARCH Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 10, pages 141-156, University of Lodz.
- Witold Orzeszko, 2010. "Detection of Nonlinear Autodependencies Using the Hiemstra-Jones Test," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 11, pages 157-170, University of Lodz.
- Jacek Szanduła, 2010. "The Possibility of Using the M Smallest K-Simplexes Method for Forecasting Long and Intermediate Memory Time Series," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 12, pages 171-184, University of Lodz.
- Aleksandra Matuszewska-Janica & Dorota Witkowska, 2010. "The Warsaw Stock Exchange Indices Analysis: Trend or Difference Stationary in Medium and Small Samples," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 13, pages 185-194, University of Lodz.
- Paweł Miłobędzki & Maria Blangiewicz, 2010. "The Term Structure of Interest Rates at the Polish Interbank Market. A VAR Approach," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 14, pages 197-208, University of Lodz.
- Grzegorz Szafrański, 2010. "Heterogenous Interest Rate Pass-Through for Thailand," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 15, pages 209-224, University of Lodz.
- Nina Łapińska –Sobczak & Marta Ostapowicz, 2010. "Analysis and Evaluation of Mutual Funds Effectiveness Using ELECTRE Method," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 16, pages 225-236, University of Lodz.
- Alina Kondratiuk-Janyska & Marek Kałuszka, 2010. "On Performance of Immunization Strategies in Setting of US Treasury Term Structure Data," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 8, chapter 17, pages 237-251, University of Lodz.
- David Mayes & Matti Viren, 2011. "Asset Prices, Asymmetries and Aggregation in the Euro Area," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 1, pages 11-33, University of Lodz.
- Svetlana Raudonen, 2011. "Role of Corporate Taxation and Bilateral Tax Treaties in Investments into Estonian Manufacturing Companies? Empirical Evidence," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 2, pages 35-49, University of Lodz.
- Magdalena Osińska & Tomasz Zdanowicz, 2011. "What Drives Chinese Financial Markets?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 3, pages 51-69, University of Lodz.
- Marcin Fałdziński, 2011. "On The Empirical Importance of the Spectral Risk Measure with Extreme Value Theory Approach," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 4, pages 73-86, University of Lodz.
- Virmantas Kvedaras & Alfredas Rackauskas & Danas Zuokas, 2011. "Regression Models of Macroeconomic Indicators with Explanatory Variables Observed at a Higher Frequency," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 5, pages 87-99, University of Lodz.
- Karol Marek Klimczak, 2011. "Relevance of Accounting standards for Stock Markets: Evidence from Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 6, pages 101-109, University of Lodz.
- Katarzyna Brzozowska-Rup & Antoni Leon Dawidowicz, 2011. "Parameter Estimation for Nonlinear State-Space Models Using Particle Methods Combined with the EM Algorithm," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 7, pages 111-123, University of Lodz.
- Fabio Filipozzi, 2011. "Modelling the Time-Varying Risk Premium by Using the Kalman Filter: the Euro Money Market Case," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 8, pages 127-140, University of Lodz.
- Joanna Olbryś, 2011. "Comparative Analysis of Polish Equity Open-end Mutual Funds' Portfolios Using Estimators of Risk Measures and Risk-Tolerance Coefficient," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 9, pages 141-154, University of Lodz.
- Piotr Wdowiński & Marta Małecka, 2011. "Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 9, chapter 10, pages 155-173, University of Lodz.
- Stanisław Kluza, 2012. "The New Architecture of European Financial Regulatory and Supervision Framework," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 1, pages 11-18, University of Lodz.
- Marek Gruszczyński, 2012.
"Investor Protection and Disclosure. Quantitative Evidence,"
FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 2, pages 19-36,
University of Lodz.
- Marek Gruszczynski, 2010. "Investor protection and disclosure. Quantitative evidence," Working Papers 48, Department of Applied Econometrics, Warsaw School of Economics.
- Karol Marek Klimczak & Grzegorz Szafrański, 2012. "Divergent Patterns of Value Relevance," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 3, pages 37-57, University of Lodz.
- Piotr Wdowiński, 2012. "Disaggregated Foreign Trade, Exchange Rate and Growth in Poland: Simulation and Optimal Control," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 4, pages 59-85, University of Lodz.
- Zuzanna Wośko, 2012. "Using Linear Filters for Detecting Cycles in Survey Data," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 5, pages 87-106, University of Lodz.
- Joanna Olbryś, 2012. "Multifactor Mutual Fund Performance Evaluation Based on the Panel Data Estimation," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 6, pages 107-119, University of Lodz.
- Barbara Będowska-Sójka, 2012. "Jumps in Stock Returns. Evidence from the Polish Stock Exchange," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 7, pages 121-135, University of Lodz.
- Milda Pranckevičiūtė, 2012. "High Frequency Data Aggregation in Value-at-Risk Models: Is Daily Data Enough?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 8, pages 137-149, University of Lodz.
- Blanka Łęt, 2012. "Estimating Value-at-Risk for Energy Markets," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński & Grzegorz Szafrański (ed.), FindEcon Monograph Series: Advances in Financial Market Analysis, edition 1, volume 10, chapter 9, pages 151-165, University of Lodz.
- Andrzej Sławiński, 2013. "Institutional Causes of the Global Banking Crisis and the Emergence of Macro-Prudential Countercyclical Policy," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy, edition 1, volume 127, chapter 1, pages 7-24, University of Lodz.
- Piotr Wdowiński, 2013. "Banking Sector and Real Economy of Poland – Analysis with a VAR Model," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy, edition 1, volume 127, chapter 2, pages 25-43, University of Lodz.
- Zuzanna Wośko, 2013. "Credit risk of FX loans in Poland. Interest and FX rate Dependence," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy, edition 1, volume 127, chapter 3, pages 45-58, University of Lodz.
- Władysław Milo & Dominika Bogusz & Mariusz Górajski & Magdalena Ulrichs, 2013. "Notes on some optimal monetary policy rules: the case of Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy, edition 1, volume 127, chapter 4, pages 59-77, University of Lodz.
- Maritta Paloviita & Matti Viren, 2013. "How do individual forecasters change their views? An analysis with micro panel data," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy, edition 1, volume 127, chapter 5, pages 79-92, University of Lodz.
- Łukasz Lenart & Błażej Mazur, 2016. "On Bayesian Inference for Almost Periodic in Mean Autoregressive Models," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Magdalena Osińska (ed.), Statistical Review, vol. 63, 2016, 3, edition 1, volume 63, chapter 1, pages 255-272, University of Lodz.
- Jan Gadomski, 2016. "Assessment of the Impact of the Reduction of the Gaseous Emissions on Growth in Poland. Assumptions and Preliminary Results," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Magdalena Osińska (ed.), Statistical Review, vol. 63, 2016, 3, edition 1, volume 63, chapter 2, pages 273-288, University of Lodz.
- Joanna Wyszkowska-Kuna, 2016. "Financial Services Input as a Source of Economic Growth in the European Union Countries," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Magdalena Osińska (ed.), Statistical Review, vol. 63, 2016, 3, edition 1, volume 63, chapter 3, pages 289-308, University of Lodz.
- Marcin Chlebus, 2016. "Can Lognormal, Weibull or Gamma Distributions Improve the EWS-GARCH Value-at-Risk Forecasts?," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Magdalena Osińska (ed.), Statistical Review, vol. 63, 2016, 3, edition 1, volume 63, chapter 4, pages 329-350, University of Lodz.
- Lech Kruś & Irena Woroniecka-Leciejewicz, 2017. "Monetary-Fiscal Game Analyzed Using a Macroeconomic Model for Poland," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Magdalena Osińska (ed.), Statistical Review, vol. 64, 2017, 3, edition 1, volume 64, chapter 1, pages 285-304, University of Lodz.
- Ibrahim Onour, "undated".
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API-Working Paper Series
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- Onour, Ibrahim, 2009. "Financial Integration of North Africa Stock Markets," MPRA Paper 14938, University Library of Munich, Germany.
- Dr. Ibrahim Onour, "undated".
"The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries,"
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1009, Arab Planning Institute - Kuwait, Information Center.
- Onour, Ibrahim, 2010. "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," MPRA Paper 23332, University Library of Munich, Germany.
- Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011.
"The fine structure of spectral properties for random correlation matrices: an application to financial markets,"
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28964, University Library of Munich, Germany.
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- Koundouri, Phoebe, 2004.
"Econometrics Informing Natural Resources Management:Selected Empirical Analyses,"
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- Phoebe Koundouri, 2004. "Econometrics Informing Natural Resources Management:Selected Empirical Analyses," DEOS Working Papers 0401, Athens University of Economics and Business.
- Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011.
"Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas,"
Borradores de Economia
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- Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011. "Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas," Borradores de Economia 649, Banco de la Republica de Colombia.
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"Real-Time Measurement of Business Conditions,"
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"Fourth order pseudo maximum likelihood methods,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
- Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.
- Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print hal-00815562, HAL.
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- Zhengyuan Gao & Christian M. Hafner, 2019.
"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
- GAO, Zhengyuan & HAFNER, Christian, 2016. "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE 2016014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhengyuan Gao & Christian M. Hafner, 2019. "Looking backward and looking forward," LIDAM Reprints CORE 3024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gao, Zhengyuan & Hafner, Christian, 2019. "Looking Backward and Looking Forward," LIDAM Reprints ISBA 2019057, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
- Marc Fleurbaey & Domenico Moramarco & Vito Peragine, "undated".
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- Marc Fleurbaey & Domenico Moramarco & Vito Peragine, 2024. "Measuring inequality and welfare when some inequalities matter more than others," Working Papers 674, ECINEQ, Society for the Study of Economic Inequality.
- Marc Fleurbaey & Domenico Moramarco & Vito Peragine, 2024. "Measuring inequality and welfare when some inequalities matter more than others," Working Papers ECARES 2024-15, ULB -- Universite Libre de Bruxelles.
- Max J. Pachali & Peter Kurz & Thomas Otter, 0. "How to generalize from a hierarchical model?," Quantitative Marketing and Economics (QME), Springer, vol. 0, pages 1-38.
- P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016.
"Removing Specification Errors from the Usual Formulation of Binary Choice Models,"
Econometrics, MDPI, vol. 4(2), pages 1-21, June.
- P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016. "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics 16/11, Division of Economics, School of Business, University of Leicester.
- Zareena Begum Irfan & Divya Jain, & Ashwin Ram & Satarup Rakshit, "undated". "Modelling the Characteristics of Residential Energy Consumption: Empirical Evidence of Indian Scenario," Working Papers 2016-169, Madras School of Economics,Chennai,India.
- Zareena Begum Irfan & Divya Jain & Satarupa Rakshit & Ashwin Ram, 2018. "Modelling the Characteristics of Residential Energy Consumption: Empirical Evidence of Indian Scenario," Working Papers 2018-169, Madras School of Economics,Chennai,India.
- S. Saravanan & Brijesh C. Purohit, 2019. "Social Performance Of Microfinance Institutions in South Asian Region: A Case Study of India, Bangladesh, Nepal and Sri Lanka," Working Papers 2019-179, Madras School of Economics,Chennai,India.
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers 19/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Eftychia Lola & Spyridon D. Symeonides, 0. "On the Heteroskedastic-Autoregressive Specification of the Linear Regression Model," Bulletin of Applied Economics, Risk Market Journals, vol. 9(2), pages 1-9(2).
- Geethanjali Selvaretnam & Kannika Thampanishvong & David Ulph, "undated".
"Saving and Re-building Lives: an Analysis of the Determinants of Disaster Relief,"
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- Ulph, David & Selvaretnam, Geethanjali & Thampanishvong, Kannika, 2012. "Saving and Re-building Lives: an Analysis of the Determinants of Disaster Relief," SIRE Discussion Papers 2012-47, Scottish Institute for Research in Economics (SIRE).
- Sergi Jimenez-Martin & Catia Nicodemo & Stuart Redding, 0. "Modelling the dynamic effects of elective hospital admissions on emergency levels in England," Empirical Economics, Springer, vol. 0, pages 1-25.
- Jimenez-Martin, Sergi & Nicodemo, Catia & Redding, Stuart, 2019. "Modelling the Dynamic Effects of Elective Hospital Admissions on Emergency Levels in England," IZA Discussion Papers 12340, Institute of Labor Economics (IZA).
- Damiano Fiorillo & Giuseppe Lubrano Lavadera & Nunzia Nappo, 0. "Individual Heterogeneity in the Association Between Social Participation and Self-rated Health: A Panel Study on BHPS," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 0, pages 1-23.
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- 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.
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- Guy Lacroix & Thierry Kamionka & Lucie Gilbert, 2011.
"The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men,"
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- Graciela Chichilnisky, 2011.
"The Limits of Econometrics: Nonparametric Estimation in Hilbert Spaces,"
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- Chichilnisky, Graciela, 2009. "The Limits Of Econometrics: Nonparametric Estimation In Hilbert Spaces," Econometric Theory, Cambridge University Press, vol. 25(4), pages 1070-1086, August.
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"Using instrumental variables to establish causality,"
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